February 9, 2018 / 11:43 AM / 5 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 9 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  10/05/18 (Tbill)       3M   98.50/51   6.390/6.350    0.25
  09/08/18 (Tbill)       6M   96.92/94   6.510/6.480    0.50
  07.28 pct GOI 2019     1Y  100.72/77   6.685/6.644    1.32
  06.35 pct GOI 2020     2Y   99.14/18   6.838/6.815    1.90
  07.80 pct GOI 2021     3Y  101.96/98   7.092/7.085    3.17
  08.20 pct GOI 2022     4Y  102.91/94   7.348/7.340    4.02
  06.84 pct GOI 2022     5Y   97.97/09   7.342/7.312    4.86
  07.68 pct GOI 2023     6Y  100.68/70   7.531/7.526    5.85
  07.72 pct GOI 2025     7Y  100.48/58   7.630/7.612    7.29
  06.97 pct GOI 2026     8Y   95.35/48   7.721/7.699    8.58
  06.79 pct GOI 2027     9Y   94.33/34   7.654/7.652    9.27
  07.17 pct GOI 2028    10Y   97.74/76   7.496/7.493    9.91
  08.60 pct GOI 2028    11Y  105.48/53   7.813/7.806   10.31
  06.79 pct GOI 2029    12Y   93.53/81   7.627/7.589   11.88
  07.61 pct GOI 2030    13Y   98.25/80   7.832/7.761   12.25
  06.68 pct GOI 2031    14Y   91.02/04   7.759/7.757   13.61
  06.57 pct GOI 2033    15Y   88.00/55   7.911/7.845   15.82
  07.40 pct GOI 2035    19Y   95.87/32   7.836/7.787   17.58
  08.83 pct GOI 2041    24Y  109.85/27   7.904/7.867   23.84
  07.06 pct GOI 2046    30Y   91.14/66   7.839/7.790   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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