August 22, 2017 / 6:58 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Aug 22 (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.
  ------------------   -----   ---------  -----------  ------
  17/11/17 (Tbill)       3M   98.57/58   6.140/6.110    0.24
  08/02/18 (Tbill)       6M   97.21/22   6.200/6.180    0.46
  06.05 pct GOI 2019(FEB)1Y   99.65/69   6.304/6.275    1.44
  06.35 pct GOI 2020     2Y  100.02/03   6.336/6.332    2.36
  08.27 pct GOI 2020     3Y  104.70/76   6.400/6.377    2.80
  07.80 pct GOI 2021     4Y  104.30/40   6.450/6.419    3.64
  06.84 pct GOI 2022     5Y  101.53/59   6.493/6.479    5.33
  07.68 pct GOI 2023     6Y  105.26/30   6.643/6.636    6.31
  07.35 pct GOI 2024     7Y  103.35/41   6.728/6.717    6.83
  07.72 pct GOI 2025     8Y  105.44/48   6.803/6.797    7.76
  06.97 pct GOI 2026     9Y  101.63/68   6.726/6.718    9.04
  06.79 pct GOI 2027    10Y  101.95/96   6.514/6.513    9.73
  08.60 pct GOI 2028    11Y  111.61/65   7.042/7.037   10.78
  06.79 pct GOI 2029    12Y   99.59/61   6.838/6.836   12.34
  07.61 pct GOI 2030    13Y  105.05/19   7.002/6.985   12.71
  08.28 pct GOI 2032    14Y  110.20/72   7.138/7.084   14.48
  08.32 pct GOI 2032    15Y  110.66/70   7.147/7.143   14.94
  07.40 pct GOI 2035    19Y  103.00/27   7.102/7.076   18.05
  08.83 pct GOI 2041    24Y  117.51/90   7.281/7.251   24.31
  07.06 pct GOI 2046    30Y   99.50/80   7.100/7.075   29.13

  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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