November 21, 2017 / 6:56 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 21 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/02/18 (Tbill)       3M   98.60/60   6.110/6.090    0.23
  17/05/18 (Tbill)       6M   97.10/12   6.200/6.160    0.49
  06.05 pct GOI 2019(FEB)1Y   99.62/70   6.376/6.305    1.20
  06.35 pct GOI 2020     2Y   99.58/62   6.562/6.541    2.11
  08.27 pct GOI 2020     3Y  103.76/77   6.639/6.635    2.55
  08.20 pct GOI 2022     4Y  105.02/05   6.810/6.802    4.23
  06.84 pct GOI 2022     5Y  100.12/18   6.810/6.796    5.08
  07.68 pct GOI 2023     6Y  103.69/74   6.923/6.913    6.07
  07.35 pct GOI 2024     7Y  101.79/84   7.004/6.995    6.59
  07.72 pct GOI 2025     8Y  103.66/73   7.083/7.071    7.51
  08.15 pct GOI 2026     9Y  105.95/12   7.239/7.214    9.01
  06.79 pct GOI 2027    10Y   99.17/18   6.911/6.909    9.48
  08.60 pct GOI 2028    11Y  109.35/45   7.311/7.298   10.53
  06.79 pct GOI 2029    12Y   98.05/08   7.031/7.027   12.10
  07.61 pct GOI 2030    13Y  102.10/44   7.349/7.308   12.47
  06.68 pct GOI 2031    14Y   97.13/15   7.005/7.003   13.82
  08.32 pct GOI 2032    15Y  108.09/28   7.405/7.385   14.70
  07.40 pct GOI 2035    19Y  100.00/50   7.398/7.348   17.80
  08.83 pct GOI 2041    24Y  114.30/70   7.533/7.501   24.06
  07.06 pct GOI 2046    30Y   95.93/37   7.402/7.364   28.89

  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)
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