Keep an eye on the interest rate movements with our Debt Watch as on 16.08.2022.

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)
12-Aug-22 11-Aug-22 05-Aug-22 12-Jul-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 4.75% 4.50% 5.30% 4.30% 3.00% 25 -55 45 175
Repo 5.40% 5.40% 5.40% 4.90% 4.00% 0 0 50 140
1 Year Gilt 6.32% 6.28% 6.30% 6.28% 4.32% 4 2 4 200
3 Years Gilt 6.86% 6.84% 6.91% 6.88% 5.67% 2 -5 -2 119
5 Years Gilt 6.99% 6.96% 7.03% 7.18% 6.09% 3 -4 -19 90
10 Years Gilt 7.29% 7.27% 7.32% 7.40% 6.82% 2 -3 -11 47
91 Days T-bill 5.51% 5.52% 5.50% 5.13% 3.78% -1 1 38 173
182 Days T-bill 5.93% 5.93% 5.83% 5.71% 4.21% 0 10 22 172
364 Days T-bill 6.22% 6.20% 6.19% 6.13% 4.56% 2 3 9 166
1 Month CP 5.85% 5.85% 5.90% 5.30% 4.25% 0 -5 55 160
3 Months CP 6.10% 6.10% 6.07% 5.63% 4.35% 0 3 47 175
6 Months CP 6.40% 6.43% 6.43% 6.30% 4.69% -3 -3 10 171
1 Year CP 7.05% 7.05% 6.85% 6.85% 5.20% 0 20 20 185
1 Month CD 5.53% 5.48% 5.55% 4.99% 3.70% 5 -2 54 183
3 Months CD 5.84% 5.80% 5.75% 5.35% 3.85% 4 9 49 199
6 Months CD 6.20% 6.17% 6.20% 6.00% 4.28% 3 0 20 192
1 Year CD 6.65% 6.65% 6.60% 6.45% 4.70% 0 5 20 195
1 Year AAA CB 6.60% 6.60% 6.65% 6.55% 5.00% 0 -5 5 160
3 Year AAA CB 7.00% 7.00% 7.07% 7.07% 5.80% 0 -7 -7 120
5 Year AAA CB 7.24% 7.24% 7.31% 7.42% 6.30% 0 -7 -18 94
10 Year AAA CB 7.68% 7.69% 7.72% 7.78% 7.13% -1 -4 -10 55
1 Year AA CB 8.61% 8.61% 8.77% 8.67% 7.12% 0 -16 -6 149
3 Year AA CB 9.01% 9.01% 9.10% 9.19% 7.92% 0 -9 -18 109
5 Year AA CB 9.86% 9.86% 10.01% 10.12% 9.00% 0 -15 -26 86
10 Year AA CB 10.30% 10.31% 10.42% 10.48% 9.83% -1 -12 -18 47
1 Year A+ CB 10.72% 10.72% 10.77% 10.67% 9.12% 0 -5 5 160
3 Year A+ CB 11.12% 11.12% 11.19% 11.19% 9.92% 0 -7 -7 120
5 Year A+ CB 11.97% 11.97% 12.01% 12.12% 11.00% 0 -4 -15 97
10 Year A+ CB 12.41% 12.42% 12.42% 12.48% 11.83% -1 -1 -7 58
US 10 Year Yield 2.79% 2.89% 2.84% 2.96% 2.33% -10 -5 -17 46