July 6, 2017 / 7:02 AM / 22 days ago

TABLE-Thomson Reuters reference rates for India gilts

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  Jul 6 (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.
  ------------------   -----   ---------  -----------  ------
  05/10/17 (Tbill)       3M   98.47/48   6.290/6.270    0.25
  28/12/17 (Tbill)       6M   97.07/08   6.330/6.310    0.48
  07.83 pct GOI 2018     1Y  101.02/05   6.414/6.374    0.76
  07.28 pct GOI 2019     2Y  101.54/59   6.404/6.376    1.91
  08.27 pct GOI 2020     3Y  104.52/56   6.542/6.527    2.93
  07.80 pct GOI 2021     4Y  103.83/87   6.628/6.616    3.76
  08.08 pct GOI 2022     5Y  105.62/69   6.751/6.735    5.07
  06.84 pct GOI 2022     6Y  100.83/93   6.655/6.633    5.45
  07.68 pct GOI 2023     7Y  104.58/68   6.789/6.770    6.44
  07.72 pct GOI 2025     8Y  104.80/90   6.918/6.902    7.89
  06.97 pct GOI 2026     9Y  101.73/75   6.712/6.709    9.17
  06.79 pct GOI 2027    10Y  101.95/96   6.517/6.516    9.86
  08.60 pct GOI 2028    11Y  111.50/53   7.068/7.064   10.91
  06.79 pct GOI 2029    12Y   99.81/83   6.813/6.810   12.47
  07.61 pct GOI 2030    13Y  105.43/54   6.962/6.949   12.84
  08.97 pct GOI 2030    14Y  115.45/65   7.158/7.136   13.41
  07.95 pct GOI 2032    15Y  107.38/90   7.143/7.089   15.14
  07.40 pct GOI 2035    19Y  103.00/19   7.102/7.084   18.18
  08.83 pct GOI 2041    24Y  117.15/44   7.313/7.290   24.43
  07.06 pct GOI 2046    30Y   99.10/20   7.132/7.124   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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