(Per cent) |
Coupon |
Date of Maturity |
Yield (Semi–annual) as on |
Mar 31, 2011
(Year-end) |
Mar 31, 2012
(Year-end) |
Jan 31, 2012 |
Feb 29, 2012 |
Mar 31, 2012 |
Apr 30, 2012 |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
6.72 * |
Jul. |
18, |
2012 |
7.31 |
8.90 |
8.62 |
8.88 |
8.90 |
8.27 |
7.40 |
May |
3, |
2012 |
7.44 |
8.88 |
8.56 |
8.94 |
8.88 |
8.15 |
10.25 |
Jun. |
1, |
2012 |
7.49 |
8.94 |
8.64 |
8.93 |
8.94 |
8.26 |
11.03 |
Jul. |
18, |
2012 |
7.51 |
8.90 |
8.62 |
8.88 |
8.90 |
8.27 |
9.40 |
Sep. |
11, |
2012 |
7.53 |
8.86 |
8.57 |
8.81 |
8.86 |
8.28 |
FRB |
Nov. |
10, |
2012 |
7.26 |
8.61 |
8.50 |
8.65 |
8.61 |
8.46 |
9.00 |
May |
24, |
2013 |
7.54 |
8.17 |
8.16 |
8.23 |
8.17 |
7.99 |
9.81 |
May |
30, |
2013 |
7.54 |
8.17 |
8.16 |
8.22 |
8.17 |
7.99 |
12.40 |
Aug. |
20, |
2013 |
7.56 |
8.09 |
8.11 |
8.14 |
8.09 |
7.95 |
7.27 |
Sep. |
3, |
2013 |
7.57 |
8.06 |
8.09 |
8.11 |
8.06 |
7.93 |
FRB |
Sep. |
10, |
2013 |
6.74 |
8.64 |
8.53 |
8.68 |
8.64 |
8.49 |
5.32 |
Feb. |
16, |
2014 |
7.74 |
7.97 |
8.05 |
8.04 |
7.97 |
7.89 |
6.72 |
Feb. |
24, |
2014 |
7.74 |
7.97 |
8.05 |
8.04 |
7.97 |
7.89 |
7.37 |
Apr. |
16, |
2014 |
7.77 |
7.96 |
8.05 |
8.04 |
7.96 |
7.89 |
6.07 |
May |
15, |
2014 |
7.79 |
7.96 |
8.05 |
8.04 |
7.96 |
7.89 |
FRB |
May |
20, |
2014 |
5.12 |
8.73 |
8.62 |
8.77 |
8.73 |
8.58 |
10.00 |
May |
30, |
2014 |
7.79 |
7.97 |
8.06 |
8.05 |
7.97 |
7.89 |
7.32 |
Oct. |
20, |
2014 |
7.87 |
7.99 |
8.09 |
8.09 |
7.99 |
7.91 |
10.50 |
Oct. |
29, |
2014 |
7.87 |
8.00 |
8.09 |
8.10 |
8.00 |
7.92 |
7.56 |
Nov. |
3, |
2014 |
7.88 |
8.00 |
8.09 |
8.09 |
8.00 |
7.92 |
11.83 |
Nov. |
12, |
2014 |
7.87 |
8.01 |
8.10 |
8.10 |
8.01 |
7.92 |
10.47 |
Feb. |
12, |
2015 |
7.84 |
8.06 |
8.12 |
8.15 |
8.06 |
7.97 |
10.79 |
May |
19, |
2015 |
7.89 |
8.13 |
8.17 |
8.19 |
8.13 |
8.03 |
11.50 |
May |
21, |
2015 |
7.88 |
8.13 |
8.17 |
8.19 |
8.13 |
8.03 |
6.49 |
Jun. |
8, |
2015 |
7.91 |
8.15 |
8.18 |
8.21 |
8.15 |
8.05 |
7.17 |
Jun. |
14, |
2015 |
7.90 |
8.14 |
8.18 |
8.19 |
8.14 |
8.03 |
FRB |
Jul. |
2, |
2015 |
5.71 |
8.70 |
8.59 |
8.74 |
8.70 |
8.55 |
11.43 |
Aug. |
7, |
2015 |
7.91 |
8.20 |
8.20 |
8.23 |
8.20 |
8.09 |
FRB |
Aug. |
10, |
2015 |
6.26 |
8.71 |
8.60 |
8.75 |
8.71 |
8.56 |
7.38 |
Sep. |
3, |
2015 |
7.94 |
8.23 |
8.22 |
8.24 |
8.23 |
8.13 |
9.85 |
Oct. |
16, |
2015 |
7.94 |
8.26 |
8.24 |
8.26 |
8.26 |
8.16 |
7.59 |
Apr. |
12, |
2016 |
7.99 |
8.42 |
8.31 |
8.30 |
8.42 |
8.31 |
10.71 |
Apr. |
19, |
2016 |
7.98 |
8.42 |
8.31 |
8.31 |
8.42 |
8.35 |
FRB |
May |
7, |
2016 |
5.15 |
8.78 |
8.67 |
8.82 |
8.78 |
8.63 |
5.59 |
Jun. |
4, |
2016 |
8.01 |
8.48 |
8.33 |
8.33 |
8.48 |
8.40 |
12.30 |
Jul. |
2, |
2016 |
7.98 |
8.46 |
8.32 |
8.32 |
8.46 |
8.38 |
7.02 |
Aug. |
17, |
2016 |
8.00 |
8.52 |
8.33 |
8.33 |
8.52 |
8.43 |
8.07 |
Jan. |
15, |
2017 |
7.97 |
8.57 |
8.32 |
8.33 |
8.57 |
8.45 |
7.49 |
Apr. |
16, |
2017 |
7.96 |
8.59 |
8.32 |
8.33 |
8.59 |
8.48 |
FRB |
Jul. |
2, |
2017 |
7.42 |
8.71 |
8.72 |
8.67 |
8.71 |
8.68 |
7.99 |
Jul. |
9, |
2017 |
7.95 |
8.59 |
8.30 |
8.33 |
8.59 |
8.48 |
7.46 |
Aug. |
28, |
2017 |
7.97 |
8.59 |
8.33 |
8.33 |
8.59 |
8.53 |
6.25 |
Jan. |
2, |
2018 |
7.95 |
8.58 |
8.33 |
8.33 |
8.58 |
8.57 |
7.83 |
Apr. |
11, |
2018 |
– |
8.56 |
8.33 |
8.32 |
8.56 |
8.60 |
8.24 |
Apr. |
22, |
2018 |
7.94 |
8.56 |
8.33 |
8.33 |
8.56 |
8.61 |
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, 2011
(Year-end) |
Mar 31, 2012
(Year-end) |
Jan 31, 2012 |
Feb 29, 2012 |
Mar 31, 2012 |
Apr 30, 2012 |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
10.45 |
Apr. |
30, |
2018 |
7.94 |
8.56 |
8.33 |
8.32 |
8.56 |
8.57 |
5.69 |
Sep. |
25, |
2018 |
7.95 |
8.60 |
8.34 |
8.33 |
8.60 |
8.64 |
12.60 |
Nov. |
23, |
2018 |
7.93 |
8.57 |
8.33 |
8.32 |
8.57 |
8.58 |
5.64 |
Jan. |
2, |
2019 |
8.02 |
8.62 |
8.39 |
8.34 |
8.62 |
8.65 |
6.05 |
Feb. |
2, |
2019 |
8.02 |
8.62 |
8.39 |
8.33 |
8.62 |
8.65 |
6.05 |
Jun. |
12, |
2019 |
8.02 |
8.64 |
8.38 |
8.32 |
8.64 |
8.63 |
6.90 |
Jul. |
13, |
2019 |
8.02 |
8.64 |
8.38 |
8.32 |
8.64 |
8.62 |
10.03 |
Aug. |
9, |
2019 |
8.02 |
8.63 |
8.38 |
8.31 |
8.63 |
8.60 |
6.35 |
Jan. |
2, |
2020 |
7.99 |
8.66 |
8.37 |
8.28 |
8.66 |
8.59 |
8.19 |
Jan. |
16, |
2020 |
– |
8.63 |
8.31 |
8.28 |
8.63 |
8.58 |
10.70 |
Apr. |
22, |
2020 |
7.98 |
8.65 |
8.37 |
8.28 |
8.65 |
8.58 |
7.80 |
May |
3, |
2020 |
7.98 |
8.62 |
8.36 |
8.26 |
8.62 |
8.57 |
FRB |
Dec. |
21, |
2020 |
8.04 |
9.72 |
9.76 |
9.61 |
9.72 |
9.67 |
11.60 |
Dec. |
27, |
2020 |
8.01 |
8.63 |
8.36 |
8.25 |
8.63 |
8.58 |
7.80 |
Apr. |
11, |
2021 |
– |
8.66 |
8.38 |
8.27 |
8.66 |
8.67 |
7.94 |
May |
24, |
2021 |
8.06 |
8.55 |
8.33 |
8.20 |
8.55 |
8.65 |
10.25 |
May |
30, |
2021 |
8.05 |
8.55 |
8.32 |
8.20 |
8.55 |
8.66 |
8.79 |
Nov. |
8, |
2021 |
– |
8.57 |
8.27 |
8.20 |
8.57 |
8.67 |
8.20 |
Feb. |
15, |
2022 |
8.10 |
8.57 |
8.28 |
8.22 |
8.57 |
8.69 |
8.35 |
May |
14, |
2022 |
8.09 |
8.61 |
8.27 |
8.27 |
8.61 |
8.73 |
8.08 |
Aug. |
2, |
2022 |
8.08 |
8.66 |
8.24 |
8.35 |
8.66 |
8.76 |
5.87 |
Aug. |
28, |
2022 |
8.12 |
8.70 |
8.25 |
8.35 |
8.70 |
8.79 |
8.13 |
Sep. |
21, |
2022 |
8.09 |
8.70 |
8.25 |
8.35 |
8.70 |
8.81 |
6.30 |
Apr. |
9, |
2023 |
8.16 |
8.72 |
8.25 |
8.36 |
8.72 |
8.80 |
6.17 |
Jun. |
12 |
, 2023 |
8.17 |
8.78 |
8.27 |
8.40 |
8.78 |
8.84 |
7.35 |
Jun. |
22, |
2024 |
8.21 |
8.77 |
8.27 |
8.39 |
8.77 |
8.84 |
9.15 |
Nov. |
14, |
2024 |
– |
8.68 |
8.39 |
8.29 |
8.68 |
8.72 |
5.97 |
Sep. |
25, |
2025 |
8.29 |
8.65 |
8.40 |
8.32 |
8.65 |
8.76 |
10.18 |
Sep. |
11, |
2026 |
8.28 |
8.60 |
8.49 |
8.34 |
8.60 |
8.77 |
8.24 |
Feb. |
15, |
2027 |
8.33 |
8.60 |
8.52 |
8.41 |
8.60 |
8.76 |
8.26 |
Aug. |
2, |
2027 |
8.33 |
8.60 |
8.56 |
8.45 |
8.60 |
8.79 |
8.28 |
Sep. |
21, |
2027 |
8.35 |
8.61 |
8.56 |
8.51 |
8.61 |
8.83 |
6.01 |
Mar. |
25, |
2028 |
8.40 |
8.64 |
8.57 |
8.51 |
8.64 |
8.81 |
6.13 |
Jun. |
4, |
2028 |
8.40 |
8.69 |
8.62 |
8.57 |
8.69 |
8.85 |
8.97 |
Dec. |
5, |
2030 |
– |
8.82 |
8.62 |
8.58 |
8.82 |
8.85 |
8.28 |
Feb. |
15, |
2032 |
8.39 |
8.71 |
8.62 |
8.52 |
8.71 |
8.88 |
8.32 |
Aug. |
2, |
2032 |
8.40 |
8.73 |
8.65 |
8.53 |
8.73 |
8.90 |
7.95 |
Aug. |
28, |
2032 |
8.41 |
8.69 |
8.66 |
8.52 |
8.69 |
8.90 |
8.33 |
Sep. |
21, |
2032 |
8.40 |
8.69 |
8.66 |
8.52 |
8.69 |
8.91 |
7.50 |
Aug. |
10, |
2034 |
8.41 |
8.68 |
8.66 |
8.52 |
8.68 |
8.91 |
7.40 |
Sep. |
9, |
2035 |
8.41 |
8.62 |
8.67 |
8.51 |
8.62 |
8.93 |
8.33 |
Jun. |
7, |
2036 |
8.39 |
8.64 |
8.67 |
8.51 |
8.64 |
8.94 |
6.83 |
Jan. |
19, |
2039 |
8.38 |
8.65 |
8.65 |
8.52 |
8.65 |
8.92 |
8.30 |
Jul. |
2, |
2040 |
8.36 |
8.74 |
8.60 |
8.58 |
8.74 |
8.85 |
8.83 |
Dec. |
12, |
2041 |
– |
8.74 |
8.54 |
8.59 |
8.74 |
8.78 |
FRB: Floating 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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