January 3, 2018 / 7:02 AM / a year ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 3 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  29/03/18 (Tbill)       3M   98.60/60   6.190/6.160    0.24
  28/06/18 (Tbill)       6M   97.05/07   6.340/6.300    0.49
  07.28 pct GOI 2019     1Y  100.87/94   6.619/6.567    1.42
  06.35 pct GOI 2020     2Y   99.19/25   6.791/6.758    2.00
  07.80 pct GOI 2021     3Y  102.28/35   7.002/6.978    3.27
  08.20 pct GOI 2022     4Y  103.41/45   7.223/7.212    4.12
  06.84 pct GOI 2022     5Y   98.46/50   7.214/7.204    4.96
  07.68 pct GOI 2023     6Y  101.82/95   7.296/7.269    5.95
  07.72 pct GOI 2025     7Y  101.85/95   7.389/7.371    7.39
  08.20 pct GOI 2025     8Y  104.05/20   7.496/7.471    7.73
  08.15 pct GOI 2026     9Y  103.75/80   7.561/7.553    8.89
  06.79 pct GOI 2027    10Y   95.93/96   7.398/7.394    9.37
  08.60 pct GOI 2028    11Y  107.08/29   7.602/7.574   10.41
  06.79 pct GOI 2029    12Y   95.81/91   7.321/7.308   11.98
  07.61 pct GOI 2030    13Y   99.74/89   7.641/7.622   12.35
  06.68 pct GOI 2031    14Y   93.21/24   7.478/7.475   13.71
  08.32 pct GOI 2032    15Y  105.50/91   7.685/7.640   14.58
  07.40 pct GOI 2035    19Y   97.96/44   7.610/7.560   17.68
  08.83 pct GOI 2041    24Y  111.18/57   7.792/7.758   23.94
  07.06 pct GOI 2046    30Y   92.90/30   7.674/7.637   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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