January 30, 2018 / 11:46 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 30 (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.
  ------------------   -----   ---------  -----------  ------
  26/04/18 (Tbill)       3M   98.53/53   6.410/6.400    0.24
  26/07/18 (Tbill)       6M   96.97/99   6.480/6.430    0.49
  07.28 pct GOI 2019     1Y  100.66/75   6.747/6.676    1.34
  06.35 pct GOI 2020     2Y   99.06/08   6.876/6.865    1.92
  07.80 pct GOI 2021     3Y  102.03/04   7.074/7.070    3.20
  08.20 pct GOI 2022     4Y  102.98/02   7.333/7.322    4.04
  06.84 pct GOI 2022     5Y   98.06/09   7.317/7.309    4.89
  07.68 pct GOI 2023     6Y  100.98/10   7.468/7.443    5.88
  07.72 pct GOI 2025     7Y  100.87/97   7.560/7.542    7.32
  06.97 pct GOI 2026     8Y   95.75/91   7.652/7.626    8.60
  06.79 pct GOI 2027     9Y   94.63/65   7.604/7.601    9.29
  07.17 pct GOI 2028    10Y   98.15/16   7.436/7.434    9.94
  08.60 pct GOI 2028    11Y  105.90/15   7.757/7.723   10.34
  06.79 pct GOI 2029    12Y   93.82/95   7.586/7.569   11.91
  07.61 pct GOI 2030    13Y   98.65/78   7.780/7.764   12.28
  06.68 pct GOI 2031    14Y   91.58/60   7.683/7.681   13.63
  06.57 pct GOI 2033    15Y   88.90/29   7.801/7.754   15.85
  07.40 pct GOI 2035    19Y   97.30/80   7.681/7.628   17.61
  08.83 pct GOI 2041    24Y  111.03/23   7.803/7.786   23.87
  07.06 pct GOI 2046    30Y   92.25/55   7.735/7.707   28.69

  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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