March 7, 2018 / 7:07 AM / 8 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Mar 7 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1220 IST (0650 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  31/05/18 (Tbill)       3M   98.57/58   6.290/6.260    0.23
  30/08/18 (Tbill)       6M   96.98/00   6.490/6.450    0.48
  07.28 pct GOI 2019     1Y  100.65/70   6.710/6.668    1.24
  06.35 pct GOI 2020     2Y   99.03/05   6.920/6.908    1.82
  07.80 pct GOI 2021     3Y  101.50/57   7.246/7.220    3.09
  08.20 pct GOI 2022     4Y  102.53/59   7.444/7.427    3.94
  06.84 pct GOI 2022     5Y   97.41/48   7.491/7.473    4.78
  07.68 pct GOI 2023     6Y  100.13/30   7.648/7.611    5.77
  07.72 pct GOI 2025     7Y   99.85/93   7.744/7.730    7.22
  06.97 pct GOI 2026     8Y   94.00/13   7.955/7.933    8.50
  06.79 pct GOI 2027     9Y   92.64/67   7.931/7.926    9.19
  07.17 pct GOI 2028    10Y   96.01/04   7.755/7.751    9.84
  08.60 pct GOI 2028    11Y  103.91/07   8.029/8.007   10.24
  06.79 pct GOI 2029    12Y   92.60/76   7.757/7.735   11.80
  07.61 pct GOI 2030    13Y   96.87/26   8.015/7.964   12.17
  06.68 pct GOI 2031    14Y   89.18/21   8.004/8.000   13.53
  06.57 pct GOI 2033    15Y   87.05/18   8.032/8.016   15.74
  07.40 pct GOI 2035    19Y   93.86/30   8.061/8.011   17.51
  08.83 pct GOI 2041    24Y  108.49/01   8.023/7.977   23.76
  07.06 pct GOI 2046    30Y   89.73/98   7.976/7.952   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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