December 21, 2017 / 7:01 AM / a year ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 21 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/03/18 (Tbill)       3M   98.49/50   6.200/6.170    0.25
  21/06/18 (Tbill)       6M   96.96/98   6.330/6.290    0.50
  07.28 pct GOI 2019     1Y  101.10/15   6.468/6.431    1.45
  06.35 pct GOI 2020     2Y   99.27/36   6.740/6.691    2.03
  07.80 pct GOI 2021     3Y  102.63/68   6.891/6.874    3.31
  08.20 pct GOI 2022     4Y  103.85/95   7.108/7.080    4.15
  06.84 pct GOI 2022     5Y   99.06/12   7.067/7.052    4.99
  07.68 pct GOI 2023     6Y  102.45/52   7.169/7.154    5.98
  07.72 pct GOI 2025     7Y  102.43/50   7.289/7.277    7.43
  08.20 pct GOI 2025     8Y  104.82/00   7.370/7.340    7.76
  08.15 pct GOI 2026     9Y  104.50/63   7.449/7.430    8.93
  06.79 pct GOI 2027    10Y   96.95/97   7.242/7.239    9.40
  08.60 pct GOI 2028    11Y  107.92/17   7.492/7.459   10.45
  06.79 pct GOI 2029    12Y   97.21/32   7.140/7.126   12.01
  07.61 pct GOI 2030    13Y  100.50/70   7.545/7.521   12.38
  06.68 pct GOI 2031    14Y   94.56/58   7.312/7.310   13.74
  08.32 pct GOI 2032    15Y  106.38/74   7.588/7.549   14.61
  07.40 pct GOI 2035    19Y   98.48/03   7.555/7.498   17.72
  08.83 pct GOI 2041    24Y  112.25/60   7.702/7.673   23.98
  07.06 pct GOI 2046    30Y   94.62/86   7.518/7.497   28.80

  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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