1. *Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 6.69% CGL 2024; 3 year G-Sec: 5.63% CGL 2026; 5 year G-Sec: 7.17% CGL 2028; 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-Mar-23 02-Mar-23 24-Feb-23 03-Feb-23 31-Mar-22 In a Day In a Week In a Month
From
Last Day
of FY22
Call Rate 5.80% 6.36% 5.50% 5.80% 3.00% -56 30 0 280
Repo 6.50% 6.50% 6.50% 6.25% 4.00% 0 0 25 250
1 Year Gilt 7.32% 7.32% 7.25% 6.93% 4.32% 0 7 39 300
3 Years Gilt 7.35% 7.38% 7.32% 7.05% 5.67% -3 3 30 168
5 Years Gilt 7.40% 7.44% 7.39% 7.12% 6.09% -4 1 28 131
10 Years Gilt 7.42% 7.43% 7.42% 7.29% 6.82% -1 0 13 60
91 Days T-bill 6.89% 6.91% 6.90% 6.55% 3.78% -2 -1 34 311
182 Days T-bill 7.25% 7.27% 7.16% 6.89% 4.21% -2 9 36 304
364 Days T-bill 7.35% 7.35% 7.25% 6.90% 4.56% 0 10 45 279
1 Month CP 7.89% 7.90% 7.15% 7.07% 4.25% -1 74 82 364
3 Months CP 7.95% 7.92% 7.84% 7.50% 4.35% 3 11 45 360
6 Months CP 8.03% 8.00% 8.03% 7.89% 4.69% 3 0 14 334
1 Year CP 8.19% 8.16% 8.10% 8.00% 5.20% 3 9 19 299
1 Month CD 7.65% 7.62% 6.89% 6.65% 3.70% 3 76 100 395
3 Months CD 7.67% 7.64% 7.42% 7.19% 3.85% 3 25 48 382
6 Months CD 7.82% 7.74% 7.62% 7.57% 4.28% 8 20 25 354
1 Year CD 7.86% 7.86% 7.82% 7.70% 4.70% 0 4 16 316
1 Year AAA CB 7.78% 7.78% 7.76% 7.68% 5.00% 0 2 10 278
3 Year AAA CB 7.78% 7.78% 7.76% 7.67% 5.80% 0 2 11 198
5 Year AAA CB 7.77% 7.77% 7.76% 7.67% 6.30% 0 1 10 147
10 Year AAA CB 7.95% 7.95% 7.94% 7.73% 7.13% 0 1 22 82
1 Year AA CB 9.66% 9.66% 9.64% 9.56% 7.12% 0 2 10 254
3 Year AA CB 9.66% 9.66% 9.64% 9.55% 7.92% 0 2 11 174
5 Year AA CB 10.34% 10.34% 10.33% 10.24% 9.00% 0 1 10 134
10 Year AA CB 10.52% 10.52% 10.51% 10.30% 9.83% 0 1 22 69
1 Year A+ CB 11.64% 11.64% 11.62% 11.54% 9.12% 0 2 10 252
3 Year A+ CB 11.64% 11.64% 11.62% 11.53% 9.92% 0 2 11 172
5 Year A+ CB 12.32% 12.32% 12.31% 12.22% 11.00% 0 1 10 132
10 Year A+ CB 12.50% 12.50% 12.49% 12.29% 11.83% 0 1 21 67
US 10 Year Yield 3.96% 4.07% 3.95% 3.53% 2.33% -11 1 43 163