March 5, 2018 / 6:59 AM / 3 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 5 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  31/05/18 (Tbill)       3M   98.53/54   6.340/6.300    0.24
  30/08/18 (Tbill)       6M   96.94/95   6.510/6.480    0.49
  07.28 pct GOI 2019     1Y  100.68/73   6.687/6.645    1.24
  06.35 pct GOI 2020     2Y   99.00/12   6.936/6.865    1.83
  07.80 pct GOI 2021     3Y  101.53/64   7.236/7.196    3.10
  08.20 pct GOI 2022     4Y  102.45/55   7.469/7.439    3.94
  06.84 pct GOI 2022     5Y   97.40/42   7.493/7.487    4.79
  07.68 pct GOI 2023     6Y  100.20/43   7.633/7.583    5.78
  07.72 pct GOI 2025     7Y   99.65/75   7.781/7.763    7.22
  06.97 pct GOI 2026     8Y   93.90/00   7.972/7.955    8.50
  06.79 pct GOI 2027     9Y   92.60/62   7.937/7.934    9.19
  07.17 pct GOI 2028    10Y   95.96/01   7.762/7.755    9.84
  08.60 pct GOI 2028    11Y  103.86/04   8.037/8.011   10.24
  06.79 pct GOI 2029    12Y   92.05/30   7.832/7.798   11.81
  07.61 pct GOI 2030    13Y   96.85/05   8.018/7.991   12.18
  06.68 pct GOI 2031    14Y   89.05/11   8.020/8.012   13.53
  06.57 pct GOI 2033    15Y   86.90/20   8.050/8.013   15.75
  07.40 pct GOI 2035    19Y   93.66/00   8.083/8.045   17.51
  08.83 pct GOI 2041    24Y  108.49/01   8.023/7.977   23.77
  07.06 pct GOI 2046    30Y   89.73/98   7.976/7.952   28.60

  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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