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)
13-Sep-22 12-Sep-22 06-Sep-22 12-Aug-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 5.10% 4.50% 4.50% 4.75% 3.00% 60 60 35 210
Repo 5.40% 5.40% 5.40% 5.40% 4.00% 0 0 0 140
1 Year Gilt 6.32% 6.29% 6.31% 6.32% 4.32% 3 1 0 200
3 Years Gilt 6.91% 6.91% 6.91% 6.86% 5.67% 0 0 5 124
5 Years Gilt 6.97% 7.00% 7.03% 6.99% 6.09% -3 -6 -2 88
10 Years Gilt 7.11% 7.18% 7.19% 7.29% 6.82% -7 -8 -18 29
91 Days T-bill 5.64% 5.64% 5.59% 5.51% 3.78% 0 5 13 186
182 Days T-bill 6.08% 6.05% 6.04% 5.93% 4.21% 3 4 15 187
364 Days T-bill 6.32% 6.31% 6.29% 6.22% 4.56% 1 3 10 176
1 Month CP 6.00% 6.00% 6.00% 5.85% 4.25% 0 0 15 175
3 Months CP 6.23% 6.16% 6.15% 6.10% 4.35% 7 8 13 188
6 Months CP 6.56% 6.56% 6.53% 6.40% 4.69% 0 3 16 187
1 Year CP 7.00% 7.00% 7.03% 7.05% 5.20% 0 -3 -5 180
1 Month CD 5.75% 5.70% 5.60% 5.53% 3.70% 5 15 22 205
3 Months CD 5.94% 5.90% 5.75% 5.84% 3.85% 4 19 10 209
6 Months CD 6.30% 6.30% 6.25% 6.20% 4.28% 0 5 10 202
1 Year CD 6.77% 6.77% 6.80% 6.65% 4.70% 0 -3 12 207
1 Year AAA CB 6.93% 6.90% 6.90% 6.60% 5.00% 3 3 33 193
3 Year AAA CB 7.13% 7.13% 7.05% 7.00% 5.80% 0 8 13 133
5 Year AAA CB 7.26% 7.26% 7.26% 7.24% 6.30% 0 0 2 96
10 Year AAA CB 7.47% 7.51% 7.55% 7.68% 7.13% -4 -8 -21 34
1 Year AA CB 8.94% 8.91% 8.91% 8.61% 7.12% 3 3 33 182
3 Year AA CB 9.14% 9.14% 9.06% 9.01% 7.92% 0 8 13 122
5 Year AA CB 9.88% 9.88% 9.88% 9.86% 9.00% 0 0 2 88
10 Year AA CB 10.09% 10.13% 10.17% 10.30% 9.83% -4 -8 -21 26
1 Year A+ CB 11.05% 11.02% 11.02% 10.72% 9.12% 3 3 33 193
3 Year A+ CB 11.25% 11.25% 11.17% 11.12% 9.92% 0 8 13 133
5 Year A+ CB 11.99% 11.99% 11.99% 11.97% 11.00% 0 0 2 99
10 Year A+ CB 12.20% 12.24% 12.28% 12.41% 11.83% -4 -8 -21 37
US 10 Year Yield 3.42% 3.36% 3.34% 2.79% 2.33% 6 8 63 109