January 22, 2018 / 6:57 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 22 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  19/04/18 (Tbill)       3M   98.52/53   6.390/6.320    0.24
  19/07/18 (Tbill)       6M   96.98/00   6.420/6.380    0.49
  07.28 pct GOI 2019     1Y  100.80/86   6.646/6.600    1.36
  06.35 pct GOI 2020     2Y   99.03/10   6.889/6.850    1.94
  07.80 pct GOI 2021     3Y  102.00/04   7.088/7.074    3.22
  08.20 pct GOI 2022     4Y  103.15/20   7.288/7.273    4.06
  06.84 pct GOI 2022     5Y   98.27/28   7.263/7.261    4.91
  07.68 pct GOI 2023     6Y  101.35/50   7.391/7.359    5.90
  07.72 pct GOI 2025     7Y  101.30/40   7.484/7.466    7.34
  08.20 pct GOI 2025     8Y  103.45/68   7.595/7.556    7.67
  08.15 pct GOI 2026     9Y  103.10/25   7.658/7.635    8.84
  06.79 pct GOI 2027    10Y   95.27/29   7.503/7.500    9.31
  08.60 pct GOI 2028    11Y  106.62/95   7.660/7.616   10.36
  06.79 pct GOI 2029    12Y   94.55/81   7.488/7.453   11.93
  07.61 pct GOI 2030    13Y   99.05/20   7.729/7.710   12.30
  06.68 pct GOI 2031    14Y   92.26/28   7.599/7.596   13.65
  08.32 pct GOI 2032    15Y  104.68/85   7.776/7.757   14.53
  07.40 pct GOI 2035    19Y   97.60/10   7.649/7.596   17.63
  08.83 pct GOI 2041    24Y  110.52/93   7.847/7.812   23.89
  07.06 pct GOI 2046    30Y   92.64/84   7.698/7.680   28.72

  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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