June 22, 2017 / 11:43 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 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  21/09/17 (Tbill)       3M   98.49/49   6.240/6.230    0.25
  14/12/17 (Tbill)       6M   97.08/09   6.310/6.290    0.48
  07.83 pct GOI 2018     1Y  101.08/09   6.404/6.391    0.80
  07.28 pct GOI 2019     2Y  101.50/60   6.444/6.389    1.95
  08.27 pct GOI 2020     3Y  104.70/81   6.498/6.458    2.96
  07.80 pct GOI 2021     4Y  104.12/18   6.553/6.535    3.80
  08.08 pct GOI 2022     5Y  105.95/98   6.683/6.676    5.11
  06.84 pct GOI 2022     6Y  101.25/33   6.565/6.547    5.49
  07.68 pct GOI 2023     7Y  105.05/09   6.706/6.698    6.48
  07.72 pct GOI 2025     8Y  105.46/47   6.815/6.814    7.93
  06.97 pct GOI 2026     9Y  102.31/34   6.629/6.624    9.21
  06.79 pct GOI 2027    10Y  102.43/44   6.453/6.451    9.90
  08.60 pct GOI 2028    11Y  112.02/20   7.008/6.986   10.94
  06.79 pct GOI 2029    12Y  100.62/63   6.716/6.715   12.51
  07.61 pct GOI 2030    13Y  106.47/53   6.845/6.838   12.88
  08.97 pct GOI 2030    14Y  116.20/25   7.082/7.076   13.45
  07.95 pct GOI 2032    15Y  108.30/67   7.049/7.011   15.18
  07.40 pct GOI 2035    19Y  104.18/25   6.989/6.983   18.21
  08.83 pct GOI 2041    24Y  118.65/94   7.198/7.176   24.47
  07.06 pct GOI 2046    30Y   99.91/05   7.066/7.055   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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