Keep an eye on the interest rate movements with our Debt Watch as on 07.09.2022.

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.
The information contained herein is only for the purpose of information and not for distribution and do not constitute an offer to buy or sell or solicitation of any offer to buy or
sell any securities or financial instruments in the United States of America (“US”) and/or Canada or for the benefit of US persons (being persons falling within the definition of
the term “US Person” under the US Securities Act, 1933, as amended) or persons residing in Canada.
Mutual Fundinvestmentsaresubject tomarket risks,readallscheme relateddocuments carefully.
Updateon YieldMovements
DEBTWATCH
Particulars
Latest 1 Day Ago 1 Week Ago
1 Month
Ago
Last Day of
FY22
Change (bps)
06-Sep-22 05-Sep-22 30-Aug-22 05-Aug-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 4.50% 4.75% 5.65% 5.30% 3.00% -25 -115 -80 150
Repo 5.40% 5.40% 5.40% 5.40% 4.00% 0 0 0 140
1 Year Gilt 6.31% 6.36% 6.34% 6.30% 4.32% -5 -3 1 199
3 Years Gilt 6.91% 6.92% 6.89% 6.91% 5.67% -1 2 0 124
5 Years Gilt 7.03% 7.03% 6.99% 7.03% 6.09% 0 4 0 94
10 Years Gilt 7.19% 7.21% 7.19% 7.32% 6.82% -2 0 -13 37
91 Days T-bill 5.59% 5.59% 5.60% 5.50% 3.78% 0 -1 9 181
182 Days T-bill 6.04% 6.03% 6.01% 5.83% 4.21% 1 3 21 183
364 Days T-bill 6.29% 6.29% 6.29% 6.19% 4.56% 0 0 10 173
1 Month CP 6.00% 6.00% 5.87% 5.90% 4.25% 0 13 10 175
3 Months CP 6.15% 6.15% 6.15% 6.07% 4.35% 0 0 8 180
6 Months CP 6.53% 6.53% 6.45% 6.43% 4.69% 0 8 10 184
1 Year CP 7.03% 7.03% 7.04% 6.85% 5.20% 0 -1 18 183
1 Month CD 5.60% 5.60% 5.58% 5.55% 3.70% 0 2 5 190
3 Months CD 5.75% 5.78% 5.86% 5.75% 3.85% -3 -11 0 190
6 Months CD 6.25% 6.27% 6.26% 6.20% 4.28% -2 -1 5 197
1 Year CD 6.80% 6.78% 6.80% 6.60% 4.70% 2 0 20 210
1 Year AAA CB 6.90% 6.88% 6.62% 6.65% 5.00% 2 28 25 190
3 Year AAA CB 7.05% 7.05% 6.99% 7.07% 5.80% 0 6 -2 125
5 Year AAA CB 7.26% 7.26% 7.20% 7.31% 6.30% 0 6 -5 96
10 Year AAA CB 7.55% 7.57% 7.57% 7.72% 7.13% -2 -2 -17 42
1 Year AA CB 8.91% 8.89% 8.63% 8.77% 7.12% 2 28 14 179
3 Year AA CB 9.06% 9.06% 9.00% 9.10% 7.92% 0 6 -4 114
5 Year AA CB 9.88% 9.88% 9.82% 10.01% 9.00% 0 6 -13 88
10 Year AA CB 10.17% 10.19% 10.19% 10.42% 9.83% -2 -2 -25 34
1 Year A+ CB 11.02% 11.00% 10.74% 10.77% 9.12% 2 28 25 190
3 Year A+ CB 11.17% 11.17% 11.11% 11.19% 9.92% 0 6 -2 125
5 Year A+ CB 11.99% 11.99% 11.93% 12.01% 11.00% 0 6 -2 99
10 Year A+ CB 12.28% 12.30% 12.30% 12.42% 11.83% -2 -2 -14 45
US 10 Year Yield 3.34% 3.19% 3.13% 2.84% 2.33% 15 21 50 101