January 17, 2018 / 11:40 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 17 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  12/04/18 (Tbill)       3M   98.56/57   6.360/6.320    0.24
  12/07/18 (Tbill)       6M   97.00/02   6.460/6.410    0.49
  07.28 pct GOI 2019     1Y  100.83/88   6.630/6.592    1.38
  06.35 pct GOI 2020     2Y   99.13/15   6.830/6.819    1.96
  07.80 pct GOI 2021     3Y  102.07/09   7.066/7.059    3.23
  08.20 pct GOI 2022     4Y  103.27/34   7.256/7.236    4.08
  06.84 pct GOI 2022     5Y   98.45/47   7.218/7.213    4.92
  07.68 pct GOI 2023     6Y  101.55/62   7.350/7.335    5.91
  07.72 pct GOI 2025     7Y  101.66/69   7.420/7.415    7.36
  08.20 pct GOI 2025     8Y  104.00/10   7.503/7.486    7.69
  08.15 pct GOI 2026     9Y  103.55/69   7.589/7.568    8.85
  06.79 pct GOI 2027    10Y   95.82/85   7.417/7.412    9.33
  08.60 pct GOI 2028    11Y  107.01/38   7.609/7.559   10.38
  06.79 pct GOI 2029    12Y   95.25/35   7.395/7.382   11.94
  07.61 pct GOI 2030    13Y   99.56/68   7.664/7.648   12.31
  06.68 pct GOI 2031    14Y   93.05/06   7.500/7.498   13.67
  08.32 pct GOI 2032    15Y  105.24/50   7.714/7.685   14.54
  07.40 pct GOI 2035    19Y   98.19/67   7.586/7.536   17.64
  08.83 pct GOI 2041    24Y  111.11/46   7.797/7.767   23.90
  07.06 pct GOI 2046    30Y   92.75/00   7.688/7.665   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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