September 19, 2017 / 6:55 AM / in a month

TABLE-Thomson Reuters reference rates for India gilts

  Sep 19 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  14/12/17 (Tbill)       3M   98.60/61   6.090/6.070    0.24
  08/03/18 (Tbill)       6M   97.21/22   6.190/6.180    0.47
  06.05 pct GOI 2019(FEB)1Y   99.68/71   6.291/6.268    1.37
  06.35 pct GOI 2020     2Y   99.94/95   6.373/6.368    2.29
  08.27 pct GOI 2020     3Y  104.56/57   6.410/6.406    2.72
  07.80 pct GOI 2021     4Y  104.11/13   6.486/6.480    3.56
  06.84 pct GOI 2022     5Y  101.24/26   6.554/6.549    5.25
  07.68 pct GOI 2023     6Y  104.84/90   6.714/6.703    6.24
  07.35 pct GOI 2024     7Y  102.90/92   6.805/6.801    6.76
  07.72 pct GOI 2025     8Y  104.87/90   6.890/6.885    7.68
  06.97 pct GOI 2026     9Y  100.89/99   6.835/6.820    8.96
  06.79 pct GOI 2027    10Y  101.28/29   6.607/6.606    9.66
  08.60 pct GOI 2028    11Y  111.12/25   7.097/7.080   10.70
  06.79 pct GOI 2029    12Y   99.06/07   6.903/6.902   12.27
  07.61 pct GOI 2030    13Y  104.40/59   7.076/7.054   12.64
  08.28 pct GOI 2032    14Y  110.30/35   7.123/7.118   14.41
  08.32 pct GOI 2032    15Y  110.38/60   7.172/7.149   14.87
  07.40 pct GOI 2035    19Y  102.75/90   7.126/7.111   17.97
  08.83 pct GOI 2041    24Y  117.00/38   7.320/7.290   24.23
  07.06 pct GOI 2046    30Y   98.00/40   7.225/7.192   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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