July 13, 2017 / 11:44 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Jul 13 (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.
  ------------------   -----   ---------  -----------  ------
  12/10/17 (Tbill)       3M   98.50/51   6.190/6.120    0.25
  11/01/18 (Tbill)       6M   96.98/98   6.280/6.270    0.49
  07.83 pct GOI 2018     1Y  101.02/07   6.379/6.309    0.74
  07.28 pct GOI 2019     2Y  101.65/69   6.332/6.310    1.89
  08.27 pct GOI 2020     3Y  104.61/64   6.498/6.487    2.91
  07.80 pct GOI 2021     4Y  104.03/04   6.563/6.560    3.74
  06.84 pct GOI 2022     5Y  101.25/32   6.561/6.546    5.43
  07.68 pct GOI 2023     6Y  105.13/15   6.682/6.679    6.42
  07.35 pct GOI 2024     7Y  103.06/07   6.788/6.787    6.94
  07.72 pct GOI 2025     8Y  105.22/25   6.848/6.844    7.87
  06.97 pct GOI 2026     9Y  102.11/13   6.656/6.654    9.15
  06.79 pct GOI 2027    10Y  102.40/41   6.455/6.454    9.84
  08.60 pct GOI 2028    11Y  111.75/80   7.035/7.029   10.89
  06.79 pct GOI 2029    12Y  100.36/38   6.746/6.744   12.45
  07.61 pct GOI 2030    13Y  105.46/49   6.958/6.954   12.82
  08.97 pct GOI 2030    14Y  115.55/68   7.145/7.131   13.39
  07.95 pct GOI 2032    15Y  107.80/10   7.099/7.068   15.13
  07.40 pct GOI 2035    19Y  103.00/39   7.102/7.064   18.16
  08.83 pct GOI 2041    24Y  117.90/33   7.254/7.221   24.41
  07.06 pct GOI 2046    30Y   99.55/80   7.095/7.075   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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