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26C. Month-end Yield to Maturity of SGL Transaction in Central Government Dated Securities for Various Residual Maturities
Date : Mar 12, 2012

(Per cent)

Term to Maturity (in years)

2011

2012

Feb.

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

1

2

3

4

5

6

7

8

9

10

11

12

1

7.4488

7.4927

6.3112

8.3124

8.1875

8.3619

8.2283

8.2081

8.7114

8.7397

8.3720

8.6259

2

7.6298

7.5488

6.9231

8.3554

8.2298

8.3799

8.2650

8.2437

8.7469

8.7059

8.3161

8.5434

3

7.8139

7.6787

7.5350

8.3985

8.2722

8.3979

8.2696

8.2793

8.7823

8.6722

8.2603

8.4610

4

7.9980

7.8747

8.1469

8.4415

8.3146

8.4148

8.2873

8.3129

8.8178

8.6781

8.3743

8.3785

5

8.0602

7.9287

8.2318

8.4771

8.3496

8.4342

8.3329

8.3622

8.8603

8.7123

8.4656

8.2961

6

8.0694

7.9465

8.2385

8.4780

8.3580

8.4678

8.3445

8.4109

8.8810

8.7341

8.4918

8.3098

7

8.0929

7.9574

8.1690

8.4780

8.3625

8.5251

8.4124

8.3962

8.8635

8.7439

8.5120

8.3223

8

8.1187

7.9681

8.1525

8.4513

8.3532

8.6566

8.5700

8.4073

8.8650

8.7485

8.5300

8.3151

9

8.1095

7.9787

8.1359

8.4246

8.3440

8.5576

8.4262

8.3942

8.8666

8.7531

8.5479

8.2945

10

8.0983

8.0223

8.1267

8.4123

8.3518

8.4792

8.3543

8.3975

8.8849

8.7594

8.5459

8.2878

11

8.1338

8.0692

8.2552

8.4895

8.4205

8.5397

8.4259

8.4295

8.9145

8.7929

8.5142

8.3283

12

8.1897

8.1168

8.3151

8.5213

8.4566

8.5672

8.4559

8.4716

8.9260

8.8298

8.6100

8.3688

13

8.2613

8.1649

8.3510

8.5439

8.4897

8.5891

8.4839

8.5138

8.9375

8.8677

8.7018

8.4133

14

8.3329

8.2130

8.3870

8.5665

8.5227

8.6109

8.5118

8.5559

8.9490

8.9279

8.7660

8.4729

15

8.4045

8.2610

8.4230

8.5890

8.5557

8.6328

8.5398

8.5980

8.9605

8.9882

8.8302

8.5326

16

8.4761

8.3091

8.4590

8.6116

8.5887

8.6547

8.5708

8.6389

8.9708

9.0386

8.8678

8.5771

17

8.5095

8.3266

8.4950

8.6182

8.5943

8.6625

8.6379

8.6252

8.9707

9.0478

8.8353

8.5947

18

8.5134

8.3285

8.6215

8.5972

8.6678

8.6114

8.9707

9.0570

8.8028

8.6122

19

8.5173

8.3305

8.6248

8.6002

8.6731

8.5976

8.9707

9.0663

8.7727

8.6241

20

8.5212

8.3324

8.6282

8.6031

8.6784

8.5838

8.9707

9.0755

8.7749

8.6044

21

8.5251

8.3343

8.6315

8.6060

8.6837

8.5726

8.9707

9.0847

8.7770

8.5975

22

8.5284

8.3363

8.6348

8.6890

8.5749

8.9706

9.0939

8.7791

8.5911

23

8.5318

8.3382

8.6382

8.6944

8.5771

8.9706

9.1031

8.7813

8.5848

24

8.5351

8.3402

8.6415

8.6997

8.5794

8.9706

9.1123

8.7834

8.5784

25

8.5384

8.3421

8.6448

8.7050

8.5816

8.9706

9.1216

8.7856

8.5721

26

8.5418

8.3456

8.6481

8.7103

8.5839

8.9706

9.1308

8.7877

8.5658

27

8.5451

8.3493

8.6515

8.7156

8.5861

8.9705

9.1400

8.7898

8.5594

28

8.5485

8.3531

8.6548

8.7209

8.5884

8.9705

9.1492

8.7920

8.5531

29

8.5518

8.3568

8.6581

8.7262

8.5907

8.9705

9.1584

8.8036

8.5467

30

8.5551

8.3606

8.6614

8.8249

8.5404


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