September 28, 2017 / 6:57 AM / in 20 days

TABLE-Thomson Reuters reference rates for India gilts

  Sep 28 (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.
  ------------------   -----   ---------  -----------  ------
  28/12/17 (Tbill)       3M   98.52/52   6.090/6.080    0.25
  22/03/18 (Tbill)       6M   97.13/14   6.190/6.180    0.48
  06.05 pct GOI 2019(FEB 1Y   99.68/72   6.294/6.263    1.34
  06.35 pct GOI 2020     2Y   99.79/83   6.445/6.426    2.26
  08.27 pct GOI 2020     3Y  104.33/40   6.486/6.458    2.70
  07.80 pct GOI 2021     4Y  103.85/95   6.560/6.529    3.54
  06.84 pct GOI 2022     5Y  100.67/73   6.683/6.669    5.23
  07.68 pct GOI 2023     6Y  104.41/44   6.795/6.789    6.21
  07.35 pct GOI 2024     7Y  102.43/48   6.890/6.881    6.73
  07.72 pct GOI 2025     8Y  104.37/39   6.971/6.968    7.66
  06.97 pct GOI 2026     9Y  100.30/35   6.923/6.916    8.94
  06.79 pct GOI 2027    10Y  100.86/87   6.666/6.665    9.63
  08.60 pct GOI 2028    11Y  110.55/75   7.167/7.141   10.68
  06.79 pct GOI 2029    12Y   98.65/67   6.954/6.951   12.24
  07.61 pct GOI 2030    13Y  103.60/90   7.170/7.135   12.61
  08.28 pct GOI 2032    14Y  109.90/20   7.164/7.133   14.38
  08.32 pct GOI 2032    15Y  110.25/35   7.184/7.174   14.84
  07.40 pct GOI 2035    19Y  102.28/74   7.172/7.126   17.95
  08.83 pct GOI 2041    24Y  116.65/90   7.347/7.327   24.21
  07.06 pct GOI 2046    30Y   97.20/30   7.293/7.285   29.03

  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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