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TABLE-Thomson Reuters reference rates for India gilts
October 10, 2017 / 7:00 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 10 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  04/01/18 (Tbill)       3M   98.60/61   6.090/6.050    0.23
  05/04/18 (Tbill)       6M   97.10/12   6.190/6.140    0.49
  06.05 pct GOI 2019(FEB)1Y   99.77/82   6.227/6.187    1.31
  06.35 pct GOI 2020     2Y   99.81/82   6.437/6.432    2.23
  08.27 pct GOI 2020     3Y  104.30/33   6.479/6.467    2.66
  07.80 pct GOI 2021     4Y  103.80/85   6.567/6.551    3.50
  06.84 pct GOI 2022     5Y  100.55/59   6.710/6.700    5.19
  07.68 pct GOI 2023     6Y  104.23/35   6.826/6.803    6.18
  07.35 pct GOI 2024     7Y  102.30/38   6.912/6.897    6.70
  07.72 pct GOI 2025     8Y  104.24/26   6.991/6.988    7.63
  06.97 pct GOI 2026     9Y  100.00/05   6.969/6.961    8.91
  06.79 pct GOI 2027    10Y  100.14/15   6.769/6.767    9.60
  08.60 pct GOI 2028    11Y  110.01/35   7.233/7.190   10.64
  06.79 pct GOI 2029    12Y   97.87/88   7.051/7.050   12.21
  07.61 pct GOI 2030    13Y  102.88/10   7.256/7.229   12.58
  08.28 pct GOI 2032    14Y  108.96/31   7.262/7.225   14.35
  08.32 pct GOI 2032    15Y  109.64/04   7.246/7.204   14.81
  07.40 pct GOI 2035    19Y  101.30/75   7.268/7.223   17.91
  08.83 pct GOI 2041    24Y  115.75/05   7.418/7.394   24.17
  07.06 pct GOI 2046    30Y   96.65/80   7.341/7.328   29.00

  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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