July 3, 2017 / 6:57 AM / 18 days ago

TABLE-Thomson Reuters reference rates for India gilts

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  Jul 3 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  28/09/17 (Tbill)       3M   98.54/54   6.310/6.270    0.24
  28/12/17 (Tbill)       6M   97.02/03   6.340/6.310    0.49
  07.83 pct GOI 2018     1Y  101.00/02   6.456/6.429    0.77
  07.28 pct GOI 2019     2Y  101.52/55   6.419/6.402    1.92
  08.27 pct GOI 2020     3Y  104.50/56   6.554/6.532    2.93
  07.80 pct GOI 2021     4Y  103.76/79   6.651/6.642    3.77
  08.08 pct GOI 2022     5Y  105.19/29   6.851/6.828    5.08
  06.84 pct GOI 2022     6Y  100.60/73   6.706/6.677    5.46
  07.68 pct GOI 2023     7Y  104.23/25   6.856/6.852    6.45
  07.72 pct GOI 2025     8Y  104.43/48   6.979/6.970    7.89
  06.97 pct GOI 2026     9Y  101.34/36   6.770/6.767    9.18
  06.79 pct GOI 2027    10Y  101.41/42   6.592/6.590    9.87
  08.60 pct GOI 2028    11Y  110.75/00   7.162/7.131   10.91
  06.79 pct GOI 2029    12Y   99.28/30   6.877/6.874   12.48
  07.61 pct GOI 2030    13Y  104.94/04   7.018/7.007   12.85
  08.97 pct GOI 2030    14Y  114.75/00   7.233/7.206   13.42
  07.95 pct GOI 2032    15Y  107.35/55   7.146/7.126   15.15
  07.40 pct GOI 2035    19Y  102.55/64   7.146/7.137   18.18
  08.83 pct GOI 2041    24Y  117.25/55   7.305/7.282   24.44
  07.06 pct GOI 2046    30Y   98.60/69   7.174/7.166   29.27

  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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