Duration Based Index Series

Corporate Bond Index Series

NIFTY AAA Corporate Bond Indices

NIFTY AAA Corporate Bond Indices measure the performance of AAA rated corporate bonds across 6 duration buckets (Macaulay Duration). Each index may consist up to 14 issuers with each issuer being represented by its most liquid bonds.

List of NIFTY AAA Corporate Bond Indices

• NIFTY AAA Corporate Bond Indices
• NIFTY AA Category Corporate Bond Indices
• NIFTY AA+ Corporate Bond Indices
• NIFTY AA Corporate Bond Indices
• NIFTY AA- Corporate Bond Indices
• NIFTY A Corporate Bond Indices
• NIFTY Banking & PSU Bond Indices

Highlights

• The indices have a base date of 03rd September, 2001 and a base value of 1000
• With up to 14 most liquid issuer, the indices are well-diversified, broad based and investible
• Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of corporate bond market performance
• The indices are rebalanced and reconstituted on quarterly basis

Download Fact Sheet of NIFTY AAA Corporate Bond Indices (.pdf)

Download Portfolio of NIFTY AAA Corporate Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

NIFTY AA Category Corporate Bond Indices

NIFTY AA Category Corporate Bond Indices measure the aggregated performance of AA+, AA and AA- rated corporate bonds across 6 duration buckets (Macaulay Duration). Each index is derived from the underlying AA+, AA and AA- rated indices of the concerned Macaulay duration bucket.

List of NIFTY AA Category Corporate Bond Indices

• NIFTY AA Category Ultra Short Duration Bond Index
• NIFTY AA Category Low Duration Bond Index
• NIFTY AA Category Short Duration Bond Index
• NIFTY AA Category Medium Duration Bond Index
• NIFTY AA Category Medium to Long Duration Bond Index
• NIFTY AA Category Long Duration Bond Index

Highlights

• The indices have a base date of 03rd September, 2001 and a base value of 1000
• With up to 14 most liquid issuer from each rating sub category, the indices are well-diversified, broad based and investible
• Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of corporate bond market performance

Download Fact Sheet of NIFTY AA Category Corporate Bond Indices(.pdf)

Download Portfolio of NIFTY AA Category Corporate Bond Indices to be effective from next rebalancing(.pdf)

Download Methodology Document (.pdf)

NIFTY AA+ Corporate Bond Indices

NIFTY AA+ Corporate Bond Indices measure the performance of AA+ rated corporate bonds across 6 duration buckets (Macaulay Duration). Each index may consist up to 14 issuers with each issuer being represented by its most liquid bonds.

List of NIFTY AA+ Corporate Bond Indices

• NIFTY AA+ Ultra Short Duration Bond Index
• NIFTY AA+ Low Duration Bond Index
• NIFTY AA+ Short Duration Bond Index
• NIFTY AA+ Medium Duration Bond Index
• NIFTY AA+ Medium to Long Duration Bond Index
• NIFTY AA+ Long Duration Bond Index

Highlights

• The indices have a base date of 03rd September, 2001 and a base value of 1000
• With up to 14 most liquid issuer, the indices are well-diversified, broad based and investible
• Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of corporate bond market performance
• The indices are rebalanced and reconstituted on quarterly basis

Download Fact Sheet of NIFTY AA+ Corporate Bond Indices (.pdf)

Download Portfolio of NIFTY AA+ Corporate Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

NIFTY AA Corporate Bond Indices

NIFTY AA Corporate Bond Indices measure the performance of AA rated corporate bonds across 6 duration buckets (Macaulay Duration). Each index may consist up to 14 issuers with each issuer being represented by its most liquid bonds.

List of NIFTY AA Corporate Bond Indices

• NIFTY AA Ultra Short Duration Bond Index
• NIFTY AA Low Duration Bond Index
• NIFTY AA Short Duration Bond Index
• NIFTY AA Medium Duration Bond Index
• NIFTY AA Medium to Long Duration Bond Index
• NIFTY AA Long Duration Bond Index

Highlights

• The indices have a base date of 03rd September, 2001 and a base value of 1000
• With up to 14 most liquid issuer, the indices are well-diversified, broad based and investible
• Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of corporate bond market performance
• The indices are rebalanced and reconstituted on quarterly basis

Download Fact Sheet of NIFTY AA Corporate Bond Indices (.pdf)

Download Portfolio of NIFTY AA Corporate Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

NIFTY AA- Corporate Bond Indices

NIFTY AA- Corporate Bond Indices measure the performance of AA- rated corporate bonds across 6 duration buckets (Macaulay Duration). Each index may consist up to 14 issuers with each issuer being represented by its most liquid bonds.

List of NIFTY AA- Corporate Bond Indices

• NIFTY AA- Ultra Short Duration Bond Index
• NIFTY AA- Low Duration Bond Index
• NIFTY AA- Short Duration Bond Index
• NIFTY AA- Medium Duration Bond Index
• NIFTY AA- Medium to Long Duration Bond Index
• NIFTY AA- Long Duration Bond Index

Highlights

• The indices have a base date of 03rd September, 2001 and a base value of 1000
• With up to 14 most liquid issuer, the indices are well-diversified, broad based and investible
• Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of corporate bond market performance
• The indices are rebalanced and reconstituted on quarterly basis

Download Fact Sheet of NIFTY AA- Corporate Bond Indices (.pdf)

Download Portfolio of NIFTY AA- Corporate Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

NIFTY A Corporate Bond Indices

NIFTY A Corporate Bond Indices measure the performance of A-rated corporate bonds across 2 Macaulay duration buckets - Short (up to 3 years) and Long (> 3 years).

List of NIFTY A Corporate Bond Indices

• NIFTY A Short-Term Bond Index
• NIFTY A Long-Term Bond Index

Highlights

• The indices have a base date of 03rd September, 2001 and a base value of 1000
• Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of corporate bond market performance
• The indices are rebalanced and reconstituted on monthly basis

Download Fact Sheet of NIFTY A Corporate Bond Indices (.pdf)

Download Portfolio of NIFTY A Corporate Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

NIFTY Banking & PSU Bond Indices

NIFTY Banking & PSU Bond Indices measure the performance of Banking and PSU bonds across 6 duration buckets (Macaulay Duration). Each index may consist up to 14 issuers with each issuer being represented by its most liquid bonds.

List of NIFTY Banking & PSU Bond Indices

• NIFTY Banking & PSU Ultra Short Duration Bond Index
• NIFTY Banking & PSU Low Duration Bond Index
• NIFTY Banking & PSU Short Duration Bond Index
• NIFTY Banking & PSU Medium Duration Bond Index
• NIFTY Banking & PSU Medium to Long Duration Bond Index
• NIFTY Banking & PSU Long Duration Bond Index

Highlights

• The indices have a base date of 03rd September, 2001 and a base value of 1000
• With up to 14 most liquid issuer, the indices are well-diversified, broad based and investible
• Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of corporate bond market performance
• The indices are rebalanced and reconstituted on quarterly basis

Download Fact Sheet of NIFTY Banking & PSU Bond Indices (.pdf)

Download Portfolio of NIFTY Banking & PSU Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

Government Securities Index Series

NIFTY G-Sec Indices

NIFTY G-Sec Indices represent Government of India bonds across 6 distinct duration buckets. Up to 3 liquid securities within each duration bucket shall be eligible to form part of the index.

List of NIFTY G-Sec Indices

• NIFTY Ultra Short Duration G-Sec Index
• NIFTY Low Duration G-Sec Index
• NIFTY Short Duration G-Sec Index
• NIFTY Medium Duration G-Sec Index
• NIFTY Medium to Long Duration G-Sec Index
• NIFTY Long Duration G-Sec Index

Highlights

• The indices have a base date of 03rd September, 2001 and a base value of 1000
• The Index seeks to measure the performance of most liquid Government of India bonds across 6 distinct duration buckets
• Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of corporate bond market performance
• The indices are rebalanced and reconstituted on monthly basis

Download Fact Sheet of NIFTY G-Sec Indices (.pdf)

Download Portfolio of NIFTY G-sec Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

Fixed Income Aggregate Index Series

NIFTY Fixed Income Aggregate Indices

NIFTY Fixed Income Aggregate Indices consist of 13 indices which measure the performance of various fixed income portfolios covering Government securities, Corporate bonds of different credit rating categories, Commercial papers, Certificate of deposits, T-Bills and Overnight rate.

List of NIFTY Fixed Income Aggregate Indices

• NIFTY Liquid Index
• NIFTY Money Market Index
• NIFTY Ultra Short Duration Debt Index
• NIFTY Low Duration Debt Index
• NIFTY Short Duration Debt Index
• NIFTY Medium Duration Debt Index
• NIFTY Medium to Long Duration Debt Index
• NIFTY Long Duration Debt Index
• NIFTY Composite Debt Index
• NIFTY Corporate Bond Index
• NIFTY Credit Risk Bond Index
• NIFTY Banking & PSU Debt Index
• NIFTY All Duration G-Sec Index

Highlights

• The indices have a base date of 03rd September, 2001 and a base value of 1000
• The Index seeks to measure the performance of various fixed income portfolios.
• Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of corporate bond market performance

Download Fact Sheet of NIFTY Fixed Income Aggregate Indices (.pdf)

Download Methodology Document (.pdf)