January 31, 2018 / 6:57 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jan 31 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  26/04/18 (Tbill)       3M   98.54/55   6.420/6.380    0.24
  26/07/18 (Tbill)       6M   96.99/01   6.470/6.430    0.49
  07.28 pct GOI 2019     1Y  100.75/83   6.675/6.612    1.34
  06.35 pct GOI 2020     2Y   99.06/14   6.877/6.832    1.92
  07.80 pct GOI 2021     3Y  102.03/12   7.073/7.042    3.20
  08.20 pct GOI 2022     4Y  103.02/09   7.321/7.301    4.04
  06.84 pct GOI 2022     5Y   98.09/17   7.309/7.289    4.89
  07.68 pct GOI 2023     6Y  100.93/18   7.479/7.426    5.88
  07.72 pct GOI 2025     7Y  100.94/14   7.548/7.512    7.32
  06.97 pct GOI 2026     8Y   95.88/05   7.631/7.603    8.60
  06.79 pct GOI 2027     9Y   94.82/83   7.574/7.573    9.29
  07.17 pct GOI 2028    10Y   98.31/33   7.412/7.409    9.94
  08.60 pct GOI 2028    11Y  106.25/60   7.709/7.661   10.34
  06.79 pct GOI 2029    12Y   94.04/23   7.557/7.531   11.91
  07.61 pct GOI 2030    13Y   98.75/85   7.767/7.755   12.28
  06.68 pct GOI 2031    14Y   91.74/77   7.666/7.662   13.63
  06.57 pct GOI 2033    15Y   89.00/35   7.789/7.747   15.85
  07.40 pct GOI 2035    19Y   97.30/80   7.681/7.628   17.61
  08.83 pct GOI 2041    24Y  110.80/15   7.822/7.792   23.87
  07.06 pct GOI 2046    30Y   92.40/70   7.721/7.693   28.69

  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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