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TABLE-Thomson Reuters reference rates for India gilts
October 6, 2017 / 11:43 AM / 14 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 6 (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.
  ------------------   -----   ---------  -----------  ------
  04/01/18 (Tbill)       3M   98.57/59   6.070/6.010    0.24
  05/04/18 (Tbill)       6M   97.07/09   6.180/6.140    0.50
  06.05 pct GOI 2019(FEB)1Y   99.70/77   6.283/6.226    1.32
  06.35 pct GOI 2020     2Y   99.80/82   6.442/6.432    2.24
  08.27 pct GOI 2020     3Y  104.27/34   6.494/6.466    2.68
  07.80 pct GOI 2021     4Y  103.80/84   6.569/6.556    3.51
  06.84 pct GOI 2022     5Y  100.53/55   6.714/6.710    5.20
  07.68 pct GOI 2023     6Y  104.23/25   6.827/6.823    6.19
  07.35 pct GOI 2024     7Y  102.30/33   6.913/6.907    6.71
  07.72 pct GOI 2025     8Y  104.18/23   7.001/6.993    7.64
  06.97 pct GOI 2026     9Y   99.97/05   6.973/6.961    8.92
  06.79 pct GOI 2027    10Y  100.20/21   6.760/6.759    9.61
  08.60 pct GOI 2028    11Y  110.00/17   7.235/7.213   10.66
  06.79 pct GOI 2029    12Y   97.95/98   7.041/7.037   12.22
  07.61 pct GOI 2030    13Y  103.01/15   7.240/7.223   12.59
  08.28 pct GOI 2032    14Y  109.04/46   7.254/7.209   14.36
  08.32 pct GOI 2032    15Y  109.71/11   7.239/7.197   14.82
  07.40 pct GOI 2035    19Y  101.38/77   7.260/7.221   17.93
  08.83 pct GOI 2041    24Y  115.86/26   7.409/7.377   24.18
  07.06 pct GOI 2046    30Y   96.60/86   7.345/7.323   29.01

  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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