May 31, 2017 / 7:03 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

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  May 31 (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.
  ------------------   -----   ---------  -----------  ------
  24/08/17 (Tbill)       3M   98.57/58   6.290/6.250    0.23
  16/11/17 (Tbill)       6M   97.14/16   6.400/6.350    0.46
  07.83 pct GOI 2018     1Y  101.06/10   6.529/6.481    0.86
  07.28 pct GOI 2019     2Y  101.40/48   6.524/6.481    2.01
  08.27 pct GOI 2020     3Y  104.45/52   6.620/6.595    3.03
  07.80 pct GOI 2021     4Y  103.45/48   6.766/6.757    3.86
  08.08 pct GOI 2022     5Y  104.96/05   6.919/6.898    5.17
  06.84 pct GOI 2022     6Y  100.05/10   6.828/6.817    5.55
  07.68 pct GOI 2023     7Y  103.88/91   6.931/6.925    6.54
  07.72 pct GOI 2025     8Y  103.80/87   7.088/7.077    7.99
  06.97 pct GOI 2026     9Y  101.09/12   6.807/6.803    9.27
  06.79 pct GOI 2027    10Y  100.89/91   6.666/6.663    9.96
  08.60 pct GOI 2028    11Y  109.87/05   7.281/7.258   11.01
  07.59 pct GOI 2029    12Y  103.12/30   7.191/7.169   11.81
  07.61 pct GOI 2030    13Y  104.50/58   7.073/7.063   12.94
  09.20 pct GOI 2030    14Y  115.10/50   7.397/7.354   13.33
  08.28 pct GOI 2032    15Y  107.90/10   7.388/7.367   14.71
  07.40 pct GOI 2035    19Y  100.65/75   7.333/7.323   18.28
  08.83 pct GOI 2041    24Y  114.50/83   7.525/7.499   24.53
  07.06 pct GOI 2046    30Y   96.45/50   7.356/7.351   29.36

  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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