November 2, 2017 / 11:45 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Nov 2 (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.
  ------------------   -----   ---------  -----------  ------
  01/02/18 (Tbill)       3M   98.52/52   6.100/6.080    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   99.74/00   6.475/0.000    2.17
  08.27 pct GOI 2020     3Y  104.14/15   6.509/6.505    2.60
  07.80 pct GOI 2021     4Y  103.61/00   6.607/0.000    3.44
  06.84 pct GOI 2022     5Y  100.44/47   6.735/6.728    5.13
  07.68 pct GOI 2023     6Y  104.15/20   6.836/6.826    6.12
  07.35 pct GOI 2024     7Y  102.33/36   6.904/6.898    6.64
  07.72 pct GOI 2025     8Y  104.31/32   6.976/6.974    7.56
  06.97 pct GOI 2026     9Y   99.63/74   7.025/7.008    8.84
  06.79 pct GOI 2027    10Y   99.51/52   6.860/6.859    9.54
  08.60 pct GOI 2028    11Y  109.81/05   7.255/7.224   10.58
  06.79 pct GOI 2029    12Y   97.69/71   7.075/7.073   12.15
  07.61 pct GOI 2030    13Y  102.76/94   7.270/7.248   12.52
  06.68 pct GOI 2031    14Y   97.18/19   6.999/6.998   13.88
  08.32 pct GOI 2032    15Y  108.30/60   7.385/7.353   14.75
  07.40 pct GOI 2035    19Y  100.80/23   7.318/7.274   17.85
  08.83 pct GOI 2041    24Y  115.25/50   7.457/7.437   24.11
  07.06 pct GOI 2046    30Y   96.82/13   7.326/7.299   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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