March 27, 2018 / 11:41 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 27 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  21/06/18 (Tbill)       3M   98.59/60   6.130/6.090    0.23
  20/09/18 (Tbill)       6M   97.02/04   6.360/6.320    0.48
  07.28 pct GOI 2019     1Y  100.75/80   6.597/6.553    1.18
  08.27 pct GOI 2020     2Y  102.77/83   6.882/6.852    2.20
  07.80 pct GOI 2021     3Y  101.86/87   7.106/7.103    3.04
  08.20 pct GOI 2022     4Y  103.20/27   7.235/7.215    3.88
  06.84 pct GOI 2022     5Y   98.21/26   7.291/7.278    4.73
  07.68 pct GOI 2023     6Y  101.20/36   7.415/7.380    5.72
  07.72 pct GOI 2025     7Y  101.16/20   7.505/7.497    7.16
  06.97 pct GOI 2026     8Y   96.27/44   7.575/7.547    8.44
  06.79 pct GOI 2027     9Y   95.46/53   7.483/7.472    9.13
  07.17 pct GOI 2028    10Y   98.85/86   7.334/7.333    9.78
  08.60 pct GOI 2028    11Y  106.08/20   7.724/7.707   10.18
  06.79 pct GOI 2029    12Y   95.11/34   7.419/7.388   11.75
  07.61 pct GOI 2030    13Y   99.68/00   7.649/7.608   12.12
  06.68 pct GOI 2031    14Y   92.96/00   7.520/7.515   13.47
  06.57 pct GOI 2033    15Y   90.00/40   7.676/7.628   15.69
  07.40 pct GOI 2035    19Y   97.33/63   7.680/7.648   17.45
  08.83 pct GOI 2041    24Y  111.75/95   7.739/7.722   23.71
  07.06 pct GOI 2046    30Y   92.05/38   7.756/7.725   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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