March 15, 2017 / 11:39 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 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  08/06/17 (Tbill)       3M   98.66/66   5.920/5.890    0.23
  07/09/17 (Tbill)       6M   97.19/20   6.040/6.010    0.48
  07.83 pct GOI 2018     1Y  101.51/55   6.340/6.301    1.07
  07.28 pct GOI 2019     2Y  101.53/55   6.520/6.510    2.22
  08.27 pct GOI 2020     3Y  104.42/44   6.719/6.712    3.23
  07.80 pct GOI 2021     4Y  103.16/24   6.894/6.872    4.07
  08.08 pct GOI 2022     5Y  104.45/50   7.068/7.057    5.38
  06.84 pct GOI 2022     6Y   99.70/83   6.901/6.873    5.76
  07.68 pct GOI 2023     7Y  103.01/03   7.108/7.104    6.75
  07.72 pct GOI 2025     8Y  102.87/90   7.247/7.242    8.19
  07.59 pct GOI 2026     9Y  103.48/53   7.051/7.043    8.82
  06.97 pct GOI 2026    10Y  100.97/00   6.829/6.825    9.48
  08.60 pct GOI 2028    11Y  108.00/10   7.528/7.516   11.21
  07.59 pct GOI 2029    12Y  101.35/49   7.418/7.400   12.01
  07.61 pct GOI 2030    13Y  102.51/59   7.308/7.299   13.15
  09.20 pct GOI 2030    14Y  113.38/84   7.600/7.549   13.54
  08.28 pct GOI 2032    15Y  106.25/75   7.572/7.518   14.92
  07.40 pct GOI 2035    19Y   99.85/00   7.415/7.400   18.48
  08.83 pct GOI 2041    24Y  111.80/30   7.749/7.707   24.74
  07.06 pct GOI 2046    30Y   94.88/35   7.492/7.451   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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