February 7, 2017 / 6:55 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 7 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  04/05/17 (Tbill)       3M   98.59/60   6.140/6.080    0.24
  28/07/17 (Tbill)       6M   97.22/23   6.150/6.110    0.48
  07.83 pct GOI 2018     1Y  101.81/83   6.197/6.179    1.18
  07.28 pct GOI 2019     2Y  102.17/22   6.254/6.231    2.32
  08.27 pct GOI 2020     3Y  105.75/77   6.326/6.320    3.34
  07.80 pct GOI 2021     4Y  104.82/89   6.460/6.442    4.18
  08.79 pct GOI 2021     5Y  108.85/95   6.586/6.562    4.75
  06.84 pct GOI 2022     6Y  101.70/85   6.485/6.454    5.87
  07.68 pct GOI 2023     7Y  105.86/89   6.601/6.595    6.86
  07.72 pct GOI 2025     8Y  106.05/14   6.753/6.739    8.30
  07.59 pct GOI 2026     9Y  106.91/92   6.554/6.552    8.93
  06.97 pct GOI 2026    10Y  103.93/94   6.413/6.412    9.58
  08.60 pct GOI 2028    11Y  112.15/30   7.024/7.006   11.32
  07.59 pct GOI 2029    12Y  105.55/60   6.905/6.899   12.12
  07.61 pct GOI 2030    13Y  107.68/69   6.724/6.722   13.26
  09.20 pct GOI 2030    14Y  118.42/63   7.072/7.050   13.65
  08.28 pct GOI 2032    15Y  110.86/02   7.093/7.076   15.02
  07.40 pct GOI 2035    19Y  103.15/60   7.091/7.049   18.59
  08.30 pct GOI 2040    24Y  111.95/15   7.232/7.216   23.40
  07.06 pct GOI 2046    30Y  100.15/50   7.047/7.019   29.68

  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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