January 19, 2018 / 6:58 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 19 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  19/04/18 (Tbill)       3M   98.51/51   6.360/6.350    0.25
  19/07/18 (Tbill)       6M   96.96/98   6.420/6.380    0.50
  07.28 pct GOI 2019     1Y  100.82/87   6.632/6.594    1.37
  06.35 pct GOI 2020     2Y   99.08/10   6.860/6.849    1.95
  07.80 pct GOI 2021     3Y  102.05/08   7.071/7.061    3.23
  08.20 pct GOI 2022     4Y  103.26/28   7.257/7.251    4.07
  06.84 pct GOI 2022     5Y   98.31/36   7.253/7.241    4.92
  07.68 pct GOI 2023     6Y  101.46/53   7.368/7.353    5.91
  07.72 pct GOI 2025     7Y  101.49/67   7.450/7.418    7.35
  08.20 pct GOI 2025     8Y  103.65/74   7.561/7.546    7.68
  08.15 pct GOI 2026     9Y  103.25/40   7.635/7.612    8.85
  06.79 pct GOI 2027    10Y   95.55/58   7.459/7.455    9.32
  08.60 pct GOI 2028    11Y  106.97/30   7.613/7.569   10.37
  06.79 pct GOI 2029    12Y   94.86/06   7.447/7.420   11.94
  07.61 pct GOI 2030    13Y   99.10/35   7.722/7.690   12.31
  06.68 pct GOI 2031    14Y   92.57/60   7.560/7.556   13.66
  08.32 pct GOI 2032    15Y  104.86/00   7.756/7.740   14.54
  07.40 pct GOI 2035    19Y   97.75/25   7.633/7.580   17.64
  08.83 pct GOI 2041    24Y  110.77/18   7.826/7.790   23.90
  07.06 pct GOI 2046    30Y   92.33/49   7.727/7.712   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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