July 3, 2017 / 11:47 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jul 3 (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.
  ------------------   -----   ---------  -----------  ------
  28/09/17 (Tbill)       3M   98.54/55   6.300/6.260    0.24
  28/12/17 (Tbill)       6M   97.02/03   6.330/6.310    0.49
  07.83 pct GOI 2018     1Y  101.00/03   6.456/6.416    0.77
  07.28 pct GOI 2019     2Y  101.50/52   6.430/6.419    1.92
  08.27 pct GOI 2020     3Y  104.50/54   6.554/6.540    2.93
  07.80 pct GOI 2021     4Y  103.80/85   6.639/6.624    3.77
  08.08 pct GOI 2022     5Y  105.50/55   6.780/6.768    5.08
  06.84 pct GOI 2022     6Y  100.75/78   6.673/6.666    5.46
  07.68 pct GOI 2023     7Y  104.38/45   6.828/6.814    6.45
  07.72 pct GOI 2025     8Y  104.60/65   6.951/6.943    7.89
  06.97 pct GOI 2026     9Y  101.53/58   6.742/6.734    9.18
  06.79 pct GOI 2027    10Y  101.65/70   6.559/6.552    9.87
  08.60 pct GOI 2028    11Y  111.20/35   7.106/7.087   10.91
  06.79 pct GOI 2029    12Y   99.44/45   6.857/6.856   12.48
  07.61 pct GOI 2030    13Y  105.11/18   6.999/6.991   12.85
  08.97 pct GOI 2030    14Y  114.90/10   7.217/7.195   13.42
  07.95 pct GOI 2032    15Y  107.35/75   7.146/7.105   15.15
  07.40 pct GOI 2035    19Y  102.90/10   7.112/7.093   18.18
  08.83 pct GOI 2041    24Y  117.35/60   7.297/7.278   24.44
  07.06 pct GOI 2046    30Y   98.75/88   7.161/7.151   29.27

  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)

Our Standards:The Thomson Reuters Trust Principles.
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