08 April 2010
Benchmark Government Bonds
Bid Yield
Bid Price
Offer Price
Offer Yield
FR12 12.625 '10
6.57%
100.60
100.65
6.12%
FR13 15.425 '10
6.68%
103.70
103.90
6.24%
FR24 12 '10
6.84%
102.60
103.00
6.07%
FR14 15.575 '10
6.88%
105.05
105.35
6.39%
FR21 14.50 '10
6.90%
105.00
6.40%
FR15 13.40 '11
6.94%
105.25
105.55
6.59%
FR16 13.45 '11
6.99%
108.20
108.60
6.69%
FR22 12.00 '11
7.19%
106.45
106.70
7.02%
FR25 10.00 '11
7.31%
103.80
104.20
7.04%
FR17 13.15 '12
7.41%
109.35
109.75
7.18%
FR18 13.175 '12
7.67%
111.25
111.75
7.44%
FR23 11.00 '12
7.76%
107.70
108.10
7.60%
FR33 12.5 '13
7.88%
111.90
112.30
7.74%
FR19 14.25 13
7.95%
117.40
117.80
7.82%
FR49 9.00 '13
8.08%
102.70
103.10
FR20 14.275 13
119.40
119.80
7.96%
FR51 11.25 14
8.13%
110.70
111.10
8.02%
FR26 11.00 14
8.15%
110.60
111.00
8.05%
FR27 9.5 '15
8.29%
105.40
8.20%
FR30 10.75 16
8.45%
110.80
111.20
8.37%
FR28 10.0 17
8.62%
107.30
8.55%
FR32 15.0 18
8.72%
136.40
136.90
8.65%
FR38 11.60 18
8.77%
116.50
117.00
8.69%
FR48 9.00' 18
8.83%
101.00
101.50
8.74%
FR36 11.5 19
8.88%
8.81%
FR31 11.0 20
9.02%
113.30
113.80
8.95%
FR34 12.8 '21
9.08%
125.75
126.25
FR35 12.9 '22
9.23%
126.50
127.00
9.17%
FR43 10.25 '22
9.29%
106.90
107.40
FR46 9.5 ' 23
9.43%
100.50
9.36%
FR39 11.75 '23
9.51%
116.75
117.25
9.45%
FR44 10.0 '24
9.63%
102.85
103.35
9.57%
FR40 11.0' 25
9.65%
9.59%
FR37 12.0 '26
9.79%
117.75
118.25
9.73%
FR42 10.25 '27
9.98%
102.20
9.92%
FR4710.00 '28
10.02%
99.80
100.30
9.96%
FR52 10.5 '30
10.13%
103.60
10.08%
FR45 9.75 '37
10.33%
94.75
95.25
10.27%
FR50 10.50 '38
10.34%
101.40
101.90
10.29%
Retail Bons
s/a bid yld
Mthly bid yld
Mthly Ofr yld
s/a ofr yld
ORI3 9.40 '11
7.52%
7.40%
102.90
7.26%
7.37%
ORI4 9.50 '12
7.63%
7.75%
ORI5 11.45 '13
8.41%
8.26%
109.50
109.85
ORI6 9.35 '12
7.79%
7.91%
Onshore Interest Rates Swap (against 3m SBI)
Offer
Bid
2y
7.95
7.65
3y
8.40
8.10
4y
8.65
8.30
5y
8.90
8.45
7y
9.00
10y
9.30
6.53%
100.75
100.85
5.79%
6.61%
103.95
104.15
6.19%
102.80
103.15
6.05%
6.73%
105.75
6.10%
6.80%
105.65
6.25%
6.89%
105.45
105.85
6.44%
7.09%
7.34%
106.35
106.75
7.06%
7.42%
104.10
7.15%
7.48%
7.25%
7.70%
111.30
111.70
111.60
112.00
8.06%
117.20
117.60
7.93%
8.12%
7.99%
8.14%
119.30
119.70
8.03%
8.22%
110.40
8.11%
8.31%
110.00
8.21%
8.42%
104.45
104.85
8.33%
8.59%
110.10
110.50
8.51%
8.76%
106.55
106.95
8.90%
135.25
135.75
8.93%
115.50
116.00
8.85%
8.97%
100.15
8.89%
9.09%
115.10
115.60
9.01%
9.19%
112.10
112.60
9.12%
9.27%
124.25
124.75
9.21%
124.85
125.35
9.37%
9.47%
105.60
106.10
9.40%
9.58%
99.35
99.85
9.52%
9.68%
115.35
115.85
9.62%
9.78%
101.65
102.15
9.72%
9.85%
109.00
10.01%
115.75
116.25
10.22%
100.25
10.15%
97.75
98.25
10.21%
10.40%
100.80
101.30
10.56%
92.75
93.25
10.50%
10.58%
99.25
99.75
10.52%
ORI2 9.28 '10
6.81%
6.71%
100.02
100.03
5.04%
5.10%
7.66%
7.54%
102.55
7.32%
7.86%
102.95
103.25
7.83%
8.36%
109.25
109.65
8.23%
8.38%
7.98%
7.85%
8.80
8.95
8.60
FR10 13.15 '10
6.34%
100.16
100.18
5.59%
6.56%
101.10
101.25
5.80%
6.65%
104.80
5.99%
103.50
6.03%
106.30
6.09%
6.79%
105.70
106.20
6.15%
6.92%
105.80
108.25
108.75
6.96%
7.55%
106.80
7.21%
7.64%
104.00
109.30
109.80
7.39%
7.84%
107.25
107.75
8.10%
7.92%
7.97%
102.30
8.01%
119.25
119.75
8.09%
8.30%
110.25
110.75
8.16%
8.40%
8.27%
104.35
8.34%
8.68%
8.58%
105.90
106.40
8.80%
133.50
134.00
9.10%
9.22%
113.75
114.25
9.14%
9.24%
98.60
99.10
9.15%
9.28%
120.75
121.25
9.66%
9.90%
121.00
121.50
9.84%
102.00
102.50
9.89%
10.12%
95.50
96.00
10.05%
10.19%
98.00
98.50
10.20%
10.30%
10.23%
10.36%
112.75
113.25
10.47%
98.75
10.74%
10.68%
10.81%
90.75
91.25
10.83%
97.10
97.60
10.77%
6.83%
6.74%
5.06%
5.11%
7.87%
102.35
102.40
7.94%
8.07%
8.64%
8.48%
8.47%
8.04%
8.17%
8.00
7.70
8.15
8.70
9.20
10.00
9.60
6.46%
100.42
100.52
101.35
101.55
5.70%
6.72%
104.75
105.10
6.11%
6.77%
103.65
6.16%
6.86%
6.26%
6.91%
6.30%
7.08%
108.35
108.85
7.58%
7.69%
111.50
8.00%
107.90
7.81%
112.40
117.90
110.30
8.43%
109.70
110.20
8.54%
104.50
8.79%
9.04%
9.33%
132.50
133.00
9.26%
112.25
9.39%
9.54%
96.90
97.25
9.69%
107.00
107.50
10.04%
118.40
118.90
9.97%
118.50
119.00
10.16%
10.32%
99.50
100.00
10.25%
93.10
93.60
10.39%
10.49%
10.42%
10.51%
96.25
97.00
10.54%
103.45
10.48%
10.63%
10.53%
10.66%
10.78%
97.70
10.89%
90.05
91.05
10.90%
96.50
97.50
6.75%
100.35
5.74%
5.81%
8.67%
8.52%
8.44%
7.85
7.50
8.50
8.55
100.43
100.53
5.20%
6.60%
5.78%
6.18%
6.29%
6.93%
6.33%
7.10%
7.07%
7.59%
7.49%
7.78%
7.56%
8.24%
119.90
110.35
110.85
109.90
8.50%
104.70
9.00%
105.30
8.91%
97.40
111.35
111.85
9.88%
107.80
9.80%
9.99%
118.75
9.93%
10.28%
10.43%
93.35
93.85
10.45%
10.37%
10.55%
103.85
98.20
10.72%
7.90
8.75
8.35
