March 8, 2017 / 11:41 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

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  Mar 8 (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.
  ------------------   -----   ---------  -----------  ------
  01/06/17 (Tbill)       3M   98.65/66   5.940/5.900    0.23
  24/08/17 (Tbill)       6M   97.27/30   6.100/6.040    0.46
  07.83 pct GOI 2018     1Y  101.52/53   6.354/6.345    1.09
  07.28 pct GOI 2019     2Y  101.59/62   6.497/6.482    2.24
  08.27 pct GOI 2020     3Y  104.42/46   6.727/6.714    3.25
  07.80 pct GOI 2021     4Y  103.23/25   6.878/6.872    4.09
  08.08 pct GOI 2022     5Y  104.40/54   7.082/7.051    5.40
  06.84 pct GOI 2022     6Y   99.62/70   6.918/6.901    5.78
  07.68 pct GOI 2023     7Y  102.80/82   7.148/7.144    6.77
  07.72 pct GOI 2025     8Y  102.75/89   7.267/7.244    8.21
  07.59 pct GOI 2026     9Y  103.31/34   7.078/7.073    8.84
  06.97 pct GOI 2026    10Y  100.75/78   6.861/6.857    9.49
  08.60 pct GOI 2028    11Y  107.90/02   7.542/7.527   11.23
  07.59 pct GOI 2029    12Y  100.75/84   7.494/7.482   12.03
  07.61 pct GOI 2030    13Y  102.22/26   7.342/7.338   13.17
  09.20 pct GOI 2030    14Y  113.00/49   7.642/7.589   13.56
  08.28 pct GOI 2032    15Y  106.39/71   7.558/7.523   14.94
  07.40 pct GOI 2035    19Y   99.25/60   7.476/7.440   18.50
  08.83 pct GOI 2041    24Y  112.41/53   7.699/7.689   24.76
  07.06 pct GOI 2046    30Y   95.63/05   7.426/7.390   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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