March 12, 2018 / 6:58 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 12 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  07/06/18 (Tbill)       3M   98.54/55   6.280/6.250    0.24
  06/09/18 (Tbill)       6M   96.96/99   6.460/6.410    0.48
  07.28 pct GOI 2019     1Y  100.65/71   6.704/6.653    1.23
  06.35 pct GOI 2020     2Y   99.03/12   6.924/6.870    1.81
  07.80 pct GOI 2021     3Y  101.58/60   7.215/7.208    3.08
  08.20 pct GOI 2022     4Y  102.65/70   7.406/7.392    3.93
  06.84 pct GOI 2022     5Y   97.65/70   7.431/7.418    4.77
  07.68 pct GOI 2023     6Y  100.39/50   7.591/7.567    5.76
  07.72 pct GOI 2025     7Y  100.16/20   7.687/7.680    7.20
  06.97 pct GOI 2026     8Y   94.30/42   7.905/7.884    8.48
  06.79 pct GOI 2027     9Y   93.11/13   7.856/7.853    9.18
  07.17 pct GOI 2028    10Y   96.63/66   7.662/7.658    9.82
  08.60 pct GOI 2028    11Y  104.60/76   7.932/7.909   10.22
  06.79 pct GOI 2029    12Y   92.88/98   7.719/7.705   11.79
  07.61 pct GOI 2030    13Y   97.56/95   7.924/7.873   12.16
  06.68 pct GOI 2031    14Y   89.86/90   7.915/7.910   13.51
  06.57 pct GOI 2033    15Y   87.64/84   7.960/7.935   15.73
  07.40 pct GOI 2035    19Y   94.35/79   8.006/7.957   17.49
  08.83 pct GOI 2041    24Y  108.98/50   7.979/7.933   23.75
  07.06 pct GOI 2046    30Y   90.15/48   7.936/7.904   28.58

  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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