February 10, 2017 / 7:02 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Feb 10 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  11/05/17 (Tbill)       3M   98.53/54   6.250/6.210    0.25
  10/08/17 (Tbill)       6M   97.03/05   6.280/6.240    0.50
  07.83 pct GOI 2018     1Y  101.45/55   6.501/6.411    1.17
  07.28 pct GOI 2019     2Y  101.62/65   6.505/6.491    2.31
  08.27 pct GOI 2020     3Y  104.88/95   6.605/6.582    3.33
  07.80 pct GOI 2021     4Y  103.82/95   6.728/6.693    4.17
  08.79 pct GOI 2021     5Y  107.80/95   6.830/6.794    4.74
  06.84 pct GOI 2022     6Y  100.30/75   6.774/6.681    5.86
  07.68 pct GOI 2023     7Y  104.07/12   6.920/6.911    6.85
  07.72 pct GOI 2025     8Y  103.65/80   7.126/7.103    8.29
  07.59 pct GOI 2026     9Y  104.31/34   6.932/6.928    8.92
  06.97 pct GOI 2026    10Y  101.32/33   6.779/6.778    9.57
  08.60 pct GOI 2028    11Y  109.20/30   7.383/7.371   11.31
  07.59 pct GOI 2029    12Y  101.95/25   7.343/7.305   12.11
  07.61 pct GOI 2030    13Y  103.48/54   7.196/7.189   13.25
  09.20 pct GOI 2030    14Y  114.67/07   7.465/7.422   13.64
  08.28 pct GOI 2032    15Y  107.98/41   7.391/7.346   15.01
  07.40 pct GOI 2035    19Y  100.00/20   7.399/7.379   18.58
  08.30 pct GOI 2040    24Y  108.35/85   7.534/7.491   23.39
  07.06 pct GOI 2046    30Y   95.70/20   7.419/7.376   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)

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