January 23, 2018 / 11:40 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 23 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  19/04/18 (Tbill)       3M   98.54/54   6.380/6.350    0.24
  19/07/18 (Tbill)       6M   96.99/00   6.440/6.410    0.49
  07.28 pct GOI 2019     1Y  100.84/89   6.614/6.575    1.36
  06.35 pct GOI 2020     2Y   99.18/20   6.805/6.794    1.94
  07.80 pct GOI 2021     3Y  102.18/20   7.025/7.018    3.22
  08.20 pct GOI 2022     4Y  103.36/39   7.228/7.219    4.06
  06.84 pct GOI 2022     5Y   98.55/58   7.194/7.187    4.91
  07.68 pct GOI 2023     6Y  101.58/65   7.342/7.328    5.89
  07.72 pct GOI 2025     7Y  101.70/75   7.413/7.404    7.34
  08.20 pct GOI 2025     8Y  103.85/93   7.527/7.513    7.67
  08.15 pct GOI 2026     9Y  103.41/50   7.610/7.596    8.84
  06.79 pct GOI 2027    10Y   95.83/85   7.416/7.413    9.31
  08.60 pct GOI 2028    11Y  107.08/41   7.598/7.553   10.36
  06.79 pct GOI 2029    12Y   95.07/25   7.419/7.395   11.93
  07.61 pct GOI 2030    13Y   99.25/50   7.703/7.671   12.29
  06.68 pct GOI 2031    14Y   93.03/05   7.503/7.501   13.65
  08.32 pct GOI 2032    15Y  105.05/18   7.735/7.720   14.53
  07.40 pct GOI 2035    19Y   97.78/28   7.630/7.577   17.63
  08.83 pct GOI 2041    24Y  111.33/78   7.778/7.739   23.89
  07.06 pct GOI 2046    30Y   93.15/35   7.651/7.633   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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