Keep an eye on the interest rate movements with our Debt Watch as on 10.05.2022.

1. *Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 7.37% 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.
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)
9-May-22 6-May-22 2-May-22 11-Apr-22 31-Mar-21 In a Day In a Week In a Month
From Last
Day of FY21
Call Rate 3.90% 2.50% 3.00% 3.45% 2.75% 140 90 45 115
Repo 4.40% 4.40% 4.00% 4.00% 4.00% 0 40 40 40
1 Year Gilt 5.77% 5.75% 5.04% 4.85% 3.92% 2 73 92 185
3 Years Gilt 6.92% 6.93% 6.20% 6.02% 4.93% -1 72 90 199
5 Years Gilt 7.27% 7.26% 6.82% 6.54% 5.70% 1 45 73 157
10 Years Gilt 7.47% 7.45% 7.12% 7.14% 6.16% 2 35 33 131
91 Days T-bill 4.63% 4.58% 3.99% 3.94% 3.28% 5 64 69 135
182 Days T-bill 5.08% 5.05% 4.38% 4.40% 3.47% 3 70 68 161
364 Days T-bill 5.59% 5.51% 4.77% 4.74% 3.76% 8 82 85 183
1 Month CP 4.90% 4.75% 4.25% 4.02% 3.50% 15 65 88 140
3 Months CP 5.45% 5.30% 4.45% 4.20% 3.50% 15 100 125 195
6 Months CP 5.75% 5.70% 4.90% 4.85% 3.95% 5 85 90 180
1 Year CP 6.25% 6.25% 5.30% 5.35% 4.45% 0 95 90 180
1 Month CD 4.55% 4.50% 3.96% 3.75% 3.28% 5 59 80 127
3 Months CD 4.85% 4.80% 4.10% 4.05% 3.30% 5 75 80 155
6 Months CD 5.25% 5.25% 4.60% 4.62% 3.44% 0 65 63 181
1 Year CD 5.90% 5.85% 5.15% 5.05% 3.95% 5 75 85 195
1 Year AAA CB 6.23% 6.23% 5.30% 5.15% 4.15% 0 93 108 208
3 Year AAA CB 7.00% 6.95% 6.17% 6.05% 5.20% 5 83 95 180
5 Year AAA CB 7.53% 7.50% 6.87% 6.65% 6.20% 3 66 88 133
10 Year AAA CB 7.85% 7.83% 7.33% 7.40% 6.95% 2 52 45 90
1 Year AA CB 8.35% 8.35% 7.42% 7.27% 6.91% 0 93 108 144
3 Year AA CB 9.12% 9.07% 8.29% 8.17% 7.96% 5 83 95 116
5 Year AA CB 10.23% 10.20% 9.57% 9.35% 9.54% 3 66 88 69
10 Year AA CB 10.55% 10.53% 10.03% 10.10% 10.29% 2 52 45 26
1 Year A+ CB 10.35% 10.35% 9.42% 9.27% 8.16% 0 93 108 219
3 Year A+ CB 11.12% 11.07% 10.29% 10.17% 9.21% 5 83 95 191
5 Year A+ CB 12.23% 12.20% 11.57% 11.35% 11.01% 3 66 88 122
10 Year A+ CB 12.55% 12.53% 12.03% 12.10% 11.76% 2 52 45 79
US 10 Year Yield 3.08% 3.12% 2.96% 2.78% 1.74% -4 12 30 134