February 16, 2017 / 7:05 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 16 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Thursday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  18/05/17 (Tbill)       3M   98.49/50   6.200/6.180    0.26
  10/08/17 (Tbill)       6M   97.10/12   6.270/6.230    0.48
  07.83 pct GOI 2018     1Y  101.62/64   6.335/6.317    1.15
  07.28 pct GOI 2019     2Y  101.63/70   6.497/6.464    2.30
  08.27 pct GOI 2020     3Y  104.91/95   6.590/6.577    3.31
  07.80 pct GOI 2021     4Y  103.87/90   6.712/6.704    4.15
  08.08 pct GOI 2022     5Y  105.00/20   6.962/6.919    5.46
  06.84 pct GOI 2022     6Y  100.20/25   6.795/6.785    5.84
  07.68 pct GOI 2023     7Y  103.62/65   7.001/6.996    6.83
  07.72 pct GOI 2025     8Y  103.23/25   7.192/7.189    8.28
  07.59 pct GOI 2026     9Y  103.76/78   7.013/7.010    8.90
  06.97 pct GOI 2026    10Y  100.75/77   6.861/6.858    9.56
  08.60 pct GOI 2028    11Y  108.70/88   7.445/7.422   11.29
  07.59 pct GOI 2029    12Y  101.50/69   7.399/7.375   12.09
  07.61 pct GOI 2030    13Y  102.88/90   7.266/7.263   13.23
  09.20 pct GOI 2030    14Y  114.79/80   7.451/7.450   13.62
  08.28 pct GOI 2032    15Y  107.00/20   7.495/7.473   15.00
  07.40 pct GOI 2035    19Y   99.70/00   7.429/7.399   18.56
  08.83 pct GOI 2041    24Y  113.45/95   7.614/7.574   24.82
  07.06 pct GOI 2046    30Y   95.25/75   7.459/7.415   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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