February 5, 2018 / 6:56 AM / in 6 months

TABLE-Thomson Reuters reference rates for India gilts

  Feb 5 (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.
  ------------------   -----   ---------  -----------  ------
  03/05/18 (Tbill)       3M   98.52/53   6.400/6.350    0.24
  02/08/18 (Tbill)       6M   96.94/96   6.510/6.470    0.49
  07.28 pct GOI 2019     1Y  100.71/76   6.700/6.660    1.33
  06.35 pct GOI 2020     2Y   98.98/04   6.926/6.891    1.91
  07.80 pct GOI 2021     3Y  101.72/86   7.180/7.130    3.18
  08.20 pct GOI 2022     4Y  102.50/60   7.468/7.440    4.03
  06.84 pct GOI 2022     5Y   97.61/67   7.431/7.416    4.87
  07.68 pct GOI 2023     6Y  100.15/35   7.645/7.602    5.86
  07.72 pct GOI 2025     7Y  100.05/10   7.708/7.699    7.31
  06.97 pct GOI 2026     8Y   94.23/40   7.907/7.878    8.59
  06.79 pct GOI 2027     9Y   93.49/52   7.786/7.781    9.28
  07.17 pct GOI 2028    10Y   97.07/11   7.594/7.589    9.93
  08.60 pct GOI 2028    11Y  105.01/12   7.879/7.864   10.33
  06.79 pct GOI 2029    12Y   92.60/80   7.753/7.725   11.89
  07.61 pct GOI 2030    13Y   97.75/85   7.898/7.884   12.26
  06.68 pct GOI 2031    14Y   90.06/08   7.882/7.879   13.62
  06.57 pct GOI 2033    15Y   87.28/73   7.999/7.944   15.83
  07.40 pct GOI 2035    19Y   95.70/15   7.854/7.805   17.59
  08.83 pct GOI 2041    24Y  108.97/43   7.981/7.941   23.85
  07.06 pct GOI 2046    30Y   90.74/19   7.877/7.834   28.68

  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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