March 26, 2018 / 6:59 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 26 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  21/06/18 (Tbill)       3M   98.57/58   6.160/6.130    0.24
  20/09/18 (Tbill)       6M   97.01/03   6.350/6.310    0.48
  07.28 pct GOI 2019     1Y  100.62/69   6.714/6.652    1.19
  08.27 pct GOI 2020     2Y  102.67/74   6.932/6.898    2.20
  07.80 pct GOI 2021     3Y  101.67/76   7.177/7.144    3.04
  08.20 pct GOI 2022     4Y  102.77/78   7.363/7.360    3.89
  06.84 pct GOI 2022     5Y   97.75/86   7.409/7.380    4.73
  07.68 pct GOI 2023     6Y  100.58/70   7.549/7.523    5.72
  07.72 pct GOI 2025     7Y  100.16/21   7.688/7.678    7.16
  06.97 pct GOI 2026     8Y   94.81/93   7.820/7.800    8.44
  06.79 pct GOI 2027     9Y   93.68/72   7.767/7.761    9.14
  07.17 pct GOI 2028    10Y   97.12/13   7.590/7.589    9.78
  08.60 pct GOI 2028    11Y  104.73/84   7.912/7.897   10.18
  06.79 pct GOI 2029    12Y   92.83/11   7.728/7.689   11.75
  07.61 pct GOI 2030    13Y   97.83/03   7.890/7.863   12.12
  06.68 pct GOI 2031    14Y   90.35/36   7.853/7.852   13.48
  06.57 pct GOI 2033    15Y   88.05/30   7.911/7.881   15.69
  07.40 pct GOI 2035    19Y   95.58/88   7.869/7.837   17.45
  08.83 pct GOI 2041    24Y  110.14/68   7.877/7.830   23.71
  07.06 pct GOI 2046    30Y   90.30/63   7.922/7.890   28.54

  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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