Issuer |
Asset Class |
Maturing security ISIN |
Maturity Date |
Replacement security |
Asset class |
Maturity Date |
Effective Date |
ICICI Bank Ltd.
|
CD |
INE090A165Z1
|
28-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
28-Mar-24
|
||
Axis Bank Ltd.
|
CD |
INE238AD6405
|
28-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
28-Mar-24
|
||
Bajaj Housing Finance Ltd.
|
CP
|
INE377Y14AL4
|
28-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
28-Mar-24
|
||
Small Industries Development Bank of India
|
CD |
INE556F16AH5
|
27-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
27-Mar-24
|
||
L&T Finance Holdings Ltd.
|
CP
|
INE498L14BE8
|
27-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
27-Mar-24
|
||
Export Import Bank of India
|
CP |
INE514E14RH6
|
26-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
26-Mar-24
|
||
Small Industries Development Bank of India
|
Bond
|
INE556F08JS0
|
26-Mar-24
|
INE556F16AH5
|
CD
|
27-Mar-24
|
26-Mar-24
|
L&T Finance Holdings Ltd.
|
CP
|
INE498L14AX0
|
22-Mar-24
|
INE498L14BE8
|
CP
|
27-Mar-24
|
22-Mar-24
|
Bajaj Finance Ltd.
|
CP |
INE296A14UP5
|
20-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
20-Mar-24
|
||
Rural Electrification Corporation Ltd.
|
Bond
|
INE020B08DP5
|
20-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
20-Mar-24
|
||
HDB Financial Services Ltd.
|
Bond |
INE756I07EC7
|
19-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
19-Mar-24
|
||
LIC Housing Finance Ltd.
|
Bond |
NE115A07FC0
|
19-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
19-Mar-24
|
||
Ultratech Cement Ltd.
|
CP
|
INE481G14EG3
|
19-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
19-Mar-24
|
||
Kotak Mahindra Prime Ltd.
|
Bond |
INE916DA7QX2
|
15-Mar-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
15-Mar-24
|
||
Bajaj Housing Finance Ltd.
|
Bond |
INE377Y07201
|
12-Mar-24
|
INE377Y14AL4
|
CP
|
28-Mar-24
|
12-Mar-24
|
Bajaj Finance Ltd.
|
Bond |
INE296A07RP5
|
12-Mar-24
|
INE296A14UP5
|
CP
|
20-Mar-24
|
12-Mar-24
|
L&T Finance Holdings Ltd.
|
Bond |
INE027E07865
|
11-Mar-24
|
INE498L14AX0
|
CP
|
22-Mar-24
|
11-Mar-24
|
HDFC Bank Ltd.
|
Bond |
INE040A08898
|
01-Mar-24
|
INE040A14268
|
CP
|
22-Mar-24
|
01-Mar-24
|
Indian Railway Finance Corporation Ltd.
|
Bond |
INE053F07BB3
|
28-Feb-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
28-Feb-24
|
||
Export Import Bank Of India
|
Bond |
INE514E08DO4
|
26-Feb-24
|
INE514E14RH6
|
CP
|
26-Mar-24
|
26-Feb-24
|
HDB Financial Services Ltd.
|
Bond |
INE756I07DM8
|
23-Feb-24
|
INE756I07EC7
|
Bond
|
19-Mar-24
|
23-Feb-24
|
National Bank for Agriculture & Rural Development
|
Bond |
INE261F08CX2
|
22-Feb-24
|
INE261F16736
|
CD |
29-Mar-24
|
22-Feb-24
|
Bajaj Housing Finance Ltd.
|
Bond |
INE377Y07292
|
21-Feb-24
|
INE377Y07201
|
Bond
|
12-Mar-24
|
21-Feb-24
|
Bajaj Finance Ltd.
|
Bond |
INE296A07RX9
|
16-Feb-24
|
INE296A07RP5
|
Bond
|
12-Mar-24
|
16-Feb-24
|
National Housing Bank
|
Bond |
INE557F08FL1
|
12-Feb-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
12-Feb-24
|
||
Oil & Natural Gas Corporation Ltd.
|
Bond |
INE213A08040
|
09-Feb-24
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
09-Feb-24
|
||
L&T Finance Ltd.
|
Bond |
INE027E07774
|
04-Jan-24
|
INE027E07865
|
Bond
|
11-Mar-24
|
04-Jan-24
|
UltraTech Cement Ltd.
|
Bond |
INE481G08099
|
29-Dec-23
|
INE481G14EG3
|
CP
|
19-Mar-24
|
29-Dec-23
|
Tata Capital Financial Services Ltd.
|
Bond |
INE306N07MD2
|
30-Nov-23
|
INE306N07MF7
|
Bond
|
29-Mar-24
|
30-Nov-23
|
Hindustan Petroleum Corporation Ltd.
|
Bond |
INE094A08085
|
23-Oct-23
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
23-Oct-23
|
||
Axis Bank Ltd.
|
Bond |
INE238A08401
|
20-Oct-23
|
INE238AD6405
|
CD |
28-Mar-24
|
20-Oct-23
|
ICICI Bank Ltd.
|
Bond |
INE090A08TU6
|
7-Oct-23
|
INE090A165Z1
|
CD |
28-Mar-24
|
7-Oct-23
|
HDB Financial Services Ltd.
|
Bond |
INE756I07DC9
|
29-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
29-Jun-23 |
||
Jamnagar Utilities & Power Pvt. Ltd.
|
Bond |
INE936D07166
|
29-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
29-Jun-23 |
||
Tata Capital Financial Services Ltd.
|
CP
|
INE306N14VU3
|
29-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
29-Jun-23 |
||
Power Grid Corporation of India Ltd. |
Bond |
INE752E07JW2 |
28-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
28-Jun-23 |
||
Aditya Birla Finance Ltd. |
Bond |
INE860H07GZ5 |
28-Jun-23 |
INE860H140I1 |
CP |
30-Jun-23 |
28-Jun-23 |
Housing Development Finance Corporation Ltd. |
CP |
INE001A14ZB8 |
27-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
27-Jun-23 |
||
Axis Finance Ltd. |
Bond |
INE891K07473 |
27-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
27-Jun-23 |
||
Reliance Industries Ltd.
|
CP |
INE002A14JS4
|
26-Jun-23
|
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism.)
|
26-Jun-23
|
||
Bajaj Finance Ltd. |
CP |
INE296A14TH4 |
23-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism.) |
23-Jun-23 |
||
National bank for agriculture and rural development |
CP |
INE261F14JT3 |
23-Jun-23 |
INE261F14JU1 |
CP |
30-Jun-23 |
23-Jun-23 |
Housing & Urban Development Corporation Ltd. |
Bond |
INE031A08780 |
23-Jun-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
23-Jun-23 |
||
Sundaram Finance Ltd. |
CP |
INE660A14WS2 |
23-Jun-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
23-Jun-23 |
||
L&T Finance Ltd. |
CP |
INE027E14NB1 |
23-Jun-23 |
INE027E14OK0 |
CP |
29-Jun-23 |
23-Jun-23 |
LIC Housing Finance Ltd. |
CP |
INE115A14DT5 |
20-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism.) |
20-Jun-23 |
||
Export - Import Bank of INDIA
|
CD
|
INE514E16CB6
|
22-Jun-23
|
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
22-Jun-23
|
||
Nabha Power Ltd.
|
Bond |
INE445L07021
|
16-Jun-23
|
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
16-Jun-23
|
||
Housing Development Finance Corporation Ltd.
|
Bond |
INE001A07TH2
|
16-Jun-23
|
INE001A14ZB8
|
CP |
27-Jun-23
|
16-Jun-23
|
Sikka Ports & Terminals Ltd.
|
Bond |
INE941D07190
|
16-Jun-23
|
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
16-Jun-23
|
||
Power Finance Corporation Ltd.
|
Bond |
INE134E08FT5
|
14-Jun-23
|
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
14-Jun-23
|
||
Sundaram Finance Ltd. |
Bond |
INE660A07Q5 |
12-Jun-23 |
INE660A14WS2 |
CP |
23-Jun-23 |
12-Jun-23 |
Larsen & Toubro Ltd. |
Bond |
INE018A14JI1 |
12-Jun-23 |
INE018A14JL5 |
CP |
30-Jun-23 |
12-Jun-23 |
NTPC |
Bond |
INE733E07DD5 |
10-Jun-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
10-Jun-23 |
||
LIC Housing Finance Ltd. |
Bond |
INE115A07NI1 |
6-Jun-23 |
INE115A14DT5 |
CP |
20-Jun-23 |
6-Jun-23 |
Kotak Mahindra Prime Ltd. |
CP |
INE916D141H9 |
5-Jun-23 |
INE916D142E4 |
CP |
30-Jun-23 |
5-Jun-23 |
Power Grid Corporation of India Ltd. |
Bond |
INE752E07MP0 |
27-May-23 |
INE752E07JW2 |
Bond |
28-Jun-23 |
27-May-23 |
Axis Finance Ltd. |
Bond |
INE891K07531 |
26-May-23 |
INE891K07473 |
Bond |
27-Jun-23 |
26-May-23 |
Tata Capital Financial Services Ltd. |
Bond |
INE306N07LT0 |
19-May-23 |
INE306N14VU3 |
CP |
29-Jun-23 |
19-May-23 |
National Housing Bank |
Bond |
INE557F08FJ5 |
15-May-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
15-May-23 |
||
Reliance Industries Ltd. |
Bond |
INE002A08633 |
12-May-23 |
INE002A14JS4 |
CP |
26-Jun-23 |
12-May-23 |
Bajaj Finance Ltd. |
Bond |
INE296A07RT7 |
10-May-23 |
INE296A14TH4 |
CP |
23-Jun-23 |
10-May-23 |
Indian Railway Finance Corporation Ltd. |
Bond |
INE053F07CU1 |
5-May-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
5-May-23 |
||
L&T Finance Ltd. |
Bond |
INE027E07BF1 |
28-Apr-23 |
INE027E14NB1 |
CP |
23-Jun-23 |
28-Apr-23 |
Jamnagar Utilities & Power Pvt. Ltd. |
Bond |
INE936D07067 |
26-Apr-23 |
INE936D07166 |
Bond |
29-Jun-23 |
26-Apr-23 |
Mahindra & Mahindra Ltd. |
Bond |
INE101A08104 |
24-Apr-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
24-Apr-23 |
||
Larsen & Toubro Ltd. |
Bond |
INE018A08AY9 |
24-Apr-23 |
INE018A14JI1 |
CP |
12-Jun-23 |
|
Bond |
INE018A08AU7 |
24-Apr-23 |
|||||
Indian Oil Corporation Ltd. |
Bond |
INE242A08445 |
14-Apr-23 |
No replacement (waterfall mechanism will be followed) |
14-Apr-23 |
||
National Bank for Agriculture & Rural Development |
Bond |
INE261F08CD4 |
17-Apr-23 |
INE261F14JT3 |
CP |
23-Jun-23 |
|
NTPC |
Bond |
INE733E08148 |
17-Apr-23 |
INE733E07DD5 |
Bond |
Issuer |
Asset Class |
Maturing security ISIN |
Maturity Date |
Replacement security |
Asset class |
Maturity Date |
Effective Date |
L&T Finance Ltd.
|
Bond |
INE027E07774
|
04-Jan-24
|
INE027E07865
|
Bond
|
11-Mar-24
|
04-Jan-24
|
UltraTech Cement Ltd.
|
Bond |
INE481G08099
|
29-Dec-23
|
INE481G14EG3
|
CP
|
19-Mar-24
|
29-Dec-23
|
Tata Capital Financial Services Ltd.
|
Bond |
INE306N07MD2
|
30-Nov-23
|
INE306N07MF7
|
Bond
|
29-Mar-24
|
30-Nov-23
|
Hindustan Petroleum Corporation Ltd.
|
Bond |
INE094A08085
|
23-Oct-23
|
No replacement (waterfall mechanism will be followed proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
23-Oct-23
|
||
Axis Bank Ltd.
|
Bond |
INE238A08401
|
20-Oct-23
|
INE238AD6405
|
CD |
28-Mar-24
|
20-Oct-23
|
ICICI Bank Ltd.
|
Bond |
INE090A08TU6
|
7-Oct-23
|
INE090A165Z1
|
CD |
28-Mar-24
|
7-Oct-23
|
HDB Financial Services Ltd.
|
Bond |
INE756I07DC9
|
29-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
29-Jun-23 |
||
Jamnagar Utilities & Power Pvt. Ltd.
|
Bond |
INE936D07166
|
29-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
29-Jun-23 |
||
Tata Capital Financial Services Ltd.
|
CP
|
INE306N14VU3
|
29-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
29-Jun-23 |
||
Power Grid Corporation of India Ltd. |
Bond |
INE752E07JW2 |
28-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
28-Jun-23 |
||
Aditya Birla Finance Ltd. |
Bond |
INE860H07GZ5 |
28-Jun-23 |
INE860H140I1 |
CP |
30-Jun-23 |
28-Jun-23 |
Housing Development Finance Corporation Ltd. |
CP |
INE001A14ZB8 |
27-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
27-Jun-23 |
||
Axis Finance Ltd. |
Bond |
INE891K07473 |
27-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism) |
27-Jun-23 |
||
Reliance Industries Ltd.
|
CP |
INE002A14JS4
|
26-Jun-23
|
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism.)
|
26-Jun-23
|
||
Bajaj Finance Ltd. |
CP |
INE296A14TH4 |
23-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism.) |
23-Jun-23 |
||
National bank for agriculture and rural development |
CP |
INE261F14JT3 |
23-Jun-23 |
INE261F14JU1 |
CP |
30-Jun-23 |
23-Jun-23 |
Housing & Urban Development Corporation Ltd. |
Bond |
INE031A08780 |
23-Jun-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
23-Jun-23 |
||
Sundaram Finance Ltd. |
CP |
INE660A14WS2 |
23-Jun-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
23-Jun-23 |
||
L&T Finance Ltd. |
CP |
INE027E14NB1 |
23-Jun-23 |
INE027E14OK0 |
CP |
29-Jun-23 |
23-Jun-23 |
LIC Housing Finance Ltd. |
CP |
INE115A14DT5 |
20-Jun-23 |
No replacement (Proceeds from redemption shall be reinvested according to waterfall mechanism.) |
20-Jun-23 |
||
Export - Import Bank of INDIA
|
CD
|
INE514E16CB6
|
22-Jun-23
|
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
22-Jun-23
|
||
Nabha Power Ltd.
|
Bond |
INE445L07021
|
16-Jun-23
|
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
16-Jun-23
|
||
Housing Development Finance Corporation Ltd.
|
Bond |
INE001A07TH2
|
16-Jun-23
|
INE001A14ZB8
|
CP |
27-Jun-23
|
16-Jun-23
|
Sikka Ports & Terminals Ltd.
|
Bond |
INE941D07190
|
16-Jun-23
|
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
16-Jun-23
|
||
Power Finance Corporation Ltd.
|
Bond |
INE134E08FT5
|
14-Jun-23
|
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.)
|
14-Jun-23
|
||
Sundaram Finance Ltd. |
Bond |
INE660A07Q5 |
12-Jun-23 |
INE660A14WS2 |
CP |
23-Jun-23 |
12-Jun-23 |
Larsen & Toubro Ltd. |
Bond |
INE018A14JI1 |
12-Jun-23 |
INE018A14JL5 |
CP |
30-Jun-23 |
12-Jun-23 |
NTPC |
Bond |
INE733E07DD5 |
10-Jun-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
10-Jun-23 |
||
LIC Housing Finance Ltd. |
Bond |
INE115A07NI1 |
6-Jun-23 |
INE115A14DT5 |
CP |
20-Jun-23 |
6-Jun-23 |
Kotak Mahindra Prime Ltd. |
CP |
INE916D141H9 |
5-Jun-23 |
INE916D142E4 |
CP |
30-Jun-23 |
5-Jun-23 |
Power Grid Corporation of India Ltd. |
Bond |
INE752E07MP0 |
27-May-23 |
INE752E07JW2 |
Bond |
28-Jun-23 |
27-May-23 |
Axis Finance Ltd. |
Bond |
INE891K07531 |
26-May-23 |
INE891K07473 |
Bond |
27-Jun-23 |
26-May-23 |
Tata Capital Financial Services Ltd. |
Bond |
INE306N07LT0 |
19-May-23 |
INE306N14VU3 |
CP |
29-Jun-23 |
19-May-23 |
National Housing Bank |
Bond |
INE557F08FJ5 |
15-May-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
15-May-23 |
||
Reliance Industries Ltd. |
Bond |
INE002A08633 |
12-May-23 |
INE002A14JS4 |
CP |
26-Jun-23 |
12-May-23 |
Bajaj Finance Ltd. |
Bond |
INE296A07RT7 |
10-May-23 |
INE296A14TH4 |
CP |
23-Jun-23 |
10-May-23 |
Indian Railway Finance Corporation Ltd. |
Bond |
INE053F07CU1 |
5-May-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
5-May-23 |
||
L&T Finance Ltd. |
Bond |
INE027E07BF1 |
28-Apr-23 |
INE027E14NB1 |
CP |
23-Jun-23 |
28-Apr-23 |
Jamnagar Utilities & Power Pvt. Ltd. |
Bond |
INE936D07067 |
26-Apr-23 |
INE936D07166 |
Bond |
29-Jun-23 |
26-Apr-23 |
Mahindra & Mahindra Ltd. |
Bond |
INE101A08104 |
24-Apr-23 |
No replacement (waterfall mechanism will be followed-proceeds from redemption shall be reinvested in the remaining portfolio in the proportion of the existing weights.) |
24-Apr-23 |
||
Larsen & Toubro Ltd. |
Bond |
INE018A08AY9 |
24-Apr-23 |
INE018A14JI1 |
CP |
12-Jun-23 |
|
Bond |
INE018A08AU7 |
24-Apr-23 |
|||||
Indian Oil Corporation Ltd. |
Bond |
INE242A08445 |
14-Apr-23 |
No replacement (waterfall mechanism will be followed) |
14-Apr-23 |
||
National Bank for Agriculture & Rural Development |
Bond |
INE261F08CD4 |
17-Apr-23 |
INE261F14JT3 |
CP |
23-Jun-23 |
|
NTPC |
Bond |
INE733E08148 |
17-Apr-23 |
INE733E07DD5 |
Bond |
CRISIL Composite Indices |
Sub- Index |
Sub-indices Weights (Existing) |
Sub-indices Weights (New) |
22-Oct |
July-23 |
||
CRISIL Composite Bond Index |
CRISIL Composite Gilt Index |
45.00% |
45.00% |
CRISIL AAA Long Term Bond Index |
17.00% |
17.00% |
|
CRISIL AAA Medium Term Bond Index |
11.00% |
11.00% |
|
CRISIL AAA Short Term Bond Index |
20.00% |
19.00% |
|
CRISIL AA and AA+ Long Term Bond Index |
2.00% |
2.00% |
|
CRISIL AA and AA+ Medium Term Bond Index |
2.00% |
2.00% |
|
CRISIL AA and AA+ Short Term Bond Index |
3.00% |
4.00% |
|
CRISIL Short Term Bond Index |
CRISIL Short Term Gilt Index |
15.00% |
15.00% |
CRISIL AAA up to 1 Year Short Term Bond Index |
12.00% |
10.00% |
|
CRISIL AAA 1 to 3 Year Short Term Bond Index |
19.00% |
16.00% |
|
CRISIL AA and AA+ up to 1 Year Short Term Bond Index |
4.00% |
6.00% |
|
CRISIL AA and AA+ 1 to 3 Year Short Term Bond Index |
5.00% |
8.00% |
|
CRISIL AAA Medium Term Bond Index |
27.00% |
26.00% |
|
CRISIL AA and AA+ Medium Term Bond Index |
3.00% |
4.00% |
|
CRISIL Composite CD Index |
6.00% |
7.00% |
|
CRISIL Composite CP Index |
9.00% |
8.00% |
|
CRISIL Liquid Debt Index |
CRISIL Liquid Overnight Index |
15.00% |
15.00% |
CRISIL Upto 91 Day CD Index |
26.00% |
29.00% |
|
CRISIL Upto 91 Day CP Index |
39.00% |
36.00% |
|
CRISIL 91 day T-Bill Index |
20.00% |
20.00% |
|
CRISIL Corporate Bond Composite Index |
CRISIL AAA Long Term Bond Index |
29.00% |
28.00% |
CRISIL AAA Medium Term Bond Index |
18.00% |
17.00% |
|
CRISIL AAA Short Term Bond Index |
32.00% |
31.00% |
|
CRISIL AA+ Long Term Bond Index |
2.00% |
3.00% |
|
CRISIL AA+ Medium Term Bond Index |
2.00% |
3.00% |
|
CRISIL AA+ Short Term Bond Index |
2.00% |
3.00% |
|
CRISIL AA- Long Term Bond Index |
0.30% |
0.30% |
|
CRISIL AA- Medium Term Bond Index |
0.60% |
0.50% |
|
CRISIL AA- Short Term Bond Index |
0.60% |
0.50% |
|
CRISIL AA Long Term Bond Index |
0.40% |
0.40% |
|
CRISIL AA Medium Term Bond Index |
1.40% |
1.50% |
|
CRISIL AA Short Term Bond Index |
1.70% |
1.80% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL Money Market Index |
CRISIL Composite CD Index |
30.00% |
34.00% |
CRISIL Composite CP Index |
45.00% |
41.00% |
|
CRISIL Composite T-Bill Index |
25.00% |
25.00% |
|
CRISIL Ultra Short Term Debt Index |
CRISIL Composite CD Index |
31.00% |
35.00% |
CRISIL Composite CP Index |
47.00% |
43.00% |
|
CRISIL Composite T-Bill Index |
10.00% |
10.00% |
|
CRISIL AAA up to 1 Year Short Term Bond Index |
5.00% |
4.30% |
|
CRISIL AAA 1 to 3 Year Short Term Bond Index |
4.00% |
3.50% |
|
CRISIL AA and AA+ up to 1 Year Short Term Bond Index |
2.00% |
2.80% |
|
CRISIL AA and AA+ 1 to 3 Year Short Term Bond Index |
1.00% |
1.40% |
|
CRISIL Low Duration Debt Index |
CRISIL AAA up to 1 Year Short Term Bond Index |
6.00% |
4.90% |
CRISIL AAA 1 to 3 Year Short Term Bond Index |
17.00% |
14.70% |
|
CRISIL AA and AA+ up to 1 Year Short Term Bond Index |
2.00% |
2.60% |
|
CRISIL AA and AA+ 1 to 3 Year Short Term Bond Index |
5.00% |
7.80% |
|
CRISIL 1 Year T-Bill Index |
10.00% |
10.00% |
|
CRISIL Composite CD Index |
24.00% |
27.00% |
|
CRISIL Composite CP Index |
36.00% |
33.00% |
|
CRISIL Short Term Corporate Bond Index |
CRISIL AAA Short Term Bond Index |
74.00% |
66.00% |
CRISIL AA+ Short Term Bond Index |
11.00% |
19.00% |
|
CRISIL AA- Short Term Bond Index |
2.00% |
1.00% |
|
CRISIL 1 Year T-Bill Index |
10.00% |
10.00% |
|
CRISIL AA Short Term Bond Index |
3.00% |
4.00% |
|
CRISIL Medium Term Corporate Bond Index |
CRISIL AAA Medium Term Bond Index |
81.00% |
76.00% |
CRISIL AA+ Medium Term Bond Index |
4.00% |
9.00% |
|
CRISIL AA- Medium Term Bond Index |
2.00% |
3.00% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL AA Medium Term Bond Index |
3.00% |
2.00% |
|
CRISIL Medium Term Debt Index |
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
CRISIL AAA Long Term Bond Index |
4.00% |
4.00% |
|
CRISIL AA and AA+ Long Term Bond Index |
1.00% |
1.00% |
|
CRISIL AAA Medium Term Bond Index |
75.00% |
75.00% |
|
CRISIL AA and AA+ Medium Term Bond Index |
10.00% |
10.00% |
|
CRISIL Medium to Long Term Debt Index |
CRISIL Medium Term Gilt Index |
50.00% |
50.00% |
CRISIL AAA Long Term Bond Index |
31.00% |
31.00% |
|
CRISIL AA and AA+ Long Term Bond Index |
4.00% |
4.00% |
|
CRISIL AAA Medium Term Bond Index |
13.00% |
13.00% |
|
CRISIL AA and AA+ Medium Term Bond Index |
2.00% |
2.00% |
|
CRISIL Long Term Corporate Bond Index |
CRISIL AAA Long Term Bond Index |
81.00% |
79.00% |
CRISIL AA+ Long Term Bond Index |
4.00% |
6.00% |
|
CRISIL AA- Long Term Bond Index |
1.00% |
0.00% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL AA Long Term Bond Index |
4.00% |
5.00% |
|
CRISIL Long Term Debt Index |
CRISIL Long Term Gilt Index |
45.00% |
45.00% |
CRISIL AAA Long Term Bond Index |
49.00% |
49.00% |
|
CRISIL AA and AA+ Long Term Bond Index |
6.00% |
6.00% |
|
CRISIL Banking and PSU Debt Index |
CRISIL Medium to Long Term PSU Debt Index |
32.50% |
35.00% |
CRISIL Short Term PSU Debt Index |
32.50% |
35.00% |
|
CRISIL Medium To Long Term Banking Debt Index |
10.00% |
10.00% |
|
CRISIL Composite CD Index |
15.00% |
10.00% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL Arbitrage Index |
S&P BSE Arbitrage Rate Index |
70.00% |
70.00% |
CRISIL Liquid Debt Index |
30.00% |
30.00% |
|
CRISIL Equity Savings Index |
S&P BSE Arbitrage Rate Index |
35.00% |
35.00% |
S&P BSE Sensex 50 TR |
35.00% |
35.00% |
|
CRISIL Short Term Bond Fund Index |
30.00% |
30.00% |
|
CRISIL Composite Credit Risk Index |
CRISIL AAA Long Term Bond Index |
10.00% |
10.00% |
CRISIL AAA Medium Term Bond Index |
7.00% |
7.00% |
|
CRISIL AAA Short Term Bond Index |
10.00% |
10.00% |
|
CRISIL AA+ Long Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA+ Medium Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA+ Short Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA- Long Term Bond Index |
4.00% |
3.24% |
|
CRISIL AA- Medium Term Bond Index |
4.00% |
3.24% |
|
CRISIL AA- Short Term Bond Index |
7.00% |
5.67% |
|
CRISIL AA Long Term Bond Index |
4.00% |
4.33% |
|
CRISIL AA Medium Term Bond Index |
15.50% |
16.76% |
|
CRISIL AA Short Term Bond Index |
15.50% |
16.76% |
|
CRISIL A Medium to Long Term Bond Index |
6.00% |
6.00% |
|
CRISIL A Short Term Bond Index |
4.00% |
4.00% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL Short Term Credit Risk Index |
CRISIL AAA Short Term Bond Index |
26.00% |
23.00% |
CRISIL AA+ Short Term Bond Index |
4.00% |
7.00% |
|
CRISIL AA- Short Term Bond Index |
19.00% |
13.00% |
|
CRISIL AA Short Term Bond Index |
31.00% |
37.00% |
|
CRISIL A Short Term Bond Index |
10.00% |
10.00% |
|
CRISIL 1 Year T-Bill Index |
10.00% |
10.00% |
|
CRISIL Medium Term Credit Risk Index |
CRISIL AAA Medium Term Bond Index |
10.00% |
9.40% |
CRISIL AAA Short Term Bond Index |
17.40% |
16.40% |
|
CRISIL AA Medium Term Bond Index |
16.30% |
15.60% |
|
CRISIL A Medium term Bond Index |
2.50% |
2.50% |
|
CRISIL A Short Term Bond Index |
7.50% |
7.50% |
|
CRISIL AA+ Medium Term Bond Index |
0.60% |
1.00% |
|
CRISIL AA+ Short Term Bond Index |
2.00% |
3.20% |
|
CRISIL AA- Medium Term Bond Index |
6.50% |
7.00% |
|
CRISIL AA- Short Term Bond Index |
11.10% |
12.00% |
|
CRISIL AA Short Term Bond Index |
16.10% |
15.40% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL Composite AA Long Term Bond Index |
CRISIL AA+ Long Term Bond Index |
40.00% |
54.00% |
CRISIL AA Long Term Bond Index |
48.00% |
44.00% |
|
CRISIL AA- Long Term Bond Index |
12.00% |
2.00% |
|
CRISIL Composite AA Medium Term Bond Index |
CRISIL AA+ Medium Term Bond Index |
33.00% |
67.00% |
CRISIL AA Medium Term Bond Index |
46.00% |
12.00% |
|
CRISIL AA- Medium Term Bond Index |
21.00% |
21.00% |
|
CRISIL Composite AA Short Term Bond Index |
CRISIL AA+ Short Term Bond Index |
40.00% |
49.00% |
CRISIL AA Short Term Bond Index |
37.00% |
38.00% |
|
CRISIL AA- Short Term Bond Index |
23.00% |
13.00% |
|
CRISIL Dynamic Debt Index |
CRISIL Dynamic Gilt Index |
45.00% |
45.00% |
CRISIL AAA Long Term Bond Index |
24.00% |
27.00% |
|
CRISIL AAA Medium Term Bond Index |
13.00% |
14.00% |
|
CRISIL AAA Short Term Bond Index |
10.00% |
5.00% |
|
CRISIL AA and AA+ Long Term Bond Index |
3.00% |
4.00% |
|
CRISIL AA and AA+ Medium Term Bond Index |
2.00% |
2.00% |
|
CRISIL AA and AA+ Short Term Bond Index |
3.00% |
3.00% |
CRISIL PRC Indices |
Sub- Index |
Sub-indices Weights (Existing) |
Sub-indices Weights (New) |
22-Oct |
July-23 |
||
CRISIL Liquid Debt A-I Index |
CRISIL upto 91 Day CP Index-A |
39.00% |
35.75% |
CRISIL Liquid Overnight Index |
15.00% |
15.00% |
|
CRISIL 91 day T-Bill Index |
20.00% |
20.00% |
|
CRISIL upto 91 Day CD Index-A |
26.00% |
29.25% |
|
CRISIL Liquid Debt B-I Index |
CRISIL upto 91 Day CP Index-A |
17.40% |
15.95% |
CRISIL upto 91 Day CD Index-B |
14.40% |
16.20% |
|
CRISIL upto 91 Day CP Index-B |
21.60% |
19.80% |
|
CRISIL 91 day T-Bill Index |
20.00% |
20.00% |
|
CRISIL Liquid Overnight Index |
15.00% |
15.00% |
|
CRISIL upto 91 Day CD Index-A |
11.60% |
13.05% |
|
CRISIL Low Duration Debt A-I Index |
CRISIL AAA up to 1 Year Short Term Bond Index |
15.02% |
15.02% |
CRISIL AAA 1 to 3 Year Short Term Bond Index |
24.23% |
24.23% |
|
CRISIL upto 365 Day CD index-A |
20.30% |
22.84% |
|
CRISIL upto 365 Day CP Index-A |
30.45% |
27.91% |
|
CRISIL 1 Year T-Bill Index |
10.00% |
10.00% |
|
CRISIL Low Duration Debt B-I Index |
CRISIL AAA up to 1 Year Short Term Bond Index |
5.00% |
5.00% |
CRISIL AAA 1 to 3 Year Short Term Bond Index |
5.15% |
5.15% |
|
CRISIL AA and AA+ up to 1 Year Short Term Bond Index |
5.00% |
5.00% |
|
CRISIL AA and AA+ 1 to 3 Year Short Term Bond Index |
13.35% |
13.35% |
|
CRISIL upto 365 Day CD index-A |
11.60% |
13.05% |
|
CRISIL upto 365 Day CP Index-A |
17.40% |
15.95% |
|
CRISIL upto 365 Day CD index-B |
12.80% |
14.40% |
|
CRISIL upto 365 Day CP Index-B |
19.20% |
17.60% |
|
CRISIL 1 Year T-Bill Index |
10.50% |
10.50% |
|
CRISIL Low Duration Debt C-I Index |
CRISIL AAA up to 1 Year Short Term Bond Index |
1.00% |
1.00% |
CRISIL AAA 1 to 3 Year Short Term Bond Index |
4.00% |
7.00% |
|
CRISIL AA and AA+ up to 1 Year Short Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA and AA+ 1 to 3 Year Short Term Bond Index |
15.00% |
12.00% |
|
CRISIL upto 365 Day CD index-B |
1.20% |
1.35% |
|
CRISIL upto 365 Day CP Index-B |
1.80% |
1.65% |
|
CRISIL upto 365 Day CD Index-C |
26.40% |
29.70% |
|
CRISIL upto 365 Day CP Index-C |
39.60% |
36.30% |
|
CRISIL 1 Year T-Bill Index |
10.00% |
10.00% |
|
CRISIL Short Duration Debt A-II Index |
CRISIL upto 365 Day CD index-A |
11.20% |
12.60% |
CRISIL upto 365 Day CP Index-A |
16.81% |
15.41% |
|
CRISIL AAA up to 1 Year Short Term Bond Index |
16.18% |
16.18% |
|
CRISIL AAA 1 to 3 Year Short Term Bond Index |
5.00% |
5.00% |
|
CRISIL AAA Medium Term Bond Index |
35.81% |
35.81% |
|
CRISIL Short Term Gilt Index |
15.00% |
15.00% |
|
CRISIL Short Duration Debt B-II Index |
CRISIL upto 365 Day CD index-A |
2.60% |
2.92% |
CRISIL upto 365 Day CP Index-A |
3.89% |
3.57% |
|
CRISIL upto 365 Day CD index-B |
6.86% |
7.72% |
|
CRISIL upto 365 Day CP Index-B |
10.29% |
9.43% |
|
CRISIL AAA up to 1 Year Short Term Bond Index |
1.00% |
1.00% |
|
CRISIL AAA 1 to 3 Year Short Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA and AA+ up to 1 Year Short Term Bond Index |
3.61% |
3.61% |
|
CRISIL AA and AA+ 1 to 3 Year Short Term Bond Index |
35.74% |
35.74% |
|
CRISIL AAA Medium Term Bond Index |
19.01% |
19.01% |
|
CRISIL AA and AA+ Medium Term Bond Index |
1.00% |
1.00% |
|
CRISIL Short Term Gilt Index |
15.00% |
15.00% |
|
CRISIL Short Duration Debt C-II Index |
CRISIL upto 365 Day CD index-B |
2.52% |
2.84% |
CRISIL upto 365 Day CP Index-B |
3.78% |
3.47% |
|
CRISIL upto 365 Day CD Index-C |
2.48% |
2.79% |
|
CRISIL upto 365 Day CP Index-C |
3.72% |
3.41% |
|
CRISIL AAA up to 1 Year Short Term Bond Index |
1.00% |
1.00% |
|
CRISIL AAA 1 to 3 Year Short Term Bond Index |
4.00% |
4.00% |
|
CRISIL AA and AA+ up to 1 Year Short Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA and AA+ 1 to 3 Year Short Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA- Short Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA- Medium Term Bond Index |
11.40% |
11.40% |
|
CRISIL A Short Term Bond Index |
51.10% |
51.10% |
|
CRISIL A Medium To Long Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA and AA+ Medium Term Bond Index |
1.00% |
1.00% |
|
CRISIL Short Term Gilt Index |
15.00% |
15.00% |
|
CRISIL Money Market A-I Index |
CRISIL upto 365 Day CD index-A |
30.00% |
33.75% |
CRISIL upto 365 Day CP Index-A |
45.00% |
41.25% |
|
CRISIL 91 Day T-Bill Index |
25.00% |
25.00% |
|
CRISIL Money Market B-I Index |
CRISIL upto 365 Day CD index-A |
21.00% |
15.75% |
CRISIL upto 365 Day CP Index-A |
14.00% |
19.25% |
|
CRISIL upto 365 Day CD index-B |
16.00% |
18.00% |
|
CRISIL upto 365 Day CP Index-B |
24.00% |
22.00% |
|
CRISIL Composite T-Bill Index |
25.00% |
25.00% |
|
CRISIL Money Market C-I Index |
CRISIL upto 365 Day CD index-A |
2.00% |
2.25% |
CRISIL upto 365 Day CP Index-A |
3.00% |
2.75% |
|
CRISIL upto 365 Day CD index-B |
1.20% |
1.35% |
|
CRISIL upto 365 Day CP Index-B |
1.80% |
1.65% |
|
CRISIL upto 365 Day CD Index-C |
28.80% |
32.40% |
|
CRISIL upto 365 Day CP Index-C |
43.20% |
39.60% |
|
CRISIL Composite T-Bill Index |
20.00% |
20.00% |
|
CRISIL Ultra Short Duration Debt A-I Index |
CRISIL upto 365 Day CD index-A |
23.60% |
26.55% |
CRISIL upto 365 Day CP Index-A |
35.40% |
32.45% |
|
CRISIL Composite T-Bill Index |
10.00% |
10.00% |
|
CRISIL AAA up to 1 Year Short Term Bond Index |
31.00% |
31.00% |
|
CRISIL Ultra Short Duration Debt B-I Index |
CRISIL upto 365 Day CD index-A |
13.72% |
15.44% |
CRISIL upto 365 Day CP Index-A |
20.58% |
18.87% |
|
CRISIL upto 365 Day CD index-B |
13.32% |
14.99% |
|
CRISIL upto 365 Day CP Index-B |
19.98% |
18.32% |
|
CRISIL Composite T-Bill Index |
10.00% |
10.00% |
|
CRISIL AAA up to 1 Year Short Term Bond Index |
5.00% |
5.00% |
|
CRISIL AA and AA+ up to 1 Year Short Term Bond Index |
17.40% |
17.40% |
|
CRISIL Ultra Short Duration Debt C-I Index |
CRISIL upto 365 Day CD index-A |
3.20% |
3.60% |
CRISIL upto 365 Day CP Index-A |
4.80% |
4.40% |
|
CRISIL upto 365 Day CD index-B |
1.20% |
1.35% |
|
CRISIL upto 365 Day CP Index-B |
1.80% |
1.65% |
|
CRISIL upto 365 Day CD Index-C |
27.60% |
31.05% |
|
CRISIL upto 365 Day CP Index-C |
41.40% |
37.95% |
|
CRISIL Composite T-Bill Index |
10.00% |
10.00% |
|
CRISIL AA and AA+ up to 1 Year Short Term Bond Index |
10.00% |
10.00% |
|
CRISIL Corporate Bond B-II Index |
CRISIL AAA 1 to 3 Year Short Term Bond Index |
17.00% |
17.00% |
CRISIL AA+ Short Term Bond Index |
68.00% |
68.00% |
|
CRISIL AA Short Term Bond Index |
5.00% |
5.00% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL Corporate Bond B-III Index |
CRISIL AAA Medium Term Bond Index |
10.50% |
10.50% |
CRISIL AA+ Medium Term Bond Index |
77.00% |
77.00% |
|
CRISIL AA Medium Term Bond Index |
2.50% |
2.50% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL Credit Risk Debt C-II Index |
CRISIL AAA Short Term Bond Index |
5.00% |
6.50% |
CRISIL AA+ Short Term Bond Index |
25.00% |
23.50% |
|
CRISIL AA Short Term Bond Index |
3.00% |
3.00% |
|
CRISIL AA- Short Term Bond Index |
28.00% |
28.00% |
|
CRISIL A Short Term Bond Index |
29.00% |
29.00% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL Credit Risk Debt C-III Index |
CRISIL AAA Medium Term Bond Index |
5.00% |
6.50% |
CRISIL AA+ Medium Term Bond Index |
25.00% |
23.50% |
|
CRISIL AA Medium Term Bond Index |
11.00% |
11.00% |
|
CRISIL AA- Medium Term Bond Index |
30.00% |
30.00% |
|
CRISIL A Medium to Long Term Bond Index |
19.00% |
19.00% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL Dynamic Bond A-III Index |
CRISIL AAA Long Term Bond Index |
28.00% |
28.00% |
CRISIL AAA Medium Term Bond Index |
22.00% |
22.00% |
|
CRISIL Dynamic Gilt Index |
50.00% |
50.00% |
|
CRISIL Dynamic Bond B-III Index |
CRISIL AAA Long Term Bond Index |
27.00% |
27.00% |
CRISIL AAA Medium Term Bond Index |
8.00% |
8.00% |
|
CRISIL AA and AA+ Long Term Bond Index |
13.00% |
13.00% |
|
CRISIL AA and AA+ Medium Term Bond Index |
42.00% |
42.00% |
|
CRISIL Dynamic Gilt Index |
10.00% |
10.00% |
|
CRISIL Dynamic Bond C-III Index |
CRISIL AAA Long Term Bond Index |
4.00% |
5.00% |
CRISIL AAA Medium Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA+ Long Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA Long Term Bond Index |
50.00% |
49.00% |
|
CRISIL AA- Long Term Bond Index |
24.00% |
24.00% |
|
CRISIL A Medium to Long Term Bond Index |
10.00% |
10.00% |
|
CRISIL Dynamic Gilt Index |
10.00% |
10.00% |
|
CRISIL Long Duration Debt A-III Index |
CRISIL AAA Long Term Bond Index |
51.00% |
51.00% |
CRISIL Long Term Gilt Index |
49.00% |
49.00% |
|
CRISIL Medium Duration Debt A-III Index |
CRISIL AAA Long Term Bond Index |
5.00% |
5.00% |
CRISIL AAA Medium Term Bond Index |
80.00% |
80.00% |
|
CRISIL Short Term Gilt Index |
15.00% |
15.00% |
|
CRISIL Medium Duration Debt B-III Index |
CRISIL AAA Long Term Bond Index |
3.00% |
3.00% |
CRISIL AAA Medium Term Bond Index |
41.00% |
41.00% |
|
CRISIL AA and AA+ Long Term Bond Index |
5.00% |
5.00% |
|
CRISIL AA and AA+ Medium Term Bond Index |
41.00% |
41.00% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL Medium Duration Debt C-III Index |
CRISIL AAA Long Term Bond Index |
1.00% |
1.00% |
CRISIL AAA Medium Term Bond Index |
5.00% |
5.00% |
|
CRISIL AA and AA+ Long Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA Medium Term Bond Index |
33.00% |
33.00% |
|
CRISIL AA+ Medium Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA- Long Term Bond Index |
9.00% |
9.00% |
|
CRISIL AA- Medium Term Bond Index |
30.00% |
30.00% |
|
CRISIL A Medium To Long Term Bond Index |
10.00% |
10.00% |
|
CRISIL Short Term Gilt Index |
10.00% |
10.00% |
|
CRISIL Medium to Long Duration Debt A-III Index |
CRISIL AAA Long Term Bond Index |
28.00% |
28.00% |
CRISIL AAA Medium Term Bond Index |
22.00% |
22.00% |
|
CRISIL Medium Term Gilt Index |
50.00% |
50.00% |
|
CRISIL Medium to Long Duration Debt B-III Index |
CRISIL AAA Long Term Bond Index |
27.00% |
27.00% |
CRISIL AAA Medium Term Bond Index |
8.00% |
8.00% |
|
CRISIL AA and AA+ Long Term Bond Index |
13.00% |
13.00% |
|
CRISIL AA and AA+ Medium Term Bond Index |
42.00% |
42.00% |
|
CRISIL Medium Term Gilt Index |
10.00% |
10.00% |
|
CRISIL Medium to Long Duration Debt C-III Index |
CRISIL AAA Long Term Bond Index |
4.00% |
4.25% |
CRISIL AAA Medium Term Bond Index |
1.00% |
1.25% |
|
CRISIL AA+ Long Term Bond Index |
1.00% |
1.00% |
|
CRISIL AA Long Term Bond Index |
50.00% |
49.00% |
|
CRISIL AA- Long Term Bond Index |
24.00% |
24.00% |
|
CRISIL A Medium to Long Term Bond Index |
10.00% |
10.50% |
|
CRISIL Medium Term Gilt Index |
10.00% |
10.00% |
Other Composite Sub-Indices |
Sub- Index |
Sub-indices Weights (Existing) |
Sub-indices Weights (New) |
22-Oct |
July-23 |
||
CRISIL Composite Gilt Index |
CRISIL Liquid Long Term Gilt Index |
44.00% |
42.00% |
CRISIL Liquid Medium Term Gilt Index |
28.00% |
28.00% |
|
CRISIL Liquid Short Term Gilt Index |
28.00% |
30.00% |
|
CRISIL Composite T-Bill Index |
CRISIL 91 Day T-Bill Index |
41.00% |
43.00% |
CRISIL 182 Day T-Bill Index |
32.00% |
31.00% |
|
CRISIL 1 Year T-Bill Index |
27.00% |
26.00% |
|
CRISIL Composite CP Index |
CRISIL 2 Month CP Index |
16.00% |
15.00% |
CRISIL 3 Month CP Index |
65.00% |
68.00% |
|
CRISIL 6 Month CP Index |
11.00% |
9.00% |
|
CRISIL 1 Year CP Index |
8.00% |
8.00% |
|
CRISIL Composite CD Index |
CRISIL 2 Month CD Index |
9.00% |
16.00% |
CRISIL 3 Month CD Index |
44.00% |
42.00% |
|
CRISIL 6 Month CD Index |
20.00% |
18.00% |
|
CRISIL 1 Year CD Index |
27.00% |
24.00% |
Index Name |
Residual maturity |
---|---|
CRISIL A Short Term Bond Index |
0-3 years |
CRISIL A Medium Term Bond Index |
3-5 years |
CRISIL A Medium To Long Term Bond Index |
3+ years |
Index Name
|
Residual maturity
|
---|---|
CRISIL A Short Term Bond Index
|
0-3 years
|
CRISIL A Medium Term Bond Index
|
3-5 years
|
CRISIL A Medium To Long Term Bond Index
|
3+ years
|
Index |
Current criteria |
Criteria change |
CRISIL IBX AAA Index – June 2023 |
Any coupon cashflow generated is invested in the same security on the same day |
All coupon cash flows generated shall be distributed between all securities in the index on the same day based on the proportion of their weights
|
CRISIL IBX 70:30 CPSE Plus SDL Index – April 2025 |
Any coupon cashflow generated is invested in the same security on the same day |
|
CRISIL IBX SDL Index – May 2027 |
Any coupon cashflow generated is invested in the same security on the same day |
|
CRISIL IBX 50:50 PSU + SDL Index – October 2025 |
Any coupon cashflow generated is invested in the same security on the same day |
|
CRISIL Gilt 2027 Index |
Any coupon cashflow generated is invested in TREPS till end of the month |
|
CRISIL Gilt 2028 Index |
Any coupon cashflow generated is invested in TREPS till end of the month |
Asset class |
Yield impact while purchasing (basis points) |
Yield impact while selling (basis points) |
Total effective impact cost (basis points) |
Total effective impact cost as per existing customized methodology |
Gilt |
-1.5 |
1.5 |
3 |
6 |
Tbills |
0 |
0 |
0 |
2 |