February 27, 2017 / 6:56 AM / in 8 months

TABLE-Thomson Reuters reference rates for India gilts

  Feb 27 (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.
  ------------------   -----   ---------  -----------  ------
  25/05/17 (Tbill)       3M   98.57/59   6.140/6.080    0.24
  24/08/17 (Tbill)       6M   97.08/10   6.210/6.170    0.49
  07.83 pct GOI 2018     1Y  101.58/59   6.335/6.326    1.12
  07.28 pct GOI 2019     2Y  101.70/71   6.454/6.449    2.27
  08.27 pct GOI 2020     3Y  104.84/87   6.599/6.589    3.28
  07.80 pct GOI 2021     4Y  103.71/74   6.750/6.742    4.12
  08.08 pct GOI 2022     5Y  104.90/95   6.978/6.967    5.43
  06.84 pct GOI 2022     6Y  100.15/20   6.805/6.795    5.81
  07.68 pct GOI 2023     7Y  103.41/45   7.037/7.030    6.80
  07.72 pct GOI 2025     8Y  103.05/25   7.220/7.188    8.24
  07.59 pct GOI 2026     9Y  103.55/56   7.043/7.042    8.87
  06.97 pct GOI 2026    10Y  100.58/59   6.886/6.884    9.53
  08.60 pct GOI 2028    11Y  108.50/60   7.468/7.455   11.26
  07.59 pct GOI 2029    12Y  101.25/60   7.430/7.386   12.06
  07.61 pct GOI 2030    13Y  102.76/78   7.279/7.277   13.20
  09.20 pct GOI 2030    14Y  114.06/26   7.528/7.506   13.59
  08.28 pct GOI 2032    15Y  106.48/73   7.549/7.522   14.97
  07.40 pct GOI 2035    19Y   99.85/23   7.415/7.377   18.53
  08.83 pct GOI 2041    24Y  112.75/23   7.671/7.632   24.79
  07.06 pct GOI 2046    30Y   95.50/00   7.437/7.394   29.62

  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)

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