December 5, 2017 / 7:01 AM / in 6 months

TABLE-Thomson Reuters reference rates for India gilts

  Dec 5 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  01/03/18 (Tbill)       3M   98.59/60   6.130/6.100    0.24
  31/05/18 (Tbill)       6M   97.08/10   6.240/6.190    0.49
  06.05 pct GOI 2019(FEB)1Y   99.61/68   6.396/6.332    1.16
  06.35 pct GOI 2020     2Y   99.54/56   6.588/6.577    2.08
  08.27 pct GOI 2020     3Y  103.68/74   6.652/6.627    2.51
  08.20 pct GOI 2022     4Y  104.70/72   6.885/6.880    4.19
  06.84 pct GOI 2022     5Y   99.84/88   6.877/6.868    5.04
  07.68 pct GOI 2023     6Y  103.28/36   7.003/6.986    6.03
  07.35 pct GOI 2024     7Y  101.46/52   7.067/7.055    6.55
  07.72 pct GOI 2025     8Y  103.45/50   7.116/7.107    7.47
  08.15 pct GOI 2026     9Y  105.52/63   7.300/7.283    8.97
  06.79 pct GOI 2027    10Y   98.14/16   7.062/7.059    9.44
  08.60 pct GOI 2028    11Y  108.60/90   7.406/7.367   10.49
  06.79 pct GOI 2029    12Y   97.29/33   7.128/7.123   12.06
  07.61 pct GOI 2030    13Y  101.51/60   7.421/7.410   12.43
  06.68 pct GOI 2031    14Y   96.15/17   7.121/7.119   13.78
  08.32 pct GOI 2032    15Y  107.35/56   7.484/7.461   14.66
  07.40 pct GOI 2035    19Y   99.60/98   7.439/7.400   17.76
  08.83 pct GOI 2041    24Y  113.02/40   7.638/7.607   24.02
  07.06 pct GOI 2046    30Y   95.00/50   7.484/7.440   28.85

  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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