December 22, 2017 / 7:02 AM / in 25 days

TABLE-Thomson Reuters reference rates for India gilts

  Dec 22 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/03/18 (Tbill)       3M   98.56/57   6.200/6.160    0.25
  21/06/18 (Tbill)       6M   97.03/04   6.320/6.290    0.50
  07.28 pct GOI 2019     1Y  101.06/10   6.490/6.461    1.45
  06.35 pct GOI 2020     2Y   99.25/35   6.753/6.699    2.03
  07.80 pct GOI 2021     3Y  102.58/68   6.905/6.871    3.30
  08.20 pct GOI 2022     4Y  103.79/88   7.122/7.097    4.15
  06.84 pct GOI 2022     5Y   99.07/16   7.064/7.042    4.99
  07.68 pct GOI 2023     6Y  102.39/43   7.180/7.172    5.98
  07.72 pct GOI 2025     7Y  102.42/51   7.290/7.274    7.43
  08.20 pct GOI 2025     8Y  104.65/73   7.397/7.384    7.76
  08.15 pct GOI 2026     9Y  104.35/55   7.471/7.441    8.92
  06.79 pct GOI 2027    10Y   96.78/81   7.268/7.263    9.40
  08.60 pct GOI 2028    11Y  108.00/40   7.481/7.428   10.44
  06.79 pct GOI 2029    12Y   97.16/29   7.146/7.130   12.01
  07.61 pct GOI 2030    13Y  100.40/70   7.558/7.520   12.38
  06.68 pct GOI 2031    14Y   94.40/45   7.332/7.326   13.74
  08.32 pct GOI 2032    15Y  106.33/64   7.594/7.560   14.61
  07.40 pct GOI 2035    19Y   98.55/10   7.548/7.491   17.71
  08.83 pct GOI 2041    24Y  112.37/78   7.692/7.657   23.97
  07.06 pct GOI 2046    30Y   94.63/87   7.517/7.496   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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