February 8, 2018 / 11:40 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 8 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  10/05/18 (Tbill)       3M   98.45/46   6.380/6.350    0.26
  09/08/18 (Tbill)       6M   96.88/90   6.490/6.450    0.50
  07.28 pct GOI 2019     1Y  100.72/77   6.688/6.648    1.32
  06.35 pct GOI 2020     2Y   99.18/20   6.813/6.802    1.90
  07.80 pct GOI 2021     3Y  102.00/02   7.080/7.073    3.18
  08.20 pct GOI 2022     4Y  102.98/04   7.329/7.312    4.02
  06.84 pct GOI 2022     5Y   98.10/13   7.308/7.301    4.86
  07.68 pct GOI 2023     6Y  100.85/87   7.495/7.490    5.85
  07.72 pct GOI 2025     7Y  100.77/80   7.577/7.572    7.30
  06.97 pct GOI 2026     8Y   95.45/63   7.703/7.674    8.58
  06.79 pct GOI 2027     9Y   94.64/65   7.604/7.602    9.27
  07.17 pct GOI 2028    10Y   97.91/94   7.471/7.466    9.92
  08.60 pct GOI 2028    11Y  105.55/60   7.804/7.797   10.32
  06.79 pct GOI 2029    12Y   93.60/88   7.617/7.579   11.88
  07.61 pct GOI 2030    13Y   98.43/75   7.809/7.768   12.25
  06.68 pct GOI 2031    14Y   91.31/36   7.722/7.715   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  109.48/90   7.936/7.900   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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