As on April 2018 INE148I07IQ8 INDIABULLS HOUSING FINANCE LIMITED NIFTY AAA Long Duration Bond 1...
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May 2018 NIFTY AAA Corporate Bond Indices consist of 6 indices which individually measure performance of AAA 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 1 st 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 30 th April 2018 (%) 3 M 6 M 1 Yr. 3 Yr. Since inception NIFTY AAA Ultra Short Duration Bond 8.27% 7.69% 0.34 0.34 1.91% 3.52% 7.18% 7.92% 8.17% NIFTY AAA Low Duration Bond 8.06% 7.96% 0.78 0.79 1.58% 2.75% 6.53% 7.92% 7.97% NIFTY AAA Short Duration Bond 7.47% 8.16% 2.16 2.35 1.03% 1.43% 5.61% 7.62% 8.00% NIFTY AAA Medium Duration Bond 8.00% 8.31% 3.48 4.03 0.04% 0.17% 4.71% 7.64% 8.16% NIFTY AAA Medium to Long Duration Bond 8.12% 8.51% 6.12 8.44 -0.43% -1.13% 3.56% 7.43% 8.00% NIFTY AAA Long Duration Bond 7.58% 8.53% 7.88 12.03 -1.68% -2.71% 1.62% 7.34% 8.72%
Transcript of As on April 2018 INE148I07IQ8 INDIABULLS HOUSING FINANCE LIMITED NIFTY AAA Long Duration Bond 1...
May 2018 NIFTY AAA Corporate Bond Indices consist of 6 indices which individually measure performance of AAA 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 1st 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 AAA Ultra Short Duration Bond 8.27% 7.69% 0.34 0.34 1.91% 3.52% 7.18% 7.92% 8.17%
NIFTY AAA Low Duration Bond 8.06% 7.96% 0.78 0.79 1.58% 2.75% 6.53% 7.92% 7.97%
NIFTY AAA Short Duration Bond 7.47% 8.16% 2.16 2.35 1.03% 1.43% 5.61% 7.62% 8.00%
NIFTY AAA Medium Duration Bond 8.00% 8.31% 3.48 4.03 0.04% 0.17% 4.71% 7.64% 8.16%
NIFTY AAA Medium to Long Duration Bond 8.12% 8.51% 6.12 8.44 -0.43% -1.13% 3.56% 7.43% 8.00%
NIFTY AAA Long Duration Bond 7.58% 8.53% 7.88 12.03 -1.68% -2.71% 1.62% 7.34% 8.72%
Index Constituents (effective 3rd April, 2018)
Sr No ISIN Issuer Name Maturity Bucket
NIFTY AAA Ultra Short Duration Bond
1 INE001A07PS7 HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED
Ultra Short Duration (0.25 to 0.5 years)
2 INE134E07406 POWER FINANCE CORPORATION LIMITED
3 INE752E07LA4 POWER GRID CORPORATION OF INDIA LIMITED
4 INE115A07IB6 LIC HOUSING FINANCE LIMITED
5 INE110L07013 RELIANCE JIO INFOCOMM LIMITED
6 INE261F08816 NATIONAL BANK FOR AGRICULTURAL AND RURAL DEVELOPMENT
7 INE296A07LM5 BAJAJ FINANCE LIMITED
8 INE916DA7LO2 KOTAK MAHINDRA PRIME LIMITED
9 INE148I07BJ8 INDIABULLS HOUSING FINANCE LIMITED
10 INE053F07967 INDIAN RAILWAY FINANCE CORPORATION LIMITED
11 INE756I07993 HDB FINANCIAL SERVICES LIMITED
12 INE202B08579 DEWAN HOUSING FINANCE CORPORATION LIMITED
13 INE936D07083 RELIANCE UTILITIES AND POWER LIMITED
14 INE071G08668 ICICI HOME FINANCE COMPANY LIMITED
NIFTY AAA Low Duration Bond
1 INE001A07RD5 HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED
Low Duration (0.5 to 1 year)
2 INE115A07FB2 LIC HOUSING FINANCE LIMITED
3 INE556F09619 SMALL INDUSTRIES DEVELOPMENT BANK OF INDIA
4 INE020B08AL0 RURAL ELECTRIFICATION CORPORATION LIMITED
5 INE916DA7PM7 KOTAK MAHINDRA PRIME LIMITED
6 INE148I07IF1 INDIABULLS HOUSING FINANCE LIMITED
7 INE261F08600 NATIONAL BANK FOR AGRICULTURAL AND RURAL DEVELOPMENT
8 INE296A07KF1 BAJAJ FINANCE LIMITED
9 INE756I07AR3 HDB FINANCIAL SERVICES LIMITED
10 INE053F09FU0 INDIAN RAILWAY FINANCE CORPORATION LIMITED
11 INE660A07OO2 SUNDARAM FINANCE LIMITED
12 INE944Y07018 JORABAT SHILLONG EXPRESSWAY LIMITED
13 INE110L07054 RELIANCE JIO INFOCOMM LIMITED
1000140018002200260030003400380042004600
Sep-01 May-04 Feb-07 Nov-09 Aug-12 May-15
Ind
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Val
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NIFTY AAA Corporate Bond Index Series
NIFTY AAA Ultra Short Duration Bond Index NIFTY AAA Low Duration Bond IndexNIFTY AAA Short Duration Bond Index NIFTY AAA Medium Duration Bond IndexNIFTY AAA Medium to Long Duration Bond Index NIFTY AAA Long Duration Bond Index
NIFTY AAA Short Duration Bond
1 INE053F07AK6 INDIAN RAILWAY FINANCE CORPORATION LIMITED
Short Term
(1 to 3 years)
2 INE002A08484 RELIANCE INDUSTRIES LIMITED
3 INE261F08907 NATIONAL BANK FOR AGRICULTURAL AND RURAL DEVELOPMENT
4 INE001A07RA1 HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED
5 INE756I07AB7 HDB FINANCIAL SERVICES LIMITED
6 INE020B08AN6 RURAL ELECTRIFICATION CORPORATION LIMITED
7 INE115A07LX4 LIC HOUSING FINANCE LIMITED
8 INE296A07QB7 BAJAJ FINANCE LIMITED
9 INE110L08052 RELIANCE JIO INFOCOMM LIMITED
10 INE660A07PE0 SUNDARAM FINANCE LIMITED
11 INE134E08IS1 POWER FINANCE CORPORATION LIMITED
12 INE514E08951 EXPORT IMPORT BANK OF INDIA
13 INE556F08IX2 SMALL INDUSTRIES DEVELOPMENT BANK OF INDIA
14 INE031A08566 HOUSING AND URBAN DEVELOPMENT CORPORATION LIMITED
NIFTY AAA Medium Duration Bond
1 INE020B08AK2 RURAL ELECTRIFICATION CORPORATION LIMITED
Medium Duration (3 to 4 years)
2 INE134E08GT3 POWER FINANCE CORPORATION LIMITED
3 INE002A08476 RELIANCE INDUSTRIES LIMITED
4 INE861G08035 FOOD CORPORATION OF INDIA
5 INE906B07FE6 NATIONAL HIGHWAYS AUTHORITY OF INDIA
6 INE752E07OD2 POWER GRID CORPORATION OF INDIA LIMITED
7 INE115A07DD3 LIC HOUSING FINANCE LIMITED
8 INE895D08782 TATA SONS LIMITED
9 INE514E08BK6 EXPORT IMPORT BANK OF INDIA
10 INE053F07942 INDIAN RAILWAY FINANCE CORPORATION LIMITED
11 INE944Y07042 JORABAT SHILLONG EXPRESSWAY LIMITED
12 INE235P07829 L AND T INFRA DEBT FUND LIMITED
13 INE871D07RC7 INFRASTRUCTURE LEASING AND FINANCIAL SERVICES LIMITED
14 INE537P07406 INDIA INFRADEBT LIMITED
NIFTY AAA Medium to Long Duration Bond
1 INE020B08AQ9 RURAL ELECTRIFICATION CORPORATION LIMITED
Medium to Long Duration
(4 to 7 years)
2 INE296A08805 BAJAJ FINANCE LIMITED
3 INE110L08037 RELIANCE JIO INFOCOMM LIMITED
4 INE053F07AA7 INDIAN RAILWAY FINANCE CORPORATION LIMITED
5 INE514E08FN1 EXPORT IMPORT BANK OF INDIA
6 INE261F08AA4 NATIONAL BANK FOR AGRICULTURAL AND RURAL DEVELOPMENT
7 INE752E07OG5 POWER GRID CORPORATION OF INDIA LIMITED
8 INE134E08GL0 POWER FINANCE CORPORATION LIMITED
9 INE115A07HX2 LIC HOUSING FINANCE LIMITED
10 INE941D07158 RELIANCE PORTS AND TERMINALS LIMITED
11 INE235P07845 L AND T INFRA DEBT FUND LIMITED
12 INE756I08124 HDB FINANCIAL SERVICES LIMITED
13 INE660A08BY6 SUNDARAM FINANCE LIMITED
14 INE148I07IQ8 INDIABULLS HOUSING FINANCE LIMITED
NIFTY AAA Long Duration Bond
1 INE261F08AB2 NATIONAL BANK FOR AGRICULTURAL AND RURAL DEVELOPMENT Long Duration
(Above 7 years)
2 INE053F09GX2 INDIAN RAILWAY FINANCE CORPORATION LIMITED
3 INE134E08GH8 POWER FINANCE CORPORATION LIMITED
4 INE733E07KI9 NTPC LIMITED
5 INE752E07LR8 POWER GRID CORPORATION OF INDIA LIMITED
6 INE944Y07232 JORABAT SHILLONG EXPRESSWAY LIMITED
7 INE514E08FC4 EXPORT IMPORT BANK OF INDIA
8 INE206D08394 NUCLEAR POWER CORPORATION OF INDIA LIMITED
9 INE202B07IA2 DEWAN HOUSING FINANCE CORPORATION LIMITED
10 INE848E07922 NHPC 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.
Contact Us: Email: [email protected] | Tel: +91 22 26598386 | Fax: +91 22 26598120
Contact Details
Analytical contact
Aman Singhania, CFA, FRM
Head – Products (IISL)
+91-22-26598214
Business Development contact
Rohit Kumar, FRM
Chief Manager – Business Development
+91-22- 26598386
