March 23, 2018 / 6:57 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 23 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  21/06/18 (Tbill)       3M   98.56/56   6.150/6.120    0.24
  20/09/18 (Tbill)       6M   96.99/01   6.360/6.320    0.49
  07.28 pct GOI 2019     1Y  100.65/71   6.688/6.635    1.19
  08.27 pct GOI 2020     2Y  102.73/75   6.904/6.895    2.21
  07.80 pct GOI 2021     3Y  101.75/80   7.148/7.129    3.05
  08.20 pct GOI 2022     4Y  102.86/92   7.337/7.319    3.89
  06.84 pct GOI 2022     5Y   97.85/92   7.383/7.365    4.74
  07.68 pct GOI 2023     6Y  100.62/76   7.541/7.510    5.73
  07.72 pct GOI 2025     7Y  100.27/40   7.667/7.643    7.17
  06.97 pct GOI 2026     8Y   94.98/08   7.791/7.774    8.45
  06.79 pct GOI 2027     9Y   93.92/93   7.728/7.727    9.14
  07.17 pct GOI 2028    10Y   97.41/43   7.547/7.544    9.79
  08.60 pct GOI 2028    11Y  105.05/16   7.867/7.852   10.19
  06.79 pct GOI 2029    12Y   93.10/59   7.690/7.623   11.76
  07.61 pct GOI 2030    13Y   98.15/35   7.848/7.821   12.13
  06.68 pct GOI 2031    14Y   90.64/67   7.815/7.812   13.48
  06.57 pct GOI 2033    15Y   88.39/51   7.870/7.855   15.70
  07.40 pct GOI 2035    19Y   95.90/20   7.834/7.802   17.46
  08.83 pct GOI 2041    24Y  110.46/00   7.849/7.803   23.72
  07.06 pct GOI 2046    30Y   90.62/95   7.891/7.859   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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