April 24, 2017 / 6:54 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Apr 24 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  20/07/17 (Tbill)       3M   98.59/60   6.090/6.020    0.24
  19/10/17 (Tbill)       6M   97.04/06   6.300/6.250    0.49
  07.83 pct GOI 2018     1Y  101.22/30   6.495/6.409    0.96
  07.28 pct GOI 2019     2Y  101.26/32   6.624/6.593    2.11
  08.27 pct GOI 2020     3Y  104.20/24   6.751/6.737    3.13
  07.80 pct GOI 2021     4Y  103.11/15   6.888/6.877    3.96
  08.08 pct GOI 2022     5Y  104.60/70   7.017/6.994    5.27
  06.84 pct GOI 2022     6Y   99.72/80   6.898/6.881    5.65
  07.68 pct GOI 2023     7Y  103.38/42   7.031/7.024    6.64
  07.72 pct GOI 2025     8Y  103.26/29   7.180/7.175    8.09
  07.59 pct GOI 2026     9Y  103.62/64   7.025/7.022    8.71
  06.97 pct GOI 2026    10Y  100.18/19   6.942/6.940    9.37
  08.60 pct GOI 2028    11Y  108.78/89   7.424/7.410   11.11
  07.59 pct GOI 2029    12Y  102.15/35   7.315/7.290   11.91
  07.61 pct GOI 2030    13Y  103.20/24   7.226/7.222   13.04
  09.20 pct GOI 2030    14Y  114.17/40   7.506/7.481   13.43
  08.28 pct GOI 2032    15Y  106.22/53   7.572/7.538   14.81
  07.40 pct GOI 2035    19Y   99.80/19   7.419/7.380   18.38
  08.83 pct GOI 2041    24Y  112.44/70   7.695/7.673   24.63
  07.06 pct GOI 2046    30Y   94.35/58   7.540/7.519   29.46

  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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