January 10, 2018 / 12:44 PM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 10 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/04/18 (Tbill)       3M   98.57/58   6.310/6.270    0.24
  05/07/18 (Tbill)       6M   97.02/04   6.400/6.370    0.49
  07.28 pct GOI 2019     1Y  100.83/89   6.640/6.594    1.40
  06.35 pct GOI 2020     2Y   99.15/18   6.816/6.799    1.98
  07.80 pct GOI 2021     3Y  102.06/10   7.074/7.060    3.25
  08.20 pct GOI 2022     4Y  103.20/22   7.279/7.273    4.10
  06.84 pct GOI 2022     5Y   98.29/32   7.257/7.249    4.94
  07.68 pct GOI 2023     6Y  101.39/59   7.384/7.343    5.93
  07.72 pct GOI 2025     7Y  101.60/93   7.432/7.374    7.38
  08.20 pct GOI 2025     8Y  103.85/95   7.529/7.512    7.71
  08.15 pct GOI 2026     9Y  103.30/50   7.629/7.598    8.87
  06.79 pct GOI 2027    10Y   95.65/67   7.442/7.439    9.35
  08.60 pct GOI 2028    11Y  106.76/15   7.644/7.591   10.39
  06.79 pct GOI 2029    12Y   95.65/75   7.342/7.329   11.96
  07.61 pct GOI 2030    13Y   99.55/80   7.665/7.633   12.33
  06.68 pct GOI 2031    14Y   92.82/84   7.528/7.525   13.69
  08.32 pct GOI 2032    15Y  105.30/60   7.707/7.674   14.56
  07.40 pct GOI 2035    19Y   98.30/60   7.575/7.543   17.66
  08.83 pct GOI 2041    24Y  110.33/58   7.864/7.843   23.92
  07.06 pct GOI 2046    30Y   92.75/00   7.688/7.665   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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