June 28, 2017 / 7:04 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jun 28 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Wednesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  21/09/17 (Tbill)       3M   98.58/59   6.260/6.230    0.23
  14/12/17 (Tbill)       6M   97.18/18   6.310/6.300    0.46
  07.83 pct GOI 2018     1Y  101.03/08   6.440/6.375    0.79
  07.28 pct GOI 2019     2Y  101.53/62   6.420/6.370    1.93
  08.27 pct GOI 2020     3Y  104.55/66   6.543/6.503    2.95
  07.80 pct GOI 2021     4Y  104.04/11   6.572/6.551    3.79
  08.08 pct GOI 2022     5Y  105.93/99   6.684/6.671    5.09
  06.84 pct GOI 2022     6Y  101.19/27   6.577/6.559    5.48
  07.68 pct GOI 2023     7Y  104.85/95   6.741/6.722    6.46
  07.72 pct GOI 2025     8Y  105.15/18   6.863/6.859    7.91
  06.97 pct GOI 2026     9Y  102.01/03   6.672/6.669    9.19
  06.79 pct GOI 2027    10Y  102.16/18   6.489/6.486    9.88
  08.60 pct GOI 2028    11Y  112.00/15   7.009/6.990   10.93
  06.79 pct GOI 2029    12Y  100.06/08   6.783/6.780   12.49
  07.61 pct GOI 2030    13Y  105.83/88   6.917/6.911   12.86
  08.97 pct GOI 2030    14Y  115.60/00   7.143/7.101   13.44
  07.95 pct GOI 2032    15Y  108.10/30   7.069/7.049   15.17
  07.40 pct GOI 2035    19Y  103.60/80   7.044/7.025   18.20
  08.83 pct GOI 2041    24Y  118.15/40   7.236/7.217   24.46
  07.06 pct GOI 2046    30Y   99.61/85   7.091/7.071   29.28

  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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