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Date : Sep 15, 2022
Table 176 : 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
2019-20                        
1 6.6429 6.3412 6.1985 5.9748 5.7618 5.7221 5.4418 5.3459 5.6437 5.5031 5.2378 4.7689
2 6.8062 6.4759 6.3736 6.0784 5.8785 5.9018 5.7069 5.6476 5.9971 5.8476 5.4574 5.1277
3 6.9988 6.6544 6.5425 6.1832 6.0425 6.1243 5.9242 5.9241 6.2695 6.1572 5.6176 5.3678
4 7.1845 6.7584 6.6832 6.2718 6.2056 6.3178 6.1644 6.1525 6.4477 6.3509 5.8973 5.6453
5 7.3654 6.9332 6.8755 6.4079 6.3803 6.4978 6.3851 6.3856 6.6213 6.5292 6.1710 6.1571
6 7.4632 6.9775 6.9059 6.5688 6.4925 6.5953 6.4862 6.4331 6.6583 6.5963 6.2440 6.3124
7 7.5300 7.0423 6.9542 6.5988 6.5134 6.7446 6.6927 6.5874 6.8520 6.7022 6.5098 6.4545
8 7.5665 7.2179 7.0194 6.6715 6.6589 6.8474 6.7632 6.7420 6.8769 6.8509 6.5001 6.4478
9 7.4808 7.1405 6.9508 6.4833 6.6066 6.7368 6.6772 6.3252 6.6931 6.7391 6.2510 5.9678
10 7.4637 7.1255 6.9339 6.5758 6.7059 6.8308 6.8661 6.5906 6.9177 6.8418 6.6498 6.7345
11 7.6488 7.2861 7.0504 6.7440 6.7933 7.0470 6.9461 7.0606 6.9528 6.9272 6.7300 6.7398
12 7.6807 7.2846 7.0513 6.7676 6.8182 7.0725 6.9349 7.0652 7.0052 6.9797 6.7084 6.7024
13 7.7046 7.2877 7.0340 6.7821 6.8679 7.0865 7.0514 7.0501 7.0171 7.0502 6.7438 6.7545
14 7.7132 7.2563 7.0262 6.7865 6.9088 7.0303 7.0147 6.9930 7.0082 7.0506 6.7199 6.7024
15 7.7166 7.3019 7.0693 6.8335 6.9080 7.0834 7.0551 7.0482 7.0495 7.1009 6.8086 6.7683
16 7.7233 7.3145 7.0761 6.8360 6.8798 7.0935 7.0892 7.0940 7.0562 7.0961 6.8310 6.7678
17 7.7186 7.3440 7.0581 6.8395 6.8660 7.1099 7.0847 7.1014 7.0639 7.0956 6.8410 6.7184
18 7.6902 7.3360 7.0418 6.8434 6.8997 7.1264 7.0802 7.1095 7.0716 7.0950 6.7993 6.7089
19 7.6599 7.3270 7.0256 6.8473 6.9334 7.1428 7.0757 7.1177 7.0793 7.0944 6.8094 6.7093
20 7.6422 7.3192 7.0320 6.8535 6.9671 7.1609 7.0853 7.1259 7.0952 7.1043 6.8099 6.7187
21 7.6569 7.3538 7.0885 6.8506 7.0008 7.1826 7.0988 7.1340 7.1310 7.1835 6.8101 6.7299
22 7.6715 7.3643 7.0973 6.8462 7.0345 7.2042 7.1123 7.1422 7.1669 7.1509 6.7833 6.7411
23 7.6862 7.3709 7.1061 6.8418 7.0474 7.2258 7.1257 7.1504 7.1532 7.1184 6.8489 6.7539
24 7.7008 7.3855 7.1155 6.8490 7.0430 7.2474 7.1392 7.1594 7.1419 7.1290 6.8023 6.7500
25 7.7155 7.3815 7.1122 6.8584 7.0167 7.2245 7.1415 7.1696 7.1300 7.1522 6.8099 6.7799
26 7.7213 7.3640 7.1018 6.8623 7.0006 7.1883 7.1437 7.1261 7.1082 7.1043 6.8279 6.7765
27 7.7127 7.3417 7.0950 6.8655 7.0006 7.1520 7.1491 7.0929 7.0918 7.0727 6.8478 6.7788
28 7.7038 7.3252 7.0883 6.8651 7.0065 7.1683 7.1545 7.1277 7.1056 7.0782 6.8688 6.7544
29 7.6950 7.3131 7.0815 6.8639 7.0132 7.1860 7.1600 7.1624 7.1193 7.0837 6.8900 6.7499
30 7.6861 7.3010 7.0747 6.8626 7.0085 7.2038 7.1654 7.1971 7.1254 7.0858 6.8909 6.7322
2020-21                        
1 4.0191 3.7453 3.8273 3.5965 3.7789 3.8489 3.6127 3.4610 3.6058 3.8744 3.9542 3.7993
2 4.3238 4.1219 4.1069 4.1921 4.2781 4.3290 4.2739 3.9110 3.8756 4.3337 4.4338 4.4689
3 4.7498 4.6789 4.5130 4.6138 4.8290 4.9103 4.5903 4.3409 4.3745 4.6971 4.9689 5.0605
4 5.2978 5.1202 4.8924 4.8903 5.2903 5.1892 4.9173 4.8133 4.7703 5.0256 5.4646 5.4366
5 5.7410 5.4678 5.3284 5.1293 5.5509 5.5503 5.2893 5.0728 5.2296 5.3731 5.8641 5.9595
6 5.8092 5.7173 5.5893 5.6203 6.0247 5.8904 5.5921 5.5674 5.5557 5.6865 6.1828 6.1676
7 6.1309 5.9689 5.8937 5.8029 6.1904 6.1173 5.8635 5.7774 5.7270 5.8642 6.4068 6.3466
8 6.2493 6.1538 6.0789 6.1921 6.2893 6.2994 5.9303 5.8754 5.8574 6.0400 6.5034 6.3962
9 5.9973 6.1200 6.0563 6.1028 6.2594 6.0929 5.9039 5.9458 5.9399 6.0202 6.4003 6.2277
10 6.5494 5.7724 5.9810 5.6933 6.1034 6.1024 5.8822 5.8348 5.9834 6.0710 6.3372 6.3841
11 6.5294 6.0346 6.2012 6.1980 6.3894 6.3738 6.2030 6.0834 6.1506 6.2537 6.6758 6.9307
12 6.5974 6.4043 6.5470 6.4227 6.5843 6.5129 6.4023 6.2581 6.1961 6.3097 6.6726 6.8394
13 6.5310 6.3107 6.3492 6.3192 6.4930 6.4940 6.3921 6.2415 6.2366 6.3477 6.6470 6.7331
14 6.5694 6.2032 6.3163 6.2547 6.4928 6.4928 6.2302 6.2022 6.2581 6.3545 6.8021 6.7437
15 6.6124 6.3564 6.5129 6.4193 6.5603 6.5307 6.3040 6.2469 6.3044 6.3805 6.8284 6.7718
16 6.6398 6.5098 6.5821 6.5505 6.6346 6.5999 6.4121 6.3169 6.3492 6.4011 6.8563 6.8152
17 6.6652 6.5346 6.5233 6.4920 6.6033 6.5596 6.4991 6.3869 6.3941 6.4216 6.8841 6.8654
18 6.6974 6.5125 6.5003 6.4934 6.5903 6.6723 6.5945 6.4569 6.4389 6.4421 6.9120 6.8505
19 6.7046 6.4765 6.5137 6.4324 6.5678 6.6034 6.6902 6.5125 6.4955 6.4927 6.9399 6.9104
20 6.7147 6.4654 6.5678 6.2213 6.5524 6.6583 6.7321 6.5658 6.5414 6.5939 6.9351 7.0023
21 6.7216 6.4456 6.6200 6.4081 6.5789 6.6978 6.8179 6.6190 6.5474 6.6850 6.9125 6.9680
22 6.7035 6.4923 6.6445 6.2935 6.5939 6.6992 6.8998 6.6121 6.5534 6.6453 6.8967 6.7999
23 6.7087 6.5178 6.7005 6.2320 6.6284 6.6007 6.8977 6.6209 6.5480 6.5814 6.9136 6.8220
24 6.6964 6.5564 6.6784 6.4398 6.6402 6.6231 6.7904 6.6385 6.5426 6.5278 6.9139 6.8009
25 6.6753 6.5873 6.6258 6.4526 6.7382 6.6093 6.8821 6.6359 6.5410 6.5280 6.9085 6.7898
26 6.6468 6.6176 6.5923 6.2812 6.7528 6.7050 6.8997 6.6108 6.5425 6.5292 6.9003 6.7849
27 6.6479 6.6063 6.5895 6.3121 6.7903 6.7107 6.7902 6.6192 6.5418 6.5330 6.8921 6.7867
28 6.6064 6.6399 6.5657 6.4287 6.8400 6.7573 6.7933 6.6275 6.5411 6.5368 6.8840 6.7886
29 6.6049 6.6330 6.5534 6.4299 6.8498 6.7591 6.7242 6.6186 6.5405 6.5277 6.8497 6.7863
30 6.5673 6.6050 6.5445 6.3902 6.7944 6.7570 6.6999 6.5891 6.5363 6.5161 6.8158 6.7825
(Continued)

TABLE 176 : 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
2021-22                        
1 3.8038 3.9092 4.0555 3.8102 3.6854 3.9260 4.1195 4.2184 4.3496 4.4425 4.5409 4.5392
2 4.2579 4.3691 4.5702 4.3475 4.2207 4.4982 4.7094 4.6806 5.0136 5.0428 5.0020 5.1336
3 4.8968 4.8564 5.1215 4.9433 4.7986 4.9916 5.1579 5.1104 5.4095 5.4957 5.4326 5.5776
4 5.3923 5.2652 5.6144 5.4895 5.3710 5.4309 5.5601 5.4413 5.7196 5.8761 5.9041 5.9932
5 5.6839 5.6599 5.8035 5.8355 5.7567 5.7802 5.8945 5.8161 6.0144 6.1593 6.2312 6.2965
6 6.0334 6.0871 6.1647 6.1550 6.0139 6.0067 6.1458 6.0555 6.2766 6.3831 6.5234 6.5673
7 6.2178 6.2402 6.3470 6.3861 6.1899 6.1582 6.2584 6.1650 6.4099 6.5738 6.7132 6.7277
8 6.3677 6.5124 6.4500 6.4480 6.2549 6.2316 6.3726 6.2564 6.3794 6.5610 6.7507 6.8379
9 6.1384 6.2022 6.2942 6.3718 6.2374 6.2193 6.4122 6.2986 6.4030 6.6219 6.7672 6.8202
10 6.3567 6.2584 6.3928 6.2295 6.3714 6.2822 6.4719 6.3824 6.5234 6.7278 6.8157 6.8363
11 6.5394 6.7044 6.5359 6.6836 6.5585 6.5936 6.7210 6.5478 6.6473 6.8939 6.8838 6.9797
12 6.6371 6.6025 6.6748 6.8289 6.7015 6.6249 6.7616 6.6715 6.7571 7.0036 6.9696 7.1303
13 6.6687 6.6307 6.6989 6.8526 6.7526 6.6659 6.8064 6.7212 6.8514 7.0901 7.0595 7.1588
14 6.6310 6.6505 6.7314 6.8459 6.7725 6.7006 6.8271 6.7300 6.9077 7.1332 7.0087 7.1140
15 6.6803 6.7944 6.8034 6.8869 6.7830 6.7616 6.8734 6.7621 6.9182 7.1486 7.0302 7.2023
16 6.8028 6.9006 6.8363 6.9333 6.8395 6.8550 6.9292 6.7974 6.9287 7.1640 7.0517 7.2567
17 6.8096 6.9334 6.8691 6.9798 6.8961 6.9484 6.9850 6.8326 6.9392 7.1795 7.0733 7.2762
18 6.6853 6.8009 6.9020 7.0262 6.9526 6.9641 7.0408 6.8514 6.9497 7.1949 7.0948 7.3119
19 6.7247 6.8396 6.9348 7.0799 7.0454 6.8345 7.0966 6.8676 6.9623 7.2104 7.1163 7.2632
20 6.7699 6.9016 6.9677 7.2192 7.1740 6.8548 7.1524 6.8838 6.9772 7.2258 7.1363 7.2764
21 6.8044 6.8638 7.0074 7.2489 7.0127 6.8750 7.0254 6.9352 6.9920 7.2413 7.0912 7.3081
22 6.8165 6.8668 7.0504 7.1409 7.0499 6.8953 7.0060 6.9290 7.0069 7.1480 7.1101 7.2813
23 6.8263 6.8253 7.0582 7.0977 7.0590 6.8822 7.0255 6.9173 7.0214 7.2639 7.0694 7.3615
24 6.7869 6.8479 7.0527 7.2286 7.1435 6.8795 7.0347 6.9113 7.0321 7.2638 7.0702 7.2906
25 6.7813 6.8464 7.0597 7.1805 7.3354 6.9313 7.0429 6.9125 7.0425 7.2803 7.0769 7.2161
26 6.7827 6.9821 7.0666 7.3374 7.3500 6.9474 7.0512 6.9137 7.0529 7.2829 7.0912 7.2959
27 6.7767 7.1119 7.0735 7.2628 7.2369 6.9624 7.0594 6.9149 7.0633 7.2854 7.1055 7.2480
28 6.7706 6.9276 7.0806 7.1762 7.2103 6.9728 7.0643 6.9161 7.0717 7.2909 7.1081 7.2393
29 6.7673 6.9214 7.0936 7.1684 7.1820 6.9709 7.0635 6.9173 7.0773 7.2963 7.1073 7.2507
30 6.7586 7.0168 7.0997 7.1657 7.0904 6.9662 7.0633 6.9231 7.0598 7.2880 7.1119 7.3164
2022-23                        
1 4.8529 6.0761 6.3048 6.2182 - - - - - - - -
2 5.7029 6.6871 6.6762 6.5903 - - - - - - - -
3 6.1681 6.9433 6.9625 6.7686 - - - - - - - -
4 6.4988 7.0904 7.1580 6.9293 - - - - - - - -
5 6.8279 7.2535 7.2400 7.1448 - - - - - - - -
6 6.9610 7.3113 7.3200 7.1829 - - - - - - - -
7 7.0823 7.3258 7.3682 7.2221 - - - - - - - -
8 7.1011 7.3805 7.4149 7.2557 - - - - - - - -
9 7.1274 7.4191 7.4300 7.2805 - - - - - - - -
10 7.1769 7.4761 7.3776 7.4239 - - - - - - - -
11 7.2578 7.5178 7.2617 7.4214 - - - - - - - -
12 7.2842 7.5466 7.3880 7.4217 - - - - - - - -
13 7.3057 7.5770 7.5420 7.4756 - - - - - - - -
14 7.3012 7.5529 7.5758 7.5219 - - - - - - - -
15 7.2974 7.5581 7.5985 7.5290 - - - - - - - -
16 7.3057 7.5652 7.6212 7.5360 - - - - - - - -
17 7.3141 7.5724 7.6440 7.5430 - - - - - - - -
18 7.3224 7.5795 7.6667 7.5521 - - - - - - - -
19 7.3240 7.5867 7.6588 7.5871 - - - - - - - -
20 7.3263 7.5938 7.6507 7.5906 - - - - - - - -
21 7.3153 7.6010 7.6426 7.5756 - - - - - - - -
22 7.3210 7.6137 7.6512 7.5702 - - - - - - - -
23 7.3742 7.6338 7.6746 7.5800 - - - - - - - -
24 7.3608 7.6384 7.6785 7.5944 - - - - - - - -
25 7.3634 7.6421 7.6825 7.6088 - - - - - - - -
26 7.3790 7.6457 7.6864 7.6232 - - - - - - - -
27 7.3946 7.6494 7.6903 7.6367 - - - - - - - -
28 7.4102 7.6683 7.6951 7.6446 - - - - - - - -
29 7.4205 7.6773 7.7045 7.6597 - - - - - - - -
30 7.4221 7.6759 7.7112 7.6645 - - - - - - - -
Source : Reserve Bank of India.

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