Keep an eye on the interest rate movements with our Debt Watch as on 30.08.2022.

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)
29-Aug-22 26-Aug-22 22-Aug-22 29-Jul-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 5.40% 4.40% 4.40% 4.25% 3.00% 100 100 115 240
Repo 5.40% 5.40% 5.40% 4.90% 4.00% 0 0 50 140
1 Year Gilt 6.37% 6.31% 6.26% 6.34% 4.32% 6 11 3 205
3 Years Gilt 6.90% 6.85% 6.84% 6.75% 5.67% 5 6 15 123
5 Years Gilt 7.04% 6.99% 6.98% 7.07% 6.09% 5 6 -3 95
10 Years Gilt 7.25% 7.21% 7.28% 7.32% 6.82% 4 -3 -7 43
91 Days T-bill 5.60% 5.58% 5.56% 5.56% 3.78% 2 4 4 182
182 Days T-bill 6.01% 5.99% 5.97% 5.93% 4.21% 2 4 8 180
364 Days T-bill 6.28% 6.26% 6.18% 6.25% 4.56% 2 10 3 172
1 Month CP 5.85% 5.85% 5.80% 5.85% 4.25% 0 5 0 160
3 Months CP 6.15% 6.15% 6.10% 6.03% 4.35% 0 5 12 180
6 Months CP 6.45% 6.45% 6.43% 6.40% 4.69% 0 2 5 176
1 Year CP 7.03% 6.97% 6.94% 6.90% 5.20% 6 9 13 183
1 Month CD 5.53% 5.53% 5.50% 5.65% 3.70% 0 3 -12 183
3 Months CD 5.82% 5.82% 5.79% 5.77% 3.85% 0 3 5 197
6 Months CD 6.28% 6.25% 6.18% 6.15% 4.28% 3 10 13 200
1 Year CD 6.80% 6.75% 6.60% 6.63% 4.70% 5 20 17 210
1 Year AAA CB 6.60% 6.60% 6.60% 6.63% 5.00% 0 0 -3 160
3 Year AAA CB 6.99% 6.99% 6.97% 7.10% 5.80% 0 2 -11 119
5 Year AAA CB 7.20% 7.18% 7.18% 7.34% 6.30% 2 2 -14 90
10 Year AAA CB 7.57% 7.57% 7.60% 7.76% 7.13% 0 -3 -19 44
1 Year AA CB 8.61% 8.61% 8.61% 8.75% 7.12% 0 0 -14 149
3 Year AA CB 9.00% 9.00% 8.98% 9.22% 7.92% 0 2 -22 108
5 Year AA CB 9.82% 9.80% 9.80% 10.04% 9.00% 2 2 -22 82
10 Year AA CB 10.19% 10.19% 10.22% 10.46% 9.83% 0 -3 -27 36
1 Year A+ CB 10.72% 10.72% 10.72% 10.75% 9.12% 0 0 -3 160
3 Year A+ CB 11.11% 11.11% 11.09% 11.22% 9.92% 0 2 -11 119
5 Year A+ CB 11.93% 11.91% 11.91% 12.04% 11.00% 2 2 -11 93
10 Year A+ CB 12.30% 12.30% 12.33% 12.46% 11.83% 0 -3 -16 47
US 10 Year Yield 3.11% 3.04% 3.04% 2.66% 2.33% 7 7 45 78