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TABLE-Thomson Reuters reference rates for India gilts
September 27, 2017 / 6:57 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 27 (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.
  ------------------   -----   ---------  -----------  ------
  21/12/17 (Tbill)       3M   98.62/62   6.100/6.090    0.23
  22/03/18 (Tbill)       6M   97.10/12   6.230/6.190    0.49
  06.05 pct GOI 2019(FEB)1Y   99.70/75   6.278/6.239    1.35
  06.35 pct GOI 2020     2Y   99.81/82   6.436/6.431    2.26
  08.27 pct GOI 2020     3Y  104.35/42   6.480/6.452    2.70
  07.80 pct GOI 2021     4Y  103.85/90   6.561/6.545    3.54
  06.84 pct GOI 2022     5Y  100.68/72   6.681/6.671    5.23
  07.68 pct GOI 2023     6Y  104.39/45   6.799/6.787    6.22
  07.35 pct GOI 2024     7Y  102.45/52   6.886/6.873    6.74
  07.72 pct GOI 2025     8Y  104.40/42   6.966/6.963    7.66
  06.97 pct GOI 2026     9Y  100.30/40   6.924/6.908    8.94
  06.79 pct GOI 2027    10Y  100.88/89   6.663/6.662    9.63
  08.60 pct GOI 2028    11Y  110.75/85   7.142/7.129   10.68
  06.79 pct GOI 2029    12Y   98.70/73   6.948/6.944   12.25
  07.61 pct GOI 2030    13Y  103.85/95   7.141/7.129   12.62
  08.28 pct GOI 2032    14Y  109.90/20   7.164/7.133   14.38
  08.32 pct GOI 2032    15Y  110.05/33   7.205/7.176   14.85
  07.40 pct GOI 2035    19Y  102.35/73   7.165/7.127   17.95
  08.83 pct GOI 2041    24Y  116.65/90   7.347/7.327   24.21
  07.06 pct GOI 2046    30Y   97.35/55   7.280/7.263   29.04

  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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