July 17, 2017 / 6:59 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Jul 17 (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.
  ------------------   -----   ---------  -----------  ------
  12/10/17 (Tbill)       3M   98.56/57   6.210/6.150    0.24
  11/01/18 (Tbill)       6M   97.05/06   6.260/6.250    0.48
  07.83 pct GOI 2018     1Y  100.98/05   6.414/6.315    0.73
  07.28 pct GOI 2019     2Y  101.61/68   6.350/6.310    1.88
  08.27 pct GOI 2020     3Y  104.63/67   6.484/6.469    2.89
  07.80 pct GOI 2021     4Y  104.08/10   6.545/6.539    3.73
  06.84 pct GOI 2022     5Y  101.29/35   6.552/6.538    5.42
  07.68 pct GOI 2023     6Y  105.12/14   6.683/6.679    6.41
  07.35 pct GOI 2024     7Y  103.08/10   6.784/6.780    6.93
  07.72 pct GOI 2025     8Y  105.22/30   6.847/6.834    7.86
  06.97 pct GOI 2026     9Y  101.99/03   6.674/6.668    9.14
  06.79 pct GOI 2027    10Y  102.34/35   6.463/6.462    9.83
  08.60 pct GOI 2028    11Y  111.61/70   7.051/7.040   10.88
  06.79 pct GOI 2029    12Y  100.06/08   6.782/6.780   12.44
  07.61 pct GOI 2030    13Y  105.30/40   6.976/6.964   12.81
  08.97 pct GOI 2030    14Y  115.45/60   7.155/7.139   13.38
  07.95 pct GOI 2032    15Y  107.50/85   7.130/7.094   15.11
  07.40 pct GOI 2035    19Y  103.10/35   7.092/7.068   18.14
  08.83 pct GOI 2041    24Y  117.79/11   7.262/7.237   24.40
  07.06 pct GOI 2046    30Y   99.70/90   7.083/7.067   29.23

  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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