March 10, 2017 / 11:44 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Mar 10 (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.
  ------------------   -----   ---------  -----------  ------
  08/06/17 (Tbill)       3M   98.62/63   5.930/5.880    0.24
  07/09/17 (Tbill)       6M   97.14/17   6.070/6.000    0.49
  07.83 pct GOI 2018     1Y  101.52/59   6.337/6.270    1.09
  07.28 pct GOI 2019     2Y  101.51/56   6.531/6.507    2.23
  08.27 pct GOI 2020     3Y  104.36/39   6.742/6.732    3.25
  07.80 pct GOI 2021     4Y  103.17/19   6.892/6.886    4.09
  08.08 pct GOI 2022     5Y  104.30/38   7.102/7.084    5.39
  06.84 pct GOI 2022     6Y   99.45/50   6.954/6.944    5.78
  07.68 pct GOI 2023     7Y  102.58/65   7.188/7.175    6.76
  07.72 pct GOI 2025     8Y  102.35/49   7.331/7.308    8.21
  07.59 pct GOI 2026     9Y  102.81/83   7.153/7.150    8.84
  06.97 pct GOI 2026    10Y  100.46/50   6.903/6.897    9.49
  08.60 pct GOI 2028    11Y  107.40/80   7.605/7.554   11.23
  07.59 pct GOI 2029    12Y  100.38/50   7.541/7.526   12.03
  07.61 pct GOI 2030    13Y  101.47/53   7.431/7.424   13.16
  09.20 pct GOI 2030    14Y  113.00/50   7.642/7.587   13.56
  08.28 pct GOI 2032    15Y  106.00/50   7.600/7.545   14.93
  07.40 pct GOI 2035    19Y   99.35/55   7.465/7.445   18.50
  08.83 pct GOI 2041    24Y  111.30/70   7.791/7.758   24.76
  07.06 pct GOI 2046    30Y   94.60/00   7.517/7.482   29.58

  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