December 18, 2017 / 7:06 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 18 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/03/18 (Tbill)       3M   98.57/58   6.170/6.130    0.24
  14/06/18 (Tbill)       6M   97.04/05   6.300/6.270    0.49
  07.28 pct GOI 2019     1Y  101.17/21   6.422/6.393    1.46
  06.35 pct GOI 2020     2Y   99.38/51   6.679/6.609    2.04
  07.80 pct GOI 2021     3Y  102.70/84   6.869/6.822    3.31
  08.20 pct GOI 2022     4Y  104.27/32   6.994/6.980    4.16
  06.84 pct GOI 2022     5Y   99.31/44   7.006/6.975    5.00
  07.68 pct GOI 2023     6Y  102.70/92   7.118/7.073    5.99
  07.72 pct GOI 2025     7Y  102.93/04   7.203/7.184    7.44
  08.20 pct GOI 2025     8Y  105.26/40   7.298/7.274    7.77
  08.15 pct GOI 2026     9Y  105.10/15   7.359/7.352    8.93
  06.79 pct GOI 2027    10Y   97.48/50   7.161/7.159    9.41
  08.60 pct GOI 2028    11Y  108.50/90   7.416/7.364   10.46
  06.79 pct GOI 2029    12Y   97.05/15   7.160/7.147   12.02
  07.61 pct GOI 2030    13Y  101.10/40   7.471/7.434   12.39
  06.68 pct GOI 2031    14Y   95.18/19   7.237/7.236   13.75
  08.32 pct GOI 2032    15Y  106.83/14   7.539/7.506   14.62
  07.40 pct GOI 2035    19Y   98.81/25   7.521/7.475   17.73
  08.83 pct GOI 2041    24Y  112.65/12   7.669/7.629   23.98
  07.06 pct GOI 2046    30Y   94.94/20   7.490/7.466   28.81

  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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