Yields have increased across the board over the past month, year, and since the end of the last fiscal year. The 1-year government security yield rose 198 basis points from the end of the last fiscal year and is currently at 6.30%. Corporate bond yields have also risen significantly over the past year, with AAA rated 1-year bonds up 165 basis points to 6.65%. US 10-year bond yields have risen 51 basis points in the past year to 2.84%.

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)
05-Aug-22 04-Aug-22 29-Jul-22 05-Jul-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 5.30% 4.80% 4.25% 4.00% 3.00% 50 105 130 230
Repo 5.40% 4.90% 4.90% 4.90% 4.00% 50 50 50 140
1 Year Gilt 6.30% 6.21% 6.34% 6.31% 4.32% 9 -4 -1 198
3 Years Gilt 6.91% 6.76% 6.75% 6.86% 5.67% 15 16 5 124
5 Years Gilt 7.03% 6.89% 7.07% 7.17% 6.09% 14 -4 -14 94
10 Years Gilt 7.32% 7.16% 7.32% 7.38% 6.82% 16 0 -6 50
91 Days T-bill 5.50% 5.49% 5.56% 5.13% 3.78% 1 -6 37 172
182 Days T-bill 5.83% 5.84% 5.93% 5.64% 4.21% -1 -10 19 162
364 Days T-bill 6.19% 6.16% 6.25% 6.10% 4.56% 3 -6 9 163
1 Month CP 5.90% 5.85% 5.85% 5.30% 4.25% 5 5 60 165
3 Months CP 6.07% 5.98% 6.03% 5.87% 4.35% 9 4 20 172
6 Months CP 6.43% 6.35% 6.40% 6.45% 4.69% 8 3 -2 174
1 Year CP 6.85% 6.84% 6.90% 6.85% 5.20% 1 -5 0 165
1 Month CD 5.55% 5.50% 5.65% 4.97% 3.70% 5 -10 58 185
3 Months CD 5.75% 5.70% 5.77% 5.32% 3.85% 5 -2 43 190
6 Months CD 6.20% 6.14% 6.15% 5.95% 4.28% 6 5 25 192
1 Year CD 6.60% 6.58% 6.63% 6.53% 4.70% 2 -3 7 190
1 Year AAA CB 6.65% 6.60% 6.63% 6.50% 5.00% 5 2 15 165
3 Year AAA CB 7.07% 7.00% 7.10% 7.13% 5.80% 7 -3 -6 127
5 Year AAA CB 7.31% 7.24% 7.34% 7.49% 6.30% 7 -3 -18 101
10 Year AAA CB 7.72% 7.65% 7.76% 7.80% 7.13% 7 -4 -8 59
1 Year AA CB 8.77% 8.72% 8.75% 8.62% 7.12% 5 2 15 165
3 Year AA CB 9.10% 9.12% 9.22% 9.25% 7.92% -2 -12 -15 118
5 Year AA CB 10.01% 9.94% 10.04% 10.19% 9.00% 7 -3 -18 101
10 Year AA CB 10.42% 10.35% 10.46% 10.50% 9.83% 7 -4 -8 59
1 Year A+ CB 10.77% 10.72% 10.75% 10.62% 9.12% 5 2 15 165
3 Year A+ CB 11.19% 11.12% 11.22% 11.25% 9.92% 7 -3 -6 127
5 Year A+ CB 12.01% 11.94% 12.04% 12.19% 11.00% 7 -3 -18 101
10 Year A+ CB 12.42% 12.35% 12.46% 12.50% 11.83% 7 -4 -8 59
US 10 Year Yield 2.84% 2.68% 2.66% 2.81% 2.33% 16 18 3 51