January 18, 2018 / 11:42 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 18 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  19/04/18 (Tbill)       3M   98.46/46   6.360/6.350    0.25
  19/07/18 (Tbill)       6M   96.91/95   6.430/6.350    0.50
  07.28 pct GOI 2019     1Y  100.83/86   6.628/6.606    1.38
  06.35 pct GOI 2020     2Y   99.08/09   6.859/6.853    1.96
  07.80 pct GOI 2021     3Y  102.03/05   7.080/7.073    3.23
  08.20 pct GOI 2022     4Y  103.21/26   7.273/7.258    4.08
  06.84 pct GOI 2022     5Y   98.30/32   7.255/7.250    4.92
  07.68 pct GOI 2023     6Y  101.34/44   7.394/7.373    5.91
  07.72 pct GOI 2025     7Y  101.38/43   7.470/7.461    7.35
  08.20 pct GOI 2025     8Y  103.60/65   7.570/7.562    7.68
  08.15 pct GOI 2026     9Y  103.25/45   7.635/7.605    8.85
  06.79 pct GOI 2027    10Y   95.45/49   7.474/7.468    9.33
  08.60 pct GOI 2028    11Y  107.01/38   7.608/7.558   10.37
  06.79 pct GOI 2029    12Y   94.85/93   7.448/7.437   11.94
  07.61 pct GOI 2030    13Y   98.95/22   7.742/7.707   12.31
  06.68 pct GOI 2031    14Y   92.44/49   7.576/7.570   13.66
  08.32 pct GOI 2032    15Y  104.70/05   7.774/7.735   14.54
  07.40 pct GOI 2035    19Y   97.80/29   7.628/7.576   17.64
  08.83 pct GOI 2041    24Y  110.71/06   7.831/7.801   23.90
  07.06 pct GOI 2046    30Y   92.40/60   7.720/7.702   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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