April 10, 2017 / 7:00 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Apr 10 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  06/07/17 (Tbill)       3M   98.62/64   5.940/5.860    0.24
  05/10/17 (Tbill)       6M   97.13/15   6.090/6.040    0.49
  07.83 pct GOI 2018     1Y  101.37/38   6.394/6.384    1.00
  07.28 pct GOI 2019     2Y  101.45/48   6.538/6.523    2.15
  08.27 pct GOI 2020     3Y  104.27/28   6.742/6.739    3.16
  07.80 pct GOI 2021     4Y  103.13/17   6.891/6.880    4.00
  08.08 pct GOI 2022     5Y  104.50/67   7.045/7.008    5.31
  06.84 pct GOI 2022     6Y   99.65/85   6.912/6.869    5.69
  07.68 pct GOI 2023     7Y  103.23/29   7.062/7.051    6.68
  07.72 pct GOI 2025     8Y  102.75/81   7.264/7.254    8.13
  07.59 pct GOI 2026     9Y  103.31/32   7.074/7.072    8.75
  06.97 pct GOI 2026    10Y  100.69/72   6.868/6.864    9.41
  08.60 pct GOI 2028    11Y  108.06/10   7.517/7.512   11.14
  07.59 pct GOI 2029    12Y  101.40/52   7.410/7.395   11.94
  07.61 pct GOI 2030    13Y  102.33/42   7.329/7.318   13.08
  09.20 pct GOI 2030    14Y  114.15/45   7.511/7.479   13.47
  08.28 pct GOI 2032    15Y  106.35/58   7.559/7.534   14.85
  07.40 pct GOI 2035    19Y   99.85/00   7.414/7.399   18.41
  08.83 pct GOI 2041    24Y  113.25/50   7.628/7.608   24.67
  07.06 pct GOI 2046    30Y   95.60/84   7.430/7.409   29.50

  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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