January 9, 2018 / 6:57 AM / 15 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 9 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/04/18 (Tbill)       3M   98.56/56   6.270/6.260    0.24
  05/07/18 (Tbill)       6M   97.02/04   6.370/6.330    0.49
  07.28 pct GOI 2019     1Y  100.85/92   6.626/6.573    1.40
  06.35 pct GOI 2020     2Y   99.21/24   6.782/6.766    1.98
  07.80 pct GOI 2021     3Y  102.20/22   7.026/7.019    3.26
  08.20 pct GOI 2022     4Y  103.50/54   7.195/7.184    4.10
  06.84 pct GOI 2022     5Y   98.57/60   7.187/7.180    4.94
  07.68 pct GOI 2023     6Y  101.95/03   7.268/7.251    5.93
  07.72 pct GOI 2025     7Y  102.15/37   7.335/7.297    7.38
  08.20 pct GOI 2025     8Y  104.00/25   7.504/7.462    7.71
  08.15 pct GOI 2026     9Y  103.96/14   7.528/7.500    8.88
  06.79 pct GOI 2027    10Y   96.21/23   7.356/7.353    9.35
  08.60 pct GOI 2028    11Y  107.65/00   7.524/7.477   10.40
  06.79 pct GOI 2029    12Y   96.20/40   7.271/7.245   11.96
  07.61 pct GOI 2030    13Y  100.30/49   7.570/7.546   12.33
  06.68 pct GOI 2031    14Y   93.65/67   7.425/7.422   13.69
  08.32 pct GOI 2032    15Y  106.00/30   7.629/7.596   14.56
  07.40 pct GOI 2035    19Y   98.58/88   7.545/7.514   17.67
  08.83 pct GOI 2041    24Y  111.03/28   7.804/7.783   23.93
  07.06 pct GOI 2046    30Y   93.40/60   7.628/7.610   28.75

  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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