April 3, 2017 / 11:40 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Apr 3 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  29/06/17 (Tbill)       3M   98.67/69   5.800/5.700    0.24
  21/09/17 (Tbill)       6M   97.36/39   5.850/5.800    0.47
  07.83 pct GOI 2018     1Y  101.53/61   6.251/6.170    1.02
  07.28 pct GOI 2019     2Y  101.57/63   6.483/6.453    2.17
  08.27 pct GOI 2020     3Y  104.77/83   6.577/6.556    3.18
  07.80 pct GOI 2021     4Y  103.73/75   6.724/6.719    4.02
  08.08 pct GOI 2022     5Y  105.45/55   6.838/6.816    5.33
  06.84 pct GOI 2022     6Y  100.45/62   6.741/6.705    5.71
  07.68 pct GOI 2023     7Y  104.26/34   6.872/6.858    6.70
  07.72 pct GOI 2025     8Y  104.08/10   7.050/7.047    8.14
  07.59 pct GOI 2026     9Y  104.65/68   6.873/6.868    8.77
  06.97 pct GOI 2026    10Y  102.18/23   6.654/6.647    9.43
  08.60 pct GOI 2028    11Y  109.30/53   7.361/7.332   11.16
  07.59 pct GOI 2029    12Y  102.29/38   7.299/7.288   11.96
  07.61 pct GOI 2030    13Y  103.35/40   7.209/7.203   13.10
  09.20 pct GOI 2030    14Y  116.00/10   7.314/7.303   13.49
  08.28 pct GOI 2032    15Y  108.55/65   7.325/7.314   14.87
  07.40 pct GOI 2035    19Y  100.20/38   7.379/7.361   18.43
  08.83 pct GOI 2041    24Y  114.25/65   7.547/7.515   24.69
  07.06 pct GOI 2046    30Y   96.45/60   7.356/7.343   29.52

  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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