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TABLE-Thomson Reuters reference rates for India gilts
September 15, 2017 / 11:42 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 15 (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.
  ------------------   -----   ---------  -----------  ------
  14/12/17 (Tbill)       3M   98.57/57   6.090/6.070    0.25
  08/03/18 (Tbill)       6M   97.18/18   6.200/6.190    0.48
  06.05 pct GOI 2019(FEB)1Y   99.67/70   6.298/6.275    1.38
  06.35 pct GOI 2020     2Y   99.95/96   6.368/6.363    2.30
  08.27 pct GOI 2020     3Y  104.58/59   6.405/6.401    2.73
  07.80 pct GOI 2021     4Y  104.15/17   6.475/6.469    3.57
  06.84 pct GOI 2022     5Y  101.26/28   6.549/6.545    5.26
  07.68 pct GOI 2023     6Y  104.90/92   6.703/6.699    6.25
  07.35 pct GOI 2024     7Y  102.90/96   6.805/6.794    6.77
  07.72 pct GOI 2025     8Y  104.95/97   6.878/6.874    7.69
  06.97 pct GOI 2026     9Y  100.94/01   6.828/6.817    8.98
  06.79 pct GOI 2027    10Y  101.33/34   6.600/6.598    9.67
  08.60 pct GOI 2028    11Y  111.29/30   7.076/7.075   10.71
  06.79 pct GOI 2029    12Y   99.25/26   6.880/6.878   12.28
  07.61 pct GOI 2030    13Y  104.45/70   7.070/7.041   12.65
  08.28 pct GOI 2032    14Y  110.20/45   7.134/7.108   14.42
  08.32 pct GOI 2032    15Y  110.45/70   7.165/7.139   14.88
  07.40 pct GOI 2035    19Y  102.80/00   7.121/7.102   17.98
  08.83 pct GOI 2041    24Y  116.88/22   7.329/7.302   24.24
  07.06 pct GOI 2046    30Y   98.30/75   7.200/7.162   29.07

  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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