October 13, 2017 / 6:59 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 13 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  11/01/18 (Tbill)       3M   98.57/58   6.090/6.050    0.24
  12/04/18 (Tbill)       6M   97.07/09   6.190/6.140    0.50
  06.05 pct GOI 2019(FEB)1Y   99.71/76   6.278/6.237    1.30
  06.35 pct GOI 2020     2Y   99.86/88   6.413/6.403    2.22
  08.27 pct GOI 2020     3Y  104.30/35   6.471/6.451    2.66
  07.80 pct GOI 2021     4Y  103.85/87   6.546/6.540    3.49
  06.84 pct GOI 2022     5Y  100.75/80   6.663/6.652    5.18
  07.68 pct GOI 2023     6Y  104.45/48   6.782/6.776    6.17
  07.35 pct GOI 2024     7Y  102.51/54   6.873/6.867    6.69
  07.72 pct GOI 2025     8Y  104.50/53   6.947/6.942    7.62
  06.97 pct GOI 2026     9Y  100.09/28   6.955/6.926    8.90
  06.79 pct GOI 2027    10Y  100.40/43   6.732/6.727    9.59
  08.60 pct GOI 2028    11Y  110.30/37   7.195/7.186   10.64
  06.79 pct GOI 2029    12Y   98.36/38   6.990/6.988   12.20
  07.61 pct GOI 2030    13Y  103.30/43   7.205/7.190   12.57
  06.68 pct GOI 2031    14Y   97.94/97   6.911/6.908   13.93
  08.32 pct GOI 2032    15Y  109.81/21   7.228/7.186   14.80
  07.40 pct GOI 2035    19Y  101.44/71   7.254/7.227   17.91
  08.83 pct GOI 2041    24Y  116.03/39   7.395/7.366   24.16
  07.06 pct GOI 2046    30Y   97.15/50   7.298/7.268   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)

Our Standards:The Thomson Reuters Trust Principles.
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