January 2, 2018 / 11:46 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 2 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Tuesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  29/03/18 (Tbill)       3M   98.59/60   6.150/6.110    0.24
  28/06/18 (Tbill)       6M   97.05/06   6.310/6.280    0.49
  07.28 pct GOI 2019     1Y  100.88/94   6.613/6.568    1.42
  06.35 pct GOI 2020     2Y   99.21/22   6.779/6.774    2.00
  07.80 pct GOI 2021     3Y  102.27/30   7.006/6.996    3.28
  08.20 pct GOI 2022     4Y  103.41/45   7.224/7.213    4.12
  06.84 pct GOI 2022     5Y   98.48/55   7.209/7.192    4.96
  07.68 pct GOI 2023     6Y  101.82/90   7.296/7.280    5.95
  07.72 pct GOI 2025     7Y  101.85/95   7.389/7.371    7.40
  08.20 pct GOI 2025     8Y  104.08/20   7.492/7.471    7.73
  08.15 pct GOI 2026     9Y  103.75/89   7.561/7.540    8.89
  06.79 pct GOI 2027    10Y   95.99/01   7.389/7.386    9.37
  08.60 pct GOI 2028    11Y  107.20/35   7.586/7.566   10.42
  06.79 pct GOI 2029    12Y   95.92/99   7.307/7.298   11.98
  07.61 pct GOI 2030    13Y   99.80/85   7.633/7.627   12.35
  06.68 pct GOI 2031    14Y   93.36/38   7.460/7.457   13.71
  08.32 pct GOI 2032    15Y  105.50/88   7.685/7.643   14.58
  07.40 pct GOI 2035    19Y   98.05/40   7.601/7.564   17.69
  08.83 pct GOI 2041    24Y  111.18/57   7.792/7.759   23.94
  07.06 pct GOI 2046    30Y   92.90/25   7.674/7.642   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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