January 17, 2018 / 6:55 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 17 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  12/04/18 (Tbill)       3M   98.56/57   6.330/6.290    0.24
  12/07/18 (Tbill)       6M   97.01/02   6.440/6.410    0.49
  07.28 pct GOI 2019     1Y  100.85/90   6.615/6.576    1.38
  06.35 pct GOI 2020     2Y   99.08/10   6.858/6.847    1.96
  07.80 pct GOI 2021     3Y  101.97/13   7.101/7.045    3.23
  08.20 pct GOI 2022     4Y  103.25/34   7.262/7.236    4.08
  06.84 pct GOI 2022     5Y   98.31/40   7.253/7.230    4.92
  07.68 pct GOI 2023     6Y  101.30/65   7.402/7.329    5.91
  07.72 pct GOI 2025     7Y  101.50/65   7.449/7.422    7.36
  08.20 pct GOI 2025     8Y  103.78/90   7.540/7.519    7.69
  08.15 pct GOI 2026     9Y  103.25/65   7.636/7.574    8.85
  06.79 pct GOI 2027    10Y   95.76/79   7.426/7.422    9.33
  08.60 pct GOI 2028    11Y  106.50/10   7.677/7.596   10.38
  06.79 pct GOI 2029    12Y   94.70/20   7.468/7.402   11.94
  07.61 pct GOI 2030    13Y   99.30/40   7.697/7.684   12.31
  06.68 pct GOI 2031    14Y   92.88/90   7.521/7.518   13.67
  08.32 pct GOI 2032    15Y  105.38/85   7.698/7.646   14.54
  07.40 pct GOI 2035    19Y   98.13/58   7.593/7.545   17.64
  08.83 pct GOI 2041    24Y  110.70/12   7.832/7.796   23.90
  07.06 pct GOI 2046    30Y   92.63/88   7.699/7.676   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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