November 13, 2017 / 11:49 AM / 7 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 13 (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.
  ------------------   -----   ---------  -----------  ------
  08/02/18 (Tbill)       3M   98.58/59   6.100/6.090    0.24
  10/05/18 (Tbill)       6M   97.09/10   6.190/6.150    0.49
  06.05 pct GOI 2019(FEB)1Y   99.65/70   6.343/6.300    1.22
  06.35 pct GOI 2020     2Y   99.64/66   6.528/6.518    2.14
  08.27 pct GOI 2020     3Y  103.86/87   6.609/6.604    2.57
  08.20 pct GOI 2022     4Y  105.03/08   6.813/6.800    4.26
  06.84 pct GOI 2022     5Y  100.12/15   6.810/6.803    5.10
  07.68 pct GOI 2023     6Y  103.68/72   6.927/6.919    6.09
  07.35 pct GOI 2024     7Y  101.80/85   7.003/6.994    6.61
  07.72 pct GOI 2025     8Y  103.68/72   7.080/7.074    7.53
  08.15 pct GOI 2026     9Y  106.16/22   7.209/7.201    9.03
  06.79 pct GOI 2027    10Y   98.74/75   6.973/6.972    9.51
  08.60 pct GOI 2028    11Y  109.31/45   7.317/7.299   10.55
  06.79 pct GOI 2029    12Y   97.22/24   7.135/7.133   12.12
  07.61 pct GOI 2030    13Y  102.22/30   7.335/7.326   12.49
  06.68 pct GOI 2031    14Y   96.54/55   7.074/7.073   13.84
  08.32 pct GOI 2032    15Y  108.20/33   7.394/7.380   14.72
  07.40 pct GOI 2035    19Y  100.37/69   7.361/7.328   17.82
  08.83 pct GOI 2041    24Y  114.27/66   7.536/7.504   24.08
  07.06 pct GOI 2046    30Y   96.15/44   7.383/7.358   28.91

  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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