February 16, 2018 / 11:38 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 16 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Friday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  17/05/18 (Tbill)       3M   98.53/54   6.340/6.310    0.25
  16/08/18 (Tbill)       6M   96.96/97   6.470/6.440    0.50
  07.28 pct GOI 2019     1Y  100.71/76   6.683/6.642    1.30
  06.35 pct GOI 2020     2Y   99.18/22   6.819/6.796    1.88
  07.80 pct GOI 2021     3Y  101.90/95   7.109/7.092    3.15
  08.20 pct GOI 2022     4Y  102.85/89   7.361/7.350    4.00
  06.84 pct GOI 2022     5Y   97.83/89   7.379/7.364    4.84
  07.68 pct GOI 2023     6Y  100.67/80   7.532/7.504    5.83
  07.72 pct GOI 2025     7Y  100.17/37   7.686/7.649    7.28
  06.97 pct GOI 2026     8Y   94.80/87   7.815/7.803    8.56
  06.79 pct GOI 2027     9Y   93.76/78   7.746/7.743    9.25
  07.17 pct GOI 2028    10Y   97.15/18   7.583/7.579    9.89
  08.60 pct GOI 2028    11Y  105.10/18   7.865/7.853   10.29
  06.79 pct GOI 2029    12Y   93.10/25   7.686/7.665   11.86
  07.61 pct GOI 2030    13Y   97.90/25   7.878/7.833   12.23
  06.68 pct GOI 2031    14Y   90.43/46   7.837/7.833   13.59
  06.57 pct GOI 2033    15Y   88.20/25   7.888/7.882   15.80
  07.40 pct GOI 2035    19Y   95.01/32   7.931/7.897   17.56
  08.83 pct GOI 2041    24Y  109.58/10   7.927/7.882   23.82
  07.06 pct GOI 2046    30Y   90.55/00   7.896/7.853   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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