February 15, 2017 / 11:42 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 15 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  11/05/17 (Tbill)       3M   98.59/60   6.200/6.190    0.24
  10/08/17 (Tbill)       6M   97.09/10   6.260/6.220    0.49
  07.83 pct GOI 2018     1Y  101.62/64   6.339/6.321    1.16
  07.28 pct GOI 2019     2Y  101.65/72   6.489/6.456    2.30
  08.27 pct GOI 2020     3Y  104.87/90   6.604/6.594    3.32
  07.80 pct GOI 2021     4Y  103.85/88   6.718/6.710    4.16
  08.08 pct GOI 2022     5Y  104.97/12   6.969/6.937    5.46
  06.84 pct GOI 2022     6Y  100.13/19   6.810/6.798    5.84
  07.68 pct GOI 2023     7Y  103.58/59   7.009/7.007    6.83
  07.72 pct GOI 2025     8Y  103.12/13   7.210/7.208    8.28
  07.59 pct GOI 2026     9Y  103.73/74   7.018/7.016    8.91
  06.97 pct GOI 2026    10Y  100.74/75   6.862/6.861    9.56
  08.60 pct GOI 2028    11Y  108.60/90   7.458/7.420   11.30
  07.59 pct GOI 2029    12Y  101.49/58   7.400/7.389   12.10
  07.61 pct GOI 2030    13Y  102.85/89   7.269/7.264   13.23
  09.20 pct GOI 2030    14Y  114.00/20   7.536/7.515   13.63
  08.28 pct GOI 2032    15Y  107.00/20   7.495/7.473   15.00
  07.40 pct GOI 2035    19Y   99.60/78   7.439/7.421   18.57
  08.83 pct GOI 2041    24Y  113.50/80   7.610/7.586   24.83
  07.06 pct GOI 2046    30Y   95.25/70   7.459/7.419   29.65

  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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