June 22, 2017 / 6:58 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

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  Jun 22 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  21/09/17 (Tbill)       3M   98.48/49   6.270/6.230    0.25
  14/12/17 (Tbill)       6M   97.08/09   6.310/6.290    0.48
  07.83 pct GOI 2018     1Y  101.09/11   6.391/6.366    0.80
  07.28 pct GOI 2019     2Y  101.64/70   6.367/6.334    1.95
  08.27 pct GOI 2020     3Y  104.79/85   6.465/6.443    2.96
  07.80 pct GOI 2021     4Y  104.22/26   6.524/6.512    3.80
  08.08 pct GOI 2022     5Y  105.95/03   6.683/6.665    5.11
  06.84 pct GOI 2022     6Y  101.37/41   6.539/6.530    5.49
  07.68 pct GOI 2023     7Y  105.15/19   6.687/6.679    6.48
  07.72 pct GOI 2025     8Y  105.53/58   6.804/6.796    7.93
  06.97 pct GOI 2026     9Y  102.48/51   6.604/6.600    9.21
  06.79 pct GOI 2027    10Y  102.51/52   6.442/6.440    9.90
  08.60 pct GOI 2028    11Y  112.21/29   6.984/6.975   10.94
  06.79 pct GOI 2029    12Y  100.68/70   6.709/6.706   12.51
  07.61 pct GOI 2030    13Y  106.66/70   6.823/6.819   12.88
  08.97 pct GOI 2030    14Y  116.15/50   7.087/7.050   13.45
  07.95 pct GOI 2032    15Y  108.45/55   7.034/7.023   15.18
  07.40 pct GOI 2035    19Y  104.15/35   6.992/6.973   18.21
  08.83 pct GOI 2041    24Y  118.85/03   7.183/7.169   24.47
  07.06 pct GOI 2046    30Y  100.10/15   7.051/7.047   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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