September 11, 2017 / 7:01 AM / 15 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 11 (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.
  ------------------   -----   ---------  -----------  ------
  07/12/17 (Tbill)       3M   98.59/59   6.090/6.060    0.24
  08/03/18 (Tbill)       6M   97.09/10   6.190/6.160    0.49
  06.05 pct GOI 2019(FEB)1Y   99.70/75   6.273/6.235    1.39
  06.35 pct GOI 2020     2Y  100.00/02   6.344/6.335    2.31
  08.27 pct GOI 2020     3Y  104.62/66   6.399/6.384    2.74
  07.80 pct GOI 2021     4Y  104.25/28   6.449/6.440    3.58
  06.84 pct GOI 2022     5Y  101.40/44   6.519/6.510    5.27
  07.68 pct GOI 2023     6Y  105.21/23   6.646/6.642    6.26
  07.35 pct GOI 2024     7Y  103.31/34   6.731/6.726    6.78
  07.72 pct GOI 2025     8Y  105.34/37   6.815/6.810    7.71
  06.97 pct GOI 2026     9Y  101.33/46   6.770/6.750    8.99
  06.79 pct GOI 2027    10Y  101.69/70   6.550/6.548    9.68
  08.60 pct GOI 2028    11Y  111.58/70   7.041/7.026   10.73
  06.79 pct GOI 2029    12Y   99.46/49   6.854/6.850   12.29
  07.61 pct GOI 2030    13Y  104.86/05   7.023/7.000   12.66
  08.28 pct GOI 2032    14Y  110.40/62   7.114/7.091   14.43
  08.32 pct GOI 2032    15Y  110.70/15   7.140/7.094   14.89
  07.40 pct GOI 2035    19Y  102.67/17   7.134/7.085   17.99
  08.83 pct GOI 2041    24Y  117.45/84   7.285/7.254   24.25
  07.06 pct GOI 2046    30Y   98.75/09   7.162/7.134   29.08

  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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