March 31, 2017 / 11:43 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 31 (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.
  ------------------   -----   ---------  -----------  ------
  29/06/17 (Tbill)       3M   98.64/66   5.800/5.700    0.25
  21/09/17 (Tbill)       6M   97.31/36   5.900/5.800    0.48
  07.83 pct GOI 2018     1Y  101.53/55   6.259/6.239    1.03
  07.28 pct GOI 2019     2Y  101.63/67   6.455/6.436    2.18
  08.27 pct GOI 2020     3Y  104.80/84   6.569/6.555    3.19
  07.80 pct GOI 2021     4Y  103.61/74   6.759/6.723    4.03
  08.08 pct GOI 2022     5Y  105.35/50   6.861/6.828    5.34
  06.84 pct GOI 2022     6Y  100.75/01   6.677/6.622    5.72
  07.68 pct GOI 2023     7Y  104.19/27   6.886/6.871    6.71
  07.72 pct GOI 2025     8Y  103.98/10   7.067/7.048    8.15
  07.59 pct GOI 2026     9Y  104.70/75   6.865/6.858    8.78
  06.97 pct GOI 2026    10Y  101.90/00   6.694/6.680    9.43
  08.60 pct GOI 2028    11Y  109.30/57   7.362/7.328   11.17
  07.59 pct GOI 2029    12Y  102.24/53   7.305/7.269   11.97
  07.61 pct GOI 2030    13Y  103.46/49   7.196/7.193   13.11
  09.20 pct GOI 2030    14Y  116.00/10   7.314/7.304   13.50
  08.28 pct GOI 2032    15Y  108.55/65   7.325/7.314   14.88
  07.40 pct GOI 2035    19Y  100.20/38   7.379/7.361   18.44
  08.83 pct GOI 2041    24Y  114.25/68   7.547/7.512   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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