August 18, 2017 / 7:06 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Aug 18 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  17/11/17 (Tbill)       3M   98.55/55   6.120/6.110    0.25
  08/02/18 (Tbill)       6M   97.17/18   6.220/6.190    0.47
  06.05 pct GOI 2019     1Y   99.67/69   6.239/6.227    1.82
  06.35 pct GOI 2020     2Y  100.01/02   6.341/6.336    2.37
  08.27 pct GOI 2020     3Y  104.75/77   6.384/6.377    2.81
  07.80 pct GOI 2021     4Y  104.40/41   6.421/6.418    3.65
  06.84 pct GOI 2022     5Y  101.55/56   6.489/6.486    5.34
  07.68 pct GOI 2023     6Y  105.33/37   6.631/6.623    6.33
  07.35 pct GOI 2024     7Y  103.42/45   6.715/6.710    6.84
  07.72 pct GOI 2025     8Y  105.49/53   6.795/6.789    7.77
  06.97 pct GOI 2026     9Y  101.72/75   6.713/6.708    9.05
  06.79 pct GOI 2027    10Y  102.00/02   6.508/6.505    9.74
  08.60 pct GOI 2028    11Y  111.70/88   7.031/7.009   10.79
  06.79 pct GOI 2029    12Y   99.85/86   6.807/6.806   12.36
  07.61 pct GOI 2030    13Y  105.05/23   7.002/6.981   12.73
  08.28 pct GOI 2032    14Y  110.18/43   7.140/7.114   14.49
  08.32 pct GOI 2032    15Y  110.75/78   7.138/7.135   14.96
  07.40 pct GOI 2035    19Y  103.09/44   7.093/7.059   18.06
  08.83 pct GOI 2041    24Y  117.75/90   7.263/7.251   24.32
  07.06 pct GOI 2046    30Y   99.70/90   7.083/7.067   29.14

  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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