Keep an eye on the interest rate movements with our Debt Watch as on 25.08.2022.

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)
24-Aug-22 23-Aug-22 18-Aug-22 25-Jul-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 4.25% 4.90% 4.85% 5.25% 3.00% -65 -60 -100 125
Repo 5.40% 5.40% 5.40% 4.90% 4.00% 0 0 50 140
1 Year Gilt 6.38% 6.28% 6.25% 6.30% 4.32% 10 13 8 206
3 Years Gilt 6.90% 6.86% 6.82% 6.83% 5.67% 4 8 7 123
5 Years Gilt 7.01% 6.99% 6.93% 7.14% 6.09% 2 8 -13 92
10 Years Gilt 7.29% 7.28% 7.24% 7.39% 6.82% 1 5 -10 47
91 Days T-bill 5.59% 5.56% 5.58% 5.39% 3.78% 3 1 20 181
182 Days T-bill 5.97% 5.98% 5.93% 5.86% 4.21% -1 4 11 176
364 Days T-bill 6.23% 6.18% 6.16% 6.20% 4.56% 5 7 3 167
1 Month CP 5.80% 5.70% 5.85% 5.66% 4.25% 10 -5 14 155
3 Months CP 6.14% 6.14% 6.15% 5.85% 4.35% 0 -1 29 179
6 Months CP 6.40% 6.40% 6.40% 6.35% 4.69% 0 0 5 171
1 Year CP 6.97% 6.94% 7.00% 6.80% 5.20% 3 -3 17 177
1 Month CD 5.50% 5.53% 5.53% 5.25% 3.70% -3 -3 25 180
3 Months CD 5.80% 5.79% 5.77% 5.60% 3.85% 1 3 20 195
6 Months CD 6.18% 6.18% 6.18% 6.05% 4.28% 0 0 13 190
1 Year CD 6.65% 6.65% 6.65% 6.56% 4.70% 0 0 9 195
1 Year AAA CB 6.58% 6.60% 6.57% 6.55% 5.00% -2 1 3 158
3 Year AAA CB 6.99% 6.99% 6.94% 7.13% 5.80% 0 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 8.59% 8.61% 8.58% 8.67% 7.12% -2 1 -8 147
3 Year AA CB 9.00% 9.00% 8.95% 9.25% 7.92% 0 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 10.70% 10.72% 10.69% 10.67% 9.12% -2 1 3 158
3 Year A+ CB 11.11% 11.11% 11.06% 11.25% 9.92% 0 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 3.11% 3.05% 2.88% 2.82% 2.33% 6 23 29 78