March 28, 2018 / 6:57 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 28 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  27/06/18 (Tbill)       3M   98.59/60   6.130/6.090    0.25
  26/09/18 (Tbill)       6M   97.02/05   6.360/6.310    0.49
  07.28 pct GOI 2019     1Y  100.82/86   6.527/6.491    1.18
  08.27 pct GOI 2020     2Y  102.80/84   6.859/6.839    2.20
  07.80 pct GOI 2021     3Y  101.96/00   7.067/7.053    3.04
  08.20 pct GOI 2022     4Y  103.32/35   7.197/7.188    3.88
  06.84 pct GOI 2022     5Y   98.33/39   7.261/7.246    4.73
  07.68 pct GOI 2023     6Y  101.38/53   7.375/7.343    5.71
  07.72 pct GOI 2025     7Y  101.22/37   7.494/7.466    7.16
  06.97 pct GOI 2026     8Y   96.56/74   7.527/7.498    8.44
  06.79 pct GOI 2027     9Y   95.72/74   7.443/7.440    9.13
  07.17 pct GOI 2028    10Y   99.12/14   7.295/7.292    9.78
  08.60 pct GOI 2028    11Y  106.50/75   7.665/7.631   10.18
  06.79 pct GOI 2029    12Y   95.12/51   7.418/7.366   11.74
  07.61 pct GOI 2030    13Y   99.80/10   7.634/7.596   12.11
  06.68 pct GOI 2031    14Y   93.34/36   7.473/7.470   13.47
  06.57 pct GOI 2033    15Y   90.25/65   7.647/7.599   15.69
  07.40 pct GOI 2035    19Y   97.58/88   7.653/7.621   17.45
  08.83 pct GOI 2041    24Y  112.00/20   7.717/7.701   23.71
  07.06 pct GOI 2046    30Y   92.30/63   7.733/7.702   28.53

  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