February 15, 2017 / 7:01 AM / 9 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 15 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  11/05/17 (Tbill)       3M   98.59/60   6.220/6.170    0.24
  10/08/17 (Tbill)       6M   97.08/10   6.280/6.220    0.49
  07.83 pct GOI 2018     1Y  101.53/60   6.420/6.357    1.16
  07.28 pct GOI 2019     2Y  101.65/70   6.489/6.465    2.30
  08.27 pct GOI 2020     3Y  104.85/89   6.611/6.598    3.32
  07.80 pct GOI 2021     4Y  103.85/90   6.718/6.705    4.16
  08.08 pct GOI 2022     5Y  105.10/27   6.941/6.904    5.46
  06.84 pct GOI 2022     6Y  100.17/22   6.802/6.791    5.84
  07.68 pct GOI 2023     7Y  103.58/63   7.009/7.000    6.83
  07.72 pct GOI 2025     8Y  103.15/20   7.205/7.197    8.28
  07.59 pct GOI 2026     9Y  103.70/72   7.022/7.019    8.91
  06.97 pct GOI 2026    10Y  100.71/73   6.867/6.864    9.56
  08.60 pct GOI 2028    11Y  108.56/65   7.463/7.451   11.30
  07.59 pct GOI 2029    12Y  101.50/60   7.399/7.386   12.10
  07.61 pct GOI 2030    13Y  102.81/82   7.274/7.273   13.23
  09.20 pct GOI 2030    14Y  114.00/20   7.536/7.515   13.63
  08.28 pct GOI 2032    15Y  107.00/08   7.495/7.486   15.00
  07.40 pct GOI 2035    19Y   99.63/79   7.436/7.420   18.57
  08.83 pct GOI 2041    24Y  113.43/85   7.616/7.582   24.83
  07.06 pct GOI 2046    30Y   95.25/70   7.459/7.419   29.65

  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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