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TABLE-Thomson Reuters reference rates for India gilts
October 12, 2017 / 6:53 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 12 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  11/01/18 (Tbill)       3M   98.52/53   6.090/6.060    0.25
  12/04/18 (Tbill)       6M   97.02/05   6.190/6.140    0.50
  06.05 pct GOI 2019(FEB)1Y   99.74/78   6.252/6.220    1.31
  06.35 pct GOI 2020     2Y   99.84/86   6.422/6.413    2.22
  08.27 pct GOI 2020     3Y  104.30/32   6.476/6.468    2.66
  07.80 pct GOI 2021     4Y  103.74/84   6.584/6.552    3.50
  06.84 pct GOI 2022     5Y  100.64/67   6.689/6.682    5.19
  07.68 pct GOI 2023     6Y  104.31/44   6.810/6.785    6.18
  07.35 pct GOI 2024     7Y  102.38/43   6.897/6.888    6.69
  07.72 pct GOI 2025     8Y  104.35/40   6.972/6.964    7.62
  06.97 pct GOI 2026     9Y  100.11/12   6.952/6.950    8.90
  06.79 pct GOI 2027    10Y  100.34/35   6.740/6.739    9.59
  08.60 pct GOI 2028    11Y  110.10/20   7.221/7.208   10.64
  06.79 pct GOI 2029    12Y   98.17/18   7.014/7.013   12.21
  07.61 pct GOI 2030    13Y  103.00/20   7.241/7.218   12.58
  06.68 pct GOI 2031    14Y   97.68/69   6.941/6.940   13.93
  08.32 pct GOI 2032    15Y  109.75/15   7.234/7.193   14.81
  07.40 pct GOI 2035    19Y  101.44/88   7.254/7.210   17.91
  08.83 pct GOI 2041    24Y  115.90/25   7.405/7.378   24.17
  07.06 pct GOI 2046    30Y   96.60/95   7.345/7.315   28.99

  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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