Keep an eye on the interest rate movements with our Debt Watch as on 18.08.2022.

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 Ago1 Month Ago
Last Day of
FY22
Change (bps)
17-Aug-22 12-Aug-22 10-Aug-22 18-Jul-22 31-Mar-22 In a Day In a Week In a Month
From Last
Day of
FY22
Call Rate 5.25% 4.75% 4.60% 3.35% 3.00% 50 65 190 225
Repo 5.40% 5.40% 5.40% 4.90% 4.00% 0 0 50 140
1 Year Gilt 6.18% 6.32% 6.32% 6.25% 4.32% -14 -14 -7 186
3 Years Gilt 6.78% 6.86% 6.88% 6.89% 5.67% -8 -10 -11 111
5 Years Gilt 6.87% 6.99% 7.01% 7.20% 6.09% -12 -14 -33 78
10 Years Gilt 7.18% 7.29% 7.31% 7.44% 6.82% -11 -13 -26 36
91 Days T-bill 5.52% 5.51% 5.54% 5.20% 3.78% 1 -2 32 174
182 Days T-bill 5.90% 5.93% 5.91% 5.75% 4.21% -3 -1 15 169
364 Days T-bill 6.16% 6.22% 6.23% 6.16% 4.56% -6 -7 0 160
1 Month CP 5.85% 5.85% 5.90% 5.37% 4.25% 0 -5 48 160
3 Months CP 6.05% 6.10% 6.10% 5.65% 4.35% -5 -5 40 170
6 Months CP 6.38% 6.40% 6.43% 6.30% 4.69% -2 -5 8 169
1 Year CP 7.00% 7.05% 7.05% 6.80% 5.20% -5 -5 20 180
1 Month CD 5.53% 5.53% 5.55% 5.05% 3.70% 0 -2 48 183
3 Months CD 5.80% 5.84% 5.80% 5.38% 3.85% -4 0 42 195
6 Months CD 6.17% 6.20% 6.15% 5.93% 4.28% -3 2 24 189
1 Year CD 6.65% 6.65% 6.70% 6.53% 4.70% 0 -5 12 195
1 Year AAA CB 6.60% 6.60% 6.60% 6.50% 5.00% 0 0 10 160
3 Year AAA CB 6.94% 7.00% 7.00% 7.11% 5.80% -6 -6 -17 114
5 Year AAA CB 7.18% 7.24% 7.24% 7.35% 6.30% -6 -6 -17 88
10 Year AAA CB 7.61% 7.68% 7.69% 7.80% 7.13% -7 -8 -19 48
1 Year AA CB 8.61% 8.61% 8.61% 8.62% 7.12% 0 0 -1 149
3 Year AA CB 8.95% 9.01% 9.01% 9.23% 7.92% -6 -6 -28 103
5 Year AA CB 9.80% 9.86% 9.86% 10.05% 9.00% -6 -6 -25 80
10 Year AA CB 10.23% 10.30% 10.31% 10.50% 9.83% -7 -8 -27 40
1 Year A+ CB 10.72% 10.72% 10.72% 10.62% 9.12% 0 0 10 160
3 Year A+ CB 11.06% 11.12% 11.12% 11.23% 9.92% -6 -6 -17 114
5 Year A+ CB 11.91% 11.97% 11.97% 12.05% 11.00% -6 -6 -14 91
10 Year A+ CB 12.34% 12.41% 12.42% 12.50% 11.83% -7 -8 -16 51
US 10 Year Yield 2.90% 2.79% 2.79% 2.96% 2.33% 11 11 -6 57