January 24, 2018 / 6:56 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 24 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  19/04/18 (Tbill)       3M   98.55/56   6.400/6.350    0.24
  19/07/18 (Tbill)       6M   97.00/01   6.450/6.420    0.49
  07.28 pct GOI 2019     1Y  100.84/87   6.613/6.589    1.36
  06.35 pct GOI 2020     2Y   99.18/19   6.806/6.800    1.94
  07.80 pct GOI 2021     3Y  102.08/16   7.059/7.031    3.21
  08.20 pct GOI 2022     4Y  103.32/36   7.239/7.227    4.06
  06.84 pct GOI 2022     5Y   98.46/52   7.216/7.201    4.90
  07.68 pct GOI 2023     6Y  101.50/66   7.359/7.325    5.89
  07.72 pct GOI 2025     7Y  101.55/60   7.439/7.430    7.34
  06.97 pct GOI 2026     8Y   96.67/78   7.500/7.482    8.62
  06.79 pct GOI 2027     9Y   95.64/66   7.446/7.443    9.31
  07.17 pct GOI 2028    10Y   99.30/32   7.269/7.266    9.96
  08.60 pct GOI 2028    11Y  107.08/41   7.598/7.553   10.36
  06.79 pct GOI 2029    12Y   94.95/08   7.435/7.418   11.92
  07.61 pct GOI 2030    13Y   99.35/75   7.690/7.640   12.29
  06.68 pct GOI 2031    14Y   92.76/78   7.537/7.534   13.65
  06.57 pct GOI 2033    15Y   89.90/25   7.681/7.640   15.86
  07.40 pct GOI 2035    19Y   97.75/98   7.633/7.609   17.63
  08.83 pct GOI 2041    24Y  111.33/78   7.777/7.739   23.88
  07.06 pct GOI 2046    30Y   93.00/20   7.665/7.647   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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