Reuters logo
TABLE-Thomson Reuters reference rates for India gilts
December 4, 2017 / 6:59 AM / 11 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 4 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  01/03/18 (Tbill)       3M   98.58/58   6.130/6.120    0.24
  31/05/18 (Tbill)       6M   97.06/08   6.250/6.200    0.49
  06.05 pct GOI 2019(FEB)1Y   99.60/65   6.404/6.359    1.16
  06.35 pct GOI 2020     2Y   99.50/53   6.608/6.593    2.08
  08.27 pct GOI 2020     3Y  103.62/66   6.680/6.662    2.51
  08.20 pct GOI 2022     4Y  104.51/60   6.938/6.913    4.20
  06.84 pct GOI 2022     5Y   99.65/72   6.923/6.906    5.04
  07.68 pct GOI 2023     6Y  103.10/19   7.039/7.021    6.03
  07.35 pct GOI 2024     7Y  101.32/39   7.093/7.080    6.55
  07.72 pct GOI 2025     8Y  103.28/35   7.145/7.133    7.48
  08.15 pct GOI 2026     9Y  105.26/47   7.339/7.307    8.97
  06.79 pct GOI 2027    10Y   97.96/98   7.089/7.086    9.45
  08.60 pct GOI 2028    11Y  108.35/68   7.439/7.396   10.49
  06.79 pct GOI 2029    12Y   97.09/15   7.154/7.146   12.06
  07.61 pct GOI 2030    13Y  101.40/60   7.434/7.410   12.43
  06.68 pct GOI 2031    14Y   95.98/00   7.141/7.139   13.79
  08.32 pct GOI 2032    15Y  107.46/61   7.472/7.456   14.66
  07.40 pct GOI 2035    19Y   99.50/60   7.450/7.439   17.76
  08.83 pct GOI 2041    24Y  112.95/25   7.644/7.619   24.02
  07.06 pct GOI 2046    30Y   94.80/23   7.502/7.464   28.85

  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