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5 months ago
TABLE-Thomson Reuters reference rates for India gilts
March 24, 2017 / 7:05 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 24 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/06/17 (Tbill)       3M   98.62/63   5.860/5.820    0.24
  21/09/17 (Tbill)       6M   97.17/19   5.980/5.930    0.49
  07.83 pct GOI 2018     1Y  101.56/60   6.251/6.212    1.05
  07.28 pct GOI 2019     2Y  101.63/67   6.461/6.441    2.19
  08.27 pct GOI 2020     3Y  104.73/79   6.600/6.580    3.21
  07.80 pct GOI 2021     4Y  103.50/65   6.793/6.751    4.05
  08.08 pct GOI 2022     5Y  105.04/23   6.933/6.891    5.36
  06.84 pct GOI 2022     6Y  100.18/36   6.799/6.760    5.74
  07.68 pct GOI 2023     7Y  103.61/72   6.994/6.974    6.73
  07.72 pct GOI 2025     8Y  103.35/55   7.168/7.136    8.17
  07.59 pct GOI 2026     9Y  103.89/90   6.988/6.986    8.80
  06.97 pct GOI 2026    10Y  100.91/95   6.837/6.831    9.45
  08.60 pct GOI 2028    11Y  108.95/15   7.406/7.381   11.19
  07.59 pct GOI 2029    12Y  101.97/14   7.340/7.318   11.99
  07.61 pct GOI 2030    13Y  103.27/30   7.219/7.215   13.13
  09.20 pct GOI 2030    14Y  114.83/05   7.441/7.417   13.52
  08.28 pct GOI 2032    15Y  106.37/55   7.558/7.539   14.89
  07.40 pct GOI 2035    19Y   99.88/25   7.411/7.374   18.46
  08.83 pct GOI 2041    24Y  112.00/25   7.732/7.711   24.72
  07.06 pct GOI 2046    30Y   95.79/98   7.413/7.396   29.54

  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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