December 18, 2017 / 11:41 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 18 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/03/18 (Tbill)       3M   98.56/57   6.190/6.140    0.24
  14/06/18 (Tbill)       6M   97.04/05   6.300/6.260    0.49
  07.28 pct GOI 2019     1Y  101.14/18   6.444/6.415    1.46
  06.35 pct GOI 2020     2Y   99.49/53   6.620/6.599    2.04
  07.80 pct GOI 2021     3Y  102.75/80   6.852/6.835    3.31
  08.20 pct GOI 2022     4Y  104.14/22   7.030/7.008    4.16
  06.84 pct GOI 2022     5Y   99.30/33   7.008/7.001    5.00
  07.68 pct GOI 2023     6Y  102.69/77   7.120/7.104    5.99
  07.72 pct GOI 2025     7Y  102.74/87   7.236/7.213    7.44
  08.20 pct GOI 2025     8Y  105.18/30   7.311/7.291    7.77
  08.15 pct GOI 2026     9Y  104.90/09   7.389/7.361    8.93
  06.79 pct GOI 2027    10Y   97.33/35   7.184/7.181    9.41
  08.60 pct GOI 2028    11Y  108.50/70   7.416/7.390   10.46
  06.79 pct GOI 2029    12Y   96.91/08   7.178/7.156   12.02
  07.61 pct GOI 2030    13Y  100.96/20   7.488/7.458   12.39
  06.68 pct GOI 2031    14Y   95.04/05   7.254/7.253   13.75
  08.32 pct GOI 2032    15Y  106.78/09   7.545/7.511   14.62
  07.40 pct GOI 2035    19Y   98.76/20   7.526/7.481   17.73
  08.83 pct GOI 2041    24Y  112.65/05   7.669/7.635   23.98
  07.06 pct GOI 2046    30Y   94.89/15   7.494/7.471   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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