March 21, 2018 / 6:59 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 21 (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.
  ------------------   -----   ---------  -----------  ------
  14/06/18 (Tbill)       3M   98.60/61   6.190/6.140    0.23
  13/09/18 (Tbill)       6M   97.02/04   6.410/6.370    0.48
  07.28 pct GOI 2019     1Y  100.65/70   6.693/6.649    1.20
  08.27 pct GOI 2020     2Y  102.69/72   6.930/6.915    2.22
  07.80 pct GOI 2021     3Y  101.66/74   7.182/7.153    3.06
  08.20 pct GOI 2022     4Y  102.77/83   7.366/7.348    3.90
  06.84 pct GOI 2022     5Y   97.74/80   7.410/7.395    4.74
  07.68 pct GOI 2023     6Y  100.50/55   7.567/7.556    5.73
  07.72 pct GOI 2025     7Y  100.05/10   7.708/7.699    7.18
  06.97 pct GOI 2026     8Y   94.40/55   7.889/7.864    8.46
  06.79 pct GOI 2027     9Y   93.16/17   7.850/7.848    9.15
  07.17 pct GOI 2028    10Y   96.58/60   7.671/7.668    9.80
  08.60 pct GOI 2028    11Y  104.42/53   7.956/7.941   10.20
  06.79 pct GOI 2029    12Y   92.97/02   7.708/7.701   11.76
  07.61 pct GOI 2030    13Y   97.17/47   7.977/7.937   12.13
  06.68 pct GOI 2031    14Y   89.75/76   7.931/7.930   13.49
  06.57 pct GOI 2033    15Y   87.75/15   7.948/7.898   15.71
  07.40 pct GOI 2035    19Y   95.20/50   7.911/7.878   17.47
  08.83 pct GOI 2041    24Y  109.03/46   7.974/7.937   23.73
  07.06 pct GOI 2046    30Y   89.92/25   7.958/7.926   28.55

  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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