October 17, 2017 / 7:02 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 17 (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.
  ------------------   -----   ---------  -----------  ------
  11/01/18 (Tbill)       3M   98.60/61   6.100/6.070    0.23
  12/04/18 (Tbill)       6M   97.11/12   6.180/6.140    0.49
  06.05 pct GOI 2019(FEB)1Y   99.71/73   6.278/6.262    1.29
  06.35 pct GOI 2020     2Y   99.83/85   6.428/6.418    2.21
  08.27 pct GOI 2020     3Y  104.28/30   6.476/6.468    2.64
  07.80 pct GOI 2021     4Y  103.82/87   6.554/6.538    3.48
  06.84 pct GOI 2022     5Y  100.73/77   6.668/6.659    5.17
  07.68 pct GOI 2023     6Y  104.38/44   6.795/6.783    6.16
  07.35 pct GOI 2024     7Y  102.54/56   6.867/6.863    6.68
  07.72 pct GOI 2025     8Y  104.55/58   6.938/6.933    7.61
  06.97 pct GOI 2026     9Y  100.04/10   6.962/6.953    8.89
  06.79 pct GOI 2027    10Y  100.26/27   6.752/6.750    9.58
  08.60 pct GOI 2028    11Y  110.18/31   7.210/7.193   10.63
  06.79 pct GOI 2029    12Y   98.27/29   7.002/6.999   12.19
  07.61 pct GOI 2030    13Y  103.10/36   7.229/7.198   12.56
  06.68 pct GOI 2031    14Y   97.74/76   6.934/6.932   13.92
  08.32 pct GOI 2032    15Y  109.63/76   7.246/7.233   14.79
  07.40 pct GOI 2035    19Y  101.40/65   7.258/7.233   17.89
  08.83 pct GOI 2041    24Y  115.80/00   7.413/7.397   24.15
  07.06 pct GOI 2046    30Y   97.10/40   7.302/7.276   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)

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