June 16, 2017 / 11:42 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jun 16 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  14/09/17 (Tbill)       3M   98.53/54   6.260/6.230    0.24
  14/12/17 (Tbill)       6M   97.02/03   6.300/6.280    0.49
  07.83 pct GOI 2018     1Y  101.11/13   6.385/6.360    0.82
  07.28 pct GOI 2019     2Y  101.62/70   6.383/6.339    1.96
  08.27 pct GOI 2020     3Y  104.78/80   6.475/6.468    2.98
  07.80 pct GOI 2021     4Y  104.00/04   6.591/6.580    3.82
  08.08 pct GOI 2022     5Y  105.84/99   6.710/6.677    5.13
  06.84 pct GOI 2022     6Y  101.09/10   6.601/6.598    5.51
  07.68 pct GOI 2023     7Y  104.95/00   6.726/6.716    6.50
  07.72 pct GOI 2025     8Y  105.22/28   6.855/6.845    7.94
  06.97 pct GOI 2026     9Y  102.12/14   6.656/6.654    9.22
  06.79 pct GOI 2027    10Y  102.17/18   6.489/6.487    9.91
  08.60 pct GOI 2028    11Y  111.90/95   7.024/7.017   10.96
  06.79 pct GOI 2029    12Y  100.39/40   6.743/6.742   12.53
  07.61 pct GOI 2030    13Y  106.40/42   6.853/6.851   12.90
  08.97 pct GOI 2030    14Y  116.11/25   7.092/7.077   13.47
  07.95 pct GOI 2032    15Y  108.03/53   7.077/7.026   15.20
  07.40 pct GOI 2035    19Y  103.98/06   7.008/7.001   18.23
  08.83 pct GOI 2041    24Y  118.35/70   7.221/7.195   24.49
  07.06 pct GOI 2046    30Y   99.60/79   7.091/7.076   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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