February 15, 2018 / 6:55 AM / in 9 months

TABLE-Thomson Reuters reference rates for India gilts

  Feb 15 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  17/05/18 (Tbill)       3M   98.46/47   6.330/6.320    0.26
  16/08/18 (Tbill)       6M   96.89/90   6.480/6.450    0.50
  07.28 pct GOI 2019     1Y  100.68/74   6.712/6.663    1.30
  06.35 pct GOI 2020     2Y   99.18/28   6.817/6.759    1.88
  07.80 pct GOI 2021     3Y  101.92/95   7.104/7.094    3.16
  08.20 pct GOI 2022     4Y  102.87/95   7.358/7.335    4.00
  06.84 pct GOI 2022     5Y   97.90/95   7.360/7.347    4.84
  07.68 pct GOI 2023     6Y  100.64/78   7.539/7.509    5.83
  07.72 pct GOI 2025     7Y  100.40/50   7.644/7.626    7.28
  06.97 pct GOI 2026     8Y   95.17/35   7.752/7.722    8.56
  06.79 pct GOI 2027     9Y   93.88/90   7.726/7.723    9.25
  07.17 pct GOI 2028    10Y   97.33/34   7.556/7.555    9.90
  08.60 pct GOI 2028    11Y  105.12/20   7.862/7.851   10.30
  06.79 pct GOI 2029    12Y   93.30/50   7.658/7.631   11.86
  07.61 pct GOI 2030    13Y   98.01/34   7.864/7.821   12.23
  06.68 pct GOI 2031    14Y   90.50/54   7.827/7.822   13.59
  06.57 pct GOI 2033    15Y   88.25/45   7.881/7.857   15.81
  07.40 pct GOI 2035    19Y   95.11/42   7.919/7.885   17.57
  08.83 pct GOI 2041    24Y  109.75/27   7.912/7.867   23.83
  07.06 pct GOI 2046    30Y   90.93/30   7.860/7.824   28.65

  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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