October 4, 2017 / 7:02 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 4 (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.
  ------------------   -----   ---------  -----------  ------
  28/12/17 (Tbill)       3M   98.62/63   6.090/6.060    0.23
  22/03/18 (Tbill)       6M   97.23/24   6.190/6.160    0.47
  06.05 pct GOI 2019(FEB 1Y   99.71/76   6.273/6.233    1.33
  06.35 pct GOI 2020     2Y   99.92/93   6.383/6.378    2.24
  08.27 pct GOI 2020     3Y  104.45/47   6.428/6.420    2.68
  07.80 pct GOI 2021     4Y  103.94/01   6.527/6.505    3.52
  06.84 pct GOI 2022     5Y  100.96/05   6.616/6.595    5.21
  07.68 pct GOI 2023     6Y  104.68/73   6.740/6.731    6.20
  07.35 pct GOI 2024     7Y  102.78/85   6.824/6.811    6.72
  07.72 pct GOI 2025     8Y  104.77/80   6.904/6.899    7.64
  06.97 pct GOI 2026     9Y  100.70/76   6.863/6.853    8.92
  06.79 pct GOI 2027    10Y  101.10/11   6.632/6.631    9.61
  08.60 pct GOI 2028    11Y  110.70/90   7.147/7.121   10.66
  06.79 pct GOI 2029    12Y   99.04/06   6.906/6.903   12.23
  07.61 pct GOI 2030    13Y  103.93/10   7.131/7.111   12.60
  08.28 pct GOI 2032    14Y  109.76/18   7.178/7.134   14.36
  08.32 pct GOI 2032    15Y  110.41/63   7.167/7.144   14.83
  07.40 pct GOI 2035    19Y  102.25/75   7.174/7.125   17.93
  08.83 pct GOI 2041    24Y  116.61/90   7.350/7.327   24.19
  07.06 pct GOI 2046    30Y   97.60/00   7.259/7.226   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)

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