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: 6.54% GS 2032. CP: Commercial Paper; CD: Certificate of Deposit; CB: Corporate Bond; Gilt: Government Securities. Source: CRISIL
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Updateon YieldMovements
DEBTWATCH
Particulars
Latest 1 Day Ago 1 Week Ago
1 Month
Ago
Last Day of
FY22
Change (bps)
09-Sep-22 08-Sep-22 02-Sep-22 10-Aug-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 4.50% 4.50% 5.30% 4.60% 3.00% 0 -80 -10 150
Repo 5.40% 5.40% 5.40% 5.40% 4.00% 0 0 0 140
1 Year Gilt 6.35% 6.28% 6.36% 6.32% 4.32% 7 -1 3 203
3 Years Gilt 6.86% 6.89% 6.91% 6.88% 5.67% -3 -5 -2 119
5 Years Gilt 6.96% 6.97% 7.05% 7.01% 6.09% -1 -9 -5 87
10 Years Gilt 7.16% 7.13% 7.23% 7.31% 6.82% 3 -7 -15 34
91 Days T-bill 5.63% 5.61% 5.59% 5.54% 3.78% 2 4 9 185
182 Days T-bill 6.06% 6.06% 6.03% 5.91% 4.21% 0 3 15 185
364 Days T-bill 6.31% 6.27% 6.30% 6.23% 4.56% 4 1 8 175
1 Month CP 5.95% 5.95% 6.00% 5.90% 4.25% 0 -5 5 170
3 Months CP 6.11% 6.15% 6.25% 6.10% 4.35% -4 -14 1 176
6 Months CP 6.53% 6.53% 6.53% 6.43% 4.69% 0 0 10 184
1 Year CP 7.00% 7.00% 7.03% 7.05% 5.20% 0 -3 -5 180
1 Month CD 5.64% 5.64% 5.63% 5.55% 3.70% 0 1 9 194
3 Months CD 5.86% 5.84% 5.83% 5.80% 3.85% 2 3 6 201
6 Months CD 6.26% 6.27% 6.29% 6.15% 4.28% -1 -3 11 198
1 Year CD 6.77% 6.77% 6.78% 6.70% 4.70% 0 -1 7 207
1 Year AAA CB 6.87% 6.87% 6.88% 6.60% 5.00% 0 -1 27 187
3 Year AAA CB 7.13% 7.09% 7.05% 7.00% 5.80% 4 8 13 133
5 Year AAA CB 7.28% 7.26% 7.26% 7.24% 6.30% 2 2 4 98
10 Year AAA CB 7.53% 7.53% 7.57% 7.69% 7.13% 0 -4 -16 40
1 Year AA CB 8.88% 8.88% 8.89% 8.61% 7.12% 0 -1 27 176
3 Year AA CB 9.14% 9.10% 9.06% 9.01% 7.92% 4 8 13 122
5 Year AA CB 9.90% 9.88% 9.88% 9.86% 9.00% 2 2 4 90
10 Year AA CB 10.15% 10.15% 10.19% 10.31% 9.83% 0 -4 -16 32
1 Year A+ CB 10.99% 10.99% 11.00% 10.72% 9.12% 0 -1 27 187
3 Year A+ CB 11.25% 11.21% 11.17% 11.12% 9.92% 4 8 13 133
5 Year A+ CB 12.01% 11.99% 11.99% 11.97% 11.00% 2 2 4 101
10 Year A+ CB 12.26% 12.26% 12.30% 12.42% 11.83% 0 -4 -16 43
US 10 Year Yield 3.32% 3.29% 3.19% 2.79% 2.33% 3 13 53 99