January 5, 2018 / 12:11 PM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 5 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1730 IST (1200 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/04/18 (Tbill)       3M   98.52/53   6.300/6.260    0.25
  05/07/18 (Tbill)       6M   97.00/02   6.350/6.300    0.50
  07.28 pct GOI 2019     1Y  100.89/93   6.598/6.568    1.41
  06.35 pct GOI 2020     2Y   99.27/29   6.748/6.738    1.99
  07.80 pct GOI 2021     3Y  102.30/33   6.993/6.982    3.27
  08.20 pct GOI 2022     4Y  103.60/64   7.168/7.157    4.11
  06.84 pct GOI 2022     5Y   98.68/72   7.160/7.150    4.96
  07.68 pct GOI 2023     6Y  102.08/14   7.241/7.229    5.94
  07.72 pct GOI 2025     7Y  102.41/50   7.290/7.274    7.39
  08.20 pct GOI 2025     8Y  104.45/72   7.428/7.383    7.72
  08.15 pct GOI 2026     9Y  104.21/30   7.490/7.476    8.89
  06.79 pct GOI 2027    10Y   96.61/62   7.294/7.293    9.36
  08.60 pct GOI 2028    11Y  107.40/90   7.558/7.491   10.41
  06.79 pct GOI 2029    12Y   96.41/77   7.243/7.197   11.98
  07.61 pct GOI 2030    13Y  100.40/70   7.558/7.520   12.34
  06.68 pct GOI 2031    14Y   94.20/21   7.357/7.356   13.70
  08.32 pct GOI 2032    15Y  106.10/45   7.619/7.580   14.58
  07.40 pct GOI 2035    19Y   98.25/63   7.580/7.540   17.68
  08.83 pct GOI 2041    24Y  111.48/87   7.766/7.733   23.94
  07.06 pct GOI 2046    30Y   93.55/90   7.615/7.583   28.76

  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