1. *Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 4.56% CGL 2023; 3 year G-Sec: 5.22% CGL 2025; 5 year G-Sec: 6.79% 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)
01-Aug-22 29-Jul-22 25-Jul-22 01-Jul-22 31-Mar-22 In a Day In a Week
In a
Month
From Last
Day of FY22
Call Rate 4.25% 4.25% 5.25% 3.70% 3.00% 0 -100 55 125
Repo 4.90% 4.90% 4.90% 4.90% 4.00% 0 0 0 90
1 Year Gilt 6.29% 6.34% 6.30% 6.33% 4.32% -5 -1 -4 197
3 Years Gilt 6.84% 6.75% 6.83% 6.93% 5.67% 9 1 -9 117
5 Years Gilt 6.96% 7.07% 7.14% 7.21% 6.09% -11 -18 -25 87
10 Years Gilt 7.25% 7.32% 7.39% 7.42% 6.82% -7 -14 -17 43
91 Days T-bill 5.54% 5.56% 5.39% 5.11% 3.78% -2 15 43 176
182 Days T-bill 5.88% 5.93% 5.86% 5.71% 4.21% -5 2 17 167
364 Days T-bill 6.16% 6.25% 6.20% 6.17% 4.56% -9 -4 -1 160
1 Month CP 5.80% 5.85% 5.66% 5.25% 4.25% -5 14 55 155
3 Months CP 6.00% 6.03% 5.85% 5.45% 4.35% -3 15 55 165
6 Months CP 6.35% 6.40% 6.35% 6.30% 4.69% -5 0 5 166
1 Year CP 6.85% 6.90% 6.80% 6.90% 5.20% -5 5 -5 165
1 Month CD 5.45% 5.65% 5.25% 4.85% 3.70% -20 20 60 175
3 Months CD 5.73% 5.77% 5.60% 5.20% 3.85% -4 13 53 188
6 Months CD 6.10% 6.15% 6.05% 5.80% 4.28% -5 5 30 182
1 Year CD 6.58% 6.63% 6.56% 6.60% 4.70% -5 2 -2 188
1 Year AAA CB 6.55% 6.63% 6.55% 6.60% 5.00% -8 0 -5 155
3 Year AAA CB 7.05% 7.10% 7.13% 7.20% 5.80% -5 -8 -15 125
5 Year AAA CB 7.31% 7.34% 7.37% 7.59% 6.30% -3 -6 -28 101
10 Year AAA CB 7.71% 7.76% 7.82% 7.85% 7.13% -5 -11 -14 58
1 Year AA CB 8.67% 8.75% 8.67% 8.72% 7.12% -8 0 -5 155
3 Year AA CB 9.17% 9.22% 9.25% 9.32% 7.92% -5 -8 -15 125
5 Year AA CB 10.01% 10.04% 10.07% 10.29% 9.00% -3 -6 -28 101
10 Year AA CB 10.41% 10.46% 10.52% 10.55% 9.83% -5 -11 -14 58
1 Year A+ CB 10.67% 10.75% 10.67% 10.72% 9.12% -8 0 -5 155
3 Year A+ CB 11.17% 11.22% 11.25% 11.32% 9.92% -5 -8 -15 125
5 Year A+ CB 12.01% 12.04% 12.07% 12.29% 11.00% -3 -6 -28 101
10 Year A+ CB 12.41% 12.46% 12.52% 12.55% 11.83% -5 -11 -14 58
US 10 Year Yield 2.61% 2.66% 2.82% 2.89% 2.33% -5 -21 -28 28