August 28, 2017 / 6:59 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Aug 28 (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.
  ------------------   -----   ---------  -----------  ------
  23/11/17 (Tbill)       3M   98.58/59   6.120/6.090    0.24
  22/02/18 (Tbill)       6M   97.07/09   6.230/6.190    0.48
  06.05 pct GOI 2019(FEB)1Y   99.65/67   6.306/6.291    1.43
  06.35 pct GOI 2020     2Y   99.97/98   6.359/6.354    2.34
  08.27 pct GOI 2020     3Y  104.63/72   6.417/6.382    2.78
  07.80 pct GOI 2021     4Y  104.23/27   6.466/6.454    3.62
  06.84 pct GOI 2022     5Y  101.40/46   6.521/6.507    5.31
  07.68 pct GOI 2023     6Y  105.17/21   6.658/6.650    6.30
  07.35 pct GOI 2024     7Y  103.26/33   6.743/6.730    6.82
  07.72 pct GOI 2025     8Y  105.26/28   6.831/6.828    7.74
  06.97 pct GOI 2026     9Y  101.44/49   6.754/6.747    9.02
  06.79 pct GOI 2027    10Y  101.59/61   6.564/6.561    9.71
  08.60 pct GOI 2028    11Y  111.51/75   7.053/7.023   10.76
  06.79 pct GOI 2029    12Y   99.31/33   6.872/6.870   12.33
  07.61 pct GOI 2030    13Y  104.70/00   7.042/7.007   12.70
  08.28 pct GOI 2032    14Y  110.00/40   7.158/7.116   14.46
  08.32 pct GOI 2032    15Y  110.58/70   7.154/7.142   14.93
  07.40 pct GOI 2035    19Y  102.60/00   7.141/7.102   18.03
  08.83 pct GOI 2041    24Y  117.27/70   7.300/7.266   24.29
  07.06 pct GOI 2046    30Y   98.75/05   7.162/7.137   29.12

  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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