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TABLE-Thomson Reuters reference rates for India gilts
October 16, 2017 / 8:01 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 16 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  11/01/18 (Tbill)       3M   98.58/60   6.110/6.050    0.24
  12/04/18 (Tbill)       6M   97.08/11   6.200/6.140    0.49
  06.05 pct GOI 2019(FEB)1Y   99.70/77   6.286/6.229    1.29
  06.35 pct GOI 2020     2Y   99.85/86   6.418/6.413    2.21
  08.27 pct GOI 2020     3Y  104.30/33   6.469/6.457    2.65
  07.80 pct GOI 2021     4Y  103.83/86   6.552/6.542    3.49
  06.84 pct GOI 2022     5Y  100.73/78   6.668/6.656    5.18
  07.68 pct GOI 2023     6Y  104.40/42   6.791/6.787    6.16
  07.35 pct GOI 2024     7Y  102.51/54   6.872/6.867    6.68
  07.72 pct GOI 2025     8Y  104.55/58   6.938/6.933    7.61
  06.97 pct GOI 2026     9Y  100.05/23   6.961/6.933    8.89
  06.79 pct GOI 2027    10Y  100.37/38   6.736/6.734    9.58
  08.60 pct GOI 2028    11Y  110.25/38   7.201/7.185   10.63
  06.79 pct GOI 2029    12Y   98.39/40   6.987/6.985   12.19
  07.61 pct GOI 2030    13Y  103.20/40   7.217/7.194   12.56
  06.68 pct GOI 2031    14Y   98.03/05   6.901/6.899   13.92
  08.32 pct GOI 2032    15Y  109.84/24   7.224/7.183   14.79
  07.40 pct GOI 2035    19Y  101.30/50   7.268/7.248   17.90
  08.83 pct GOI 2041    24Y  116.00/20   7.397/7.381   24.16
  07.06 pct GOI 2046    30Y   97.10/55   7.302/7.264   28.98

  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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