December 15, 2017 / 7:01 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 15 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/03/18 (Tbill)       3M   98.56/56   6.150/6.130    0.25
  14/06/18 (Tbill)       6M   97.02/03   6.290/6.270    0.50
  06.05 pct GOI 2019(FEB)1Y   99.53/57   6.483/6.445    1.13
  06.35 pct GOI 2020     2Y   99.45/53   6.641/6.598    2.05
  08.27 pct GOI 2020     3Y  103.53/57   6.697/6.680    2.48
  08.20 pct GOI 2022     4Y  104.26/32   6.997/6.981    4.17
  06.84 pct GOI 2022     5Y   99.40/44   6.984/6.974    5.01
  07.68 pct GOI 2023     6Y  102.82/90   7.094/7.077    6.00
  07.35 pct GOI 2024     7Y  101.00/05   7.155/7.145    6.52
  07.72 pct GOI 2025     8Y  102.90/00   7.208/7.191    7.44
  08.15 pct GOI 2026     9Y  105.16/23   7.351/7.340    8.94
  06.79 pct GOI 2027    10Y   97.65/66   7.136/7.134    9.42
  08.60 pct GOI 2028    11Y  108.55/85   7.410/7.370   10.46
  06.79 pct GOI 2029    12Y   97.03/10   7.162/7.153   12.03
  07.61 pct GOI 2030    13Y  101.23/25   7.455/7.452   12.40
  06.68 pct GOI 2031    14Y   95.32/33   7.220/7.219   13.76
  08.32 pct GOI 2032    15Y  106.91/23   7.531/7.496   14.63
  07.40 pct GOI 2035    19Y   98.80/20   7.522/7.481   17.73
  08.83 pct GOI 2041    24Y  112.65/08   7.669/7.633   23.99
  07.06 pct GOI 2046    30Y   95.15/45   7.471/7.444   28.82

  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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