January 12, 2018 / 6:57 AM / 12 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 12 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  12/04/18 (Tbill)       3M   98.52/52   6.310/6.290    0.25
  12/07/18 (Tbill)       6M   96.97/00   6.400/6.350    0.50
  07.28 pct GOI 2019     1Y  100.81/87   6.649/6.603    1.39
  06.35 pct GOI 2020     2Y   99.10/18   6.846/6.801    1.97
  07.80 pct GOI 2021     3Y  102.02/13   7.085/7.047    3.25
  08.20 pct GOI 2022     4Y  103.27/29   7.257/7.252    4.09
  06.84 pct GOI 2022     5Y   98.31/38   7.252/7.235    4.94
  07.68 pct GOI 2023     6Y  101.53/63   7.354/7.333    5.93
  07.72 pct GOI 2025     7Y  101.69/85   7.415/7.387    7.37
  08.20 pct GOI 2025     8Y  103.83/88   7.532/7.523    7.70
  08.15 pct GOI 2026     9Y  103.40/65   7.613/7.575    8.87
  06.79 pct GOI 2027    10Y   95.68/69   7.438/7.437    9.34
  08.60 pct GOI 2028    11Y  106.88/28   7.627/7.573   10.39
  06.79 pct GOI 2029    12Y   95.38/49   7.378/7.363   11.96
  07.61 pct GOI 2030    13Y   99.50/82   7.671/7.631   12.33
  06.68 pct GOI 2031    14Y   92.67/68   7.547/7.545   13.68
  08.32 pct GOI 2032    15Y  105.25/58   7.713/7.676   14.56
  07.40 pct GOI 2035    19Y   98.25/70   7.580/7.533   17.66
  08.83 pct GOI 2041    24Y  110.33/58   7.864/7.842   23.92
  07.06 pct GOI 2046    30Y   92.75/00   7.688/7.665   28.74

  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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