The document provides weighted average yields for various Indian government securities (G-Secs) and bills with maturity periods ranging from 1 to 10 years. It also lists interest rates for commercial paper (CP), certificates of deposit (CD), and corporate bonds (CB) with different credit ratings. Most interest rates have increased over the past month, week, and day, reflecting rising yields in the debt market. The 10-year government bond yield is currently 7.27%, up 45 basis points from the end of the last fiscal year.

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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the term “US Person” under the US Securities Act, 1933, as amended) or persons residing in Canada.
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Updateon YieldMovements
DEBTWATCH
Particulars
Latest 1 Day Ago 1 Week Ago 1 Month Ago
Last Day of
FY22
Change (bps)
19-Aug-22 18-Aug-22 12-Aug-22 20-Jul-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 4.95% 4.85% 4.75% 4.40% 3.00% 10 20 55 195
Repo 5.40% 5.40% 5.40% 4.90% 4.00% 0 0 50 140
1 Year Gilt 6.26% 6.25% 6.32% 6.27% 4.32% 1 -6 -1 194
3 Years Gilt 6.85% 6.82% 6.86% 6.86% 5.67% 3 -1 -1 118
5 Years Gilt 6.96% 6.93% 6.99% 7.20% 6.09% 3 -3 -24 87
10 Years Gilt 7.27% 7.24% 7.29% 7.45% 6.82% 3 -2 -18 45
91 Days T-bill 5.56% 5.58% 5.51% 5.39% 3.78% -2 5 17 178
182 Days T-bill 5.96% 5.93% 5.93% 5.84% 4.21% 3 3 12 175
364 Days T-bill 6.17% 6.16% 6.22% 6.19% 4.56% 1 -5 -2 161
1 Month CP 5.85% 5.85% 5.85% 5.55% 4.25% 0 0 30 160
3 Months CP 6.15% 6.15% 6.10% 5.80% 4.35% 0 5 35 180
6 Months CP 6.38% 6.40% 6.40% 6.30% 4.69% -2 -2 8 169
1 Year CP 7.00% 7.00% 7.05% 6.80% 5.20% 0 -5 20 180
1 Month CD 5.50% 5.53% 5.53% 5.07% 3.70% -3 -3 43 180
3 Months CD 5.80% 5.77% 5.84% 5.55% 3.85% 3 -4 25 195
6 Months CD 6.17% 6.18% 6.20% 6.05% 4.28% -1 -3 12 189
1 Year CD 6.60% 6.65% 6.65% 6.55% 4.70% -5 -5 5 190
1 Year AAA CB 6.60% 6.57% 6.60% 6.53% 5.00% 3 0 7 160
3 Year AAA CB 6.95% 6.94% 7.00% 7.13% 5.80% 1 -5 -18 115
5 Year AAA CB 7.18% 7.18% 7.24% 7.37% 6.30% 0 -6 -19 88
10 Year AAA CB 7.61% 7.61% 7.68% 7.82% 7.13% 0 -7 -21 48
1 Year AA CB 8.61% 8.58% 8.61% 8.65% 7.12% 3 0 -4 149
3 Year AA CB 8.96% 8.95% 9.01% 9.25% 7.92% 1 -5 -29 104
5 Year AA CB 9.80% 9.80% 9.86% 10.07% 9.00% 0 -6 -27 80
10 Year AA CB 10.23% 10.23% 10.30% 10.52% 9.83% 0 -7 -29 40
1 Year A+ CB 10.72% 10.69% 10.72% 10.65% 9.12% 3 0 7 160
3 Year A+ CB 11.07% 11.06% 11.12% 11.25% 9.92% 1 -5 -18 115
5 Year A+ CB 11.91% 11.91% 11.97% 12.07% 11.00% 0 -6 -16 91
10 Year A+ CB 12.34% 12.34% 12.41% 12.52% 11.83% 0 -7 -18 51
US 10 Year Yield 2.99% 2.88% 2.79% 3.04% 2.33% 11 20 -5 66