January 11, 2018 / 11:45 AM / 7 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 11 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  12/04/18 (Tbill)       3M   98.47/47   6.320/6.300    0.25
  12/07/18 (Tbill)       6M   96.92/94   6.400/6.370    0.50
  07.28 pct GOI 2019     1Y  100.81/87   6.653/6.608    1.39
  06.35 pct GOI 2020     2Y   99.13/16   6.827/6.811    1.98
  07.80 pct GOI 2021     3Y  102.05/08   7.076/7.066    3.25
  08.20 pct GOI 2022     4Y  103.27/30   7.259/7.250    4.09
  06.84 pct GOI 2022     5Y   98.34/36   7.244/7.239    4.94
  07.68 pct GOI 2023     6Y  101.55/65   7.351/7.330    5.93
  07.72 pct GOI 2025     7Y  101.73/78   7.409/7.400    7.37
  08.20 pct GOI 2025     8Y  103.85/90   7.529/7.520    7.70
  08.15 pct GOI 2026     9Y  103.42/58   7.610/7.586    8.87
  06.79 pct GOI 2027    10Y   95.68/70   7.438/7.435    9.34
  08.60 pct GOI 2028    11Y  106.76/15   7.643/7.591   10.39
  06.79 pct GOI 2029    12Y   95.53/60   7.358/7.349   11.96
  07.61 pct GOI 2030    13Y   99.50/70   7.671/7.646   12.33
  06.68 pct GOI 2031    14Y   92.75/79   7.536/7.531   13.68
  08.32 pct GOI 2032    15Y  105.25/52   7.713/7.683   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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