January 23, 2018 / 7:04 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 23 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  19/04/18 (Tbill)       3M   98.53/54   6.390/6.350    0.24
  19/07/18 (Tbill)       6M   97.00/02   6.420/6.380    0.49
  07.28 pct GOI 2019     1Y  100.84/89   6.614/6.575    1.36
  06.35 pct GOI 2020     2Y   99.14/16   6.828/6.817    1.94
  07.80 pct GOI 2021     3Y  102.13/15   7.042/7.035    3.22
  08.20 pct GOI 2022     4Y  103.35/38   7.231/7.222    4.06
  06.84 pct GOI 2022     5Y   98.51/55   7.204/7.194    4.91
  07.68 pct GOI 2023     6Y  101.49/63   7.361/7.332    5.89
  07.72 pct GOI 2025     7Y  101.66/67   7.420/7.418    7.34
  08.20 pct GOI 2025     8Y  103.75/85   7.544/7.527    7.67
  08.15 pct GOI 2026     9Y  103.30/43   7.627/7.607    8.84
  06.79 pct GOI 2027    10Y   95.68/69   7.439/7.438    9.31
  08.60 pct GOI 2028    11Y  107.00/33   7.609/7.564   10.36
  06.79 pct GOI 2029    12Y   94.95/15   7.435/7.409   11.93
  07.61 pct GOI 2030    13Y   99.22/48   7.707/7.674   12.29
  06.68 pct GOI 2031    14Y   92.87/89   7.523/7.520   13.65
  08.32 pct GOI 2032    15Y  105.00/10   7.740/7.729   14.53
  07.40 pct GOI 2035    19Y   97.70/20   7.638/7.585   17.63
  08.83 pct GOI 2041    24Y  111.25/70   7.784/7.746   23.89
  07.06 pct GOI 2046    30Y   93.07/27   7.659/7.640   28.71

  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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