June 9, 2017 / 7:05 AM / in 2 months

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Jun 9 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  07/09/17 (Tbill)       3M   98.53/53   6.270/6.250    0.24
  30/11/17 (Tbill)       6M   97.14/14   6.290/6.280    0.48
  07.83 pct GOI 2018     1Y  101.15/22   6.369/6.282    0.84
  07.28 pct GOI 2019     2Y  101.66/74   6.371/6.327    1.98
  08.27 pct GOI 2020     3Y  104.81/85   6.475/6.461    3.00
  07.80 pct GOI 2021     4Y  104.00/04   6.597/6.585    3.84
  08.08 pct GOI 2022     5Y  105.87/97   6.708/6.685    5.15
  06.84 pct GOI 2022     6Y  101.05/10   6.609/6.598    5.53
  07.68 pct GOI 2023     7Y  105.02/07   6.715/6.706    6.52
  07.72 pct GOI 2025     8Y  105.35/48   6.836/6.815    7.96
  06.97 pct GOI 2026     9Y  102.30/33   6.631/6.627    9.24
  06.79 pct GOI 2027    10Y  101.91/93   6.525/6.522    9.93
  08.60 pct GOI 2028    11Y  112.00/15   7.013/6.995   10.98
  07.59 pct GOI 2029    12Y  105.10/20   6.947/6.935   11.78
  07.61 pct GOI 2030    13Y  106.42/46   6.852/6.847   12.92
  09.20 pct GOI 2030    14Y  118.18/47   7.067/7.037   13.31
  08.28 pct GOI 2032    15Y  110.24/52   7.141/7.112   14.68
  07.40 pct GOI 2035    19Y  103.50/83   7.054/7.023   18.25
  08.83 pct GOI 2041    24Y  118.45/88   7.214/7.181   24.51
  07.06 pct GOI 2046    30Y   99.50/69   7.100/7.084   29.34

  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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