October 10, 2017 / 11:45 AM / 10 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Oct 10 (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.
  ------------------   -----   ---------  -----------  ------
  04/01/18 (Tbill)       3M   98.61/61   6.060/6.050    0.23
  05/04/18 (Tbill)       6M   97.11/12   6.180/6.150    0.49
  06.05 pct GOI 2019(FEB)1Y   99.75/79   6.243/6.211    1.31
  06.35 pct GOI 2020     2Y   99.83/84   6.427/6.422    2.23
  08.27 pct GOI 2020     3Y  104.31/33   6.475/6.467    2.66
  07.80 pct GOI 2021     4Y  103.85/87   6.551/6.545    3.50
  06.84 pct GOI 2022     5Y  100.62/65   6.694/6.687    5.19
  07.68 pct GOI 2023     6Y  104.32/38   6.809/6.797    6.18
  07.35 pct GOI 2024     7Y  102.43/47   6.888/6.881    6.70
  07.72 pct GOI 2025     8Y  104.33/37   6.976/6.969    7.63
  06.97 pct GOI 2026     9Y  100.06/14   6.959/6.947    8.91
  06.79 pct GOI 2027    10Y  100.34/35   6.740/6.739    9.60
  08.60 pct GOI 2028    11Y  109.98/10   7.237/7.222   10.64
  06.79 pct GOI 2029    12Y   98.12/13   7.020/7.019   12.21
  07.61 pct GOI 2030    13Y  103.15/20   7.223/7.218   12.58
  08.28 pct GOI 2032    14Y  109.04/39   7.254/7.217   14.35
  08.32 pct GOI 2032    15Y  109.72/12   7.238/7.196   14.81
  07.40 pct GOI 2035    19Y  101.38/83   7.260/7.215   17.91
  08.83 pct GOI 2041    24Y  115.75/90   7.418/7.405   24.17
  07.06 pct GOI 2046    30Y   96.50/90   7.353/7.319   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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