September 20, 2017 / 6:58 AM / in a month

TABLE-Thomson Reuters reference rates for India gilts

  Sep 20 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  14/12/17 (Tbill)       3M   98.62/62   6.100/6.080    0.23
  08/03/18 (Tbill)       6M   97.23/23   6.200/6.180    0.47
  06.05 pct GOI 2019(FEB)1Y   99.68/71   6.291/6.268    1.37
  06.35 pct GOI 2020     2Y   99.94/96   6.373/6.363    2.28
  08.27 pct GOI 2020     3Y  104.54/56   6.416/6.408    2.72
  07.80 pct GOI 2021     4Y  104.14/15   6.476/6.473    3.56
  06.84 pct GOI 2022     5Y  101.31/34   6.538/6.531    5.25
  07.68 pct GOI 2023     6Y  104.85/88   6.712/6.706    6.24
  07.35 pct GOI 2024     7Y  102.96/98   6.793/6.790    6.76
  07.72 pct GOI 2025     8Y  104.93/97   6.880/6.874    7.68
  06.97 pct GOI 2026     9Y  100.91/06   6.832/6.809    8.96
  06.79 pct GOI 2027    10Y  101.39/40   6.591/6.590    9.65
  08.60 pct GOI 2028    11Y  111.20/28   7.087/7.076   10.70
  06.79 pct GOI 2029    12Y   99.20/21   6.886/6.885   12.27
  07.61 pct GOI 2030    13Y  104.50/60   7.064/7.052   12.64
  08.28 pct GOI 2032    14Y  110.25/35   7.128/7.118   14.40
  08.32 pct GOI 2032    15Y  110.45/60   7.164/7.149   14.87
  07.40 pct GOI 2035    19Y  102.75/98   7.126/7.103   17.97
  08.83 pct GOI 2041    24Y  116.90/17   7.327/7.306   24.23
  07.06 pct GOI 2046    30Y   98.15/49   7.213/7.184   29.06

  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