March 5, 2018 / 11:44 AM / 4 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 5 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Monday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  31/05/18 (Tbill)       3M   98.54/55   6.290/6.260    0.24
  30/08/18 (Tbill)       6M   96.94/96   6.500/6.460    0.49
  07.28 pct GOI 2019     1Y  100.68/72   6.687/6.654    1.24
  06.35 pct GOI 2020     2Y   99.05/11   6.906/6.871    1.83
  07.80 pct GOI 2021     3Y  101.51/60   7.243/7.210    3.10
  08.20 pct GOI 2022     4Y  102.47/50   7.463/7.454    3.94
  06.84 pct GOI 2022     5Y   97.38/44   7.498/7.482    4.79
  07.68 pct GOI 2023     6Y  100.15/35   7.643/7.600    5.78
  07.72 pct GOI 2025     7Y   99.70/78   7.772/7.757    7.22
  06.97 pct GOI 2026     8Y   93.80/03   7.989/7.950    8.50
  06.79 pct GOI 2027     9Y   92.53/57   7.948/7.942    9.19
  07.17 pct GOI 2028    10Y   95.87/89   7.776/7.773    9.84
  08.60 pct GOI 2028    11Y  103.76/92   8.051/8.028   10.24
  06.79 pct GOI 2029    12Y   91.93/25   7.849/7.805   11.81
  07.61 pct GOI 2030    13Y   96.65/95   8.044/8.005   12.18
  06.68 pct GOI 2031    14Y   89.05/10   8.020/8.014   13.53
  06.57 pct GOI 2033    15Y   86.67/10   8.079/8.026   15.75
  07.40 pct GOI 2035    19Y   93.67/99   8.082/8.046   17.51
  08.83 pct GOI 2041    24Y  108.34/86   8.036/7.990   23.77
  07.06 pct GOI 2046    30Y   89.58/83   7.991/7.966   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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