1. *Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 7.68% CGL 2023; 3 year G-Sec: 5.63% 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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the term “US Person” under the US Securities Act, 1933, as amended) or persons residing in Canada.
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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)
03-Jan-23 02-Jan-23 27-Dec-22 02-Dec-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 5.90% 5.30% 6.10% 5.65% 3.00% 60 -20 25 290
Repo 6.25% 6.25% 6.25% 5.90% 4.00% 0 0 35 225
1 Year Gilt 6.88% 6.88% 6.78% 6.77% 4.32% 0 10 11 256
3 Years Gilt 7.14% 7.15% 7.10% 7.02% 5.67% -1 4 12 147
5 Years Gilt 7.24% 7.24% 7.22% 7.07% 6.09% 0 2 17 115
10 Years Gilt 7.33% 7.34% 7.31% 7.22% 6.82% -1 2 11 51
91 Days T-bill 6.30% 6.36% 6.40% 6.34% 3.78% -6 -10 -4 252
182 Days T-bill 6.66% 6.69% 6.69% 6.67% 4.21% -3 -3 -1 245
364 Days T-bill 6.88% 6.87% 6.87% 6.80% 4.56% 1 1 8 232
1 Month CP 6.76% 6.78% 7.06% 7.01% 4.25% -2 -30 -25 251
3 Months CP 7.17% 7.17% 7.06% 7.13% 4.35% 0 11 4 282
6 Months CP 7.74% 7.65% 7.65% 7.60% 4.69% 9 9 14 305
1 Year CP 7.90% 7.90% 7.88% 7.90% 5.20% 0 2 0 270
1 Month CD 6.36% 6.42% 6.75% 6.76% 3.70% -6 -39 -40 266
3 Months CD 6.91% 6.92% 6.84% 6.84% 3.85% -1 7 7 306
6 Months CD 7.42% 7.40% 7.30% 7.27% 4.28% 2 12 15 314
1 Year CD 7.62% 7.62% 7.62% 7.58% 4.70% 0 0 4 292
1 Year AAA CB 7.61% 7.51% 7.50% 7.52% 5.00% 10 11 9 261
3 Year AAA CB 7.61% 7.61% 7.60% 7.54% 5.80% 0 1 7 181
5 Year AAA CB 7.57% 7.61% 7.60% 7.54% 6.30% -4 -3 3 127
10 Year AAA CB 7.71% 7.70% 7.69% 7.65% 7.13% 1 2 6 58
1 Year AA CB 9.49% 9.39% 9.38% 9.53% 7.12% 10 11 -4 237
3 Year AA CB 9.49% 9.49% 9.48% 9.55% 7.92% 0 1 -6 157
5 Year AA CB 10.14% 10.18% 10.17% 10.16% 9.00% -4 -3 -2 114
10 Year AA CB 10.28% 10.27% 10.26% 10.27% 9.83% 1 2 1 45
1 Year A+ CB 11.47% 11.37% 11.36% 11.64% 9.12% 10 11 -17 235
3 Year A+ CB 11.47% 11.47% 11.46% 11.66% 9.92% 0 1 -19 155
5 Year A+ CB 12.12% 12.16% 12.15% 12.27% 11.00% -4 -3 -15 112
10 Year A+ CB 12.26% 12.25% 12.24% 12.38% 11.83% 1 2 -12 43
US 10 Year Yield 3.80% 3.88% 3.86% 3.51% 2.33% -8 -6 29 147