February 8, 2018 / 7:05 AM / 16 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 8 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  10/05/18 (Tbill)       3M   98.45/46   6.390/6.350    0.26
  09/08/18 (Tbill)       6M   96.87/89   6.510/6.470    0.50
  07.28 pct GOI 2019     1Y  100.72/75   6.688/6.664    1.32
  06.35 pct GOI 2020     2Y   99.09/15   6.865/6.830    1.90
  07.80 pct GOI 2021     3Y  101.85/88   7.133/7.122    3.18
  08.20 pct GOI 2022     4Y  102.87/95   7.361/7.338    4.02
  06.84 pct GOI 2022     5Y   97.92/96   7.354/7.344    4.86
  07.68 pct GOI 2023     6Y  100.59/75   7.550/7.516    5.85
  07.72 pct GOI 2025     7Y  100.62/79   7.604/7.574    7.30
  06.97 pct GOI 2026     8Y   95.04/21   7.772/7.743    8.58
  06.79 pct GOI 2027     9Y   94.33/34   7.653/7.651    9.27
  07.17 pct GOI 2028    10Y   97.68/70   7.505/7.502    9.92
  08.60 pct GOI 2028    11Y  105.55/72   7.804/7.780   10.32
  06.79 pct GOI 2029    12Y   93.50/75   7.630/7.596   11.88
  07.61 pct GOI 2030    13Y   98.30/40   7.826/7.813   12.25
  06.68 pct GOI 2031    14Y   90.98/02   7.764/7.759   13.61
  06.57 pct GOI 2033    15Y   88.26/61   7.879/7.837   15.83
  07.40 pct GOI 2035    19Y   96.01/46   7.820/7.772   17.59
  08.83 pct GOI 2041    24Y  109.45/79   7.939/7.909   23.84
  07.06 pct GOI 2046    30Y   91.28/80   7.826/7.777   28.67

  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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