December 27, 2017 / 7:05 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 27 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  22/03/18 (Tbill)       3M   98.59/60   6.200/6.180    0.24
  21/06/18 (Tbill)       6M   97.06/07   6.320/6.290    0.48
  07.28 pct GOI 2019     1Y  100.99/05   6.539/6.494    1.43
  06.35 pct GOI 2020     2Y   99.16/26   6.803/6.749    2.01
  07.80 pct GOI 2021     3Y  102.40/48   6.965/6.937    3.29
  08.20 pct GOI 2022     4Y  103.65/78   7.160/7.124    4.13
  06.84 pct GOI 2022     5Y   98.84/95   7.120/7.094    4.98
  07.68 pct GOI 2023     6Y  102.22/28   7.214/7.202    5.97
  07.72 pct GOI 2025     7Y  102.30/31   7.311/7.309    7.41
  08.20 pct GOI 2025     8Y  104.30/40   7.456/7.439    7.74
  08.15 pct GOI 2026     9Y  104.10/23   7.509/7.489    8.91
  06.79 pct GOI 2027    10Y   96.64/67   7.289/7.285    9.38
  08.60 pct GOI 2028    11Y  107.60/87   7.534/7.497   10.43
  06.79 pct GOI 2029    12Y   96.67/00   7.209/7.167   12.00
  07.61 pct GOI 2030    13Y  100.10/30   7.596/7.570   12.37
  06.68 pct GOI 2031    14Y   94.03/05   7.377/7.375   13.72
  08.32 pct GOI 2032    15Y  106.40/70   7.586/7.553   14.60
  07.40 pct GOI 2035    19Y   98.45/98   7.559/7.503   17.70
  08.83 pct GOI 2041    24Y  112.15/54   7.710/7.677   23.96
  07.06 pct GOI 2046    30Y   94.56/80   7.523/7.502   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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