February 22, 2017 / 6:58 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Feb 22 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  18/05/17 (Tbill)       3M   98.60/60   6.190/6.150    0.24
  10/08/17 (Tbill)       6M   97.21/23   6.240/6.190    0.47
  07.83 pct GOI 2018     1Y  101.53/56   6.398/6.370    1.14
  07.28 pct GOI 2019     2Y  101.63/68   6.492/6.468    2.28
  08.27 pct GOI 2020     3Y  104.76/80   6.632/6.619    3.30
  07.80 pct GOI 2021     4Y  103.65/69   6.769/6.758    4.14
  08.08 pct GOI 2022     5Y  104.86/00   6.989/6.959    5.44
  06.84 pct GOI 2022     6Y  100.11/18   6.814/6.799    5.83
  07.68 pct GOI 2023     7Y  103.31/38   7.057/7.044    6.81
  07.72 pct GOI 2025     8Y  102.87/98   7.249/7.232    8.26
  07.59 pct GOI 2026     9Y  103.27/28   7.086/7.084    8.89
  06.97 pct GOI 2026    10Y  100.30/33   6.926/6.922    9.54
  08.60 pct GOI 2028    11Y  108.30/50   7.494/7.469   11.28
  07.59 pct GOI 2029    12Y  101.25/40   7.430/7.411   12.08
  07.61 pct GOI 2030    13Y  102.23/29   7.341/7.334   13.21
  09.20 pct GOI 2030    14Y  114.32/45   7.501/7.487   13.61
  08.28 pct GOI 2032    15Y  106.50/70   7.548/7.526   14.98
  07.40 pct GOI 2035    19Y   99.70/00   7.430/7.399   18.55
  08.83 pct GOI 2041    24Y  113.30/60   7.626/7.602   24.81
  07.06 pct GOI 2046    30Y   95.00/48   7.481/7.439   29.63

  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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