January 12, 2018 / 12:47 PM / 7 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 12 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1800 IST (1230 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  12/04/18 (Tbill)       3M   98.52/52   6.320/6.300    0.25
  12/07/18 (Tbill)       6M   96.97/00   6.400/6.350    0.50
  07.28 pct GOI 2019     1Y  100.83/88   6.634/6.596    1.39
  06.35 pct GOI 2020     2Y   99.07/15   6.862/6.818    1.97
  07.80 pct GOI 2021     3Y  102.07/09   7.068/7.061    3.25
  08.20 pct GOI 2022     4Y  103.27/33   7.257/7.240    4.09
  06.84 pct GOI 2022     5Y   98.30/35   7.255/7.242    4.94
  07.68 pct GOI 2023     6Y  101.45/67   7.371/7.325    5.93
  07.72 pct GOI 2025     7Y  101.65/75   7.423/7.405    7.37
  08.20 pct GOI 2025     8Y  103.83/88   7.532/7.523    7.70
  08.15 pct GOI 2026     9Y  103.38/63   7.616/7.578    8.87
  06.79 pct GOI 2027    10Y   95.58/60   7.454/7.451    9.34
  08.60 pct GOI 2028    11Y  106.78/18   7.640/7.586   10.39
  06.79 pct GOI 2029    12Y   95.25/40   7.395/7.375   11.96
  07.61 pct GOI 2030    13Y   99.35/80   7.690/7.633   12.33
  06.68 pct GOI 2031    14Y   92.60/63   7.555/7.552   13.68
  08.32 pct GOI 2032    15Y  105.15/48   7.724/7.687   14.56
  07.40 pct GOI 2035    19Y   98.15/60   7.590/7.543   17.66
  08.83 pct GOI 2041    24Y  110.23/48   7.872/7.851   23.92
  07.06 pct GOI 2046    30Y   92.65/90   7.697/7.674   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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