July 11, 2017 / 11:39 AM / 12 days ago

TABLE-Thomson Reuters reference rates for India gilts

2 Min Read

  Jul 11 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/10/17 (Tbill)       3M   98.57/58   6.240/6.210    0.23
  28/12/17 (Tbill)       6M   97.16/16   6.320/6.310    0.46
  07.83 pct GOI 2018     1Y  101.02/05   6.389/6.348    0.75
  07.28 pct GOI 2019     2Y  101.60/63   6.363/6.346    1.89
  08.27 pct GOI 2020     3Y  104.56/60   6.520/6.505    2.91
  07.80 pct GOI 2021     4Y  104.01/04   6.570/6.562    3.75
  06.84 pct GOI 2022     5Y  101.20/22   6.573/6.568    5.44
  07.68 pct GOI 2023     6Y  104.99/00   6.710/6.708    6.43
  07.35 pct GOI 2024     7Y  102.96/99   6.807/6.801    6.95
  07.72 pct GOI 2025     8Y  105.08/10   6.871/6.868    7.87
  06.97 pct GOI 2026     9Y  102.03/07   6.668/6.662    9.15
  06.79 pct GOI 2027    10Y  102.17/19   6.487/6.484    9.84
  08.60 pct GOI 2028    11Y  111.70/95   7.042/7.011   10.89
  06.79 pct GOI 2029    12Y  100.14/15   6.773/6.771   12.46
  07.61 pct GOI 2030    13Y  105.47/53   6.957/6.950   12.83
  08.97 pct GOI 2030    14Y  115.25/45   7.178/7.156   13.40
  07.95 pct GOI 2032    15Y  107.50/80   7.130/7.099   15.13
  07.40 pct GOI 2035    19Y  103.05/24   7.097/7.079   18.16
  08.83 pct GOI 2041    24Y  117.85/28   7.258/7.225   24.42
  07.06 pct GOI 2046    30Y   99.57/78   7.094/7.077   29.25

  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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