March 16, 2017 / 7:01 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

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  Mar 16 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/06/17 (Tbill)       3M   98.56/56   5.940/5.920    0.25
  07/09/17 (Tbill)       6M   97.18/22   6.080/6.000    0.48
  07.83 pct GOI 2018     1Y  101.53/60   6.317/6.249    1.07
  07.28 pct GOI 2019     2Y  101.58/60   6.494/6.485    2.21
  08.27 pct GOI 2020     3Y  104.48/54   6.698/6.677    3.23
  07.80 pct GOI 2021     4Y  103.28/30   6.860/6.854    4.07
  08.08 pct GOI 2022     5Y  104.45/60   7.068/7.035    5.38
  06.84 pct GOI 2022     6Y   99.85/09   6.869/6.818    5.76
  07.68 pct GOI 2023     7Y  103.22/30   7.068/7.054    6.75
  07.72 pct GOI 2025     8Y  103.11/17   7.208/7.198    8.19
  07.59 pct GOI 2026     9Y  103.77/80   7.007/7.003    8.82
  06.97 pct GOI 2026    10Y  101.25/27   6.788/6.786    9.47
  08.60 pct GOI 2028    11Y  108.25/74   7.496/7.435   11.21
  07.59 pct GOI 2029    12Y  101.78/85   7.364/7.355   12.01
  07.61 pct GOI 2030    13Y  102.96/99   7.255/7.252   13.15
  09.20 pct GOI 2030    14Y  113.50/00   7.587/7.532   13.54
  08.28 pct GOI 2032    15Y  106.54/75   7.541/7.518   14.91
  07.40 pct GOI 2035    19Y  100.05/30   7.395/7.370   18.48
  08.83 pct GOI 2041    24Y  112.45/85   7.695/7.662   24.74
  07.06 pct GOI 2046    30Y   95.33/50   7.453/7.438   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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