November 29, 2017 / 11:42 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 29 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/02/18 (Tbill)       3M   98.61/62   6.130/6.100    0.23
  24/05/18 (Tbill)       6M   97.10/12   6.220/6.180    0.49
  06.05 pct GOI 2019(FEB)1Y   99.60/65   6.400/6.355    1.18
  06.35 pct GOI 2020     2Y   99.56/57   6.575/6.570    2.09
  08.27 pct GOI 2020     3Y  103.73/77   6.640/6.623    2.53
  08.20 pct GOI 2022     4Y  104.68/74   6.895/6.879    4.21
  06.84 pct GOI 2022     5Y   99.83/88   6.879/6.867    5.06
  07.68 pct GOI 2023     6Y  103.37/40   6.986/6.980    6.04
  07.35 pct GOI 2024     7Y  101.60/61   7.040/7.038    6.56
  07.72 pct GOI 2025     8Y  103.48/54   7.112/7.102    7.49
  08.15 pct GOI 2026     9Y  105.60/66   7.289/7.280    8.99
  06.79 pct GOI 2027    10Y   98.39/40   7.025/7.024    9.46
  08.60 pct GOI 2028    11Y  108.85/98   7.375/7.358   10.51
  06.79 pct GOI 2029    12Y   97.48/51   7.103/7.100   12.08
  07.61 pct GOI 2030    13Y  101.72/85   7.395/7.379   12.44
  06.68 pct GOI 2031    14Y   96.59/60   7.069/7.068   13.80
  08.32 pct GOI 2032    15Y  107.73/92   7.443/7.423   14.68
  07.40 pct GOI 2035    19Y   99.60/83   7.439/7.416   17.78
  08.83 pct GOI 2041    24Y  113.49/91   7.600/7.565   24.04
  07.06 pct GOI 2046    30Y   95.30/75   7.458/7.418   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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