This document provides a summary of weighted average yields for various Indian government securities (G-secs) and treasury bills (T-bills) as of April 8, 2022. It also includes data on changes in yields over the past day, week, month, and year for T-bills, certificates of deposit, commercial paper, corporate bonds, and the US 10-year Treasury yield. Yields have increased across most instruments over the past month and year due to rising interest rates but have remained stable or fallen for some 5-10 year corporate bonds and the US 10-year yield.

1. *Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 6.84% CGL 2022; 3 year G-Sec: 5.22% CGL 2025; 5 year G-Sec: 5.74% CGL 2026; 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.
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
FY21
Change (bps)
8-Apr-22 7-Apr-22 31-Mar-22 9-Mar-22 31-Mar-21 In a Day In a Week In a Month
From Last
Day of FY21
Call Rate 3.60% 3.00% 3.00% 3.00% 2.75% 60 60 60 85
Repo 4.00% 4.00% 4.00% 4.00% 4.00% 0 0 0 0
1 Year Gilt 4.86% 4.69% 4.32% 4.56% 3.92% 17 54 30 94
3 Years Gilt 5.98% 5.74% 5.67% 5.77% 4.93% 24 31 21 105
5 Years Gilt 6.44% 6.17% 6.09% 6.18% 5.70% 27 35 26 74
10 Years Gilt 7.10% 6.91% 6.82% 6.86% 6.16% 19 28 24 94
91 Days T-bill 3.95% 3.78% 3.78% 3.84% 3.28% 17 17 11 67
182 Days T-bill 4.32% 4.20% 4.21% 4.33% 3.47% 12 11 -1 85
364 Days T-bill 4.70% 4.53% 4.56% 4.65% 3.76% 17 14 5 94
1 Month CP 4.05% 4.00% 4.25% 4.30% 3.50% 5 -20 -25 55
3 Months CP 4.20% 4.13% 4.35% 4.40% 3.50% 7 -15 -20 70
6 Months CP 4.85% 4.80% 4.69% 4.95% 3.95% 5 16 -10 90
1 Year CP 5.30% 5.30% 5.20% 5.15% 4.45% 0 10 15 85
1 Month CD 3.80% 3.70% 3.70% 3.95% 3.28% 10 10 -15 52
3 Months CD 4.00% 3.90% 3.85% 3.98% 3.30% 10 15 2 70
6 Months CD 4.62% 4.50% 4.28% 4.70% 3.44% 12 34 -8 118
1 Year CD 5.00% 4.85% 4.70% 4.98% 3.95% 15 30 2 105
1 Year AAA CB 5.10% 4.95% 5.00% 5.08% 4.15% 15 10 2 95
3 Year AAA CB 5.95% 5.80% 5.80% 5.85% 5.20% 15 15 10 75
5 Year AAA CB 6.55% 6.30% 6.30% 6.40% 6.20% 25 25 15 35
10 Year AAA CB 7.30% 7.13% 7.13% 7.18% 6.95% 17 17 12 35
1 Year AA CB 7.22% 7.07% 7.12% 7.20% 6.91% 15 10 2 31
3 Year AA CB 8.07% 7.92% 7.92% 7.97% 7.96% 15 15 10 11
5 Year AA CB 9.25% 9.00% 9.00% 9.10% 9.54% 25 25 15 -29
10 Year AA CB 10.00% 9.83% 9.83% 9.88% 10.29% 17 17 12 -29
1 Year A+ CB 9.22% 9.07% 9.12% 9.20% 8.16% 15 10 2 106
3 Year A+ CB 10.07% 9.92% 9.92% 9.97% 9.21% 15 15 10 86
5 Year A+ CB 11.25% 11.00% 11.00% 11.10% 11.01% 25 25 15 24
10 Year A+ CB 12.00% 11.83% 11.83% 11.88% 11.76% 17 17 12 24
US 10 Year
Yield
2.71% 2.65% 2.33% 1.95% 1.74% 6 38 76 97