February 14, 2018 / 6:58 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 14 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  10/05/18 (Tbill)       3M   98.56/56   6.370/6.330    0.24
  09/08/18 (Tbill)       6M   96.98/00   6.500/6.460    0.49
  07.28 pct GOI 2019     1Y  100.70/75   6.697/6.657    1.30
  06.35 pct GOI 2020     2Y   99.17/26   6.822/6.770    1.88
  07.80 pct GOI 2021     3Y  101.90/94   7.112/7.098    3.16
  08.20 pct GOI 2022     4Y  102.97/00   7.330/7.321    4.00
  06.84 pct GOI 2022     5Y   98.03/07   7.327/7.317    4.85
  07.68 pct GOI 2023     6Y  100.75/89   7.516/7.485    5.84
  07.72 pct GOI 2025     7Y  100.54/64   7.619/7.601    7.28
  06.97 pct GOI 2026     8Y   95.35/50   7.721/7.696    8.56
  06.79 pct GOI 2027     9Y   94.30/32   7.659/7.656    9.25
  07.17 pct GOI 2028    10Y   97.80/82   7.487/7.484    9.90
  08.60 pct GOI 2028    11Y  105.49/54   7.811/7.804   10.30
  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   90.99/02   7.764/7.760   13.59
  06.57 pct GOI 2033    15Y   88.00/55   7.912/7.845   15.81
  07.40 pct GOI 2035    19Y   95.82/27   7.841/7.793   17.57
  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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