January 1, 2018 / 7:04 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 1 (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.
  ------------------   -----   ---------  -----------  ------
  29/03/18 (Tbill)       3M   98.57/58   6.150/6.120    0.24
  28/06/18 (Tbill)       6M   97.03/05   6.320/6.280    0.49
  07.28 pct GOI 2019     1Y  100.91/95   6.592/6.562    1.42
  06.35 pct GOI 2020     2Y   99.25/28   6.757/6.741    2.00
  07.80 pct GOI 2021     3Y  102.34/40   6.983/6.962    3.28
  08.20 pct GOI 2022     4Y  103.47/55   7.208/7.185    4.12
  06.84 pct GOI 2022     5Y   98.73/80   7.147/7.130    4.97
  07.68 pct GOI 2023     6Y  102.05/18   7.249/7.222    5.96
  07.72 pct GOI 2025     7Y  102.10/17   7.345/7.333    7.40
  08.20 pct GOI 2025     8Y  104.35/40   7.446/7.438    7.73
  08.15 pct GOI 2026     9Y  104.00/12   7.523/7.505    8.90
  06.79 pct GOI 2027    10Y   96.44/45   7.320/7.318    9.37
  08.60 pct GOI 2028    11Y  107.50/58   7.546/7.535   10.42
  06.79 pct GOI 2029    12Y   96.00/25   7.296/7.264   11.99
  07.61 pct GOI 2030    13Y   99.75/00   7.640/7.608   12.36
  06.68 pct GOI 2031    14Y   93.73/75   7.414/7.412   13.71
  08.32 pct GOI 2032    15Y  106.06/37   7.623/7.589   14.59
  07.40 pct GOI 2035    19Y   98.42/70   7.562/7.533   17.69
  08.83 pct GOI 2041    24Y  111.63/02   7.753/7.720   23.95
  07.06 pct GOI 2046    30Y   93.35/70   7.633/7.601   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