Keep an eye on the interest rate movements with our Debt Watch as on 27.05.2022.

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
FY22
Change (bps)
26-May-22 25-May-22 20-May-22 27-Apr-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of FY21
Call Rate 3.90% 3.90% 3.30% 3.00% 3.00% 0 60 90 90
Repo 4.40% 4.40% 4.40% 4.00% 4.00% 0 0 40 40
1 Year Gilt 5.87% 5.85% 5.98% 5.05% 4.32% 2 -11 82 155
3 Years Gilt 6.81% 6.81% 6.95% 6.14% 5.67% 0 -14 67 114
5 Years Gilt 7.10% 7.09% 7.18% 6.61% 6.09% 1 -8 49 101
10 Years Gilt 7.30% 7.31% 7.36% 7.08% 6.82% -1 -6 22 48
91 Days T-bill 4.89% 4.91% 4.88% 3.97% 3.78% -2 1 92 111
182 Days T-bill 5.42% 5.40% 5.41% 4.38% 4.21% 2 1 104 121
364 Days T-bill 5.83% 5.85% 5.85% 4.76% 4.56% -2 -2 107 127
1 Month CP 5.10% 5.10% 5.10% 4.05% 4.25% 0 0 105 85
3 Months CP 5.40% 5.40% 5.45% 4.32% 4.35% 0 -5 108 105
6 Months CP 6.00% 6.15% 6.25% 4.90% 4.69% -15 -25 110 131
1 Year CP 6.52% 6.57% 6.65% 5.30% 5.20% -5 -13 122 132
1 Month CD 4.70% 4.70% 4.65% 3.89% 3.70% 0 5 81 100
3 Months CD 5.10% 5.10% 5.15% 4.09% 3.85% 0 -5 101 125
6 Months CD 5.70% 5.70% 5.82% 4.45% 4.28% 0 -12 125 142
1 Year CD 6.30% 6.30% 6.25% 5.10% 4.70% 0 5 120 160
1 Year AAA CB 6.37% 6.38% 6.40% 5.30% 5.00% -1 -3 107 137
3 Year AAA CB 7.04% 6.99% 7.01% 6.15% 5.80% 5 3 89 124
5 Year AAA CB 7.46% 7.46% 7.46% 6.85% 6.30% 0 0 61 116
10 Year AAA CB 7.67% 7.70% 7.73% 7.35% 7.13% -3 -6 32 54
1 Year AA CB 8.49% 8.50% 8.52% 7.42% 7.12% -1 -3 107 137
3 Year AA CB 9.16% 9.10% 9.13% 8.27% 7.92% 6 3 89 124
5 Year AA CB 10.16% 10.16% 10.16% 9.55% 9.00% 0 0 61 116
10 Year AA CB 10.37% 10.40% 10.43% 10.05% 9.83% -3 -6 32 54
1 Year A+ CB 10.49% 10.50% 10.52% 9.42% 9.12% -1 -3 107 137
3 Year A+ CB 11.16% 11.11% 11.13% 10.27% 9.92% 5 3 89 124
5 Year A+ CB 12.16% 12.16% 12.16% 11.55% 11.00% 0 0 61 116
10 Year A+ CB 12.37% 12.40% 12.43% 12.05% 11.83% -3 -6 32 54
US 10 Year
Yield
2.76% 2.75% 2.79% 2.82% 2.33% 1 -3 -6 43