September 6, 2017 / 11:39 AM / 20 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 6 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  30/11/17 (Tbill)       3M   98.62/62   6.090/6.070    0.23
  22/02/18 (Tbill)       6M   97.23/24   6.200/6.160    0.46
  06.05 pct GOI 2019(FEB)1Y   99.68/75   6.286/6.233    1.41
  06.35 pct GOI 2020     2Y  100.00/02   6.345/6.335    2.32
  08.27 pct GOI 2020     3Y  104.67/68   6.388/6.384    2.76
  07.80 pct GOI 2021     4Y  104.28/30   6.444/6.438    3.60
  06.84 pct GOI 2022     5Y  101.45/49   6.508/6.499    5.29
  07.68 pct GOI 2023     6Y  105.35/38   6.621/6.615    6.28
  07.35 pct GOI 2024     7Y  103.39/43   6.717/6.710    6.79
  07.72 pct GOI 2025     8Y  105.44/46   6.800/6.796    7.72
  06.97 pct GOI 2026     9Y  101.62/67   6.727/6.720    9.00
  06.79 pct GOI 2027    10Y  102.01/03   6.505/6.503    9.69
  08.60 pct GOI 2028    11Y  111.68/75   7.030/7.021   10.74
  06.79 pct GOI 2029    12Y   99.75/76   6.819/6.818   12.31
  07.61 pct GOI 2030    13Y  105.17/35   6.987/6.966   12.68
  08.28 pct GOI 2032    14Y  110.05/48   7.152/7.107   14.44
  08.32 pct GOI 2032    15Y  110.98/14   7.112/7.096   14.91
  07.40 pct GOI 2035    19Y  103.00/15   7.102/7.088   18.01
  08.83 pct GOI 2041    24Y  117.70/03   7.266/7.240   24.27
  07.06 pct GOI 2046    30Y   99.10/23   7.133/7.122   29.09

  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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