May 19, 2017 / 11:43 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  May 19 (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.
  ------------------   -----   ---------  -----------  ------
  17/08/17 (Tbill)       3M   98.52/54   6.300/6.230    0.24
  16/11/17 (Tbill)       6M   96.97/99   6.410/6.370    0.49
  07.83 pct GOI 2018     1Y  101.12/17   6.496/6.438    0.89
  07.28 pct GOI 2019     2Y  101.30/34   6.584/6.563    2.04
  08.27 pct GOI 2020     3Y  104.30/37   6.685/6.660    3.06
  07.80 pct GOI 2021     4Y  103.28/30   6.821/6.816    3.89
  08.08 pct GOI 2022     5Y  104.55/62   7.016/7.000    5.20
  06.84 pct GOI 2022     6Y   99.95/00   6.849/6.838    5.58
  07.68 pct GOI 2023     7Y  103.41/45   7.021/7.014    6.57
  07.72 pct GOI 2025     8Y  103.30/40   7.171/7.155    8.02
  07.59 pct GOI 2026     9Y  103.59/62   7.026/7.022    8.64
  06.97 pct GOI 2026    10Y  100.74/76   6.859/6.856    9.30
  08.60 pct GOI 2028    11Y  109.10/21   7.379/7.365   11.04
  07.59 pct GOI 2029    12Y  102.54/60   7.264/7.257   11.84
  07.61 pct GOI 2030    13Y  103.94/00   7.139/7.131   12.97
  09.20 pct GOI 2030    14Y  114.00/38   7.519/7.477   13.36
  08.28 pct GOI 2032    15Y  106.44/80   7.546/7.507   14.74
  07.40 pct GOI 2035    19Y   99.50/79   7.449/7.419   18.31
  08.83 pct GOI 2041    24Y  113.05/55   7.644/7.603   24.56
  07.06 pct GOI 2046    30Y   95.68/03   7.422/7.392   29.39

  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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