November 30, 2017 / 6:58 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 30 (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.
  ------------------   -----   ---------  -----------  ------
  01/03/18 (Tbill)       3M   98.56/56   6.130/6.120    0.25
  31/05/18 (Tbill)       6M   97.04/07   6.250/6.190    0.50
  06.05 pct GOI 2019(FEB)1Y   99.60/65   6.404/6.358    1.17
  06.35 pct GOI 2020     2Y   99.54/57   6.587/6.571    2.09
  08.27 pct GOI 2020     3Y  103.68/73   6.655/6.634    2.53
  08.20 pct GOI 2022     4Y  104.62/73   6.909/6.879    4.21
  06.84 pct GOI 2022     5Y   99.78/80   6.891/6.887    5.05
  07.68 pct GOI 2023     6Y  103.32/37   6.995/6.985    6.04
  07.35 pct GOI 2024     7Y  101.52/55   7.055/7.049    6.56
  07.72 pct GOI 2025     8Y  103.38/45   7.128/7.116    7.49
  08.15 pct GOI 2026     9Y  105.48/64   7.306/7.282    8.98
  06.79 pct GOI 2027    10Y   98.21/23   7.052/7.049    9.46
  08.60 pct GOI 2028    11Y  108.70/85   7.394/7.374   10.51
  06.79 pct GOI 2029    12Y   97.31/35   7.125/7.120   12.07
  07.61 pct GOI 2030    13Y  101.60/95   7.410/7.367   12.44
  06.68 pct GOI 2031    14Y   96.30/32   7.103/7.101   13.80
  08.32 pct GOI 2032    15Y  107.61/76   7.456/7.440   14.67
  07.40 pct GOI 2035    19Y   99.38/75   7.462/7.424   17.78
  08.83 pct GOI 2041    24Y  113.29/71   7.616/7.581   24.03
  07.06 pct GOI 2046    30Y   95.05/43   7.480/7.446   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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