June 23, 2017 / 11:45 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jun 23 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  21/09/17 (Tbill)       3M   98.55/55   6.260/6.240    0.24
  14/12/17 (Tbill)       6M   97.15/15   6.300/6.290    0.48
  07.83 pct GOI 2018     1Y  101.07/08   6.398/6.385    0.80
  07.28 pct GOI 2019     2Y  101.58/64   6.394/6.361    1.94
  08.27 pct GOI 2020     3Y  104.75/82   6.473/6.448    2.96
  07.80 pct GOI 2021     4Y  104.13/18   6.547/6.532    3.80
  08.08 pct GOI 2022     5Y  106.00/05   6.670/6.658    5.11
  06.84 pct GOI 2022     6Y  101.32/35   6.549/6.542    5.49
  07.68 pct GOI 2023     7Y  105.03/05   6.708/6.704    6.48
  07.72 pct GOI 2025     8Y  105.42/45   6.821/6.816    7.92
  06.97 pct GOI 2026     9Y  102.25/27   6.637/6.634    9.20
  06.79 pct GOI 2027    10Y  102.37/40   6.460/6.456    9.89
  08.60 pct GOI 2028    11Y  112.00/15   7.009/6.991   10.94
  06.79 pct GOI 2029    12Y  100.57/58   6.722/6.721   12.51
  07.61 pct GOI 2030    13Y  106.45/50   6.846/6.841   12.88
  08.97 pct GOI 2030    14Y  116.05/15   7.096/7.086   13.45
  07.95 pct GOI 2032    15Y  108.36/50   7.043/7.028   15.18
  07.40 pct GOI 2035    19Y  104.10/18   6.997/6.989   18.21
  08.83 pct GOI 2041    24Y  118.47/70   7.212/7.194   24.47
  07.06 pct GOI 2046    30Y  100.00/15   7.059/7.047   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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