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TABLE-Thomson Reuters reference rates for India gilts
September 8, 2017 / 11:43 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 8 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  07/12/17 (Tbill)       3M   98.57/57   6.090/6.070    0.25
  08/03/18 (Tbill)       6M   97.07/08   6.200/6.160    0.50
  06.05 pct GOI 2019(FEB 1Y   99.69/75   6.280/6.234    1.40
  06.35 pct GOI 2020     2Y  100.01/03   6.340/6.330    2.32
  08.27 pct GOI 2020     3Y  104.64/66   6.393/6.385    2.75
  07.80 pct GOI 2021     4Y  104.26/29   6.447/6.438    3.59
  06.84 pct GOI 2022     5Y  101.38/44   6.523/6.510    5.28
  07.68 pct GOI 2023     6Y  105.24/26   6.640/6.636    6.27
  07.35 pct GOI 2024     7Y  103.36/37   6.722/6.720    6.79
  07.72 pct GOI 2025     8Y  105.36/39   6.812/6.807    7.71
  06.97 pct GOI 2026     9Y  101.45/49   6.752/6.746    8.99
  06.79 pct GOI 2027    10Y  101.73/75   6.544/6.541    9.69
  08.60 pct GOI 2028    11Y  111.45/80   7.057/7.014   10.73
  06.79 pct GOI 2029    12Y   99.53/54   6.845/6.844   12.30
  07.61 pct GOI 2030    13Y  105.00/08   7.006/6.997   12.67
  08.28 pct GOI 2032    14Y  110.40/48   7.114/7.106   14.44
  08.32 pct GOI 2032    15Y  110.75/15   7.135/7.094   14.90
  07.40 pct GOI 2035    19Y  103.00/15   7.102/7.087   18.00
  08.83 pct GOI 2041    24Y  117.45/92   7.285/7.248   24.26
  07.06 pct GOI 2046    30Y   98.90/14   7.150/7.130   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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