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TABLE-Thomson Reuters reference rates for India gilts
August 11, 2017 / 11:42 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Aug 11 (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.
  ------------------   -----   ---------  -----------  ------
  09/11/17 (Tbill)       3M   98.56/56   6.120/6.110    0.24
  08/02/18 (Tbill)       6M   97.05/07   6.230/6.190    0.49
  06.05 pct GOI 2019     1Y   99.64/67   6.255/6.238    1.84
  06.35 pct GOI 2020     2Y  100.00/01   6.346/6.341    2.39
  08.27 pct GOI 2020     3Y  104.80/84   6.377/6.362    2.83
  07.80 pct GOI 2021     4Y  104.38/40   6.433/6.427    3.67
  06.84 pct GOI 2022     5Y  101.52/55   6.496/6.490    5.36
  07.68 pct GOI 2023     6Y  105.34/35   6.631/6.629    6.34
  07.35 pct GOI 2024     7Y  103.42/43   6.717/6.715    6.86
  07.72 pct GOI 2025     8Y  105.46/47   6.802/6.800    7.79
  06.97 pct GOI 2026     9Y  101.70/76   6.716/6.707    9.07
  06.79 pct GOI 2027    10Y  102.01/02   6.506/6.505    9.76
  08.60 pct GOI 2028    11Y  111.65/90   7.039/7.008   10.81
  06.79 pct GOI 2029    12Y   99.89/91   6.802/6.799   12.38
  07.61 pct GOI 2030    13Y  105.18/22   6.987/6.983   12.74
  08.28 pct GOI 2032    14Y  110.40/80   7.119/7.077   14.51
  08.32 pct GOI 2032    15Y  110.55/95   7.159/7.118   14.98
  07.40 pct GOI 2035    19Y  102.93/15   7.109/7.087   18.08
  08.83 pct GOI 2041    24Y  117.78/00   7.261/7.244   24.34
  07.06 pct GOI 2046    30Y   99.70/75   7.083/7.079   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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