January 19, 2018 / 11:43 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 19 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  19/04/18 (Tbill)       3M   98.50/51   6.380/6.350    0.25
  19/07/18 (Tbill)       6M   96.97/99   6.410/6.370    0.50
  07.28 pct GOI 2019     1Y  100.83/89   6.624/6.578    1.37
  06.35 pct GOI 2020     2Y   99.08/09   6.860/6.855    1.95
  07.80 pct GOI 2021     3Y  102.03/07   7.078/7.064    3.23
  08.20 pct GOI 2022     4Y  103.20/25   7.274/7.260    4.07
  06.84 pct GOI 2022     5Y   98.28/32   7.261/7.251    4.92
  07.68 pct GOI 2023     6Y  101.43/52   7.374/7.355    5.91
  07.72 pct GOI 2025     7Y  101.42/45   7.463/7.457    7.35
  08.20 pct GOI 2025     8Y  103.57/65   7.575/7.561    7.68
  08.15 pct GOI 2026     9Y  103.11/28   7.657/7.630    8.85
  06.79 pct GOI 2027    10Y   95.42/43   7.479/7.478    9.32
  08.60 pct GOI 2028    11Y  106.77/10   7.640/7.595   10.37
  06.79 pct GOI 2029    12Y   94.76/90   7.460/7.442   11.94
  07.61 pct GOI 2030    13Y   99.18/25   7.712/7.703   12.31
  06.68 pct GOI 2031    14Y   92.45/47   7.575/7.573   13.66
  08.32 pct GOI 2032    15Y  104.83/00   7.759/7.740   14.54
  07.40 pct GOI 2035    19Y   97.75/25   7.633/7.580   17.64
  08.83 pct GOI 2041    24Y  110.67/08   7.834/7.799   23.90
  07.06 pct GOI 2046    30Y   92.79/99   7.684/7.666   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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