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*Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 7.68% CGL 2023; 3 year G-Sec: 5.63% CGL 2026; 5 year G-Sec: 7.38% CGL 2027; 10
year G-Sec: 7.26% 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 Fund investments are subject to market risks, read all scheme related documents carefully.
Update on Yield Movements
DEBT WATCH
Particulars
Latest 1 Day Ago 1 Week Ago 1 Month Ago
Last Day of
FY22
Change (bps)
11-Jan-23 10-Jan-23 04-Jan-23 12-Dec-22 31-Mar-22 In a Day In a Week In a Month
From
Last Day
of FY22
Call Rate 5.85% 5.50% 6.06% 6.10% 3.00% 35 -21 -25 285
Repo 6.25% 6.25% 6.25% 6.25% 4.00% 0 0 0 225
1 Year Gilt 6.85% 6.90% 6.88% 6.79% 4.32% -5 -3 6 253
3 Years Gilt 7.06% 7.09% 7.13% 7.09% 5.67% -3 -7 -3 139
5 Years Gilt 7.15% 7.18% 7.23% 7.17% 6.09% -3 -8 -2 106
10 Years Gilt 7.29% 7.32% 7.32% 7.29% 6.82% -3 -3 0 47
91 Days T-bill 6.35% 6.34% 6.27% 6.41% 3.78% 1 8 -6 257
182 Days T-bill 6.73% 6.71% 6.70% 6.75% 4.21% 2 3 -2 252
364 Days T-bill 6.86% 6.88% 6.88% 6.86% 4.56% -2 -2 0 230
1 Month CP 6.75% 6.70% 6.70% 7.04% 4.25% 5 5 -29 250
3 Months CP 7.29% 7.24% 7.19% 7.15% 4.35% 5 10 14 294
6 Months CP 7.72% 7.74% 7.74% 7.65% 4.69% -2 -2 7 303
1 Year CP 8.01% 7.95% 7.90% 7.89% 5.20% 6 11 12 281
1 Month CD 6.45% 6.40% 6.43% 6.70% 3.70% 5 2 -25 275
3 Months CD 7.03% 6.98% 6.95% 6.80% 3.85% 5 8 23 318
6 Months CD 7.50% 7.50% 7.50% 7.30% 4.28% 0 0 20 322
1 Year CD 7.74% 7.70% 7.65% 7.60% 4.70% 4 9 14 304
1 Year AAA CB 7.60% 7.59% 7.61% 7.52% 5.00% 1 -1 8 260
3 Year AAA CB 7.60% 7.60% 7.61% 7.57% 5.80% 0 -1 3 180
5 Year AAA CB 7.62% 7.56% 7.57% 7.57% 6.30% 6 5 5 132
10 Year AAA CB 7.70% 7.70% 7.71% 7.68% 7.13% 0 -1 2 57
1 Year AA CB 9.48% 9.47% 9.49% 9.40% 7.12% 1 -1 8 236
3 Year AA CB 9.48% 9.48% 9.49% 9.45% 7.92% 0 -1 3 156
5 Year AA CB 10.19% 10.13% 10.14% 10.14% 9.00% 6 5 5 119
10 Year AA CB 10.27% 10.27% 10.28% 10.25% 9.83% 0 -1 2 44
1 Year A+ CB 11.46% 11.45% 11.47% 11.38% 9.12% 1 -1 8 234
3 Year A+ CB 11.46% 11.46% 11.47% 11.43% 9.92% 0 -1 3 154
5 Year A+ CB 12.17% 12.11% 12.12% 12.12% 11.00% 6 5 5 117
10 Year A+ CB 12.25% 12.25% 12.26% 12.23% 11.83% 0 -1 2 42
US 10 Year Yield 3.55% 3.62% 3.71% 3.61% 2.33% -7 -16 -6 122

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Debt Watch | ICICI Prudential Mutual Fund

  • 1. *Weighted average yields for T-bill and G-sec data. 1 year G-Sec: 7.68% CGL 2023; 3 year G-Sec: 5.63% CGL 2026; 5 year G-Sec: 7.38% CGL 2027; 10 year G-Sec: 7.26% 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 Fund investments are subject to market risks, read all scheme related documents carefully. Update on Yield Movements DEBT WATCH Particulars Latest 1 Day Ago 1 Week Ago 1 Month Ago Last Day of FY22 Change (bps) 11-Jan-23 10-Jan-23 04-Jan-23 12-Dec-22 31-Mar-22 In a Day In a Week In a Month From Last Day of FY22 Call Rate 5.85% 5.50% 6.06% 6.10% 3.00% 35 -21 -25 285 Repo 6.25% 6.25% 6.25% 6.25% 4.00% 0 0 0 225 1 Year Gilt 6.85% 6.90% 6.88% 6.79% 4.32% -5 -3 6 253 3 Years Gilt 7.06% 7.09% 7.13% 7.09% 5.67% -3 -7 -3 139 5 Years Gilt 7.15% 7.18% 7.23% 7.17% 6.09% -3 -8 -2 106 10 Years Gilt 7.29% 7.32% 7.32% 7.29% 6.82% -3 -3 0 47 91 Days T-bill 6.35% 6.34% 6.27% 6.41% 3.78% 1 8 -6 257 182 Days T-bill 6.73% 6.71% 6.70% 6.75% 4.21% 2 3 -2 252 364 Days T-bill 6.86% 6.88% 6.88% 6.86% 4.56% -2 -2 0 230 1 Month CP 6.75% 6.70% 6.70% 7.04% 4.25% 5 5 -29 250 3 Months CP 7.29% 7.24% 7.19% 7.15% 4.35% 5 10 14 294 6 Months CP 7.72% 7.74% 7.74% 7.65% 4.69% -2 -2 7 303 1 Year CP 8.01% 7.95% 7.90% 7.89% 5.20% 6 11 12 281 1 Month CD 6.45% 6.40% 6.43% 6.70% 3.70% 5 2 -25 275 3 Months CD 7.03% 6.98% 6.95% 6.80% 3.85% 5 8 23 318 6 Months CD 7.50% 7.50% 7.50% 7.30% 4.28% 0 0 20 322 1 Year CD 7.74% 7.70% 7.65% 7.60% 4.70% 4 9 14 304 1 Year AAA CB 7.60% 7.59% 7.61% 7.52% 5.00% 1 -1 8 260 3 Year AAA CB 7.60% 7.60% 7.61% 7.57% 5.80% 0 -1 3 180 5 Year AAA CB 7.62% 7.56% 7.57% 7.57% 6.30% 6 5 5 132 10 Year AAA CB 7.70% 7.70% 7.71% 7.68% 7.13% 0 -1 2 57 1 Year AA CB 9.48% 9.47% 9.49% 9.40% 7.12% 1 -1 8 236 3 Year AA CB 9.48% 9.48% 9.49% 9.45% 7.92% 0 -1 3 156 5 Year AA CB 10.19% 10.13% 10.14% 10.14% 9.00% 6 5 5 119 10 Year AA CB 10.27% 10.27% 10.28% 10.25% 9.83% 0 -1 2 44 1 Year A+ CB 11.46% 11.45% 11.47% 11.38% 9.12% 1 -1 8 234 3 Year A+ CB 11.46% 11.46% 11.47% 11.43% 9.92% 0 -1 3 154 5 Year A+ CB 12.17% 12.11% 12.12% 12.12% 11.00% 6 5 5 117 10 Year A+ CB 12.25% 12.25% 12.26% 12.23% 11.83% 0 -1 2 42 US 10 Year Yield 3.55% 3.62% 3.71% 3.61% 2.33% -7 -16 -6 122