December 29, 2017 / 6:59 AM / 20 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 29 (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.
  ------------------   -----   ---------  -----------  ------
  29/03/18 (Tbill)       3M   98.55/56   6.190/6.150    0.25
  28/06/18 (Tbill)       6M   97.00/02   6.340/6.300    0.50
  07.28 pct GOI 2019     1Y  100.84/89   6.645/6.608    1.43
  06.35 pct GOI 2020     2Y   99.16/18   6.806/6.795    2.01
  07.80 pct GOI 2021     3Y  102.25/30   7.014/6.997    3.28
  08.20 pct GOI 2022     4Y  103.31/40   7.253/7.228    4.13
  06.84 pct GOI 2022     5Y   98.41/49   7.226/7.206    4.97
  07.68 pct GOI 2023     6Y  101.76/93   7.309/7.274    5.96
  07.72 pct GOI 2025     7Y  101.86/00   7.387/7.363    7.41
  08.20 pct GOI 2025     8Y  103.85/03   7.531/7.500    7.74
  08.15 pct GOI 2026     9Y  103.55/72   7.592/7.566    8.90
  06.79 pct GOI 2027    10Y   96.07/10   7.377/7.372    9.38
  08.60 pct GOI 2028    11Y  106.55/65   7.674/7.661   10.43
  06.79 pct GOI 2029    12Y   95.40/62   7.374/7.346   11.99
  07.61 pct GOI 2030    13Y   99.50/69   7.672/7.647   12.36
  06.68 pct GOI 2031    14Y   92.94/98   7.511/7.506   13.72
  08.32 pct GOI 2032    15Y  105.72/03   7.661/7.627   14.59
  07.40 pct GOI 2035    19Y   98.08/35   7.597/7.569   17.69
  08.83 pct GOI 2041    24Y  111.28/67   7.783/7.750   23.95
  07.06 pct GOI 2046    30Y   92.15/50   7.743/7.711   28.78

  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)
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