April 12, 2017 / 7:00 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Apr 12 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  06/07/17 (Tbill)       3M   98.67/68   5.870/5.810    0.23
  05/10/17 (Tbill)       6M   97.17/20   6.080/6.000    0.48
  07.83 pct GOI 2018     1Y  101.35/39   6.406/6.365    1.00
  07.28 pct GOI 2019     2Y  101.46/50   6.532/6.511    2.14
  08.27 pct GOI 2020     3Y  104.40/45   6.695/6.677    3.16
  07.80 pct GOI 2021     4Y  103.26/34   6.853/6.830    4.00
  08.08 pct GOI 2022     5Y  104.75/80   6.989/6.978    5.31
  06.84 pct GOI 2022     6Y   99.95/08   6.848/6.820    5.69
  07.68 pct GOI 2023     7Y  103.52/60   7.008/6.993    6.68
  07.72 pct GOI 2025     8Y  103.25/31   7.183/7.173    8.12
  07.59 pct GOI 2026     9Y  103.99/03   6.970/6.964    8.75
  06.97 pct GOI 2026    10Y  101.01/04   6.821/6.817    9.40
  08.60 pct GOI 2028    11Y  108.55/60   7.454/7.448   11.14
  07.59 pct GOI 2029    12Y  102.11/35   7.321/7.291   11.94
  07.61 pct GOI 2030    13Y  103.16/18   7.231/7.229   13.08
  09.20 pct GOI 2030    14Y  113.58/80   7.573/7.549   13.47
  08.28 pct GOI 2032    15Y  106.80/99   7.510/7.490   14.84
  07.40 pct GOI 2035    19Y   99.91/35   7.408/7.364   18.41
  08.83 pct GOI 2041    24Y  112.95/23   7.653/7.630   24.67
  07.06 pct GOI 2046    30Y   95.50/73   7.439/7.418   29.49

  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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