(Per cent) |
Coupon |
Date of Maturity |
Yield (Semi–annual) as on |
Mar. 31, 2010 (Year–end) |
Mar. 31, 2011 (Year–end) |
Oct. 31, 2011 |
Nov. 30, 2011 |
Dec. 31, 2011 |
Jan. 31, 2012 |
|
1 |
2 |
3 |
4 |
5 |
6 |
7 |
6.72 |
Jul.
18,
2012 |
*4.36 |
7.31 |
8.72 |
8.70 |
8.57 |
8.62 |
6.85 |
Apr.
5,
2012 |
6.19 |
7.50 |
8.67 |
8.70 |
8.53 |
8.63 |
7.40 |
May
3,
2012 |
6.17 |
7.44 |
8.72 |
8.71 |
8.49 |
8.56 |
10.25 |
Jun.
1,
2012 |
6.34 |
7.49 |
8.71 |
8.72 |
8.54 |
8.64 |
11.03 |
Jul.
18,
2012 |
6.30 |
7.51 |
8.72 |
8.70 |
8.57 |
8.62 |
9.40 |
Sep.
11,
2012 |
6.49 |
7.53 |
8.73 |
8.67 |
8.56 |
8.57 |
FRB |
Nov.
10,
2012 |
4.79 |
7.26 |
8.65 |
8.92 |
8.51 |
8.50 |
9.00 |
May
24,
2013 |
6.51 |
7.54 |
8.72 |
8.56 |
8.30 |
8.16 |
9.81 |
May
30,
2013 |
6.71 |
7.54 |
8.72 |
8.56 |
8.29 |
8.16 |
12.40 |
Aug.
20,
2013 |
6.79 |
7.56 |
8.70 |
8.54 |
8.21 |
8.11 |
7.27 |
Sep.
3,
2013 |
6.74 |
7.57 |
8.69 |
8.53 |
8.18 |
8.09 |
FRB |
Sep.
10,
2013 |
4.54 |
6.74 |
8.74 |
8.91 |
8.54 |
8.53 |
5.32 |
Feb.
16,
2014 |
7.04 |
7.74 |
8.65 |
8.57 |
8.14 |
8.05 |
6.72 |
Feb.
24,
2014 |
7.23 |
7.74 |
8.64 |
8.58 |
8.14 |
8.05 |
7.37 |
Apr.
16,
2014 |
7.14 |
7.77 |
8.63 |
8.58 |
8.13 |
8.05 |
6.07 |
May
15,
2014 |
7.22 |
7.79 |
8.63 |
8.59 |
8.12 |
8.05 |
FRB |
May
20,
2014 |
4.01 |
5.12 |
8.81 |
8.96 |
8.63 |
8.62 |
10.00 |
May
30,
2014 |
7.33 |
7.79 |
8.63 |
8.59 |
8.13 |
8.06 |
7.32 |
Oct.
20,
2014 |
7.25 |
7.87 |
8.61 |
8.62 |
8.14 |
8.09 |
10.50 |
Oct.
29,
2014 |
7.39 |
7.87 |
8.61 |
8.62 |
8.15 |
8.09 |
7.56 |
Nov.
3,
2014 |
7.17 |
7.88 |
8.61 |
8.62 |
8.15 |
8.09 |
11.83 |
Nov.
12,
2014 |
7.50 |
7.87 |
8.61 |
8.62 |
8.16 |
8.10 |
10.47 |
Feb.
12,
2015 |
7.82 |
7.84 |
8.62 |
8.59 |
8.13 |
8.12 |
10.79 |
May
19,
2015 |
7.67 |
7.89 |
8.65 |
8.61 |
8.21 |
8.17 |
11.50 |
May
21,
2015 |
7.67 |
7.88 |
8.65 |
8.61 |
8.21 |
8.17 |
6.49 |
Jun.
8,
2015 |
7.51 |
7.91 |
8.66 |
8.62 |
8.22 |
8.18 |
7.17 |
Jun.
14,
2015 |
|
7.90 |
8.65 |
8.62 |
8.22 |
8.18 |
FRB |
Jul.
2,
2015 |
4.08 |
5.71 |
8.78 |
8.97 |
8.60 |
8.59 |
11.43 |
Aug.
7,
2015 |
7.60 |
7.91 |
8.69 |
8.63 |
8.28 |
8.20 |
FRB |
Aug.
10,
2015 |
3.98 |
6.26 |
8.81 |
8.97 |
8.61 |
8.60 |
7.38 |
Sep.
3,
2015 |
7.49 |
7.94 |
8.70 |
8.64 |
8.31 |
8.22 |
9.85 |
Oct.
16,
2015 |
7.65 |
7.94 |
8.73 |
8.64 |
8.35 |
8.24 |
7.59 |
Apr.
12,
2016 |
7.43 |
7.99 |
8.83 |
8.68 |
8.52 |
8.31 |
10.71 |
Apr.
19,
2016 |
7.63 |
7.98 |
8.83 |
8.68 |
8.51 |
8.31 |
FRB |
May
7,
2016 |
3.97 |
5.15 |
8.86 |
9.09 |
8.68 |
8.67 |
5.59 |
Jun.
4,
2016 |
7.72 |
8.01 |
8.86 |
8.70 |
8.56 |
8.33 |
12.30 |
Jul.
2,
2016 |
7.73 |
7.98 |
8.85 |
8.69 |
8.53 |
8.32 |
7.02 |
Aug.
17,
2016 |
7.60 |
8.00 |
8.88 |
8.71 |
8.57 |
8.33 |
8.07 |
Jan.
15,
2017 |
7.57 |
7.97 |
8.90 |
8.71 |
8.58 |
8.32 |
7.49 |
Apr.
16,
2017 |
7.43 |
7.96 |
8.90 |
8.73 |
8.56 |
8.32 |
FRB |
Jul.
2,
2017 |
4.65 |
7.42 |
8.78 |
8.90 |
8.84 |
8.72 |
7.99 |
Jul.
9,
2017 |
7.72 |
7.95 |
8.91 |
8.70 |
8.54 |
8.30 |
7.46 |
Aug.
28,
2017 |
7.49 |
7.97 |
8.90 |
8.73 |
8.55 |
8.33 |
6.25 |
Jan.
2,
2018 |
7.82 |
7.95 |
8.89 |
8.72 |
8.55 |
8.33 |
7.83 |
Apr.
11,
2018 |
|
|
8.87 |
8.71 |
8.54 |
8.33 |
8.24 |
Apr.
22,
2018 |
7.60 |
7.94 |
8.87 |
8.71 |
8.54 |
8.33 |
No. 27: Month-end Secondary Market Yield on Government of India Securities (Concld.) |
(Per cent) |
Coupon |
Date of Maturity |
Yield (Semi–annual) as on |
Mar. 31, 2010 (Year–end) |
Mar. 31, 2011 (Year–end) |
Oct. 31, 2011 |
Nov. 30, 2011 |
Dec. 31, 2011 |
Jan. 31, 2012 |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
10.45 |
Apr.
30,
2018 |
7.75 |
7.94 |
8.87 |
8.71 |
8.54 |
8.33 |
5.69 |
Sep.
25,
2018 |
7.83 |
7.95 |
8.87 |
8.71 |
8.56 |
8.34 |
12.60 |
Nov.
23,
2018 |
7.78 |
7.93 |
8.86 |
8.71 |
8.55 |
8.33 |
5.64 |
Jan.
2,
2019 |
7.88 |
8.02 |
8.86 |
8.71 |
8.57 |
8.39 |
6.05 |
Feb.
2,
2019 |
7.29 |
8.02 |
8.86 |
8.71 |
8.58 |
8.39 |
6.05 |
Jun.
12,
2019 |
7.90 |
8.02 |
8.86 |
8.71 |
8.60 |
8.38 |
6.90 |
Jul.
13,
2019 |
7.82 |
8.02 |
8.86 |
8.71 |
8.60 |
8.38 |
10.03 |
Aug.
9,
2019 |
7.90 |
8.02 |
8.85 |
8.71 |
8.59 |
8.38 |
6.35 |
Jan.
2,
2020 |
7.85 |
7.99 |
8.86 |
8.76 |
8.66 |
8.37 |
8.19 |
Jan.
16,
2020 |
|
|
|
|
|
8.31 |
10.70 |
Apr.
22,
2020 |
7.92 |
7.98 |
8.85 |
8.76 |
8.66 |
8.37 |
7.80 |
May
3,
2020 |
|
7.98 |
8.86 |
8.76 |
8.67 |
8.36 |
FRB |
Dec.
21,
2020 |
4.62 |
8.04 |
9.09 |
10.02 |
9.64 |
9.76 |
11.60 |
Dec.
27,
2020 |
7.94 |
8.01 |
8.86 |
8.77 |
8.66 |
8.36 |
7.80 |
Apr.
11,
2021 |
|
|
8.88 |
8.72 |
8.56 |
8.38 |
7.94 |
May
24,
2021 |
7.94 |
8.06 |
8.89 |
8.78 |
8.62 |
8.33 |
10.25 |
May
30,
2021 |
8.17 |
8.05 |
8.89 |
8.78 |
8.61 |
8.32 |
8.79 |
Nov.
8,
2021 |
|
|
|
8.74 |
8.56 |
8.27 |
8.20 |
Feb.
15,
2022 |
8.10 |
8.10 |
8.90 |
8.77 |
8.54 |
8.28 |
8.35 |
May.
14,
2022 |
8.18 |
8.09 |
8.91 |
8.77 |
8.51 |
8.27 |
8.08 |
Aug.
2,
2022 |
8.19 |
8.08 |
8.92 |
8.75 |
8.48 |
8.24 |
5.87 |
Aug.
28,
2022 |
8.14 |
8.12 |
8.93 |
8.79 |
8.48 |
8.25 |
8.13 |
Sep.
21,
2022 |
8.05 |
8.09 |
8.92 |
8.78 |
8.46 |
8.25 |
6.30 |
Apr.
9,
2023 |
8.16 |
8.16 |
8.94 |
8.82 |
8.49 |
8.25 |
6.17 |
Jun.
12,
2023 |
8.17 |
8.17 |
8.95 |
8.83 |
8.51 |
8.27 |
7.35 |
Jun.
22,
2024 |
8.03 |
8.21 |
8.96 |
8.87 |
8.65 |
8.27 |
9.15 |
Nov.
14,
2024 |
|
|
|
8.84 |
8.70 |
8.39 |
5.97 |
Sep.
25,
2025 |
8.34 |
8.29 |
8.97 |
8.95 |
8.82 |
8.40 |
10.18 |
Sep.
11,
2026 |
8.37 |
8.28 |
8.96 |
8.95 |
8.80 |
8.49 |
8.24 |
Feb.
15,
2027 |
8.25 |
8.33 |
8.98 |
8.98 |
8.84 |
8.52 |
8.26 |
Aug.
2,
2027 |
8.27 |
8.33 |
8.98 |
8.99 |
8.83 |
8.56 |
8.28 |
Sep.
21,
2027 |
8.40 |
8.35 |
8.97 |
9.00 |
8.83 |
8.56 |
6.01 |
Mar.
25,
2028 |
8.47 |
8.40 |
8.99 |
9.03 |
8.86 |
8.57 |
6.13 |
Jun.
4,
2028 |
8.46 |
8.40 |
8.99 |
9.03 |
8.86 |
8.62 |
8.97 |
Dec.
5,
2030 |
|
|
|
|
8.77 |
8.62 |
8.28 |
Feb.
15,
2032 |
8.30 |
8.39 |
8.95 |
8.99 |
8.75 |
8.62 |
8.32 |
Aug.
2,
2032 |
8.41 |
8.40 |
8.96 |
9.01 |
8.75 |
8.65 |
7.95 |
Aug.
28,
2032 |
8.32 |
8.41 |
8.96 |
9.02 |
8.75 |
8.66 |
8.33 |
Sep.
21,
2032 |
8.41 |
8.40 |
8.96 |
9.02 |
8.75 |
8.66 |
7.50 |
Aug.
10,
2034 |
8.27 |
8.41 |
8.97 |
9.04 |
8.74 |
8.66 |
7.40 |
Sep.
9,
2035 |
8.24 |
8.41 |
8.97 |
9.06 |
8.75 |
8.67 |
8.33 |
Jun.
7,
2036 |
8.30 |
8.39 |
8.97 |
9.06 |
8.75 |
8.67 |
6.83 |
Jan.
19,
2039 |
8.28 |
8.38 |
8.99 |
9.11 |
8.79 |
8.65 |
8.30 |
Jul.
2,
2040 |
|
8.36 |
9.00 |
9.12 |
8.78 |
8.60 |
8.83 |
Dec.
12,
2041 |
|
|
|
|
8.82 |
8.54 |
FRB: Floting Rate Bond.
* 6.72% GS 2012 with call/ put option on coupon dates.
Source: Fixed Income Money Market and Derivatives Association of India (FIMMDA). |
|