June 30, 2017 / 6:57 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jun 30 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  28/09/17 (Tbill)       3M   98.52/54   6.320/6.240    0.24
  28/12/17 (Tbill)       6M   97.01/02   6.330/6.300    0.49
  07.83 pct GOI 2018     1Y  101.03/07   6.421/6.368    0.78
  07.28 pct GOI 2019     2Y  101.55/65   6.403/6.348    1.93
  08.27 pct GOI 2020     3Y  104.61/65   6.515/6.500    2.94
  07.80 pct GOI 2021     4Y  103.96/01   6.592/6.578    3.78
  08.08 pct GOI 2022     5Y  105.76/84   6.721/6.703    5.09
  06.84 pct GOI 2022     6Y  101.00/10   6.618/6.596    5.47
  07.68 pct GOI 2023     7Y  104.72/80   6.764/6.749    6.46
  07.72 pct GOI 2025     8Y  105.02/06   6.883/6.877    7.90
  06.97 pct GOI 2026     9Y  101.83/86   6.698/6.694    9.18
  06.79 pct GOI 2027    10Y  101.97/98   6.515/6.513    9.88
  08.60 pct GOI 2028    11Y  111.50/86   7.069/7.025   10.92
  06.79 pct GOI 2029    12Y  100.01/02   6.788/6.787   12.49
  07.61 pct GOI 2030    13Y  105.71/79   6.930/6.921   12.86
  08.97 pct GOI 2030    14Y  115.60/73   7.143/7.129   13.43
  07.95 pct GOI 2032    15Y  108.10/30   7.069/7.048   15.16
  07.40 pct GOI 2035    19Y  103.10/50   7.093/7.054   18.19
  08.83 pct GOI 2041    24Y  118.00/30   7.247/7.224   24.45
  07.06 pct GOI 2046    30Y   99.17/33   7.127/7.114   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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