August 21, 2017 / 7:01 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Aug 21 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  17/11/17 (Tbill)       3M   98.56/56   6.120/6.110    0.24
  08/02/18 (Tbill)       6M   97.19/20   6.210/6.180    0.46
  06.05 pct GOI 2019     1Y   99.67/69   6.240/6.228    1.81
  06.35 pct GOI 2020     2Y   99.99/03   6.350/6.332    2.36
  08.27 pct GOI 2020     3Y  104.70/76   6.402/6.379    2.80
  07.80 pct GOI 2021     4Y  104.31/42   6.448/6.414    3.64
  06.84 pct GOI 2022     5Y  101.50/59   6.499/6.479    5.33
  07.68 pct GOI 2023     6Y  105.25/29   6.646/6.638    6.32
  07.35 pct GOI 2024     7Y  103.33/38   6.732/6.722    6.84
  07.72 pct GOI 2025     8Y  105.40/42   6.810/6.806    7.76
  06.97 pct GOI 2026     9Y  101.64/67   6.724/6.720    9.04
  06.79 pct GOI 2027    10Y  101.98/99   6.510/6.509    9.73
  08.60 pct GOI 2028    11Y  111.58/73   7.046/7.027   10.78
  06.79 pct GOI 2029    12Y   99.57/59   6.841/6.838   12.35
  07.61 pct GOI 2030    13Y  105.00/30   7.008/6.973   12.72
  08.28 pct GOI 2032    14Y  110.20/74   7.138/7.082   14.48
  08.32 pct GOI 2032    15Y  110.63/80   7.150/7.133   14.95
  07.40 pct GOI 2035    19Y  103.05/37   7.097/7.066   18.05
  08.83 pct GOI 2041    24Y  117.58/90   7.276/7.251   24.31
  07.06 pct GOI 2046    30Y   99.67/75   7.086/7.079   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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