November 2, 2017 / 6:59 AM / 18 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 2 (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.
  ------------------   -----   ---------  -----------  ------
  01/02/18 (Tbill)       3M   98.52/52   6.110/6.100    0.25
  03/05/18 (Tbill)       6M   97.02/04   6.200/6.160    0.50
  06.05 pct GOI 2019(FEB)1Y   99.68/74   6.311/6.260    1.25
  06.35 pct GOI 2020     2Y   99.72/75   6.485/6.470    2.17
  08.27 pct GOI 2020     3Y  104.14/15   6.509/6.505    2.60
  07.80 pct GOI 2021     4Y  103.60/63   6.610/6.601    3.44
  06.84 pct GOI 2022     5Y  100.39/41   6.746/6.742    5.13
  07.68 pct GOI 2023     6Y  104.13/15   6.840/6.836    6.12
  07.35 pct GOI 2024     7Y  102.26/30   6.917/6.910    6.64
  07.72 pct GOI 2025     8Y  104.24/26   6.987/6.984    7.56
  06.97 pct GOI 2026     9Y   99.45/67   7.053/7.019    8.84
  06.79 pct GOI 2027    10Y   99.39/42   6.878/6.873    9.54
  08.60 pct GOI 2028    11Y  109.75/00   7.262/7.230   10.58
  06.79 pct GOI 2029    12Y   97.58/60   7.089/7.086   12.15
  07.61 pct GOI 2030    13Y  102.80/95   7.265/7.247   12.52
  06.68 pct GOI 2031    14Y   97.10/12   7.008/7.006   13.88
  08.32 pct GOI 2032    15Y  108.25/55   7.390/7.358   14.75
  07.40 pct GOI 2035    19Y  100.75/18   7.323/7.280   17.85
  08.83 pct GOI 2041    24Y  115.05/36   7.473/7.448   24.11
  07.06 pct GOI 2046    30Y   96.93/10   7.316/7.302   28.94

  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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