June 29, 2017 / 7:01 AM / 23 days ago

TABLE-Thomson Reuters reference rates for India gilts

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  Jun 29 (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.
  ------------------   -----   ---------  -----------  ------
  28/09/17 (Tbill)       3M   98.47/48   6.300/6.260    0.25
  28/12/17 (Tbill)       6M   96.96/97   6.330/6.300    0.50
  07.83 pct GOI 2018     1Y  101.03/07   6.436/6.383    0.78
  07.28 pct GOI 2019     2Y  101.52/58   6.424/6.391    1.93
  08.27 pct GOI 2020     3Y  104.64/74   6.509/6.472    2.94
  07.80 pct GOI 2021     4Y  104.02/07   6.577/6.562    3.78
  08.08 pct GOI 2022     5Y  105.76/84   6.722/6.704    5.09
  06.84 pct GOI 2022     6Y  101.10/19   6.596/6.577    5.47
  07.68 pct GOI 2023     7Y  104.80/83   6.750/6.744    6.46
  07.72 pct GOI 2025     8Y  105.10/14   6.871/6.865    7.91
  06.97 pct GOI 2026     9Y  101.97/99   6.678/6.675    9.19
  06.79 pct GOI 2027    10Y  102.12/15   6.494/6.490    9.88
  08.60 pct GOI 2028    11Y  111.61/77   7.056/7.036   10.93
  06.79 pct GOI 2029    12Y  100.08/10   6.780/6.778   12.49
  07.61 pct GOI 2030    13Y  105.85/94   6.914/6.904   12.86
  08.97 pct GOI 2030    14Y  115.48/87   7.156/7.115   13.43
  07.95 pct GOI 2032    15Y  108.24/47   7.055/7.031   15.16
  07.40 pct GOI 2035    19Y  103.35/45   7.068/7.059   18.19
  08.83 pct GOI 2041    24Y  118.15/40   7.236/7.217   24.45
  07.06 pct GOI 2046    30Y   99.50/64   7.100/7.088   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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