July 6, 2017 / 11:42 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jul 6 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/10/17 (Tbill)       3M   98.48/48   6.280/6.270    0.25
  28/12/17 (Tbill)       6M   97.08/08   6.320/6.310    0.48
  07.83 pct GOI 2018     1Y  101.01/05   6.428/6.374    0.76
  07.28 pct GOI 2019     2Y  101.58/60   6.381/6.370    1.91
  08.27 pct GOI 2020     3Y  104.51/52   6.546/6.542    2.93
  07.80 pct GOI 2021     4Y  103.78/80   6.643/6.637    3.76
  08.08 pct GOI 2022     5Y  105.57/65   6.762/6.744    5.07
  06.84 pct GOI 2022     6Y  100.71/75   6.681/6.673    5.45
  07.68 pct GOI 2023     7Y  104.52/54   6.800/6.796    6.44
  07.72 pct GOI 2025     8Y  104.72/75   6.931/6.926    7.89
  06.97 pct GOI 2026     9Y  101.48/56   6.749/6.737    9.17
  06.79 pct GOI 2027    10Y  101.79/81   6.539/6.536    9.86
  08.60 pct GOI 2028    11Y  111.35/47   7.087/7.072   10.91
  06.79 pct GOI 2029    12Y   99.48/50   6.852/6.850   12.47
  07.61 pct GOI 2030    13Y  105.15/21   6.994/6.987   12.84
  08.97 pct GOI 2030    14Y  115.30/70   7.174/7.131   13.41
  07.95 pct GOI 2032    15Y  107.35/70   7.146/7.110   15.14
  07.40 pct GOI 2035    19Y  102.90/10   7.112/7.092   18.18
  08.83 pct GOI 2041    24Y  117.25/66   7.305/7.273   24.43
  07.06 pct GOI 2046    30Y   99.11/25   7.132/7.120   29.26

  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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