February 15, 2018 / 11:40 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 15 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  17/05/18 (Tbill)       3M   98.47/47   6.320/6.310    0.26
  16/08/18 (Tbill)       6M   96.89/91   6.470/6.430    0.50
  07.28 pct GOI 2019     1Y  100.68/74   6.712/6.663    1.30
  06.35 pct GOI 2020     2Y   99.18/22   6.817/6.794    1.88
  07.80 pct GOI 2021     3Y  101.87/90   7.122/7.111    3.16
  08.20 pct GOI 2022     4Y  102.83/87   7.370/7.358    4.00
  06.84 pct GOI 2022     5Y   97.84/86   7.375/7.370    4.84
  07.68 pct GOI 2023     6Y  100.60/70   7.548/7.526    5.83
  07.72 pct GOI 2025     7Y  100.26/30   7.669/7.662    7.28
  06.97 pct GOI 2026     8Y   94.90/10   7.797/7.763    8.56
  06.79 pct GOI 2027     9Y   93.83/84   7.734/7.732    9.25
  07.17 pct GOI 2028    10Y   97.23/25   7.571/7.568    9.90
  08.60 pct GOI 2028    11Y  105.10/25   7.865/7.844   10.30
  06.79 pct GOI 2029    12Y   93.13/40   7.681/7.645   11.86
  07.61 pct GOI 2030    13Y   97.84/25   7.886/7.833   12.23
  06.68 pct GOI 2031    14Y   90.42/45   7.837/7.833   13.59
  06.57 pct GOI 2033    15Y   88.00/45   7.912/7.857   15.81
  07.40 pct GOI 2035    19Y   95.06/37   7.925/7.891   17.57
  08.83 pct GOI 2041    24Y  109.63/15   7.923/7.878   23.83
  07.06 pct GOI 2046    30Y   90.81/18   7.871/7.836   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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