September 1, 2017 / 6:56 AM / 21 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 1 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  30/11/17 (Tbill)       3M   98.57/57   6.090/6.070    0.25
  22/02/18 (Tbill)       6M   97.18/19   6.200/6.170    0.48
  06.05 pct GOI 2019(FEB)1Y   99.68/72   6.285/6.255    1.42
  06.35 pct GOI 2020     2Y  100.04/05   6.326/6.321    2.34
  08.27 pct GOI 2020     3Y  104.70/73   6.382/6.370    2.77
  07.80 pct GOI 2021     4Y  104.33/35   6.431/6.425    3.61
  06.84 pct GOI 2022     5Y  101.57/60   6.482/6.475    5.30
  07.68 pct GOI 2023     6Y  105.49/51   6.595/6.591    6.29
  07.35 pct GOI 2024     7Y  103.59/60   6.682/6.680    6.81
  07.72 pct GOI 2025     8Y  105.64/66   6.768/6.765    7.73
  06.97 pct GOI 2026     9Y  101.88/90   6.689/6.686    9.01
  06.79 pct GOI 2027    10Y  102.15/16   6.486/6.485    9.71
  08.60 pct GOI 2028    11Y  111.76/80   7.021/7.016   10.75
  06.79 pct GOI 2029    12Y   99.77/78   6.816/6.815   12.32
  07.61 pct GOI 2030    13Y  105.10/20   6.995/6.983   12.69
  08.28 pct GOI 2032    14Y  110.45/65   7.110/7.089   14.46
  08.32 pct GOI 2032    15Y  111.00/08   7.110/7.102   14.92
  07.40 pct GOI 2035    19Y  103.22/24   7.081/7.079   18.02
  08.83 pct GOI 2041    24Y  117.75/95   7.262/7.247   24.28
  07.06 pct GOI 2046    30Y   99.31/35   7.116/7.112   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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