March 30, 2017 / 7:01 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Mar 30 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  29/06/17 (Tbill)       3M   98.60/62   5.760/5.690    0.25
  21/09/17 (Tbill)       6M   97.29/32   5.840/5.780    0.48
  07.83 pct GOI 2018     1Y  101.52/55   6.280/6.250    1.03
  07.28 pct GOI 2019     2Y  101.57/63   6.488/6.458    2.18
  08.27 pct GOI 2020     3Y  104.86/89   6.552/6.542    3.19
  07.80 pct GOI 2021     4Y  103.75/79   6.721/6.710    4.03
  08.08 pct GOI 2022     5Y  105.47/60   6.837/6.808    5.34
  06.84 pct GOI 2022     6Y  100.43/54   6.745/6.722    5.72
  07.68 pct GOI 2023     7Y  104.25/34   6.876/6.859    6.71
  07.72 pct GOI 2025     8Y  103.96/03   7.070/7.059    8.15
  07.59 pct GOI 2026     9Y  104.66/68   6.872/6.869    8.78
  06.97 pct GOI 2026    10Y  101.76/79   6.714/6.710    9.43
  08.60 pct GOI 2028    11Y  109.10/48   7.387/7.340   11.17
  07.59 pct GOI 2029    12Y  102.36/42   7.291/7.283   11.97
  07.61 pct GOI 2030    13Y  103.71/74   7.167/7.164   13.11
  09.20 pct GOI 2030    14Y  115.93/18   7.322/7.296   13.50
  08.28 pct GOI 2032    15Y  108.53/70   7.327/7.310   14.88
  07.40 pct GOI 2035    19Y  100.20/40   7.379/7.359   18.44
  08.83 pct GOI 2041    24Y  113.53/75   7.606/7.588   24.70
  07.06 pct GOI 2046    30Y   96.40/50   7.360/7.352   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)

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