January 16, 2018 / 11:49 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 16 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 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   97.01/02   6.400/6.360    0.49
  07.28 pct GOI 2019     1Y  100.80/85   6.654/6.616    1.38
  06.35 pct GOI 2020     2Y   98.99/00   6.908/6.902    1.96
  07.80 pct GOI 2021     3Y  101.86/89   7.140/7.129    3.24
  08.20 pct GOI 2022     4Y  102.96/00   7.344/7.333    4.08
  06.84 pct GOI 2022     5Y   97.96/99   7.339/7.332    4.93
  07.68 pct GOI 2023     6Y  100.79/15   7.510/7.434    5.91
  07.72 pct GOI 2025     7Y  101.00/14   7.538/7.513    7.36
  08.20 pct GOI 2025     8Y  103.25/40   7.630/7.605    7.69
  08.15 pct GOI 2026     9Y  102.67/02   7.726/7.671    8.86
  06.79 pct GOI 2027    10Y   94.90/95   7.560/7.552    9.33
  08.60 pct GOI 2028    11Y  105.91/39   7.758/7.693   10.38
  06.79 pct GOI 2029    12Y   94.10/40   7.548/7.508   11.94
  07.61 pct GOI 2030    13Y   98.51/90   7.798/7.748   12.31
  06.68 pct GOI 2031    14Y   91.81/85   7.655/7.650   13.67
  08.32 pct GOI 2032    15Y  104.63/10   7.782/7.729   14.54
  07.40 pct GOI 2035    19Y   97.38/83   7.672/7.624   17.65
  08.83 pct GOI 2041    24Y  109.95/45   7.897/7.853   23.91
  07.06 pct GOI 2046    30Y   91.88/13   7.769/7.746   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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