December 26, 2017 / 11:44 AM / a year ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 26 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Tuesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/03/18 (Tbill)       3M   98.57/58   6.240/6.210    0.24
  21/06/18 (Tbill)       6M   97.03/06   6.340/6.290    0.49
  07.28 pct GOI 2019     1Y  100.99/05   6.540/6.496    1.44
  06.35 pct GOI 2020     2Y   99.22/24   6.770/6.759    2.02
  07.80 pct GOI 2021     3Y  102.45/52   6.948/6.924    3.29
  08.20 pct GOI 2022     4Y  103.73/80   7.138/7.119    4.14
  06.84 pct GOI 2022     5Y   98.96/98   7.091/7.086    4.98
  07.68 pct GOI 2023     6Y  102.25/30   7.208/7.198    5.97
  07.72 pct GOI 2025     7Y  102.15/20   7.337/7.328    7.41
  08.20 pct GOI 2025     8Y  104.30/48   7.456/7.425    7.74
  08.15 pct GOI 2026     9Y  104.15/28   7.501/7.481    8.91
  06.79 pct GOI 2027    10Y   96.72/74   7.277/7.274    9.39
  08.60 pct GOI 2028    11Y  107.70/97   7.520/7.484   10.43
  06.79 pct GOI 2029    12Y   97.10/15   7.154/7.148   12.00
  07.61 pct GOI 2030    13Y  100.20/40   7.583/7.558   12.37
  06.68 pct GOI 2031    14Y   94.19/20   7.357/7.356   13.73
  08.32 pct GOI 2032    15Y  106.45/75   7.581/7.548   14.60
  07.40 pct GOI 2035    19Y   98.50/03   7.553/7.498   17.70
  08.83 pct GOI 2041    24Y  112.20/59   7.706/7.673   23.96
  07.06 pct GOI 2046    30Y   94.61/85   7.519/7.497   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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