Keep an eye on the interest rate movements with our Debt Watch as on 21.07.2022.

1. *Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 4.56% CGL 2023; 3 year G-Sec: 5.22% CGL 2025; 5 year G-Sec: 6.79% 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)
20-Jul-22 19-Jul-22 13-Jul-22 21-Jun-22 31-Mar-22 In a Day In a Week In a Month
From
Last Day
of FY22
Call Rate 4.40% 4.40% 4.30% 3.70% 3.00% 0 10 70 140
Repo 4.90% 4.90% 4.90% 4.90% 4.00% 0 0 0 90
1 Year Gilt 6.27% 6.25% 6.23% 6.18% 4.32% 2 4 9 195
3 Years Gilt 6.86% 6.86% 6.82% 7.04% 5.67% 0 4 -18 119
5 Years Gilt 7.20% 7.19% 7.13% 7.29% 6.09% 1 7 -9 111
10 Years Gilt 7.45% 7.44% 7.35% 7.48% 6.82% 1 10 -3 63
91 Days T-bill 5.39% 5.28% 5.19% 5.04% 3.78% 11 20 35 161
182 Days T-bill 5.84% 5.75% 5.69% 5.70% 4.21% 9 15 14 163
364 Days T-bill 6.19% 6.14% 6.10% 6.16% 4.56% 5 9 3 163
1 Month CP 5.55% 5.37% 5.30% 5.35% 4.25% 18 25 20 130
3 Months CP 5.80% 5.70% 5.63% 5.60% 4.35% 10 17 20 145
6 Months CP 6.30% 6.30% 6.25% 6.47% 4.69% 0 5 -17 161
1 Year CP 6.80% 6.80% 6.80% 6.85% 5.20% 0 0 -5 160
1 Month CD 5.07% 5.02% 4.99% 4.96% 3.70% 5 8 11 137
3 Months CD 5.55% 5.41% 5.35% 5.30% 3.85% 14 20 25 170
6 Months CD 6.05% 6.05% 5.95% 6.00% 4.28% 0 10 5 177
1 Year CD 6.55% 6.50% 6.40% 6.57% 4.70% 5 15 -2 185
1 Year AAA CB 6.53% 6.50% 6.45% 6.70% 5.00% 3 8 -17 153
3 Year AAA CB 7.13% 7.13% 7.05% 7.35% 5.80% 0 8 -22 133
5 Year AAA CB 7.37% 7.37% 7.37% 7.64% 6.30% 0 0 -27 107
10 Year AAA CB 7.82% 7.82% 7.78% 7.88% 7.13% 0 4 -6 69
1 Year AA CB 8.65% 8.62% 8.57% 8.82% 7.12% 3 8 -17 153
3 Year AA CB 9.25% 9.25% 9.17% 9.47% 7.92% 0 8 -22 133
5 Year AA CB 10.07% 10.07% 10.07% 10.34% 9.00% 0 0 -27 107
10 Year AA CB 10.52% 10.52% 10.48% 10.58% 9.83% 0 4 -6 69
1 Year A+ CB 10.65% 10.62% 10.57% 10.82% 9.12% 3 8 -17 153
3 Year A+ CB 11.25% 11.25% 11.17% 11.47% 9.92% 0 8 -22 133
5 Year A+ CB 12.07% 12.07% 12.07% 12.34% 11.00% 0 0 -27 107
10 Year A+ CB 12.52% 12.52% 12.48% 12.58% 11.83% 0 4 -6 69
US 10 Year
Yield
3.04% 3.01% 2.90% 3.31% 2.33% 3 14 -27 71