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27: Month-end Secondary Market Yield on Government of India Securities
Date : Mar 12, 2012

(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).


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