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)
01-Mar-23 28-Feb-23 22-Feb-23 01-Feb-23 31-Mar-22 In a Day In a Week In a Month
From
Last Day
of FY22
Call Rate 6.25% 6.30% 6.25% 5.50% 3.00% -5 0 75 325
Repo 6.50% 6.50% 6.50% 6.25% 4.00% 0 0 25 250
1 Year Gilt 7.32% 7.29% 7.23% 6.92% 4.32% 3 9 40 300
3 Years Gilt 7.37% 7.38% 7.33% 7.05% 5.67% -1 4 32 170
5 Years Gilt 7.44% 7.43% 7.40% 7.12% 6.09% 1 4 32 135
10 Years Gilt 7.43% 7.46% 7.43% 7.28% 6.82% -3 0 15 61
91 Days T-bill 6.92% 6.89% 6.87% 6.52% 3.78% 3 5 40 314
182 Days T-bill 7.27% 7.24% 7.17% 6.85% 4.21% 3 10 42 306
364 Days T-bill 7.36% 7.32% 7.23% 6.92% 4.56% 4 13 44 280
1 Month CP 7.20% 7.25% 7.10% 6.94% 4.25% -5 10 26 295
3 Months CP 7.84% 7.86% 7.70% 7.49% 4.35% -2 14 35 349
6 Months CP 8.00% 7.95% 7.99% 7.89% 4.69% 5 1 11 331
1 Year CP 8.16% 8.10% 8.10% 8.03% 5.20% 6 6 13 296
1 Month CD 6.73% 6.90% 6.89% 6.63% 3.70% -17 -16 10 303
3 Months CD 7.58% 7.58% 7.38% 7.20% 3.85% 0 20 38 373
6 Months CD 7.70% 7.70% 7.62% 7.60% 4.28% 0 8 10 342
1 Year CD 7.86% 7.86% 7.78% 7.72% 4.70% 0 8 14 316
1 Year AAA CB 7.78% 7.78% 7.77% 7.73% 5.00% 0 1 5 278
3 Year AAA CB 7.78% 7.78% 7.77% 7.66% 5.80% 0 1 12 198
5 Year AAA CB 7.77% 7.77% 7.77% 7.66% 6.30% 0 0 11 147
10 Year AAA CB 7.95% 7.95% 7.95% 7.74% 7.13% 0 0 21 82
1 Year AA CB 9.66% 9.66% 9.65% 9.61% 7.12% 0 1 5 254
3 Year AA CB 9.66% 9.66% 9.65% 9.54% 7.92% 0 1 12 174
5 Year AA CB 10.34% 10.34% 10.34% 10.23% 9.00% 0 0 11 134
10 Year AA CB 10.52% 10.52% 10.52% 10.31% 9.83% 0 0 21 69
1 Year A+ CB 11.64% 11.64% 11.63% 11.59% 9.12% 0 1 5 252
3 Year A+ CB 11.64% 11.64% 11.63% 11.52% 9.92% 0 1 12 172
5 Year A+ CB 12.32% 12.32% 12.32% 12.22% 11.00% 0 0 10 132
10 Year A+ CB 12.50% 12.50% 12.50% 12.30% 11.83% 0 0 20 67
US 10 Year Yield 3.99% 3.92% 3.92% 3.40% 2.33% 7 7 59 166