February 23, 2017 / 7:01 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 23 (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.
  ------------------   -----   ---------  -----------  ------
  25/05/17 (Tbill)       3M   98.56/57   6.130/6.090    0.26
  24/08/17 (Tbill)       6M   97.05/07   6.230/6.190    0.50
  07.83 pct GOI 2018     1Y  101.55/56   6.366/6.357    1.13
  07.28 pct GOI 2019     2Y  101.63/68   6.488/6.464    2.28
  08.27 pct GOI 2020     3Y  104.73/80   6.637/6.614    3.29
  07.80 pct GOI 2021     4Y  103.68/72   6.759/6.748    4.13
  08.08 pct GOI 2022     5Y  104.81/92   6.998/6.974    5.44
  06.84 pct GOI 2022     6Y  100.00/15   6.837/6.806    5.82
  07.68 pct GOI 2023     7Y  103.21/29   7.074/7.060    6.81
  07.72 pct GOI 2025     8Y  102.92/05   7.241/7.220    8.26
  07.59 pct GOI 2026     9Y  103.28/30   7.084/7.081    8.88
  06.97 pct GOI 2026    10Y  100.29/31   6.927/6.925    9.54
  08.60 pct GOI 2028    11Y  108.25/40   7.500/7.481   11.28
  07.59 pct GOI 2029    12Y  101.22/30   7.434/7.424   12.08
  07.61 pct GOI 2030    13Y  102.33/35   7.330/7.327   13.21
  09.20 pct GOI 2030    14Y  114.20/40   7.513/7.491   13.60
  08.28 pct GOI 2032    15Y  106.20/40   7.580/7.558   14.98
  07.40 pct GOI 2035    19Y   99.40/75   7.460/7.425   18.54
  08.83 pct GOI 2041    24Y  112.50/95   7.692/7.655   24.80
  07.06 pct GOI 2046    30Y   95.41/70   7.445/7.420   29.63

  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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