March 27, 2018 / 7:01 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 27 (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.
  ------------------   -----   ---------  -----------  ------
  21/06/18 (Tbill)       3M   98.59/60   6.140/6.100    0.23
  20/09/18 (Tbill)       6M   97.02/04   6.370/6.330    0.48
  07.28 pct GOI 2019     1Y  100.72/77   6.624/6.579    1.18
  08.27 pct GOI 2020     2Y  102.75/84   6.891/6.847    2.20
  07.80 pct GOI 2021     3Y  101.90/94   7.092/7.077    3.04
  08.20 pct GOI 2022     4Y  103.05/18   7.280/7.241    3.88
  06.84 pct GOI 2022     5Y   98.11/20   7.317/7.293    4.73
  07.68 pct GOI 2023     6Y  101.00/18   7.458/7.419    5.72
  07.72 pct GOI 2025     7Y  101.00/05   7.534/7.525    7.16
  06.97 pct GOI 2026     8Y   96.14/29   7.597/7.572    8.44
  06.79 pct GOI 2027     9Y   95.13/16   7.536/7.531    9.13
  07.17 pct GOI 2028    10Y   98.59/62   7.373/7.368    9.78
  08.60 pct GOI 2028    11Y  106.18/29   7.710/7.695   10.18
  06.79 pct GOI 2029    12Y   94.75/00   7.467/7.434   11.75
  07.61 pct GOI 2030    13Y   99.15/40   7.718/7.685   12.12
  06.68 pct GOI 2031    14Y   92.33/36   7.599/7.595   13.47
  06.57 pct GOI 2033    15Y   89.50/85   7.735/7.694   15.69
  07.40 pct GOI 2035    19Y   97.03/33   7.712/7.680   17.45
  08.83 pct GOI 2041    24Y  111.57/99   7.754/7.718   23.71
  07.06 pct GOI 2046    30Y   91.75/08   7.784/7.753   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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