1. *Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 4.56% CGL 2023; 3 year G-Sec: 7.59% CGL 2026; 5 year G-Sec: 7.38% CGL 2027; 10
year G-Sec: 7.26% GS 2032. CP: Commercial Paper; CD: Certificate of Deposit; CB: Corporate Bond; Gilt: Government Securities. Source: CRISIL
Research. Past performance may or may not be sustained in future.
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Update on Yield Movements
DEBT WATCH
Particulars
Latest 1 Day Ago 1 Week Ago
1 Month
Ago
Last Day of
FY22
Change (bps)
08-Dec-22 07-Dec-22 02-Dec-22 07-Nov-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 5.60% 5.75% 5.65% 5.00% 3.00% -15 -5 60 260
Repo 6.25% 6.25% 5.90% 5.90% 4.00% 0 35 35 225
1 Year Gilt 6.79% 6.84% 6.77% 6.90% 4.32% -5 2 -11 247
3 Years Gilt 7.10% 7.08% 7.02% 7.32% 5.67% 2 8 -22 143
5 Years Gilt 7.17% 7.15% 7.07% 7.39% 6.09% 2 10 -22 108
10 Years Gilt 7.28% 7.28% 7.22% 7.44% 6.82% 0 6 -16 46
91 Days T-bill 6.38% 6.39% 6.34% 6.41% 3.78% -1 4 -3 260
182 Days T-bill 6.76% 6.76% 6.67% 6.73% 4.21% 0 9 3 255
364 Days T-bill 6.86% 6.84% 6.80% 6.93% 4.56% 2 6 -7 230
1 Month CP 7.04% 7.00% 7.01% 6.67% 4.25% 4 3 37 279
3 Months CP 7.17% 7.10% 7.13% 7.30% 4.35% 7 4 -13 282
6 Months CP 7.64% 7.60% 7.60% 7.57% 4.69% 4 4 7 295
1 Year CP 7.91% 7.95% 7.90% 7.90% 5.20% -4 1 1 271
1 Month CD 6.75% 6.75% 6.76% 6.30% 3.70% 0 -1 45 305
3 Months CD 6.85% 6.84% 6.84% 6.85% 3.85% 1 1 0 300
6 Months CD 7.30% 7.32% 7.27% 7.35% 4.28% -2 3 -5 302
1 Year CD 7.61% 7.64% 7.58% 7.50% 4.70% -3 3 11 291
1 Year AAA CB 7.51% 7.51% 7.52% 7.60% 5.00% 0 -1 -9 251
3 Year AAA CB 7.57% 7.57% 7.54% 7.67% 5.80% 0 3 -10 177
5 Year AAA CB 7.57% 7.57% 7.54% 7.69% 6.30% 0 3 -12 127
10 Year AAA CB 7.68% 7.68% 7.65% 7.76% 7.13% 0 3 -8 55
1 Year AA CB 9.39% 9.39% 9.53% 9.61% 7.12% 0 -14 -22 227
3 Year AA CB 9.45% 9.45% 9.55% 9.68% 7.92% 0 -10 -23 153
5 Year AA CB 10.14% 10.14% 10.16% 10.31% 9.00% 0 -2 -17 114
10 Year AA CB 10.25% 10.25% 10.27% 10.38% 9.83% 0 -2 -13 42
1 Year A+ CB 11.37% 11.37% 11.64% 11.72% 9.12% 0 -27 -35 225
3 Year A+ CB 11.43% 11.43% 11.66% 11.79% 9.92% 0 -23 -36 151
5 Year A+ CB 12.12% 12.12% 12.27% 12.42% 11.00% 0 -15 -30 112
10 Year A+ CB 12.23% 12.23% 12.38% 12.49% 11.83% 0 -15 -26 40
US 10 Year Yield 3.49% 3.41% 3.51% 4.13% 2.33% 8 -2 -64 116