April 11, 2017 / 6:57 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Apr 11 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  06/07/17 (Tbill)       3M   98.67/69   5.780/5.720    0.24
  05/10/17 (Tbill)       6M   97.12/14   6.160/6.100    0.48
  07.83 pct GOI 2018     1Y  101.37/40   6.390/6.359    1.00
  07.28 pct GOI 2019     2Y  101.45/48   6.537/6.522    2.14
  08.27 pct GOI 2020     3Y  104.29/32   6.734/6.724    3.16
  07.80 pct GOI 2021     4Y  103.26/29   6.854/6.845    4.00
  08.08 pct GOI 2022     5Y  104.70/80   7.000/6.978    5.31
  06.84 pct GOI 2022     6Y   99.87/95   6.865/6.848    5.69
  07.68 pct GOI 2023     7Y  103.46/53   7.019/7.006    6.68
  07.72 pct GOI 2025     8Y  103.10/12   7.207/7.204    8.12
  07.59 pct GOI 2026     9Y  103.78/81   7.002/6.998    8.75
  06.97 pct GOI 2026    10Y  100.79/82   6.853/6.849    9.40
  08.60 pct GOI 2028    11Y  108.35/40   7.480/7.474   11.14
  07.59 pct GOI 2029    12Y  101.95/05   7.341/7.328   11.94
  07.61 pct GOI 2030    13Y  102.80/85   7.273/7.268   13.08
  09.20 pct GOI 2030    14Y  113.90/10   7.538/7.516   13.47
  08.28 pct GOI 2032    15Y  106.75/85   7.516/7.505   14.84
  07.40 pct GOI 2035    19Y  100.00/38   7.399/7.361   18.41
  08.83 pct GOI 2041    24Y  112.88/25   7.659/7.628   24.67
  07.06 pct GOI 2046    30Y   95.50/70   7.439/7.421   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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