January 1, 2018 / 11:44 AM / a year ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 1 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  29/03/18 (Tbill)       3M   98.58/58   6.130/6.110    0.24
  28/06/18 (Tbill)       6M   97.03/05   6.320/6.280    0.49
  07.28 pct GOI 2019     1Y  100.91/95   6.592/6.562    1.42
  06.35 pct GOI 2020     2Y   99.20/23   6.785/6.768    2.00
  07.80 pct GOI 2021     3Y  102.29/33   7.000/6.986    3.28
  08.20 pct GOI 2022     4Y  103.46/50   7.210/7.199    4.12
  06.84 pct GOI 2022     5Y   98.70/80   7.155/7.130    4.97
  07.68 pct GOI 2023     6Y  102.01/05   7.257/7.249    5.96
  07.72 pct GOI 2025     7Y  102.04/15   7.356/7.336    7.40
  08.20 pct GOI 2025     8Y  104.32/35   7.451/7.446    7.73
  08.15 pct GOI 2026     9Y  103.95/05   7.531/7.516    8.90
  06.79 pct GOI 2027    10Y   96.31/32   7.340/7.338    9.37
  08.60 pct GOI 2028    11Y  107.50/58   7.546/7.535   10.42
  06.79 pct GOI 2029    12Y   96.05/18   7.290/7.273   11.99
  07.61 pct GOI 2030    13Y  100.05/10   7.602/7.595   12.36
  06.68 pct GOI 2031    14Y   93.68/69   7.420/7.419   13.71
  08.32 pct GOI 2032    15Y  105.96/27   7.634/7.600   14.59
  07.40 pct GOI 2035    19Y   98.32/60   7.572/7.543   17.69
  08.83 pct GOI 2041    24Y  111.53/92   7.762/7.729   23.95
  07.06 pct GOI 2046    30Y   93.25/60   7.642/7.610   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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