August 29, 2017 / 6:58 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Aug 29 (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.
  ------------------   -----   ---------  -----------  ------
  23/11/17 (Tbill)       3M   98.60/60   6.110/6.100    0.23
  22/02/18 (Tbill)       6M   97.09/11   6.220/6.180    0.48
  06.05 pct GOI 2019(FEB)1Y   99.68/69   6.284/6.277    1.43
  06.35 pct GOI 2020     2Y   99.98/99   6.354/6.350    2.34
  08.27 pct GOI 2020     3Y  104.61/66   6.423/6.404    2.78
  07.80 pct GOI 2021     4Y  104.25/32   6.459/6.438    3.62
  06.84 pct GOI 2022     5Y  101.45/50   6.509/6.498    5.31
  07.68 pct GOI 2023     6Y  105.26/29   6.641/6.635    6.29
  07.35 pct GOI 2024     7Y  103.34/37   6.728/6.723    6.81
  07.72 pct GOI 2025     8Y  105.35/37   6.816/6.813    7.74
  06.97 pct GOI 2026     9Y  101.45/48   6.752/6.748    9.02
  06.79 pct GOI 2027    10Y  101.55/56   6.570/6.568    9.71
  08.60 pct GOI 2028    11Y  111.45/55   7.060/7.048   10.76
  06.79 pct GOI 2029    12Y   99.28/29   6.876/6.875   12.33
  07.61 pct GOI 2030    13Y  104.75/05   7.036/7.001   12.69
  08.28 pct GOI 2032    14Y  110.05/40   7.153/7.116   14.46
  08.32 pct GOI 2032    15Y  110.48/68   7.164/7.144   14.93
  07.40 pct GOI 2035    19Y  102.51/98   7.150/7.104   18.03
  08.83 pct GOI 2041    24Y  117.17/68   7.307/7.268   24.29
  07.06 pct GOI 2046    30Y   98.60/90   7.174/7.149   29.11

  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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