February 3, 2017 / 11:42 AM / 9 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 3 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  04/05/17 (Tbill)       3M   98.55/56   6.170/6.130    0.25
  28/07/17 (Tbill)       6M   97.18/20   6.160/6.120    0.49
  07.83 pct GOI 2018     1Y  101.81/84   6.204/6.178    1.19
  07.28 pct GOI 2019     2Y  102.18/23   6.252/6.229    2.33
  08.27 pct GOI 2020     3Y  105.82/83   6.306/6.303    3.35
  07.80 pct GOI 2021     4Y  104.90/93   6.440/6.432    4.19
  08.79 pct GOI 2021     5Y  109.02/12   6.548/6.524    4.76
  06.84 pct GOI 2022     6Y  101.83/89   6.458/6.446    5.88
  07.68 pct GOI 2023     7Y  106.06/08   6.566/6.563    6.87
  07.72 pct GOI 2025     8Y  106.35/36   6.708/6.706    8.31
  07.59 pct GOI 2026     9Y  107.01/03   6.540/6.537    8.94
  06.97 pct GOI 2026    10Y  103.96/97   6.410/6.408    9.59
  08.60 pct GOI 2028    11Y  112.46/65   6.987/6.964   11.33
  07.59 pct GOI 2029    12Y  105.82/84   6.873/6.871   12.13
  07.61 pct GOI 2030    13Y  107.81/83   6.710/6.707   13.27
  09.20 pct GOI 2030    14Y  118.45/55   7.069/7.059   13.66
  08.28 pct GOI 2032    15Y  110.96/07   7.083/7.072   15.03
  07.40 pct GOI 2035    19Y  103.34/69   7.073/7.040   18.60
  08.30 pct GOI 2040    24Y  112.00/23   7.228/7.210   23.41
  07.06 pct GOI 2046    30Y  100.12/32   7.049/7.033   29.69

  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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