March 29, 2017 / 6:59 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 29 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/06/17 (Tbill)       3M   98.69/70   5.780/5.740    0.23
  21/09/17 (Tbill)       6M   97.24/26   5.920/5.880    0.48
  07.83 pct GOI 2018     1Y  101.53/59   6.270/6.210    1.03
  07.28 pct GOI 2019     2Y  101.68/72   6.433/6.414    2.18
  08.27 pct GOI 2020     3Y  104.91/94   6.535/6.525    3.19
  07.80 pct GOI 2021     4Y  103.81/85   6.705/6.693    4.03
  08.08 pct GOI 2022     5Y  105.42/50   6.847/6.830    5.34
  06.84 pct GOI 2022     6Y  100.52/58   6.726/6.713    5.72
  07.68 pct GOI 2023     7Y  104.43/47   6.843/6.835    6.71
  07.72 pct GOI 2025     8Y  104.14/17   7.042/7.037    8.16
  07.59 pct GOI 2026     9Y  104.76/78   6.857/6.854    8.78
  06.97 pct GOI 2026    10Y  101.78/79   6.711/6.710    9.44
  08.60 pct GOI 2028    11Y  109.40/45   7.350/7.343   11.18
  07.59 pct GOI 2029    12Y  102.66/72   7.253/7.246   11.98
  07.61 pct GOI 2030    13Y  104.05/07   7.128/7.126   13.11
  09.20 pct GOI 2030    14Y  114.90/30   7.433/7.390   13.50
  08.28 pct GOI 2032    15Y  106.70/90   7.522/7.501   14.88
  07.40 pct GOI 2035    19Y  100.25/50   7.374/7.349   18.44
  08.83 pct GOI 2041    24Y  112.82/20   7.664/7.633   24.70
  07.06 pct GOI 2046    30Y   96.20/55   7.378/7.347   29.53

  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