July 5, 2017 / 6:55 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jul 5 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  28/09/17 (Tbill)       3M   98.57/58   6.300/6.260    0.23
  28/12/17 (Tbill)       6M   97.05/06   6.330/6.320    0.48
  07.83 pct GOI 2018     1Y  101.02/09   6.419/6.325    0.77
  07.28 pct GOI 2019     2Y  101.57/58   6.388/6.383    1.91
  08.27 pct GOI 2020     3Y  104.52/53   6.544/6.540    2.93
  07.80 pct GOI 2021     4Y  103.84/85   6.626/6.623    3.77
  08.08 pct GOI 2022     5Y  105.58/64   6.760/6.747    5.08
  06.84 pct GOI 2022     6Y  100.78/85   6.666/6.650    5.46
  07.68 pct GOI 2023     7Y  104.51/53   6.802/6.799    6.44
  07.72 pct GOI 2025     8Y  104.70/73   6.934/6.930    7.89
  06.97 pct GOI 2026     9Y  101.62/63   6.728/6.727    9.17
  06.79 pct GOI 2027    10Y  101.79/81   6.539/6.536    9.86
  08.60 pct GOI 2028    11Y  111.15/40   7.112/7.081   10.91
  06.79 pct GOI 2029    12Y   99.57/58   6.841/6.840   12.48
  07.61 pct GOI 2030    13Y  105.18/26   6.991/6.981   12.84
  08.97 pct GOI 2030    14Y  115.30/49   7.174/7.154   13.42
  07.95 pct GOI 2032    15Y  107.38/70   7.143/7.110   15.15
  07.40 pct GOI 2035    19Y  102.80/90   7.122/7.112   18.18
  08.83 pct GOI 2041    24Y  116.85/30   7.336/7.301   24.44
  07.06 pct GOI 2046    30Y   98.95/05   7.145/7.136   29.26

  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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