March 3, 2017 / 11:41 AM / in 5 months

TABLE-Thomson Reuters reference rates for India gilts

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  Mar 3 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  01/06/17 (Tbill)       3M   98.59/60   6.000/5.950    0.24
  24/08/17 (Tbill)       6M   97.20/21   6.160/6.120    0.48
  07.83 pct GOI 2018     1Y  101.52/60   6.365/6.289    1.11
  07.28 pct GOI 2019     2Y  101.70/72   6.446/6.437    2.25
  08.27 pct GOI 2020     3Y  104.74/76   6.623/6.616    3.27
  07.80 pct GOI 2021     4Y  103.60/65   6.776/6.762    4.11
  08.08 pct GOI 2022     5Y  104.70/75   7.018/7.007    5.41
  06.84 pct GOI 2022     6Y  100.05/09   6.826/6.818    5.79
  07.68 pct GOI 2023     7Y  103.25/30   7.065/7.056    6.78
  07.72 pct GOI 2025     8Y  102.95/00   7.235/7.227    8.23
  07.59 pct GOI 2026     9Y  104.02/06   6.971/6.965    8.86
  06.97 pct GOI 2026    10Y  101.32/38   6.779/6.771    9.51
  08.60 pct GOI 2028    11Y  108.25/48   7.498/7.469   11.25
  07.59 pct GOI 2029    12Y  101.15/30   7.443/7.424   12.05
  07.61 pct GOI 2030    13Y  102.80/83   7.274/7.271   13.18
  09.20 pct GOI 2030    14Y  113.58/88   7.579/7.547   13.58
  08.28 pct GOI 2032    15Y  106.56/82   7.540/7.512   14.95
  07.40 pct GOI 2035    19Y   99.80/22   7.420/7.378   18.52
  08.83 pct GOI 2041    24Y  112.55/93   7.687/7.656   24.78
  07.06 pct GOI 2046    30Y   95.63/08   7.426/7.387   29.60

  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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