January 4, 2018 / 11:44 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 4 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/04/18 (Tbill)       3M   98.47/48   6.310/6.270    0.25
  05/07/18 (Tbill)       6M   96.94/96   6.360/6.320    0.50
  07.28 pct GOI 2019     1Y  100.88/94   6.610/6.565    1.41
  06.35 pct GOI 2020     2Y   99.22/26   6.775/6.753    1.99
  07.80 pct GOI 2021     3Y  102.22/24   7.022/7.015    3.27
  08.20 pct GOI 2022     4Y  103.44/48   7.214/7.203    4.11
  06.84 pct GOI 2022     5Y   98.50/53   7.204/7.197    4.96
  07.68 pct GOI 2023     6Y  101.86/00   7.287/7.258    5.95
  07.72 pct GOI 2025     7Y  102.09/15   7.346/7.336    7.39
  08.20 pct GOI 2025     8Y  104.18/23   7.474/7.466    7.72
  08.15 pct GOI 2026     9Y  103.80/84   7.553/7.547    8.89
  06.79 pct GOI 2027    10Y   96.33/35   7.337/7.334    9.36
  08.60 pct GOI 2028    11Y  107.18/50   7.588/7.545   10.41
  06.79 pct GOI 2029    12Y   96.04/18   7.291/7.273   11.98
  07.61 pct GOI 2030    13Y   99.95/05   7.614/7.602   12.35
  06.68 pct GOI 2031    14Y   93.40/42   7.455/7.452   13.70
  08.32 pct GOI 2032    15Y  105.50/75   7.685/7.657   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   93.00/25   7.665/7.642   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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