September 5, 2017 / 6:56 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 5 (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.
  ------------------   -----   ---------  -----------  ------
  30/11/17 (Tbill)       3M   98.60/60   6.090/6.080    0.24
  22/02/18 (Tbill)       6M   97.21/23   6.200/6.150    0.46
  06.05 pct GOI 2019(FEB)1Y   99.68/71   6.286/6.263    1.41
  06.35 pct GOI 2020     2Y  100.01/02   6.340/6.335    2.33
  08.27 pct GOI 2020     3Y  104.65/67   6.398/6.390    2.76
  07.80 pct GOI 2021     4Y  104.25/30   6.454/6.439    3.60
  06.84 pct GOI 2022     5Y  101.50/55   6.497/6.486    5.29
  07.68 pct GOI 2023     6Y  105.34/37   6.623/6.617    6.28
  07.35 pct GOI 2024     7Y  103.44/46   6.709/6.705    6.80
  07.72 pct GOI 2025     8Y  105.45/49   6.798/6.792    7.72
  06.97 pct GOI 2026     9Y  101.72/75   6.712/6.708    9.00
  06.79 pct GOI 2027    10Y  102.04/06   6.501/6.498    9.69
  08.60 pct GOI 2028    11Y  111.70/75   7.028/7.021   10.74
  06.79 pct GOI 2029    12Y   99.73/74   6.821/6.820   12.31
  07.61 pct GOI 2030    13Y  104.90/20   7.018/6.983   12.68
  08.28 pct GOI 2032    14Y  110.00/38   7.157/7.117   14.44
  08.32 pct GOI 2032    15Y  110.75/05   7.136/7.105   14.91
  07.40 pct GOI 2035    19Y  102.83/21   7.119/7.082   18.01
  08.83 pct GOI 2041    24Y  117.60/75   7.273/7.262   24.27
  07.06 pct GOI 2046    30Y   99.05/20   7.137/7.125   29.10

  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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