May 2018 NIFTY Fixed Income Aggregate Indices consist of ......NIFTY All Duration G-Sec Index 6.28...
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May 2018 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. Statistics Index Name Avg. Macaulay Duration* Avg. Maturity* Returns as on 30 th April 2018 (%) 3 M 6 M 1 Yr. 3 Yr. Since inception NIFTY Liquid Index 0.13 0.13 1.82% 3.30% 6.74% 7.45% 7.52% NIFTY Money Market Index 0.29 0.29 -0.27% -1.75% 1.93% 6.77% 7.71% NIFTY Ultra Short Duration Debt Index 0.32 0.32 1.76% 3.38% 6.67% 7.17% 7.29% NIFTY Low Duration Debt Index 0.64 0.65 1.24% 1.95% 5.97% 7.65% 7.88% NIFTY Short Duration Debt Index 1.80 1.92 0.39% 0.33% 4.79% 7.49% 7.79% NIFTY Credit Risk Bond Index 2.00 2.16 0.06% -0.78% 3.46% 7.05% 7.83% NIFTY Corporate Bond Index 2.47 2.73 0.52% 0.93% 5.01% 7.28% 7.85% NIFTY Banking & PSU Debt Index 2.77 3.35 1.72% 3.01% 6.64% 7.71% 7.83% NIFTY Medium Duration Debt Index 3.33 3.86 0.07% -1.52% 1.51% 6.15% 6.94% NIFTY Composite Debt Index 5.04 6.83 1.96% 3.56% 7.14% 7.68% 7.84% NIFTY Medium to Long Duration Debt Index 5.55 7.47 0.39% -0.27% 3.74% 7.15% 7.78% NIFTY All Duration G-Sec Index 6.28 8.94 0.97% 1.38% 5.75% 7.88% 8.24% NIFTY Long Duration Debt Index 7.28 10.71 1.47% 2.26% 6.88% 8.86% 8.96% Note: Returns for periods longer than 1 year are annualized *As on 2 nd May 2018 Index Characteristics Methodology Total Return Launch Date February 09, 2018 Base Date September 03,2001 Base Value 1000 Calculation Frequency Daily - End of Day Weight Reset Frequency Monthly
Transcript of May 2018 NIFTY Fixed Income Aggregate Indices consist of ......NIFTY All Duration G-Sec Index 6.28...
May 2018 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.
Statistics
Index Name Avg.
Macaulay Duration*
Avg. Maturity*
Returns as on 30th April 2018 (%)
3 M 6 M 1 Yr. 3 Yr. Since
inception
NIFTY Liquid Index 0.13 0.13 1.82% 3.30% 6.74% 7.45% 7.52%
NIFTY Money Market Index 0.29 0.29 -0.27% -1.75% 1.93% 6.77% 7.71%
NIFTY Ultra Short Duration Debt Index 0.32 0.32 1.76% 3.38% 6.67% 7.17% 7.29%
NIFTY Low Duration Debt Index 0.64 0.65 1.24% 1.95% 5.97% 7.65% 7.88%
NIFTY Short Duration Debt Index 1.80 1.92 0.39% 0.33% 4.79% 7.49% 7.79%
NIFTY Credit Risk Bond Index 2.00 2.16 0.06% -0.78% 3.46% 7.05% 7.83%
NIFTY Corporate Bond Index 2.47 2.73 0.52% 0.93% 5.01% 7.28% 7.85%
NIFTY Banking & PSU Debt Index 2.77 3.35 1.72% 3.01% 6.64% 7.71% 7.83%
NIFTY Medium Duration Debt Index 3.33 3.86 0.07% -1.52% 1.51% 6.15% 6.94%
NIFTY Composite Debt Index 5.04 6.83 1.96% 3.56% 7.14% 7.68% 7.84%
NIFTY Medium to Long Duration Debt Index 5.55 7.47 0.39% -0.27% 3.74% 7.15% 7.78%
NIFTY All Duration G-Sec Index 6.28 8.94 0.97% 1.38% 5.75% 7.88% 8.24%
NIFTY Long Duration Debt Index 7.28 10.71 1.47% 2.26% 6.88% 8.86% 8.96%
Note: Returns for periods longer than 1 year are annualized
*As on 2nd May 2018
Index Characteristics
Methodology Total Return
Launch Date February 09, 2018
Base Date September 03,2001
Base Value 1000
Calculation Frequency Daily - End of Day
Weight Reset Frequency Monthly
900.00
1400.00
1900.00
2400.00
2900.00
3400.00
3900.00
4400.00
Sep-01 May-04 Feb-07 Nov-09 Aug-12 May-15 Feb-18
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NIFTY Fixed Income Aggregate Indices
NIFTY Money Market Index NIFTY Money Market Index NIFTY Long Duration Debt Index NIFTY Long Duration Debt Index
NIFTY Liquid Index NIFTY Liquid Index NIFTY Short Duration Debt Index NIFTY Short Duration Debt Index
NIFTY Medium Duration Debt Index NIFTY Medium Duration Debt Index NIFTY Medium to Long Duration Debt Index NIFTY Medium to Long Duration Debt Index
NIFTY Banking & PSU Debt Index NIFTY Banking & PSU Debt Index NIFTY Low Duration Debt Index NIFTY Low Duration Debt Index
NIFTY All Duration G-Sec Index NIFTY All Duration G-Sec Index NIFTY Ultra Short Duration Debt Index NIFTY Ultra Short Duration Debt Index
NIFTY Composite Debt Index NIFTY Composite Debt Index NIFTY Corporate Bond Index NIFTY Corporate Bond Index
NIFTY Credit Risk Bond Index NIFTY Credit Risk Bond Index
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