March 21, 2018 / 11:44 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 21 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  14/06/18 (Tbill)       3M   98.60/61   6.150/6.110    0.23
  13/09/18 (Tbill)       6M   97.02/04   6.400/6.360    0.48
  07.28 pct GOI 2019     1Y  100.66/71   6.685/6.641    1.20
  08.27 pct GOI 2020     2Y  102.73/77   6.911/6.891    2.22
  07.80 pct GOI 2021     3Y  101.75/78   7.149/7.138    3.06
  08.20 pct GOI 2022     4Y  102.88/90   7.333/7.327    3.90
  06.84 pct GOI 2022     5Y   97.88/93   7.374/7.361    4.74
  07.68 pct GOI 2023     6Y  100.78/84   7.506/7.493    5.73
  07.72 pct GOI 2025     7Y  100.32/37   7.658/7.649    7.18
  06.97 pct GOI 2026     8Y   94.75/90   7.830/7.804    8.46
  06.79 pct GOI 2027     9Y   93.70/74   7.763/7.756    9.15
  07.17 pct GOI 2028    10Y   97.17/20   7.582/7.578    9.80
  08.60 pct GOI 2028    11Y  104.77/88   7.907/7.891   10.20
  06.79 pct GOI 2029    12Y   93.10/39   7.690/7.650   11.76
  07.61 pct GOI 2030    13Y   97.52/82   7.930/7.891   12.13
  06.68 pct GOI 2031    14Y   90.28/30   7.862/7.859   13.49
  06.57 pct GOI 2033    15Y   88.10/50   7.904/7.856   15.71
  07.40 pct GOI 2035    19Y   95.55/85   7.873/7.840   17.47
  08.83 pct GOI 2041    24Y  110.11/65   7.880/7.833   23.73
  07.06 pct GOI 2046    30Y   90.27/60   7.925/7.893   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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