November 24, 2017 / 11:43 AM / 7 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 24 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/02/18 (Tbill)       3M   98.56/56   6.120/6.110    0.24
  24/05/18 (Tbill)       6M   97.07/08   6.200/6.170    0.50
  06.05 pct GOI 2019(FEB)1Y   99.61/64   6.388/6.362    1.19
  06.35 pct GOI 2020     2Y   99.52/54   6.595/6.584    2.11
  08.27 pct GOI 2020     3Y  103.67/75   6.670/6.636    2.54
  08.20 pct GOI 2022     4Y  104.70/80   6.892/6.865    4.23
  06.84 pct GOI 2022     5Y   99.83/85   6.879/6.874    5.07
  07.68 pct GOI 2023     6Y  103.39/43   6.982/6.974    6.06
  07.35 pct GOI 2024     7Y  101.53/55   7.054/7.050    6.58
  07.72 pct GOI 2025     8Y  103.43/46   7.121/7.116    7.50
  08.15 pct GOI 2026     9Y  105.52/64   7.302/7.284    9.00
  06.79 pct GOI 2027    10Y   98.55/56   7.002/7.000    9.48
  08.60 pct GOI 2028    11Y  108.95/05   7.362/7.349   10.52
  06.79 pct GOI 2029    12Y   97.62/68   7.085/7.078   12.09
  07.61 pct GOI 2030    13Y  101.78/87   7.388/7.377   12.46
  06.68 pct GOI 2031    14Y   96.56/60   7.072/7.068   13.81
  08.32 pct GOI 2032    15Y  107.90/00   7.425/7.415   14.69
  07.40 pct GOI 2035    19Y   99.80/10   7.419/7.388   17.79
  08.83 pct GOI 2041    24Y  113.74/95   7.579/7.562   24.05
  07.06 pct GOI 2046    30Y   95.26/73   7.461/7.420   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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