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Date : Sep 18, 2020
Table 179 : 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
2017-18                        
1 6.7619 6.5517 6.5393 6.4633 6.2671 6.3207 6.3573 6.3744 6.4822 6.7115 6.8803 6.5524
2 6.7720 6.5684 6.5993 6.5323 6.4633 6.5900 6.5513 6.8109 6.7541 7.0887 7.0067 6.8035
3 6.9147 6.7720 6.5753 6.5098 6.4642 6.6432 6.6918 6.6052 6.9543 7.2739 7.3909 7.0897
4 7.0615 6.8441 6.7466 6.6990 6.5998 6.8063 6.6426 6.8054 7.0325 7.4831 7.5699 7.2776
5 6.8882 6.9098 6.5747 6.7000 6.6829 6.7515 6.7409 7.0036 7.1024 7.4329 7.5777 7.4103
6 7.1106 7.1275 6.8302 6.7703 6.6143 6.9795 7.0123 7.0152 7.2541 7.5401 7.6745 7.5261
7 7.1564 7.0629 6.9316 6.9313 6.8700 6.9712 7.0190 7.2027 7.3107 7.6118 7.6714 7.5255
8 6.9298 6.9372 6.8464 7.0226 6.9662 6.8721 7.2133 7.1455 7.3365 7.5978 7.9125 7.6835
9 6.9088 6.6957 6.7256 6.7126 6.6826 6.8017 6.9875 7.0232 7.2598 7.5059 7.8111 7.5682
10 7.2155 6.5111 6.5899 6.5521 6.5426 6.8192 7.0257 7.2457 7.5236 7.3682 7.7024 7.4205
11 7.4933 7.2536 7.0005 7.0059 7.0232 7.0467 7.2035 7.2932 7.2214 7.3297 7.7404 7.6660
12 7.0821 6.8402 6.6994 6.6443 6.7640 6.8068 7.0569 7.4460 7.2265 7.7682 7.8964 7.8080
13 7.4011 7.1025 7.0257 7.1356 7.3547 7.0958 7.1697 7.3896 7.5807 7.6265 7.9060 7.6354
14 7.6015 7.3618 7.1570 7.3260 7.1360 6.9215 7.1684 7.1024 7.5593 7.8134 8.0362 7.5984
15 7.5893 7.1548 7.0237 7.0646 6.8847 7.1550 7.2286 7.1532 7.6018 8.0415 8.0015 7.7141
16 7.3825 7.0560 6.9113 6.8900 6.9099 7.2540 7.2888 7.1860 7.6548 7.8897 8.0228 7.6968
17 7.4921 7.4800 7.1215 6.9922 7.0237 7.3121 7.5180 7.4563 7.7520 7.7839 7.9852 7.6570
18 7.6087 7.3051 7.0322 7.1865 7.0559 7.2805 7.4272 7.5278 7.8015 7.7742 7.9848 7.6494
19 7.6282 7.5270 7.0304 6.9922 7.0440 7.3186 7.4341 7.5602 7.8249 7.8074 7.9954 7.6418
20 7.6476 7.4056 7.0286 6.9351 7.0320 7.3300 7.4410 7.5707 7.8482 7.8121 7.9945 7.6341
21 7.6671 7.4538 7.0269 7.0437 7.0200 7.2016 7.4480 7.5812 7.8716 7.8168 7.9859 7.6265
22 7.6865 7.5047 7.2689 7.2484 7.1570 7.1570 7.4549 7.5916 7.7985 7.8216 7.9955 7.6189
23 7.7060 7.5642 7.3225 7.2057 7.2569 7.1370 7.4619 7.6397 7.7665 7.8025 7.9860 7.7032
24 7.7254 7.6237 7.3762 7.2149 7.3026 7.2016 7.4688 7.6853 7.7642 7.7987 8.0152 7.6776
25 7.7448 7.6832 7.2570 7.2241 7.2338 7.3472 7.4757 7.5999 7.7620 7.7973 8.0701 7.6903
26 7.6073 7.5134 7.2013 7.1572 7.2973 7.3082 7.4827 7.6289 7.7597 7.7959 7.9870 7.6737
27 7.5714 7.4332 7.1833 7.1882 7.2204 7.2987 7.4570 7.5814 7.7288 7.7937 7.9805 7.6342
28 7.5592 7.4293 7.1437 7.0223 7.1008 7.2522 7.3880 7.4075 7.5983 7.7271 7.9298 7.6602
29 7.3812 7.2869 7.0677 6.9585 7.0453 7.2287 7.3355 7.4642 7.6103 7.7174 7.9008 7.6616
30 7.4716 7.3913 7.1122 7.0800 7.1588 7.2856 - 7.4622 7.6053 7.7078 7.8717 7.6631
2018-19                        
1 7.1106 7.0570 7.2012 7.2655 7.4005 7.6722 7.4733 7.1888 6.7631 6.7788 6.5456 6.3670
2 7.4387 7.4687 7.6360 7.5699 7.7289 7.9050 7.6455 7.2999 6.9663 6.9083 6.7250 6.5339
3 7.6059 7.8441 7.7860 7.7014 7.8913 8.0066 7.6610 7.3835 7.1294 7.0439 6.8675 6.6634
4 7.7892 7.8770 7.9517 7.7963 7.9701 8.0246 7.7445 7.4688 7.1765 7.1750 7.0340 6.7093
5 7.7409 8.0141 8.0124 8.0071 8.0272 8.1519 7.8443 7.4882 7.2406 7.2563 7.1937 6.9650
6 7.9217 8.0499 8.0630 7.9652 8.0576 8.1576 7.8582 7.5564 7.3223 7.3533 7.3358 7.1793
7 7.8992 8.0466 8.1861 8.0326 8.0830 8.1383 7.8879 7.5786 7.3800 7.4467 7.4718 7.3364
8 7.9161 8.0911 8.1157 8.0802 8.1101 8.1513 7.9146 7.6457 7.4374 7.4784 7.5616 7.4746
9 7.8795 7.8795 7.9985 7.8466 7.9980 8.0652 7.8805 7.6152 7.3574 7.4954 7.6110 7.4346
10 7.8013 7.9322 7.9955 7.7412 8.0122 8.0126 7.8403 7.6881 7.4371 7.2860 7.4549 7.3701
11 7.9985 8.1237 8.1870 7.8854 8.1159 8.0265 7.8257 7.7349 7.5210 7.5037 7.6215 7.5622
12 8.0502 8.0524 8.1257 7.9441 8.1580 8.0565 7.8410 7.7269 7.5399 7.6635 7.7234 7.5850
13 8.0136 8.0012 7.9549 7.9855 8.1240 8.1039 7.9198 7.7186 7.5304 7.6359 7.8006 7.5996
14 7.9516 8.0348 8.1731 7.9875 8.1896 8.1892 8.0809 7.7611 7.5436 7.6576 7.8254 7.6114
15 7.9498 8.0400 8.1386 8.0248 8.2601 8.2698 8.1187 7.7881 7.5632 7.6682 7.8233 7.6245
16 7.9480 8.0452 8.1349 8.0870 8.2725 8.2994 8.1787 7.7820 7.5777 7.6761 7.8310 7.6343
17 7.9462 8.0890 8.1101 8.0864 8.2639 8.3169 8.1922 7.7860 7.5809 7.6561 7.8543 7.6378
18 7.9444 8.1024 8.1475 8.1482 8.2638 8.3243 8.1981 7.8109 7.5858 7.6531 7.8486 7.6364
19 7.9426 8.1058 8.1508 8.1491 8.2640 8.3213 8.2041 7.8207 7.5879 7.6647 7.8429 7.6349
20 7.9408 8.1092 8.1542 8.1499 8.2641 8.3183 8.2100 7.8304 7.5900 7.6764 7.8372 7.6335
21 7.9390 8.1126 8.1575 8.1507 8.2642 8.3154 8.2159 7.8402 7.5921 7.6880 7.8314 7.6321
22 7.9372 8.1160 8.1609 8.1515 8.2644 8.3124 8.2218 7.8499 7.5941 7.6985 7.8229 7.6306
23 7.9354 8.1193 8.1642 8.1523 8.2645 8.3095 8.2277 7.8597 7.5962 7.7064 7.8129 7.6292
24 7.9336 8.1227 8.1675 8.1194 8.2693 8.3065 8.2198 7.8517 7.5986 7.7029 7.8029 7.6277
25 7.9318 8.1261 8.0851 8.1783 8.2760 8.3035 8.2102 7.8469 7.6010 7.6994 7.7929 7.6263
26 7.9300 8.1295 8.0604 8.1075 8.2557 8.3006 8.2005 7.8425 7.6035 7.6963 7.7862 7.6256
27 7.9282 8.1329 8.1384 8.0865 8.2434 8.2780 8.1949 7.8457 7.6090 7.6921 7.7839 7.6101
28 7.9264 8.1362 8.0062 8.0984 8.2382 8.2502 8.1896 7.8567 7.6138 7.6859 7.7789 7.5996
29 7.9246 8.1396 8.0583 8.0654 8.2373 8.2564 8.1844 7.8556 7.6066 7.6796 7.7740 7.6005
30 7.9228 8.1430 8.0586 8.0457 8.2369 8.2627 8.1792 7.8545 7.5993 7.6734 7.7690 7.6013
(Continued)

TABLE 179 : 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
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 - - - - - - - -
2 4.3238 4.1219 4.1069 4.1921 - - - - - - - -
3 4.7498 4.6789 4.5130 4.6138 - - - - - - - -
4 5.2978 5.1202 4.8924 4.8903 - - - - - - - -
5 5.7410 5.4678 5.3284 5.1293 - - - - - - - -
6 5.8092 5.7173 5.5893 5.6203 - - - - - - - -
7 6.1309 5.9689 5.8937 5.8029 - - - - - - - -
8 6.2493 6.1538 6.0789 6.1921 - - - - - - - -
9 5.9973 6.1200 6.0563 6.1028 - - - - - - - -
10 6.5494 5.7724 5.9810 5.6933 - - - - - - - -
11 6.5294 6.0346 6.2012 6.1980 - - - - - - - -
12 6.5974 6.4043 6.5470 6.4227 - - - - - - - -
13 6.5310 6.3107 6.3492 6.3192 - - - - - - - -
14 6.5694 6.2032 6.3163 6.2547 - - - - - - - -
15 6.6124 6.3564 6.5129 6.4193 - - - - - - - -
16 6.6398 6.5098 6.5821 6.5505 - - - - - - - -
17 6.6652 6.5346 6.5233 6.4920 - - - - - - - -
18 6.6974 6.5125 6.5003 6.4934 - - - - - - - -
19 6.7046 6.4765 6.5137 6.4324 - - - - - - - -
20 6.7147 6.4654 6.5678 6.2213 - - - - - - - -
21 6.7216 6.4456 6.6200 6.4081 - - - - - - - -
22 6.7035 6.4923 6.6445 6.2935 - - - - - - - -
23 6.7087 6.5178 6.7005 6.2320 - - - - - - - -
24 6.6964 6.5564 6.6784 6.4398 - - - - - - - -
25 6.6753 6.5873 6.6258 6.4526 - - - - - - - -
26 6.6468 6.6176 6.5923 6.2812 - - - - - - - -
27 6.6479 6.6063 6.5895 6.3121 - - - - - - - -
28 6.6064 6.6399 6.5657 6.4287 - - - - - - - -
29 6.6049 6.6330 6.5534 6.4299 - - - - - - - -
30 6.5673 6.6050 6.5445 6.3902 - - - - - - - -
Source : Reserve Bank of India.

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