April 6, 2017 / 11:45 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Apr 6 (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.
  ------------------   -----   ---------  -----------  ------
  06/07/17 (Tbill)       3M   98.56/58   5.930/5.850    0.25
  05/10/17 (Tbill)       6M   97.06/09   6.100/6.050    0.50
  07.83 pct GOI 2018     1Y  101.30/34   6.480/6.438    1.01
  07.28 pct GOI 2019     2Y  101.45/49   6.542/6.522    2.16
  08.27 pct GOI 2020     3Y  104.38/40   6.709/6.702    3.18
  07.80 pct GOI 2021     4Y  103.20/30   6.873/6.845    4.01
  08.08 pct GOI 2022     5Y  105.00/10   6.936/6.914    5.32
  06.84 pct GOI 2022     6Y   99.95/00   6.848/6.837    5.70
  07.68 pct GOI 2023     7Y  103.46/64   7.020/6.987    6.69
  07.72 pct GOI 2025     8Y  102.97/06   7.228/7.214    8.14
  07.59 pct GOI 2026     9Y  103.58/61   7.033/7.029    8.76
  06.97 pct GOI 2026    10Y  101.38/41   6.768/6.764    9.42
  08.60 pct GOI 2028    11Y  108.60/15   7.449/7.380   11.16
  07.59 pct GOI 2029    12Y  101.45/60   7.404/7.385   11.96
  07.61 pct GOI 2030    13Y  102.50/60   7.309/7.297   13.09
  09.20 pct GOI 2030    14Y  114.35/75   7.490/7.447   13.48
  08.28 pct GOI 2032    15Y  106.30/75   7.565/7.516   14.86
  07.40 pct GOI 2035    19Y   99.50/80   7.449/7.419   18.43
  08.83 pct GOI 2041    24Y  113.50/75   7.608/7.588   24.68
  07.06 pct GOI 2046    30Y   96.00/25   7.395/7.373   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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