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TABLE-Thomson Reuters reference rates for India gilts
May 26, 2017 / 7:01 AM / 7 months ago

TABLE-Thomson Reuters reference rates for India gilts

  May 26 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  24/08/17 (Tbill)       3M   98.53/54   6.250/6.220    0.24
  16/11/17 (Tbill)       6M   97.09/11   6.390/6.350    0.47
  07.83 pct GOI 2018     1Y  101.16/19   6.418/6.382    0.88
  07.28 pct GOI 2019     2Y  101.40/45   6.525/6.498    2.02
  08.27 pct GOI 2020     3Y  104.39/43   6.644/6.630    3.04
  07.80 pct GOI 2021     4Y  103.39/47   6.785/6.761    3.88
  08.08 pct GOI 2022     5Y  104.85/01   6.945/6.908    5.18
  06.84 pct GOI 2022     6Y  100.08/15   6.821/6.806    5.56
  07.68 pct GOI 2023     7Y  103.92/97   6.924/6.915    6.55
  07.72 pct GOI 2025     8Y  103.88/95   7.076/7.064    8.00
  07.59 pct GOI 2026     9Y  104.10/14   6.948/6.942    8.63
  06.97 pct GOI 2026    10Y  101.22/24   6.788/6.786    9.28
  08.60 pct GOI 2028    11Y  110.10/22   7.252/7.237   11.02
  07.59 pct GOI 2029    12Y  103.36/42   7.162/7.154   11.82
  07.61 pct GOI 2030    13Y  104.78/85   7.040/7.032   12.95
  09.20 pct GOI 2030    14Y  115.10/20   7.397/7.387   13.34
  08.28 pct GOI 2032    15Y  107.70/98   7.410/7.380   14.72
  07.40 pct GOI 2035    19Y  100.62/80   7.336/7.318   18.29
  08.83 pct GOI 2041    24Y  114.85/95   7.497/7.489   24.54
  07.06 pct GOI 2046    30Y   97.26/60   7.286/7.258   29.37

  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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