April 11, 2017 / 11:42 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 1700 IST (1130 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  06/07/17 (Tbill)       3M   98.63/65   5.950/5.870    0.24
  05/10/17 (Tbill)       6M   97.12/14   6.150/6.100    0.48
  07.83 pct GOI 2018     1Y  101.38/40   6.379/6.359    1.00
  07.28 pct GOI 2019     2Y  101.49/50   6.517/6.512    2.14
  08.27 pct GOI 2020     3Y  104.44/46   6.682/6.675    3.16
  07.80 pct GOI 2021     4Y  103.32/38   6.837/6.820    4.00
  08.08 pct GOI 2022     5Y  104.80/84   6.978/6.969    5.31
  06.84 pct GOI 2022     6Y  100.05/10   6.826/6.816    5.69
  07.68 pct GOI 2023     7Y  103.60/62   6.993/6.989    6.68
  07.72 pct GOI 2025     8Y  103.32/34   7.171/7.168    8.12
  07.59 pct GOI 2026     9Y  104.00/01   6.969/6.968    8.75
  06.97 pct GOI 2026    10Y  101.10/11   6.808/6.807    9.40
  08.60 pct GOI 2028    11Y  108.47/54   7.465/7.456   11.14
  07.59 pct GOI 2029    12Y  102.05/14   7.328/7.317   11.94
  07.61 pct GOI 2030    13Y  103.00/04   7.250/7.245   13.08
  09.20 pct GOI 2030    14Y  113.58/80   7.573/7.549   13.47
  08.28 pct GOI 2032    15Y  106.76/85   7.515/7.505   14.84
  07.40 pct GOI 2035    19Y  100.00/30   7.399/7.369   18.41
  08.83 pct GOI 2041    24Y  112.95/23   7.653/7.630   24.67
  07.06 pct GOI 2046    30Y   95.50/73   7.439/7.418   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)

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