March 16, 2017 / 11:41 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 1700 IST (1130 GMT) Thursday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/06/17 (Tbill)       3M   98.55/56   5.960/5.920    0.25
  07/09/17 (Tbill)       6M   97.21/22   6.030/6.000    0.48
  07.83 pct GOI 2018     1Y  101.53/59   6.317/6.259    1.07
  07.28 pct GOI 2019     2Y  101.55/58   6.509/6.494    2.21
  08.27 pct GOI 2020     3Y  104.50/52   6.691/6.684    3.23
  07.80 pct GOI 2021     4Y  103.26/27   6.865/6.863    4.07
  08.08 pct GOI 2022     5Y  104.49/52   7.059/7.052    5.38
  06.84 pct GOI 2022     6Y   99.75/82   6.890/6.875    5.76
  07.68 pct GOI 2023     7Y  103.03/05   7.104/7.100    6.75
  07.72 pct GOI 2025     8Y  102.82/86   7.255/7.248    8.19
  07.59 pct GOI 2026     9Y  103.39/42   7.064/7.060    8.82
  06.97 pct GOI 2026    10Y  100.87/89   6.843/6.840    9.47
  08.60 pct GOI 2028    11Y  108.00/33   7.528/7.486   11.21
  07.59 pct GOI 2029    12Y  101.42/50   7.409/7.399   12.01
  07.61 pct GOI 2030    13Y  102.60/72   7.297/7.283   13.15
  09.20 pct GOI 2030    14Y  114.00/10   7.532/7.521   13.54
  08.28 pct GOI 2032    15Y  106.34/55   7.563/7.540   14.91
  07.40 pct GOI 2035    19Y  100.05/15   7.395/7.385   18.48
  08.83 pct GOI 2041    24Y  112.30/70   7.707/7.674   24.74
  07.06 pct GOI 2046    30Y   95.13/30   7.470/7.455   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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