December 26, 2017 / 6:59 AM / 25 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 26 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/03/18 (Tbill)       3M   98.57/58   6.230/6.200    0.24
  21/06/18 (Tbill)       6M   97.04/05   6.330/6.300    0.49
  07.28 pct GOI 2019     1Y  100.98/04   6.548/6.503    1.44
  06.35 pct GOI 2020     2Y   99.20/35   6.781/6.700    2.02
  07.80 pct GOI 2021     3Y  102.35/45   6.982/6.948    3.29
  08.20 pct GOI 2022     4Y  103.60/80   7.174/7.119    4.14
  06.84 pct GOI 2022     5Y   98.90/95   7.106/7.093    4.98
  07.68 pct GOI 2023     6Y  102.18/32   7.223/7.194    5.97
  07.72 pct GOI 2025     7Y  102.00/13   7.363/7.340    7.41
  08.20 pct GOI 2025     8Y  104.35/45   7.447/7.431    7.74
  08.15 pct GOI 2026     9Y  104.07/30   7.513/7.478    8.91
  06.79 pct GOI 2027    10Y   96.56/58   7.301/7.298    9.39
  08.60 pct GOI 2028    11Y  107.55/83   7.540/7.503   10.43
  06.79 pct GOI 2029    12Y   97.05/31   7.161/7.127   12.00
  07.61 pct GOI 2030    13Y  100.04/37   7.603/7.562   12.37
  06.68 pct GOI 2031    14Y   94.06/07   7.373/7.372   13.73
  08.32 pct GOI 2032    15Y  106.30/60   7.597/7.564   14.60
  07.40 pct GOI 2035    19Y   98.35/88   7.569/7.514   17.70
  08.83 pct GOI 2041    24Y  112.05/44   7.718/7.686   23.96
  07.06 pct GOI 2046    30Y   94.46/70   7.532/7.511   28.79

  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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