January 16, 2018 / 7:09 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 16 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Tuesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  12/04/18 (Tbill)       3M   98.55/56   6.320/6.290    0.24
  12/07/18 (Tbill)       6M   97.01/03   6.400/6.350    0.49
  07.28 pct GOI 2019     1Y  100.79/84   6.662/6.624    1.38
  06.35 pct GOI 2020     2Y   99.00/10   6.902/6.847    1.96
  07.80 pct GOI 2021     3Y  101.88/93   7.133/7.115    3.24
  08.20 pct GOI 2022     4Y  103.00/04   7.333/7.321    4.08
  06.84 pct GOI 2022     5Y   97.96/99   7.339/7.332    4.93
  07.68 pct GOI 2023     6Y  101.10/20   7.444/7.423    5.91
  07.72 pct GOI 2025     7Y  101.11/31   7.518/7.483    7.36
  08.20 pct GOI 2025     8Y  103.10/30   7.656/7.622    7.69
  08.15 pct GOI 2026     9Y  102.95/10   7.682/7.659    8.86
  06.79 pct GOI 2027    10Y   94.92/96   7.557/7.550    9.33
  08.60 pct GOI 2028    11Y  106.25/65   7.712/7.657   10.38
  06.79 pct GOI 2029    12Y   94.18/40   7.537/7.508   11.94
  07.61 pct GOI 2030    13Y   98.70/04   7.774/7.730   12.31
  06.68 pct GOI 2031    14Y   91.77/83   7.660/7.652   13.67
  08.32 pct GOI 2032    15Y  104.70/17   7.774/7.721   14.54
  07.40 pct GOI 2035    19Y   97.45/90   7.665/7.617   17.65
  08.83 pct GOI 2041    24Y  109.84/14   7.906/7.880   23.91
  07.06 pct GOI 2046    30Y   91.95/20   7.762/7.739   28.73

  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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