February 23, 2018 / 7:03 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 23 (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.
  ------------------   -----   ---------  -----------  ------
  24/05/18 (Tbill)       3M   98.51/53   6.330/6.280    0.25
  23/08/18 (Tbill)       6M   96.93/95   6.490/6.460    0.50
  07.28 pct GOI 2019     1Y  100.69/75   6.692/6.642    1.28
  06.35 pct GOI 2020     2Y   99.05/15   6.899/6.840    1.86
  07.80 pct GOI 2021     3Y  101.68/83   7.186/7.132    3.13
  08.20 pct GOI 2022     4Y  102.51/56   7.457/7.442    3.98
  06.84 pct GOI 2022     5Y   97.43/46   7.482/7.474    4.82
  07.68 pct GOI 2023     6Y  100.23/38   7.627/7.594    5.81
  07.72 pct GOI 2025     7Y   99.55/74   7.799/7.764    7.26
  06.97 pct GOI 2026     8Y   94.14/28   7.928/7.904    8.54
  06.79 pct GOI 2027     9Y   92.94/97   7.879/7.874    9.23
  07.17 pct GOI 2028    10Y   96.34/36   7.705/7.701    9.88
  08.60 pct GOI 2028    11Y  104.25/40   7.983/7.962   10.28
  06.79 pct GOI 2029    12Y   92.13/40   7.820/7.782   11.84
  07.61 pct GOI 2030    13Y   97.13/50   7.980/7.931   12.21
  06.68 pct GOI 2031    14Y   89.44/46   7.967/7.964   13.57
  06.57 pct GOI 2033    15Y   87.22/60   8.009/7.962   15.78
  07.40 pct GOI 2035    19Y   94.45/70   7.993/7.965   17.54
  08.83 pct GOI 2041    24Y  108.83/35   7.993/7.947   23.80
  07.06 pct GOI 2046    30Y   89.75/20   7.974/7.930   28.63

  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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