March 27, 2017 / 7:00 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 27 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/06/17 (Tbill)       3M   98.66/67   5.850/5.800    0.24
  21/09/17 (Tbill)       6M   97.20/23   5.980/5.900    0.48
  07.83 pct GOI 2018     1Y  101.53/60   6.274/6.204    1.04
  07.28 pct GOI 2019     2Y  101.73/82   6.410/6.365    2.18
  08.27 pct GOI 2020     3Y  104.96/02   6.519/6.499    3.20
  07.80 pct GOI 2021     4Y  103.85/90   6.694/6.680    4.04
  08.08 pct GOI 2022     5Y  105.30/60   6.874/6.809    5.35
  06.84 pct GOI 2022     6Y  100.40/54   6.752/6.722    5.73
  07.68 pct GOI 2023     7Y  104.23/30   6.879/6.867    6.72
  07.72 pct GOI 2025     8Y  103.92/99   7.077/7.066    8.16
  07.59 pct GOI 2026     9Y  104.57/60   6.885/6.881    8.79
  06.97 pct GOI 2026    10Y  101.60/64   6.737/6.732    9.44
  08.60 pct GOI 2028    11Y  109.23/73   7.371/7.309   11.18
  07.59 pct GOI 2029    12Y  102.65/80   7.255/7.236   11.98
  07.61 pct GOI 2030    13Y  104.11/15   7.121/7.117   13.12
  09.20 pct GOI 2030    14Y  114.90/40   7.433/7.379   13.51
  08.28 pct GOI 2032    15Y  106.50/80   7.544/7.512   14.88
  07.40 pct GOI 2035    19Y  100.15/35   7.384/7.364   18.45
  08.83 pct GOI 2041    24Y  112.50/80   7.690/7.666   24.71
  07.06 pct GOI 2046    30Y   96.15/40   7.382/7.360   29.54

  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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