December 28, 2017 / 7:02 AM / 24 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 28 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  29/03/18 (Tbill)       3M   98.50/50   6.180/6.170    0.25
  28/06/18 (Tbill)       6M   96.96/98   6.330/6.290    0.50
  07.28 pct GOI 2019     1Y  100.82/88   6.663/6.619    1.43
  06.35 pct GOI 2020     2Y   99.12/20   6.826/6.782    2.01
  07.80 pct GOI 2021     3Y  102.19/35   7.036/6.981    3.29
  08.20 pct GOI 2022     4Y  103.40/50   7.229/7.201    4.13
  06.84 pct GOI 2022     5Y   98.62/68   7.174/7.159    4.98
  07.68 pct GOI 2023     6Y  101.90/04   7.280/7.251    5.96
  07.72 pct GOI 2025     7Y  101.85/00   7.389/7.363    7.41
  08.20 pct GOI 2025     8Y  103.93/09   7.517/7.491    7.74
  08.15 pct GOI 2026     9Y  103.80/10   7.554/7.508    8.91
  06.79 pct GOI 2027    10Y   96.27/29   7.346/7.343    9.38
  08.60 pct GOI 2028    11Y  106.75/85   7.647/7.634   10.43
  06.79 pct GOI 2029    12Y   95.80/95   7.322/7.303   11.99
  07.61 pct GOI 2030    13Y   99.72/90   7.644/7.621   12.36
  06.68 pct GOI 2031    14Y   93.32/36   7.464/7.459   13.72
  08.32 pct GOI 2032    15Y  105.73/03   7.660/7.627   14.59
  07.40 pct GOI 2035    19Y   97.78/31   7.629/7.573   17.70
  08.83 pct GOI 2041    24Y  111.48/87   7.766/7.733   23.96
  07.06 pct GOI 2046    30Y   93.89/13   7.584/7.562   28.78

  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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