May 11, 2017 / 7:02 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

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  May 11 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  10/08/17 (Tbill)       3M   98.47/48   6.290/6.250    0.25
  02/11/17 (Tbill)       6M   97.06/08   6.360/6.320    0.48
  07.83 pct GOI 2018     1Y  101.19/24   6.458/6.402    0.92
  07.28 pct GOI 2019     2Y  101.28/33   6.602/6.575    2.06
  08.27 pct GOI 2020     3Y  104.19/22   6.735/6.725    3.08
  07.80 pct GOI 2021     4Y  103.08/10   6.886/6.880    3.92
  08.08 pct GOI 2022     5Y  104.38/46   7.059/7.041    5.23
  06.84 pct GOI 2022     6Y   99.65/74   6.914/6.895    5.61
  07.68 pct GOI 2023     7Y  103.20/23   7.063/7.057    6.59
  07.72 pct GOI 2025     8Y  103.16/20   7.195/7.188    8.04
  07.59 pct GOI 2026     9Y  103.73/76   7.006/7.002    8.67
  06.97 pct GOI 2026    10Y  100.26/27   6.930/6.928    9.32
  08.60 pct GOI 2028    11Y  108.50/67   7.457/7.435   11.06
  07.59 pct GOI 2029    12Y  101.75/78   7.364/7.361   11.86
  07.61 pct GOI 2030    13Y  102.93/97   7.258/7.253   12.99
  09.20 pct GOI 2030    14Y  113.85/10   7.537/7.510   13.39
  08.28 pct GOI 2032    15Y  106.72/89   7.516/7.498   14.76
  07.40 pct GOI 2035    19Y   99.91/95   7.407/7.404   18.33
  08.83 pct GOI 2041    24Y  113.25/50   7.628/7.607   24.59
  07.06 pct GOI 2046    30Y   94.95/09   7.486/7.474   29.41

  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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