September 18, 2017 / 11:43 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 18 (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.
  ------------------   -----   ---------  -----------  ------
  14/12/17 (Tbill)       3M   98.59/59   6.090/6.070    0.24
  08/03/18 (Tbill)       6M   97.19/20   6.200/6.190    0.47
  06.05 pct GOI 2019(FEB 1Y   99.68/71   6.291/6.267    1.37
  06.35 pct GOI 2020     2Y   99.95/96   6.368/6.363    2.29
  08.27 pct GOI 2020     3Y  104.55/56   6.415/6.411    2.73
  07.80 pct GOI 2021     4Y  104.10/13   6.490/6.481    3.56
  06.84 pct GOI 2022     5Y  101.22/27   6.558/6.547    5.25
  07.68 pct GOI 2023     6Y  104.82/89   6.718/6.705    6.24
  07.35 pct GOI 2024     7Y  102.87/90   6.810/6.805    6.76
  07.72 pct GOI 2025     8Y  104.86/88   6.892/6.889    7.69
  06.97 pct GOI 2026     9Y  100.80/88   6.848/6.837    8.97
  06.79 pct GOI 2027    10Y  101.25/26   6.611/6.610    9.66
  08.60 pct GOI 2028    11Y  111.15/19   7.093/7.088   10.71
  06.79 pct GOI 2029    12Y   99.05/06   6.904/6.903   12.27
  07.61 pct GOI 2030    13Y  104.41/57   7.075/7.056   12.64
  08.28 pct GOI 2032    14Y  110.25/30   7.129/7.124   14.41
  08.32 pct GOI 2032    15Y  110.38/60   7.172/7.149   14.87
  07.40 pct GOI 2035    19Y  102.70/95   7.131/7.106   17.98
  08.83 pct GOI 2041    24Y  117.00/38   7.320/7.290   24.23
  07.06 pct GOI 2046    30Y   98.25/55   7.204/7.179   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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