February 20, 2017 / 11:41 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Feb 20 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  18/05/17 (Tbill)       3M   98.58/59   6.200/6.150    0.24
  10/08/17 (Tbill)       6M   97.19/21   6.250/6.210    0.47
  07.83 pct GOI 2018     1Y  101.55/58   6.383/6.355    1.14
  07.28 pct GOI 2019     2Y  101.62/63   6.497/6.493    2.29
  08.27 pct GOI 2020     3Y  104.76/84   6.633/6.607    3.30
  07.80 pct GOI 2021     4Y  103.75/79   6.742/6.731    4.14
  08.08 pct GOI 2022     5Y  104.90/00   6.981/6.959    5.45
  06.84 pct GOI 2022     6Y  100.10/15   6.816/6.806    5.83
  07.68 pct GOI 2023     7Y  103.48/51   7.026/7.020    6.82
  07.72 pct GOI 2025     8Y  103.05/14   7.220/7.206    8.26
  07.59 pct GOI 2026     9Y  103.45/48   7.059/7.055    8.89
  06.97 pct GOI 2026    10Y  100.46/50   6.903/6.897    9.54
  08.60 pct GOI 2028    11Y  108.35/85   7.488/7.425   11.28
  07.59 pct GOI 2029    12Y  101.25/47   7.430/7.403   12.08
  07.61 pct GOI 2030    13Y  102.42/48   7.319/7.312   13.22
  09.20 pct GOI 2030    14Y  114.40/73   7.492/7.457   13.61
  08.28 pct GOI 2032    15Y  106.85/20   7.510/7.473   14.99
  07.40 pct GOI 2035    19Y   99.55/76   7.445/7.424   18.55
  08.83 pct GOI 2041    24Y  113.42/77   7.616/7.588   24.81
  07.06 pct GOI 2046    30Y   95.35/80   7.450/7.411   29.64

  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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