CRISIL Indices · Portfolio Rollover May 02 2018 . 2 Table of Contents Constituent Details - New...

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CRISIL Indices Portfolio Rollover May 02 2018

Transcript of CRISIL Indices · Portfolio Rollover May 02 2018 . 2 Table of Contents Constituent Details - New...

CRISIL Indices Portfolio Rollover

May 02 2018

2

Table of Contents

Constituent Details - New .......................................................................................................................................... 3

Constituent Details - Existing .................................................................................................................................. 15

3

Constituent Details - New

The securities that will be part of the indices effective 02 May 2018 are as follows:

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

CRISIL

AAA Long

Term

Bond

Index

1 INE020B08AY3 Rural Electrification Corporation Ltd. 24-Mar-28 8.01% 10.00%

2 INE053F09GX2 Indian Railway Finance Corporation Ltd. 4-May-30 8.79% 6.32%

3 INE115A07FP2 LIC Housing Finance Ltd. 23-Aug-24 9.39% 5.61%

4 INE134E08JP5 Power Finance Corporation Ltd. 3-Apr-28 7.85% 10.00%

5 INE148I08215 Indiabulls Housing Finance Ltd. 29-Jun-26 9.30% 10.00%

6 INE202B07HU2 Dewan Housing Finance Corporation Ltd. 16-Aug-26 9.10% 10.00%

7 INE261F08AD8

National Bank for Agriculture & Rural

Development 9-Mar-28 8.20% 10.00%

8 INE296A08797 Bajaj Finance Ltd. 14-Aug-26 8.75% 5.98%

9 INE514E08FS0 Export Import Bank Of India 14-Mar-33 8.50% 8.12%

10 INE733E07KI9 NTPC 13-Dec-31 7.37% 6.06%

11 INE752E07OG5 Power Grid Corporation of India Ltd. 9-Aug-27 7.20% 10.00%

12 INE941D07133 Reliance Ports & Terminals Ltd. 12-Jun-23 8.45% 7.92%

CRISIL

AAA

Medium

Term

Bond

Index

1 INE002A08476 Reliance Industries Ltd. 31-Aug-22 7.00% 10.00%

2 INE020B08AP1 Rural Electrification Corporation Ltd. 30-Nov-22 7.45% 10.00%

3 INE029A08040 Bharat Petroleum Corporation Ltd. 16-Jan-23 7.69% 4.98%

4 INE110L07088 Reliance Jio Infocomm Ltd. 7-Apr-23 8.00% 4.64%

5 INE115A07MO1 LIC Housing Finance Ltd. 17-Oct-22 7.45% 10.00%

6 INE134E08JO8 Power Finance Corporation Ltd. 20-Dec-22 7.99% 10.00%

7 INE148I07IV8 Indiabulls Housing Finance Ltd. 22-Jun-21 8.40% 10.00%

8 INE514E08BS9 Export Import Bank Of India 18-Oct-22 8.88% 10.00%

9 INE537P07406 India Infradebt Ltd. 28-Feb-23 8.37% 4.83%

10 INE752E07MN5 Power Grid Corporation of India Ltd. 27-May-21 8.40% 10.00%

11 INE871D07QX5

Infrastructure Leasing & Financial Services Ltd.

(IL&FS) 15-Jan-23 8.30% 5.55%

12 INE906B07FE6 National Highways Authority of India 23-Dec-21 7.17% 10.00%

CRISIL

AAA Short

Term

Bond

Index

1 INE001A07RE3 Housing Development Finance Corporation Ltd. 20-Mar-19 7.90% 10.00%

2 INE002A08518 Reliance Industries Ltd. 14-Dec-20 6.95% 10.00%

3 INE020B08AS5 Rural Electrification Corporation Ltd. 15-Mar-21 7.70% 10.00%

4 INE110L07013 Reliance Jio Infocomm Ltd. 31-Jul-18 8.55% 5.15%

5 INE115A07MX2 LIC Housing Finance Ltd. 25-Mar-21 0.00% 10.00%

6 INE134E08JL4 Power Finance Corporation Ltd. 7-Jun-19 7.80% 10.00%

4

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

7 INE148I07HS6 Indiabulls Housing Finance Ltd. 24-Aug-18 7.40% 7.69%

8 INE261F08873

National Bank for Agriculture & Rural

Development 31-Jul-18 7.07% 10.00%

9 INE296A07OY4 Bajaj Finance Ltd. 29-Jun-20 7.84% 8.45%

10 INE556F08JD2 Small Industries Development Bank Of India 15-Apr-21 7.65% 6.76%

11 INE756I07AA9 HDB Financial Services Ltd. 12-Sep-19 0.00% 7.04%

12 INE916DA7OS7 Kotak Mahindra Prime Ltd. 12-Jul-19 7.55% 4.91%

CRISIL

AA and

AA+ Long

Term

Bond

Index

1 INE013A079D5 Reliance Capital Ltd. 9-Sep-26 9.00% 10.00%

2 INE121A08OC8 Cholamandalam Investment & Finance Co. Ltd. 15-Jun-27 8.80% 6.66%

3 INE124D08019 Reliance General Insurance Co. Ltd. 17-Aug-26 9.10% 4.41%

4 INE528G08279 Yes Bank 24-Feb-25 8.85% 6.78%

5 INE540P07087 U. P. Power Corporation Ltd. 15-Feb-25 8.97% 10.00%

6 INE601U08010 Tata Motors Finance Ltd. 13-Nov-27 8.35% 10.00%

7 INE688I08178 Capital First Ltd. 24-Aug-27 8.25% 7.02%

8 INE721A08DA2 Shriram Transport Finance Co. Ltd. 28-Mar-28 9.00% 10.00%

9 INE774D08MK5 Mahindra & Mahindra Financial Services Ltd. 24-Jul-27 8.00% 10.00%

10 INE804I08643 ECL Finance Ltd. 3-May-25 11.25% 10.00%

11 INE950O08147 Mahindra Rural Housing Finance Ltd. 15-Jun-27 8.50% 5.13%

12 INE975G07019 IL&FS Transportation Networks Ltd. 30-Nov-27 9.00% 10.00%

CRISIL

AA and

AA+

Medium

Term

Bond

Index

1 INE013A071E0 Reliance Capital Ltd. 9-Sep-21 8.90% 10.00%

2 INE038A07274 Hindalco Industries Ltd. 2-Aug-22 9.60% 10.00%

3 INE053A07174 Indian Hotels Co. Ltd. 18-Nov-21 10.10% 5.08%

4 INE115D07019 NTPC-SAIL Power Co. Ltd. 11-Jul-22 7.72% 5.58%

5 INE155A08233 Tata Motors Ltd. 29-Oct-22 9.60% 10.00%

6 INE414G07CD9 Muthoot Finance Ltd. 24-Apr-22 9.00% 4.58%

7 INE540P07061 U. P. Power Corporation Ltd. 15-Feb-23 8.97% 10.00%

8 INE572E09486 PNB Housing Finance Ltd. 27-Jul-22 7.59% 10.00%

9 INE669E08292 IDEA Cellular Ltd. 31-Jan-22 8.03% 10.00%

10 INE688V08015 Energy Efficiency Services Ltd. 18-Jul-22 7.80% 8.07%

11 INE721A07NS5 Shriram Transport Finance Co. Ltd. 27-Mar-23 8.72% 6.70%

12 INE975G07043 IL&FS Transportation Networks Ltd. 3-Feb-23 9.10% 10.00%

CRISIL

AA and

AA+ Short

Term

1 INE523E07DG3 L&T Finance Ltd. 31-May-19 8.69% 10.00%

2 INE121A07NW0 Cholamandalam Investment & Finance Co. Ltd. 26-Jul-19 7.80% 10.00%

3 INE126D07099 Reliance Commercial Finance Ltd. 25-Mar-19 8.80% 5.64%

4 INE205A07139 Vedanta Ltd. 5-Apr-21 8.50% 6.29%

5

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

Bond

Index

5 INE306N07IQ2 Tata Capital Financial Services Ltd. 8-Mar-19 8.20% 10.00%

6 INE321N07046 KKR India Financial Services Pvt. Ltd. 16-Jan-21 0.00% 5.50%

7 INE540P07046 U. P. Power Corporation Ltd. 15-Feb-21 8.97% 10.00%

8 INE572E09460 PNB Housing Finance Ltd. 14-Jul-20 7.63% 10.00%

9 INE713G08038 Vodafone Mobile Services Ltd. 10-Jul-19 10.25% 10.00%

10 INE721A07KV5 Shriram Transport Finance Co. Ltd. 29-Jul-19 8.80% 10.00%

11 INE774D07PB9 Mahindra & Mahindra Financial Services Ltd. 22-Jun-18 8.51% 5.78%

12 INE860H07DI8 Aditya Birla Finance Ltd. 13-Sep-19 8.86% 6.79%

CRISIL

AA+ Long

Term

Bond

Index

1 INE013A079D5 Reliance Capital Ltd. 9-Sep-26 9.00% 10.00%

2 INE160A08068 Punjab National Bank 8-Feb-25 8.23% 10.00%

3 INE217K07AG5 Reliance Home finance Ltd. 3-Jan-27 9.15% 10.00%

4 INE306N08029 Tata Capital Financial Services Ltd. 26-Sep-24 10.15% 4.37%

5 INE528G08279 Yes Bank 24-Feb-25 8.85% 10.00%

6 INE688I08178 Capital First Ltd. 24-Aug-27 8.25% 10.00%

7 INE721A08DA2 Shriram Transport Finance Co. Ltd. 28-Mar-28 9.00% 10.00%

8 INE774D08MK5 Mahindra & Mahindra Financial Services Ltd. 24-Jul-27 8.00% 10.00%

9 INE860H08DJ4 Aditya Birla Finance Ltd. 12-Dec-24 9.75% 7.17%

10 INE950O08147 Mahindra Rural Housing Finance Ltd. 15-Jun-27 8.50% 5.43%

11 INE957N08037 Hero Fincorp Ltd. 18-Jun-27 8.52% 3.03%

12 INE975G07019 IL&FS Transportation Networks Ltd. 30-Nov-27 9.00% 10.00%

CRISIL

AA+

Medium

Term

Bond

Index

1 INE013A071E0 Reliance Capital Ltd. 9-Sep-21 8.90% 10.00%

2 INE217K07AD2 Reliance Home finance Ltd. 3-Jan-22 8.90% 10.00%

3 INE523E08NH8 L&T Finance Ltd. 21-Dec-22 9.80% 10.00%

4 INE535H07AF8 Fullerton India Credit Co. Ltd. 8-Jun-21 8.52% 7.12%

5 INE572E09486 PNB Housing Finance Ltd. 27-Jul-22 7.59% 10.00%

6 INE669E08292 IDEA Cellular Ltd. 31-Jan-22 8.03% 10.00%

7 INE688I07451 Capital First Ltd. 21-Dec-21 8.50% 10.00%

8 INE721A07NS5 Shriram Transport Finance Co. Ltd. 27-Mar-23 8.72% 10.00%

9 INE774D08LD2 Mahindra & Mahindra Financial Services Ltd. 24-Apr-23 9.70% 2.88%

10 INE957N07377 Hero Fincorp Ltd. 8-Jul-21 8.10% 10.00%

11 INE975G07043 IL&FS Transportation Networks Ltd. 3-Feb-23 9.10% 10.00%

CRISIL

AA+ Short

Term

1 INE523E07DG3 L&T Finance Ltd. 31-May-19 8.69% 10.00%

2 INE126D07099 Reliance Commercial Finance Ltd. 25-Mar-19 8.80% 10.00%

3 INE306N07IQ2 Tata Capital Financial Services Ltd. 8-Mar-19 8.20% 10.00%

6

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

Bond

Index

4 INE321N07046 KKR India Financial Services Pvt. Ltd. 16-Jan-21 0.00% 10.00%

5 INE403D08017 Bharti Telecom Ltd. 19-Feb-20 0.00% 6.56%

6 INE572E09460 PNB Housing Finance Ltd. 14-Jul-20 7.63% 10.00%

7 INE667F07GS3 Sundaram BNP Paribas Home Finance Ltd. 14-Jun-19 7.67% 3.70%

8 INE688I07725 Capital First Ltd. 23-Mar-20 8.80% 5.50%

9 INE691I07DO3 L&T Infrastructure Finance Co. Ltd. 16-Aug-19 8.40% 4.24%

10 INE721A07KV5 Shriram Transport Finance Co. Ltd. 29-Jul-19 8.80% 10.00%

11 INE774D07PB9 Mahindra & Mahindra Financial Services Ltd. 22-Jun-18 8.51% 10.00%

12 INE860H07DI8 Aditya Birla Finance Ltd. 13-Sep-19 8.86% 10.00%

CRISIL

AA Long

Term

Bond

Index

1 INE087P08038 Avanse Financial Services Ltd. 27-Dec-27 9.35% 10.00%

2 INE121A08OC8 Cholamandalam Investment & Finance Co. Ltd. 15-Jun-27 8.80% 10.00%

3 INE124D08019 Reliance General Insurance Co. Ltd. 17-Aug-26 9.10% 10.00%

4 INE155A08209 Tata Motors Ltd. 12-Sep-24 9.77% 10.00%

5 INE528S08043 Edelweiss Retail Finance Ltd. 6-Oct-27 9.25% 10.00%

6 INE530L07228 Edelweiss Housing Finance Ltd. 19-Jul-26 10.00% 10.00%

7 INE540P07087 U. P. Power Corporation Ltd. 15-Feb-25 8.97% 10.00%

8 INE601U08010 Tata Motors Finance Ltd. 13-Nov-27 8.35% 10.00%

9 INE657N07431 Edelweiss Commodities Services Ltd. 22-Dec-27 9.25% 10.00%

10 INE804I08643 ECL Finance Ltd. 3-May-25 11.25% 10.00%

CRISIL

AA

Medium

Term

Bond

Index

1 INE038A07274 Hindalco Industries Ltd. 2-Aug-22 9.60% 10.00%

2 INE053A07174 Indian Hotels Co. Ltd. 18-Nov-21 10.10% 8.57%

3 INE115D07019 NTPC-SAIL Power Co. Ltd. 11-Jul-22 7.72% 9.42%

4 INE121A07OF3 Cholamandalam Investment & Finance Co. Ltd. 15-Jun-21 8.52% 5.92%

5 INE137K07034 HPCL - Mittal Energy Ltd. 3-Sep-22 4.00% 8.00%

6 INE155A08233 Tata Motors Ltd. 29-Oct-22 9.60% 10.00%

7 INE340A07076 Birla Corporation Ltd. 18-Aug-21 9.15% 5.15%

8 INE414G07CD9 Muthoot Finance Ltd. 24-Apr-22 9.00% 7.75%

9 INE530L07194 Edelweiss Housing Finance Ltd. 19-Jul-21 9.75% 7.16%

10 INE540P07061 U. P. Power Corporation Ltd. 15-Feb-23 8.97% 10.00%

11 INE548V07047 Nuvoco Vistas Corporation Ltd. 14-Sep-21 8.66% 8.02%

12 INE688V08015 Energy Efficiency Services Ltd. 18-Jul-22 7.80% 10.00%

CRISIL

AA Short

Term

1 INE081A08207 Tata Steel Ltd. 24-Jan-21 9.15% 3.46%

2 INE121A07NW0 Cholamandalam Investment & Finance Co. Ltd. 26-Jul-19 7.80% 10.00%

3 INE140A07344 Piramal Enterprises Ltd. 14-Jun-19 8.15% 10.00%

7

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

Bond

Index

4 INE155A08308 Tata Motors Ltd. 1-Aug-19 8.00% 10.00%

5 INE205A07139 Vedanta Ltd. 5-Apr-21 8.50% 10.00%

6 INE414G07BR1 Muthoot Finance Ltd. 30-Jan-19 8.75% 10.00%

7 INE540P07046 U. P. Power Corporation Ltd. 15-Feb-21 8.97% 10.00%

8 INE909H07CR6 Tata Motors Finance Ltd. 12-Mar-19 0.00% 7.81%

9 INE657N07464 Edelweiss Commodities Services Ltd. 15-Apr-21 0.00% 3.23%

10 INE713G08038 Vodafone Mobile Services Ltd. 10-Jul-19 10.25% 10.00%

11 INE804I08601 ECL Finance Ltd. 26-Apr-20 12.00% 5.51%

12 INE866I08147 India Infoline Finance Ltd. 17-Sep-18 12.75% 10.00%

CRISIL

AA- Long

Term

Bond

Index

1 INE114A07869 Steel Authority Of India Ltd. 14-Oct-24 9.00% 20.00%

2 INE141A08019 Oriental Bank Of Commerce 26-Oct-24 9.20% 20.00%

3 INE168A08046 The Jammu & Kashmir Bank Ltd. 27-Dec-24 9.25% 20.00%

4 INE245A08125 Tata Power Co. Ltd. 16-Nov-23 7.99% 20.00%

5 INE549F08509 Karnataka State Financial Corporation 18-Oct-24 9.24% 20.00%

CRISIL

AA-

Medium

Term

Bond

Index

1 INE168A08038 The Jammu & Kashmir Bank Ltd. 24-Jun-22 9.50% 20.00%

2 INE245A08117 Tata Power Co. Ltd. 16-Nov-22 7.99% 20.00%

3 INE251G07023 Cauvery Neeravari Nigama Ltd. 31-Mar-23 8.85% 20.00%

4 INE262F07071 Karnataka Neeravari Nigam Ltd. 31-Mar-22 8.75% 20.00%

5 INE990D07312 Krishna Bhagya Jala Nigam Ltd. 31-Dec-21 8.75% 20.00%

CRISIL

AA- Short

Term

Bond

Index

1 INE019A07399 JSW Steel Ltd. 22-Dec-18 9.67% 10.00%

2 INE069I07371 Indiabulls Real Estate Ltd. 6-Jul-18 9.45% 10.00%

3 INE114A07463 Steel Authority Of India Ltd. 22-Jun-19 8.80% 10.00%

4 INE245A08083 Tata Power Co. Ltd. 3-Aug-18 7.70% 10.00%

5 INE324A07138 Jindal Saw Ltd. 12-Sep-18 10.50% 6.03%

6 INE452O07047 Future Lifestyle Fashions Ltd. 9-Nov-20 8.70% 9.92%

7 INE502K07070 Talwalkars Better Value Fitness Ltd. 7-Dec-18 10.00% 10.00%

8 INE522D07933 Manappuram Finance Ltd. 28-Jun-19 9.80% 4.79%

9 INE738C07051 Bharat Aluminium Co. Ltd. 27-Mar-20 8.00% 9.27%

10 INE814H07091 Adani Power Ltd. 30-Apr-19 10.30% 10.00%

11 INE896L07066 Indostar Capital Finance Ltd. 6-Jun-18 11.15% 10.00%

CRISIL A

Medium

To Long

Term

1 INE535N08056 Haryana Vidyut Prasaran Nigam Ltd. 28-Mar-22 9.83% 2.38%

2 INE103G08032 Rajasthan Financial Corporation 22-Jan-23 9.24% 2.38%

3 INE700N09013 Rajasthan State Road Transport Corporation 17-Jul-22 9.70% 10.00%

4 INE572F08071 Rajasthan Rajya Vidyut Prasaran Nigam Ltd. 28-Mar-23 10.15% 5.38%

8

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

Bond

Index

5 INE514F07083 Neelachal Ispat Nigam Ltd. 27-Mar-24 11.90% 4.75%

6 INE818F08037 Kerala Financial Corporation 30-Oct-21 9.15% 4.75%

7 INE220H08016 Himachal Pradesh State Electricity Board 29-Mar-23 10.39% 7.13%

8 INE891F08018 Rajasthan Rajya Vidyut Utpadan Nigam Ltd. 24-Dec-26 9.00% 10.00%

9 INE340M08137 Tamilnadu Generation & Distribution

Corporation Ltd. 18-Dec-21 9.20% 10.00%

10 INE512S08013 Chhattisgarh State Power Distribution Co. Ltd. 26-Mar-35 8.72% 10.00%

11 INE348L08033 MAS Financial Services Ltd. 22-Jun-22 14.00% 0.95%

12 INE560K07128 PTC India Financial Services Ltd. 28-May-25 9.62% 5.07%

13 INE683A08028 South Indian Bank Ltd. 31-Oct-25 10.25% 10.00%

14 INE879Q08036 ESAF Small Finance Bank Ltd. 28-Dec-21 16.83% 0.59%

15 INE852O07022 Aptus Value Housing Finance India Ltd. 15-May-23 9.35% 0.79%

16 INE396P08066 Utkarsh Small Finance Bank Ltd. 30-Jun-22 12.00% 3.56%

17 INE764L07165 Sadbhav Infrastructure Project Ltd. 27-Jun-22 0.00% 0.59%

18 INE694C08070 The Lakshmi Vilas Bank Ltd. 7-Jun-24 10.70% 2.38%

19 INE519Q08137 Fincare Small Finance Bank Ltd. 22-Jun-24 11.30% 0.90%

20 INE540P07350 U. P. Power Corporation Ltd. 20-Jan-28 10.15% 8.41%

CRISIL A

Short

Term

Index

1 INE216P07076 Aavas Financiers Ltd. 20-Jun-18 10.70% 1.93%

2 INE192L08126 JSW Techno Projects Management Ltd. 17-Dec-18 0.00% 10.00%

3 INE658R08016 Aspire Home Finance Corporation Ltd. 14-Dec-18 10.82% 0.96%

4 INE582R07044 Continental Drug Co. Pvt. Ltd. 8-Apr-19 0.00% 6.43%

5 INE482G07065 Tata Sky Ltd. 30-May-19 0.00% 6.43%

6 INE949L07477 AU Small Finance Bank Ltd. 13-Jun-19 10.05% 6.43%

7 INE423A07195 Adani Enterprises Ltd. 24-Apr-19 10.20% 9.65%

8 INE016P07062 Vistaar Financial Services Pvt. Ltd. 27-Jul-19 11.70% 4.37%

9 INE428Q08065 Suryoday Small Finance Bank Ltd. 12-Jul-18 11.15% 3.22%

10 INE396P08082 Utkarsh Small Finance Bank Ltd. 16-Jan-20 10.20% 3.22%

11 INE180C07031 Capri Global Capital Ltd. 7-Mar-19 10.25% 0.96%

12 INE124N07093 Ess Kay Fincorp Pvt. Ltd. 17-Jan-20 10.60% 2.25%

13 INE443L07042 Belstar Investment & Finance Pvt. Ltd. 17-Jul-20 11.40% 3.22%

14 INE530Z07012 Everbest Consultancy Services Pvt. Ltd. 26-Feb-19 0.00% 10.00%

15 INE459T07025 Vastu Housing Finance Corporation Ltd. 27-Feb-21 9.95% 3.22%

16 INE252T07040 Xander Finance Pvt. Ltd. 15-Mar-21 9.70% 10.00%

17 INE138A07561 Peninsula Land Ltd. 19-Dec-19 12.50% 2.89%

18 INE850M07137 IFMR Capital Finance Pvt. Ltd. 2-May-19 9.69% 4.82%

9

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

19 INE540P07285 U. P. Power Corporation Ltd. 20-Jan-21 10.15% 10.00%

CRISIL

Medium

To Long

Term

Banking

Debt

Index

1 INE084A08045 Bank of India 30-Sep-23 9.80% 0.99%

2 INE092T08519 IDFC Bank Ltd. 21-Jul-25 8.80% 10.00%

3 INE476A08035 Canara Bank 5-Mar-25 9.55% 8.67%

4 INE028A08117 Bank of Baroda 11-Aug-22 8.65% 10.00%

5 INE040A08377 HDFC Bank Ltd. 12-May-22 8.85% 10.00%

6 INE062A08157 State Bank of India 2-Aug-22 8.15% 10.00%

7 INE090A08UB4 ICICI Bank Ltd. 20-Jun-23 9.15% 10.00%

8 INE095A08074 IndusInd Bank Ltd. 18-Apr-22 9.50% 3.97%

9 INE160A08100 Punjab National Bank 3-Mar-22 8.95% 10.00%

10 INE238A08427 Axis Bank Ltd. 14-Dec-21 8.75% 10.00%

11 INE528G08394 Yes Bank 18-Oct-22 9.00% 10.00%

12 INE692A08078 Union Bank Of India 31-Mar-22 9.10% 6.36%

CRISIL

Short

Term

Banking

Debt

Index

1 INE062A09171 State Bank of India 29-Jun-18 8.40% 16.67%

2 INE090A08SO1 ICICI Bank Ltd. 4-Jun-18 9.00% 16.67%

3 INE092T08139 IDFC Bank Ltd. 27-Feb-19 0.00% 16.67%

4 INE528G08147 Yes Bank 22-Jan-20 9.65% 16.67%

5 INE608A09098 Punjab & Sind Bank 22-Apr-19 11.05% 16.67%

6 INE028A08075 Bank of Baroda 9-Jan-20 9.48% 16.67%

CRISIL

Medium

To Long

Term PSU

Debt

Index

1 INE020B08AY3 Rural Electrification Corporation Ltd. 24-Mar-28 8.01% 10.00%

2 INE029A08040 Bharat Petroleum Corporation Ltd. 16-Jan-23 7.69% 2.60%

3 INE053F07603 Indian Railway Finance Corporation Ltd. 25-Mar-23 8.83% 7.22%

4 INE134E08JP5 Power Finance Corporation Ltd. 3-Apr-28 7.85% 10.00%

5 INE206D08147 Nuclear Power Corporation Of India Ltd. 15-Mar-23 8.54% 7.60%

6 INE261F08AD8

National Bank for Agriculture & Rural

Development 9-Mar-28 8.20% 10.00%

7 INE514E08FS0 Export Import Bank Of India 14-Mar-33 8.50% 10.00%

8 INE540P07087 U. P. Power Corporation Ltd. 15-Feb-25 8.97% 10.00%

9 INE733E07KI9 NTPC 13-Dec-31 7.37% 6.91%

10 INE752E07OG5 Power Grid Corporation of India Ltd. 9-Aug-27 7.20% 10.00%

11 INE861G08035 Food Corporation of India 7-Mar-22 9.95% 5.67%

12 INE906B07FE6 National Highways Authority of India 23-Dec-21 7.17% 10.00%

CRISIL

Short

Term PSU

1 INE020B08AS5 Rural Electrification Corporation Ltd. 15-Mar-21 7.70% 10.00%

2 INE031A08582

Housing & Urban Development Corporation

Ltd. 19-Mar-20 7.70% 6.83%

10

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

Debt

Index

3 INE053F07AL4 Indian Railway Finance Corporation Ltd. 7-Jun-19 7.72% 10.00%

4 INE134E08JL4 Power Finance Corporation Ltd. 7-Jun-19 7.80% 10.00%

5 INE261F08873

National Bank for Agriculture & Rural

Development 31-Jul-18 7.07% 10.00%

6 INE514E08DL0 Export Import Bank Of India 22-Jan-19 9.45% 10.00%

7 INE540P07046 U. P. Power Corporation Ltd. 15-Feb-21 8.97% 10.00%

8 INE556F08JD2 Small Industries Development Bank Of India 15-Apr-21 7.65% 10.00%

9 INE688V08023 Energy Efficiency Services Ltd. 10-Feb-21 8.15% 0.58%

10 INE733E07JZ5 NTPC 24-Feb-21 8.33% 6.04%

11 INE752E07LA4 Power Grid Corporation of India Ltd. 15-Jul-18 8.70% 10.00%

12 INE848E07AF2 National Hydroelectric Power Corporation Ltd. 15-Sep-20 6.91% 6.55%

CRISIL

Dynamic

Gilt Index

1 IN0020170174 07.17% CGL 2028 (New 10 year G-sec) 8-Jan-28 7.17% 21.08%

2 IN0020170042 06.68% CGL 2031 17-Sep-31 6.68% 13.97%

3 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 13.15%

4 IN0020160050 06.84% CGL 2022 19-Dec-22 6.84% 6.56%

5 IN0020060037 08.20% CGL 2022 (Recaptalised Bond) 15-Feb-22 8.20% 5.47%

6 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 6.27%

7 IN0020120054 08.12% CGL 2020 10-Dec-20 8.12% 5.90%

8 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 5.93%

9 IN0020100015 07.80% CGL 2020 3-May-20 7.80% 5.79%

10 IN0020080068 06.05% CGL 2019 (FEB) 2-Feb-19 6.05% 4.94%

11 IN0020110022 07.80% CGL 2021 11-Apr-21 7.80% 5.37%

12 IN0020140029 08.27% CGL 2020 (New 6 Year Bond) 9-Jun-20 8.27% 5.57%

CRISIL

Composite

Gilt Index

1 IN0020170042 06.68% CGL 2031 17-Sep-31 6.68% 29.23%

2 IN0020160100 06.57% CGL 2033 - New 17 Year G-sec 5-Dec-33 6.57% 6.64%

3 IN0020160019 07.61% CGL 2030 9-May-30 7.61% 8.58%

4 IN0020170174 07.17% CGL 2028 (New 10 year G-sec) 8-Jan-28 7.17% 21.28%

5 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 15.59%

6 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 7.57%

7 IN0020160050 06.84% CGL 2022 19-Dec-22 6.84% 4.21%

8 IN0020060037 08.20% CGL 2022 (Recaptalised Bond) 15-Feb-22 8.20% 3.38%

9 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 3.53%

CRISIL

Long

1 IN0020170042 06.68% CGL 2031 17-Sep-31 6.68% 40.14%

2 IN0020160100 06.57% CGL 2033 - New 17 Year G-sec 5-Dec-33 6.57% 7.77%

3 IN0020160019 07.61% CGL 2030 9-May-30 7.61% 9.01%

11

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

Term Gilt

Index

4 IN0020150028 07.88% CGL 2030 - New 15 Year G-Sec 19-Mar-30 7.88% 9.04%

5 IN0020150051 07.73% CGL 2034 - New 19 Year G-Sec. 19-Dec-34 7.73% 9.18%

6 IN0020150069 07.59% CGL 2029 - New 14 G-Sec 20-Mar-29 7.59% 8.90%

7 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 8.36%

8 IN0020110055 08.97% CGL 2030 5-Dec-30 8.97% 7.60%

CRISIL

Medium

Term Gilt

Index

1 IN0020170174 07.17% CGL 2028 (New 10 year G-sec) 8-Jan-28 7.17% 31.50%

2 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 19.05%

3 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 8.45%

4 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 8.54%

5 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 8.36%

6 IN0020150036 07.72% CGL 2025 - New 10 Year G-Sec. 25-May-25 7.72% 8.17%

7 IN0020120039 08.33% CGL 2026 9-Jul-26 8.33% 8.20%

8 IN0020150093 07.59% CGL 2026 - New 10 Year G-Sec 11-Jan-26 7.59% 7.74%

CRISIL

Short

Term Gilt

Index

1 IN0020160050 06.84% CGL 2022 19-Dec-22 6.84% 18.82%

2 IN0020060037 08.20% CGL 2022 (Recaptalised Bond) 15-Feb-22 8.20% 15.29%

3 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 15.65%

4 IN0020120054 08.12% CGL 2020 10-Dec-20 8.12% 12.89%

5 IN0020100015 07.80% CGL 2020 3-May-20 7.80% 11.58%

6 IN0020080068 06.05% CGL 2019 (FEB) 2-Feb-19 6.05% 8.51%

7 IN0020110022 07.80% CGL 2021 11-Apr-21 7.80% 9.20%

8 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 8.06%

CRISIL 2

month CD

Index

1 INE238A16S56 Axis Bank Ltd. 6-Jun-18 - 10.00%

2 INE040A16BO5 HDFC Bank Ltd. 12-Jun-18 - 10.00%

3 INE528G16K81 Yes Bank 18-Jun-18 - 10.00%

4 INE237A162D9 Kotak Mahindra Bank Ltd. 18-Jun-18 - 10.00%

5 INE090A161P1 ICICI Bank Ltd. 4-Jun-18 - 10.00%

6 INE171A16GW0 Federal Bank Ltd. 4-Jun-18 - 10.00%

7 INE608A16NX5 Punjab & Sind Bank 12-Jun-18 - 10.00%

8 INE077A16EV6 Dena Bank 11-Jun-18 - 10.00%

9 INE705A16QD4 Vijaya Bank 18-Jun-18 - 10.00%

10 INE092T16DZ8 IDFC Bank ltd. 7-Jun-18 - 10.00%

CRISIL 3

month CD

Index

1 INE040A16BS6 HDFC Bank Ltd. 18-Jul-18 - 12.50%

2 INE238A16T06 Axis Bank Ltd. 19-Jul-18 - 12.50%

3 INE090A167M5 ICICI Bank Ltd. 19-Jul-18 - 12.50%

12

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

4 INE514E16AZ9 Export Import Bank Of India 1-Aug-18 - 12.50%

5 INE092T16BI8 IDFC Bank ltd. 25-Jul-18 - 12.50%

6 INE976G16FY7 RBL Bank Ltd. 23-Jul-18 - 12.50%

7 INE237A161B5 Kotak Mahindra Bank Ltd. 25-Jul-18 - 12.50%

8 INE095A16XQ8 IndusInd Bank Ltd. 23-Jul-18 - 12.50%

CRISIL 6

month CD

Index

1 INE237A168B0 Kotak Mahindra Bank Ltd. 10-Oct-18 - 20.00%

2 INE090A165N7 ICICI Bank Ltd. 11-Oct-18 - 20.00%

3 INE238A16U37 Axis Bank Ltd. 5-Oct-18 - 20.00%

4 INE095A16WM9 IndusInd Bank Ltd. 23-Oct-18 - 20.00%

5 INE683A16JW8 South Indian Bank Ltd. 1-Nov-18 - 20.00%

CRISIL 1

Year CD

Index

1 INE514E16AQ8 Export Import Bank Of India 29-Mar-19 - 33.33%

2 INE095A16XN5 IndusInd Bank Ltd. 26-Mar-19 - 33.33%

3 INE090A167P8 ICICI Bank Ltd. 26-Mar-19 - 33.33%

CRISIL 2

Month CP

Index

1 INE033L14HX0 Tata Capital Housing Finance Ltd. 5-Jun-18 - 5.00%

2 INE560K14AC3 PTC India Financial Services Ltd. 15-Jun-18 - 8.33%

3 INE261F14CS0

National Bank for Agriculture & Rural

Development 15-Jun-18 - 6.67%

4 INE886I14994 Motilal Oswal Securities Ltd. 11-Jun-18 - 6.67%

5 INE866I14XW8 India Infoline Finance Ltd. 11-Jun-18 - 6.67%

6 INE202B14MH5 Dewan Housing Finance Corporation Ltd. 12-Jun-18 - 5.00%

7 INE018E14LF5 SBI Cards & Payment Services Pvt. Ltd. 15-Jun-18 - 8.33%

8 INE248U14DK1 IIFL Wealth Finance Ltd. 15-Jun-18 - 6.67%

9 INE081A14775 Tata Steel Ltd. 18-Jun-18 - 6.67%

10 INE556F14GE4 Small Industries Development Bank Of India 18-Jun-18 - 6.67%

11 INE977J14GS4 Trapti Trading & Investments 13-Jun-18 - 8.33%

12 INE538L14AI4 Aadhar Housing Finance Ltd. 18-Jun-18 - 5.00%

13 INE557F14EE7 National Housing Bank 7-Jun-18 - 6.67%

14 INE019A14DL6 JSW Steel Ltd. 14-Jun-18 - 6.67%

15 INE114A14FS5 Steel Authority Of India Ltd. 5-Jun-18 - 6.67%

CRISIL 3

Month CP

Index

1 INE803N14015 HPCL-Mittal Pipelines Ltd. 27-Jul-18 - 20.00%

2 INE155A14NT0 Tata Motors Ltd. 19-Jul-18 - 20.00%

3 INE692Q14908 Toyota Financial Services India Ltd. 20-Jul-18 - 8.33%

4 INE923I14615 Reliance Securities Ltd. 24-Jul-18 - 6.67%

5 INE001A14RH2 Housing Development Finance Corporation Ltd. 27-Jul-18 - 5.00%

6 INE735N14217 BMW India Financial Services Pvt. Ltd. 3-Aug-18 - 8.33%

13

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

7 INE296A14MM9 Bajaj Finance Ltd. 3-Aug-18 - 8.33%

8 INE248U14CY4 IIFL Wealth Finance Ltd. 2-Aug-18 - 6.67%

9 INE657N14OM1 Edelweiss Commodities Services Ltd. 31-Jul-18 - 6.67%

10 INE202B14LP0 Dewan Housing Finance Corporation Ltd. 30-Jul-18 - 5.00%

11 INE148I14ST7 Indiabulls Housing Finance Ltd. 24-Jul-18 - 5.00%

CRISIL 6

month

CPIndex

1 INE851M14FU3 Volkswagen Finance Pvt. Ltd. 5-Oct-18 - 8.33%

2 INE037E14522 Tata Teleservices Ltd. 11-Oct-18 - 10.00%

3 INE477A14874 CanFin Homes Ltd. 12-Oct-18 - 5.00%

4 INE846E14CX1 Karvy Stock Broking Ltd. 3-Oct-18 - 6.67%

5 INE423A14HD8 Adani Enterprises Ltd. 16-Oct-18 - 20.00%

6 INE916D14J89 Kotak Mahindra Prime Ltd. 19-Oct-18 - 8.33%

7 INE688I14FD3 Capital First Ltd. 1-Nov-18 - 8.33%

8 INE033L14HA8 Tata Capital Housing Finance Ltd. 31-Oct-18 - 5.00%

9 INE866I14VR2 India Infoline Finance Ltd. 30-Oct-18 - 6.67%

10 INE001A14RQ3 Housing Development Finance Corporation Ltd. 26-Oct-18 - 5.00%

11 INE572O14063 ECap Equities Ltd. 23-Oct-18 - 6.67%

12 INE517B14198 Tata Teleservices (Maharashtra) Ltd. 11-Oct-18 - 10.00%

CRISIL 1

Year CP

Index

1 INE976I14LQ2 Tata Capital Ltd. 12-Apr-19 - 8.33%

2 INE296A14NM7 Bajaj Finance Ltd. 12-Apr-19 - 8.33%

3 INE975F14PF4 Kotak Mahindra Investments Ltd. 12-Apr-19 - 20.00%

4 INE476M14BA0 L&T Housing Finance Ltd. 17-Apr-19 - 5.00%

5 INE423A14HF3 Adani Enterprises Ltd. 18-Apr-19 - 20.00%

6 INE860H14E11 Aditya Birla Finance Ltd. 18-Apr-19 - 8.33%

7 INE033L14HW2 Tata Capital Housing Finance Ltd. 5-Apr-19 - 5.00%

8 INE148I14VJ2 Indiabulls Housing Finance Ltd. 22-Mar-19 - 5.00%

9 INE846E14CQ5 Karvy Stock Broking Ltd. 26-Mar-19 - 20.00%

CRISIL 10

Year SDL

Index

1 IN1220180021 07.97% ASSAM SDL 2028 (Apr) 18-Apr-28 7.97% 3.05%

2 IN1520180028 07.95% GUJARAT SDL 2028 18-Apr-28 7.95% 9.43%

3 IN1620180019 07.80% HARYANA SDL 2028 11-Apr-28 7.80% 5.78%

4 IN1920170165 08.03% KARNATAKA SDL 2028 31-Jan-28 8.03% 8.69%

5 IN2020180013 08.00% KERALA SDL 2028 11-Apr-28 8.00% 4.32%

6 IN2120180012 08.05% MADHYA PRADESH SDL 2028 (Apr) 18-Apr-28 8.05% 5.90%

7 IN2220170103 07.33% MAHARASHTRA SDL 2027 13-Sep-27 7.33% 5.42%

8 IN2820180015 07.99% PUNJAB SDL 2028 11-Apr-28 7.99% 6.87%

14

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

9 IN2920180014 07.98% RAJASTHAN SDL 2028 11-Apr-28 7.98% 8.45%

10 IN3120180010 08.05% TAMIL NADU SDL 2028 (Apr) 18-Apr-28 8.05% 16.10%

11 IN3320180018 07.98% UTTAR PRADESH SDL 2028 11-Apr-28 7.98% 16.35%

12 IN3420170216 08.09% WEST BENGAL SDL 2028 27-Mar-28 8.09% 9.63%

*Redemption date is earlier of Maturity Date & Call/Put Date

Note: Bonds and Government Security Indices are rebalanced on 1st working day of every month with issuer rebalancing done on quarterly

basis, whereas CP,CD and SDL indices are rebalanced on 1st working day of every fortnight.

15

Constituent Details - Existing

The securities that are part of the indices effective 03 April 2018 are as follows:

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

CRISIL

AAA Long

Term

Bond

Index

1 INE020B08AQ9 Rural Electrification Corporation Ltd. 10-Dec-27 7.70% 10.00%

2 INE053F07AD1 Indian Railway Finance Corporation Ltd. 29-Oct-27 7.54% 6.32%

3 INE115A07MQ6 LIC Housing Finance Ltd. 23-Nov-27 7.75% 5.61%

4 INE134E08JC3 Power Finance Corporation Ltd. 11-Jun-27 7.44% 10.00%

5 INE148I08298 Indiabulls Housing Finance Ltd. 8-Sep-27 8.35% 10.00%

6 INE202B07IN5 Dewan Housing Finance Corporation Ltd. 9-Sep-23 9.05% 10.00%

7 INE261F08AA4 National Bank for Agriculture & Rural

Development 25-Feb-28 8.22% 10.00%

8 INE296A08805 Bajaj Finance Ltd. 29-Sep-26 8.45% 5.98%

9 INE514E08FQ4 Export Import Bank Of India 11-Jan-33 7.88% 8.12%

10 INE733E07KI9 NTPC 13-Dec-31 7.37% 6.06%

11 INE752E07OF7 Power Grid Corporation of India Ltd. 19-Jun-27 7.30% 10.00%

12 INE941D07133 Reliance Ports & Terminals Ltd. 12-Jun-23 8.45% 7.92%

CRISIL

AAA

Medium

Term

Bond

Index

1 INE002A08476 Reliance Industries Ltd. 31-Aug-22 7.00% 10.00%

2 INE020B08AP1 Rural Electrification Corporation Ltd. 30-Nov-22 7.45% 10.00%

3 INE029A08040 Bharat Petroleum Corporation Ltd. 16-Jan-23 7.69% 4.98%

4 INE110L07070 Reliance Jio Infocomm Ltd. 8-Jul-21 8.32% 4.64%

5 INE115A07MS2 LIC Housing Finance Ltd. 16-Dec-22 7.85% 10.00%

6 INE134E08IH4 Power Finance Corporation Ltd. 16-Aug-21 7.50% 10.00%

7 INE148I07GE8 Indiabulls Housing Finance Ltd. 25-Sep-21 8.75% 10.00%

8 INE514E08FD2 Export Import Bank Of India 27-May-21 8.00% 10.00%

9 INE537P07398 India Infradebt Ltd. 31-Oct-22 7.90% 4.83%

10 INE752E07OD2 Power Grid Corporation of India Ltd. 21-Dec-21 7.20% 10.00%

11 INE871D07QX5 Infrastructure Leasing & Financial Services Ltd.

(IL&FS) 15-Jan-23 8.30% 5.55%

12 INE906B07FE6 National Highways Authority of India 23-Dec-21 7.17% 10.00%

CRISIL

AAA Short

Term

Bond

Index

1 INE001A07QW7 Housing Development Finance Corporation Ltd. 11-Dec-18 7.33% 10.00%

2 INE002A08518 Reliance Industries Ltd. 14-Dec-20 6.95% 10.00%

3 INE020B08AN6 Rural Electrification Corporation Ltd. 31-Dec-20 6.99% 10.00%

4 INE110L07013 Reliance Jio Infocomm Ltd. 31-Jul-18 8.55% 5.15%

5 INE115A07MP8 LIC Housing Finance Ltd. 12-Feb-19 7.20% 10.00%

6 INE134E08IW3 Power Finance Corporation Ltd. 17-Sep-20 7.50% 10.00%

16

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

7 INE148I07FP6 Indiabulls Housing Finance Ltd. 10-Aug-18 8.80% 7.69%

8 INE261F08907 National Bank for Agriculture & Rural

Development 30-Sep-20 6.98% 10.00%

9 INE296A07OY4 Bajaj Finance Ltd. 29-Jun-20 7.84% 8.45%

10 INE556F08IZ7 Small Industries Development Bank Of India 28-Dec-18 7.00% 6.76%

11 INE756I07886 HDB Financial Services Ltd. 13-May-19 8.48% 7.04%

12 INE916DA7PM7 Kotak Mahindra Prime Ltd. 14-Feb-19 8.03% 4.91%

CRISIL

AA and

AA+ Long

Term

Bond

Index

1 INE013A073H9 Reliance Capital Ltd. 2-Nov-26 8.85% 10.00%

2 INE121A08OC8 Cholamandalam Investment & Finance Co. Ltd. 15-Jun-27 8.80% 6.66%

3 INE124D08019 Reliance General Insurance Co. Ltd. 17-Aug-26 9.10% 4.41%

4 INE528G08279 Yes Bank 24-Feb-25 8.85% 6.78%

5 INE540P07095 U. P. Power Corporation Ltd. 13-Feb-26 8.97% 10.00%

6 INE601U08010 Tata Motors Finance Ltd. 13-Nov-27 8.35% 10.00%

7 INE688I08178 Capital First Ltd. 24-Aug-27 8.25% 7.02%

8 INE721A08CY4 Shriram Transport Finance Co. Ltd. 15-Oct-27 8.20% 10.00%

9 INE774D08MK5 Mahindra & Mahindra Financial Services Ltd. 24-Jul-27 8.00% 10.00%

10 INE804I08643 ECL Finance Ltd. 3-May-25 11.25% 10.00%

11 INE950O08147 Mahindra Rural Housing Finance Ltd. 15-Jun-27 8.50% 5.13%

12 INE975G07019 IL&FS Transportation Networks Ltd. 30-Nov-27 9.00% 10.00%

CRISIL

AA and

AA+

Medium

Term

Bond

Index

1 INE013A071E0 Reliance Capital Ltd. 9-Sep-21 8.90% 10.00%

2 INE038A07258 Hindalco Industries Ltd. 25-Apr-22 9.55% 10.00%

3 INE053A07182 Indian Hotels Co. Ltd. 15-Apr-22 7.85% 5.08%

4 INE115D07019 NTPC-SAIL Power Co. Ltd. 11-Jul-22 7.72% 5.58%

5 INE155A08365 Tata Motors Ltd. 29-Jun-21 7.40% 10.00%

6 INE414G07CD9 Muthoot Finance Ltd. 24-Apr-22 9.00% 4.58%

7 INE540P07061 U. P. Power Corporation Ltd. 15-Feb-23 8.97% 10.00%

8 INE572E09361 PNB Housing Finance Ltd. 1-Jul-21 8.47% 10.00%

9 INE669E08300 IDEA Cellular Ltd. 14-Feb-22 8.03% 10.00%

10 INE688V08015 Energy Efficiency Services Ltd. 18-Jul-22 7.80% 8.07%

11 INE721A07KC5 Shriram Transport Finance Co. Ltd. 13-Apr-21 9.15% 6.70%

12 INE975G08272 IL&FS Transportation Networks Ltd. 15-Dec-22 9.25% 10.00%

CRISIL

AA and

AA+ Short

Term

1 INE027E07568 L&T Finance Ltd. 13-Nov-20 7.65% 10.00%

2 INE121A07MA8 Cholamandalam Investment & Finance Co. Ltd. 5-Jun-18 9.13% 10.00%

3 INE126D07099 Reliance Commercial Finance Ltd. 25-Mar-19 8.80% 5.64%

4 INE268A07152 Vedanta Ltd. 4-Jul-18 9.17% 6.29%

17

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

Bond

Index

5 INE306N07JF3 Tata Capital Financial Services Ltd. 10-Apr-19 7.95% 10.00%

6 INE321N07228 KKR India Financial Services Pvt. Ltd. 9-Feb-20 0.00% 5.50%

7 INE540P07111 U. P. Power Corporation Ltd. 15-Mar-21 8.48% 10.00%

8 INE572E09536 PNB Housing Finance Ltd. 31-Oct-19 7.44% 10.00%

9 INE713G08046 Vodafone Mobile Services Ltd. 10-Jul-20 10.25% 10.00%

10 INE721A07MJ6 Shriram Transport Finance Co. Ltd. 13-Jun-19 7.95% 10.00%

11 INE774D07QX1 Mahindra & Mahindra Financial Services Ltd. 20-Feb-19 7.78% 5.78%

12 INE860H07EB1 Aditya Birla Finance Ltd. 23-Nov-18 7.76% 6.79%

CRISIL

AA+ Long

Term

Bond

Index

1 INE013A073H9 Reliance Capital Ltd. 2-Nov-26 8.85% 10.00%

2 INE160A08019 Punjab National Bank 24-Feb-24 9.65% 10.00%

3 INE217K07AG5 Reliance Home finance Ltd. 3-Jan-27 9.15% 10.00%

4 INE306N08052 Tata Capital Financial Services Ltd. 31-Mar-25 9.37% 4.37%

5 INE528G08279 Yes Bank 24-Feb-25 8.85% 10.00%

6 INE688I08178 Capital First Ltd. 24-Aug-27 8.25% 10.00%

7 INE721A08CY4 Shriram Transport Finance Co. Ltd. 15-Oct-27 8.20% 10.00%

8 INE774D08MK5 Mahindra & Mahindra Financial Services Ltd. 24-Jul-27 8.00% 10.00%

9 INE860H08DJ4 Aditya Birla Finance Ltd. 12-Dec-24 9.75% 7.17%

10 INE950O08147 Mahindra Rural Housing Finance Ltd. 15-Jun-27 8.50% 5.43%

11 INE957N08037 Hero Fincorp Ltd. 18-Jun-27 8.52% 3.03%

12 INE975G07019 IL&FS Transportation Networks Ltd. 30-Nov-27 9.00% 10.00%

CRISIL

AA+

Medium

Term

Bond

Index

1 INE013A071E0 Reliance Capital Ltd. 9-Sep-21 8.90% 10.00%

2 INE217K07AD2 Reliance Home finance Ltd. 3-Jan-22 8.90% 10.00%

3 INE321N07095 KKR India Financial Services Pvt. Ltd. 23-Apr-21 0.00% 5.09%

4 INE523E08NH8 L&T Finance Ltd. 21-Dec-22 9.80% 9.89%

5 INE535H08553 Fullerton India Credit Co. Ltd. 28-Oct-22 11.40% 4.01%

6 INE572E09361 PNB Housing Finance Ltd. 1-Jul-21 8.47% 10.00%

7 INE669E08300 IDEA Cellular Ltd. 14-Feb-22 8.03% 10.00%

8 INE688I07659 Capital First Ltd. 14-Jul-22 8.25% 10.00%

9 INE721A07KC5 Shriram Transport Finance Co. Ltd. 13-Apr-21 9.15% 10.00%

10 INE774D08KX2 Mahindra & Mahindra Financial Services Ltd. 13-Dec-21 10.50% 1.62%

11 INE957N07377 Hero Fincorp Ltd. 8-Jul-21 8.10% 9.39%

12 INE975G08272 IL&FS Transportation Networks Ltd. 15-Dec-22 9.25% 10.00%

CRISIL

AA+ Short

1 INE027E07568 L&T Finance Ltd. 13-Nov-20 7.65% 10.00%

2 INE126D07099 Reliance Commercial Finance Ltd. 25-Mar-19 8.80% 10.00%

18

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

Term

Bond

Index

3 INE306N07JF3 Tata Capital Financial Services Ltd. 10-Apr-19 7.95% 10.00%

4 INE321N07228 KKR India Financial Services Pvt. Ltd. 9-Feb-20 0.00% 10.00%

5 INE403D08025 Bharti Telecom Ltd. 19-Feb-21 0.00% 6.56%

6 INE572E09536 PNB Housing Finance Ltd. 31-Oct-19 7.44% 10.00%

7 INE667F07GS3 Sundaram BNP Paribas Home Finance Ltd. 14-Jun-19 7.67% 3.70%

8 INE688I07428 Capital First Ltd. 30-Sep-19 8.50% 5.50%

9 INE691I07BW0 L&T Infrastructure Finance Co. Ltd. 8-Mar-19 8.86% 4.24%

10 INE721A07MJ6 Shriram Transport Finance Co. Ltd. 13-Jun-19 7.95% 10.00%

11 INE774D07QX1 Mahindra & Mahindra Financial Services Ltd. 20-Feb-19 7.78% 10.00%

12 INE860H07EB1 Aditya Birla Finance Ltd. 23-Nov-18 7.76% 10.00%

CRISIL

AA Long

Term

Bond

Index

1 INE087P08038 Avanse Financial Services Ltd. 27-Dec-27 9.35% 10.00%

2 INE121A08OC8 Cholamandalam Investment & Finance Co. Ltd. 15-Jun-27 8.80% 10.00%

3 INE124D08019 Reliance General Insurance Co. Ltd. 17-Aug-26 9.10% 10.00%

4 INE155A08209 Tata Motors Ltd. 12-Sep-24 9.77% 10.00%

5 INE477L08097 India Infoline Housing Finance Ltd. 14-Apr-23 8.93% 10.00%

6 INE528S08035 Edelweiss Retail Finance Ltd. 31-Jul-27 9.25% 3.36%

7 INE530L07228 Edelweiss Housing Finance Ltd. 19-Jul-26 10.00% 10.00%

8 INE540P07095 U. P. Power Corporation Ltd. 13-Feb-26 8.97% 10.00%

9 INE601U08010 Tata Motors Finance Ltd. 13-Nov-27 8.35% 10.00%

10 INE657N07431 Edelweiss Commodities Services Ltd. 22-Dec-27 9.25% 6.64%

11 INE804I08643 ECL Finance Ltd. 3-May-25 11.25% 10.00%

CRISIL

AA

Medium

Term

Bond

Index

1 INE038A07258 Hindalco Industries Ltd. 25-Apr-22 9.55% 10.00%

2 INE053A07182 Indian Hotels Co. Ltd. 15-Apr-22 7.85% 8.57%

3 INE115D07019 NTPC-SAIL Power Co. Ltd. 11-Jul-22 7.72% 9.42%

4 INE121A08MR0 Cholamandalam Investment & Finance Co. Ltd. 5-Dec-22 11.25% 5.92%

5 INE137K07034 HPCL - Mittal Energy Ltd. 3-Sep-22 4.00% 8.00%

6 INE155A08365 Tata Motors Ltd. 29-Jun-21 7.40% 10.00%

7 INE340A07076 Birla Corporation Ltd. 18-Aug-21 9.15% 5.15%

8 INE414G07CD9 Muthoot Finance Ltd. 24-Apr-22 9.00% 7.75%

9 INE530L07194 Edelweiss Housing Finance Ltd. 19-Jul-21 9.75% 7.16%

10 INE540P07061 U. P. Power Corporation Ltd. 15-Feb-23 8.97% 10.00%

11 INE548V07047 Nuvoco Vistas Corporation Ltd. 14-Sep-21 8.66% 8.02%

12 INE688V08015 Energy Efficiency Services Ltd. 18-Jul-22 7.80% 10.00%

1 INE081A08207 Tata Steel Ltd. 24-Jan-21 9.15% 3.46%

19

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

CRISIL

AA Short

Term

Bond

Index

2 INE121A07MA8 Cholamandalam Investment & Finance Co. Ltd. 5-Jun-18 9.13% 10.00%

3 INE140A07369 Piramal Enterprises Ltd. 27-Jun-19 8.13% 10.00%

4 INE155A08308 Tata Motors Ltd. 1-Aug-19 8.00% 10.00%

5 INE268A07152 Vedanta Ltd. 4-Jul-18 9.17% 10.00%

6 INE414G07CC1 Muthoot Finance Ltd. 24-Jun-20 8.75% 10.00%

7 INE540P07111 U. P. Power Corporation Ltd. 15-Mar-21 8.48% 10.00%

8 INE601U07038 Tata Motors Finance Ltd. 10-Jul-20 0.00% 7.81%

9 INE657N07423 Edelweiss Commodities Services Ltd. 30-Apr-19 8.10% 3.23%

10 INE713G08046 Vodafone Mobile Services Ltd. 10-Jul-20 10.25% 10.00%

11 INE804I07SJ0 ECL Finance Ltd. 28-Jan-19 11.85% 5.51%

12 INE866I07BA4 India Infoline Finance Ltd. 20-Sep-18 9.30% 10.00%

CRISIL

AA- Long

Term

Bond

Index

1 INE114A07869 Steel Authority Of India Ltd. 14-Oct-24 9.00% 20.00%

2 INE141A08019 Oriental Bank Of Commerce 26-Oct-24 9.20% 20.00%

3 INE168A08046 The Jammu & Kashmir Bank Ltd. 27-Dec-24 9.25% 20.00%

4 INE245A08133 Tata Power Co. Ltd. 15-Nov-24 7.99% 20.00%

5 INE549F08509 Karnataka State Financial Corporation 18-Oct-24 9.24% 20.00%

CRISIL

AA-

Medium

Term

Bond

Index

1 INE168A08038 The Jammu & Kashmir Bank Ltd. 24-Jun-22 9.50% 16.67%

2 INE245A08109 Tata Power Co. Ltd. 16-Nov-21 7.99% 16.67%

3 INE251G07023 Cauvery Neeravari Nigama Ltd. 31-Mar-23 8.85% 16.67%

4 INE262F07071 Karnataka Neeravari Nigam Ltd. 31-Mar-22 8.75% 16.67%

5 INE577S07059 Prabhakar Viniyog Pvt. Ltd. 28-Apr-21 0.00% 16.67%

6 INE990D07304 Krishna Bhagya Jala Nigam Ltd. 30-Sep-21 9.13% 16.67%

CRISIL

AA- Short

Term

Bond

Index

1 INE019A07399 JSW Steel Ltd. 22-Dec-18 9.67% 10.00%

2 INE055A07070 Century Textiles & Industries Ltd. 12-Apr-19 8.88% 7.53%

3 INE069I07371 Indiabulls Real Estate Ltd. 6-Jul-18 9.45% 10.00%

4 INE114A07901 Steel Authority Of India Ltd. 9-Jun-18 8.35% 10.00%

5 INE245A08067 Tata Power Co. Ltd. 17-Nov-19 9.48% 10.00%

6 INE324A07138 Jindal Saw Ltd. 12-Sep-18 10.50% 4.75%

7 INE452O07047 Future Lifestyle Fashions Ltd. 9-Nov-20 8.70% 7.90%

8 INE502K07070 Talwalkars Better Value Fitness Ltd. 7-Dec-18 10.00% 10.00%

9 INE522D07AB4 Manappuram Finance Ltd. 20-Mar-19 10.05% 3.78%

10 INE738C07051 Bharat Aluminium Co. Ltd. 27-Mar-20 8.00% 7.32%

11 INE814H07091 Adani Power Ltd. 30-Apr-19 10.30% 8.98%

12 INE896L07298 Indostar Capital Finance Ltd. 8-Jan-21 10.05% 9.75%

20

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

CRISIL A

Medium

To Long

Term

Bond

Index

1 INE535N08056 Haryana Vidyut Prasaran Nigam Ltd. 28-Mar-22 9.83% 2.33%

2 INE103G08032 Rajasthan Financial Corporation 22-Jan-23 9.24% 2.33%

3 INE700N09013 Rajasthan State Road Transport Corporation 17-Jul-22 9.70% 10.00%

4 INE572F08071 Rajasthan Rajya Vidyut Prasaran Nigam Ltd. 28-Mar-23 10.15% 5.29%

5 INE514F07083 Neelachal Ispat Nigam Ltd. 27-Mar-24 11.90% 4.67%

6 INE818F08037 Kerala Financial Corporation 30-Oct-21 9.15% 4.67%

7 INE220H08016 Himachal Pradesh State Electricity Board 29-Mar-23 10.39% 7.00%

8 INE891F08018 Rajasthan Rajya Vidyut Utpadan Nigam Ltd. 24-Dec-26 9.00% 10.00%

9 INE340M08137 Tamilnadu Generation & Distribution

Corporation Ltd. 18-Dec-21 9.20% 10.00%

10 INE512S08013 Chhattisgarh State Power Distribution Co. Ltd. 26-Mar-35 8.72% 10.00%

11 INE348L08033 MAS Financial Services Ltd. 22-Jun-22 14.00% 0.93%

12 INE560K07128 PTC India Financial Services Ltd. 28-May-25 9.62% 4.99%

13 INE683A08028 South Indian Bank Ltd. 31-Oct-25 10.25% 10.00%

14 INE879Q08036 ESAF Small Finance Bank Ltd. 28-Dec-21 16.83% 0.58%

15 INE852O07022 Aptus Value Housing Finance India Ltd. 15-May-23 9.35% 0.78%

16 INE396P08066 Utkarsh Small Finance Bank Ltd. 30-Jun-22 12.00% 3.50%

17 INE764L07165 Sadbhav Infrastructure Project Ltd. 27-Jun-22 0.00% 0.58%

18 INE694C08070 The Lakshmi Vilas Bank Ltd. 7-Jun-24 10.70% 2.33%

19 INE540P07269 U. P. Power Corporation Ltd. 20-Oct-27 9.75% 10.00%

CRISIL A

Short

Term

Index

1 INE216P07076 Aavas Financiers Ltd. 20-Jun-18 10.70% 2.71%

2 INE192L08126 JSW Techno Projects Management Ltd. 17-Dec-18 0.00% 10.00%

3 INE658R08016 Aspire Home Finance Corporation Ltd. 14-Dec-18 10.82% 1.36%

4 INE582R07044 Continental Drug Co. Pvt. Ltd. 8-Apr-19 0.00% 9.05%

5 INE482G07065 Tata Sky Ltd. 30-May-19 0.00% 9.05%

6 INE949L07477 AU Small Finance Bank Ltd. 13-Jun-19 10.05% 9.05%

7 INE423A07195 Adani Enterprises Ltd. 24-Apr-19 10.20% 10.00%

8 INE016P07062 Vistaar Financial Services Pvt. Ltd. 27-Jul-19 11.70% 6.15%

9 INE428Q08065 Suryoday Small Finance Bank Ltd. 12-Jul-18 11.15% 4.52%

10 INE396P08082 Utkarsh Small Finance Bank Ltd. 16-Jan-20 10.20% 4.52%

11 INE180C07031 Capri Global Capital Ltd. 7-Mar-19 10.25% 1.36%

12 INE540P07194 U. P. Power Corporation Ltd. 20-Oct-20 9.75% 10.00%

13 INE124N07093 Ess Kay Fincorp Pvt. Ltd. 17-Jan-20 10.60% 3.17%

14 INE443L07042 Belstar Investment & Finance Pvt. Ltd. 17-Jul-20 11.40% 4.52%

15 INE530Z07012 Everbest Consultancy Services Pvt. Ltd. 26-Feb-19 0.00% 10.00%

21

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

16 INE459T07025 Vastu Housing Finance Corporation Ltd. 27-Feb-21 9.95% 4.52%

CRISIL

Medium

To Long

Term

Banking

Debt

Index

1 INE084A08045 Bank of India 30-Sep-23 9.80% 0.99%

2 INE092T08BS4 IDFC Bank Ltd. 3-Jan-25 8.67% 10.00%

3 INE476A08050 Canara Bank 27-Apr-26 8.40% 8.67%

4 INE028A08117 Bank of Baroda 11-Aug-22 8.65% 10.00%

5 INE040A08377 HDFC Bank Ltd. 12-May-22 8.85% 10.00%

6 INE062A08140 State Bank of India 25-Oct-21 8.39% 10.00%

7 INE090A08TW2 ICICI Bank Ltd. 17-Mar-22 9.20% 10.00%

8 INE095A08074 IndusInd Bank Ltd. 18-Apr-22 9.50% 3.97%

9 INE160A08100 Punjab National Bank 3-Mar-22 8.95% 10.00%

10 INE238A08427 Axis Bank Ltd. 14-Dec-21 8.75% 10.00%

11 INE528G08394 Yes Bank 18-Oct-22 9.00% 10.00%

12 INE692A08086 Union Bank Of India 3-May-22 9.08% 6.36%

CRISIL

Short

Term

Banking

Debt

Index

1 INE062A09171 State Bank of India 29-Jun-18 8.40% 16.67%

2 INE090A08SO1 ICICI Bank Ltd. 4-Jun-18 9.00% 16.67%

3 INE092T08AM9 IDFC Bank Ltd. 28-May-18 8.59% 16.67%

4 INE528G08147 Yes Bank 22-Jan-20 9.65% 16.67%

5 INE608A09098 Punjab & Sind Bank 22-Apr-19 11.05% 16.67%

6 INE028A08075 Bank of Baroda 9-Jan-20 9.48% 16.67%

CRISIL

Medium

To Long

Term PSU

Debt

Index

1 INE020B08AP1 Rural Electrification Corporation Ltd. 30-Nov-22 7.45% 10.00%

2 INE029A08040 Bharat Petroleum Corporation Ltd. 16-Jan-23 7.69% 2.60%

3 INE053F07AD1 Indian Railway Finance Corporation Ltd. 29-Oct-27 7.54% 7.22%

4 INE134E08IH4 Power Finance Corporation Ltd. 16-Aug-21 7.50% 10.00%

5 INE206D08212 Nuclear Power Corporation Of India Ltd. 28-Nov-25 8.40% 7.60%

6 INE261F08AA4 National Bank for Agriculture & Rural

Development 25-Feb-28 8.22% 10.00%

7 INE514E08FQ4 Export Import Bank Of India 11-Jan-33 7.88% 10.00%

8 INE540P07095 U. P. Power Corporation Ltd. 13-Feb-26 8.97% 10.00%

9 INE733E07KI9 NTPC 13-Dec-31 7.37% 6.91%

10 INE752E07OF7 Power Grid Corporation of India Ltd. 19-Jun-27 7.30% 10.00%

11 INE861G08035 Food Corporation of India 7-Mar-22 9.95% 5.67%

12 INE906B07FE6 National Highways Authority of India 23-Dec-21 7.17% 10.00%

CRISIL

Short

Term PSU

1 INE020B08AN6 Rural Electrification Corporation Ltd. 31-Dec-20 6.99% 10.00%

2 INE031A08541 Housing & Urban Development Corporation

Ltd. 22-Dec-20 7.14%

6.83%

22

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

Debt

Index

3 INE053F07AL4 Indian Railway Finance Corporation Ltd. 7-Jun-19 7.72% 10.00%

4 INE134E08IU7 Power Finance Corporation Ltd. 16-Jul-18 6.90% 10.00%

5 INE261F08907 National Bank for Agriculture & Rural

Development 30-Sep-20 6.98%

10.00%

6 INE514E08ER5 Export Import Bank Of India 5-Nov-18 7.81% 10.00%

7 INE540P07046 U. P. Power Corporation Ltd. 15-Feb-21 8.97% 10.00%

8 INE556F08IZ7 Small Industries Development Bank Of India 28-Dec-18 7.00% 10.00%

9 INE688V08023 Energy Efficiency Services Ltd. 10-Feb-21 8.15% 0.58%

10 INE733E07JY8 NTPC 31-Dec-20 8.18% 6.04%

11 INE752E07LA4 Power Grid Corporation of India Ltd. 15-Jul-18 8.70% 10.00%

12 INE848E07AE5 National Hydroelectric Power Corporation Ltd. 13-Sep-19 6.91% 6.55%

CRISIL

Dynamic

Gilt Index

1 IN0020170174 07.17% CGL 2028 (New 10 year G-sec) 8-Jan-28 7.17% 17.27%

2 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 19.35%

3 IN0020170042 06.68% CGL 2031 17-Sep-31 6.68% 13.66%

4 IN0020160050 06.84% CGL 2022 19-Dec-22 6.84% 6.36%

5 IN0020060037 08.20% CGL 2022 (Recaptalised Bond) 15-Feb-22 8.20% 5.02%

6 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 5.80%

7 IN0020080068 06.05% CGL 2019 (FEB) 2-Feb-19 6.05% 4.81%

8 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 5.91%

9 IN0020140029 08.27% CGL 2020 (New 6 Year Bond) 9-Jun-20 8.27% 5.35%

10 IN0020150036 07.72% CGL 2025 - New 10 Year G-Sec. 25-May-25 7.72% 5.75%

11 IN0020110022 07.80% CGL 2021 11-Apr-21 7.80% 5.04%

12 IN0020150093 07.59% CGL 2026 - New 10 Year G-Sec 11-Jan-26 7.59% 5.68%

CRISIL

Composite

Gilt Index

1 IN0020170042 06.68% CGL 2031 17-Sep-31 6.68% 28.93%

2 IN0020150028 07.88% CGL 2030 - New 15 Year G-Sec 19-Mar-30 7.88% 9.39%

3 IN0020160100 06.57% CGL 2033 - New 17 Year G-sec 5-Dec-33 6.57% 6.12%

4 IN0020170174 07.17% CGL 2028 (New 10 year G-sec) 8-Jan-28 7.17% 16.37%

5 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 20.48%

6 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 7.60%

7 IN0020160050 06.84% CGL 2022 19-Dec-22 6.84% 4.58%

8 IN0020060037 08.20% CGL 2022 (Recaptalised Bond) 15-Feb-22 8.20% 3.17%

9 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 3.36%

CRISIL

Long

1 IN0020170042 06.68% CGL 2031 17-Sep-31 6.68% 40.34%

2 IN0020150028 07.88% CGL 2030 - New 15 Year G-Sec 19-Mar-30 7.88% 9.98%

3 IN0020160100 06.57% CGL 2033 - New 17 Year G-sec 5-Dec-33 6.57% 7.06%

23

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

Term Gilt

Index

4 IN0020150069 07.59% CGL 2029 - New 14 G-Sec 20-Mar-29 7.59% 8.92%

5 IN0020150051 07.73% CGL 2034 - New 19 Year G-Sec. 19-Dec-34 7.73% 8.96%

6 IN0020140078 08.17% CGL 2044 (New 30 Years Govt.Stock) 1-Dec-44 8.17% 7.96%

7 IN0020160118 06.79% CGL 2029 26-Dec-29 6.79% 9.31%

8 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 7.46%

CRISIL

Medium

Term Gilt

Index

1 IN0020170174 07.17% CGL 2028 (New 10 year G-sec) 8-Jan-28 7.17% 24.93%

2 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 27.71%

3 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 8.32%

4 IN0020150036 07.72% CGL 2025 - New 10 Year G-Sec. 25-May-25 7.72% 8.10%

5 IN0020150093 07.59% CGL 2026 - New 10 Year G-Sec 11-Jan-26 7.59% 7.99%

6 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 7.50%

7 IN0020160035 06.97% CGL 2026 6-Sep-26 6.97% 7.80%

8 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 7.65%

CRISIL

Short

Term Gilt

Index

1 IN0020160050 06.84% CGL 2022 19-Dec-22 6.84% 18.88%

2 IN0020060037 08.20% CGL 2022 (Recaptalised Bond) 15-Feb-22 8.20% 13.09%

3 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 13.65%

4 IN0020080068 06.05% CGL 2019 (FEB) 2-Feb-19 6.05% 11.94%

5 IN0020140029 08.27% CGL 2020 (New 6 Year Bond) 9-Jun-20 8.27% 11.94%

6 IN0020110022 07.80% CGL 2021 11-Apr-21 7.80% 10.72%

7 IN0020100015 07.80% CGL 2020 3-May-20 7.80% 10.19%

8 IN0020070028 08.08% CGL 2022 (Recaptalised Bond) 2-Aug-22 8.08% 9.58%

CRISIL 2

month CD

Index

1 INE556F16242 Small Industries Development Bank Of India 29-May-18 - 10.00%

2 INE090A160O6 ICICI Bank Ltd. 31-May-18 - 10.00%

3 INE238A16Y25 Axis Bank Ltd. 24-May-18 - 10.00%

4 INE092T16DI4 IDFC Bank ltd. 21-May-18 - 10.00%

5 INE040A16CB0 HDFC Bank Ltd. 28-May-18 - 10.00%

6 INE095A16XK1 IndusInd Bank Ltd. 21-May-18 - 10.00%

7 INE692A16EW0 Union Bank Of India 24-May-18 - 10.00%

8 INE608A16NY3 Punjab & Sind Bank 30-May-18 - 10.00%

9 INE976G16HH8 RBL Bank Ltd. 25-May-18 - 10.00%

10 INE705A16QB8 Vijaya Bank 1-Jun-18 - 10.00%

CRISIL 3

month CD

Index

1 INE040A16BS6 HDFC Bank Ltd. 18-Jul-18 - 25.00%

2 INE238A16T06 Axis Bank Ltd. 19-Jul-18 - 25.00%

3 INE090A164M2 ICICI Bank Ltd. 18-Jul-18 - 25.00%

24

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

4 INE092T16BH0 IDFC Bank ltd. 16-Jul-18 - 25.00%

CRISIL 6

month CD

Index

1 INE040A16BU2 HDFC Bank Ltd. 12-Sep-18 - 11.11%

2 INE480Q16184

Cooperatieve Centrale Raiffeisen-

Boerenleenbank 20-Sep-18 - 11.11%

3 INE551W16032 Ujjivan Small Finance Bank Ltd. 14-Sep-18 - 11.11%

4 INE090A164N0 ICICI Bank Ltd. 28-Sep-18 - 11.11%

5 INE237A169B8 Kotak Mahindra Bank Ltd. 12-Oct-18 - 11.11%

6 INE238A16U37 Axis Bank Ltd. 5-Oct-18 - 11.11%

7 INE095A16WX6 IndusInd Bank Ltd. 14-Sep-18 - 11.11%

8 INE528G16O53 Yes Bank 14-Sep-18 - 11.11%

9 INE949L16130 AU Small Finance Bank Ltd. 19-Sep-18 - 11.11%

CRISIL 1

Year CD

Index

1 INE514E16AQ8 Export Import Bank Of India 29-Mar-19 - 20.00%

2 INE238A16Z65 Axis Bank Ltd. 12-Mar-19 - 20.00%

3 INE528G16O38 Yes Bank 13-Mar-19 - 20.00%

4 INE095A16XN5 IndusInd Bank Ltd. 26-Mar-19 - 20.00%

5 INE090A167P8 ICICI Bank Ltd. 26-Mar-19 - 20.00%

CRISIL 2

Month CP

Index

1 INE516Y14077 Piramal Housing Finance Pvt. Ltd. 4-Jun-18 - 5.00%

2 INE202B14MB8 Dewan Housing Finance Corporation Ltd. 5-Jun-18 - 5.00%

3 INE481G14774 Ultratech Cement Ltd. 22-May-18 - 6.67%

4 INE114A14FS5 Steel Authority Of India Ltd. 5-Jun-18 - 10.00%

5 INE915D14BJ7 Citicorp Finance (India) Ltd. 25-May-18 - 8.33%

6 INE721A14BD8 Shriram Transport Finance Co. Ltd. 25-May-18 - 8.33%

7 INE560K14AA7 PTC India Financial Services Ltd. 4-Jun-18 - 8.33%

8 INE477L14CY8 Chambal Fertilizers & Chemicals Ltd. 4-Jun-18 - 20.00%

9 INE085A14DK9 Grasim Industries Ltd. 4-Jun-18 - 6.67%

10 INE047A14305 The Ramco Cements Ltd. 4-Jun-18 - 6.67%

11 INE331A14FU1 India Infoline Housing Finance Ltd. 4-Jun-18 - 5.00%

12 INE019A14DM4 JSW Steel Ltd. 5-Jun-18 - 10.00%

CRISIL 3

Month CP

Index

1 INE641O14CB1 Piramal Finance Pvt. Ltd. 10-Jul-18 - 8.33%

2 INE780C14992 JM Financial Ltd. 5-Jul-18 - 6.67%

3 INE477A14767 CanFin Homes Ltd. 20-Jul-18 - 5.00%

4 INE975F14MQ8 Kotak Mahindra Investments Ltd. 20-Jul-18 - 20.00%

5 INE957N14951 Hero Fincorp Ltd. 20-Jul-18 - 8.33%

6 INE296A14ML1 Bajaj Finance Ltd. 20-Jul-18 - 8.33%

7 INE115A14839 LIC Housing Finance Ltd. 20-Jul-18 - 5.00%

25

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

8 INE036A14GT6 Reliance Infrastructure Ltd. 19-Jul-18 - 20.00%

9 INE657N14ON9 Edelweiss Commodities Services Ltd. 16-Jul-18 - 6.67%

10 INE572E14DG6 PNB Housing Finance Ltd. 13-Jul-18 - 5.00%

11 INE866I14XV0 India Infoline Finance Ltd. 5-Jul-18 - 6.67%

CRISIL 6

month

CPIndex

1 INE157D14DG8 Clix Capital Services Pvt. Ltd. 18-Sep-18 - 8.33%

2 INE804I14RR1 ECL Finance Ltd. 19-Sep-18 - 8.33%

3 INE975F14NL7 Kotak Mahindra Investments Ltd. 9-Oct-18 - 25.00%

4 INE007N14BJ2 Fedbank Financial Services Ltd. 18-Sep-18 - 8.33%

5 INE514E14NI3 Export Import Bank Of India 26-Sep-18 - 25.00%

6 INE623B14AC8 Future Enterprises Ltd. 28-Sep-18 - 25.00%

CRISIL 1

Year CP

Index

1 INE580B14HH4 Gruh Finance Ltd. 21-Mar-19 - 5.00%

2 INE691I14HF8 L&T Infrastructure Finance Co. Ltd. 20-Mar-19 - 8.33%

3 INE148I14VJ2 Indiabulls Housing Finance Ltd. 22-Mar-19 - 5.00%

4 INE722A14CD4 Shriram City Union Finance Ltd. 21-Mar-19 - 8.33%

5 INE975F14PA5 Kotak Mahindra Investments Ltd. 26-Mar-19 - 20.00%

6 INE846E14CQ5 Karvy Stock Broking Ltd. 26-Mar-19 - 20.00%

7 INE423A14GZ3 Adani Enterprises Ltd. 28-Mar-19 - 20.00%

8 INE414G14HF9 Muthoot Finance Ltd. 28-Mar-19 - 8.33%

9 INE033L14HW2 Tata Capital Housing Finance Ltd. 5-Apr-19 - 5.00%

CRISIL 10

Year SDL

Index

1 IN1220170170 08.29% ASSAM SDL 2028 14-Mar-28 8.29% 3.05%

2 IN1520170243 8.26% GUJARAT SDL 2028 14-Mar-28 8.26% 9.43%

3 IN1620170168 08.14% HARYANA SDL 2028 27-Mar-28 8.14% 5.78%

4 IN1920170165 08.03% KARNATAKA SDL 2028 31-Jan-28 8.03% 8.69%

5 IN2020170147 08.13% KERALA SDL 2028 21-Mar-28 8.13% 4.32%

6 IN2120170088 08.05% MADHYA PRADESH SDL 2028 14-Feb-28 8.05% 5.90%

7 IN2220170103 07.33% MAHARASHTRA SDL 2027 13-Sep-27 7.33% 5.42%

8 IN2820170297 8.13% PUNJAB SDL 2028 21-Mar-28 8.13% 6.87%

9 IN2920170205 08.13% RAJASTHAN SDL 2028 27-Mar-28 8.13% 8.45%

10 IN3120170151 08.28% TAMIL NADU SDL 2028 (Mar) 14-Mar-28 8.28% 16.10%

11 IN3320170225 08.14% UTTAR PRADESH SDL 2028 21-Mar-28 8.14% 16.35%

12 IN3420170216 08.09% WEST BENGAL SDL 2028 27-Mar-28 8.09% 9.63%

*Redemption date is earlier of Maturity Date & Call/Put Date

Note: Bonds and Government Security Indices are rebalanced on 1st working day of every month with issuer rebalancing done on quarterly

basis, whereas CP,CD and SDL indices are rebalanced on 1st working day of every fortnight.

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Last updated: April 2016

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