August 24, 2017 / 11:44 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Aug 24 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  23/11/17 (Tbill)       3M   98.56/57   6.140/6.100    0.25
  22/02/18 (Tbill)       6M   97.06/06   6.220/6.210    0.49
  06.05 pct GOI 2019(FEB)1Y   99.65/67   6.306/6.291    1.44
  06.35 pct GOI 2020     2Y   99.98/99   6.354/6.350    2.36
  08.27 pct GOI 2020     3Y  104.67/69   6.404/6.396    2.79
  07.80 pct GOI 2021     4Y  104.28/30   6.452/6.445    3.63
  06.84 pct GOI 2022     5Y  101.47/50   6.505/6.498    5.32
  07.68 pct GOI 2023     6Y  105.26/27   6.641/6.639    6.31
  07.35 pct GOI 2024     7Y  103.33/37   6.730/6.723    6.83
  07.72 pct GOI 2025     8Y  105.34/35   6.818/6.817    7.75
  06.97 pct GOI 2026     9Y  101.53/56   6.740/6.736    9.03
  06.79 pct GOI 2027    10Y  101.78/79   6.538/6.536    9.73
  08.60 pct GOI 2028    11Y  111.51/65   7.053/7.036   10.77
  06.79 pct GOI 2029    12Y   99.46/47   6.854/6.853   12.34
  07.61 pct GOI 2030    13Y  104.90/00   7.019/7.007   12.71
  08.28 pct GOI 2032    14Y  110.10/44   7.148/7.112   14.48
  08.32 pct GOI 2032    15Y  110.60/74   7.152/7.138   14.94
  07.40 pct GOI 2035    19Y  102.70/10   7.131/7.092   18.04
  08.83 pct GOI 2041    24Y  117.40/69   7.290/7.267   24.30
  07.06 pct GOI 2046    30Y   98.80/00   7.158/7.141   29.13

  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)

Our Standards:The Thomson Reuters Trust Principles.
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