March 8, 2017 / 7:00 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 8 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  01/06/17 (Tbill)       3M   98.65/66   5.970/5.910    0.23
  24/08/17 (Tbill)       6M   97.25/27   6.140/6.090    0.46
  07.83 pct GOI 2018     1Y  101.52/56   6.354/6.316    1.09
  07.28 pct GOI 2019     2Y  101.62/64   6.482/6.472    2.24
  08.27 pct GOI 2020     3Y  104.42/45   6.727/6.717    3.25
  07.80 pct GOI 2021     4Y  103.22/27   6.880/6.866    4.09
  08.08 pct GOI 2022     5Y  104.30/50   7.104/7.060    5.40
  06.84 pct GOI 2022     6Y   99.62/77   6.918/6.886    5.78
  07.68 pct GOI 2023     7Y  102.70/80   7.166/7.148    6.77
  07.72 pct GOI 2025     8Y  102.78/80   7.262/7.259    8.21
  07.59 pct GOI 2026     9Y  103.38/40   7.067/7.064    8.84
  06.97 pct GOI 2026    10Y  100.88/90   6.842/6.839    9.49
  08.60 pct GOI 2028    11Y  107.75/10   7.561/7.517   11.23
  07.59 pct GOI 2029    12Y  100.76/81   7.492/7.486   12.03
  07.61 pct GOI 2030    13Y  102.29/32   7.334/7.331   13.17
  09.20 pct GOI 2030    14Y  113.00/50   7.642/7.588   13.56
  08.28 pct GOI 2032    15Y  106.39/71   7.558/7.523   14.94
  07.40 pct GOI 2035    19Y   99.25/80   7.476/7.420   18.50
  08.83 pct GOI 2041    24Y  112.51/55   7.690/7.687   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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