March 14, 2018 / 7:06 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 14 (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.
  ------------------   -----   ---------  -----------  ------
  07/06/18 (Tbill)       3M   98.58/59   6.240/6.200    0.23
  06/09/18 (Tbill)       6M   97.01/02   6.430/6.400    0.48
  07.28 pct GOI 2019     1Y  100.66/71   6.693/6.650    1.22
  06.35 pct GOI 2020     2Y   99.08/12   6.895/6.871    1.80
  07.80 pct GOI 2021     3Y  101.55/58   7.225/7.214    3.08
  08.20 pct GOI 2022     4Y  102.65/68   7.405/7.396    3.92
  06.84 pct GOI 2022     5Y   97.60/62   7.444/7.439    4.76
  07.68 pct GOI 2023     6Y  100.30/43   7.611/7.582    5.75
  07.72 pct GOI 2025     7Y  100.02/10   7.713/7.699    7.20
  06.97 pct GOI 2026     8Y   94.15/31   7.931/7.903    8.48
  06.79 pct GOI 2027     9Y   92.95/99   7.882/7.876    9.17
  07.17 pct GOI 2028    10Y   96.55/57   7.674/7.672    9.82
  08.60 pct GOI 2028    11Y  104.65/78   7.924/7.906   10.22
  06.79 pct GOI 2029    12Y   92.68/13   7.747/7.685   11.78
  07.61 pct GOI 2030    13Y   97.11/40   7.984/7.945   12.15
  06.68 pct GOI 2031    14Y   89.61/66   7.949/7.942   13.51
  06.57 pct GOI 2033    15Y   87.40/60   7.990/7.965   15.73
  07.40 pct GOI 2035    19Y   94.90/20   7.944/7.911   17.49
  08.83 pct GOI 2041    24Y  108.83/35   7.992/7.946   23.74
  07.06 pct GOI 2046    30Y   90.00/33   7.950/7.918   28.57

  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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