May 22, 2017 / 11:45 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  May 22 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  17/08/17 (Tbill)       3M   98.55/56   6.250/6.220    0.24
  16/11/17 (Tbill)       6M   96.99/99   6.400/6.390    0.48
  07.83 pct GOI 2018     1Y  101.10/14   6.515/6.468    0.89
  07.28 pct GOI 2019     2Y  101.35/44   6.556/6.509    2.03
  08.27 pct GOI 2020     3Y  104.38/39   6.655/6.651    3.05
  07.80 pct GOI 2021     4Y  103.38/40   6.792/6.786    3.89
  08.08 pct GOI 2022     5Y  104.75/84   6.970/6.950    5.19
  06.84 pct GOI 2022     6Y  100.09/11   6.819/6.814    5.58
  07.68 pct GOI 2023     7Y  103.74/78   6.959/6.951    6.56
  07.72 pct GOI 2025     8Y  103.71/79   7.104/7.091    8.01
  07.59 pct GOI 2026     9Y  104.16/22   6.939/6.930    8.64
  06.97 pct GOI 2026    10Y  101.33/35   6.773/6.770    9.29
  08.60 pct GOI 2028    11Y  109.45/55   7.335/7.322   11.03
  07.59 pct GOI 2029    12Y  103.20/27   7.182/7.173   11.83
  07.61 pct GOI 2030    13Y  104.66/70   7.055/7.050   12.96
  09.20 pct GOI 2030    14Y  114.62/81   7.451/7.430   13.36
  08.28 pct GOI 2032    15Y  107.12/25   7.472/7.458   14.73
  07.40 pct GOI 2035    19Y  100.05/08   7.393/7.390   18.30
  08.83 pct GOI 2041    24Y  113.70/00   7.590/7.566   24.56
  07.06 pct GOI 2046    30Y   96.30/60   7.369/7.343   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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