January 8, 2018 / 11:40 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 8 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/04/18 (Tbill)       3M   98.54/55   6.290/6.250    0.24
  05/07/18 (Tbill)       6M   97.03/05   6.320/6.280    0.49
  07.28 pct GOI 2019     1Y  100.85/92   6.627/6.574    1.40
  06.35 pct GOI 2020     2Y   99.24/26   6.765/6.754    1.98
  07.80 pct GOI 2021     3Y  102.20/28   7.026/6.999    3.26
  08.20 pct GOI 2022     4Y  103.53/60   7.187/7.168    4.10
  06.84 pct GOI 2022     5Y   98.62/64   7.175/7.170    4.95
  07.68 pct GOI 2023     6Y  101.98/02   7.262/7.253    5.94
  07.72 pct GOI 2025     7Y  102.26/33   7.316/7.304    7.38
  08.20 pct GOI 2025     8Y  104.11/38   7.485/7.440    7.71
  08.15 pct GOI 2026     9Y  104.05/11   7.514/7.505    8.88
  06.79 pct GOI 2027    10Y   96.29/30   7.344/7.342    9.35
  08.60 pct GOI 2028    11Y  107.58/88   7.534/7.494   10.40
  06.79 pct GOI 2029    12Y   96.36/46   7.250/7.237   11.97
  07.61 pct GOI 2030    13Y  100.40/45   7.558/7.551   12.34
  06.68 pct GOI 2031    14Y   93.89/90   7.395/7.394   13.69
  08.32 pct GOI 2032    15Y  106.40/50   7.585/7.575   14.57
  07.40 pct GOI 2035    19Y   98.65/08   7.538/7.493   17.67
  08.83 pct GOI 2041    24Y  111.13/52   7.795/7.762   23.93
  07.06 pct GOI 2046    30Y   93.45/58   7.624/7.612   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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