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
Research. Past performance may or may not be sustained in future.
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Updateon YieldMovements
DEBTWATCH
Particulars
Latest 1 Day Ago 1 Week Ago
1 Month
Ago
Last Day of
FY22
Change (bps)
07-Sep-22 06-Sep-22 01-Sep-22 07-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% 5.55% 4.50% 3.00% 0 -105 0 150
Repo 5.40% 5.40% 5.40% 5.40% 4.00% 0 0 0 140
1 Year Gilt 6.32% 6.31% 6.36% 6.34% 4.32% 1 -4 -2 200
3 Years Gilt 6.94% 6.91% 6.88% 6.92% 5.67% 3 6 2 127
5 Years Gilt 7.03% 7.03% 7.00% 7.05% 6.09% 0 3 -2 94
10 Years Gilt 7.18% 7.19% 7.21% 7.35% 6.82% -1 -3 -17 36
91 Days T-bill 5.61% 5.59% 5.59% 5.55% 3.78% 2 2 6 183
182 Days T-bill 6.05% 6.04% 6.02% 5.88% 4.21% 1 3 17 184
364 Days T-bill 6.26% 6.29% 6.29% 6.19% 4.56% -3 -3 7 170
1 Month CP 6.00% 6.00% 6.00% 5.90% 4.25% 0 0 10 175
3 Months CP 6.15% 6.15% 6.25% 6.10% 4.35% 0 -10 5 180
6 Months CP 6.53% 6.53% 6.53% 6.43% 4.69% 0 0 10 184
1 Year CP 7.00% 7.03% 7.04% 6.90% 5.20% -3 -4 10 180
1 Month CD 5.62% 5.60% 5.68% 5.50% 3.70% 2 -6 12 192
3 Months CD 5.82% 5.75% 5.85% 5.75% 3.85% 7 -3 7 197
6 Months CD 6.27% 6.25% 6.30% 6.20% 4.28% 2 -3 7 199
1 Year CD 6.77% 6.80% 6.77% 6.65% 4.70% -3 0 12 207
1 Year AAA CB 6.87% 6.90% 6.91% 6.65% 5.00% -3 -4 22 187
3 Year AAA CB 7.11% 7.05% 7.05% 7.07% 5.80% 6 6 4 131
5 Year AAA CB 7.28% 7.26% 7.26% 7.31% 6.30% 2 2 -3 98
10 Year AAA CB 7.55% 7.55% 7.57% 7.72% 7.13% 0 -2 -17 42
1 Year AA CB 8.88% 8.91% 8.92% 8.66% 7.12% -3 -4 22 176
3 Year AA CB 9.12% 9.06% 9.06% 9.08% 7.92% 6 6 4 120
5 Year AA CB 9.90% 9.88% 9.88% 9.93% 9.00% 2 2 -3 90
10 Year AA CB 10.17% 10.17% 10.19% 10.34% 9.83% 0 -2 -17 34
1 Year A+ CB 10.99% 11.02% 11.03% 10.77% 9.12% -3 -4 22 187
3 Year A+ CB 11.23% 11.17% 11.17% 11.19% 9.92% 6 6 4 131
5 Year A+ CB 12.01% 11.99% 11.99% 12.04% 11.00% 2 2 -3 101
10 Year A+ CB 12.28% 12.28% 12.30% 12.45% 11.83% 0 -2 -17 45
US 10 Year Yield 3.27% 3.34% 3.27% 2.80% 2.33% -7 0 47 94