January 18, 2018 / 6:56 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 18 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  19/04/18 (Tbill)       3M   98.46/46   6.360/6.340    0.25
  19/07/18 (Tbill)       6M   96.91/92   6.430/6.400    0.50
  07.28 pct GOI 2019     1Y  100.83/87   6.628/6.598    1.38
  06.35 pct GOI 2020     2Y   99.08/10   6.859/6.848    1.96
  07.80 pct GOI 2021     3Y  102.04/07   7.076/7.066    3.23
  08.20 pct GOI 2022     4Y  103.20/34   7.275/7.236    4.08
  06.84 pct GOI 2022     5Y   98.35/39   7.243/7.233    4.92
  07.68 pct GOI 2023     6Y  101.38/47   7.385/7.366    5.91
  07.72 pct GOI 2025     7Y  101.42/58   7.463/7.435    7.35
  08.20 pct GOI 2025     8Y  103.90/95   7.519/7.511    7.68
  08.15 pct GOI 2026     9Y  103.40/48   7.612/7.600    8.85
  06.79 pct GOI 2027    10Y   95.64/66   7.445/7.442    9.33
  08.60 pct GOI 2028    11Y  107.01/38   7.608/7.558   10.37
  06.79 pct GOI 2029    12Y   94.99/14   7.429/7.410   11.94
  07.61 pct GOI 2030    13Y   99.34/50   7.692/7.671   12.31
  06.68 pct GOI 2031    14Y   92.73/76   7.540/7.536   13.66
  08.32 pct GOI 2032    15Y  104.90/25   7.752/7.713   14.54
  07.40 pct GOI 2035    19Y   98.00/49   7.606/7.555   17.64
  08.83 pct GOI 2041    24Y  110.91/26   7.814/7.784   23.90
  07.06 pct GOI 2046    30Y   92.55/80   7.707/7.683   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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