January 22, 2018 / 11:43 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 22 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  19/04/18 (Tbill)       3M   98.52/53   6.360/6.320    0.24
  19/07/18 (Tbill)       6M   96.99/00   6.410/6.380    0.49
  07.28 pct GOI 2019     1Y  100.80/86   6.646/6.600    1.36
  06.35 pct GOI 2020     2Y   99.04/11   6.884/6.844    1.94
  07.80 pct GOI 2021     3Y  102.07/11   7.063/7.050    3.22
  08.20 pct GOI 2022     4Y  103.25/28   7.259/7.251    4.06
  06.84 pct GOI 2022     5Y   98.38/41   7.236/7.228    4.91
  07.68 pct GOI 2023     6Y  101.46/54   7.368/7.351    5.90
  07.72 pct GOI 2025     7Y  101.44/48   7.459/7.452    7.34
  08.20 pct GOI 2025     8Y  103.62/75   7.566/7.544    7.67
  08.15 pct GOI 2026     9Y  103.17/25   7.647/7.635    8.84
  06.79 pct GOI 2027    10Y   95.53/54   7.462/7.461    9.31
  08.60 pct GOI 2028    11Y  106.85/18   7.629/7.585   10.36
  06.79 pct GOI 2029    12Y   94.86/04   7.447/7.423   11.93
  07.61 pct GOI 2030    13Y   99.20/40   7.710/7.684   12.30
  06.68 pct GOI 2031    14Y   92.55/56   7.563/7.561   13.65
  08.32 pct GOI 2032    15Y  104.85/95   7.757/7.746   14.53
  07.40 pct GOI 2035    19Y   97.50/00   7.659/7.607   17.63
  08.83 pct GOI 2041    24Y  111.05/50   7.801/7.763   23.89
  07.06 pct GOI 2046    30Y   92.87/07   7.677/7.659   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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