June 27, 2017 / 11:38 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jun 27 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  21/09/17 (Tbill)       3M   98.56/57   6.260/6.240    0.23
  14/12/17 (Tbill)       6M   97.17/17   6.300/6.290    0.46
  07.83 pct GOI 2018     1Y  101.06/10   6.406/6.353    0.79
  07.28 pct GOI 2019     2Y  101.58/65   6.393/6.354    1.93
  08.27 pct GOI 2020     3Y  104.76/79   6.468/6.457    2.95
  07.80 pct GOI 2021     4Y  104.15/16   6.540/6.537    3.79
  08.08 pct GOI 2022     5Y  105.95/03   6.681/6.662    5.10
  06.84 pct GOI 2022     6Y  101.33/34   6.547/6.544    5.48
  07.68 pct GOI 2023     7Y  105.02/06   6.709/6.702    6.47
  07.72 pct GOI 2025     8Y  105.37/38   6.828/6.827    7.91
  06.97 pct GOI 2026     9Y  102.22/23   6.641/6.640    9.19
  06.79 pct GOI 2027    10Y  102.35/36   6.463/6.462    9.88
  08.60 pct GOI 2028    11Y  111.80/15   7.033/6.990   10.93
  06.79 pct GOI 2029    12Y  100.45/46   6.736/6.735   12.50
  07.61 pct GOI 2030    13Y  106.25/27   6.869/6.867   12.87
  08.97 pct GOI 2030    14Y  115.65/10   7.139/7.091   13.44
  07.95 pct GOI 2032    15Y  108.45/58   7.033/7.020   15.17
  07.40 pct GOI 2035    19Y  103.95/10   7.011/6.997   18.20
  08.83 pct GOI 2041    24Y  118.42/65   7.215/7.198   24.46
  07.06 pct GOI 2046    30Y   99.95/05   7.063/7.055   29.29

  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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