March 17, 2017 / 7:03 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Mar 17 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/06/17 (Tbill)       3M   98.61/62   5.930/5.890    0.24
  07/09/17 (Tbill)       6M   97.23/26   6.090/6.010    0.47
  07.83 pct GOI 2018     1Y  101.52/58   6.316/6.258    1.07
  07.28 pct GOI 2019     2Y  101.55/60   6.506/6.482    2.21
  08.27 pct GOI 2020     3Y  104.48/51   6.694/6.684    3.23
  07.80 pct GOI 2021     4Y  103.26/28   6.864/6.859    4.07
  08.08 pct GOI 2022     5Y  104.48/60   7.060/7.033    5.38
  06.84 pct GOI 2022     6Y   99.76/90   6.888/6.858    5.76
  07.68 pct GOI 2023     7Y  103.00/04   7.109/7.101    6.74
  07.72 pct GOI 2025     8Y  102.78/86   7.261/7.248    8.19
  07.59 pct GOI 2026     9Y  103.33/36   7.073/7.069    8.82
  06.97 pct GOI 2026    10Y  100.71/75   6.866/6.860    9.47
  08.60 pct GOI 2028    11Y  107.75/14   7.559/7.510   11.21
  07.59 pct GOI 2029    12Y  101.25/50   7.431/7.399   12.01
  07.61 pct GOI 2030    13Y  102.43/48   7.317/7.311   13.14
  09.20 pct GOI 2030    14Y  113.80/00   7.553/7.531   13.54
  08.28 pct GOI 2032    15Y  106.12/43   7.586/7.552   14.91
  07.40 pct GOI 2035    19Y   99.80/15   7.420/7.385   18.48
  08.83 pct GOI 2041    24Y  111.80/30   7.749/7.707   24.74
  07.06 pct GOI 2046    30Y   94.62/00   7.515/7.482   29.56

  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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