Keep an eye on the interest rate movements with our Debt Watch as on 05.08.2022.

1. *Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 4.56% CGL 2023; 3 year G-Sec: 7.59% CGL 2026; 5 year G-Sec: 7.38% 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)
04-Aug-22 03-Aug-22 28-Jul-22 04-Jul-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 4.80% 4.30% 5.15% 4.00% 3.00% 50 -35 80 180
Repo 4.90% 4.90% 4.90% 4.90% 4.00% 0 0 0 90
1 Year Gilt 6.21% 6.28% 6.33% 6.34% 4.32% -7 -12 -13 189
3 Years Gilt 6.76% 6.87% 6.79% 6.89% 5.67% -11 -3 -13 109
5 Years Gilt 6.89% 6.98% 7.09% 7.16% 6.09% -9 -20 -27 80
10 Years Gilt 7.16% 7.24% 7.33% 7.38% 6.82% -8 -17 -22 34
91 Days T-bill 5.49% 5.50% 5.56% 5.11% 3.78% -1 -7 38 171
182 Days T-bill 5.84% 5.83% 5.95% 5.65% 4.21% 1 -11 19 163
364 Days T-bill 6.16% 6.19% 6.28% 6.15% 4.56% -3 -12 1 160
1 Month CP 5.85% 5.80% 6.00% 5.30% 4.25% 5 -15 55 160
3 Months CP 5.98% 5.98% 6.11% 5.90% 4.35% 0 -13 8 163
6 Months CP 6.35% 6.30% 6.42% 6.45% 4.69% 5 -7 -10 166
1 Year CP 6.84% 6.80% 6.90% 6.90% 5.20% 4 -6 -6 164
1 Month CD 5.50% 5.50% 5.70% 4.97% 3.70% 0 -20 53 180
3 Months CD 5.70% 5.68% 5.80% 5.33% 3.85% 2 -10 37 185
6 Months CD 6.14% 6.14% 6.17% 5.95% 4.28% 0 -3 19 186
1 Year CD 6.58% 6.58% 6.63% 6.55% 4.70% 0 -5 3 188
1 Year AAA CB 6.60% 6.60% 6.65% 6.55% 5.00% 0 -5 5 160
3 Year AAA CB 7.00% 7.04% 7.13% 7.15% 5.80% -4 -13 -15 120
5 Year AAA CB 7.24% 7.28% 7.37% 7.54% 6.30% -4 -13 -30 94
10 Year AAA CB 7.65% 7.69% 7.78% 7.80% 7.13% -4 -13 -15 52
1 Year AA CB 8.72% 8.72% 8.77% 8.67% 7.12% 0 -5 5 160
3 Year AA CB 9.12% 9.16% 9.25% 9.27% 7.92% -4 -13 -15 120
5 Year AA CB 9.94% 9.98% 10.07% 10.24% 9.00% -4 -13 -30 94
10 Year AA CB 10.35% 10.39% 10.48% 10.50% 9.83% -4 -13 -15 52
1 Year A+ CB 10.72% 10.72% 10.77% 10.67% 9.12% 0 -5 5 160
3 Year A+ CB 11.12% 11.16% 11.25% 11.27% 9.92% -4 -13 -15 120
5 Year A+ CB 11.94% 11.98% 12.07% 12.24% 11.00% -4 -13 -30 94
10 Year A+ CB 12.35% 12.39% 12.48% 12.50% 11.83% -4 -13 -15 52
US 10 Year Yield 2.68% 2.75% 2.68% 2.89% 2.33% -7 0 -21 35