April 12, 2017 / 11:40 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Apr 12 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  06/07/17 (Tbill)       3M   98.65/65   5.970/5.940    0.23
  05/10/17 (Tbill)       6M   97.16/18   6.100/6.050    0.48
  07.83 pct GOI 2018     1Y  101.35/37   6.406/6.386    1.00
  07.28 pct GOI 2019     2Y  101.48/50   6.522/6.511    2.14
  08.27 pct GOI 2020     3Y  104.47/51   6.670/6.657    3.16
  07.80 pct GOI 2021     4Y  103.36/38   6.825/6.819    4.00
  08.08 pct GOI 2022     5Y  104.85/89   6.967/6.958    5.31
  06.84 pct GOI 2022     6Y  100.05/14   6.826/6.807    5.69
  07.68 pct GOI 2023     7Y  103.65/73   6.984/6.969    6.68
  07.72 pct GOI 2025     8Y  103.35/38   7.167/7.162    8.12
  07.59 pct GOI 2026     9Y  104.24/26   6.933/6.930    8.75
  06.97 pct GOI 2026    10Y  101.28/31   6.782/6.778    9.40
  08.60 pct GOI 2028    11Y  108.63/64   7.444/7.443   11.14
  07.59 pct GOI 2029    12Y  102.25/47   7.303/7.276   11.94
  07.61 pct GOI 2030    13Y  103.47/50   7.195/7.192   13.08
  09.20 pct GOI 2030    14Y  113.96/50   7.532/7.473   13.47
  08.28 pct GOI 2032    15Y  106.87/89   7.503/7.501   14.84
  07.40 pct GOI 2035    19Y  100.15/35   7.384/7.364   18.41
  08.83 pct GOI 2041    24Y  113.00/40   7.649/7.616   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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