may 2018 · index constituents (effective 3rd april 2018) sr no isin issuer name maturity bucket...
TRANSCRIPT
May 2018 NIFTY AA Corporate Bond Indices series consist of 6 indices which individually measure performance of AA rated corporate
bonds from 6 distinct Macaulay Duration buckets. Each index in the series consists of up to 14 most liquid issuers
represented by their most liquid bonds. The indices are rebalanced and reconstituted on quarterly basis and issuer level
weights are capped at 10%.
Note: Returns for periods longer than 1 year are annualized
*As on 01st May 2018
Index Characteristics
Methodology Total Return
No. of Constituents Up-to 14 issuers
Launch Date February 09, 2018
Base Date September 03,2001
Base Value 1000
Calculation Frequency Daily - End of Day
Reconstitution Frequency Quarterly
Statistics
Index Name Avg.
coupon Avg.
Yield*
Avg. Macaulay Duration*
Avg. Maturity
*
Returns as on 30th April 2018 (%)
3 M 6 M 1 Yr. 3 Yr. Since
inception
NIFTY AA Ultra Short Duration Bond 6.79% 8.51% 0.35 0.35 2.08% 3.94% 7.98% 8.64% 8.95%
NIFTY AA Low Duration Bond 7.36% 8.63% 0.86 0.87 1.79% 3.17% 7.19% 8.58% 8.80%
NIFTY AA Short Duration Bond 6.32% 9.33% 2.35 2.52 1.37% 2.10% 6.57% 8.63% 8.80%
NIFTY AA Medium Duration Bond 7.63% 8.85% 3.57 4.11 0.42% 0.76% 5.87% 8.07% 8.32%
NIFTY AA Medium to Long Duration Bond 9.23% 9.39% 6.04 8.60 1.35% 1.58% 7.33% 8.60% 8.91%
NIFTY AA Long Duration Bond 8.68% 8.72% 6.82 12.41 -5.21% -6.03% -2.12% 6.97% 8.68%
Index Constituents (effective 3rd April 2018)
Sr No ISIN Issuer Name Maturity Bucket
NIFTY AA Ultra Short Duration Bond
1 INE866I07594 INDIA INFOLINE FINANCE LIMITED
Ultra Short Duration (0.25 to 0.5 years)
2 INE149A07238 TUBE INVESTMENTS OF INDIA LIMITED
3 INE121A07MG5 CHOLAMANDALAM INVESTMENT AND FINANCE COMPANY LIMITED
4 INE487L07031 IIFL REALTY LIMITED
5 INE477L07511 INDIA INFOLINE HOUSING FINANCE LIMITED
6 INE170M08013 SHAPOORJI PALLONJI ENERGY (GUJARAT) PRIVATE LIMITED
7 INE091A07158 NIRMA LIMITED
8 INE523H07700 JM FINANCIAL PRODUCTS LIMITED
9 INE332A08022 THOMAS COOK INDIA LIMITED
10 INE909H07DL7 TATA MOTORS FINANCE LIMITED
11 INE657N07266 EDELWEISS COMMODITIES SERVICES LIMITED
NIFTY AA Low Duration Bond
1 INE909H07CR6 TATA MOTORS FINANCE LIMITED
Low Duration (0.5 to 1 year)
2 INE155A08274 TATA MOTORS LIMITED
3 INE081A08199 TATA STEEL LIMITED
4 INE477L07594 INDIA INFOLINE HOUSING FINANCE LIMITED
5 INE121A07LG7 CHOLAMANDALAM INVESTMENT AND FINANCE COMPANY LIMITED
6 INE414G07CB3 MUTHOOT FINANCE LIMITED
7 INE608A09098 PUNJAB AND SIND BANK
8 INE140A07302 PIRAMAL ENTERPRISES LIMITED
9 INE301A08415 RAYMOND LIMITED
10 INE530L07251 EDELWEISS HOUSING FINANCE LIMITED
11 INE616U07010 EDELWEISS AGRI VALUE CHAIN LIMITED
NIFTY AA Short Duration Bond
1 INE081A08207 TATA STEEL LIMITED
2 INE087P07089 AVANSE FINANCIAL SERVICES LIMITED
3 INE121A07NW0 CHOLAMANDALAM INVESTMENT AND FINANCE COMPANY LIMITED
1000140018002200260030003400380042004600
Sep-01 May-04 Feb-07 Nov-09 Aug-12 May-15
Ind
ex
Val
ue
s
NIFTY AA Corporate Bond Indices
NIFTY AA Ultra Short Duration Bond Index NIFTY AA Low Duration Bond IndexNIFTY AA Short Duration Bond Index NIFTY AA Medium Duration Bond IndexNIFTY AA Medium to Long Duration Bond Index NIFTY AA Long Duration Bond Index
4 INE340A07076 BIRLA CORPORATION LIMITED Short Term (1 to 3 years)
5 INE298T07050 HANSDEEP INDUSTRIES AND TRADING COMPANY LIMITED
6 INE651J07309 JM FINANCIAL CREDIT SOLUTIONS LIMITED
7 INE974X07017 TUBE INVESTMENTS OF INDIA LIMITED
8 INE523H07940 JM FINANCIAL PRODUCTS LIMITED
9 INE530L07319 EDELWEISS HOUSING FINANCE LIMITED
10 INE657N07464 EDELWEISS COMMODITIES SERVICES LIMITED
11 INE601U07046 SHEBA PROPERTIES LIMITED
NIFTY AA Medium Duration Bond
1 INE688V08015 ENERGY EFFICIENCY SERVICES LIMITED
Medium Duration (3 to 4 years)
2 INE038A07258 HINDALCO INDUSTRIES LIMITED
3 INE081A08181 TATA STEEL LIMITED
4 INE115D07019 NTPC-SAIL POWER COMPANY LIMITED
5 INE155A08340 TATA MOTORS LIMITED
6 INE909H08071 TATA MOTORS FINANCE LIMITED
7 INE414G07CD9 MUTHOOT FINANCE LIMITED
8 INE803N07043 HPCL MITTAL PIPELINES LIMITED
9 INE528G08246 YES BANK LIMITED
10 INE053A07182 INDIAN HOTELS COMPANY LIMITED
NIFTY AA Medium to Long Duration Bond
1 INE601U08010 SHEBA PROPERTIES LIMITED
Medium to Long Duration
(4 to 7 years)
2 INE121A08OC8 CHOLAMANDALAM INVESTMENT AND FINANCE COMPANY LIMITED
3 INE530L07228 EDELWEISS HOUSING FINANCE LIMITED
4 INE804I077P8 ECL FINANCE LIMITED
5 INE124D08019 RELIANCE GENERAL INSURANCE COMPANY LIMITED
6 INE087P08038 AVANSE FINANCIAL SERVICES LIMITED
7 INE657N07431 EDELWEISS COMMODITIES SERVICES LIMITED
8 INE528G08402 YES BANK LIMITED
9 INE511C08AK8 MAGMA FINCORP LIMITED
10 INE641O08035 PIRAMAL FINANCE LIMITED
NIFTY AA Long Duration Bond
1 INE636F07209 NORTH EASTERN ELECTRIC POWER CORPORATION LIMITED Long Duration
(Above 7 years)
Disclaimer: All information contained herewith is provided for reference purpose only. IISL ensures accuracy and reliability of the above information to the best of its endeavors. However, IISL makes no warranty or representation as to the accuracy, completeness or reliability of any of the information contained herein and disclaim any and all liability whatsoever to any person for any damage or loss of any nature arising from or as a result of reliance on any of the information provided herein. The information contained in this document is not intended to provide any professional advice.
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