March 30, 2017 / 11:41 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 30 (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.
  ------------------   -----   ---------  -----------  ------
  29/06/17 (Tbill)       3M   98.60/62   5.740/5.690    0.25
  21/09/17 (Tbill)       6M   97.29/31   5.840/5.790    0.48
  07.83 pct GOI 2018     1Y  101.52/56   6.280/6.240    1.03
  07.28 pct GOI 2019     2Y  101.63/65   6.458/6.448    2.18
  08.27 pct GOI 2020     3Y  104.87/89   6.549/6.542    3.19
  07.80 pct GOI 2021     4Y  103.78/85   6.713/6.693    4.03
  08.08 pct GOI 2022     5Y  105.41/52   6.850/6.826    5.34
  06.84 pct GOI 2022     6Y  100.40/50   6.752/6.730    5.72
  07.68 pct GOI 2023     7Y  104.25/40   6.876/6.848    6.71
  07.72 pct GOI 2025     8Y  104.02/10   7.061/7.048    8.15
  07.59 pct GOI 2026     9Y  104.69/74   6.867/6.860    8.78
  06.97 pct GOI 2026    10Y  101.94/97   6.688/6.684    9.43
  08.60 pct GOI 2028    11Y  109.40/54   7.350/7.332   11.17
  07.59 pct GOI 2029    12Y  102.32/38   7.296/7.288   11.97
  07.61 pct GOI 2030    13Y  103.69/70   7.170/7.169   13.11
  09.20 pct GOI 2030    14Y  116.00/10   7.315/7.304   13.50
  08.28 pct GOI 2032    15Y  108.55/65   7.325/7.315   14.88
  07.40 pct GOI 2035    19Y  100.21/32   7.378/7.367   18.44
  08.83 pct GOI 2041    24Y  114.25/68   7.547/7.513   24.70
  07.06 pct GOI 2046    30Y   96.45/60   7.356/7.343   29.53

  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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