June 21, 2017 / 7:01 AM / in a month

TABLE-Thomson Reuters reference rates for India gilts

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  Jun 21 (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.
  ------------------   -----   ---------  -----------  ------
  14/09/17 (Tbill)       3M   98.58/59   6.270/6.220    0.23
  14/12/17 (Tbill)       6M   97.06/07   6.310/6.290    0.48
  07.83 pct GOI 2018     1Y  101.10/14   6.384/6.332    0.81
  07.28 pct GOI 2019     2Y  101.65/73   6.363/6.319    1.95
  08.27 pct GOI 2020     3Y  104.87/90   6.437/6.426    2.97
  07.80 pct GOI 2021     4Y  104.21/25   6.528/6.516    3.81
  08.08 pct GOI 2022     5Y  106.00/10   6.673/6.650    5.11
  06.84 pct GOI 2022     6Y  101.38/42   6.537/6.528    5.49
  07.68 pct GOI 2023     7Y  105.17/20   6.683/6.678    6.48
  07.72 pct GOI 2025     8Y  105.58/62   6.796/6.790    7.93
  06.97 pct GOI 2026     9Y  102.57/58   6.591/6.590    9.21
  06.79 pct GOI 2027    10Y  102.65/66   6.423/6.422    9.90
  08.60 pct GOI 2028    11Y  112.24/30   6.981/6.974   10.95
  06.79 pct GOI 2029    12Y  100.90/91   6.683/6.681   12.51
  07.61 pct GOI 2030    13Y  106.83/87   6.804/6.800   12.88
  08.97 pct GOI 2030    14Y  116.50/55   7.050/7.045   13.46
  07.95 pct GOI 2032    15Y  108.45/60   7.034/7.018   15.19
  07.40 pct GOI 2035    19Y  104.36/44   6.972/6.965   18.22
  08.83 pct GOI 2041    24Y  118.85/03   7.183/7.169   24.48
  07.06 pct GOI 2046    30Y  100.20/24   7.043/7.039   29.30

  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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