March 1, 2017 / 11:44 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

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

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  25/05/17 (Tbill)       3M   98.63/63   6.050/6.020    0.23
  24/08/17 (Tbill)       6M   97.13/15   6.160/6.120    0.48
  07.83 pct GOI 2018     1Y  101.51/58   6.387/6.322    1.11
  07.28 pct GOI 2019     2Y  101.65/69   6.474/6.455    2.26
  08.27 pct GOI 2020     3Y  104.71/74   6.638/6.628    3.27
  07.80 pct GOI 2021     4Y  103.56/62   6.789/6.773    4.11
  08.08 pct GOI 2022     5Y  104.70/76   7.020/7.007    5.42
  06.84 pct GOI 2022     6Y   99.98/09   6.841/6.818    5.80
  07.68 pct GOI 2023     7Y  103.13/15   7.088/7.084    6.79
  07.72 pct GOI 2025     8Y  102.80/91   7.259/7.242    8.23
  07.59 pct GOI 2026     9Y  103.15/19   7.103/7.097    8.86
  06.97 pct GOI 2026    10Y  100.27/29   6.931/6.928    9.51
  08.60 pct GOI 2028    11Y  107.93/22   7.539/7.503   11.25
  07.59 pct GOI 2029    12Y  100.88/09   7.477/7.451   12.05
  07.61 pct GOI 2030    13Y  102.12/18   7.354/7.347   13.19
  09.20 pct GOI 2030    14Y  113.55/00   7.583/7.534   13.58
  08.28 pct GOI 2032    15Y  106.37/58   7.561/7.538   14.96
  07.40 pct GOI 2035    19Y   99.50/60   7.450/7.440   18.52
  08.83 pct GOI 2041    24Y  112.33/84   7.706/7.663   24.78
  07.06 pct GOI 2046    30Y   95.15/65   7.468/7.424   29.61

  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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