September 11, 2017 / 11:42 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 11 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  07/12/17 (Tbill)       3M   98.59/59   6.080/6.070    0.24
  08/03/18 (Tbill)       6M   97.09/10   6.190/6.170    0.49
  06.05 pct GOI 2019(FEB)1Y   99.70/75   6.273/6.235    1.39
  06.35 pct GOI 2020     2Y  100.00/01   6.344/6.340    2.31
  08.27 pct GOI 2020     3Y  104.64/65   6.392/6.388    2.74
  07.80 pct GOI 2021     4Y  104.25/28   6.449/6.440    3.58
  06.84 pct GOI 2022     5Y  101.41/43   6.516/6.512    5.27
  07.68 pct GOI 2023     6Y  105.20/22   6.648/6.644    6.26
  07.35 pct GOI 2024     7Y  103.30/32   6.733/6.729    6.78
  07.72 pct GOI 2025     8Y  105.29/30   6.823/6.821    7.71
  06.97 pct GOI 2026     9Y  101.26/35   6.780/6.767    8.99
  06.79 pct GOI 2027    10Y  101.60/61   6.562/6.561    9.68
  08.60 pct GOI 2028    11Y  111.57/60   7.042/7.038   10.73
  06.79 pct GOI 2029    12Y   99.42/43   6.859/6.858   12.29
  07.61 pct GOI 2030    13Y  104.87/04   7.021/7.002   12.66
  08.28 pct GOI 2032    14Y  110.44/48   7.110/7.106   14.43
  08.32 pct GOI 2032    15Y  110.70/15   7.140/7.094   14.89
  07.40 pct GOI 2035    19Y  102.90/00   7.112/7.102   17.99
  08.83 pct GOI 2041    24Y  117.60/88   7.273/7.251   24.25
  07.06 pct GOI 2046    30Y   98.81/00   7.157/7.141   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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