October 9, 2017 / 11:43 AM / 11 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 9 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  04/01/18 (Tbill)       3M   98.59/60   6.070/6.050    0.24
  05/04/18 (Tbill)       6M   97.09/10   6.180/6.150    0.49
  06.05 pct GOI 2019(FEB)1Y   99.73/78   6.259/6.219    1.31
  06.35 pct GOI 2020     2Y   99.80/82   6.442/6.432    2.23
  08.27 pct GOI 2020     3Y  104.29/32   6.484/6.472    2.67
  07.80 pct GOI 2021     4Y  103.79/81   6.571/6.565    3.51
  06.84 pct GOI 2022     5Y  100.49/52   6.723/6.717    5.19
  07.68 pct GOI 2023     6Y  104.18/22   6.836/6.829    6.18
  07.35 pct GOI 2024     7Y  102.26/34   6.920/6.905    6.70
  07.72 pct GOI 2025     8Y  104.16/20   7.004/6.998    7.63
  06.97 pct GOI 2026     9Y   99.87/92   6.989/6.981    8.91
  06.79 pct GOI 2027    10Y  100.07/09   6.779/6.776    9.60
  08.60 pct GOI 2028    11Y  110.01/40   7.233/7.183   10.65
  06.79 pct GOI 2029    12Y   97.75/76   7.066/7.065   12.21
  07.61 pct GOI 2030    13Y  102.85/09   7.260/7.231   12.58
  08.28 pct GOI 2032    14Y  108.96/31   7.262/7.225   14.35
  08.32 pct GOI 2032    15Y  109.64/04   7.246/7.204   14.81
  07.40 pct GOI 2035    19Y  101.30/75   7.268/7.223   17.92
  08.83 pct GOI 2041    24Y  115.79/19   7.414/7.383   24.18
  07.06 pct GOI 2046    30Y   96.55/00   7.349/7.311   29.00

  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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