January 4, 2017 / 7:00 AM / 7 months ago

TABLE-Thomson Reuters reference rates for India gilts

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Jan 4 (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.
  ------------------   -----   ---------  -----------  ------
  30/03/17 (Tbill)       3M   98.62/63   6.090/6.030    0.24
  29/06/17 (Tbill)       6M   97.13/14   6.160/6.140    0.49
  07.83 pct GOI 2018     1Y  101.84/87   6.284/6.259    1.27
  07.28 pct GOI 2019     2Y  102.10/14   6.324/6.306    2.41
  08.27 pct GOI 2020     3Y  105.78/81   6.364/6.354    3.43
  07.80 pct GOI 2021     4Y  105.00/07   6.437/6.419    4.27
  08.79 pct GOI 2021     5Y  109.10/40   6.562/6.493    4.84
  06.84 pct GOI 2022     6Y  102.00/20   6.430/6.389    5.96
  07.68 pct GOI 2023     7Y  106.35/42   6.527/6.515    6.95
  07.72 pct GOI 2025     8Y  106.85/04   6.640/6.611    8.39
  07.59 pct GOI 2026     9Y  107.15/16   6.528/6.527    9.02
  06.97 pct GOI 2026    10Y  104.05/08   6.400/6.396    9.67
  08.60 pct GOI 2028    11Y  113.05/25   6.925/6.902   11.41
  07.59 pct GOI 2029    12Y  106.73/84   6.769/6.756   12.21
  07.61 pct GOI 2030    13Y  107.69/75   6.726/6.720   13.35
  09.20 pct GOI 2030    14Y  117.85/10   7.137/7.112   13.74
  08.28 pct GOI 2032    15Y  110.58/83   7.124/7.099   15.11
  07.40 pct GOI 2035    19Y  104.14/42   6.998/6.972   18.68
  08.30 pct GOI 2040    24Y  113.20/38   7.134/7.119   23.49
  07.06 pct GOI 2046    30Y  101.25/50   6.959/6.939   29.77

  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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