February 7, 2018 / 6:59 AM / 12 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 7 (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.
  ------------------   -----   ---------  -----------  ------
  03/05/18 (Tbill)       3M   98.55/56   6.410/6.370    0.24
  02/08/18 (Tbill)       6M   96.98/99   6.500/6.470    0.49
  07.28 pct GOI 2019     1Y  100.72/76   6.690/6.658    1.32
  06.35 pct GOI 2020     2Y   98.85/00   7.002/6.916    1.90
  07.80 pct GOI 2021     3Y  101.50/70   7.257/7.186    3.18
  08.20 pct GOI 2022     4Y  102.40/65   7.497/7.424    4.02
  06.84 pct GOI 2022     5Y   97.45/67   7.472/7.416    4.87
  07.68 pct GOI 2023     6Y  100.13/33   7.649/7.606    5.86
  07.72 pct GOI 2025     7Y  100.10/20   7.699/7.681    7.30
  06.97 pct GOI 2026     8Y   94.62/84   7.842/7.805    8.58
  06.79 pct GOI 2027     9Y   93.62/63   7.766/7.764    9.27
  07.17 pct GOI 2028    10Y   97.13/15   7.586/7.583    9.92
  08.60 pct GOI 2028    11Y  104.99/14   7.882/7.861   10.32
  06.79 pct GOI 2029    12Y   92.85/20   7.719/7.671   11.89
  07.61 pct GOI 2030    13Y   97.90/30   7.878/7.826   12.26
  06.68 pct GOI 2031    14Y   90.16/17   7.869/7.868   13.61
  06.57 pct GOI 2033    15Y   87.63/98   7.956/7.913   15.83
  07.40 pct GOI 2035    19Y   95.38/83   7.889/7.840   17.59
  08.83 pct GOI 2041    24Y  108.82/16   7.995/7.965   23.85
  07.06 pct GOI 2046    30Y   90.65/17   7.886/7.836   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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