Keep an eye on the interest rate movements with our Debt Watch as on 12.08.2022.

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)
11-Aug-22 10-Aug-22 04-Aug-22 11-Jul-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 4.50% 4.60% 4.80% 4.85% 3.00% -10 -30 -35 150
Repo 5.40% 5.40% 4.90% 4.90% 4.00% 0 50 50 140
1 Year Gilt 6.28% 6.32% 6.21% 6.30% 4.32% -4 7 -2 196
3 Years Gilt 6.84% 6.88% 6.76% 6.90% 5.67% -4 8 -6 117
5 Years Gilt 6.96% 7.01% 6.89% 7.20% 6.09% -5 7 -24 87
10 Years Gilt 7.27% 7.31% 7.16% 7.43% 6.82% -4 11 -16 45
91 Days T-bill 5.52% 5.54% 5.49% 5.16% 3.78% -2 3 36 174
182 Days T-bill 5.93% 5.91% 5.84% 5.70% 4.21% 2 9 23 172
364 Days T-bill 6.20% 6.23% 6.16% 6.12% 4.56% -3 4 8 164
1 Month CP 5.85% 5.90% 5.85% 5.20% 4.25% -5 0 65 160
3 Months CP 6.10% 6.10% 5.98% 5.29% 4.35% 0 12 81 175
6 Months CP 6.43% 6.43% 6.35% 6.20% 4.69% 0 8 23 174
1 Year CP 7.05% 7.05% 6.84% 6.65% 5.20% 0 21 40 185
1 Month CD 5.48% 5.55% 5.50% 4.90% 3.70% -7 -2 58 178
3 Months CD 5.80% 5.80% 5.70% 5.10% 3.85% 0 10 70 195
6 Months CD 6.17% 6.15% 6.14% 5.75% 4.28% 2 3 42 189
1 Year CD 6.65% 6.70% 6.58% 6.35% 4.70% -5 7 30 195
1 Year AAA CB 6.60% 6.60% 6.60% 6.50% 5.00% 0 0 10 160
3 Year AAA CB 7.00% 7.00% 7.00% 7.10% 5.80% 0 0 -10 120
5 Year AAA CB 7.24% 7.24% 7.24% 7.42% 6.30% 0 0 -18 94
10 Year AAA CB 7.69% 7.69% 7.65% 7.79% 7.13% 0 4 -10 56
1 Year AA CB 8.61% 8.61% 8.72% 8.62% 7.12% 0 -11 -1 149
3 Year AA CB 9.01% 9.01% 9.12% 9.22% 7.92% 0 -11 -21 109
5 Year AA CB 9.86% 9.86% 9.94% 10.12% 9.00% 0 -8 -26 86
10 Year AA CB 10.31% 10.31% 10.35% 10.49% 9.83% 0 -4 -18 48
1 Year A+ CB 10.72% 10.72% 10.72% 10.62% 9.12% 0 0 10 160
3 Year A+ CB 11.12% 11.12% 11.12% 11.22% 9.92% 0 0 -10 120
5 Year A+ CB 11.97% 11.97% 11.94% 12.12% 11.00% 0 3 -15 97
10 Year A+ CB 12.42% 12.42% 12.35% 12.49% 11.83% 0 7 -7 59
US 10 Year Yield 2.89% 2.79% 2.68% 2.99% 2.33% 10 21 -10 56