June 12, 2017 / 11:39 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

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

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  07/09/17 (Tbill)       3M   98.54/55   6.300/6.260    0.24
  30/11/17 (Tbill)       6M   97.14/16   6.320/6.280    0.47
  07.83 pct GOI 2018     1Y  101.12/16   6.402/6.352    0.83
  07.28 pct GOI 2019     2Y  101.66/73   6.369/6.332    1.98
  08.27 pct GOI 2020     3Y  104.81/83   6.474/6.466    2.99
  07.80 pct GOI 2021     4Y  104.01/04   6.593/6.584    3.83
  08.08 pct GOI 2022     5Y  105.85/95   6.712/6.689    5.14
  06.84 pct GOI 2022     6Y  101.01/04   6.618/6.612    5.52
  07.68 pct GOI 2023     7Y  105.00/02   6.719/6.715    6.51
  07.72 pct GOI 2025     8Y  105.28/30   6.847/6.844    7.95
  06.97 pct GOI 2026     9Y  102.18/20   6.648/6.645    9.23
  06.79 pct GOI 2027    10Y  101.97/99   6.516/6.514    9.93
  08.60 pct GOI 2028    11Y  111.94/96   7.021/7.018   10.97
  07.59 pct GOI 2029    12Y  105.10/15   6.947/6.940   11.77
  07.61 pct GOI 2030    13Y  106.41/43   6.853/6.850   12.91
  09.20 pct GOI 2030    14Y  118.00/20   7.085/7.065   13.30
  08.28 pct GOI 2032    15Y  110.43/80   7.121/7.083   14.68
  07.40 pct GOI 2035    19Y  103.60/68   7.045/7.037   18.24
  08.83 pct GOI 2041    24Y  118.20/57   7.234/7.205   24.50
  07.06 pct GOI 2046    30Y   99.51/60   7.099/7.091   29.33

  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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