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Date : Sep 15, 2021
Table 176 : 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
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
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
(Continued)

TABLE 176 : 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
2020-21                        
1 4.0191 3.7453 3.8273 3.5965 3.7789 3.8489 3.6127 3.4610 3.6058 3.8744 3.9542 3.7993
2 4.3238 4.1219 4.1069 4.1921 4.2781 4.3290 4.2739 3.9110 3.8756 4.3337 4.4338 4.4689
3 4.7498 4.6789 4.5130 4.6138 4.8290 4.9103 4.5903 4.3409 4.3745 4.6971 4.9689 5.0605
4 5.2978 5.1202 4.8924 4.8903 5.2903 5.1892 4.9173 4.8133 4.7703 5.0256 5.4646 5.4366
5 5.7410 5.4678 5.3284 5.1293 5.5509 5.5503 5.2893 5.0728 5.2296 5.3731 5.8641 5.9595
6 5.8092 5.7173 5.5893 5.6203 6.0247 5.8904 5.5921 5.5674 5.5557 5.6865 6.1828 6.1676
7 6.1309 5.9689 5.8937 5.8029 6.1904 6.1173 5.8635 5.7774 5.7270 5.8642 6.4068 6.3466
8 6.2493 6.1538 6.0789 6.1921 6.2893 6.2994 5.9303 5.8754 5.8574 6.0400 6.5034 6.3962
9 5.9973 6.1200 6.0563 6.1028 6.2594 6.0929 5.9039 5.9458 5.9399 6.0202 6.4003 6.2277
10 6.5494 5.7724 5.9810 5.6933 6.1034 6.1024 5.8822 5.8348 5.9834 6.0710 6.3372 6.3841
11 6.5294 6.0346 6.2012 6.1980 6.3894 6.3738 6.2030 6.0834 6.1506 6.2537 6.6758 6.9307
12 6.5974 6.4043 6.5470 6.4227 6.5843 6.5129 6.4023 6.2581 6.1961 6.3097 6.6726 6.8394
13 6.5310 6.3107 6.3492 6.3192 6.4930 6.4940 6.3921 6.2415 6.2366 6.3477 6.6470 6.7331
14 6.5694 6.2032 6.3163 6.2547 6.4928 6.4928 6.2302 6.2022 6.2581 6.3545 6.8021 6.7437
15 6.6124 6.3564 6.5129 6.4193 6.5603 6.5307 6.3040 6.2469 6.3044 6.3805 6.8284 6.7718
16 6.6398 6.5098 6.5821 6.5505 6.6346 6.5999 6.4121 6.3169 6.3492 6.4011 6.8563 6.8152
17 6.6652 6.5346 6.5233 6.4920 6.6033 6.5596 6.4991 6.3869 6.3941 6.4216 6.8841 6.8654
18 6.6974 6.5125 6.5003 6.4934 6.5903 6.6723 6.5945 6.4569 6.4389 6.4421 6.9120 6.8505
19 6.7046 6.4765 6.5137 6.4324 6.5678 6.6034 6.6902 6.5125 6.4955 6.4927 6.9399 6.9104
20 6.7147 6.4654 6.5678 6.2213 6.5524 6.6583 6.7321 6.5658 6.5414 6.5939 6.9351 7.0023
21 6.7216 6.4456 6.6200 6.4081 6.5789 6.6978 6.8179 6.6190 6.5474 6.6850 6.9125 6.9680
22 6.7035 6.4923 6.6445 6.2935 6.5939 6.6992 6.8998 6.6121 6.5534 6.6453 6.8967 6.7999
23 6.7087 6.5178 6.7005 6.2320 6.6284 6.6007 6.8977 6.6209 6.5480 6.5814 6.9136 6.8220
24 6.6964 6.5564 6.6784 6.4398 6.6402 6.6231 6.7904 6.6385 6.5426 6.5278 6.9139 6.8009
25 6.6753 6.5873 6.6258 6.4526 6.7382 6.6093 6.8821 6.6359 6.5410 6.5280 6.9085 6.7898
26 6.6468 6.6176 6.5923 6.2812 6.7528 6.7050 6.8997 6.6108 6.5425 6.5292 6.9003 6.7849
27 6.6479 6.6063 6.5895 6.3121 6.7903 6.7107 6.7902 6.6192 6.5418 6.5330 6.8921 6.7867
28 6.6064 6.6399 6.5657 6.4287 6.8400 6.7573 6.7933 6.6275 6.5411 6.5368 6.8840 6.7886
29 6.6049 6.6330 6.5534 6.4299 6.8498 6.7591 6.7242 6.6186 6.5405 6.5277 6.8497 6.7863
30 6.5673 6.6050 6.5445 6.3902 6.7944 6.7570 6.6999 6.5891 6.5363 6.5161 6.8158 6.7825
2021-22                        
1 3.8038 3.9092 4.0555 3.8102 - - - - - - - -
2 4.2579 4.3691 4.5702 4.3475 - - - - - - - -
3 4.8968 4.8564 5.1215 4.9433 - - - - - - - -
4 5.3923 5.2652 5.6144 5.4895 - - - - - - - -
5 5.6839 5.6599 5.8035 5.8355 - - - - - - - -
6 6.0334 6.0871 6.1647 6.1550 - - - - - - - -
7 6.2178 6.2402 6.3470 6.3861 - - - - - - - -
8 6.3677 6.5124 6.4500 6.4480 - - - - - - - -
9 6.1384 6.2022 6.2942 6.3718 - - - - - - - -
10 6.3567 6.2584 6.3928 6.2295 - - - - - - - -
11 6.5394 6.7044 6.5359 6.6836 - - - - - - - -
12 6.6371 6.6025 6.6748 6.8289 - - - - - - - -
13 6.6687 6.6307 6.6989 6.8526 - - - - - - - -
14 6.6310 6.6505 6.7314 6.8459 - - - - - - - -
15 6.6803 6.7944 6.8034 6.8869 - - - - - - - -
16 6.8028 6.9006 6.8363 6.9333 - - - - - - - -
17 6.8096 6.9334 6.8691 6.9798 - - - - - - - -
18 6.6853 6.8009 6.9020 7.0262 - - - - - - - -
19 6.7247 6.8396 6.9348 7.0799 - - - - - - - -
20 6.7699 6.9016 6.9677 7.2192 - - - - - - - -
21 6.8044 6.8638 7.0074 7.2489 - - - - - - - -
22 6.8165 6.8668 7.0504 7.1409 - - - - - - - -
23 6.8263 6.8253 7.0582 7.0977 - - - - - - - -
24 6.7869 6.8479 7.0527 7.2286 - - - - - - - -
25 6.7813 6.8464 7.0597 7.1805 - - - - - - - -
26 6.7827 6.9821 7.0666 7.3374 - - - - - - - -
27 6.7767 7.1119 7.0735 7.2628 - - - - - - - -
28 6.7706 6.9276 7.0806 7.1762 - - - - - - - -
29 6.7673 6.9214 7.0936 7.1684 - - - - - - - -
30 6.7586 7.0168 7.0997 7.1657 - - - - - - - -
Source : Reserve Bank of India.

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