December 19, 2017 / 11:42 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 19 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/03/18 (Tbill)       3M   98.57/59   6.250/6.150    0.24
  14/06/18 (Tbill)       6M   97.06/06   6.290/6.280    0.49
  07.28 pct GOI 2019     1Y  101.11/18   6.464/6.413    1.46
  06.35 pct GOI 2020     2Y   99.46/49   6.636/6.621    2.04
  07.80 pct GOI 2021     3Y  102.74/76   6.855/6.848    3.31
  08.20 pct GOI 2022     4Y  104.16/18   7.023/7.018    4.16
  06.84 pct GOI 2022     5Y   99.32/34   7.003/6.999    5.00
  07.68 pct GOI 2023     6Y  102.78/82   7.102/7.093    5.99
  07.72 pct GOI 2025     7Y  102.76/80   7.232/7.225    7.43
  08.20 pct GOI 2025     8Y  105.18/24   7.311/7.300    7.76
  08.15 pct GOI 2026     9Y  104.90/00   7.389/7.374    8.93
  06.79 pct GOI 2027    10Y   97.37/38   7.178/7.177    9.41
  08.60 pct GOI 2028    11Y  108.45/73   7.423/7.386   10.45
  06.79 pct GOI 2029    12Y   97.10/15   7.154/7.147   12.02
  07.61 pct GOI 2030    13Y  100.90/30   7.496/7.446   12.39
  06.68 pct GOI 2031    14Y   95.02/05   7.256/7.253   13.74
  08.32 pct GOI 2032    15Y  106.78/09   7.545/7.511   14.62
  07.40 pct GOI 2035    19Y   98.80/20   7.522/7.481   17.72
  08.83 pct GOI 2041    24Y  112.65/85   7.668/7.652   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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