Keep an eye on the interest rate movements with our Debt Watch as on 22.07.2022.

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)
21-Jul-22 20-Jul-22 14-Jul-22 22-Jun-22 31-Mar-22 In a Day In a Week In a Month
From
Last Day
of FY22
Call Rate 5.02% 4.40% 3.35% 4.00% 3.00% 62 167 102 202
Repo 4.90% 4.90% 4.90% 4.90% 4.00% 0 0 0 90
1 Year Gilt 6.29% 6.27% 6.25% 6.17% 4.32% 2 4 12 197
3 Years Gilt 6.85% 6.86% 6.84% 6.92% 5.67% -1 1 -7 118
5 Years Gilt 7.19% 7.20% 7.15% 7.22% 6.09% -1 4 -3 110
10 Years Gilt 7.45% 7.45% 7.38% 7.40% 6.82% 0 7 5 63
91 Days T-bill 5.36% 5.39% 5.19% 5.12% 3.78% -3 17 24 158
182 Days T-bill 5.84% 5.84% 5.75% 5.71% 4.21% 0 9 13 163
364 Days T-bill 6.21% 6.19% 6.09% 6.23% 4.56% 2 12 -2 165
1 Month CP 5.55% 5.55% 5.28% 5.35% 4.25% 0 27 20 130
3 Months CP 5.90% 5.80% 5.63% 5.56% 4.35% 10 27 34 155
6 Months CP 6.40% 6.30% 6.23% 6.47% 4.69% 10 17 -7 171
1 Year CP 6.85% 6.80% 6.80% 6.80% 5.20% 5 5 5 165
1 Month CD 5.15% 5.07% 4.92% 4.96% 3.70% 8 23 19 145
3 Months CD 5.60% 5.55% 5.35% 5.34% 3.85% 5 25 26 175
6 Months CD 6.10% 6.05% 5.97% 5.95% 4.28% 5 13 15 182
1 Year CD 6.56% 6.55% 6.42% 6.60% 4.70% 1 14 -4 186
1 Year AAA CB 6.53% 6.53% 6.50% 6.65% 5.00% 0 3 -12 153
3 Year AAA CB 7.13% 7.13% 7.07% 7.30% 5.80% 0 6 -17 133
5 Year AAA CB 7.37% 7.37% 7.37% 7.60% 6.30% 0 0 -23 107
10 Year AAA CB 7.82% 7.82% 7.80% 7.88% 7.13% 0 2 -6 69
1 Year AA CB 8.65% 8.65% 8.62% 8.77% 7.12% 0 3 -12 153
3 Year AA CB 9.25% 9.25% 9.19% 9.43% 7.92% 0 6 -18 133
5 Year AA CB 10.07% 10.07% 10.07% 10.30% 9.00% 0 0 -23 107
10 Year AA CB 10.52% 10.52% 10.50% 10.58% 9.83% 0 2 -6 69
1 Year A+ CB 10.65% 10.65% 10.62% 10.77% 9.12% 0 3 -12 153
3 Year A+ CB 11.25% 11.25% 11.19% 11.42% 9.92% 0 6 -17 133
5 Year A+ CB 12.07% 12.07% 12.07% 12.30% 11.00% 0 0 -23 107
10 Year A+ CB 12.52% 12.52% 12.50% 12.58% 11.83% 0 2 -6 69
US 10 Year Yield 2.91% 3.04% 2.96% 3.16% 2.33% -13 -5 -25 58