Here’s the latest update on the yield movements in the debt category.

1. *Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 6.84% CGL 2022; 3 year G-Sec: 6.18% CGL 2024; 5 year G-Sec: 5.97% CGL 2026; 10
year G-Sec: 6.10% GS 2031. 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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Update on Yield Movements
DEBT WATCH
Particulars
Latest 1 Day Ago 1 Week Ago 1 Month Ago
Last Day of
FY21
Change (bps)
1-Dec-21 30-Nov-21 25-Nov-21 2-Nov-21 31-Mar-21 In a Day In a Week In a Month
From Last
Day of FY21
Call Rate 3.00% 3.00% 3.25% 3.45% 2.75% 0 -25 -45 25
Repo 4.00% 4.00% 4.00% 4.00% 4.00% 0 0 0 0
1 Year Gilt 4.29% 4.26% 4.28% 4.29% 3.92% 3 1 0 37
3 Years Gilt 5.11% 5.08% 5.14% 5.13% 4.93% 3 -3 -2 18
5 Years Gilt 5.72% 5.70% 5.76% 5.88% 5.70% 2 -4 -16 2
10 Years Gilt 6.36% 6.33% 6.37% 6.36% 6.16% 3 -1 0 20
91 Days T-bill 3.51% 3.51% 3.53% 3.59% 3.28% 0 -2 -8 23
182 Days T-bill 3.81% 3.81% 3.79% 3.79% 3.47% 0 2 2 34
364 Days T-bill 4.11% 4.10% 4.11% 4.02% 3.76% 1 0 9 35
1 Month CP 3.85% 3.85% 3.75% 4.20% 3.50% 0 10 -35 35
3 Months CP 3.94% 3.94% 4.00% 4.36% 3.50% 0 -6 -42 44
6 Months CP 4.55% 4.55% 4.50% 4.60% 3.95% 0 5 -5 60
1 Year CP 4.85% 4.85% 4.80% 4.80% 4.45% 0 5 5 40
1 Month CD 3.52% 3.55% 3.30% 3.59% 3.28% -3 22 -7 24
3 Months CD 3.60% 3.60% 3.65% 3.69% 3.30% 0 -5 -9 30
6 Months CD 4.07% 4.10% 4.10% 4.10% 3.44% -3 -3 -3 63
1 Year CD 4.44% 4.44% 4.40% 4.35% 3.95% 0 4 9 49
1 Year AAA CB 4.60% 4.60% 4.60% 4.55% 4.15% 0 0 5 45
3 Year AAA CB 5.40% 5.40% 5.40% 5.40% 5.20% 0 0 0 20
5 Year AAA CB 6.12% 6.12% 6.12% 6.15% 6.20% 0 0 -3 -8
10 Year AAA CB 6.90% 6.90% 6.90% 6.97% 6.95% 0 0 -7 -5
1 Year AA CB 6.91% 6.91% 6.91% 6.91% 6.91% 0 0 0 0
3 Year AA CB 7.71% 7.71% 7.71% 7.76% 7.96% 0 0 -5 -25
5 Year AA CB 8.94% 8.94% 8.94% 9.11% 9.54% 0 0 -17 -60
10 Year AA CB 9.72% 9.72% 9.72% 9.93% 10.29% 0 0 -21 -57
1 Year A+ CB 8.70% 8.70% 8.70% 8.67% 8.16% 0 0 3 54
3 Year A+ CB 9.50% 9.50% 9.50% 9.52% 9.21% 0 0 -2 29
5 Year A+ CB 10.73% 10.73% 10.73% 10.87% 11.01% 0 0 -14 -28
10 Year A+ CB 11.51% 11.51% 11.51% 11.69% 11.76% 0 0 -18 -25
US 10 Year Yield 1.44% 1.44% 1.65% 1.55% 1.74% 0 -21 -11 -30