July 13, 2017 / 6:58 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Jul 13 (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.
  ------------------   -----   ---------  -----------  ------
  12/10/17 (Tbill)       3M   98.49/51   6.200/6.150    0.25
  11/01/18 (Tbill)       6M   96.97/98   6.300/6.280    0.49
  07.83 pct GOI 2018     1Y  101.01/05   6.392/6.337    0.74
  07.28 pct GOI 2019     2Y  101.72/79   6.293/6.253    1.89
  08.27 pct GOI 2020     3Y  104.60/66   6.502/6.479    2.91
  07.80 pct GOI 2021     4Y  104.02/09   6.566/6.545    3.74
  06.84 pct GOI 2022     5Y  101.22/33   6.568/6.544    5.43
  07.68 pct GOI 2023     6Y  105.13/16   6.682/6.677    6.42
  07.35 pct GOI 2024     7Y  103.05/09   6.790/6.783    6.94
  07.72 pct GOI 2025     8Y  105.27/30   6.840/6.835    7.87
  06.97 pct GOI 2026     9Y  102.12/15   6.655/6.651    9.15
  06.79 pct GOI 2027    10Y  102.43/45   6.451/6.448    9.84
  08.60 pct GOI 2028    11Y  111.65/89   7.047/7.018   10.89
  06.79 pct GOI 2029    12Y  100.38/40   6.744/6.741   12.45
  07.61 pct GOI 2030    13Y  105.46/52   6.958/6.951   12.82
  08.97 pct GOI 2030    14Y  115.60/65   7.140/7.135   13.39
  07.95 pct GOI 2032    15Y  107.85/20   7.094/7.058   15.13
  07.40 pct GOI 2035    19Y  103.11/45   7.091/7.059   18.16
  08.83 pct GOI 2041    24Y  117.90/33   7.254/7.221   24.41
  07.06 pct GOI 2046    30Y   99.60/98   7.091/7.060   29.24

  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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