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TABLE-Thomson Reuters reference rates for India gilts
October 11, 2017 / 6:56 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 11 (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.
  ------------------   -----   ---------  -----------  ------
  04/01/18 (Tbill)       3M   98.62/63   6.070/6.050    0.23
  05/04/18 (Tbill)       6M   97.11/14   6.200/6.150    0.48
  06.05 pct GOI 2019(FEB 1Y   99.72/77   6.268/6.227    1.31
  06.35 pct GOI 2020     2Y   99.83/84   6.427/6.422    2.23
  08.27 pct GOI 2020     3Y  104.28/32   6.485/6.469    2.66
  07.80 pct GOI 2021     4Y  103.84/86   6.553/6.547    3.50
  06.84 pct GOI 2022     5Y  100.58/62   6.703/6.694    5.19
  07.68 pct GOI 2023     6Y  104.28/35   6.816/6.803    6.18
  07.35 pct GOI 2024     7Y  102.32/36   6.909/6.901    6.70
  07.72 pct GOI 2025     8Y  104.27/35   6.986/6.972    7.62
  06.97 pct GOI 2026     9Y  100.00/10   6.969/6.953    8.90
  06.79 pct GOI 2027    10Y  100.23/24   6.756/6.754    9.59
  08.60 pct GOI 2028    11Y  109.95/25   7.241/7.202   10.64
  06.79 pct GOI 2029    12Y   98.05/07   7.029/7.026   12.21
  07.61 pct GOI 2030    13Y  103.05/15   7.235/7.223   12.58
  06.68 pct GOI 2031    14Y   97.41/44   6.972/6.969   13.93
  08.32 pct GOI 2032    15Y  109.70/10   7.240/7.198   14.81
  07.40 pct GOI 2035    19Y  101.36/81   7.262/7.217   17.91
  08.83 pct GOI 2041    24Y  115.73/88   7.419/7.407   24.17
  07.06 pct GOI 2046    30Y   96.50/80   7.353/7.328   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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