November 16, 2017 / 6:58 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 16 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/02/18 (Tbill)       3M   98.51/52   6.130/6.090    0.25
  17/05/18 (Tbill)       6M   97.02/04   6.200/6.150    0.50
  06.05 pct GOI 2019(FEB)1Y   99.61/65   6.380/6.345    1.21
  06.35 pct GOI 2020     2Y   99.45/52   6.627/6.591    2.13
  08.27 pct GOI 2020     3Y  103.65/69   6.692/6.675    2.56
  08.20 pct GOI 2022     4Y  104.68/70   6.904/6.899    4.25
  06.84 pct GOI 2022     5Y   99.81/86   6.883/6.871    5.09
  07.68 pct GOI 2023     6Y  103.26/34   7.010/6.994    6.08
  07.35 pct GOI 2024     7Y  101.31/35   7.096/7.088    6.60
  07.72 pct GOI 2025     8Y  103.17/20   7.167/7.162    7.53
  08.15 pct GOI 2026     9Y  105.81/85   7.260/7.254    9.02
  06.79 pct GOI 2027    10Y   98.21/23   7.052/7.049    9.50
  08.60 pct GOI 2028    11Y  108.70/04   7.396/7.352   10.54
  06.79 pct GOI 2029    12Y   97.03/08   7.160/7.153   12.11
  07.61 pct GOI 2030    13Y  101.80/92   7.386/7.372   12.48
  06.68 pct GOI 2031    14Y   96.19/21   7.115/7.113   13.84
  08.32 pct GOI 2032    15Y  107.76/96   7.441/7.420   14.71
  07.40 pct GOI 2035    19Y   99.83/23   7.416/7.375   17.81
  08.83 pct GOI 2041    24Y  113.76/96   7.577/7.561   24.07
  07.06 pct GOI 2046    30Y   95.63/91   7.429/7.404   28.90

  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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