February 7, 2017 / 11:41 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 7 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  04/05/17 (Tbill)       3M   98.59/61   6.140/6.070    0.24
  28/07/17 (Tbill)       6M   97.21/23   6.160/6.110    0.48
  07.83 pct GOI 2018     1Y  101.80/81   6.206/6.197    1.18
  07.28 pct GOI 2019     2Y  102.19/21   6.245/6.236    2.32
  08.27 pct GOI 2020     3Y  105.76/78   6.323/6.317    3.34
  07.80 pct GOI 2021     4Y  104.84/89   6.455/6.442    4.18
  08.79 pct GOI 2021     5Y  109.00/08   6.550/6.531    4.75
  06.84 pct GOI 2022     6Y  101.71/80   6.483/6.464    5.87
  07.68 pct GOI 2023     7Y  105.84/87   6.604/6.599    6.86
  07.72 pct GOI 2025     8Y  106.06/09   6.752/6.747    8.30
  07.59 pct GOI 2026     9Y  106.80/83   6.570/6.565    8.93
  06.97 pct GOI 2026    10Y  103.80/83   6.431/6.427    9.58
  08.60 pct GOI 2028    11Y  112.14/20   7.025/7.018   11.32
  07.59 pct GOI 2029    12Y  105.43/45   6.919/6.917   12.12
  07.61 pct GOI 2030    13Y  107.56/58   6.737/6.734   13.26
  09.20 pct GOI 2030    14Y  118.26/50   7.088/7.063   13.65
  08.28 pct GOI 2032    15Y  110.79/00   7.100/7.078   15.02
  07.40 pct GOI 2035    19Y  103.10/55   7.096/7.053   18.59
  08.30 pct GOI 2040    24Y  111.85/05   7.241/7.224   23.40
  07.06 pct GOI 2046    30Y   99.90/20   7.067/7.043   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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