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)
30-Dec-22 29-Dec-22 23-Dec-22 01-Dec-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 6.40% 6.10% 6.50% 5.50% 3.00% 30 -10 90 340
Repo 6.25% 6.25% 6.25% 5.90% 4.00% 0 0 35 225
1 Year Gilt 6.74% 6.73% 6.75% 6.71% 4.32% 1 -1 3 242
3 Years Gilt 7.13% 7.13% 7.09% 7.01% 5.67% 0 4 12 146
5 Years Gilt 7.23% 7.22% 7.22% 7.07% 6.09% 1 1 16 114
10 Years Gilt 7.33% 7.31% 7.31% 7.21% 6.82% 2 2 12 51
91 Days T-bill 6.37% 6.34% 6.37% 6.55% 3.78% 3 0 -18 259
182 Days T-bill 6.70% 6.73% 6.73% 6.69% 4.21% -3 -3 1 249
364 Days T-bill 6.88% 6.86% 6.88% 6.83% 4.56% 2 0 5 232
1 Month CP 6.83% 6.95% 7.02% 6.99% 4.25% -12 -19 -16 258
3 Months CP 6.88% 7.07% 7.08% 7.13% 4.35% -19 -20 -25 253
6 Months CP 7.60% 7.68% 7.65% 7.70% 4.69% -8 -5 -10 291
1 Year CP 7.87% 7.90% 7.90% 7.90% 5.20% -3 -3 -3 267
1 Month CD 6.49% 6.65% 6.79% 6.71% 3.70% -16 -30 -22 279
3 Months CD 6.60% 6.76% 6.80% 6.84% 3.85% -16 -20 -24 275
6 Months CD 7.20% 7.22% 7.30% 7.25% 4.28% -2 -10 -5 292
1 Year CD 7.57% 7.60% 7.62% 7.58% 4.70% -3 -5 -1 287
1 Year AAA CB 7.51% 7.55% 7.55% 7.52% 5.00% -4 -4 -1 251
3 Year AAA CB 7.61% 7.61% 7.58% 7.56% 5.80% 0 3 5 181
5 Year AAA CB 7.61% 7.61% 7.58% 7.56% 6.30% 0 3 5 131
10 Year AAA CB 7.70% 7.70% 7.67% 7.67% 7.13% 0 3 3 57
1 Year AA CB 9.39% 9.43% 9.43% 9.53% 7.12% -4 -4 -14 227
3 Year AA CB 9.49% 9.49% 9.46% 9.57% 7.92% 0 3 -8 157
5 Year AA CB 10.18% 10.18% 10.15% 10.18% 9.00% 0 3 0 118
10 Year AA CB 10.27% 10.27% 10.24% 10.29% 9.83% 0 3 -2 44
1 Year A+ CB 11.37% 11.41% 11.41% 11.64% 9.12% -4 -4 -27 225
3 Year A+ CB 11.47% 11.47% 11.44% 11.68% 9.92% 0 3 -21 155
5 Year A+ CB 12.16% 12.16% 12.13% 12.29% 11.00% 0 3 -13 116
10 Year A+ CB 12.25% 12.25% 12.22% 12.40% 11.83% 0 3 -15 42
US 10 Year Yield 3.88% 3.84% 3.75% 3.53% 2.33% 4 13 35 155