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TABLE-Thomson Reuters reference rates for India gilts
October 3, 2017 / 11:44 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 3 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  28/12/17 (Tbill)       3M   98.60/61   6.080/6.040    0.24
  22/03/18 (Tbill)       6M   97.22/24   6.170/6.130    0.47
  06.05 pct GOI 2019(FEB)1Y   99.70/76   6.281/6.233    1.33
  06.35 pct GOI 2020     2Y   99.89/90   6.397/6.392    2.25
  08.27 pct GOI 2020     3Y  104.43/45   6.438/6.430    2.68
  07.80 pct GOI 2021     4Y  103.91/94   6.538/6.528    3.52
  06.84 pct GOI 2022     5Y  100.90/91   6.630/6.627    5.21
  07.68 pct GOI 2023     6Y  104.60/63   6.756/6.750    6.20
  07.35 pct GOI 2024     7Y  102.70/74   6.839/6.832    6.72
  07.72 pct GOI 2025     8Y  104.66/67   6.922/6.920    7.64
  06.97 pct GOI 2026     9Y  100.56/70   6.884/6.863    8.93
  06.79 pct GOI 2027    10Y  100.99/00   6.648/6.646    9.62
  08.60 pct GOI 2028    11Y  110.72/90   7.144/7.121   10.66
  06.79 pct GOI 2029    12Y   98.98/99   6.913/6.912   12.23
  07.61 pct GOI 2030    13Y  104.00/03   7.122/7.119   12.60
  08.28 pct GOI 2032    14Y  109.73/15   7.181/7.137   14.37
  08.32 pct GOI 2032    15Y  110.38/60   7.170/7.147   14.83
  07.40 pct GOI 2035    19Y  102.30/75   7.169/7.125   17.93
  08.83 pct GOI 2041    24Y  116.58/87   7.352/7.329   24.19
  07.06 pct GOI 2046    30Y   97.60/70   7.259/7.251   29.02

  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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