June 6, 2017 / 11:46 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

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  Jun 6 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Tuesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  31/08/17 (Tbill)       3M   98.55/56   6.300/6.260    0.24
  30/11/17 (Tbill)       6M   97.02/04   6.360/6.330    0.48
  07.83 pct GOI 2018     1Y  101.05/09   6.515/6.466    0.85
  07.28 pct GOI 2019     2Y  101.47/52   6.480/6.453    1.99
  08.27 pct GOI 2020     3Y  104.53/54   6.584/6.580    3.01
  07.80 pct GOI 2021     4Y  103.62/63   6.712/6.709    3.85
  08.08 pct GOI 2022     5Y  105.23/28   6.855/6.843    5.16
  06.84 pct GOI 2022     6Y  100.34/37   6.765/6.758    5.54
  07.68 pct GOI 2023     7Y  104.16/21   6.877/6.868    6.53
  07.72 pct GOI 2025     8Y  104.24/28   7.016/7.009    7.97
  06.97 pct GOI 2026     9Y  101.41/43   6.760/6.757    9.25
  06.79 pct GOI 2027    10Y  101.08/09   6.639/6.638    9.94
  08.60 pct GOI 2028    11Y  110.50/52   7.200/7.198   10.99
  07.59 pct GOI 2029    12Y  103.48/54   7.146/7.139   11.79
  07.61 pct GOI 2030    13Y  104.78/80   7.040/7.037   12.93
  09.20 pct GOI 2030    14Y  116.00/40   7.299/7.256   13.32
  08.28 pct GOI 2032    15Y  108.12/37   7.364/7.338   14.69
  07.40 pct GOI 2035    19Y  101.50/60   7.249/7.239   18.26
  08.83 pct GOI 2041    24Y  115.78/00   7.423/7.405   24.52
  07.06 pct GOI 2046    30Y   97.10/41   7.300/7.274   29.34

  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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