ICICIdirect Money Manager – July 2019

PRIME NUMBERS

ICICIdirect Money Manager June 2019

Debt Markets

Volatility Index (VIX)

58

31-May-19 30-Apr-19

VIX 16.07 21.83

Government Securities Yield (in %) May-19 Apr-19 Change (bps)

10 year 7.03 7.41 -38

5 year 6.84 7.34 -49

3 year 6.68 7.05 -37

1 year 6.26 6.57 -31

Corporate Bond Yields (in %) May-19 Apr-19 Change (bps)

AAA 10 year 8.38 8.69 -31

AAA 5 year 8.05 8.43 -38

AAA 3 year 7.92 8.08 -16

AAA 1 year 7.72 7.88 -16

AA 10 year 8.75 9.13 -38

AA 5 year 8.53 8.88 -35

AA 3 year 8.41 8.59 -19

AA 1 year 8.24 8.45 -22

Commercial Paper (in %) May-19 Apr-19 Change (bps)
12 Months 0
6 Months 0
3 Months 0
1 Month 0
Note : Data not available on Bloomberg for 3,6 and 12 month CP post 1/15/19
and for 1 month CP post 3/27/18
T-Bills Yields (in %) May-19 Apr-19 Change (bps)
91D TB 0
182D TB 0
364D TB 0
Note : Data not available on Bloomberg for 3,6 and 12 month Tbill post 3/28/18