March 27, 2017 / 11:45 AM / in 4 months

TABLE-Thomson Reuters reference rates for India gilts

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  Mar 27 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/06/17 (Tbill)       3M   98.65/67   5.860/5.800    0.24
  21/09/17 (Tbill)       6M   97.21/23   5.960/5.920    0.48
  07.83 pct GOI 2018     1Y  101.53/59   6.274/6.214    1.04
  07.28 pct GOI 2019     2Y  101.67/74   6.439/6.405    2.18
  08.27 pct GOI 2020     3Y  104.94/95   6.526/6.523    3.20
  07.80 pct GOI 2021     4Y  103.79/84   6.711/6.697    4.04
  08.08 pct GOI 2022     5Y  105.30/55   6.874/6.820    5.35
  06.84 pct GOI 2022     6Y  100.45/55   6.741/6.720    5.73
  07.68 pct GOI 2023     7Y  104.41/51   6.846/6.828    6.72
  07.72 pct GOI 2025     8Y  104.13/18   7.043/7.035    8.16
  07.59 pct GOI 2026     9Y  104.69/76   6.868/6.857    8.79
  06.97 pct GOI 2026    10Y  101.78/81   6.711/6.707    9.44
  08.60 pct GOI 2028    11Y  109.17/72   7.378/7.310   11.18
  07.59 pct GOI 2029    12Y  102.78/80   7.239/7.236   11.98
  07.61 pct GOI 2030    13Y  104.15/24   7.117/7.106   13.12
  09.20 pct GOI 2030    14Y  114.90/40   7.433/7.379   13.51
  08.28 pct GOI 2032    15Y  106.70/90   7.522/7.501   14.88
  07.40 pct GOI 2035    19Y  100.30/60   7.369/7.339   18.45
  08.83 pct GOI 2041    24Y  112.63/90   7.680/7.657   24.71
  07.06 pct GOI 2046    30Y   96.20/40   7.377/7.360   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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