September 26, 2017 / 11:38 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 26 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  21/12/17 (Tbill)       3M   98.60/61   6.100/6.070    0.24
  22/03/18 (Tbill)       6M   97.08/10   6.230/6.190    0.49
  06.05 pct GOI 2019(FEB)1Y   99.72/76   6.262/6.231    1.35
  06.35 pct GOI 2020     2Y   99.78/80   6.450/6.440    2.27
  08.27 pct GOI 2020     3Y  104.35/40   6.481/6.462    2.70
  07.80 pct GOI 2021     4Y  103.84/86   6.565/6.559    3.54
  06.84 pct GOI 2022     5Y  100.65/68   6.687/6.681    5.23
  07.68 pct GOI 2023     6Y  104.37/41   6.803/6.795    6.22
  07.35 pct GOI 2024     7Y  102.42/46   6.892/6.885    6.74
  07.72 pct GOI 2025     8Y  104.37/40   6.972/6.967    7.66
  06.97 pct GOI 2026     9Y  100.30/34   6.924/6.918    8.94
  06.79 pct GOI 2027    10Y  100.83/85   6.670/6.667    9.64
  08.60 pct GOI 2028    11Y  110.70/78   7.148/7.138   10.68
  06.79 pct GOI 2029    12Y   98.62/63   6.957/6.956   12.25
  07.61 pct GOI 2030    13Y  103.85/96   7.141/7.128   12.62
  08.28 pct GOI 2032    14Y  110.00/30   7.154/7.122   14.39
  08.32 pct GOI 2032    15Y  110.00/30   7.210/7.179   14.85
  07.40 pct GOI 2035    19Y  102.45/75   7.155/7.126   17.95
  08.83 pct GOI 2041    24Y  116.60/85   7.351/7.331   24.21
  07.06 pct GOI 2046    30Y   97.20/49   7.293/7.268   29.04

  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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