Keep an eye on the interest rate movements with our Debt Watch as on 02.09.2022.

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)
01-Sep-22 30-Aug-22 24-Aug-22 02-Aug-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 5.55% 5.65% 4.25% 4.25% 3.00% -10 130 130 255
Repo 5.40% 5.40% 5.40% 4.90% 4.00% 0 0 50 140
1 Year Gilt 6.36% 6.34% 6.38% 6.27% 4.32% 2 -2 9 204
3 Years Gilt 6.88% 6.89% 6.90% 6.82% 5.67% -1 -2 6 121
5 Years Gilt 7.00% 6.99% 7.01% 6.94% 6.09% 1 -1 6 91
10 Years Gilt 7.21% 7.19% 7.29% 7.20% 6.82% 2 -8 1 39
91 Days T-bill 5.59% 5.60% 5.59% 5.48% 3.78% -1 0 11 181
182 Days T-bill 6.02% 6.01% 5.97% 5.83% 4.21% 1 5 19 181
364 Days T-bill 6.29% 6.29% 6.23% 6.15% 4.56% 0 6 14 173
1 Month CP 6.00% 5.87% 5.80% 5.75% 4.25% 13 20 25 175
3 Months CP 6.25% 6.15% 6.14% 5.95% 4.35% 10 11 30 190
6 Months CP 6.53% 6.45% 6.40% 6.35% 4.69% 8 13 18 184
1 Year CP 7.04% 7.04% 6.97% 6.90% 5.20% 0 7 14 184
1 Month CD 5.68% 5.58% 5.50% 5.50% 3.70% 10 18 18 198
3 Months CD 5.85% 5.86% 5.80% 5.68% 3.85% -1 5 17 200
6 Months CD 6.30% 6.26% 6.18% 6.05% 4.28% 4 12 25 202
1 Year CD 6.77% 6.80% 6.65% 6.55% 4.70% -3 12 22 207
1 Year AAA CB 6.91% 6.62% 6.58% 6.50% 5.00% 29 33 41 191
3 Year AAA CB 7.05% 6.99% 6.99% 7.01% 5.80% 6 6 4 125
5 Year AAA CB 7.26% 7.20% 7.18% 7.27% 6.30% 6 8 -1 96
10 Year AAA CB 7.57% 7.57% 7.60% 7.69% 7.13% 0 -3 -12 44
1 Year AA CB 8.92% 8.63% 8.59% 8.62% 7.12% 29 33 30 180
3 Year AA CB 9.06% 9.00% 9.00% 9.13% 7.92% 6 6 -7 114
5 Year AA CB 9.88% 9.82% 9.80% 9.97% 9.00% 6 8 -9 88
10 Year AA CB 10.19% 10.19% 10.22% 10.39% 9.83% 0 -3 -20 36
1 Year A+ CB 11.03% 10.74% 10.70% 10.62% 9.12% 29 33 41 191
3 Year A+ CB 11.17% 11.11% 11.11% 11.13% 9.92% 6 6 4 125
5 Year A+ CB 11.99% 11.93% 11.91% 11.97% 11.00% 6 8 2 99
10 Year A+ CB 12.30% 12.30% 12.33% 12.39% 11.83% 0 -3 -9 47
US 10 Year Yield 3.27% 3.13% 3.11% 2.74% 2.33% 14 16 53 94