February 1, 2018 / 8:14 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 1 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1320 IST (0750 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  03/05/18 (Tbill)       3M   98.44/45   6.420/6.380    0.26
  02/08/18 (Tbill)       6M   96.87/89   6.510/6.470    0.50
  07.28 pct GOI 2019     1Y  100.70/75   6.713/6.674    1.34
  06.35 pct GOI 2020     2Y   98.90/10   6.969/6.855    1.92
  07.80 pct GOI 2021     3Y  102.00/05   7.083/7.066    3.19
  08.20 pct GOI 2022     4Y  102.80/00   7.384/7.326    4.04
  06.84 pct GOI 2022     5Y   97.77/95   7.390/7.345    4.88
  07.68 pct GOI 2023     6Y  100.85/00   7.495/7.464    5.87
  07.72 pct GOI 2025     7Y  100.50/78   7.627/7.576    7.32
  06.97 pct GOI 2026     8Y   95.50/83   7.694/7.639    8.60
  06.79 pct GOI 2027     9Y   94.33/40   7.652/7.641    9.29
  07.17 pct GOI 2028    10Y   97.77/83   7.491/7.482    9.94
  08.60 pct GOI 2028    11Y  105.65/75   7.791/7.778   10.34
  06.79 pct GOI 2029    12Y   93.40/80   7.643/7.589   11.90
  07.61 pct GOI 2030    13Y   98.05/20   7.858/7.839   12.27
  06.68 pct GOI 2031    14Y   91.17/28   7.738/7.724   13.63
  06.57 pct GOI 2033    15Y   88.80/00   7.813/7.789   15.84
  07.40 pct GOI 2035    19Y   96.40/85   7.778/7.729   17.61
  08.83 pct GOI 2041    24Y  110.09/52   7.884/7.846   23.86
  07.06 pct GOI 2046    30Y   91.80/10   7.777/7.749   28.69

  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