December 7, 2017 / 6:56 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 7 (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.
  ------------------   -----   ---------  -----------  ------
  08/03/18 (Tbill)       3M   98.51/52   6.120/6.110    0.25
  07/06/18 (Tbill)       6M   97.00/02   6.240/6.200    0.50
  06.05 pct GOI 2019(FEB)1Y   99.70/75   6.315/6.270    1.15
  06.35 pct GOI 2020     2Y   99.58/61   6.568/6.552    2.07
  08.27 pct GOI 2020     3Y  103.71/77   6.637/6.611    2.51
  08.20 pct GOI 2022     4Y  104.75/80   6.871/6.857    4.19
  06.84 pct GOI 2022     5Y   99.83/90   6.880/6.863    5.03
  07.68 pct GOI 2023     6Y  103.36/45   6.986/6.968    6.02
  07.35 pct GOI 2024     7Y  101.55/60   7.049/7.040    6.54
  07.72 pct GOI 2025     8Y  103.55/64   7.098/7.083    7.47
  08.15 pct GOI 2026     9Y  105.61/75   7.286/7.265    8.96
  06.79 pct GOI 2027    10Y   98.37/38   7.028/7.027    9.44
  08.60 pct GOI 2028    11Y  108.85/10   7.373/7.340   10.49
  06.79 pct GOI 2029    12Y   97.57/60   7.093/7.089   12.05
  07.61 pct GOI 2030    13Y  101.62/80   7.407/7.385   12.42
  06.68 pct GOI 2031    14Y   96.54/55   7.075/7.074   13.78
  08.32 pct GOI 2032    15Y  107.43/64   7.475/7.452   14.65
  07.40 pct GOI 2035    19Y   99.76/91   7.423/7.407   17.76
  08.83 pct GOI 2041    24Y  113.25/45   7.619/7.603   24.01
  07.06 pct GOI 2046    30Y   95.60/80   7.431/7.414   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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