September 18, 2017 / 7:03 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 18 (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.
  ------------------   -----   ---------  -----------  ------
  14/12/17 (Tbill)       3M   98.58/59   6.110/6.090    0.24
  08/03/18 (Tbill)       6M   97.19/20   6.200/6.190    0.47
  06.05 pct GOI 2019(FEB)1Y   99.67/71   6.298/6.267    1.37
  06.35 pct GOI 2020     2Y   99.95/96   6.368/6.363    2.29
  08.27 pct GOI 2020     3Y  104.58/60   6.403/6.396    2.73
  07.80 pct GOI 2021     4Y  104.12/15   6.484/6.474    3.56
  06.84 pct GOI 2022     5Y  101.26/29   6.549/6.543    5.25
  07.68 pct GOI 2023     6Y  104.87/90   6.709/6.703    6.24
  07.35 pct GOI 2024     7Y  102.90/94   6.805/6.797    6.76
  07.72 pct GOI 2025     8Y  104.91/92   6.884/6.882    7.69
  06.97 pct GOI 2026     9Y  100.90/01   6.833/6.817    8.97
  06.79 pct GOI 2027    10Y  101.31/32   6.603/6.601    9.66
  08.60 pct GOI 2028    11Y  111.20/38   7.087/7.064   10.71
  06.79 pct GOI 2029    12Y   99.18/19   6.888/6.887   12.27
  07.61 pct GOI 2030    13Y  104.50/70   7.064/7.041   12.64
  08.28 pct GOI 2032    14Y  110.35/40   7.118/7.113   14.41
  08.32 pct GOI 2032    15Y  110.38/60   7.172/7.149   14.87
  07.40 pct GOI 2035    19Y  102.65/95   7.136/7.106   17.98
  08.83 pct GOI 2041    24Y  117.00/40   7.320/7.288   24.23
  07.06 pct GOI 2046    30Y   98.35/65   7.196/7.171   29.06

  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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