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TABLE-Thomson Reuters reference rates for India gilts
July 14, 2015 / 6:58 AM / in 2 years

TABLE-Thomson Reuters reference rates for India gilts

Jul 14 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  08/10/15 (Tbill)       3M   98.28/29   7.530/7.480    0.23
  01/01/16 (Tbill)       6M   96.60/61   7.560/7.530    0.46
  07.02 pct GOI 2016     1Y   99.41/44   7.585/7.556    1.09
  08.07 pct GOI 2017-JUL 2Y  100.40/58   7.844/7.744    1.97
  07.83 pct GOI 2018     3Y   99.75/91   7.925/7.859    2.74
  07.28 pct GOI 2019     4Y   97.89/93   7.918/7.906    3.89
  08.27 pct GOI 2020     5Y  100.83/85   8.058/8.053    4.90
  08.12 pct GOI 2020     6Y  100.01/12   8.115/8.089    5.41
  08.35 pct GOI 2022     7Y  100.80/35   8.191/8.085    6.83
  07.68 pct GOI 2023     8Y   97.46/53   8.100/8.089    8.42
  08.40 pct GOI 2024     9Y  102.16/17   8.058/8.056    9.04
  07.72 pct GOI 2025    10Y   98.86/88   7.886/7.883    9.86
  08.15 pct GOI 2026    11Y   99.80/84   8.175/8.170   11.36
  08.28 pct GOI 2027    12Y  100.48/65   8.214/8.192   12.19
  08.60 pct GOI 2028    13Y  103.43/49   8.163/8.155   12.88
  07.88 pct GOI 2030    14Y   98.20/23   8.092/8.088   14.68
  09.20 pct GOI 2030    15Y  108.40/60   8.220/8.198   15.21
  08.24 pct GOI 2033    19Y  100.38/63   8.198/8.171   18.32
  08.30 pct GOI 2040    24Y  101.30/73   8.177/8.137   24.97
  08.17 pct GOI 2044    30Y  100.25/80   8.146/8.097   29.38

  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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