June 14, 2017 / 6:57 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

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  Jun 14 (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.
  ------------------   -----   ---------  -----------  ------
  07/09/17 (Tbill)       3M   98.58/59   6.270/6.200    0.23
  30/11/17 (Tbill)       6M   97.17/19   6.320/6.280    0.46
  07.83 pct GOI 2018     1Y  101.11/15   6.405/6.355    0.83
  07.28 pct GOI 2019     2Y  101.65/74   6.372/6.323    1.97
  08.27 pct GOI 2020     3Y  104.81/85   6.470/6.456    2.99
  07.80 pct GOI 2021     4Y  104.05/12   6.580/6.560    3.83
  08.08 pct GOI 2022     5Y  106.00/07   6.677/6.661    5.13
  06.84 pct GOI 2022     6Y  101.11/17   6.596/6.583    5.51
  07.68 pct GOI 2023     7Y  105.08/13   6.703/6.694    6.50
  07.72 pct GOI 2025     8Y  105.41/50   6.826/6.811    7.95
  06.97 pct GOI 2026     9Y  102.34/37   6.625/6.621    9.23
  06.79 pct GOI 2027    10Y  102.22/24   6.482/6.479    9.92
  08.60 pct GOI 2028    11Y  112.10/21   7.000/6.987   10.97
  06.79 pct GOI 2029    12Y  100.77/79   6.698/6.695   12.53
  07.61 pct GOI 2030    13Y  106.58/62   6.833/6.829   12.90
  08.97 pct GOI 2030    14Y  116.30/50   7.073/7.052   13.48
  07.95 pct GOI 2032    15Y  108.28/53   7.052/7.026   15.21
  07.40 pct GOI 2035    19Y  104.00/10   7.006/6.997   18.24
  08.83 pct GOI 2041    24Y  118.55/75   7.206/7.191   24.49
  07.06 pct GOI 2046    30Y   99.90/05   7.067/7.055   29.32

  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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