Debt Watch | ICICI Prudential Mutual Fund
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- The document provides weighted average yield rates for various Indian government securities (G-secs) and treasury bills (T-bills) over different time periods, ranging from overnight to 30 years. It also includes commercial paper (CP) and certificate of deposit (CD) rates. - Yield rates decreased slightly over the past day but increased over the past week and month for most securities, driven partly by a rise in US 10-year bond yields. However, corporate bond rates of shorter durations fell over the past month on economic slowdown concerns. - The source is a research report from CRISIL on Indian money and debt markets, with the usual disclaimer about past performance and distribution to US and Canadian persons.
Debt Watch | ICICI Prudential Mutual Fund
- 2. *Weighted average yields for T-bill and G-sec data. 1 year G-sec: 6.69% GS 2024; 3 year G-Sec: 5.63% GS 2026; 5 year G-Sec: 7.06% GS 2028; 10 year G-Sec: 7.26% GS 2033. 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 failing within the definition of the term “US Person” under the US Securities Act, 1933, as amended) or persons residing in Canada. Mutual Fund investments are subject to market risks, read all scheme related documents carefully. Particulars Latest 1 Day Ago 1 Week Ago 1 Month Ago Last Day of FY23 Change (bps) 18-Aug-23 17-Aug-23 11-Aug-23 18-Jul-23 31-Mar-23 In a Day In a Week In a Month From Last Day of FY23 Call Rate 6.69% 6.76% 6.59% 6.46% 7.37% -7 10 23 -68 Repo 6.50% 6.50% 6.50% 6.50% 6.50% 0 0 0 0 1 Year Gilt 7.11% 7.12% 7.07% 6.85% 7.14% -1 4 26 -3 3 Years Gilt 7.20% 7.24% 7.18% 7.00% 7.16% -4 2 20 4 5 Years Gilt 7.20% 7.25% 7.18% 7.02% 7.19% -5 2 18 1 10 Years Gilt 7.21% 7.25% 7.20% 7.06% 7.31% -4 1 15 -10 30 Years Gilt 7.52% 7.56% 7.52% 7.41% 7.53% -4 0 11 -1 91 Days T-bill 6.84% 6.86% 6.77% 6.72% 6.83% -2 7 12 1 182 Days T-bill 7.01% 7.00% 6.92% 6.83% 7.13% 1 9 18 -12 364 Days T-bill 7.03% 7.03% 6.93% 6.86% 7.18% 0 10 17 -15 1 Month CP 7.20% 7.20% 7.15% 7.05% 7.63% 0 5 15 -43 3 Months CP 7.30% 7.27% 7.36% 7.13% 7.35% 3 -6 17 -5 6 Months CP 7.49% 7.49% 7.49% 7.50% 7.71% 0 0 -1 -22 1 Year CP 7.72% 7.72% 7.70% 7.75% 7.90% 0 2 -3 -18 1 Month CD 6.85% 6.85% 6.90% 6.73% 7.20% 0 -5 12 -35 3 Months CD 7.05% 7.03% 7.00% 6.92% 7.00% 2 5 13 5 6 Months CD 7.30% 7.26% 7.18% 7.10% 7.37% 4 12 20 -7 1 Year CD 7.50% 7.45% 7.45% 7.43% 7.60% 5 5 7 -10 1 Year AAA CB 7.45% 7.55% 7.50% 7.45% 7.70% -10 -5 0 -25 3 Year AAA CB 7.67% 7.67% 7.62% 7.53% 7.70% 0 5 14 -3 5 Year AAA CB 7.67% 7.67% 7.62% 7.46% 7.70% 0 5 21 -3 10 Year AAA CB 7.64% 7.64% 7.59% 7.70% 7.87% 0 5 -6 -23 1 Year AA CB 8.74% 8.84% 8.79% 9.19% 9.48% -10 -5 -45 -74 3 Year AA CB 8.96% 8.96% 8.91% 9.27% 9.48% 0 5 -31 -52 5 Year AA CB 9.51% 9.51% 9.46% 9.88% 10.18% 0 5 -37 -67 10 Year AA CB 9.48% 9.48% 9.43% 10.12% 10.35% 0 5 -64 -87 1 Year A+ CB 10.57% 10.67% 10.62% 10.97% 11.32% -10 -5 -40 -75 3 Year A+ CB 10.79% 10.79% 10.74% 11.05% 11.32% 0 5 -26 -53 5 Year A+ CB 11.34% 11.34% 11.29% 11.66% 12.02% 0 5 -32 -68 10 Year A+ CB 11.31% 11.31% 11.26% 11.90% 12.19% 0 5 -59 -88 US 10 Year Yield 4.25% 4.31% 4.17% 3.79% 3.49% -6 8 46 76