November 16, 2017 / 11:43 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 16 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 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   6.190/6.150    0.50
  06.05 pct GOI 2019(FEB)1Y   99.60/66   6.389/6.337    1.21
  06.35 pct GOI 2020     2Y   99.44/47   6.632/6.616    2.13
  08.27 pct GOI 2020     3Y  103.59/60   6.718/6.714    2.56
  08.20 pct GOI 2022     4Y  104.57/62   6.934/6.920    4.25
  06.84 pct GOI 2022     5Y   99.70/80   6.909/6.885    5.09
  07.68 pct GOI 2023     6Y  103.20/25   7.022/7.012    6.08
  07.35 pct GOI 2024     7Y  101.22/26   7.113/7.106    6.60
  07.72 pct GOI 2025     8Y  103.02/12   7.193/7.175    7.53
  08.15 pct GOI 2026     9Y  105.40/54   7.321/7.300    9.02
  06.79 pct GOI 2027    10Y   98.14/15   7.062/7.061    9.50
  08.60 pct GOI 2028    11Y  108.55/80   7.416/7.383   10.54
  06.79 pct GOI 2029    12Y   96.88/94   7.179/7.171   12.11
  07.61 pct GOI 2030    13Y  101.50/80   7.423/7.386   12.48
  06.68 pct GOI 2031    14Y   96.03/06   7.134/7.131   13.84
  08.32 pct GOI 2032    15Y  107.61/81   7.457/7.436   14.71
  07.40 pct GOI 2035    19Y   99.50/85   7.450/7.414   17.81
  08.83 pct GOI 2041    24Y  113.59/79   7.591/7.575   24.07
  07.06 pct GOI 2046    30Y   95.46/74   7.444/7.419   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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