January 8, 2018 / 7:05 AM / in a year

TABLE-Thomson Reuters reference rates for India gilts

  Jan 8 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/04/18 (Tbill)       3M   98.54/55   6.290/6.230    0.24
  05/07/18 (Tbill)       6M   97.01/04   6.350/6.290    0.49
  07.28 pct GOI 2019     1Y  100.82/89   6.650/6.597    1.40
  06.35 pct GOI 2020     2Y   99.26/30   6.754/6.732    1.98
  07.80 pct GOI 2021     3Y  102.32/33   6.985/6.982    3.26
  08.20 pct GOI 2022     4Y  103.55/60   7.182/7.168    4.10
  06.84 pct GOI 2022     5Y   98.67/70   7.163/7.155    4.95
  07.68 pct GOI 2023     6Y  102.00/10   7.258/7.237    5.94
  07.72 pct GOI 2025     7Y  102.35/45   7.300/7.283    7.38
  08.20 pct GOI 2025     8Y  104.20/61   7.470/7.401    7.71
  08.15 pct GOI 2026     9Y  104.20/27   7.491/7.481    8.88
  06.79 pct GOI 2027    10Y   96.49/51   7.313/7.310    9.35
  08.60 pct GOI 2028    11Y  107.85/95   7.498/7.484   10.40
  06.79 pct GOI 2029    12Y   96.35/72   7.251/7.203   11.97
  07.61 pct GOI 2030    13Y  100.32/62   7.568/7.530   12.34
  06.68 pct GOI 2031    14Y   94.12/15   7.367/7.364   13.69
  08.32 pct GOI 2032    15Y  105.98/40   7.632/7.585   14.57
  07.40 pct GOI 2035    19Y   98.60/98   7.543/7.504   17.67
  08.83 pct GOI 2041    24Y  111.33/72   7.779/7.745   23.93
  07.06 pct GOI 2046    30Y   93.50/87   7.619/7.585   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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