Keep an eye on the interest rate movements with our Debt Watch as on 01.08.2022.

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)
29-Jul-22 28-Jul-22 22-Jul-22 30-Jun-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of FY22
Call Rate 4.25% 5.15% 5.20% 5.00% 3.00% -90 -95 -75 125
Repo 4.90% 4.90% 4.90% 4.90% 4.00% 0 0 0 90
1 Year Gilt 6.34% 6.33% 6.29% 6.20% 4.32% 1 5 14 202
3 Years Gilt 6.75% 6.79% 6.84% 6.95% 5.67% -4 -9 -20 108
5 Years Gilt 7.07% 7.09% 7.15% 7.25% 6.09% -2 -8 -18 98
10 Years Gilt 7.32% 7.33% 7.41% 7.44% 6.82% -1 -9 -12 50
91 Days T-bill 5.56% 5.56% 5.39% 5.13% 3.78% 0 17 43 178
182 Days T-bill 5.93% 5.95% 5.85% 5.73% 4.21% -2 8 20 172
364 Days T-bill 6.25% 6.28% 6.19% 6.24% 4.56% -3 6 1 169
1 Month CP 5.85% 6.00% 5.66% 5.30% 4.25% -15 19 55 160
3 Months CP 6.03% 6.11% 5.93% 5.50% 4.35% -8 10 53 168
6 Months CP 6.40% 6.42% 6.35% 6.33% 4.69% -2 5 7 171
1 Year CP 6.90% 6.90% 6.85% 6.80% 5.20% 0 5 10 170
1 Month CD 5.65% 5.70% 5.27% 4.90% 3.70% -5 38 75 195
3 Months CD 5.77% 5.80% 5.62% 5.25% 3.85% -3 15 52 192
6 Months CD 6.15% 6.17% 6.10% 5.90% 4.28% -2 5 25 187
1 Year CD 6.63% 6.63% 6.56% 6.50% 4.70% 0 7 13 193
1 Year AAA CB 6.63% 6.65% 6.60% 6.65% 5.00% -2 3 -2 163
3 Year AAA CB 7.10% 7.13% 7.13% 7.30% 5.80% -3 -3 -20 130
5 Year AAA CB 7.34% 7.37% 7.37% 7.59% 6.30% -3 -3 -25 104
10 Year AAA CB 7.76% 7.78% 7.82% 7.85% 7.13% -2 -6 -9 63
1 Year AA CB 8.75% 8.77% 8.72% 8.77% 7.12% -2 3 -2 163
3 Year AA CB 9.22% 9.25% 9.25% 9.42% 7.92% -3 -3 -20 130
5 Year AA CB 10.04% 10.07% 10.07% 10.29% 9.00% -3 -3 -25 104
10 Year AA CB 10.46% 10.48% 10.52% 10.55% 9.83% -2 -6 -9 63
1 Year A+ CB 10.75% 10.77% 10.72% 10.77% 9.12% -2 3 -2 163
3 Year A+ CB 11.22% 11.25% 11.25% 11.42% 9.92% -3 -3 -20 130
5 Year A+ CB 12.04% 12.07% 12.07% 12.29% 11.00% -3 -3 -25 104
10 Year A+ CB 12.46% 12.48% 12.52% 12.55% 11.83% -2 -6 -9 63
US 10 Year Yield 2.66% 2.68% 2.78% 2.97% 2.33% -2 -12 -31 33