March 2, 2017 / 6:57 AM / 10 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 2 (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.
  ------------------   -----   ---------  -----------  ------
  01/06/17 (Tbill)       3M   98.53/54   6.050/6.000    0.25
  24/08/17 (Tbill)       6M   97.13/15   6.190/6.150    0.48
  07.83 pct GOI 2018     1Y  101.55/61   6.346/6.290    1.11
  07.28 pct GOI 2019     2Y  101.69/72   6.454/6.440    2.25
  08.27 pct GOI 2020     3Y  104.76/84   6.620/6.593    3.27
  07.80 pct GOI 2021     4Y  103.65/84   6.764/6.711    4.11
  08.08 pct GOI 2022     5Y  104.77/01   7.004/6.952    5.42
  06.84 pct GOI 2022     6Y  100.06/24   6.824/6.786    5.80
  07.68 pct GOI 2023     7Y  103.29/34   7.058/7.049    6.79
  07.72 pct GOI 2025     8Y  103.05/15   7.219/7.203    8.23
  07.59 pct GOI 2026     9Y  103.59/60   7.036/7.035    8.86
  06.97 pct GOI 2026    10Y  100.92/97   6.837/6.830    9.51
  08.60 pct GOI 2028    11Y  108.15/35   7.511/7.486   11.25
  07.59 pct GOI 2029    12Y  101.15/40   7.443/7.411   12.05
  07.61 pct GOI 2030    13Y  102.51/55   7.308/7.304   13.19
  09.20 pct GOI 2030    14Y  113.55/90   7.583/7.545   13.58
  08.28 pct GOI 2032    15Y  106.36/68   7.562/7.527   14.95
  07.40 pct GOI 2035    19Y   99.65/90   7.435/7.410   18.52
  08.83 pct GOI 2041    24Y  112.60/95   7.683/7.654   24.78
  07.06 pct GOI 2046    30Y   95.60/90   7.429/7.403   29.61

  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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