November 24, 2017 / 6:58 AM / in 24 days

TABLE-Thomson Reuters reference rates for India gilts

  Nov 24 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/02/18 (Tbill)       3M   98.56/57   6.110/6.090    0.24
  24/05/18 (Tbill)       6M   97.07/07   6.200/6.180    0.50
  06.05 pct GOI 2019(FEB)1Y   99.61/65   6.388/6.353    1.19
  06.35 pct GOI 2020     2Y   99.51/53   6.600/6.589    2.11
  08.27 pct GOI 2020     3Y  103.60/65   6.700/6.678    2.54
  08.20 pct GOI 2022     4Y  104.65/73   6.905/6.884    4.23
  06.84 pct GOI 2022     5Y   99.74/80   6.900/6.886    5.07
  07.68 pct GOI 2023     6Y  103.33/36   6.994/6.988    6.06
  07.35 pct GOI 2024     7Y  101.44/47   7.071/7.065    6.58
  07.72 pct GOI 2025     8Y  103.33/36   7.138/7.133    7.50
  08.15 pct GOI 2026     9Y  105.25/45   7.342/7.312    9.00
  06.79 pct GOI 2027    10Y   98.43/44   7.019/7.018    9.48
  08.60 pct GOI 2028    11Y  108.60/90   7.408/7.369   10.52
  06.79 pct GOI 2029    12Y   97.42/47   7.111/7.104   12.09
  07.61 pct GOI 2030    13Y  101.60/70   7.410/7.398   12.46
  06.68 pct GOI 2031    14Y   96.26/27   7.108/7.106   13.81
  08.32 pct GOI 2032    15Y  107.32/51   7.488/7.467   14.69
  07.40 pct GOI 2035    19Y   99.80/15   7.419/7.383   17.79
  08.83 pct GOI 2041    24Y  113.39/74   7.608/7.579   24.05
  07.06 pct GOI 2046    30Y   95.11/56   7.474/7.435   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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