Keep an eye on the interest rate movements with our Debt Watch as on 24.08.2022.

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)
23-Aug-22 22-Aug-22 17-Aug-22 22-Jul-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 4.90% 4.40% 5.25% 5.20% 3.00% 50 -35 -30 190
Repo 5.40% 5.40% 5.40% 4.90% 4.00% 0 0 50 140
1 Year Gilt 6.28% 6.26% 6.18% 6.29% 4.32% 2 10 -1 196
3 Years Gilt 6.86% 6.84% 6.78% 6.84% 5.67% 2 8 2 119
5 Years Gilt 6.99% 6.98% 6.87% 7.15% 6.09% 1 12 -16 90
10 Years Gilt 7.28% 7.28% 7.18% 7.41% 6.82% 0 10 -13 46
91 Days T-bill 5.56% 5.56% 5.52% 5.39% 3.78% 0 4 17 178
182 Days T-bill 5.98% 5.97% 5.90% 5.85% 4.21% 1 8 13 177
364 Days T-bill 6.18% 6.18% 6.16% 6.19% 4.56% 0 2 -1 162
1 Month CP 5.70% 5.80% 5.85% 5.66% 4.25% -10 -15 4 145
3 Months CP 6.14% 6.10% 6.05% 5.93% 4.35% 4 9 21 179
6 Months CP 6.40% 6.43% 6.38% 6.35% 4.69% -3 2 5 171
1 Year CP 6.94% 6.94% 7.00% 6.85% 5.20% 0 -6 9 174
1 Month CD 5.53% 5.50% 5.53% 5.27% 3.70% 3 0 26 183
3 Months CD 5.79% 5.79% 5.80% 5.62% 3.85% 0 -1 17 194
6 Months CD 6.18% 6.18% 6.17% 6.10% 4.28% 0 1 8 190
1 Year CD 6.65% 6.60% 6.65% 6.56% 4.70% 5 0 9 195
1 Year AAA CB 6.60% 6.60% 6.60% 6.60% 5.00% 0 0 0 160
3 Year AAA CB 6.99% 6.97% 6.94% 7.13% 5.80% 2 5 -14 119
5 Year AAA CB 7.18% 7.18% 7.18% 7.37% 6.30% 0 0 -19 88
10 Year AAA CB 7.60% 7.60% 7.61% 7.82% 7.13% 0 -1 -22 47
1 Year AA CB 8.61% 8.61% 8.61% 8.72% 7.12% 0 0 -11 149
3 Year AA CB 9.00% 8.98% 8.95% 9.25% 7.92% 2 5 -25 108
5 Year AA CB 9.80% 9.80% 9.80% 10.07% 9.00% 0 0 -27 80
10 Year AA CB 10.22% 10.22% 10.23% 10.52% 9.83% 0 -1 -30 39
1 Year A+ CB 10.72% 10.72% 10.72% 10.72% 9.12% 0 0 0 160
3 Year A+ CB 11.11% 11.09% 11.06% 11.25% 9.92% 2 5 -14 119
5 Year A+ CB 11.91% 11.91% 11.91% 12.07% 11.00% 0 0 -16 91
10 Year A+ CB 12.33% 12.33% 12.34% 12.52% 11.83% 0 -1 -19 50
US 10 Year Yield 3.05% 3.04% 2.90% 2.78% 2.33% 1 15 27 72