September 12, 2017 / 12:08 PM / 11 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 12 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1730 IST (1200 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  07/12/17 (Tbill)       3M   98.60/61   6.080/6.070    0.24
  08/03/18 (Tbill)       6M   97.11/11   6.180/6.170    0.49
  06.05 pct GOI 2019(FEB)1Y   99.68/73   6.288/6.250    1.39
  06.35 pct GOI 2020     2Y  100.00/02   6.344/6.335    2.31
  08.27 pct GOI 2020     3Y  104.64/67   6.390/6.378    2.74
  07.80 pct GOI 2021     4Y  104.25/28   6.448/6.439    3.58
  06.84 pct GOI 2022     5Y  101.40/43   6.519/6.512    5.27
  07.68 pct GOI 2023     6Y  105.21/25   6.645/6.638    6.26
  07.35 pct GOI 2024     7Y  103.32/33   6.729/6.727    6.78
  07.72 pct GOI 2025     8Y  105.31/34   6.819/6.815    7.70
  06.97 pct GOI 2026     9Y  101.28/33   6.777/6.770    8.98
  06.79 pct GOI 2027    10Y  101.64/65   6.557/6.555    9.68
  08.60 pct GOI 2028    11Y  111.50/57   7.051/7.042   10.72
  06.79 pct GOI 2029    12Y   99.46/47   6.854/6.853   12.29
  07.61 pct GOI 2030    13Y  104.78/05   7.032/7.000   12.66
  08.28 pct GOI 2032    14Y  110.40/48   7.114/7.106   14.43
  08.32 pct GOI 2032    15Y  110.90/04   7.119/7.105   14.89
  07.40 pct GOI 2035    19Y  102.85/15   7.116/7.087   17.99
  08.83 pct GOI 2041    24Y  117.35/80   7.293/7.258   24.25
  07.06 pct GOI 2046    30Y   98.86/97   7.153/7.144   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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