August 10, 2017 / 11:45 AM / 7 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Aug 10 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  09/11/17 (Tbill)       3M   98.51/52   6.120/6.110    0.25
  08/02/18 (Tbill)       6M   97.00/02   6.240/6.200    0.49
  06.05 pct GOI 2019     1Y   99.63/65   6.260/6.249    1.84
  06.35 pct GOI 2020     2Y   99.97/00   6.360/6.346    2.39
  08.27 pct GOI 2020     3Y  104.81/86   6.378/6.359    2.83
  07.80 pct GOI 2021     4Y  104.32/38   6.454/6.436    3.67
  06.84 pct GOI 2022     5Y  101.57/60   6.486/6.479    5.36
  07.68 pct GOI 2023     6Y  105.35/40   6.631/6.621    6.35
  07.35 pct GOI 2024     7Y  103.40/45   6.721/6.712    6.87
  07.72 pct GOI 2025     8Y  105.42/48   6.809/6.799    7.79
  06.97 pct GOI 2026     9Y  101.78/83   6.704/6.696    9.07
  06.79 pct GOI 2027    10Y  102.09/11   6.496/6.493    9.76
  08.60 pct GOI 2028    11Y  111.75/00   7.028/6.997   10.81
  06.79 pct GOI 2029    12Y  100.00/02   6.789/6.786   12.38
  07.61 pct GOI 2030    13Y  105.15/37   6.991/6.965   12.75
  08.28 pct GOI 2032    14Y  110.60/00   7.098/7.056   14.51
  08.32 pct GOI 2032    15Y  110.50/90   7.165/7.124   14.98
  07.40 pct GOI 2035    19Y  103.02/30   7.100/7.073   18.08
  08.83 pct GOI 2041    24Y  117.88/08   7.253/7.238   24.34
  07.06 pct GOI 2046    30Y   99.61/00   7.091/7.059   29.17

  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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