June 15, 2017 / 11:46 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

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  Jun 15 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  14/09/17 (Tbill)       3M   98.48/49   6.250/6.220    0.25
  14/12/17 (Tbill)       6M   96.97/98   6.310/6.280    0.50
  07.83 pct GOI 2018     1Y  101.11/14   6.400/6.362    0.82
  07.28 pct GOI 2019     2Y  101.62/72   6.387/6.333    1.97
  08.27 pct GOI 2020     3Y  104.79/82   6.476/6.465    2.98
  07.80 pct GOI 2021     4Y  104.05/07   6.579/6.573    3.82
  08.08 pct GOI 2022     5Y  105.97/04   6.683/6.667    5.13
  06.84 pct GOI 2022     6Y  101.10/15   6.598/6.588    5.51
  07.68 pct GOI 2023     7Y  104.99/05   6.720/6.708    6.50
  07.72 pct GOI 2025     8Y  105.38/42   6.830/6.824    7.94
  06.97 pct GOI 2026     9Y  102.20/22   6.645/6.642    9.23
  06.79 pct GOI 2027    10Y  102.23/25   6.481/6.478    9.92
  08.60 pct GOI 2028    11Y  111.92/04   7.022/7.007   10.96
  06.79 pct GOI 2029    12Y  100.57/58   6.722/6.720   12.53
  07.61 pct GOI 2030    13Y  106.43/45   6.850/6.848   12.90
  08.97 pct GOI 2030    14Y  116.21/25   7.082/7.078   13.47
  07.95 pct GOI 2032    15Y  108.20/40   7.060/7.039   15.20
  07.40 pct GOI 2035    19Y  103.75/10   7.030/6.997   18.23
  08.83 pct GOI 2041    24Y  118.57/80   7.205/7.187   24.49
  07.06 pct GOI 2046    30Y   99.75/85   7.079/7.071   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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