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TABLE-Thomson Reuters reference rates for India gilts
February 8, 2017 / 11:45 AM / 8 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 8 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  04/05/17 (Tbill)       3M   98.59/60   6.230/6.180    0.24
  28/07/17 (Tbill)       6M   97.17/19   6.280/6.250    0.47
  07.83 pct GOI 2018     1Y  101.55/60   6.424/6.379    1.18
  07.28 pct GOI 2019     2Y  101.70/75   6.472/6.448    2.32
  08.27 pct GOI 2020     3Y  105.00/08   6.570/6.544    3.34
  07.80 pct GOI 2021     4Y  104.00/10   6.682/6.654    4.18
  08.79 pct GOI 2021     5Y  107.95/29   6.798/6.717    4.75
  06.84 pct GOI 2022     6Y  100.60/80   6.712/6.670    5.86
  07.68 pct GOI 2023     7Y  104.02/10   6.930/6.916    6.85
  07.72 pct GOI 2025     8Y  104.00/14   7.072/7.050    8.30
  07.59 pct GOI 2026     9Y  104.52/59   6.902/6.891    8.93
  06.97 pct GOI 2026    10Y  101.52/54   6.751/6.748    9.58
  08.60 pct GOI 2028    11Y  110.15/35   7.266/7.242   11.32
  07.59 pct GOI 2029    12Y  102.65/78   7.256/7.240   12.12
  07.61 pct GOI 2030    13Y  104.10/20   7.125/7.113   13.25
  09.20 pct GOI 2030    14Y  115.63/13   7.363/7.310   13.64
  08.28 pct GOI 2032    15Y  108.40/90   7.347/7.295   15.02
  07.40 pct GOI 2035    19Y  101.35/45   7.266/7.256   18.59
  08.30 pct GOI 2040    24Y  110.43/93   7.358/7.316   23.40
  07.06 pct GOI 2046    30Y   99.06/38   7.135/7.109   29.67

  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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