December 20, 2017 / 6:59 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 20 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/03/18 (Tbill)       3M   98.59/60   6.200/6.150    0.24
  14/06/18 (Tbill)       6M   97.05/08   6.330/6.270    0.48
  07.28 pct GOI 2019     1Y  101.14/18   6.440/6.411    1.45
  06.35 pct GOI 2020     2Y   99.45/49   6.642/6.621    2.03
  07.80 pct GOI 2021     3Y  102.70/75   6.868/6.851    3.31
  08.20 pct GOI 2022     4Y  104.05/10   7.053/7.039    4.15
  06.84 pct GOI 2022     5Y   99.29/30   7.011/7.008    5.00
  07.68 pct GOI 2023     6Y  102.62/72   7.134/7.114    5.99
  07.72 pct GOI 2025     7Y  102.60/70   7.260/7.242    7.43
  08.20 pct GOI 2025     8Y  105.01/12   7.338/7.320    7.76
  08.15 pct GOI 2026     9Y  104.80/90   7.404/7.389    8.93
  06.79 pct GOI 2027    10Y   97.18/19   7.207/7.205    9.40
  08.60 pct GOI 2028    11Y  108.25/60   7.449/7.402   10.45
  06.79 pct GOI 2029    12Y   96.91/20   7.178/7.141   12.02
  07.61 pct GOI 2030    13Y  100.80/25   7.508/7.452   12.39
  06.68 pct GOI 2031    14Y   94.84/85   7.278/7.277   13.74
  08.32 pct GOI 2032    15Y  106.70/88   7.554/7.534   14.62
  07.40 pct GOI 2035    19Y   98.75/00   7.527/7.501   17.72
  08.83 pct GOI 2041    24Y  112.50/85   7.681/7.652   23.98
  07.06 pct GOI 2046    30Y   94.75/93   7.506/7.490   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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