February 12, 2018 / 11:44 AM / 10 days ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 12 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  10/05/18 (Tbill)       3M   98.54/55   6.370/6.330    0.24
  09/08/18 (Tbill)       6M   96.98/99   6.470/6.440    0.49
  07.28 pct GOI 2019     1Y  100.73/78   6.674/6.634    1.31
  06.35 pct GOI 2020     2Y   99.17/19   6.822/6.810    1.89
  07.80 pct GOI 2021     3Y  101.92/95   7.105/7.095    3.16
  08.20 pct GOI 2022     4Y  102.90/98   7.350/7.327    4.01
  06.84 pct GOI 2022     5Y   98.00/03   7.334/7.327    4.85
  07.68 pct GOI 2023     6Y  100.70/78   7.526/7.509    5.84
  07.72 pct GOI 2025     7Y  100.57/60   7.613/7.608    7.29
  06.97 pct GOI 2026     8Y   95.35/50   7.721/7.696    8.57
  06.79 pct GOI 2027     9Y   94.31/32   7.657/7.655    9.26
  07.17 pct GOI 2028    10Y   97.71/72   7.500/7.499    9.91
  08.60 pct GOI 2028    11Y  105.49/54   7.812/7.805   10.31
  06.79 pct GOI 2029    12Y   93.58/93   7.620/7.573   11.87
  07.61 pct GOI 2030    13Y   98.43/63   7.809/7.783   12.24
  06.68 pct GOI 2031    14Y   90.95/96   7.768/7.767   13.60
  06.57 pct GOI 2033    15Y   88.00/55   7.912/7.845   15.81
  07.40 pct GOI 2035    19Y   95.82/27   7.841/7.792   17.58
  08.83 pct GOI 2041    24Y  109.80/22   7.908/7.872   23.83
  07.06 pct GOI 2046    30Y   91.09/61   7.844/7.795   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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