March 17, 2017 / 11:38 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 17 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/06/17 (Tbill)       3M   98.60/61   5.950/5.900    0.24
  07/09/17 (Tbill)       6M   97.24/27   6.060/6.000    0.47
  07.83 pct GOI 2018     1Y  101.52/58   6.316/6.258    1.07
  07.28 pct GOI 2019     2Y  101.59/63   6.487/6.467    2.21
  08.27 pct GOI 2020     3Y  104.54/62   6.674/6.647    3.23
  07.80 pct GOI 2021     4Y  103.35/40   6.839/6.825    4.07
  08.08 pct GOI 2022     5Y  104.48/55   7.060/7.044    5.38
  06.84 pct GOI 2022     6Y   99.80/89   6.880/6.860    5.76
  07.68 pct GOI 2023     7Y  103.02/09   7.105/7.092    6.74
  07.72 pct GOI 2025     8Y  102.85/90   7.249/7.241    8.19
  07.59 pct GOI 2026     9Y  103.40/44   7.063/7.057    8.82
  06.97 pct GOI 2026    10Y  100.76/79   6.859/6.854    9.47
  08.60 pct GOI 2028    11Y  108.22/30   7.500/7.490   11.21
  07.59 pct GOI 2029    12Y  101.46/65   7.404/7.380   12.01
  07.61 pct GOI 2030    13Y  102.58/64   7.300/7.293   13.14
  09.20 pct GOI 2030    14Y  113.80/00   7.553/7.531   13.54
  08.28 pct GOI 2032    15Y  106.12/43   7.586/7.552   14.91
  07.40 pct GOI 2035    19Y   99.85/25   7.415/7.375   18.48
  08.83 pct GOI 2041    24Y  112.00/30   7.732/7.707   24.74
  07.06 pct GOI 2046    30Y   94.62/00   7.515/7.482   29.56

  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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