February 14, 2017 / 7:03 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

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  Feb 14 (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.
  ------------------   -----   ---------  -----------  ------
  11/05/17 (Tbill)       3M   98.57/58   6.230/6.210    0.24
  10/08/17 (Tbill)       6M   97.07/09   6.260/6.220    0.49
  07.83 pct GOI 2018     1Y  101.53/61   6.423/6.351    1.16
  07.28 pct GOI 2019     2Y  101.60/64   6.513/6.494    2.30
  08.27 pct GOI 2020     3Y  104.85/87   6.612/6.606    3.32
  07.80 pct GOI 2021     4Y  103.85/94   6.719/6.694    4.16
  08.79 pct GOI 2021     5Y  107.80/93   6.828/6.797    4.73
  06.84 pct GOI 2022     6Y  100.20/25   6.795/6.785    5.85
  07.68 pct GOI 2023     7Y  103.52/60   7.020/7.005    6.84
  07.72 pct GOI 2025     8Y  103.15/25   7.205/7.189    8.28
  07.59 pct GOI 2026     9Y  103.63/66   7.033/7.029    8.91
  06.97 pct GOI 2026    10Y  100.69/72   6.870/6.865    9.56
  08.60 pct GOI 2028    11Y  108.50/80   7.470/7.433   11.30
  07.59 pct GOI 2029    12Y  101.50/70   7.399/7.374   12.10
  07.61 pct GOI 2030    13Y  102.76/82   7.280/7.273   13.24
  09.20 pct GOI 2030    14Y  114.00/50   7.537/7.483   13.63
  08.28 pct GOI 2032    15Y  106.90/15   7.506/7.479   15.00
  07.40 pct GOI 2035    19Y   99.60/00   7.439/7.399   18.57
  08.30 pct GOI 2040    24Y  107.90/25   7.573/7.543   23.38
  07.06 pct GOI 2046    30Y   95.50/80   7.437/7.411   29.66

  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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