February 28, 2018 / 6:58 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Feb 28 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  24/05/18 (Tbill)       3M   98.57/58   6.290/6.260    0.23
  23/08/18 (Tbill)       6M   96.99/00   6.480/6.450    0.48
  07.28 pct GOI 2019     1Y  100.69/74   6.685/6.643    1.26
  06.35 pct GOI 2020     2Y   99.11/17   6.867/6.832    1.84
  07.80 pct GOI 2021     3Y  101.63/78   7.201/7.147    3.11
  08.20 pct GOI 2022     4Y  102.60/70   7.428/7.398    3.96
  06.84 pct GOI 2022     5Y   97.57/63   7.448/7.432    4.80
  07.68 pct GOI 2023     6Y  100.36/51   7.598/7.566    5.79
  07.72 pct GOI 2025     7Y   99.95/05   7.726/7.707    7.24
  06.97 pct GOI 2026     8Y   94.20/34   7.919/7.895    8.52
  06.79 pct GOI 2027     9Y   93.09/10   7.856/7.854    9.21
  07.17 pct GOI 2028    10Y   96.49/52   7.682/7.678    9.86
  08.60 pct GOI 2028    11Y  103.95/28   8.024/7.978   10.26
  06.79 pct GOI 2029    12Y   92.23/73   7.807/7.738   11.82
  07.61 pct GOI 2030    13Y   97.40/65   7.945/7.912   12.19
  06.68 pct GOI 2031    14Y   89.72/76   7.931/7.926   13.55
  06.57 pct GOI 2033    15Y   87.25/42   8.006/7.985   15.76
  07.40 pct GOI 2035    19Y   94.28/61   8.013/7.976   17.53
  08.83 pct GOI 2041    24Y  108.86/38   7.990/7.944   23.78
  07.06 pct GOI 2046    30Y   89.78/23   7.971/7.927   28.61

  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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