December 22, 2017 / 11:43 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 22 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/03/18 (Tbill)       3M   98.56/57   6.200/6.170    0.25
  21/06/18 (Tbill)       6M   97.03/05   6.310/6.280    0.50
  07.28 pct GOI 2019     1Y  101.01/05   6.527/6.498    1.45
  06.35 pct GOI 2020     2Y   99.26/30   6.748/6.726    2.03
  07.80 pct GOI 2021     3Y  102.50/60   6.932/6.898    3.30
  08.20 pct GOI 2022     4Y  103.70/80   7.147/7.119    4.15
  06.84 pct GOI 2022     5Y   99.00/05   7.081/7.069    4.99
  07.68 pct GOI 2023     6Y  102.29/32   7.201/7.194    5.98
  07.72 pct GOI 2025     7Y  102.25/27   7.320/7.316    7.43
  08.20 pct GOI 2025     8Y  104.50/55   7.422/7.414    7.76
  08.15 pct GOI 2026     9Y  104.25/45   7.486/7.456    8.92
  06.79 pct GOI 2027    10Y   96.73/74   7.275/7.274    9.40
  08.60 pct GOI 2028    11Y  107.70/00   7.521/7.481   10.44
  06.79 pct GOI 2029    12Y   97.20/35   7.141/7.122   12.01
  07.61 pct GOI 2030    13Y  100.25/50   7.577/7.545   12.38
  06.68 pct GOI 2031    14Y   94.36/38   7.337/7.334   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  112.24/72   7.702/7.662   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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