December 28, 2017 / 11:47 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Dec 28 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  29/03/18 (Tbill)       3M   98.51/51   6.150/6.130    0.25
  28/06/18 (Tbill)       6M   96.96/98   6.320/6.280    0.50
  07.28 pct GOI 2019     1Y  100.84/90   6.648/6.604    1.43
  06.35 pct GOI 2020     2Y   99.12/15   6.826/6.810    2.01
  07.80 pct GOI 2021     3Y  102.20/30   7.032/6.998    3.29
  08.20 pct GOI 2022     4Y  103.27/37   7.265/7.237    4.13
  06.84 pct GOI 2022     5Y   98.39/48   7.231/7.208    4.98
  07.68 pct GOI 2023     6Y  101.67/85   7.328/7.291    5.96
  07.72 pct GOI 2025     7Y  101.70/73   7.416/7.410    7.41
  08.20 pct GOI 2025     8Y  103.73/90   7.551/7.523    7.74
  08.15 pct GOI 2026     9Y  103.44/53   7.609/7.595    8.91
  06.79 pct GOI 2027    10Y   95.93/95   7.398/7.395    9.38
  08.60 pct GOI 2028    11Y  106.45/55   7.688/7.674   10.43
  06.79 pct GOI 2029    12Y   95.25/47   7.394/7.365   11.99
  07.61 pct GOI 2030    13Y   99.02/50   7.733/7.672   12.36
  06.68 pct GOI 2031    14Y   92.92/96   7.514/7.509   13.72
  08.32 pct GOI 2032    15Y  105.43/74   7.693/7.659   14.59
  07.40 pct GOI 2035    19Y   97.95/20   7.611/7.585   17.70
  08.83 pct GOI 2041    24Y  111.18/57   7.792/7.759   23.96
  07.06 pct GOI 2046    30Y   92.67/83   7.695/7.680   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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