June 1, 2017 / 11:40 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Jun 1 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  31/08/17 (Tbill)       3M   98.48/48   6.280/6.250    0.25
  30/11/17 (Tbill)       6M   96.94/95   6.360/6.350    0.50
  07.83 pct GOI 2018     1Y  101.08/12   6.501/6.452    0.86
  07.28 pct GOI 2019     2Y  101.45/53   6.496/6.453    2.01
  08.27 pct GOI 2020     3Y  104.57/61   6.576/6.561    3.02
  07.80 pct GOI 2021     4Y  103.59/62   6.724/6.715    3.86
  08.08 pct GOI 2022     5Y  105.33/40   6.835/6.819    5.17
  06.84 pct GOI 2022     6Y  100.30/40   6.773/6.751    5.55
  07.68 pct GOI 2023     7Y  104.26/30   6.859/6.852    6.54
  07.72 pct GOI 2025     8Y  104.30/35   7.007/6.999    7.98
  06.97 pct GOI 2026     9Y  101.55/57   6.740/6.737    9.26
  06.79 pct GOI 2027    10Y  101.18/20   6.626/6.623    9.96
  08.60 pct GOI 2028    11Y  110.60/70   7.189/7.177   11.00
  07.59 pct GOI 2029    12Y  103.72/80   7.117/7.107   11.80
  07.61 pct GOI 2030    13Y  105.13/19   7.000/6.993   12.94
  09.20 pct GOI 2030    14Y  115.92/25   7.308/7.273   13.33
  08.28 pct GOI 2032    15Y  108.20/40   7.356/7.335   14.71
  07.40 pct GOI 2035    19Y  101.20/42   7.279/7.257   18.27
  08.83 pct GOI 2041    24Y  115.69/95   7.430/7.409   24.53
  07.06 pct GOI 2046    30Y   97.18/22   7.293/7.290   29.36

  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