July 11, 2017 / 6:54 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

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

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/10/17 (Tbill)       3M   98.56/57   6.270/6.250    0.23
  28/12/17 (Tbill)       6M   97.16/16   6.320/6.310    0.46
  07.83 pct GOI 2018     1Y  101.00/04   6.417/6.361    0.75
  07.28 pct GOI 2019     2Y  101.60/63   6.363/6.346    1.89
  08.27 pct GOI 2020     3Y  104.55/64   6.523/6.490    2.91
  07.80 pct GOI 2021     4Y  103.98/03   6.580/6.565    3.75
  06.84 pct GOI 2022     5Y  101.15/24   6.584/6.564    5.44
  07.68 pct GOI 2023     6Y  105.07/09   6.695/6.691    6.43
  07.35 pct GOI 2024     7Y  103.00/03   6.800/6.794    6.95
  07.72 pct GOI 2025     8Y  105.17/21   6.857/6.850    7.87
  06.97 pct GOI 2026     9Y  102.11/13   6.657/6.654    9.15
  06.79 pct GOI 2027    10Y  102.23/24   6.478/6.477    9.84
  08.60 pct GOI 2028    11Y  111.80/00   7.029/7.005   10.89
  06.79 pct GOI 2029    12Y  100.22/24   6.763/6.761   12.46
  07.61 pct GOI 2030    13Y  105.62/67   6.939/6.934   12.83
  08.97 pct GOI 2030    14Y  115.35/45   7.167/7.156   13.40
  07.95 pct GOI 2032    15Y  107.59/82   7.121/7.097   15.13
  07.40 pct GOI 2035    19Y  103.15/30   7.088/7.073   18.16
  08.83 pct GOI 2041    24Y  117.85/28   7.258/7.225   24.42
  07.06 pct GOI 2046    30Y   99.81/94   7.074/7.064   29.25

  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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