February 5, 2018 / 11:41 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 5 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  03/05/18 (Tbill)       3M   98.51/52   6.410/6.370    0.24
  02/08/18 (Tbill)       6M   96.94/95   6.510/6.480    0.49
  07.28 pct GOI 2019     1Y  100.71/76   6.700/6.660    1.33
  06.35 pct GOI 2020     2Y   98.95/00   6.943/6.914    1.91
  07.80 pct GOI 2021     3Y  101.71/74   7.183/7.173    3.18
  08.20 pct GOI 2022     4Y  102.55/60   7.454/7.440    4.03
  06.84 pct GOI 2022     5Y   97.60/63   7.433/7.426    4.87
  07.68 pct GOI 2023     6Y  100.22/30   7.630/7.613    5.86
  07.72 pct GOI 2025     7Y  100.06/09   7.706/7.701    7.31
  06.97 pct GOI 2026     8Y   94.23/40   7.907/7.878    8.59
  06.79 pct GOI 2027     9Y   93.49/51   7.786/7.783    9.28
  07.17 pct GOI 2028    10Y   96.96/00   7.611/7.605    9.93
  08.60 pct GOI 2028    11Y  105.05/10   7.873/7.867   10.33
  06.79 pct GOI 2029    12Y   92.55/75   7.759/7.732   11.89
  07.61 pct GOI 2030    13Y   97.73/79   7.900/7.892   12.26
  06.68 pct GOI 2031    14Y   90.00/03   7.890/7.886   13.62
  06.57 pct GOI 2033    15Y   87.23/68   8.005/7.950   15.83
  07.40 pct GOI 2035    19Y   95.65/10   7.859/7.810   17.59
  08.83 pct GOI 2041    24Y  108.92/38   7.986/7.945   23.85
  07.06 pct GOI 2046    30Y   90.69/14   7.882/7.839   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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