December 20, 2017 / 11:44 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 20 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  15/03/18 (Tbill)       3M   98.59/60   6.210/6.180    0.24
  14/06/18 (Tbill)       6M   97.05/08   6.340/6.280    0.48
  07.28 pct GOI 2019     1Y  101.12/17   6.455/6.418    1.45
  06.35 pct GOI 2020     2Y   99.37/42   6.685/6.659    2.03
  07.80 pct GOI 2021     3Y  102.61/70   6.898/6.868    3.31
  08.20 pct GOI 2022     4Y  103.96/05   7.078/7.053    4.15
  06.84 pct GOI 2022     5Y   99.18/20   7.037/7.033    5.00
  07.68 pct GOI 2023     6Y  102.58/64   7.142/7.130    5.99
  07.72 pct GOI 2025     7Y  102.48/62   7.280/7.256    7.43
  08.20 pct GOI 2025     8Y  104.85/13   7.365/7.319    7.76
  08.15 pct GOI 2026     9Y  104.65/80   7.427/7.404    8.93
  06.79 pct GOI 2027    10Y   97.09/10   7.220/7.219    9.40
  08.60 pct GOI 2028    11Y  108.15/40   7.462/7.429   10.45
  06.79 pct GOI 2029    12Y   97.15/28   7.147/7.131   12.02
  07.61 pct GOI 2030    13Y  100.60/12   7.533/7.468   12.39
  06.68 pct GOI 2031    14Y   94.73/76   7.292/7.288   13.74
  08.32 pct GOI 2032    15Y  106.58/77   7.567/7.546   14.62
  07.40 pct GOI 2035    19Y   98.75/30   7.527/7.470   17.72
  08.83 pct GOI 2041    24Y  112.45/80   7.685/7.656   23.98
  07.06 pct GOI 2046    30Y   94.83/07   7.499/7.478   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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