October 12, 2017 / 11:44 AM / in 11 days

TABLE-Thomson Reuters reference rates for India gilts

  Oct 12 (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.
  ------------------   -----   ---------  -----------  ------
  11/01/18 (Tbill)       3M   98.53/53   6.070/6.060    0.25
  12/04/18 (Tbill)       6M   97.03/05   6.180/6.140    0.50
  06.05 pct GOI 2019(FEB 1Y   99.70/77   6.284/6.228    1.31
  06.35 pct GOI 2020     2Y   99.84/86   6.422/6.413    2.22
  08.27 pct GOI 2020     3Y  104.28/30   6.484/6.476    2.66
  07.80 pct GOI 2021     4Y  103.78/82   6.571/6.559    3.50
  06.84 pct GOI 2022     5Y  100.60/64   6.698/6.689    5.19
  07.68 pct GOI 2023     6Y  104.24/30   6.824/6.812    6.18
  07.35 pct GOI 2024     7Y  102.35/36   6.903/6.901    6.69
  07.72 pct GOI 2025     8Y  104.33/34   6.976/6.974    7.62
  06.97 pct GOI 2026     9Y  100.00/10   6.969/6.953    8.90
  06.79 pct GOI 2027    10Y  100.24/25   6.754/6.753    9.59
  08.60 pct GOI 2028    11Y  110.10/17   7.221/7.212   10.64
  06.79 pct GOI 2029    12Y   98.06/08   7.028/7.025   12.21
  07.61 pct GOI 2030    13Y  103.05/09   7.235/7.231   12.58
  06.68 pct GOI 2031    14Y   97.58/61   6.952/6.949   13.93
  08.32 pct GOI 2032    15Y  109.71/11   7.238/7.197   14.81
  07.40 pct GOI 2035    19Y  101.40/84   7.258/7.214   17.91
  08.83 pct GOI 2041    24Y  115.86/21   7.409/7.381   24.17
  07.06 pct GOI 2046    30Y   96.60/00   7.345/7.311   28.99

  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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