February 1, 2018 / 11:54 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 1 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  03/05/18 (Tbill)       3M   98.44/45   6.410/6.380    0.26
  02/08/18 (Tbill)       6M   96.88/89   6.500/6.470    0.50
  07.28 pct GOI 2019     1Y  100.80/85   6.634/6.595    1.34
  06.35 pct GOI 2020     2Y   98.97/01   6.929/6.906    1.92
  07.80 pct GOI 2021     3Y  101.60/80   7.224/7.153    3.19
  08.20 pct GOI 2022     4Y  102.50/65   7.470/7.427    4.04
  06.84 pct GOI 2022     5Y   97.61/64   7.430/7.422    4.88
  07.68 pct GOI 2023     6Y  100.40/47   7.591/7.576    5.87
  07.72 pct GOI 2025     7Y   99.91/05   7.733/7.708    7.32
  06.97 pct GOI 2026     8Y   94.60/00   7.844/7.777    8.60
  06.79 pct GOI 2027     9Y   93.35/40   7.808/7.800    9.29
  07.17 pct GOI 2028    10Y   96.94/01   7.614/7.603    9.94
  08.60 pct GOI 2028    11Y  105.00/40   7.881/7.826   10.34
  06.79 pct GOI 2029    12Y   92.60/02   7.752/7.695   11.90
  07.61 pct GOI 2030    13Y   97.46/75   7.935/7.897   12.27
  06.68 pct GOI 2031    14Y   90.12/15   7.873/7.870   13.63
  06.57 pct GOI 2033    15Y   87.75/10   7.941/7.898   15.84
  07.40 pct GOI 2035    19Y   96.40/85   7.778/7.729   17.61
  08.83 pct GOI 2041    24Y  109.67/13   7.920/7.880   23.86
  07.06 pct GOI 2046    30Y   91.34/82   7.820/7.775   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