January 5, 2018 / 7:05 AM / in 12 days

TABLE-Thomson Reuters reference rates for India gilts

  Jan 5 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/04/18 (Tbill)       3M   98.52/53   6.320/6.260    0.25
  05/07/18 (Tbill)       6M   96.99/00   6.370/6.340    0.50
  07.28 pct GOI 2019     1Y  100.88/94   6.606/6.561    1.41
  06.35 pct GOI 2020     2Y   99.20/29   6.787/6.738    1.99
  07.80 pct GOI 2021     3Y  102.24/27   7.013/7.003    3.27
  08.20 pct GOI 2022     4Y  103.45/49   7.210/7.199    4.11
  06.84 pct GOI 2022     5Y   98.48/56   7.209/7.190    4.96
  07.68 pct GOI 2023     6Y  101.87/05   7.285/7.247    5.94
  07.72 pct GOI 2025     7Y  102.06/25   7.351/7.318    7.39
  08.20 pct GOI 2025     8Y  104.25/47   7.462/7.425    7.72
  08.15 pct GOI 2026     9Y  103.85/14   7.545/7.501    8.89
  06.79 pct GOI 2027    10Y   96.36/37   7.333/7.331    9.36
  08.60 pct GOI 2028    11Y  107.40/45   7.558/7.551   10.41
  06.79 pct GOI 2029    12Y   96.11/51   7.282/7.230   11.98
  07.61 pct GOI 2030    13Y  100.05/28   7.602/7.573   12.34
  06.68 pct GOI 2031    14Y   93.73/76   7.415/7.411   13.70
  08.32 pct GOI 2032    15Y  105.85/20   7.646/7.608   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   93.10/50   7.656/7.619   28.76

  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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