December 15, 2017 / 11:46 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 15 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/03/18 (Tbill)       3M   98.55/56   6.160/6.130    0.25
  14/06/18 (Tbill)       6M   97.02/03   6.300/6.280    0.50
  06.05 pct GOI 2019(FEB)1Y   99.53/59   6.483/6.426    1.13
  06.35 pct GOI 2020     2Y   99.50/51   6.614/6.609    2.05
  08.27 pct GOI 2020     3Y  103.53/56   6.697/6.684    2.48
  08.20 pct GOI 2022     4Y  104.28/33   6.992/6.978    4.17
  06.84 pct GOI 2022     5Y   99.41/45   6.982/6.972    5.01
  07.68 pct GOI 2023     6Y  102.80/85   7.098/7.088    6.00
  07.35 pct GOI 2024     7Y  101.01/04   7.153/7.147    6.52
  07.72 pct GOI 2025     8Y  102.96/05   7.198/7.182    7.44
  08.15 pct GOI 2026     9Y  105.20/30   7.345/7.330    8.94
  06.79 pct GOI 2027    10Y   97.67/69   7.133/7.130    9.42
  08.60 pct GOI 2028    11Y  108.65/85   7.397/7.370   10.46
  06.79 pct GOI 2029    12Y   97.12/14   7.151/7.148   12.03
  07.61 pct GOI 2030    13Y  101.25/37   7.452/7.437   12.40
  06.68 pct GOI 2031    14Y   95.36/38   7.215/7.213   13.76
  08.32 pct GOI 2032    15Y  106.96/28   7.525/7.491   14.63
  07.40 pct GOI 2035    19Y   99.04/25   7.497/7.475   17.73
  08.83 pct GOI 2041    24Y  112.75/22   7.660/7.621   23.99
  07.06 pct GOI 2046    30Y   95.04/30   7.481/7.458   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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