March 22, 2017 / 7:02 AM / in 4 months

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Mar 22 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/06/17 (Tbill)       3M   98.68/69   5.810/5.760    0.23
  07/09/17 (Tbill)       6M   97.31/33   6.000/5.950    0.46
  07.83 pct GOI 2018     1Y  101.54/58   6.286/6.247    1.05
  07.28 pct GOI 2019     2Y  101.58/60   6.489/6.479    2.20
  08.27 pct GOI 2020     3Y  104.68/72   6.622/6.609    3.21
  07.80 pct GOI 2021     4Y  103.51/60   6.792/6.767    4.05
  08.08 pct GOI 2022     5Y  104.85/93   6.977/6.959    5.36
  06.84 pct GOI 2022     6Y  100.10/24   6.816/6.786    5.74
  07.68 pct GOI 2023     7Y  103.44/51   7.027/7.014    6.73
  07.72 pct GOI 2025     8Y  103.27/35   7.182/7.169    8.18
  07.59 pct GOI 2026     9Y  103.76/77   7.008/7.006    8.80
  06.97 pct GOI 2026    10Y  100.78/81   6.856/6.852    9.46
  08.60 pct GOI 2028    11Y  108.70/80   7.439/7.426   11.19
  07.59 pct GOI 2029    12Y  101.75/83   7.368/7.358   11.99
  07.61 pct GOI 2030    13Y  102.95/00   7.256/7.250   13.13
  09.20 pct GOI 2030    14Y  114.60/00   7.466/7.423   13.52
  08.28 pct GOI 2032    15Y  106.47/74   7.548/7.519   14.90
  07.40 pct GOI 2035    19Y  100.00/35   7.399/7.365   18.46
  08.83 pct GOI 2041    24Y  112.00/30   7.732/7.707   24.72
  07.06 pct GOI 2046    30Y   96.00/40   7.394/7.360   29.55

  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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