October 5, 2017 / 6:54 AM / in 13 days

TABLE-Thomson Reuters reference rates for India gilts

  Oct 5 (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.
  ------------------   -----   ---------  -----------  ------
  04/01/18 (Tbill)       3M   98.52/53   6.090/6.050    0.25
  05/04/18 (Tbill)       6M   97.02/04   6.190/6.150    0.50
  06.05 pct GOI 2019(FEB)1Y   99.65/70   6.321/6.281    1.33
  06.35 pct GOI 2020     2Y   99.78/83   6.451/6.427    2.24
  08.27 pct GOI 2020     3Y  104.25/35   6.507/6.467    2.68
  07.80 pct GOI 2021     4Y  103.78/82   6.577/6.564    3.52
  06.84 pct GOI 2022     5Y  100.55/63   6.710/6.692    5.21
  07.68 pct GOI 2023     6Y  104.21/26   6.832/6.822    6.19
  07.35 pct GOI 2024     7Y  102.30/35   6.913/6.904    6.71
  07.72 pct GOI 2025     8Y  104.23/26   6.993/6.988    7.64
  06.97 pct GOI 2026     9Y  100.06/17   6.960/6.943    8.92
  06.79 pct GOI 2027    10Y  100.38/39   6.734/6.733    9.61
  08.60 pct GOI 2028    11Y  110.10/50   7.223/7.172   10.66
  06.79 pct GOI 2029    12Y   98.24/27   7.005/7.001   12.23
  07.61 pct GOI 2030    13Y  103.25/40   7.212/7.194   12.59
  08.28 pct GOI 2032    14Y  109.21/63   7.236/7.192   14.36
  08.32 pct GOI 2032    15Y  109.88/28   7.221/7.180   14.83
  07.40 pct GOI 2035    19Y  101.60/90   7.238/7.209   17.93
  08.83 pct GOI 2041    24Y  116.03/43   7.395/7.364   24.19
  07.06 pct GOI 2046    30Y   96.70/00   7.336/7.310   29.01

  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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