November 30, 2017 / 11:43 AM / 7 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 30 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  01/03/18 (Tbill)       3M   98.56/56   6.130/6.110    0.25
  31/05/18 (Tbill)       6M   97.05/07   6.230/6.180    0.50
  06.05 pct GOI 2019(FEB)1Y   99.60/65   6.404/6.358    1.17
  06.35 pct GOI 2020     2Y   99.51/55   6.603/6.582    2.09
  08.27 pct GOI 2020     3Y  103.68/70   6.655/6.647    2.53
  08.20 pct GOI 2022     4Y  104.65/68   6.900/6.892    4.21
  06.84 pct GOI 2022     5Y   99.76/78   6.896/6.891    5.05
  07.68 pct GOI 2023     6Y  103.22/25   7.015/7.009    6.04
  07.35 pct GOI 2024     7Y  101.42/48   7.074/7.063    6.56
  07.72 pct GOI 2025     8Y  103.35/39   7.134/7.127    7.49
  08.15 pct GOI 2026     9Y  105.53/60   7.299/7.288    8.98
  06.79 pct GOI 2027    10Y   98.14/17   7.062/7.058    9.46
  08.60 pct GOI 2028    11Y  108.75/84   7.387/7.375   10.51
  06.79 pct GOI 2029    12Y   97.30/32   7.127/7.124   12.07
  07.61 pct GOI 2030    13Y  101.50/70   7.422/7.398   12.44
  06.68 pct GOI 2031    14Y   96.22/24   7.113/7.110   13.80
  08.32 pct GOI 2032    15Y  107.56/71   7.461/7.445   14.67
  07.40 pct GOI 2035    19Y   99.60/70   7.439/7.429   17.78
  08.83 pct GOI 2041    24Y  113.24/66   7.620/7.585   24.03
  07.06 pct GOI 2046    30Y   95.00/35   7.484/7.453   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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