March 12, 2018 / 11:43 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 12 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  07/06/18 (Tbill)       3M   98.55/56   6.230/6.190    0.24
  06/09/18 (Tbill)       6M   96.97/99   6.440/6.400    0.48
  07.28 pct GOI 2019     1Y  100.69/73   6.670/6.636    1.23
  06.35 pct GOI 2020     2Y   99.08/15   6.894/6.852    1.81
  07.80 pct GOI 2021     3Y  101.60/63   7.208/7.197    3.08
  08.20 pct GOI 2022     4Y  102.70/74   7.392/7.380    3.93
  06.84 pct GOI 2022     5Y   97.71/74   7.415/7.407    4.77
  07.68 pct GOI 2023     6Y  100.50/59   7.567/7.548    5.76
  07.72 pct GOI 2025     7Y  100.21/25   7.678/7.671    7.20
  06.97 pct GOI 2026     8Y   94.41/54   7.886/7.864    8.48
  06.79 pct GOI 2027     9Y   93.23/25   7.836/7.833    9.18
  07.17 pct GOI 2028    10Y   96.82/85   7.634/7.629    9.82
  08.60 pct GOI 2028    11Y  104.80/96   7.904/7.881   10.22
  06.79 pct GOI 2029    12Y   92.99/29   7.704/7.663   11.79
  07.61 pct GOI 2030    13Y   97.15/48   7.978/7.935   12.16
  06.68 pct GOI 2031    14Y   89.97/00   7.901/7.897   13.51
  06.57 pct GOI 2033    15Y   87.70/81   7.952/7.939   15.73
  07.40 pct GOI 2035    19Y   94.55/99   7.983/7.935   17.49
  08.83 pct GOI 2041    24Y  109.18/70   7.961/7.916   23.75
  07.06 pct GOI 2046    30Y   90.35/68   7.916/7.885   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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