January 11, 2018 / 7:00 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 11 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  12/04/18 (Tbill)       3M   98.46/47   6.330/6.290    0.25
  12/07/18 (Tbill)       6M   96.92/94   6.400/6.360    0.50
  07.28 pct GOI 2019     1Y  100.83/89   6.638/6.593    1.39
  06.35 pct GOI 2020     2Y   99.13/20   6.827/6.789    1.98
  07.80 pct GOI 2021     3Y  102.08/12   7.066/7.052    3.25
  08.20 pct GOI 2022     4Y  103.25/28   7.264/7.256    4.09
  06.84 pct GOI 2022     5Y   98.29/35   7.257/7.242    4.94
  07.68 pct GOI 2023     6Y  101.50/67   7.361/7.326    5.93
  07.72 pct GOI 2025     7Y  101.64/80   7.425/7.396    7.37
  08.20 pct GOI 2025     8Y  103.79/92   7.539/7.517    7.70
  08.15 pct GOI 2026     9Y  103.49/66   7.600/7.573    8.87
  06.79 pct GOI 2027    10Y   95.58/59   7.453/7.452    9.34
  08.60 pct GOI 2028    11Y  106.76/15   7.643/7.591   10.39
  06.79 pct GOI 2029    12Y   95.45/64   7.368/7.344   11.96
  07.61 pct GOI 2030    13Y   99.70/75   7.646/7.640   12.33
  06.68 pct GOI 2031    14Y   92.67/69   7.546/7.544   13.68
  08.32 pct GOI 2032    15Y  105.50/80   7.685/7.652   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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