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TABLE-Thomson Reuters reference rates for India gilts
August 11, 2017 / 6:56 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Aug 11 (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.
  ------------------   -----   ---------  -----------  ------
  09/11/17 (Tbill)       3M   98.56/57   6.130/6.100    0.24
  08/02/18 (Tbill)       6M   97.06/07   6.220/6.190    0.49
  06.05 pct GOI 2019     1Y   99.63/65   6.261/6.249    1.84
  06.35 pct GOI 2020     2Y  100.00/01   6.346/6.341    2.39
  08.27 pct GOI 2020     3Y  104.80/86   6.377/6.354    2.83
  07.80 pct GOI 2021     4Y  104.31/38   6.454/6.433    3.67
  06.84 pct GOI 2022     5Y  101.53/60   6.494/6.479    5.36
  07.68 pct GOI 2023     6Y  105.33/37   6.633/6.626    6.34
  07.35 pct GOI 2024     7Y  103.43/47   6.715/6.708    6.86
  07.72 pct GOI 2025     8Y  105.45/49   6.804/6.797    7.79
  06.97 pct GOI 2026     9Y  101.80/85   6.701/6.694    9.07
  06.79 pct GOI 2027    10Y  102.14/15   6.489/6.487    9.76
  08.60 pct GOI 2028    11Y  111.65/90   7.039/7.008   10.81
  06.79 pct GOI 2029    12Y   99.96/98   6.793/6.791   12.38
  07.61 pct GOI 2030    13Y  105.10/40   6.997/6.962   12.74
  08.28 pct GOI 2032    14Y  110.50/00   7.108/7.056   14.51
  08.32 pct GOI 2032    15Y  110.70/98   7.144/7.115   14.98
  07.40 pct GOI 2035    19Y  103.01/25   7.101/7.078   18.08
  08.83 pct GOI 2041    24Y  117.84/02   7.256/7.242   24.34
  07.06 pct GOI 2046    30Y   99.72/00   7.082/7.059   29.16

  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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