April 18, 2017 / 6:58 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

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  Apr 18 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  13/07/17 (Tbill)       3M   98.62/64   5.990/5.910    0.24
  05/10/17 (Tbill)       6M   97.24/26   6.120/6.090    0.46
  07.83 pct GOI 2018     1Y  101.29/36   6.445/6.371    0.98
  07.28 pct GOI 2019     2Y  101.45/48   6.532/6.516    2.13
  08.27 pct GOI 2020     3Y  104.42/43   6.681/6.677    3.14
  07.80 pct GOI 2021     4Y  103.33/37   6.829/6.818    3.98
  08.08 pct GOI 2022     5Y  104.80/88   6.975/6.957    5.29
  06.84 pct GOI 2022     6Y  100.05/15   6.826/6.805    5.67
  07.68 pct GOI 2023     7Y  103.72/77   6.969/6.960    6.66
  07.72 pct GOI 2025     8Y  103.52/55   7.139/7.134    8.10
  07.59 pct GOI 2026     9Y  104.21/24   6.936/6.932    8.73
  06.97 pct GOI 2026    10Y  100.83/84   6.847/6.846    9.38
  08.60 pct GOI 2028    11Y  108.80/91   7.422/7.408   11.12
  07.59 pct GOI 2029    12Y  102.40/54   7.284/7.267   11.92
  07.61 pct GOI 2030    13Y  103.56/59   7.184/7.181   13.06
  09.20 pct GOI 2030    14Y  114.20/60   7.504/7.461   13.45
  08.28 pct GOI 2032    15Y  106.83/98   7.506/7.490   14.83
  07.40 pct GOI 2035    19Y  100.20/40   7.379/7.359   18.39
  08.83 pct GOI 2041    24Y  113.00/45   7.649/7.612   24.65
  07.06 pct GOI 2046    30Y   95.00/25   7.482/7.460   29.48

  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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