Keep an eye on the interest rate movements with our Debt Watch as on 26.08.2022.

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)
25-Aug-22 24-Aug-22 19-Aug-22 25-Jul-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 4.80% 4.25% 4.95% 5.25% 3.00% 55 -15 -45 180
Repo 5.40% 5.40% 5.40% 4.90% 4.00% 0 0 50 140
1 Year Gilt 6.35% 6.38% 6.26% 6.30% 4.32% -3 9 5 203
3 Years Gilt 6.92% 6.90% 6.85% 6.83% 5.67% 2 7 9 125
5 Years Gilt 7.03% 7.01% 6.96% 7.14% 6.09% 2 7 -11 94
10 Years Gilt 7.30% 7.29% 7.27% 7.39% 6.82% 1 3 -9 48
91 Days T-bill 5.59% 5.59% 5.56% 5.39% 3.78% 0 3 20 181
182 Days T-bill 5.97% 5.97% 5.96% 5.86% 4.21% 0 1 11 176
364 Days T-bill 6.23% 6.23% 6.17% 6.20% 4.56% 0 6 3 167
1 Month CP 5.83% 5.80% 5.85% 5.66% 4.25% 3 -2 17 158
3 Months CP 6.15% 6.14% 6.15% 5.85% 4.35% 1 0 30 180
6 Months CP 6.40% 6.40% 6.38% 6.35% 4.69% 0 2 5 171
1 Year CP 6.97% 6.97% 7.00% 6.80% 5.20% 0 -3 17 177
1 Month CD 5.53% 5.50% 5.50% 5.25% 3.70% 3 3 28 183
3 Months CD 5.80% 5.80% 5.80% 5.60% 3.85% 0 0 20 195
6 Months CD 6.20% 6.18% 6.17% 6.05% 4.28% 2 3 15 192
1 Year CD 6.73% 6.65% 6.60% 6.56% 4.70% 8 13 17 203
1 Year AAA CB 6.58% 6.58% 6.60% 6.55% 5.00% 0 -2 3 158
3 Year AAA CB 6.99% 6.99% 6.95% 7.13% 5.80% 0 4 -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% 8.59% 8.61% 8.67% 7.12% 0 -2 -8 147
3 Year AA CB 9.00% 9.00% 8.96% 9.25% 7.92% 0 4 -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% 10.70% 10.72% 10.67% 9.12% 0 -2 3 158
3 Year A+ CB 11.11% 11.11% 11.07% 11.25% 9.92% 0 4 -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 3.03% 3.11% 2.99% 2.82% 2.33% -8 4 21 70