March 20, 2018 / 7:02 AM / in 8 months

TABLE-Thomson Reuters reference rates for India gilts

  Mar 20 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  14/06/18 (Tbill)       3M   98.60/60   6.120/6.080    0.23
  13/09/18 (Tbill)       6M   97.01/02   6.400/6.370    0.48
  07.28 pct GOI 2019     1Y  100.70/76   6.651/6.598    1.20
  08.27 pct GOI 2020     2Y  102.72/75   6.917/6.902    2.22
  07.80 pct GOI 2021     3Y  101.73/80   7.157/7.131    3.06
  08.20 pct GOI 2022     4Y  102.88/90   7.334/7.328    3.90
  06.84 pct GOI 2022     5Y   97.85/95   7.381/7.356    4.75
  07.68 pct GOI 2023     6Y  100.58/76   7.550/7.511    5.74
  07.72 pct GOI 2025     7Y  100.22/40   7.676/7.643    7.18
  06.97 pct GOI 2026     8Y   94.79/98   7.823/7.791    8.46
  06.79 pct GOI 2027     9Y   93.45/48   7.803/7.798    9.15
  07.17 pct GOI 2028    10Y   96.98/01   7.610/7.606    9.80
  08.60 pct GOI 2028    11Y  104.78/96   7.906/7.880   10.20
  06.79 pct GOI 2029    12Y   93.30/60   7.662/7.622   11.77
  07.61 pct GOI 2030    13Y   97.48/78   7.935/7.896   12.14
  06.68 pct GOI 2031    14Y   90.15/18   7.879/7.875   13.49
  06.57 pct GOI 2033    15Y   88.00/25   7.917/7.886   15.71
  07.40 pct GOI 2035    19Y   95.22/52   7.909/7.876   17.47
  08.83 pct GOI 2041    24Y  109.43/86   7.939/7.902   23.73
  07.06 pct GOI 2046    30Y   90.32/65   7.920/7.888   28.56

  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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