March 15, 2017 / 7:01 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

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  Mar 15 (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.
  ------------------   -----   ---------  -----------  ------
  08/06/17 (Tbill)       3M   98.65/67   5.940/5.870    0.23
  07/09/17 (Tbill)       6M   97.18/20   6.060/6.010    0.48
  07.83 pct GOI 2018     1Y  101.51/56   6.340/6.292    1.07
  07.28 pct GOI 2019     2Y  101.55/56   6.510/6.505    2.22
  08.27 pct GOI 2020     3Y  104.45/48   6.709/6.699    3.23
  07.80 pct GOI 2021     4Y  103.22/25   6.877/6.869    4.07
  08.08 pct GOI 2022     5Y  104.19/29   7.126/7.103    5.38
  06.84 pct GOI 2022     6Y   99.60/80   6.922/6.880    5.76
  07.68 pct GOI 2023     7Y  102.81/89   7.145/7.130    6.75
  07.72 pct GOI 2025     8Y  102.64/70   7.284/7.274    8.19
  07.59 pct GOI 2026     9Y  103.10/12   7.109/7.106    8.82
  06.97 pct GOI 2026    10Y  100.70/71   6.868/6.866    9.48
  08.60 pct GOI 2028    11Y  107.75/00   7.560/7.528   11.21
  07.59 pct GOI 2029    12Y  100.85/98   7.481/7.465   12.01
  07.61 pct GOI 2030    13Y  102.10/16   7.356/7.349   13.15
  09.20 pct GOI 2030    14Y  113.03/50   7.638/7.587   13.54
  08.28 pct GOI 2032    15Y  106.05/55   7.594/7.540   14.92
  07.40 pct GOI 2035    19Y   99.45/92   7.455/7.408   18.48
  08.83 pct GOI 2041    24Y  111.40/75   7.783/7.753   24.74
  07.06 pct GOI 2046    30Y   94.68/05   7.510/7.477   29.57

  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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