February 16, 2018 / 7:02 AM / a year ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 16 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  17/05/18 (Tbill)       3M   98.53/53   6.340/6.320    0.25
  16/08/18 (Tbill)       6M   96.96/97   6.470/6.450    0.50
  07.28 pct GOI 2019     1Y  100.71/76   6.683/6.642    1.30
  06.35 pct GOI 2020     2Y   99.17/20   6.825/6.808    1.88
  07.80 pct GOI 2021     3Y  101.81/89   7.142/7.113    3.15
  08.20 pct GOI 2022     4Y  102.81/86   7.373/7.359    4.00
  06.84 pct GOI 2022     5Y   97.79/85   7.389/7.374    4.84
  07.68 pct GOI 2023     6Y  100.50/70   7.569/7.526    5.83
  07.72 pct GOI 2025     7Y  100.07/17   7.704/7.686    7.28
  06.97 pct GOI 2026     8Y   94.75/90   7.823/7.798    8.56
  06.79 pct GOI 2027     9Y   93.62/65   7.768/7.764    9.25
  07.17 pct GOI 2028    10Y   97.10/12   7.591/7.588    9.89
  08.60 pct GOI 2028    11Y  104.83/15   7.902/7.858   10.29
  06.79 pct GOI 2029    12Y   93.05/25   7.693/7.665   11.86
  07.61 pct GOI 2030    13Y   97.70/08   7.905/7.855   12.23
  06.68 pct GOI 2031    14Y   90.31/34   7.852/7.848   13.59
  06.57 pct GOI 2033    15Y   87.93/40   7.921/7.864   15.80
  07.40 pct GOI 2035    19Y   94.96/27   7.936/7.902   17.56
  08.83 pct GOI 2041    24Y  109.53/05   7.932/7.886   23.82
  07.06 pct GOI 2046    30Y   90.71/08   7.881/7.845   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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