June 19, 2017 / 11:42 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

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  Jun 19 (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.
  ------------------   -----   ---------  -----------  ------
  14/09/17 (Tbill)       3M   98.55/55   6.250/6.230    0.24
  14/12/17 (Tbill)       6M   97.04/04   6.300/6.290    0.49
  07.83 pct GOI 2018     1Y  101.10/13   6.393/6.355    0.81
  07.28 pct GOI 2019     2Y  101.65/69   6.365/6.344    1.96
  08.27 pct GOI 2020     3Y  104.80/81   6.466/6.462    2.97
  07.80 pct GOI 2021     4Y  104.03/07   6.582/6.570    3.81
  08.08 pct GOI 2022     5Y  105.85/98   6.708/6.678    5.12
  06.84 pct GOI 2022     6Y  101.15/18   6.587/6.581    5.50
  07.68 pct GOI 2023     7Y  105.01/02   6.714/6.712    6.49
  07.72 pct GOI 2025     8Y  105.36/40   6.832/6.826    7.93
  06.97 pct GOI 2026     9Y  102.30/31   6.630/6.629    9.21
  06.79 pct GOI 2027    10Y  102.33/34   6.467/6.465    9.91
  08.60 pct GOI 2028    11Y  112.00/08   7.011/7.001   10.95
  06.79 pct GOI 2029    12Y  100.57/58   6.722/6.720   12.52
  07.61 pct GOI 2030    13Y  106.50/56   6.842/6.835   12.89
  08.97 pct GOI 2030    14Y  116.20/35   7.082/7.067   13.46
  07.95 pct GOI 2032    15Y  108.18/47   7.062/7.032   15.19
  07.40 pct GOI 2035    19Y  104.00/14   7.006/6.993   18.22
  08.83 pct GOI 2041    24Y  118.50/72   7.210/7.193   24.48
  07.06 pct GOI 2046    30Y   99.86/05   7.070/7.055   29.31

  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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