January 2, 2018 / 7:00 AM / 21 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 2 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  29/03/18 (Tbill)       3M   98.58/59   6.170/6.140    0.24
  28/06/18 (Tbill)       6M   97.05/06   6.310/6.280    0.49
  07.28 pct GOI 2019     1Y  100.89/94   6.606/6.568    1.42
  06.35 pct GOI 2020     2Y   99.17/24   6.801/6.763    2.00
  07.80 pct GOI 2021     3Y  102.24/30   7.016/6.996    3.28
  08.20 pct GOI 2022     4Y  103.39/43   7.229/7.218    4.12
  06.84 pct GOI 2022     5Y   98.55/59   7.192/7.182    4.96
  07.68 pct GOI 2023     6Y  101.71/85   7.319/7.290    5.95
  07.72 pct GOI 2025     7Y  101.83/92   7.392/7.376    7.40
  08.20 pct GOI 2025     8Y  104.03/14   7.500/7.482    7.73
  08.15 pct GOI 2026     9Y  103.80/85   7.553/7.546    8.89
  06.79 pct GOI 2027    10Y   96.04/07   7.381/7.377    9.37
  08.60 pct GOI 2028    11Y  107.25/50   7.579/7.546   10.42
  06.79 pct GOI 2029    12Y   95.93/09   7.305/7.285   11.98
  07.61 pct GOI 2030    13Y   99.80/00   7.633/7.608   12.35
  06.68 pct GOI 2031    14Y   93.43/46   7.451/7.447   13.71
  08.32 pct GOI 2032    15Y  105.55/93   7.680/7.637   14.58
  07.40 pct GOI 2035    19Y   98.00/39   7.606/7.565   17.69
  08.83 pct GOI 2041    24Y  111.23/62   7.787/7.754   23.94
  07.06 pct GOI 2046    30Y   92.95/30   7.669/7.637   28.77

  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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