April 2018 - National Stock Exchange of India · 6 grasim industries limited 7 8 9 magma fincorp...
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May 2018 NIFTY CP Indices consist of 5 indices which individually track the performance of Commercial Papers with short term rating of A1+ in 2 month, 3 month, 6 month & 1 year maturity segment and aggregated performance across maturities through an all maturity index. Each index consists of up to 14 issuers. The indices are rebalanced and reconstituted on fortnightly basis. Statistics Index Name Avg. Yield* Avg. Macaulay Duration* Avg. Maturity* Returns as on 30 th April 2018 (%) 3 M 6 M 1 Yr. 3 Yr. Since inception NIFTY 2 Month CP Index 6.87% 0.15 0.15 1.87% 3.53% 6.80% 7.41% 7.74% NIFTY 3 Month CP Index 7.48% 0.25 0.25 2.02% 3.66% 7.23% 7.96% 7.96% NIFTY 6 Month CP Index 7.95% 0.48 0.48 2.01% 3.49% 6.94% 7.87% 7.88% NIFTY 1 Year CP Index 8.05% 0.90 0.90 1.69% 2.78% 6.27% 7.75% 7.82% NIFTY All Maturity CP Index 7.31% 0.23 0.23 1.92% 3.42% 6.87% 7.72% 7.87% Note: Returns for periods longer than 1 year are annualized * As on 1 st May 2018 Index Characteristics 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 Fortnightly
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Transcript of April 2018 - National Stock Exchange of India · 6 grasim industries limited 7 8 9 magma fincorp...
May 2018 NIFTY CP Indices consist of 5 indices which individually track the performance of Commercial Papers with short term rating of A1+ in 2 month, 3 month, 6 month & 1 year maturity segment and aggregated performance across maturities through an all maturity index. Each index consists of up to 14 issuers. The indices are rebalanced and reconstituted on fortnightly basis.
Statistics
Index Name Avg.
Yield*
Avg. Macaulay Duration*
Avg. Maturity*
Returns as on 30th April 2018 (%)
3 M 6 M 1 Yr. 3 Yr. Since
inception
NIFTY 2 Month CP Index 6.87% 0.15 0.15 1.87% 3.53% 6.80% 7.41% 7.74%
NIFTY 3 Month CP Index 7.48% 0.25 0.25 2.02% 3.66% 7.23% 7.96% 7.96%
NIFTY 6 Month CP Index 7.95% 0.48 0.48 2.01% 3.49% 6.94% 7.87% 7.88%
NIFTY 1 Year CP Index 8.05% 0.90 0.90 1.69% 2.78% 6.27% 7.75% 7.82%
NIFTY All Maturity CP Index 7.31% 0.23 0.23 1.92% 3.42% 6.87% 7.72% 7.87%
Note: Returns for periods longer than 1 year are annualized
* As on 1st May 2018
Index Characteristics
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 Fortnightly
Index Constituents
Sr No Issuer Name Maturity Bucket
NIFTY 2 Month CP Index
1 ADITYA BIRLA FINANCE LIMITED
2 Month
2 AXIS FINANCE LIMITED
3 BAJAJ FINANCE LIMITED
4 GRUH FINANCE LIMITED
5 NATIONAL BANK FOR AGRICULTURE AND RURAL DEVELOPMENT
6 NATIONAL FERTILIZERS LIMITED
7 NATIONAL HOUSING BANK
8 SBI CARDS AND PAYMENT SERVICES PRIVATE LIMITED
9 SMALL INDUSTRIES DEVELOPMENT BANK OF INDIA
10 STEEL AUTHORITY OF INDIA LIMITED
11 SUNDARAM FINANCE LIMITED
12 TATA MOTORS LIMITED
13 TATA STEEL LIMITED
14 VODAFONE INDIA LIMITED
NIFTY 3 Month CP Index
1 AFCONS INFRASTRUCTURE LIMITED
3 Month
2 BAJAJ FINANCE LIMITED
3 BARCLAYS INVESTMENTS & LOANS (INDIA) LIMITED
4 BMW INDIA FINANCIAL SERVICES PRIVATE LIMITED
5 EDELWEISS COMMODITIES SERVICES LIMITED
6 HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED
7 HPCL-MITTAL PIPELINES LIMITED
8 IIFL WEALTH FINANCE LIMITED
9 KOTAK MAHINDRA INVESTMENTS LIMITED
1000
1400
1800
2200
2600
3000
3400
3800
Sep-01 May-04 Feb-07 Nov-09 Aug-12 May-15
Ind
ex
Val
ue
s
NIFTY CP Index Series
NIFTY 2 Month CP Index NIFTY 3 Month CP Index NIFTY 6 Month CP Index
NIFTY 1 Year CP Index NIFTY All Maturity CP Index
10 L AND T FINANCE LIMITED
11 NATIONAL BANK FOR AGRICULTURE AND RURAL DEVELOPMENT
12 S. D. CORPORATION PRIVATE LIMITED
13 SBI CARDS & PAYMENT SERVICES PRIVATE LIMITED
14 TATA MOTORS LIMITED
NIFTY 6 Month CP Index
1 ADANI ENTERPRISES LIMITED
6 Month
2 BHARTI ENTERPRISES PRIVATE LIMITED
3 CAPITAL FIRST LIMITED
4 CHOLAMANDALAM INVESTMENT & FINANCE CO.LTD.
5 HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED
6 INDIA INFOLINE FINANCE LIMITED
7 JM FINANCIAL PRODUCTS LIMITED
8 KOTAK MAHINDRA INVESTMENTS LIMITED
9 KOTAK MAHINDRA PRIME LIMITED
10 PHILLIP FINANCE AND INVESTMENT SERVICES INDIA PRIVATE
LIMITED
11 PIRAMAL ENTERPRISES LTD.
12 SHAPOORJI PALLONJI & CO.LTD.
13 TATA CAPITAL HOUSING FINANCE LIMITED
14 TATA SONS LIMITED
NIFTY 1 Year CP Index 1 ADANI ENTERPRISES LIMITED
1 Year
2 BAJAJ FINANCE LIMITED
3 BARCLAYS INVESTMENTS AND LOANS (INDIA) LIMITED
4 CANFIN HOMES LIMITED
5 CAPITAL FIRST LIMITED
6 HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED
7 KARVY STOCK BROKING LIMITED
8 KOTAK MAHINDRA INVESTMENTS LIMITED
9 L AND T FINANCE LIMITED
10 L AND T HOUSING FINANCE LIMITED
11 PNB HOUSING FINANCE LIMITED
12 RELIANCE INDUSTRIES LIMITED
13 TATA CAPITAL HOUSING FINANCE LIMITED
14 TATA CAPITAL LIMITED
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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