July 20, 2017 / 7:04 AM / in 3 months

TABLE-Thomson Reuters reference rates for India gilts

  Jul 20 (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.
  ------------------   -----   ---------  -----------  ------
  19/10/17 (Tbill)       3M   98.51/52   6.120/6.080    0.25
  11/01/18 (Tbill)       6M   97.11/13   6.250/6.210    0.48
  07.83 pct GOI 2018     1Y  101.01/04   6.355/6.313    0.73
  07.28 pct GOI 2019     2Y  101.63/68   6.334/6.306    1.87
  08.27 pct GOI 2020     3Y  104.72/79   6.445/6.419    2.89
  07.80 pct GOI 2021     4Y  104.17/24   6.516/6.495    3.73
  06.84 pct GOI 2022     5Y  101.30/39   6.549/6.529    5.41
  07.68 pct GOI 2023     6Y  105.23/30   6.661/6.648    6.40
  07.35 pct GOI 2024     7Y  103.23/30   6.756/6.744    6.92
  07.72 pct GOI 2025     8Y  105.43/53   6.813/6.797    7.85
  06.97 pct GOI 2026     9Y  102.13/14   6.653/6.652    9.13
  06.79 pct GOI 2027    10Y  102.45/46   6.448/6.446    9.82
  08.60 pct GOI 2028    11Y  111.92/09   7.012/6.991   10.87
  06.79 pct GOI 2029    12Y  100.55/56   6.723/6.722   12.43
  07.61 pct GOI 2030    13Y  105.58/64   6.943/6.936   12.80
  08.97 pct GOI 2030    14Y  115.55/70   7.144/7.128   13.38
  07.95 pct GOI 2032    15Y  107.76/10   7.103/7.068   15.11
  07.40 pct GOI 2035    19Y  103.25/40   7.078/7.063   18.14
  08.83 pct GOI 2041    24Y  118.06/43   7.241/7.213   24.39
  07.06 pct GOI 2046    30Y   99.90/14   7.067/7.047   29.22

  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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