October 3, 2017 / 6:58 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 3 (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.
  ------------------   -----   ---------  -----------  ------
  28/12/17 (Tbill)       3M   98.59/60   6.130/6.090    0.24
  22/03/18 (Tbill)       6M   97.21/23   6.190/6.150    0.47
  06.05 pct GOI 2019(FEB)1Y   99.69/77   6.289/6.225    1.33
  06.35 pct GOI 2020     2Y   99.85/92   6.417/6.383    2.25
  08.27 pct GOI 2020     3Y  104.41/53   6.446/6.398    2.68
  07.80 pct GOI 2021     4Y  103.91/95   6.538/6.525    3.52
  06.84 pct GOI 2022     5Y  100.81/90   6.650/6.630    5.21
  07.68 pct GOI 2023     6Y  104.50/67   6.776/6.743    6.20
  07.35 pct GOI 2024     7Y  102.64/70   6.850/6.839    6.72
  07.72 pct GOI 2025     8Y  104.62/65   6.929/6.924    7.64
  06.97 pct GOI 2026     9Y  100.56/76   6.884/6.854    8.93
  06.79 pct GOI 2027    10Y  101.02/03   6.643/6.642    9.62
  08.60 pct GOI 2028    11Y  110.60/90   7.159/7.121   10.66
  06.79 pct GOI 2029    12Y   98.94/96   6.918/6.916   12.23
  07.61 pct GOI 2030    13Y  103.90/00   7.134/7.122   12.60
  08.28 pct GOI 2032    14Y  109.73/15   7.181/7.137   14.37
  08.32 pct GOI 2032    15Y  110.35/57   7.173/7.150   14.83
  07.40 pct GOI 2035    19Y  102.25/75   7.174/7.125   17.93
  08.83 pct GOI 2041    24Y  116.70/89   7.342/7.327   24.19
  07.06 pct GOI 2046    30Y   97.43/60   7.274/7.259   29.02

  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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