February 10, 2017 / 11:43 AM / 8 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 10 (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.
  ------------------   -----   ---------  -----------  ------
  11/05/17 (Tbill)       3M   98.53/54   6.260/6.220    0.25
  10/08/17 (Tbill)       6M   97.02/04   6.290/6.260    0.50
  07.83 pct GOI 2018     1Y  101.50/56   6.456/6.402    1.17
  07.28 pct GOI 2019     2Y  101.61/70   6.510/6.468    2.31
  08.27 pct GOI 2020     3Y  104.83/87   6.621/6.608    3.33
  07.80 pct GOI 2021     4Y  103.83/88   6.726/6.712    4.17
  08.79 pct GOI 2021     5Y  107.78/93   6.835/6.799    4.74
  06.84 pct GOI 2022     6Y  100.25/30   6.785/6.774    5.86
  07.68 pct GOI 2023     7Y  103.85/90   6.960/6.951    6.85
  07.72 pct GOI 2025     8Y  103.50/55   7.150/7.142    8.29
  07.59 pct GOI 2026     9Y  104.06/13   6.969/6.959    8.92
  06.97 pct GOI 2026    10Y  101.14/17   6.805/6.801    9.57
  08.60 pct GOI 2028    11Y  108.95/04   7.414/7.403   11.31
  07.59 pct GOI 2029    12Y  101.90/00   7.349/7.336   12.11
  07.61 pct GOI 2030    13Y  103.23/26   7.225/7.221   13.25
  09.20 pct GOI 2030    14Y  114.55/95   7.477/7.435   13.64
  08.28 pct GOI 2032    15Y  107.88/31   7.402/7.356   15.01
  07.40 pct GOI 2035    19Y  100.15/35   7.384/7.364   18.58
  08.30 pct GOI 2040    24Y  108.27/77   7.541/7.498   23.39
  07.06 pct GOI 2046    30Y   95.55/05   7.432/7.389   29.67

  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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