June 15, 2017 / 7:00 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jun 15 (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.
  ------------------   -----   ---------  -----------  ------
  14/09/17 (Tbill)       3M   98.48/49   6.250/6.240    0.25
  14/12/17 (Tbill)       6M   96.97/98   6.310/6.270    0.50
  07.83 pct GOI 2018     1Y  101.11/14   6.400/6.362    0.82
  07.28 pct GOI 2019     2Y  101.68/76   6.354/6.311    1.97
  08.27 pct GOI 2020     3Y  104.85/87   6.454/6.447    2.98
  07.80 pct GOI 2021     4Y  104.09/11   6.568/6.562    3.82
  08.08 pct GOI 2022     5Y  106.00/08   6.676/6.658    5.13
  06.84 pct GOI 2022     6Y  101.19/20   6.579/6.577    5.51
  07.68 pct GOI 2023     7Y  105.12/18   6.695/6.684    6.50
  07.72 pct GOI 2025     8Y  105.55/64   6.803/6.788    7.94
  06.97 pct GOI 2026     9Y  102.42/43   6.613/6.612    9.23
  06.79 pct GOI 2027    10Y  102.44/46   6.452/6.449    9.92
  08.60 pct GOI 2028    11Y  112.25/35   6.982/6.969   10.96
  06.79 pct GOI 2029    12Y  100.83/86   6.691/6.687   12.53
  07.61 pct GOI 2030    13Y  106.74/78   6.815/6.811   12.90
  08.97 pct GOI 2030    14Y  116.40/60   7.063/7.042   13.47
  07.95 pct GOI 2032    15Y  108.40/65   7.039/7.014   15.20
  07.40 pct GOI 2035    19Y  104.12/25   6.995/6.983   18.23
  08.83 pct GOI 2041    24Y  118.54/79   7.207/7.188   24.49
  07.06 pct GOI 2046    30Y  100.00/14   7.059/7.048   29.32

  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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