February 12, 2018 / 6:59 AM / 13 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 12 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  10/05/18 (Tbill)       3M   98.54/55   6.370/6.340    0.24
  09/08/18 (Tbill)       6M   96.96/98   6.500/6.460    0.49
  07.28 pct GOI 2019     1Y  100.75/79   6.658/6.626    1.31
  06.35 pct GOI 2020     2Y   99.12/17   6.851/6.822    1.89
  07.80 pct GOI 2021     3Y  101.80/95   7.148/7.095    3.16
  08.20 pct GOI 2022     4Y  102.90/00   7.350/7.322    4.01
  06.84 pct GOI 2022     5Y   98.00/06   7.334/7.319    4.85
  07.68 pct GOI 2023     6Y  100.72/85   7.522/7.494    5.84
  07.72 pct GOI 2025     7Y  100.58/70   7.611/7.590    7.29
  06.97 pct GOI 2026     8Y   95.35/53   7.721/7.691    8.57
  06.79 pct GOI 2027     9Y   94.36/40   7.649/7.643    9.26
  07.17 pct GOI 2028    10Y   97.79/81   7.489/7.486    9.91
  08.60 pct GOI 2028    11Y  105.52/57   7.807/7.800   10.31
  06.79 pct GOI 2029    12Y   93.65/00   7.610/7.563   11.87
  07.61 pct GOI 2030    13Y   98.51/70   7.799/7.774   12.24
  06.68 pct GOI 2031    14Y   91.07/10   7.753/7.749   13.60
  06.57 pct GOI 2033    15Y   88.05/60   7.906/7.839   15.81
  07.40 pct GOI 2035    19Y   95.92/37   7.831/7.782   17.58
  08.83 pct GOI 2041    24Y  109.90/32   7.899/7.863   23.83
  07.06 pct GOI 2046    30Y   91.19/71   7.835/7.786   28.66

  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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