January 13, 2017 / 11:42 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

Jan 13 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  13/04/17 (Tbill)       3M   98.53/54   6.250/6.210    0.25
  13/07/17 (Tbill)       6M   97.05/07   6.230/6.200    0.50
  07.83 pct GOI 2018     1Y  101.82/83   6.264/6.256    1.24
  07.28 pct GOI 2019     2Y  102.05/06   6.334/6.330    2.39
  08.27 pct GOI 2020     3Y  105.71/74   6.371/6.361    3.41
  07.80 pct GOI 2021     4Y  104.90/93   6.455/6.447    4.24
  08.79 pct GOI 2021     5Y  109.05/20   6.562/6.527    4.82
  06.84 pct GOI 2022     6Y  101.90/93   6.448/6.442    5.93
  07.68 pct GOI 2023     7Y  106.12/14   6.563/6.560    6.92
  07.72 pct GOI 2025     8Y  106.62/69   6.672/6.661    8.37
  07.59 pct GOI 2026     9Y  106.93/96   6.557/6.553    8.99
  06.97 pct GOI 2026    10Y  103.92/94   6.417/6.414    9.65
  08.60 pct GOI 2028    11Y  112.90/95   6.940/6.934   11.39
  07.59 pct GOI 2029    12Y  106.51/60   6.794/6.783   12.19
  07.61 pct GOI 2030    13Y  107.73/74   6.721/6.720   13.32
  09.20 pct GOI 2030    14Y  118.35/80   7.084/7.038   13.71
  08.28 pct GOI 2032    15Y  111.24/40   7.056/7.040   15.09
  07.40 pct GOI 2035    19Y  104.15/40   6.997/6.973   18.66
  08.30 pct GOI 2040    24Y  112.80/99   7.165/7.149   23.47
  07.06 pct GOI 2046    30Y  100.15/44   7.047/7.023   29.74

  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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