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, as well as commercial paper (CP) and certificates of deposit (CD) rates. - Yield rates decreased slightly over the past day but increased over the past week and month for most securities, with the exception of overnight rates which increased over the past day. - US 10-year bond yields increased substantially over the past month and year compared to Indian yields.
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” underthe US Securities Act, 1933, as amended) or personsresiding 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) 29-Sep-23 28-Sep-23 26-Sep-23 31-Aug-23 31-Mar-23 In a Day In a Week In a Month From Last Day of FY23 Call Rate 6.87% 6.59% 6.73% 6.58% 7.37% 28 14 29 -50 Repo 6.50% 6.50% 6.50% 6.50% 6.50% 0 0 0 0 1 Year Gilt 7.10% 7.13% 7.09% 7.02% 7.14% -3 1 8 -4 3 Years Gilt 7.26% 7.28% 7.21% 7.15% 7.16% -2 5 11 10 5 Years Gilt 7.23% 7.25% 7.17% 7.16% 7.19% -2 6 7 4 10 Years Gilt 7.21% 7.24% 7.15% 7.17% 7.31% -3 6 4 -10 30 Years Gilt 7.55% 7.58% 7.48% 7.47% 7.53% -3 7 8 2 91 Days T-bill 6.80% 6.89% 6.87% 6.78% 6.83% -9 -7 2 -3 182 Days T-bill 7.02% 7.09% 7.03% 6.99% 7.13% -7 -1 3 -11 364 Days T-bill 7.03% 7.12% 7.11% 7.00% 7.18% -9 -8 3 -15 1 Month CP 7.38% 7.38% 7.38% 7.10% 7.63% 0 0 28 -25 3 Months CP 7.41% 7.41% 7.41% 7.30% 7.35% 0 0 11 6 6 Months CP 7.67% 7.67% 7.67% 7.60% 7.71% 0 0 7 -4 1 Year CP 7.80% 7.80% 7.80% 7.86% 7.90% 0 0 -6 -10 1 Month CD 7.05% 7.15% 7.18% 7.00% 7.20% -10 -13 5 -15 3 Months CD 7.04% 7.02% 7.08% 7.05% 7.00% 2 -4 -1 4 6 Months CD 7.25% 7.25% 7.28% 7.20% 7.37% 0 -3 5 -12 1 Year CD 7.45% 7.45% 7.45% 7.45% 7.60% 0 0 0 -15 1 Year AAA CB 7.53% 7.55% 7.51% 7.52% 7.70% -2 2 1 -17 3 Year AAA CB 7.63% 7.65% 7.62% 7.58% 7.70% -2 1 5 -7 5 Year AAA CB 7.63% 7.65% 7.62% 7.58% 7.70% -2 1 5 -7 10 Year AAA CB 7.63% 7.65% 7.62% 7.61% 7.87% -2 1 2 -24 1 Year AA CB 8.23% 8.25% 8.21% 8.22% 8.46% -2 2 1 -23 3 Year AA CB 8.33% 8.35% 8.32% 8.28% 8.46% -2 1 5 -13 5 Year AA CB 8.53% 8.55% 8.52% 8.48% 8.66% -2 1 5 -13 10 Year AA CB 8.53% 8.55% 8.52% 8.51% 8.83% -2 1 2 -30 1 Year A+ CB 9.97% 9.99% 9.95% 9.96% 10.20% -2 2 1 -23 3 Year A+ CB 10.07% 10.09% 10.06% 10.02% 10.20% -2 1 5 -13 5 Year A+ CB 10.26% 10.28% 10.25% 10.21% 10.39% -2 1 5 -13 10 Year A+ CB 10.26% 10.28% 10.25% 10.24% 10.56% -2 1 2 -30 US 10 Year Yield 4.68% 4.60% 4.56% 4.09% 3.49% 8 12 59 119