November 29, 2017 / 6:56 AM / 7 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 29 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/02/18 (Tbill)       3M   98.61/62   6.120/6.090    0.23
  24/05/18 (Tbill)       6M   97.10/13   6.220/6.160    0.49
  06.05 pct GOI 2019(FEB)1Y   99.60/65   6.400/6.355    1.18
  06.35 pct GOI 2020     2Y   99.55/57   6.580/6.570    2.09
  08.27 pct GOI 2020     3Y  103.70/75   6.653/6.631    2.53
  08.20 pct GOI 2022     4Y  104.70/72   6.890/6.884    4.21
  06.84 pct GOI 2022     5Y   99.82/84   6.881/6.877    5.06
  07.68 pct GOI 2023     6Y  103.34/42   6.992/6.976    6.04
  07.35 pct GOI 2024     7Y  101.56/62   7.048/7.036    6.56
  07.72 pct GOI 2025     8Y  103.48/55   7.112/7.100    7.49
  08.15 pct GOI 2026     9Y  105.60/67   7.289/7.279    8.99
  06.79 pct GOI 2027    10Y   98.41/42   7.022/7.021    9.46
  08.60 pct GOI 2028    11Y  108.75/98   7.388/7.358   10.51
  06.79 pct GOI 2029    12Y   97.44/45   7.109/7.107   12.08
  07.61 pct GOI 2030    13Y  101.70/95   7.398/7.367   12.44
  06.68 pct GOI 2031    14Y   96.54/56   7.075/7.072   13.80
  08.32 pct GOI 2032    15Y  107.78/88   7.438/7.427   14.68
  07.40 pct GOI 2035    19Y   99.56/04   7.443/7.394   17.78
  08.83 pct GOI 2041    24Y  113.50/85   7.599/7.570   24.04
  07.06 pct GOI 2046    30Y   95.25/65   7.462/7.427   28.86

  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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