November 23, 2017 / 6:56 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 23 (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.
  ------------------   -----   ---------  -----------  ------
  22/02/18 (Tbill)       3M   98.51/52   6.120/6.100    0.25
  24/05/18 (Tbill)       6M   97.02/03   6.200/6.170    0.50
  06.05 pct GOI 2019(FEB)1Y   99.61/62   6.386/6.377    1.19
  06.35 pct GOI 2020     2Y   99.48/53   6.614/6.588    2.11
  08.27 pct GOI 2020     3Y  103.55/65   6.725/6.682    2.54
  08.20 pct GOI 2022     4Y  104.64/69   6.910/6.897    4.23
  06.84 pct GOI 2022     5Y   99.72/80   6.905/6.886    5.07
  07.68 pct GOI 2023     6Y  103.29/33   7.003/6.995    6.06
  07.35 pct GOI 2024     7Y  101.35/45   7.088/7.069    6.58
  07.72 pct GOI 2025     8Y  103.26/30   7.151/7.144    7.51
  08.15 pct GOI 2026     9Y  105.30/42   7.335/7.317    9.00
  06.79 pct GOI 2027    10Y   98.47/49   7.013/7.010    9.48
  08.60 pct GOI 2028    11Y  108.60/75   7.408/7.389   10.53
  06.79 pct GOI 2029    12Y   97.28/34   7.128/7.121   12.09
  07.61 pct GOI 2030    13Y  101.33/65   7.444/7.404   12.46
  06.68 pct GOI 2031    14Y   96.23/26   7.111/7.107   13.82
  08.32 pct GOI 2032    15Y  107.44/63   7.475/7.455   14.69
  07.40 pct GOI 2035    19Y   99.25/72   7.475/7.427   17.79
  08.83 pct GOI 2041    24Y  113.50/85   7.599/7.570   24.05
  07.06 pct GOI 2046    30Y   95.20/70   7.466/7.423   28.88

  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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