This document provides a summary of weighted average yields for various Indian debt instruments over different time periods, ranging from the past day to the last day of the previous fiscal year. It shows yields for government securities (G-secs) of various maturities, as well as commercial paper, certificates of deposit, corporate bonds of different credit ratings, and the US 10-year Treasury yield. Most domestic debt yields have increased over the past month, week and day due to rising interest rates. The US 10-year yield has also risen substantially compared to the end of the previous fiscal year.

1. *Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 5.09%% CGL 2022; 3 year G-Sec: 7.32% CGL 2024; 5 year G-Sec: 5.63% CGL 2025; 10
year G-Sec: 5.77% GS 2030. 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.
The information contained herein is only for the purpose of information and not for distribution and do not constitute an offer to buy or sell or solicitation of any offer to buy or
sell any securities or financial instruments in the United States of America (“US”) and/or Canada or for the benefit of US persons (being persons falling within the definition of
the term “US Person” under the US Securities Act, 1933, as amended) or persons residing in Canada.
Mutual Fund investments are subject to market risks, read all scheme related documents carefully.
Update on Yield Movements
DEBT WATCH
Particulars
Latest 1 Day Ago 1 Week Ago 1 Month Ago
Last Day of
FY22
Change (bps)
27-Jun-22 24-Jun-22 20-Jun-22 27-May-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of FY22
Call Rate 3.50% 4.00% 4.30% 3.50% 3.00% -50 -80 0 50
Repo 4.90% 4.90% 4.90% 4.40% 4.00% 0 0 50 90
1 Year Gilt 6.14% 6.24% 6.15% 5.91% 4.32% -10 -1 23 182
3 Years Gilt 6.97% 6.94% 7.00% 6.85% 5.67% 3 -3 12 130
5 Years Gilt 7.24% 7.23% 7.26% 7.14% 6.09% 1 -2 10 115
10 Years Gilt 7.41% 7.44% 7.43% 7.35% 6.82% -3 -2 6 59
91 Days T-bill 5.13% 5.11% 5.07% 4.87% 3.78% 2 6 26 135
182 Days T-bill 5.68% 5.66% 5.70% 5.43% 4.21% 2 -2 25 147
364 Days T-bill 6.21% 6.23% 6.14% 5.90% 4.56% -2 7 31 165
1 Month CP 5.35% 5.25% 5.35% 5.10% 4.25% 10 0 25 110
3 Months CP 5.58% 5.60% 5.63% 5.40% 4.35% -2 -5 18 123
6 Months CP 6.38% 6.43% 6.45% 6.10% 4.69% -5 -7 28 169
1 Year CP 6.80% 6.80% 6.80% 6.52% 5.20% 0 0 28 160
1 Month CD 4.95% 4.91% 5.00% 4.70% 3.70% 4 -5 25 125
3 Months CD 5.25% 5.25% 5.25% 5.10% 3.85% 0 0 15 140
6 Months CD 5.85% 5.85% 6.00% 5.70% 4.28% 0 -15 15 157
1 Year CD 6.54% 6.52% 6.45% 6.30% 4.70% 2 9 24 184
1 Year AAA CB 6.65% 6.65% 6.60% 6.40% 5.00% 0 5 25 165
3 Year AAA CB 7.30% 7.30% 7.35% 7.04% 5.80% 0 -5 26 150
5 Year AAA CB 7.59% 7.60% 7.64% 7.46% 6.30% -1 -5 13 129
10 Year AAA CB 7.85% 7.87% 7.88% 7.67% 7.13% -2 -3 18 72
1 Year AA CB 8.77% 8.77% 8.72% 8.52% 7.12% 0 5 25 165
3 Year AA CB 9.42% 9.42% 9.47% 9.16% 7.92% 0 -5 26 150
5 Year AA CB 10.29% 10.30% 10.34% 10.16% 9.00% -1 -5 13 129
10 Year AA CB 10.55% 10.57% 10.58% 10.37% 9.83% -2 -3 18 72
1 Year A+ CB 10.77% 10.77% 10.72% 10.52% 9.12% 0 5 25 165
3 Year A+ CB 11.42% 11.42% 11.47% 11.16% 9.92% 0 -5 26 150
5 Year A+ CB 12.29% 12.30% 12.34% 12.16% 11.00% -1 -5 13 129
10 Year A+ CB 12.55% 12.57% 12.58% 12.37% 11.83% -2 -3 18 72
US 10 Year
Yield
3.19% 3.13% 3.24% 2.74% 2.33% 6 -5 45 86