February 20, 2018 / 7:00 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 20 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  17/05/18 (Tbill)       3M   98.55/55   6.330/6.310    0.24
  16/08/18 (Tbill)       6M   96.95/98   6.530/6.450    0.49
  07.28 pct GOI 2019     1Y  100.70/75   6.690/6.649    1.29
  06.35 pct GOI 2020     2Y   99.16/22   6.832/6.797    1.87
  07.80 pct GOI 2021     3Y  101.82/86   7.138/7.123    3.14
  08.20 pct GOI 2022     4Y  102.70/87   7.404/7.355    3.99
  06.84 pct GOI 2022     5Y   97.65/75   7.425/7.399    4.83
  07.68 pct GOI 2023     6Y  100.37/57   7.596/7.554    5.82
  07.72 pct GOI 2025     7Y  100.05/22   7.708/7.677    7.26
  06.97 pct GOI 2026     8Y   94.46/64   7.872/7.842    8.54
  06.79 pct GOI 2027     9Y   93.28/30   7.823/7.820    9.24
  07.17 pct GOI 2028    10Y   96.77/80   7.640/7.635    9.88
  08.60 pct GOI 2028    11Y  104.80/88   7.906/7.895   10.28
  06.79 pct GOI 2029    12Y   92.80/95   7.727/7.706   11.85
  07.61 pct GOI 2030    13Y   97.55/00   7.924/7.865   12.22
  06.68 pct GOI 2031    14Y   89.88/90   7.908/7.906   13.58
  06.57 pct GOI 2033    15Y   87.83/03   7.933/7.909   15.79
  07.40 pct GOI 2035    19Y   94.71/02   7.964/7.930   17.55
  08.83 pct GOI 2041    24Y  109.28/80   7.953/7.908   23.81
  07.06 pct GOI 2046    30Y   90.25/70   7.925/7.882   28.64

  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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