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TABLE-Thomson Reuters reference rates for India gilts
September 12, 2017 / 6:57 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 12 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  07/12/17 (Tbill)       3M   98.60/61   6.080/6.070    0.24
  08/03/18 (Tbill)       6M   97.10/11   6.200/6.170    0.49
  06.05 pct GOI 2019(FEB)1Y   99.68/74   6.288/6.242    1.39
  06.35 pct GOI 2020     2Y  100.00/01   6.344/6.340    2.31
  08.27 pct GOI 2020     3Y  104.63/64   6.394/6.390    2.74
  07.80 pct GOI 2021     4Y  104.23/26   6.455/6.445    3.58
  06.84 pct GOI 2022     5Y  101.36/41   6.528/6.516    5.27
  07.68 pct GOI 2023     6Y  105.16/19   6.655/6.649    6.26
  07.35 pct GOI 2024     7Y  103.25/33   6.742/6.727    6.78
  07.72 pct GOI 2025     8Y  105.25/29   6.829/6.823    7.70
  06.97 pct GOI 2026     9Y  101.20/26   6.789/6.780    8.98
  06.79 pct GOI 2027    10Y  101.57/58   6.566/6.565    9.68
  08.60 pct GOI 2028    11Y  111.51/55   7.049/7.044   10.72
  06.79 pct GOI 2029    12Y   99.37/38   6.865/6.864   12.29
  07.61 pct GOI 2030    13Y  104.72/99   7.039/7.007   12.66
  08.28 pct GOI 2032    14Y  110.30/48   7.124/7.106   14.43
  08.32 pct GOI 2032    15Y  110.70/05   7.140/7.104   14.89
  07.40 pct GOI 2035    19Y  102.85/15   7.116/7.087   17.99
  08.83 pct GOI 2041    24Y  117.53/81   7.279/7.257   24.25
  07.06 pct GOI 2046    30Y   98.85/99   7.154/7.142   29.08

  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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