December 8, 2017 / 7:03 AM / in a year

TABLE-Thomson Reuters reference rates for India gilts

  Dec 8 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  08/03/18 (Tbill)       3M   98.56/56   6.140/6.110    0.25
  07/06/18 (Tbill)       6M   97.06/07   6.220/6.180    0.50
  06.05 pct GOI 2019(FEB)1Y   99.60/65   6.410/6.364    1.15
  06.35 pct GOI 2020     2Y   99.56/57   6.579/6.574    2.07
  08.27 pct GOI 2020     3Y  103.70/75   6.636/6.614    2.50
  08.20 pct GOI 2022     4Y  104.60/65   6.909/6.896    4.19
  06.84 pct GOI 2022     5Y   99.68/70   6.916/6.911    5.03
  07.68 pct GOI 2023     6Y  103.25/29   7.008/7.000    6.02
  07.35 pct GOI 2024     7Y  101.40/47   7.078/7.064    6.54
  07.72 pct GOI 2025     8Y  103.40/45   7.123/7.115    7.46
  08.15 pct GOI 2026     9Y  105.40/55   7.316/7.294    8.96
  06.79 pct GOI 2027    10Y   98.03/04   7.079/7.077    9.44
  08.60 pct GOI 2028    11Y  108.59/75   7.406/7.385   10.48
  06.79 pct GOI 2029    12Y   97.42/53   7.112/7.098   12.05
  07.61 pct GOI 2030    13Y  101.45/65   7.428/7.403   12.42
  06.68 pct GOI 2031    14Y   96.10/12   7.127/7.125   13.78
  08.32 pct GOI 2032    15Y  107.18/42   7.502/7.476   14.65
  07.40 pct GOI 2035    19Y   99.40/92   7.460/7.406   17.75
  08.83 pct GOI 2041    24Y  112.98/32   7.642/7.614   24.01
  07.06 pct GOI 2046    30Y   95.40/65   7.449/7.427   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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