September 27, 2017 / 11:43 AM / 21 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Sep 27 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  21/12/17 (Tbill)       3M   98.62/62   6.090/6.070    0.23
  22/03/18 (Tbill)       6M   97.10/12   6.220/6.190    0.49
  06.05 pct GOI 2019(FEB)1Y   99.72/75   6.262/6.239    1.35
  06.35 pct GOI 2020     2Y   99.79/83   6.445/6.426    2.26
  08.27 pct GOI 2020     3Y  104.38/39   6.468/6.464    2.70
  07.80 pct GOI 2021     4Y  103.87/88   6.555/6.552    3.54
  06.84 pct GOI 2022     5Y  100.72/73   6.671/6.669    5.23
  07.68 pct GOI 2023     6Y  104.37/40   6.803/6.797    6.22
  07.35 pct GOI 2024     7Y  102.42/47   6.892/6.883    6.74
  07.72 pct GOI 2025     8Y  104.36/39   6.973/6.968    7.66
  06.97 pct GOI 2026     9Y  100.30/35   6.924/6.916    8.94
  06.79 pct GOI 2027    10Y  100.85/86   6.667/6.666    9.63
  08.60 pct GOI 2028    11Y  110.65/83   7.154/7.131   10.68
  06.79 pct GOI 2029    12Y   98.65/66   6.954/6.953   12.25
  07.61 pct GOI 2030    13Y  103.65/88   7.164/7.137   12.62
  08.28 pct GOI 2032    14Y  109.90/20   7.164/7.133   14.38
  08.32 pct GOI 2032    15Y  110.25/35   7.184/7.174   14.85
  07.40 pct GOI 2035    19Y  102.28/74   7.172/7.127   17.95
  08.83 pct GOI 2041    24Y  116.65/90   7.347/7.327   24.21
  07.06 pct GOI 2046    30Y   97.15/20   7.297/7.293   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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