January 4, 2018 / 7:04 AM / a year ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 4 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/04/18 (Tbill)       3M   98.47/48   6.290/6.270    0.25
  05/07/18 (Tbill)       6M   96.95/97   6.350/6.310    0.50
  07.28 pct GOI 2019     1Y  100.88/94   6.610/6.565    1.41
  06.35 pct GOI 2020     2Y   99.18/26   6.797/6.753    1.99
  07.80 pct GOI 2021     3Y  102.15/30   7.046/6.994    3.27
  08.20 pct GOI 2022     4Y  103.40/50   7.226/7.198    4.11
  06.84 pct GOI 2022     5Y   98.46/52   7.214/7.199    4.96
  07.68 pct GOI 2023     6Y  101.92/06   7.275/7.246    5.95
  07.72 pct GOI 2025     7Y  102.09/20   7.346/7.327    7.39
  08.20 pct GOI 2025     8Y  104.20/32   7.471/7.451    7.72
  08.15 pct GOI 2026     9Y  103.82/99   7.550/7.524    8.89
  06.79 pct GOI 2027    10Y   96.20/21   7.357/7.355    9.36
  08.60 pct GOI 2028    11Y  107.10/35   7.599/7.565   10.41
  06.79 pct GOI 2029    12Y   96.01/20   7.295/7.270   11.98
  07.61 pct GOI 2030    13Y   99.91/15   7.620/7.589   12.35
  06.68 pct GOI 2031    14Y   93.35/36   7.461/7.460   13.70
  08.32 pct GOI 2032    15Y  105.80/00   7.652/7.630   14.58
  07.40 pct GOI 2035    19Y   98.00/38   7.606/7.566   17.68
  08.83 pct GOI 2041    24Y  111.23/62   7.787/7.754   23.94
  07.06 pct GOI 2046    30Y   92.88/22   7.676/7.645   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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