September 22, 2017 / 11:40 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 22 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  21/12/17 (Tbill)       3M   98.57/57   6.100/6.090    0.25
  22/03/18 (Tbill)       6M   97.05/07   6.230/6.200    0.50
  06.05 pct GOI 2019(FEB)1Y   99.68/70   6.293/6.277    1.36
  06.35 pct GOI 2020     2Y   99.84/85   6.421/6.416    2.28
  08.27 pct GOI 2020     3Y  104.37/40   6.477/6.465    2.71
  07.80 pct GOI 2021     4Y  103.85/90   6.563/6.548    3.55
  06.84 pct GOI 2022     5Y  100.75/77   6.665/6.660    5.24
  07.68 pct GOI 2023     6Y  104.46/50   6.786/6.778    6.23
  07.35 pct GOI 2024     7Y  102.50/54   6.877/6.870    6.75
  07.72 pct GOI 2025     8Y  104.43/46   6.962/6.957    7.68
  06.97 pct GOI 2026     9Y  100.24/40   6.933/6.909    8.96
  06.79 pct GOI 2027    10Y  100.85/88   6.668/6.663    9.65
  08.60 pct GOI 2028    11Y  110.88/98   7.126/7.113   10.69
  06.79 pct GOI 2029    12Y   98.69/71   6.949/6.946   12.26
  07.61 pct GOI 2030    13Y  103.85/13   7.141/7.108   12.63
  08.28 pct GOI 2032    14Y  109.80/10   7.175/7.144   14.40
  08.32 pct GOI 2032    15Y  110.00/35   7.210/7.174   14.86
  07.40 pct GOI 2035    19Y  102.20/70   7.180/7.130   17.96
  08.83 pct GOI 2041    24Y  116.85/10   7.331/7.312   24.22
  07.06 pct GOI 2046    30Y   97.34/55   7.281/7.263   29.05

  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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