October 7, 2016 / 11:42 AM / 10 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

Oct 7 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/01/17 (Tbill)       3M   98.51/52   6.360/6.310    0.24
  06/04/17 (Tbill)       6M   96.96/99   6.420/6.370    0.50
  08.07 pct GOI 2017-JUL 1Y  101.01/06   6.608/6.538    0.74
  07.83 pct GOI 2018     2Y  101.75/82   6.588/6.538    1.51
  07.28 pct GOI 2019     3Y  101.59/60   6.610/6.606    2.66
  08.27 pct GOI 2020     4Y  105.06/14   6.685/6.661    3.67
  07.80 pct GOI 2021     5Y  104.05/25   6.742/6.691    4.51
  08.08 pct GOI 2022     6Y  105.81/99   6.848/6.811    5.82
  07.68 pct GOI 2023     7Y  104.76/82   6.828/6.817    7.19
  07.35 pct GOI 2024     8Y  102.82/85   6.870/6.865    7.71
  07.72 pct GOI 2025     9Y  105.20/24   6.908/6.902    8.63
  07.59 pct GOI 2026    10Y  105.00/02   6.849/6.846    9.26
  08.28 pct GOI 2027    11Y  108.87/25   7.100/7.052   10.96
  08.60 pct GOI 2028    12Y  111.85/95   7.087/7.075   11.65
  07.59 pct GOI 2029    13Y  105.15/18   6.964/6.960   12.45
  07.88 pct GOI 2030    14Y  107.58/63   7.000/6.994   13.45
  09.20 pct GOI 2030    15Y  117.79/06   7.164/7.136   13.98
  07.73 pct GOI 2034    19Y  106.30/39   7.106/7.097   18.20
  08.30 pct GOI 2040    24Y  112.60/75   7.185/7.172   23.74
  08.13 pct GOI 2045    30Y  111.80/04   7.155/7.137   28.71

  The yield curve based on the above rates is available on
  Thomson Reuters Graphics.

      For liquid Government of India securities, please double
  click in the brackets.
      For further details, double click on and
 .
      (Mumbai Rate Reporting Unit, +91 22 6180-7222/3317 7222, rru.data@thomsonreuters.com)

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