February 27, 2018 / 7:01 AM / 8 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 27 (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.
  ------------------   -----   ---------  -----------  ------
  24/05/18 (Tbill)       3M   98.56/57   6.290/6.240    0.24
  23/08/18 (Tbill)       6M   96.97/98   6.490/6.450    0.49
  07.28 pct GOI 2019     1Y  100.66/71   6.714/6.672    1.27
  06.35 pct GOI 2020     2Y   99.12/15   6.859/6.842    1.85
  07.80 pct GOI 2021     3Y  101.68/80   7.185/7.142    3.12
  08.20 pct GOI 2022     4Y  102.58/62   7.435/7.423    3.97
  06.84 pct GOI 2022     5Y   97.57/60   7.447/7.439    4.81
  07.68 pct GOI 2023     6Y  100.30/39   7.611/7.592    5.80
  07.72 pct GOI 2025     7Y   99.80/89   7.753/7.737    7.24
  06.97 pct GOI 2026     8Y   94.10/32   7.935/7.898    8.53
  06.79 pct GOI 2027     9Y   92.98/01   7.873/7.868    9.22
  07.17 pct GOI 2028    10Y   96.39/42   7.697/7.693    9.86
  08.60 pct GOI 2028    11Y  104.19/34   7.991/7.970   10.26
  06.79 pct GOI 2029    12Y   92.05/26   7.831/7.802   11.83
  07.61 pct GOI 2030    13Y   97.20/45   7.971/7.938   12.20
  06.68 pct GOI 2031    14Y   89.47/51   7.969/7.963   13.56
  06.57 pct GOI 2033    15Y   87.05/30   8.031/8.000   15.77
  07.40 pct GOI 2035    19Y   94.20/53   8.021/7.985   17.53
  08.83 pct GOI 2041    24Y  108.78/30   7.997/7.951   23.79
  07.06 pct GOI 2046    30Y   89.70/15   7.979/7.935   28.62

  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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