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Date : Sep 15, 2018
Table 181 : Month-End Yield of SGL Transactions in Government Dated Securities for Various Maturities
(Per cent per annum)
Term to maturity
(in years)
Apr. May Jun. Jul. Aug. Sep. Oct. Nov. Dec. Jan. Feb. Mar.
1 2 3 4 5 6 7 8 9 10 11 12 13
2015-16                        
1 7.7254 7.6353 7.8766 7.5655 7.4290 7.5059 7.5024 7.5119 7.3575 7.1885 7.2498 7.1362
2 7.8430 7.8023 7.9257 7.8866 7.8305 7.5389 7.5471 7.5554 7.5433 7.3754 7.6080 7.3301
3 7.6957 7.7799 7.9749 7.8297 7.7964 7.5561 7.6224 7.7714 7.7033 7.5275 7.6988 7.3979
4 7.7893 7.8439 8.0691 7.9516 7.9220 7.6571 7.7215 7.9006 7.7172 7.6636 7.7817 7.4116
5 7.9082 7.9619 8.0941 8.0098 8.0307 7.7472 7.7455 7.8970 7.8737 7.7585 7.8748 7.6049
6 7.7611 8.0466 8.1560 8.0858 8.0084 7.8087 7.8757 7.9966 7.9550 7.8925 8.0763 7.7766
7 7.9189 7.9620 8.1436 8.0553 8.0034 7.7778 7.8328 7.7274 7.9694 7.6938 7.9215 7.6153
8 7.8914 7.8322 8.0520 7.8607 7.9085 7.7353 7.5513 7.6264 7.7474 7.7989 8.0228 7.7252
9 7.8755 7.8537 8.0154 7.9597 7.7613 7.5057 7.6160 7.7605 7.7771 7.7819 7.8634 7.6849
10 7.8904 7.6433 7.8697 7.8050 8.0541 7.5300 7.9202 8.0698 8.0940 7.5187 7.6385 7.4025
11 7.9030 7.7537 8.0479 8.0310 8.2104 7.7590 7.8545 7.9955 7.9969 7.8109 7.7957 7.8201
12 7.9167 8.0268 8.1505 8.0454 8.0270 7.8242 7.9011 8.0211 8.0510 8.0058 8.0790 7.8728
13 7.8892 7.7966 8.0823 7.9647 7.9000 7.6780 7.8525 7.8473 7.8892 7.7907 7.9174 7.7061
14 7.9010 7.7689 8.0478 7.9208 7.8402 7.6136 7.8881 8.0307 8.0380 8.0474 8.0967 7.9684
15 7.9483 7.8395 8.0968 7.9968 7.9627 7.7288 7.8720 8.0470 8.1758 8.1821 8.2981 7.9198
16 7.8576 7.9574 8.1437 8.0300 7.9992 7.8112 7.8980 8.0162 8.0483 8.2457 8.3662 7.9467
17 7.8982 7.9342 8.1213 7.9966 7.9802 7.8060 7.8576 8.0158 8.1137 8.2593 8.3099 7.9686
18 7.8679 7.9532 8.1919 8.0692 7.9613 7.7822 7.8588 7.9235 7.9873 8.1194 8.2073 7.8216
19 7.8849 7.9903 8.2177 8.0601 8.0487 7.8042 7.8743 7.8442 7.8848 8.0513 8.3729 7.8930
20 7.8871 7.9944 8.2297 8.0596 8.0523 7.8441 7.9684 8.0383 8.1928 8.2666 8.3258 7.8086
21 7.8894 7.9985 8.1731 8.0592 8.0559 7.8685 7.8903 8.0554 8.1265 8.2931 8.3228 7.8283
22 7.9250 8.0026 8.1642 8.0588 8.0595 7.8747 7.8917 8.0724 8.1293 8.3196 8.3199 7.8181
23 7.9333 8.0067 8.1553 8.0584 8.0631 7.8809 7.8931 8.0894 8.1320 8.3461 8.3169 7.8165
24 7.9416 8.0108 8.1463 8.0579 8.0667 7.8871 7.8945 8.1064 8.1347 8.3726 8.3140 7.8776
25 7.9498 8.0149 8.1374 8.0575 8.0703 7.8812 7.8959 8.0211 8.1240 8.3990 8.3258 8.0073
26 8.0108 8.0320 8.2715 8.0571 8.0739 7.8899 7.8973 8.0207 8.1237 8.4255 8.3503 8.0171
27 7.8583 7.9628 8.1426 8.0567 8.0685 7.8222 7.8987 8.0204 8.1234 8.2668 8.3322 7.9963
28 7.8102 8.0460 8.2268 8.1093 8.0768 7.9042 7.9824 8.0776 8.1934 8.2445 8.2962 7.9131
29 7.8854 7.9508 8.1278 7.9872 7.9531 7.7723 7.7986 7.9357 8.0210 8.2239 8.2911 7.9058
30 - - 8.0998 - - - - - - 8.2155 8.2769 -
2016-17                        
1 7.0513 7.3289 7.2242 6.8692 6.8345 6.6719 6.6342 6.0495 6.2402 6.3029 6.4314 6.4527
2 7.3000 7.2344 7.1540 6.9096 6.9408 6.7425 6.6669 6.0422 6.3908 6.3807 6.5471 6.6378
3 7.3749 7.3414 7.2762 7.0078 6.9435 6.8132 6.6997 6.1710 6.4840 6.3365 6.6813 6.6484
4 7.4923 7.5717 7.3905 7.0625 7.0539 6.9004 6.7324 6.2299 6.6948 6.5721 6.9786 6.9235
5 7.4920 7.7368 7.5638 7.2023 7.1028 6.8255 6.9283 6.4242 6.7386 6.4905 6.9219 6.6651
6 7.7466 7.6088 7.5638 7.1610 7.1010 6.7125 6.7326 6.2872 6.2774 6.5785 7.0776 6.9138
7 7.5845 7.5849 7.5190 7.1672 7.0778 6.9396 6.8013 6.2528 6.7704 6.6802 7.1453 7.0605
8 7.7859 7.7723 7.6110 7.2514 7.1503 7.0565 6.9618 6.5033 6.8500 6.4941 7.0138 6.8000
9 7.2997 7.6276 7.4183 7.1604 7.0891 6.9383 6.8531 6.3317 6.3863 6.3916 6.8592 6.6444
10 7.8721 7.4650 7.7834 7.4091 7.1140 6.8096 6.8216 6.3049 7.1725 7.1485 7.0912 7.0563
11 7.7931 7.8043 7.7313 7.4327 7.2263 7.1787 7.1462 6.6178 7.1159 7.4972 7.4841 7.4025
12 7.5792 7.6400 7.5797 7.2453 7.0753 6.9716 7.0568 6.5025 6.8371 6.4394 7.0335 7.1345
13 7.7618 7.7715 7.6393 7.2735 7.0445 6.9577 7.0273 6.4570 6.8581 6.7492 7.3516 7.2747
14 7.9241 7.9384 7.8256 7.2978 7.1331 7.1036 7.1705 6.5698 7.2164 6.7661 7.5678 7.2698
15 7.8570 7.8653 7.7651 7.4115 7.2580 7.1552 7.1986 6.6752 7.2971 6.7767 7.2055 7.1546
16 7.8470 7.9065 7.6916 7.3790 7.2594 7.1009 7.2266 6.6642 7.3778 6.7873 7.5067 7.3956
17 7.8370 7.8631 7.6730 7.4164 7.2609 7.0681 7.2547 6.6856 7.0966 7.1066 7.5353 7.4249
18 7.7558 7.8541 7.6558 7.3100 7.2202 7.1352 7.1960 6.6879 7.1647 7.0487 7.6212 7.3564
19 7.7255 7.7409 7.6909 7.2642 7.2141 7.2186 7.1456 6.6524 6.8349 7.2080 7.6374 7.4853
20 7.9393 7.7653 7.7877 7.4462 7.2634 7.2303 7.0568 6.5768 6.7762 7.2426 7.6536 7.5629
21 7.9003 7.8764 7.8052 7.4932 7.2876 7.0690 6.9985 6.6032 6.7176 7.2549 7.6698 7.5824
22 7.9071 7.8768 7.8227 7.4623 7.2467 6.9852 7.1025 6.6425 6.6589 7.2672 7.2422 7.6019
23 7.9138 7.8772 7.8402 7.4850 7.3287 7.0985 7.2478 6.6724 7.3358 7.2795 7.7022 7.6213
24 7.9205 7.8776 7.8577 7.5450 7.2994 7.2775 7.2536 6.6521 7.4258 7.2918 7.6823 7.6408
25 7.9273 7.8780 7.8038 7.4122 7.2949 7.2893 7.2593 6.6529 7.5157 7.3042 7.6007 7.4952
26 7.9340 7.8784 7.8125 7.4262 7.2511 7.2096 7.2202 6.6741 7.6057 7.1894 7.5813 7.5715
27 7.8703 7.8788 7.7604 7.4558 7.2773 7.2270 7.2203 6.6698 7.1601 7.1668 7.5620 7.4822
28 7.8596 7.8792 7.7332 7.3724 7.2681 7.1465 7.2210 6.6456 7.1341 7.1719 7.5914 7.4481
29 7.8334 7.8214 7.6942 7.3563 7.2552 7.1499 7.2109 6.6333 7.0620 6.9371 7.2216 7.4758
30 7.8161 7.8187 7.7266 7.3523 - 7.1479 7.2101 6.6354 6.8640 7.0250 7.1691 7.4766
(Continued)

TABLE 181 : MONTH-END YIELD OF SGL TRANSACTIONS IN GOVERNMENT
DATED SECURITIES FOR VARIOUS MATURITIES (Concld.)
(Per cent per annum)
Term to maturity
(in years)
Apr. May Jun. Jul. Aug. Sep. Oct. Nov. Dec. Jan. Feb. Mar.
1 2 3 4 5 6 7 8 9 10 11 12 13
2017-18                        
1 6.7619 6.5517 6.5393 6.4633 6.2671 6.3207 6.3573 6.3744 6.4822 6.7115 6.8803 6.5524
2 6.7720 6.5684 6.5993 6.5323 6.4633 6.5900 6.5513 6.8109 6.7541 7.0887 7.0067 6.8035
3 6.9147 6.7720 6.5753 6.5098 6.4642 6.6432 6.6918 6.6052 6.9543 7.2739 7.3909 7.0897
4 7.0615 6.8441 6.7466 6.6990 6.5998 6.8063 6.6426 6.8054 7.0325 7.4831 7.5699 7.2776
5 6.8882 6.9098 6.5747 6.7000 6.6829 6.7515 6.7409 7.0036 7.1024 7.4329 7.5777 7.4103
6 7.1106 7.1275 6.8302 6.7703 6.6143 6.9795 7.0123 7.0152 7.2541 7.5401 7.6745 7.5261
7 7.1564 7.0629 6.9316 6.9313 6.8700 6.9712 7.0190 7.2027 7.3107 7.6118 7.6714 7.5255
8 6.9298 6.9372 6.8464 7.0226 6.9662 6.8721 7.2133 7.1455 7.3365 7.5978 7.9125 7.6835
9 6.9088 6.6957 6.7256 6.7126 6.6826 6.8017 6.9875 7.0232 7.2598 7.5059 7.8111 7.5682
10 7.2155 6.5111 6.5899 6.5521 6.5426 6.8192 7.0257 7.2457 7.5236 7.3682 7.7024 7.4205
11 7.4933 7.2536 7.0005 7.0059 7.0232 7.0467 7.2035 7.2932 7.2214 7.3297 7.7404 7.6660
12 7.0821 6.8402 6.6994 6.6443 6.7640 6.8068 7.0569 7.4460 7.2265 7.7682 7.8964 7.8080
13 7.4011 7.1025 7.0257 7.1356 7.3547 7.0958 7.1697 7.3896 7.5807 7.6265 7.9060 7.6354
14 7.6015 7.3618 7.1570 7.3260 7.1360 6.9215 7.1684 7.1024 7.5593 7.8134 8.0362 7.5984
15 7.5893 7.1548 7.0237 7.0646 6.8847 7.1550 7.2286 7.1532 7.6018 8.0415 8.0015 7.7141
16 7.3825 7.0560 6.9113 6.8900 6.9099 7.2540 7.2888 7.1860 7.6548 7.8897 8.0228 7.6968
17 7.4921 7.4800 7.1215 6.9922 7.0237 7.3121 7.5180 7.4563 7.7520 7.7839 7.9852 7.6570
18 7.6087 7.3051 7.0322 7.1865 7.0559 7.2805 7.4272 7.5278 7.8015 7.7742 7.9848 7.6494
19 7.6282 7.5270 7.0304 6.9922 7.0440 7.3186 7.4341 7.5602 7.8249 7.8074 7.9954 7.6418
20 7.6476 7.4056 7.0286 6.9351 7.0320 7.3300 7.4410 7.5707 7.8482 7.8121 7.9945 7.6341
21 7.6671 7.4538 7.0269 7.0437 7.0200 7.2016 7.4480 7.5812 7.8716 7.8168 7.9859 7.6265
22 7.6865 7.5047 7.2689 7.2484 7.1570 7.1570 7.4549 7.5916 7.7985 7.8216 7.9955 7.6189
23 7.7060 7.5642 7.3225 7.2057 7.2569 7.1370 7.4619 7.6397 7.7665 7.8025 7.9860 7.7032
24 7.7254 7.6237 7.3762 7.2149 7.3026 7.2016 7.4688 7.6853 7.7642 7.7987 8.0152 7.6776
25 7.7448 7.6832 7.2570 7.2241 7.2338 7.3472 7.4757 7.5999 7.7620 7.7973 8.0701 7.6903
26 7.6073 7.5134 7.2013 7.1572 7.2973 7.3082 7.4827 7.6289 7.7597 7.7959 7.9870 7.6737
27 7.5714 7.4332 7.1833 7.1882 7.2204 7.2987 7.4570 7.5814 7.7288 7.7937 7.9805 7.6342
28 7.5592 7.4293 7.1437 7.0223 7.1008 7.2522 7.3880 7.4075 7.5983 7.7271 7.9298 7.6602
29 7.3812 7.2869 7.0677 6.9585 7.0453 7.2287 7.3355 7.4642 7.6103 7.7174 7.9008 7.6616
30 7.4716 7.3913 7.1122 7.0800 7.1588 7.2856 - 7.4622 7.6053 7.7078 7.8717 7.6631
2018-19                        
1 7.1106 7.0570 7.2012 7.2655 - - - - - - - -
2 7.4387 7.4687 7.6360 7.5699 - - - - - - - -
3 7.6059 7.8441 7.7860 7.7014 - - - - - - - -
4 7.7892 7.8770 7.9517 7.7963 - - - - - - - -
5 7.7409 8.0141 8.0124 8.0071 - - - - - - - -
6 7.9217 8.0499 8.0630 7.9652 - - - - - - - -
7 7.8992 8.0466 8.1861 8.0326 - - - - - - - -
8 7.9161 8.0911 8.1157 8.0802 - - - - - - - -
9 7.8795 7.8795 7.9985 7.8466 - - - - - - - -
10 7.8013 7.9322 7.9955 7.7412 - - - - - - - -
11 7.9985 8.1237 8.1870 7.8854 - - - - - - - -
12 8.0502 8.0524 8.1257 7.9441 - - - - - - - -
13 8.0136 8.0012 7.9549 7.9855 - - - - - - - -
14 7.9516 8.0348 8.1731 7.9875 - - - - - - - -
15 7.9498 8.0400 8.1386 8.0248 - - - - - - - -
16 7.9480 8.0452 8.1349 8.0870 - - - - - - - -
17 7.9462 8.0890 8.1101 8.0864 - - - - - - - -
18 7.9444 8.1024 8.1475 8.1482 - - - - - - - -
19 7.9426 8.1058 8.1508 8.1491 - - - - - - - -
20 7.9408 8.1092 8.1542 8.1499 - - - - - - - -
21 7.9390 8.1126 8.1575 8.1507 - - - - - - - -
22 7.9372 8.1160 8.1609 8.1515 - - - - - - - -
23 7.9354 8.1193 8.1642 8.1523 - - - - - - - -
24 7.9336 8.1227 8.1675 8.1194 - - - - - - - -
25 7.9318 8.1261 8.0851 8.1783 - - - - - - - -
26 7.9300 8.1295 8.0604 8.1075 - - - - - - - -
27 7.9282 8.1329 8.1384 8.0865 - - - - - - - -
28 7.9264 8.1362 8.0062 8.0984 - - - - - - - -
29 7.9246 8.1396 8.0583 8.0654 - - - - - - - -
30 7.9228 8.1430 8.0586 8.0457 - - - - - - - -
Source : Reserve Bank of India.

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