Keep an eye on the interest rate movements with our Debt Watch as on 29.07.2022.

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)
28-Jul-22 27-Jul-22 21-Jul-22 28-Jun-22 31-Mar-22 In a Day In a Week In a Month
From
Last Day
of FY22
Call Rate 5.15% 3.90% 5.02% 4.40% 3.00% 125 13 75 215
Repo 4.90% 4.90% 4.90% 4.90% 4.00% 0 0 0 90
1 Year Gilt 6.33% 6.32% 6.29% 6.16% 4.32% 1 4 17 201
3 Years Gilt 6.79% 6.82% 6.85% 7.00% 5.67% -3 -6 -21 112
5 Years Gilt 7.09% 7.12% 7.19% 7.28% 6.09% -3 -10 -19 100
10 Years Gilt 7.33% 7.34% 7.45% 7.46% 6.82% -1 -12 -13 51
91 Days T-bill 5.56% 5.60% 5.36% 5.12% 3.78% -4 20 44 178
182 Days T-bill 5.95% 5.96% 5.84% 5.67% 4.21% -1 11 28 174
364 Days T-bill 6.28% 6.30% 6.21% 6.23% 4.56% -2 7 5 172
1 Month CP 6.00% 5.76% 5.55% 5.35% 4.25% 24 45 65 175
3 Months CP 6.11% 6.05% 5.90% 5.55% 4.35% 6 21 56 176
6 Months CP 6.42% 6.45% 6.40% 6.35% 4.69% -3 2 7 173
1 Year CP 6.90% 6.90% 6.85% 6.80% 5.20% 0 5 10 170
1 Month CD 5.70% 5.52% 5.15% 4.99% 3.70% 18 55 71 200
3 Months CD 5.80% 5.80% 5.60% 5.25% 3.85% 0 20 55 195
6 Months CD 6.17% 6.20% 6.10% 5.84% 4.28% -3 7 33 189
1 Year CD 6.63% 6.63% 6.56% 6.52% 4.70% 0 7 11 193
1 Year AAA CB 6.65% 6.65% 6.53% 6.65% 5.00% 0 12 0 165
3 Year AAA CB 7.13% 7.13% 7.13% 7.30% 5.80% 0 0 -17 133
5 Year AAA CB 7.37% 7.37% 7.37% 7.59% 6.30% 0 0 -22 107
10 Year AAA CB 7.78% 7.80% 7.82% 7.85% 7.13% -2 -4 -7 65
1 Year AA CB 8.77% 8.77% 8.65% 8.77% 7.12% 0 12 0 165
3 Year AA CB 9.25% 9.25% 9.25% 9.42% 7.92% 0 0 -17 133
5 Year AA CB 10.07% 10.07% 10.07% 10.29% 9.00% 0 0 -22 107
10 Year AA CB 10.48% 10.50% 10.52% 10.55% 9.83% -2 -4 -7 65
1 Year A+ CB 10.77% 10.77% 10.65% 10.77% 9.12% 0 12 0 165
3 Year A+ CB 11.25% 11.25% 11.25% 11.42% 9.92% 0 0 -17 133
5 Year A+ CB 12.07% 12.07% 12.07% 12.29% 11.00% 0 0 -22 107
10 Year A+ CB 12.48% 12.50% 12.52% 12.55% 11.83% -2 -4 -7 65
US 10 Year Yield 2.68% 2.73% 2.91% 3.21% 2.33% -5 -23 -53 35