March 7, 2017 / 7:00 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 7 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  01/06/17 (Tbill)       3M   98.63/65   5.970/5.900    0.23
  24/08/17 (Tbill)       6M   97.22/24   6.170/6.120    0.46
  07.83 pct GOI 2018     1Y  101.52/56   6.358/6.320    1.09
  07.28 pct GOI 2019     2Y  101.63/66   6.478/6.464    2.24
  08.27 pct GOI 2020     3Y  104.55/56   6.685/6.681    3.26
  07.80 pct GOI 2021     4Y  103.36/45   6.842/6.817    4.09
  08.08 pct GOI 2022     5Y  104.45/65   7.072/7.028    5.40
  06.84 pct GOI 2022     6Y   99.70/90   6.901/6.858    5.78
  07.68 pct GOI 2023     7Y  102.93/95   7.124/7.120    6.77
  07.72 pct GOI 2025     8Y  102.81/85   7.257/7.251    8.22
  07.59 pct GOI 2026     9Y  103.44/46   7.058/7.055    8.84
  06.97 pct GOI 2026    10Y  100.78/81   6.857/6.852    9.50
  08.60 pct GOI 2028    11Y  108.02/30   7.527/7.491   11.24
  07.59 pct GOI 2029    12Y  100.95/09   7.468/7.451   12.04
  07.61 pct GOI 2030    13Y  102.33/34   7.329/7.328   13.17
  09.20 pct GOI 2030    14Y  113.31/74   7.609/7.562   13.56
  08.28 pct GOI 2032    15Y  106.39/71   7.558/7.523   14.94
  07.40 pct GOI 2035    19Y   99.40/90   7.460/7.410   18.51
  08.83 pct GOI 2041    24Y  112.48/78   7.693/7.668   24.76
  07.06 pct GOI 2046    30Y   95.62/04   7.427/7.391   29.59

  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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