India Zer Coupn Yield Curve

Source: NSE
Link: http://www.nseindia.com/content/debt/debt_zcyc.htm

Maturity years
0.019178082
0.038356082
0.057534082
0.076712082
0.095890082
0.115068082
0.134246082
0.153424082
0.172602082
0.191780082
0.210958082
0.230136082
0.249314082
0.268492082
0.287670082
0.306848082
0.326026082
0.345204082
0.364382082
0.383560082
0.402738082
0.421916082
0.441094082
0.460272082
0.479450082
0.498628082
0.517806082
0.536984082
0.556162082
0.575340082
0.594518082
0.613696082
0.632874082
0.652052082
0.671230082
0.690408082
0.709586082
0.728764082
0.747942082
0.767120082
0.786298082
0.805476082
0.824654082
0.843832082
0.863010082
0.882188082

25-May-12
8.3379286
8.3372664
8.3366132
8.3359691
8.3353341
8.3347079
8.3340907
8.3334824
8.3328829
8.3322923
8.3317104
8.3311372
8.3305727
8.3300169
8.3294697
8.328931
8.3284009
8.3278792
8.3273661
8.3268613
8.3263649
8.3258768
8.3253971
8.3249256
8.3244624
8.3240073
8.3235604
8.3231216
8.3226908
8.3222681
8.3218534
8.3214467
8.3210479
8.320657
8.320274
8.3198987
8.3195313
8.3191716
8.3188196
8.3184753
8.3181387
8.3178096
8.3174881
8.3171742
8.3168678
8.3165688

0.901366082
0.920544082
0.939722082
0.958900082
0.978078082
0.997256082
1.016434082
1.035612082
1.054790082
1.073968082
1.093146082
1.112324082
1.131502082
1.150680082
1.169858082
1.189036082
1.208214082
1.227392082
1.246570082
1.265748082
1.284926082
1.304104082
1.323282082
1.342460082
1.361638082
1.380816082
1.399994082
1.419172082
1.438350082
1.457528082
1.476706082
1.495884082
1.515062082
1.534240082
1.553418082
1.572596082
1.591774082
1.610952082
1.630130082
1.649308082
1.668486082
1.687664082
1.706842082
1.726020082
1.745198082
1.764376082
1.783554082
1.802732082
1.821910082
1.841088082
1.860266082
1.879444082

8.3162772
8.3159931
8.3157163
8.3154469
8.3151847
8.3149298
8.3146821
8.3144417
8.3142084
8.3139822
8.3137631
8.313551
8.313346
8.313148
8.312957
8.3127728
8.3125956
8.3124252
8.3122617
8.312105
8.311955
8.3118118
8.3116752
8.3115454
8.3114222
8.3113056
8.3111955
8.311092
8.3109951
8.3109046
8.3108205
8.3107429
8.3106717
8.3106068
8.3105483
8.3104961
8.3104501
8.3104104
8.3103769
8.3103496
8.3103284
8.3103134
8.3103044
8.3103015
8.3103046
8.3103138
8.3103289
8.3103499
8.3103769
8.3104098
8.3104485
8.3104931

1.898622082
1.917800082
1.936978082
1.956156082
1.975334082
1.994512082
2.013690082
2.032868082
2.052046082
2.071224082
2.090402082
2.109580082
2.128758082
2.147936082
2.167114082
2.186292082
2.205470082
2.224648082
2.243826082
2.263004082
2.282182082
2.301360082
2.320538082
2.339716082
2.358894082
2.378072082
2.397250082
2.416428082
2.435606082
2.454784082
2.473962082
2.493140082
2.512318082
2.531496082
2.550674082
2.569852082
2.589030082
2.608208082
2.627386082
2.646564082
2.665742082
2.684920082
2.704098082
2.723276082
2.742454082
2.761632082
2.780810082
2.799988082
2.819166082
2.838344082
2.857522082
2.876700082

8.3105434
8.3105996
8.3106615
8.3107291
8.3108024
8.3108813
8.3109659
8.3110561
8.3111519
8.3112532
8.3113601
8.3114725
8.3115903
8.3117136
8.3118423
8.3119764
8.3121158
8.3122606
8.3124107
8.3125661
8.3127268
8.3128927
8.3130638
8.3132401
8.3134215
8.313608
8.3137997
8.3139965
8.3141983
8.3144051
8.3146169
8.3148337
8.3150555
8.3152822
8.3155138
8.3157503
8.3159916
8.3162377
8.3164887
8.3167444
8.3170049
8.3172702
8.3175401
8.3178147
8.318094
8.3183779
8.3186665
8.3189596
8.3192573
8.3195595
8.3198663
8.3201775

2.895878082
2.915056082
2.934234082
2.953412082
2.972590082
2.991768082
3.010946082
3.030124082
3.049302082
3.068480082
3.087658082
3.106836082
3.126014082
3.145192082
3.164370082
3.183548082
3.202726082
3.221904082
3.241082082
3.260260082
3.279438082
3.298616082
3.317794082
3.336972082
3.356150082
3.375328082
3.394506082
3.413684082
3.432862082
3.452040082
3.471218082
3.490396082
3.509574082
3.528752082
3.547930082
3.567108082
3.586286082
3.605464082
3.624642082
3.643820082
3.662998082
3.682176082
3.701354082
3.720532082
3.739710082
3.758888082
3.778066082
3.797244082
3.816422082
3.835600082
3.854778082
3.873956082

8.3204933
8.3208134
8.321138
8.321467
8.3218004
8.3221382
8.3224803
8.3228266
8.3231773
8.3235323
8.3238915
8.3242549
8.3246226
8.3249944
8.3253703
8.3257505
8.3261347
8.326523
8.3269154
8.3273118
8.3277123
8.3281168
8.3285253
8.3289377
8.3293541
8.3297744
8.3301986
8.3306267
8.3310586
8.3314944
8.331934
8.3323775
8.3328247
8.3332756
8.3337303
8.3341887
8.3346508
8.3351166
8.3355861
8.3360592
8.3365359
8.3370162
8.3375001
8.3379876
8.3384786
8.3389731
8.3394711
8.3399726
8.3404776
8.340986
8.3414979
8.3420131

3.893134082
3.912312082
3.931490082
3.950668082
3.969846082
3.989024082
4.008202082
4.027380082
4.046558082
4.065736082
4.084914082
4.104092082
4.123270082
4.142448082
4.161626082
4.180804082
4.199982082
4.219160082
4.238338082
4.257516082
4.276694082
4.295872082
4.315050082
4.334228082
4.353406082
4.372584082
4.391762082
4.410940082
4.430118082
4.449296082
4.468474082
4.487652082
4.506830082
4.526008082
4.545186082
4.564364082
4.583542082
4.602720082
4.621898082
4.641076082
4.660254082
4.679432082
4.698610082
4.717788082
4.736966082
4.756144082
4.775322082
4.794500082
4.813678082
4.832856082
4.852034082
4.871212082

8.3425318
8.3430538
8.3435792
8.3441079
8.3446399
8.3451752
8.3457138
8.3462557
8.3468008
8.3473491
8.3479006
8.3484553
8.3490132
8.3495743
8.3501384
8.3507057
8.3512761
8.3518496
8.3524261
8.3530057
8.3535883
8.354174
8.3547626
8.3553542
8.3559487
8.3565462
8.3571467
8.35775
8.3583563
8.3589654
8.3595773
8.3601922
8.3608098
8.3614303
8.3620535
8.3626795
8.3633083
8.3639399
8.3645741
8.3652111
8.3658508
8.3664931
8.3671381
8.3677858
8.3684361
8.369089
8.3697446
8.3704027
8.3710634
8.3717266
8.3723924
8.3730607

4.890390082
4.909568082
4.928746082
4.947924082
4.967102082
4.986280082
5.005458082
5.024636082
5.043814082
5.062992082
5.082170082
5.101348082
5.120526082
5.139704082
5.158882082
5.178060082
5.197238082
5.216416082
5.235594082
5.254772082
5.273950082
5.293128082
5.312306082
5.331484082
5.350662082
5.369840082
5.389018082
5.408196082
5.427374082
5.446552082
5.465730082
5.484908082
5.504086082
5.523264082
5.542442082
5.561620082
5.580798082
5.599976082
5.619154082
5.638332082
5.657510082
5.676688082
5.695866082
5.715044082
5.734222082
5.753400082
5.772578082
5.791756082
5.810934082
5.830112082
5.849290082
5.868468082

8.3737315
8.3744049
8.3750807
8.3757589
8.3764396
8.3771228
8.3778084
8.3784963
8.3791867
8.3798795
8.3805746
8.381272
8.3819718
8.3826739
8.3833783
8.384085
8.384794
8.3855052
8.3862187
8.3869345
8.3876524
8.3883725
8.3890949
8.3898194
8.3905461
8.3912749
8.3920059
8.392739
8.3934742
8.3942115
8.3949508
8.3956923
8.3964358
8.3971813
8.3979289
8.3986785
8.3994301
8.4001837
8.4009392
8.4016968
8.4024562
8.4032176
8.403981
8.4047462
8.4055134
8.4062824
8.4070534
8.4078261
8.4086008
8.4093772
8.4101555
8.4109356

5.887646082
5.906824082
5.926002082
5.945180082
5.964358082
5.983536082
6.002714082
6.021892082
6.041070082
6.060248082
6.079426082
6.098604082
6.117782082
6.136960082
6.156138082
6.175316082
6.194494082
6.213672082
6.232850082
6.252028082
6.271206082
6.290384082
6.309562082
6.328740082
6.347918082
6.367096082
6.386274082
6.405452082
6.424630082
6.443808082
6.462986082
6.482164082
6.501342082
6.520520082
6.539698082
6.558876082
6.578054082
6.597232082
6.616410082
6.635588082
6.654766082
6.673944082
6.693122082
6.712300082
6.731478082
6.750656082
6.769834082
6.789012082
6.808190082
6.827368082
6.846546082
6.865724082

8.4117175
8.4125012
8.4132867
8.414074
8.4148629
8.4156537
8.4164461
8.4172403
8.4180362
8.4188338
8.419633
8.4204339
8.4212365
8.4220407
8.4228466
8.4236541
8.4244632
8.4252739
8.4260862
8.4269
8.4277154
8.4285324
8.429351
8.430171
8.4309926
8.4318157
8.4326403
8.4334664
8.4342939
8.4351229
8.4359534
8.4367854
8.4376187
8.4384535
8.4392897
8.4401273
8.4409663
8.4418067
8.4426484
8.4434915
8.444336
8.4451818
8.4460289
8.4468774
8.4477271
8.4485782
8.4494306
8.4502842
8.4511391
8.4519953
8.4528527
8.4537113

6.884902082
6.904080082
6.923258082
6.942436082
6.961614082
6.980792082
6.999970082
7.019148082
7.038326082
7.057504082
7.076682082
7.095860082
7.115038082
7.134216082
7.153394082
7.172572082
7.191750082
7.210928082
7.230106082
7.249284082
7.268462082
7.287640082
7.306818082
7.325996082
7.345174082
7.364352082
7.383530082
7.402708082
7.421886082
7.441064082
7.460242082
7.479420082
7.498598082
7.517776082
7.536954082
7.556132082
7.575310082
7.594488082
7.613666082
7.632844082
7.652022082
7.671200082
7.690378082
7.709556082
7.728734082
7.747912082
7.767090082
7.786268082
7.805446082
7.824624082
7.843802082
7.862980082

8.4545712
8.4554323
8.4562946
8.4571581
8.4580228
8.4588887
8.4597558
8.460624
8.4614934
8.4623639
8.4632355
8.4641083
8.4649822
8.4658572
8.4667333
8.4676105
8.4684887
8.4693681
8.4702485
8.4711299
8.4720124
8.4728959
8.4737804
8.474666
8.4755526
8.4764401
8.4773287
8.4782182
8.4791087
8.4800002
8.4808926
8.481786
8.4826803
8.4835755
8.4844717
8.4853687
8.4862667
8.4871656
8.4880653
8.488966
8.4898675
8.4907698
8.491673
8.4925771
8.493482
8.4943877
8.4952943
8.4962017
8.4971098
8.4980188
8.4989286
8.4998391

7.882158082
7.901336082
7.920514082
7.939692082
7.958870082
7.978048082
7.997226082
8.016404082
8.035582082
8.054760082
8.073938082
8.093116082
8.112294082
8.131472082
8.150650082
8.169828082
8.189006082
8.208184082
8.227362082
8.246540082
8.265718082
8.284896082
8.304074082
8.323252082
8.342430082
8.361608082
8.380786082
8.399964082
8.419142082
8.438320082
8.457498082
8.476676082
8.495854082
8.515032082
8.534210082
8.553388082
8.572566082
8.591744082
8.610922082
8.630100082
8.649278082
8.668456082
8.687634082
8.706812082
8.725990082
8.745168082
8.764346082
8.783524082
8.802702082
8.821880082
8.841058082
8.860236082

8.5007504
8.5016625
8.5025754
8.5034889
8.5044033
8.5053184
8.5062342
8.5071507
8.5080679
8.5089858
8.5099045
8.5108238
8.5117438
8.5126645
8.5135859
8.5145079
8.5154305
8.5163539
8.5172778
8.5182024
8.5191276
8.5200534
8.5209799
8.5219069
8.5228346
8.5237628
8.5246916
8.525621
8.5265509
8.5274815
8.5284125
8.5293442
8.5302763
8.531209
8.5321423
8.533076
8.5340103
8.534945
8.5358803
8.5368161
8.5377523
8.5386891
8.5396263
8.540564
8.5415021
8.5424407
8.5433798
8.5443193
8.5452592
8.5461996
8.5471404
8.5480816

8.879414082
8.898592082
8.917770082
8.936948082
8.956126082
8.975304082
8.994482082
9.013660082
9.032838082
9.052016082
9.071194082
9.090372082
9.109550082
9.128728082
9.147906082
9.167084082
9.186262082
9.205440082
9.224618082
9.243796082
9.262974082
9.282152082
9.301330082
9.320508082
9.339686082
9.358864082
9.378042082
9.397220082
9.416398082
9.435576082
9.454754082
9.473932082
9.493110082
9.512288082
9.531466082
9.550644082
9.569822082
9.589000082
9.608178082
9.627356082
9.646534082
9.665712082
9.684890082
9.704068082
9.723246082
9.742424082
9.761602082
9.780780082
9.799958082
9.819136082
9.838314082
9.857492082

8.5490232
8.5499652
8.5509077
8.5518505
8.5527937
8.5537373
8.5546813
8.5556256
8.5565703
8.5575154
8.5584608
8.5594066
8.5603527
8.5612991
8.5622459
8.563193
8.5641404
8.5650881
8.5660361
8.5669844
8.567933
8.568882
8.5698311
8.5707806
8.5717304
8.5726804
8.5736306
8.5745812
8.575532
8.576483
8.5774342
8.5783857
8.5793375
8.5802894
8.5812416
8.582194
8.5831466
8.5840994
8.5850524
8.5860056
8.5869589
8.5879125
8.5888662
8.5898201
8.5907742
8.5917285
8.5926829
8.5936374
8.5945921
8.5955469
8.5965019
8.597457

9.876670082
9.895848082
9.915026082
9.934204082
9.953382082
9.972560082
9.991738082
10.01091608
10.03009408
10.04927208
10.06845008
10.08762808
10.10680608
10.12598408
10.14516208
10.16434008
10.18351808
10.20269608
10.22187408
10.24105208
10.26023008
10.27940808
10.29858608
10.31776408
10.33694208
10.35612008
10.37529808
10.39447608
10.41365408
10.43283208
10.45201008
10.47118808
10.49036608
10.50954408
10.52872208
10.54790008
10.56707808
10.58625608
10.60543408
10.62461208
10.64379008
10.66296808
10.68214608
10.70132408
10.72050208
10.73968008
10.75885808
10.77803608
10.79721408
10.81639208
10.83557008
10.85474808

8.5984123
8.5993676
8.6003231
8.6012787
8.6022344
8.6031902
8.6041461
8.6051021
8.6060582
8.6070144
8.6079706
8.608927
8.6098834
8.6108399
8.6117964
8.612753
8.6137097
8.6146664
8.6156231
8.6165799
8.6175367
8.6184936
8.6194504
8.6204074
8.6213643
8.6223212
8.6232782
8.6242351
8.6251921
8.626149
8.627106
8.6280629
8.6290198
8.6299768
8.6309336
8.6318905
8.6328473
8.6338041
8.6347609
8.6357176
8.6366742
8.6376308
8.6385874
8.6395439
8.6405003
8.6414567
8.642413
8.6433692
8.6443254
8.6452814
8.6462374
8.6471933

10.87392608
10.89310408
10.91228208
10.93146008
10.95063808
10.96981608
10.98899408
11.00817208
11.02735008
11.04652808
11.06570608
11.08488408
11.10406208
11.12324008
11.14241808
11.16159608
11.18077408
11.19995208
11.21913008
11.23830808
11.25748608
11.27666408
11.29584208
11.31502008
11.33419808
11.35337608
11.37255408
11.39173208
11.41091008
11.43008808
11.44926608
11.46844408
11.48762208
11.50680008
11.52597808
11.54515608
11.56433408
11.58351208
11.60269008
11.62186808
11.64104608
11.66022408
11.67940208
11.69858008
11.71775808
11.73693608
11.75611408
11.77529208
11.79447008
11.81364808
11.83282608
11.85200408

8.6481491
8.6491048
8.6500604
8.6510159
8.6519713
8.6529265
8.6538817
8.6548368
8.6557917
8.6567465
8.6577011
8.6586557
8.6596101
8.6605643
8.6615184
8.6624724
8.6634262
8.6643799
8.6653334
8.6662867
8.6672399
8.6681929
8.6691458
8.6700984
8.6710509
8.6720032
8.6729554
8.6739073
8.6748591
8.6758106
8.676762
8.6777131
8.6786641
8.6796148
8.6805654
8.6815157
8.6824658
8.6834157
8.6843654
8.6853149
8.6862641
8.6872131
8.6881618
8.6891104
8.6900586
8.6910067
8.6919545
8.692902
8.6938493
8.6947964
8.6957432
8.6966897

11.87118208
11.89036008
11.90953808
11.92871608
11.94789408
11.96707208
11.98625008
12.00542808
12.02460608
12.04378408
12.06296208
12.08214008
12.10131808
12.12049608
12.13967408
12.15885208
12.17803008
12.19720808
12.21638608
12.23556408
12.25474208
12.27392008
12.29309808
12.31227608
12.33145408
12.35063208
12.36981008
12.38898808
12.40816608
12.42734408
12.44652208
12.46570008
12.48487808
12.50405608
12.52323408
12.54241208
12.56159008
12.58076808
12.59994608
12.61912408
12.63830208
12.65748008
12.67665808
12.69583608
12.71501408
12.73419208
12.75337008
12.77254808
12.79172608
12.81090408
12.83008208
12.84926008

8.6976359
8.6985819
8.6995277
8.7004731
8.7014183
8.7023632
8.7033079
8.7042522
8.7051963
8.70614
8.7070835
8.7080267
8.7089696
8.7099122
8.7108545
8.7117965
8.7127382
8.7136796
8.7146206
8.7155614
8.7165018
8.7174419
8.7183817
8.7193212
8.7202603
8.7211992
8.7221376
8.7230758
8.7240136
8.7249511
8.7258882
8.726825
8.7277615
8.7286976
8.7296333
8.7305687
8.7315037
8.7324384
8.7333727
8.7343067
8.7352403
8.7361735
8.7371064
8.7380389
8.738971
8.7399027
8.7408341
8.7417651
8.7426957
8.7436259
8.7445557
8.7454852

12.86843808
12.88761608
12.90679408
12.92597208
12.94515008
12.96432808
12.98350608
13.00268408
13.02186208
13.04104008
13.06021808
13.07939608
13.09857408
13.11775208
13.13693008
13.15610808
13.17528608
13.19446408
13.21364208
13.23282008
13.25199808
13.27117608
13.29035408
13.30953208
13.32871008
13.34788808
13.36706608
13.38624408
13.40542208
13.42460008
13.44377808
13.46295608
13.48213408
13.50131208
13.52049008
13.53966808
13.55884608
13.57802408
13.59720208
13.61638008
13.63555808
13.65473608
13.67391408
13.69309208
13.71227008
13.73144808
13.75062608
13.76980408
13.78898208
13.80816008
13.82733808
13.84651608

8.7464142
8.7473429
8.7482712
8.749199
8.7501265
8.7510536
8.7519802
8.7529065
8.7538323
8.7547578
8.7556828
8.7566074
8.7575317
8.7584554
8.7593788
8.7603018
8.7612243
8.7621464
8.7630681
8.7639893
8.7649101
8.7658305
8.7667505
8.76767
8.768589
8.7695077
8.7704259
8.7713436
8.7722609
8.7731778
8.7740942
8.7750102
8.7759257
8.7768407
8.7777553
8.7786695
8.7795832
8.7804964
8.7814092
8.7823215
8.7832333
8.7841447
8.7850556
8.785966
8.7868759
8.7877854
8.7886944
8.7896029
8.790511
8.7914186
8.7923257
8.7932323

13.86569408
13.88487208
13.90405008
13.92322808
13.94240608
13.96158408
13.98076208
13.99994008
14.01911808
14.03829608
14.05747408
14.07665208
14.09583008
14.11500808
14.13418608
14.15336408
14.17254208
14.19172008
14.21089808
14.23007608
14.24925408
14.26843208
14.28761008
14.30678808
14.32596608
14.34514408
14.36432208
14.38350008
14.40267808
14.42185608
14.44103408
14.46021208
14.47939008
14.49856808
14.51774608
14.53692408
14.55610208
14.57528008
14.59445808
14.61363608
14.63281408
14.65199208
14.67117008
14.69034808
14.70952608
14.72870408
14.74788208
14.76706008
14.78623808
14.80541608
14.82459408
14.84377208

8.7941384
8.795044
8.7959492
8.7968538
8.797758
8.7986617
8.7995649
8.8004675
8.8013697
8.8022714
8.8031726
8.8040733
8.8049735
8.8058732
8.8067724
8.8076711
8.8085692
8.8094669
8.810364
8.8112607
8.8121568
8.8130524
8.8139475
8.8148421
8.8157361
8.8166297
8.8175227
8.8184152
8.8193072
8.8201986
8.8210895
8.8219799
8.8228698
8.8237591
8.8246479
8.8255362
8.8264239
8.8273111
8.8281978
8.8290839
8.8299695
8.8308546
8.8317391
8.8326231
8.8335065
8.8343894
8.8352717
8.8361535
8.8370348
8.8379155
8.8387956
8.8396752

14.86295008
14.88212808
14.90130608
14.92048408
14.93966208
14.95884008
14.97801808
14.99719608
15.01637408
15.03555208
15.05473008
15.07390808
15.09308608
15.11226408
15.13144208
15.15062008
15.16979808
15.18897608
15.20815408
15.22733208
15.24651008
15.26568808
15.28486608
15.30404408
15.32322208
15.34240008
15.36157808
15.38075608
15.39993408
15.41911208
15.43829008
15.45746808
15.47664608
15.49582408
15.51500208
15.53418008
15.55335808
15.57253608
15.59171408
15.61089208
15.63007008
15.64924808
15.66842608
15.68760408
15.70678208
15.72596008
15.74513808
15.76431608
15.78349408
15.80267208
15.82185008
15.84102808

8.8405543
8.8414328
8.8423107
8.8431881
8.8440649
8.8449412
8.8458169
8.8466921
8.8475667
8.8484408
8.8493142
8.8501871
8.8510595
8.8519313
8.8528025
8.8536732
8.8545433
8.8554128
8.8562817
8.8571501
8.8580179
8.8588852
8.8597518
8.8606179
8.8614835
8.8623484
8.8632128
8.8640766
8.8649398
8.8658024
8.8666645
8.8675259
8.8683868
8.8692471
8.8701069
8.870966
8.8718246
8.8726826
8.8735399
8.8743967
8.875253
8.8761086
8.8769636
8.8778181
8.8786719
8.8795252
8.8803779
8.8812299
8.8820814
8.8829323
8.8837826
8.8846323

15.86020608
15.87938408
15.89856208
15.91774008
15.93691808
15.95609608
15.97527408
15.99445208
16.01363008
16.03280808
16.05198608
16.07116408
16.09034208
16.10952008
16.12869808
16.14787608
16.16705408
16.18623208
16.20541008
16.22458808
16.24376608
16.26294408
16.28212208
16.30130008
16.32047808
16.33965608
16.35883408
16.37801208
16.39719008
16.41636808
16.43554608
16.45472408
16.47390208
16.49308008
16.51225808
16.53143608
16.55061408
16.56979208
16.58897008
16.60814808
16.62732608
16.64650408
16.66568208
16.68486008
16.70403808
16.72321608
16.74239408
16.76157208
16.78075008
16.79992808
16.81910608
16.83828408

8.8854814
8.8863299
8.8871779
8.8880252
8.8888719
8.889718
8.8905635
8.8914084
8.8922527
8.8930964
8.8939396
8.8947821
8.895624
8.8964653
8.8973059
8.898146
8.8989855
8.8998244
8.9006626
8.9015003
8.9023373
8.9031738
8.9040096
8.9048448
8.9056794
8.9065134
8.9073468
8.9081796
8.9090117
8.9098433
8.9106742
8.9115045
8.9123342
8.9131633
8.9139918
8.9148196
8.9156469
8.9164735
8.9172995
8.9181248
8.9189496
8.9197738
8.9205973
8.9214202
8.9222425
8.9230641
8.9238852
8.9247056
8.9255254
8.9263446
8.9271631
8.927981

16.85746208
16.87664008
16.89581808
16.91499608
16.93417408
16.95335208
16.97253008
16.99170808
17.01088608
17.03006408
17.04924208
17.06842008
17.08759808
17.10677608
17.12595408
17.14513208
17.16431008
17.18348808
17.20266608
17.22184408
17.24102208
17.26020008
17.27937808
17.29855608
17.31773408
17.33691208
17.35609008
17.37526808
17.39444608
17.41362408
17.43280208
17.45198008
17.47115808
17.49033608
17.50951408
17.52869208
17.54787008
17.56704808
17.58622608
17.60540408
17.62458208
17.64376008
17.66293808
17.68211608
17.70129408
17.72047208
17.73965008
17.75882808
17.77800608
17.79718408
17.81636208
17.83554008

8.9287983
8.929615
8.9304311
8.9312465
8.9320613
8.9328755
8.933689
8.934502
8.9353143
8.9361259
8.936937
8.9377474
8.9385572
8.9393663
8.9401749
8.9409828
8.94179
8.9425967
8.9434027
8.9442081
8.9450128
8.9458169
8.9466204
8.9474233
8.9482255
8.9490271
8.9498281
8.9506284
8.9514281
8.9522272
8.9530256
8.9538234
8.9546206
8.9554171
8.956213
8.9570082
8.9578029
8.9585969
8.9593902
8.9601829
8.960975
8.9617665
8.9625573
8.9633475
8.964137
8.9649259
8.9657142
8.9665018
8.9672888
8.9680751
8.9688609
8.9696459

17.85471808
17.87389608
17.89307408
17.91225208
17.93143008
17.95060808
17.96978608
17.98896408
18.00814208
18.02732008
18.04649808
18.06567608
18.08485408
18.10403208
18.12321008
18.14238808
18.16156608
18.18074408
18.19992208
18.21910008
18.23827808
18.25745608
18.27663408
18.29581208
18.31499008
18.33416808
18.35334608
18.37252408
18.39170208
18.41088008
18.43005808
18.44923608
18.46841408
18.48759208
18.50677008
18.52594808
18.54512608
18.56430408
18.58348208
18.60266008
18.62183808
18.64101608
18.66019408
18.67937208
18.69855008
18.71772808
18.73690608
18.75608408
18.77526208
18.79444008
18.81361808
18.83279608

8.9704304
8.9712142
8.9719974
8.9727799
8.9735618
8.974343
8.9751236
8.9759036
8.976683
8.9774617
8.9782397
8.9790171
8.9797939
8.9805701
8.9813456
8.9821204
8.9828946
8.9836682
8.9844412
8.9852135
8.9859851
8.9867562
8.9875265
8.9882963
8.9890654
8.9898338
8.9906017
8.9913688
8.9921354
8.9929013
8.9936665
8.9944311
8.9951951
8.9959585
8.9967212
8.9974832
8.9982446
8.9990054
8.9997655
9.000525
9.0012839
9.0020421
9.0027996
9.0035566
9.0043128
9.0050685
9.0058235
9.0065779
9.0073316
9.0080847
9.0088371
9.0095889

18.85197408
18.87115208
18.89033008
18.90950808
18.92868608
18.94786408
18.96704208
18.98622008
19.00539808
19.02457608
19.04375408
19.06293208
19.08211008
19.10128808
19.12046608
19.13964408
19.15882208
19.17800008
19.19717808
19.21635608
19.23553408
19.25471208
19.27389008
19.29306808
19.31224608
19.33142408
19.35060208
19.36978008
19.38895808
19.40813608
19.42731408
19.44649208
19.46567008
19.48484808
19.50402608
19.52320408
19.54238208
19.56156008
19.58073808
19.59991608
19.61909408
19.63827208
19.65745008
19.67662808
19.69580608
19.71498408
19.73416208
19.75334008
19.77251808
19.79169608
19.81087408
19.83005208

9.0103401
9.0110906
9.0118405
9.0125897
9.0133383
9.0140862
9.0148335
9.0155802
9.0163263
9.0170716
9.0178164
9.0185605
9.019304
9.0200468
9.020789
9.0215305
9.0222715
9.0230117
9.0237514
9.0244903
9.0252287
9.0259664
9.0267035
9.0274399
9.0281757
9.0289109
9.0296454
9.0303792
9.0311125
9.0318451
9.032577
9.0333084
9.034039
9.0347691
9.0354985
9.0362272
9.0369554
9.0376829
9.0384097
9.0391359
9.0398615
9.0405864
9.0413107
9.0420344
9.0427574
9.0434798
9.0442016
9.0449227
9.0456432
9.046363
9.0470822
9.0478008

19.84923008
19.86840808
19.88758608
19.90676408
19.92594208
19.94512008
19.96429808
19.98347608
20.00265408

9.0485187
9.049236
9.0499527
9.0506687
9.0513841
9.0520989
9.052813
9.0535265
9.0542394

US Yield curve
Source: Wall street Journal
from http://online.wsj.com/mdc/public/page/2_3020-tstrips.html
Date of curve
16-Jul-12
Stripped Coupon Interest

Date
2012Jul31
2012Aug15
2012Aug31
2012Sep30
2012Oct31
2012Nov15
2012Nov30
2012Dec31
2013Jan31
2013Feb15
2013Feb28
2013Mar31
2013Apr30
2013May15
2013May31
2013Jun30
2013Jul31
2013Aug15
2013Aug31
2013Sep30
2013Nov15
2013Nov30
2014Jan31
2014Feb15
2014Mar31
2014May15
2014Aug15
2014Nov15
2015Feb15
2015May15
2015Aug15
2015Nov15
2016Feb15
2016May15
2016Aug15
2016Nov15
2017Feb15
2017May15
2017Aug15
2017Nov15
2018Feb15
2018May15
2018Aug15
2018Nov15
2019Feb15
2019May15
2019Aug15
2019Nov15
2020Feb15
2020May15
2020Aug15
2020Nov15

Years

Bid

0.04
0.08
0.13
0.21
0.29
0.33
0.38
0.46
0.55
0.59
0.62
0.71
0.79
0.83
0.87
0.96
1.04
1.08
1.13
1.21
1.33
1.38
1.55
1.59
1.71
1.83
2.08
2.33
2.59
2.83
3.08
3.33
3.59
3.83
4.08
4.34
4.59
4.83
5.08
5.34
5.59
5.83
6.08
6.34
6.59
6.83
7.08
7.34
7.59
7.84
8.09
8.34

99.997
99.998
100
100
99.96
99.97
99.992
99.991
99.909
99.931
99.895
99.881
99.938
99.976
100
100
99.773
99.818
99.889
99.881
99.71
99.632
99.587
99.655
99.543
99.546
99.452
99.329
99.187
99.039
98.847
98.632
98.318
98.055
97.829
97.466
97.166
96.874
96.58
96.224
95.743
95.308
95.032
94.565
94.124
93.542
93.084
92.461
91.827
91.268
90.618
90.044

Ask
99.997
99.999
100
100
99.962
99.974
99.996
99.995
99.914
99.937
99.901
99.888
99.946
99.984
100
100
99.783
99.829
99.9
99.893
99.723
99.646
99.603
99.671
99.56
99.564
99.473
99.352
99.212
99.067
98.878
98.664
98.354
98.092
97.869
97.508
97.21
96.921
96.629
96.275
95.796
95.363
95.089
94.624
94.186
93.606
93.149
92.528
91.896
91.339
90.691
90.119

Change Ask Yield

0.001
0.06
0.003
0.01
unch.
0.04
unch.
0.08
0.01
0.13
0.01
0.08
0.011
0.01
0.014
0.01
0.01
0.16
0.011
0.11
0.012
0.16
0.013
0.16
0.023
0.07
0.023
0.02
unch.
0.19
unch.
0.19
0.03
0.21
0.031
0.16
0.032
0.09
0.034
0.09
0.038
0.21
0.039
0.26
0.043
0.26
0.045
0.21
0.049
0.26
0.052
0.24
0.066
0.25
0.074
0.28
0.088
0.31
0.097
0.33
0.104
0.37
0.113
0.4
0.121
0.46
0.133
0.5
0.142
0.53
0.149
0.58
0.158
0.62
0.166
0.65
0.174
0.68
0.182
0.71
0.19
0.77
0.197
0.82
0.217
0.83
0.225
0.88
0.202
0.91
0.208
0.97
0.215
1
0.221
1.06
0.232
1.12
0.238
1.16
0.244
1.21
0.249
1.25

2021Feb15
2021May15
2021Aug15
2021Nov15
2022Feb15
2022May15
2022Aug15
2022Nov15
2023Feb15
2023May15
2023Aug15
2023Nov15
2024Feb15
2024May15
2024Aug15
2024Nov15
2025Feb15
2025May15
2025Aug15
2025Nov15
2026Feb15
2026May15
2026Aug15
2026Nov15
2027Feb15
2027May15
2027Aug15
2027Nov15
2028Feb15
2028May15
2028Aug15
2028Nov15
2029Feb15
2029May15
2029Aug15
2029Nov15
2030Feb15
2030May15
2030Aug15
2030Nov15
2031Feb15
2031May15
2031Aug15
2031Nov15
2032Feb15
2032May15
2032Aug15
2032Nov15
2033Feb15
2033May15
2033Aug15
2033Nov15
2034Feb15
2034May15
2034Aug15
2034Nov15
2035Feb15
2035May15
2035Aug15

8.59
8.84
9.09
9.34
9.59
9.84
10.09
10.34
10.59
10.84
11.09
11.34
11.59
11.84
12.09
12.34
12.59
12.84
13.09
13.34
13.59
13.84
14.09
14.34
14.59
14.84
15.09
15.34
15.59
15.84
16.09
16.35
16.60
16.84
17.09
17.35
17.60
17.84
18.09
18.35
18.60
18.84
19.09
19.35
19.60
19.84
20.10
20.35
20.60
20.84
21.10
21.35
21.60
21.84
22.10
22.35
22.60
22.84
23.10

89.131
88.445
87.781
87.144
86.492
85.831
85.177
84.428
83.682
82.974
82.186
81.481
80.81
80.064
79.307
78.592
77.844
77.115
76.352
75.536
74.861
74.211
73.579
72.974
72.389
71.78
71.139
70.473
69.936
69.401
68.836
68.301
67.735
67.172
66.606
66.099
65.59
65.027
64.462
63.899
63.334
62.743
62.178
61.617
61.083
60.582
60.08
59.582
59.082
58.586
58.089
57.596
57.102
56.642
56.181
55.756
55.329
54.876
54.454

89.207
88.523
87.86
87.225
86.575
85.915
85.262
84.514
83.77
83.063
82.277
81.572
80.903
80.158
79.402
78.688
77.941
77.213
76.451
75.636
74.962
74.312
73.682
73.077
72.494
71.885
71.245
70.58
70.043
69.509
68.945
68.411
67.846
67.284
66.718
66.212
65.704
65.142
64.577
64.015
63.45
62.859
62.296
61.735
61.201
60.701
60.2
59.702
59.202
58.707
58.21
57.718
57.224
56.764
56.304
55.879
55.453
55
54.578

0.254
0.259
0.265
0.27
0.295
0.301
0.306
0.311
0.316
0.321
0.325
0.33
0.334
0.337
0.341
0.345
0.349
0.353
0.331
0.333
0.362
0.366
0.369
0.372
0.375
0.379
0.381
0.384
0.388
0.39
0.393
0.424
0.426
0.429
0.432
0.434
0.437
0.439
0.442
0.444
0.446
0.448
0.449
0.451
0.453
0.454
0.456
0.458
0.46
0.461
0.463
0.464
0.466
0.467
0.469
0.471
0.472
0.473
0.475

1.34
1.39
1.43
1.47
1.51
1.55
1.59
1.63
1.68
1.72
1.77
1.81
1.84
1.88
1.92
1.95
1.99
2.03
2.06
2.11
2.13
2.16
2.18
2.2
2.22
2.24
2.26
2.29
2.3
2.31
2.33
2.34
2.35
2.37
2.38
2.39
2.4
2.42
2.43
2.45
2.46
2.48
2.5
2.51
2.52
2.53
2.54
2.55
2.56
2.57
2.58
2.59
2.6
2.61
2.62
2.62
2.63
2.64
2.64

2035Nov15
2036Feb15
2036May15
2036Aug15
2036Nov15
2037Feb15
2037May15
2037Aug15
2037Nov15
2038Feb15
2038May15
2038Aug15
2038Nov15
2039Feb15
2039May15
2039Aug15
2039Nov15
2040Feb15
2040May15
2040Aug15
2041Feb15
2041May15
2041Aug15
2041Nov15
2042Feb15
2042May15

23.35
23.60
23.85
24.10
24.35
24.60
24.85
25.10
25.35
25.60
25.85
26.10
26.35
26.60
26.85
27.10
27.35
27.60
27.85
28.10
28.61
28.85
29.10
29.35
29.61
29.85

54.035
53.616
53.202
52.787
52.407
52.028
51.621
51.214
50.811
50.408
50.041
49.642
49.279
48.883
48.524
48.165
47.81
47.455
47.104
46.753
45.995
45.62
45.212
44.873
44.469
44.102

54.16
53.741
53.327
52.912
52.533
52.154
51.748
51.341
50.938
50.535
50.168
49.77
49.407
49.012
48.653
48.294
47.939
47.584
47.234
46.883
46.125
45.75
45.342
45.003
44.599
44.231

0.476
0.477
0.479
0.48
0.481
0.483
0.484
0.485
0.485
0.487
0.488
0.489
0.49
0.49
0.491
0.492
0.492
0.493
0.494
0.494
0.495
0.496
0.495
0.496
0.495
0.496

2.65
2.65
2.66
2.66
2.66
2.67
2.67
2.68
2.68
2.69
2.69
2.69
2.7
2.7
2.7
2.71
2.71
2.71
2.71
2.72
2.73
2.73
2.74
2.74
2.75
2.75

Forward rate calculations

Based on exchange rate parity
Todays rate (Rs/USD)
Years
0.5
1.0
1.5
2.0
2.5
3.0
3.5
4.0
4.5
5.0
5.5
6.0
6.5
7.0
7.5
8.0
8.5
9.0
9.5
10.0
10.5

54.918
US rate (%) INR rate(%) Forward rate
0.01
8.32
57.16
0.19
8.31
59.37
0.26
8.31
61.66
0.24
8.31
64.12
0.28
8.31
66.59
0.33
8.32
69.12
0.40
8.33
71.66
0.50
8.35
74.18
0.58
8.36
76.79
0.65
8.38
79.49
0.71
8.40
82.30
0.82
8.42
84.92
0.88
8.44
87.83
0.97
8.46
90.63
1.06
8.48
93.45
1.16
8.51
96.22
1.25
8.53
99.09
1.39
8.55
101.53
1.47
8.58
104.50
1.55
8.60
107.49
1.63
8.63
110.51