April 20, 2017 / 6:57 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Apr 20 (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.
  ------------------   -----   ---------  -----------  ------
  20/07/17 (Tbill)       3M   98.52/53   6.080/6.040    0.25
  19/10/17 (Tbill)       6M   96.98/99   6.280/6.260    0.50
  07.83 pct GOI 2018     1Y  101.33/35   6.394/6.372    0.98
  07.28 pct GOI 2019     2Y  101.48/49   6.515/6.510    2.12
  08.27 pct GOI 2020     3Y  104.44/48   6.672/6.658    3.14
  07.80 pct GOI 2021     4Y  103.38/42   6.813/6.802    3.98
  08.08 pct GOI 2022     5Y  104.85/90   6.963/6.952    5.28
  06.84 pct GOI 2022     6Y  100.06/13   6.824/6.809    5.66
  07.68 pct GOI 2023     7Y  103.73/80   6.967/6.954    6.65
  07.72 pct GOI 2025     8Y  103.56/58   7.132/7.129    8.10
  07.59 pct GOI 2026     9Y  104.14/16   6.947/6.944    8.73
  06.97 pct GOI 2026    10Y  100.74/77   6.860/6.856    9.38
  08.60 pct GOI 2028    11Y  109.10/19   7.384/7.372   11.12
  07.59 pct GOI 2029    12Y  102.45/64   7.278/7.254   11.92
  07.61 pct GOI 2030    13Y  103.71/73   7.167/7.165   13.05
  09.20 pct GOI 2030    14Y  114.23/60   7.500/7.460   13.44
  08.28 pct GOI 2032    15Y  106.83/01   7.506/7.487   14.82
  07.40 pct GOI 2035    19Y  100.25/39   7.374/7.360   18.39
  08.83 pct GOI 2041    24Y  113.07/47   7.643/7.610   24.64
  07.06 pct GOI 2046    30Y   95.00/25   7.482/7.460   29.47

  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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