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TABLE-Thomson Reuters reference rates for India gilts
September 8, 2017 / 7:03 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 8 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  07/12/17 (Tbill)       3M   98.57/57   6.080/6.070    0.25
  08/03/18 (Tbill)       6M   97.07/08   6.190/6.160    0.50
  06.05 pct GOI 2019(FEB)1Y   99.71/75   6.265/6.234    1.40
  06.35 pct GOI 2020     2Y  100.02/03   6.335/6.330    2.32
  08.27 pct GOI 2020     3Y  104.67/68   6.381/6.378    2.75
  07.80 pct GOI 2021     4Y  104.28/30   6.441/6.435    3.59
  06.84 pct GOI 2022     5Y  101.46/51   6.505/6.494    5.28
  07.68 pct GOI 2023     6Y  105.34/35   6.621/6.619    6.27
  07.35 pct GOI 2024     7Y  103.43/47   6.709/6.702    6.79
  07.72 pct GOI 2025     8Y  105.46/50   6.795/6.789    7.71
  06.97 pct GOI 2026     9Y  101.60/65   6.730/6.722    8.99
  06.79 pct GOI 2027    10Y  101.95/96   6.514/6.512    9.69
  08.60 pct GOI 2028    11Y  111.70/72   7.026/7.024   10.73
  06.79 pct GOI 2029    12Y   99.75/76   6.819/6.818   12.30
  07.61 pct GOI 2030    13Y  105.00/25   7.006/6.977   12.67
  08.28 pct GOI 2032    14Y  110.40/48   7.114/7.106   14.44
  08.32 pct GOI 2032    15Y  110.75/10   7.135/7.099   14.90
  07.40 pct GOI 2035    19Y  102.80/25   7.122/7.078   18.00
  08.83 pct GOI 2041    24Y  117.50/97   7.281/7.245   24.26
  07.06 pct GOI 2046    30Y   99.00/20   7.141/7.125   29.09

  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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