May 22, 2017 / 7:05 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  May 22 (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.
  ------------------   -----   ---------  -----------  ------
  17/08/17 (Tbill)       3M   98.54/55   6.280/6.230    0.24
  16/11/17 (Tbill)       6M   96.99/00   6.410/6.370    0.48
  07.83 pct GOI 2018     1Y  101.11/18   6.503/6.422    0.89
  07.28 pct GOI 2019     2Y  101.34/43   6.562/6.514    2.03
  08.27 pct GOI 2020     3Y  104.35/38   6.666/6.655    3.05
  07.80 pct GOI 2021     4Y  103.34/39   6.803/6.789    3.89
  08.08 pct GOI 2022     5Y  104.63/73   6.997/6.975    5.19
  06.84 pct GOI 2022     6Y  100.00/13   6.838/6.810    5.58
  07.68 pct GOI 2023     7Y  103.64/68   6.978/6.970    6.56
  07.72 pct GOI 2025     8Y  103.60/67   7.122/7.111    8.01
  07.59 pct GOI 2026     9Y  104.03/06   6.959/6.955    8.64
  06.97 pct GOI 2026    10Y  101.05/06   6.813/6.812    9.29
  08.60 pct GOI 2028    11Y  109.25/53   7.360/7.325   11.03
  07.59 pct GOI 2029    12Y  103.08/15   7.197/7.188   11.83
  07.61 pct GOI 2030    13Y  104.49/51   7.075/7.072   12.96
  09.20 pct GOI 2030    14Y  114.20/39   7.497/7.476   13.36
  08.28 pct GOI 2032    15Y  106.75/98   7.512/7.488   14.73
  07.40 pct GOI 2035    19Y   99.90/94   7.408/7.404   18.30
  08.83 pct GOI 2041    24Y  113.43/78   7.613/7.584   24.56
  07.06 pct GOI 2046    30Y   96.00/15   7.394/7.382   29.38

  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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