December 6, 2017 / 11:44 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 6 (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.
  ------------------   -----   ---------  -----------  ------
  01/03/18 (Tbill)       3M   98.61/61   6.120/6.110    0.24
  31/05/18 (Tbill)       6M   97.10/11   6.240/6.210    0.49
  06.05 pct GOI 2019(FEB)1Y   99.69/74   6.324/6.278    1.16
  06.35 pct GOI 2020     2Y   99.58/62   6.567/6.546    2.07
  08.27 pct GOI 2020     3Y  103.75/77   6.621/6.612    2.51
  08.20 pct GOI 2022     4Y  104.68/75   6.890/6.871    4.19
  06.84 pct GOI 2022     5Y   99.86/91   6.872/6.861    5.04
  07.68 pct GOI 2023     6Y  103.38/44   6.982/6.970    6.03
  07.35 pct GOI 2024     7Y  101.59/60   7.042/7.040    6.54
  07.72 pct GOI 2025     8Y  103.60/62   7.090/7.087    7.47
  08.15 pct GOI 2026     9Y  105.65/70   7.280/7.273    8.97
  06.79 pct GOI 2027    10Y   98.33/35   7.034/7.031    9.44
  08.60 pct GOI 2028    11Y  108.90/95   7.367/7.360   10.49
  06.79 pct GOI 2029    12Y   97.51/58   7.100/7.091   12.06
  07.61 pct GOI 2030    13Y  101.60/83   7.410/7.381   12.43
  06.68 pct GOI 2031    14Y   96.47/49   7.083/7.081   13.78
  08.32 pct GOI 2032    15Y  107.43/64   7.475/7.452   14.66
  07.40 pct GOI 2035    19Y   99.76/91   7.423/7.407   17.76
  08.83 pct GOI 2041    24Y  113.08/43   7.633/7.604   24.02
  07.06 pct GOI 2046    30Y   95.46/92   7.444/7.403   28.84

  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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