April 6, 2017 / 7:05 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Apr 6 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  06/07/17 (Tbill)       3M   98.59/60   5.810/5.770    0.25
  05/10/17 (Tbill)       6M   97.07/09   6.090/6.040    0.50
  07.83 pct GOI 2018     1Y  101.40/50   6.377/6.274    1.01
  07.28 pct GOI 2019     2Y  101.58/69   6.477/6.422    2.16
  08.27 pct GOI 2020     3Y  104.68/70   6.605/6.598    3.18
  07.80 pct GOI 2021     4Y  103.66/68   6.743/6.737    4.01
  08.08 pct GOI 2022     5Y  105.42/73   6.844/6.776    5.32
  06.84 pct GOI 2022     6Y  100.70/90   6.687/6.645    5.70
  07.68 pct GOI 2023     7Y  104.23/31   6.878/6.863    6.69
  07.72 pct GOI 2025     8Y  103.85/99   7.087/7.064    8.14
  07.59 pct GOI 2026     9Y  104.45/51   6.902/6.893    8.76
  06.97 pct GOI 2026    10Y  101.88/93   6.696/6.689    9.42
  08.60 pct GOI 2028    11Y  109.10/40   7.386/7.348   11.16
  07.59 pct GOI 2029    12Y  102.50/64   7.273/7.255   11.96
  07.61 pct GOI 2030    13Y  103.54/61   7.187/7.179   13.09
  09.20 pct GOI 2030    14Y  114.95/18   7.426/7.401   13.48
  08.28 pct GOI 2032    15Y  106.50/75   7.543/7.516   14.86
  07.40 pct GOI 2035    19Y  100.02/29   7.397/7.370   18.43
  08.83 pct GOI 2041    24Y  114.03/30   7.565/7.543   24.68
  07.06 pct GOI 2046    30Y   96.42/68   7.359/7.337   29.51

  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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