As per the IND AS 19 Guidelines issued by the Ministry of Corporate Affairs, to decide upon the rate of discounting for the post employment benefit obligations, it is suggested to used the yields on long term Indian Government bonds.


The yield rates below are comprised of Generic Indian government bills and bonds. The rates given below are based on the benchmark FIMMDA (Fixed Income Markets and Derivatives Association of India) indices. FIMMDA is the nodal agency designated by RBI to set financial benchmarks.



Financial Benchmarks India Private Ltd 

 

 

 

 

 


 


FBIL GSec Prices/Yields


31 Dec, 2019

(Month/Quarter End)

 

 

 

Calculating Agent: FIMMDA

 

 

 

 

 

 

ISIN

Coupon

Maturity(dd-mmm-yyyy)

Price(Rs)

YTM% p.a. (Semi-Annual)

Remarks

 

IN0020020171

6.35

02-Jan-2020

100.00

5.51

 

YC

IN0020110071

8.19

16-Jan-2020

100.11

5.51

 

YC

IN0020180017

6.65

09-Apr-2020

100.28 

5.54 

 

 

IN0020000025

10.70

22-Apr-2020

101.56

5.46

 

YC

IN0020100015

7.80

03-May-2020

100.78 

5.43 

 

 

IN0020140029

8.27

09-Jun-2020

101.20 

5.46 

 

 

IN0020120054

8.12

10-Dec-2020

102.39 

5.48 

Nodal Point

 

IN0020000124

11.60

27-Dec-2020

105.56

5.73

 

 

IN0020180470

7.00

21-Jan-2021

101.44 

5.57 

 

 

IN0020110022

7.80

11-Apr-2021

102.52

5.71

 

 

IN0020060318

7.94

24-May-2021

102.85

5.78

 

 

IN0020010040

10.25

30-May-2021

105.97

5.78

 

 

IN0020190099

6.17

15-Jul-2021

100.58 

5.77 

Nodal Point

 

IN0020110030

8.79

08-Nov-2021

104.89

5.96

 

 

IN0020060037

8.20

15-Feb-2022

104.22 

6.05 

 

 

IN0020020072

8.35

14-May-2022

104.90

6.09

 

 

IN0020120013

8.15

11-Jun-2022

104.49 

6.14 

 

 

IN0020070028

8.08

02-Aug-2022

104.47

6.18

 

 

IN0020039031

5.87

28-Aug-2022

99.22

6.19

 

 

IN0020070051

8.13

21-Sep-2022

104.75

6.20

 

 

IN0020160050

6.84

19-Dec-2022

101.60 

6.24 

Nodal Point

 

IN0020030014

6.30

09-Apr-2023

99.95 

6.31 

 

 

IN0020180025

7.37

16-Apr-2023

102.96 

6.35 

Nodal Point

 

IN0020130012

7.16

20-May-2023

102.25 

6.41 

 

 

IN0020030055

6.17

12-Jun-2023

99.22

6.42

 

 

IN0020130061

8.83

25-Nov-2023

107.98

6.48

 

 

IN0020150010

7.68

15-Dec-2023

104.11

6.49

 

 

IN0020180488

7.32

28-Jan-2024

103.00 

6.47 

Nodal Point

 

IN0020090034

7.35

22-Jun-2024

103.12 

6.53 

 

 

IN0020140045

8.40

28-Jul-2024

106.97 

6.61 

 

 

IN0020190396

6.18

04-Nov-2024

98.75 

6.48 

 

 

IN0020110048

9.15

14-Nov-2024

110.35

6.62

 

 

IN0020150036

7.72

25-May-2025

104.62 

6.69 

Nodal Point

 

IN0020120047

8.20

24-Sep-2025

106.94

6.72

 

 

IN0020030071

5.97

25-Sep-2025

96.41

6.73

 

 

IN0020150093

7.59

11-Jan-2026

104.18 

6.73 

 

 

IN0020190016

7.27

08-Apr-2026

103.19 

6.64 

Nodal Point

 

IN0020120039

8.33

09-Jul-2026

107.97

6.80

 

 

IN0020160035

6.97

06-Sep-2026

101.09

6.76

 

 

IN0020010081

10.18

11-Sep-2026

117.82

6.82

 

 

IN0020140060

8.15

24-Nov-2026

107.17

6.83

 

 

IN0020060078

8.24

15-Feb-2027

107.50 

6.89 

Nodal Point

 

IN0020170026

6.79

15-May-2027

99.95 

6.80 

 

 

IN0020070036

8.26

02-Aug-2027

107.72

6.93

 

 

IN0020070069

8.28

21-Sep-2027

107.98

6.93

 

 

IN0020170174

7.17

08-Jan-2028

101.71 

6.89 

Nodal Point

 

IN0020020247

6.01

25-Mar-2028

94.32

6.92

 

 

IN0020140011

8.60

02-Jun-2028

110.79

6.89

 

YC

IN0020030022

6.13

04-Jun-2028

95.21

6.89

 

YC

IN0020180454

7.26

14-Jan-2029

103.14 

6.79 

 

 

IN0020150069

7.59

20-Mar-2029

104.90 

6.86 

 

 

IN0020190362

6.45

07-Oct-2029

99.22 

6.56 

Nodal Point

 

IN0020160118

6.79

26-Dec-2029

99.24 

6.90 

 

 

IN0020150028

7.88

19-Mar-2030

106.68

6.95

Nodal Point

 

IN0020160019

7.61

09-May-2030

105.30 

6.88 

 

 

IN0020130053

9.20

30-Sep-2030

115.88

7.06

 

 

IN0020110055

8.97

05-Dec-2030

114.41

7.05

 

 

IN0020170042

6.68

17-Sep-2031

98.01

6.93

Nodal Point

 

IN0020060086

8.28

15-Feb-2032

110.02

7.04

 

 

IN0020070044

8.32

02-Aug-2032

110.04

7.10

 

 

IN0020020106

7.95

28-Aug-2032

107.60 

7.03 

Nodal Point

 

IN0020070077

8.33

21-Sep-2032

110.12

7.11

 

 

IN0020190065

7.57

17-Jun-2033

105.04 

6.99 

Nodal Point

 

IN0020140052

8.24

10-Nov-2033

110.51

7.04

 

 

IN0020160100

6.57

05-Dec-2033

96.30 

6.99 

 

 

IN0020040039

7.50

10-Aug-2034

104.12

7.04

 

 

IN0020150051

7.73

19-Dec-2034

106.30 

7.04 

Nodal Point

 

IN0020050012

7.40

09-Sep-2035

103.20

7.06

Nodal Point

 

IN0020060045

8.33

07-Jun-2036

112.08

7.07

 

 

IN0020080050

6.83

19-Jan-2039

97.15

7.10

 

 

IN0020190024

7.62

15-Sep-2039

105.52

7.09

Nodal Point

 

IN0020100031

8.30

02-Jul-2040

112.50

7.13

 

 

IN0020110063

8.83

12-Dec-2041

118.06

7.18

 

 

IN0020120062

8.30

31-Dec-2042

113.41

7.11

 

 

IN0020190040

7.69

17-Jun-2043

106.36

7.13

Nodal Point

 

IN0020130079

9.23

23-Dec-2043

123.99

7.13

 

YC

IN0020140078

8.17

01-Dec-2044

111.89

7.14

 

 

IN0020150044

8.13

22-Jun-2045

111.81 

7.12 

 

 

IN0020160068

7.06

10-Oct-2046

99.65 

7.09 

Nodal Point

 

IN0020190032

7.72

15-Jun-2049

107.28 

7.13 

Nodal Point

 

IN0020160092

6.62

28-Nov-2051

92.83

7.20

 

 

IN0020150077

7.72

26-Oct-2055

107.41

7.14

 

 

IN0020190057

7.63

17-Jun-2059

106.66 

7.12 

Nodal Point

 

IN0020092071

5.15

21-Dec-2020

99.72

5.47

FRB

GOI FRB 2020

IN0020160084

5.18

07-Nov-2024

97.19

5.87

FRB

GOI FRB 2024

IN0020180041

6.10

07-Dec-2031

100.30 

6.15 

FRB

GOI FRB 2031

IN0020042050

7.64

25-Jan-2035

100.13

5.51

FRB

YC

IN0020130046

1.44

05-Jun-2023

99.31

1.65

IIB

 


Inflation Index Ratio

 

1.12





1.44 IIGS Nominal Clean Price

 

111.67




 

Inflation Index Ratio
1.12


1.44 IIGS Nominal Clean Price
111.67