February 23, 2018 / 11:38 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 23 (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.
  ------------------   -----   ---------  -----------  ------
  24/05/18 (Tbill)       3M   98.52/53   6.320/6.260    0.25
  23/08/18 (Tbill)       6M   96.94/96   6.480/6.440    0.50
  07.28 pct GOI 2019     1Y  100.70/75   6.683/6.642    1.28
  06.35 pct GOI 2020     2Y   99.06/15   6.893/6.840    1.86
  07.80 pct GOI 2021     3Y  101.72/78   7.171/7.150    3.13
  08.20 pct GOI 2022     4Y  102.60/67   7.430/7.410    3.98
  06.84 pct GOI 2022     5Y   97.54/56   7.454/7.449    4.82
  07.68 pct GOI 2023     6Y  100.40/53   7.590/7.562    5.81
  07.72 pct GOI 2025     7Y   99.85/00   7.744/7.717    7.26
  06.97 pct GOI 2026     8Y   94.22/36   7.914/7.891    8.54
  06.79 pct GOI 2027     9Y   93.10/14   7.853/7.847    9.23
  07.17 pct GOI 2028    10Y   96.53/57   7.676/7.670    9.88
  08.60 pct GOI 2028    11Y  104.40/55   7.962/7.941   10.28
  06.79 pct GOI 2029    12Y   92.28/55   7.799/7.762   11.84
  07.61 pct GOI 2030    13Y   97.28/65   7.960/7.911   12.21
  06.68 pct GOI 2031    14Y   89.60/70   7.946/7.933   13.57
  06.57 pct GOI 2033    15Y   87.13/50   8.021/7.975   15.78
  07.40 pct GOI 2035    19Y   94.60/85   7.977/7.949   17.54
  08.83 pct GOI 2041    24Y  108.98/50   7.980/7.934   23.80
  07.06 pct GOI 2046    30Y   89.90/35   7.959/7.916   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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