March 6, 2018 / 7:00 AM / in 5 months

TABLE-Thomson Reuters reference rates for India gilts

  Mar 6 (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.
  ------------------   -----   ---------  -----------  ------
  31/05/18 (Tbill)       3M   98.55/56   6.300/6.260    0.24
  30/08/18 (Tbill)       6M   96.97/98   6.480/6.460    0.48
  07.28 pct GOI 2019     1Y  100.64/71   6.720/6.661    1.24
  06.35 pct GOI 2020     2Y   99.00/09   6.937/6.883    1.82
  07.80 pct GOI 2021     3Y  101.52/60   7.239/7.210    3.10
  08.20 pct GOI 2022     4Y  102.43/57   7.474/7.433    3.94
  06.84 pct GOI 2022     5Y   97.31/48   7.516/7.472    4.79
  07.68 pct GOI 2023     6Y  100.08/32   7.659/7.607    5.78
  07.72 pct GOI 2025     7Y   99.70/79   7.772/7.755    7.22
  06.97 pct GOI 2026     8Y   93.91/00   7.970/7.955    8.50
  06.79 pct GOI 2027     9Y   92.53/57   7.949/7.942    9.19
  07.17 pct GOI 2028    10Y   95.89/91   7.773/7.770    9.84
  08.60 pct GOI 2028    11Y  103.76/92   8.051/8.028   10.24
  06.79 pct GOI 2029    12Y   91.95/20   7.846/7.812   11.81
  07.61 pct GOI 2030    13Y   96.71/90   8.036/8.011   12.18
  06.68 pct GOI 2031    14Y   89.01/04   8.026/8.022   13.53
  06.57 pct GOI 2033    15Y   87.00/16   8.038/8.018   15.75
  07.40 pct GOI 2035    19Y   93.71/15   8.077/8.028   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   28.59

  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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