September 14, 2017 / 6:58 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 14 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  14/12/17 (Tbill)       3M   98.52/53   6.100/6.060    0.25
  08/03/18 (Tbill)       6M   97.13/14   6.200/6.180    0.48
  06.05 pct GOI 2019(FEB)1Y   99.66/73   6.305/6.251    1.38
  06.35 pct GOI 2020     2Y   99.96/98   6.363/6.354    2.30
  08.27 pct GOI 2020     3Y  104.60/63   6.402/6.391    2.74
  07.80 pct GOI 2021     4Y  104.20/22   6.462/6.456    3.58
  06.84 pct GOI 2022     5Y  101.32/42   6.536/6.514    5.26
  07.68 pct GOI 2023     6Y  105.08/12   6.670/6.662    6.25
  07.35 pct GOI 2024     7Y  103.12/18   6.765/6.754    6.77
  07.72 pct GOI 2025     8Y  105.16/20   6.844/6.837    7.70
  06.97 pct GOI 2026     9Y  101.13/18   6.799/6.792    8.98
  06.79 pct GOI 2027    10Y  101.41/42   6.589/6.587    9.67
  08.60 pct GOI 2028    11Y  111.50/54   7.050/7.045   10.72
  06.79 pct GOI 2029    12Y   99.36/37   6.866/6.865   12.28
  07.61 pct GOI 2030    13Y  104.75/85   7.035/7.023   12.65
  08.28 pct GOI 2032    14Y  110.30/48   7.124/7.105   14.42
  08.32 pct GOI 2032    15Y  110.55/79   7.155/7.130   14.88
  07.40 pct GOI 2035    19Y  102.80/00   7.121/7.102   17.99
  08.83 pct GOI 2041    24Y  117.26/70   7.299/7.265   24.24
  07.06 pct GOI 2046    30Y   98.70/90   7.166/7.150   29.07

  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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