March 7, 2017 / 12:16 PM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

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

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  01/06/17 (Tbill)       3M   98.63/65   5.970/5.900    0.23
  24/08/17 (Tbill)       6M   97.23/24   6.160/6.120    0.46
  07.83 pct GOI 2018     1Y  101.51/55   6.367/6.329    1.09
  07.28 pct GOI 2019     2Y  101.60/69   6.493/6.449    2.24
  08.27 pct GOI 2020     3Y  104.41/46   6.732/6.715    3.26
  07.80 pct GOI 2021     4Y  103.25/28   6.872/6.864    4.09
  08.08 pct GOI 2022     5Y  104.32/52   7.100/7.056    5.40
  06.84 pct GOI 2022     6Y   99.67/78   6.907/6.884    5.78
  07.68 pct GOI 2023     7Y  102.80/90   7.148/7.129    6.77
  07.72 pct GOI 2025     8Y  102.70/80   7.275/7.259    8.22
  07.59 pct GOI 2026     9Y  103.48/51   7.052/7.048    8.84
  06.97 pct GOI 2026    10Y  100.94/95   6.834/6.832    9.50
  08.60 pct GOI 2028    11Y  108.00/15   7.530/7.510   11.24
  07.59 pct GOI 2029    12Y  100.88/90   7.477/7.475   12.04
  07.61 pct GOI 2030    13Y  102.30/34   7.333/7.328   13.17
  09.20 pct GOI 2030    14Y  113.00/50   7.642/7.588   13.56
  08.28 pct GOI 2032    15Y  106.39/71   7.558/7.523   14.94
  07.40 pct GOI 2035    19Y   99.35/75   7.465/7.425   18.51
  08.83 pct GOI 2041    24Y  112.51/55   7.690/7.687   24.76
  07.06 pct GOI 2046    30Y   95.62/04   7.427/7.391   29.59

  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)

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below