may 2018 - national stock exchange of india · 1 ine502k07070 talwalkars better value fitness...

4
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 01 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 AA- Ultra Short Duration Bond 7.25% 9.10% 0.30 0.30 2.15% 4.05% 8.10% 8.88% 9.32% NIFTY AA- Low Duration Bond 8.57% 9.48% 0.82 0.84 1.96% 3.70% 8.02% 9.27% 9.23% NIFTY AA- Short Duration Bond 8.54% 9.55% 2.16 2.45 1.33% 2.15% 7.13% 9.44% 9.14% NIFTY AA- Medium Duration Bond 9.82% 9.98% 3.58 4.06 0.20% 0.69% 5.83% 8.92% 9.07% NIFTY AA- Medium to Long Duration Bond 9.12% 9.41% 5.34 7.16 -1.30% -1.21% 4.03% 7.37% 8.89% NIFTY AA- Long Duration Bond 2.00% 10.86% 6.43 9.32 1.58% 0.37% 1.65% 7.03% 8.51%

Upload: others

Post on 06-Aug-2020

0 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: May 2018 - National Stock Exchange of India · 1 ine502k07070 talwalkars better value fitness limited low duration (0.5 to 1 year) 6 7 2 ine896l07439 indostar capital finance private

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 7.25% 9.10% 0.30 0.30 2.15% 4.05% 8.10% 8.88% 9.32%

NIFTY AA- Low Duration Bond 8.57% 9.48% 0.82 0.84 1.96% 3.70% 8.02% 9.27% 9.23%

NIFTY AA- Short Duration Bond 8.54% 9.55% 2.16 2.45 1.33% 2.15% 7.13% 9.44% 9.14%

NIFTY AA- Medium Duration Bond 9.82% 9.98% 3.58 4.06 0.20% 0.69% 5.83% 8.92% 9.07%

NIFTY AA- Medium to Long Duration Bond 9.12% 9.41% 5.34 7.16 -1.30% -1.21% 4.03% 7.37% 8.89%

NIFTY AA- Long Duration Bond 2.00% 10.86% 6.43 9.32 1.58% 0.37% 1.65% 7.03% 8.51%

Page 2: May 2018 - National Stock Exchange of India · 1 ine502k07070 talwalkars better value fitness limited low duration (0.5 to 1 year) 6 7 2 ine896l07439 indostar capital finance private

Index Constituents (effective 3rd April 2018)

Sr .No ISIN Issuer Name Maturity Bucket

NIFTY AA- Ultra Short Duration Bond

1 INE612J07087 REPCO HOME FINANCE LIMITED

Ultra Short Duration

(0.25 to 0.5 years)

2 INE201P07094 G R INFRAPROJECTS LIMITED

3 INE960S07024 JSW LOGISTICS INFRASTRUCTURE PRIVATE LIMITED

4 INE019A07340 JSW STEEL LIMITED

5 INE881J07DT7 SREI EQUIPMENT FINANCE LIMITED

6 INE114A07927 STEEL AUTHORITY OF INDIA LIMITED

7 INE349A08018 NRB BEARINGS LIMITED

8 INE716J07078 EMAMI REALTY LIMITED

NIFTY AA- Low Duration Bond

1 INE502K07070 TALWALKARS BETTER VALUE FITNESS LIMITED

Low Duration (0.5 to 1 year)

2 INE896L07439 INDOSTAR CAPITAL FINANCE PRIVATE LIMITED

3 INE612J07095 REPCO HOME FINANCE LIMITED

4 INE201P07102 G R INFRAPROJECTS LIMITED

5 INE814H07125 ADANI POWER LIMITED

6 INE522D07974 MANAPPURAM FINANCE LIMITED

7 INE055A07070 CENTURY TEXTILES AND INDUSTRIES LIMITED

8 INE265J07100 JM FINANCIAL ASSET RECONSTRUCTION COMPANY PRIVATE LIMITED

NIFTY AA- Short Duration Bond

1 INE612J07152 REPCO HOME FINANCE LIMITED

Short Duration (1 to 3 years)

2 INE881J08292 SREI EQUIPMENT FINANCE LIMITED

3 INE549F08533 KARNATAKA STATE FINANCIAL CORPORATION

4 INE896L07454 INDOSTAR CAPITAL FINANCE PRIVATE LIMITED

5 INE265J07084 JM FINANCIAL ASSET RECONSTRUCTION COMPANY PRIVATE LIMITED

6 INE201P07128 G R INFRAPROJECTS LIMITED

7 INE349A08026 NRB BEARINGS LIMITED

8 INE503N07015 AMBA RIVER COKE LIMITED

9 INE245A07226 THE TATA POWER COMPANY LIMITED

10 INE623B07172 FUTURE ENTERPRISE LIMITED

1000140018002200260030003400380042004600

Sep-01 May-04 Feb-07 Nov-09 Aug-12 May-15

Ind

ex

Val

ue

s

NIFTY AA- Corporate Bond Index Series

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

Page 3: May 2018 - National Stock Exchange of India · 1 ine502k07070 talwalkars better value fitness limited low duration (0.5 to 1 year) 6 7 2 ine896l07439 indostar capital finance private

11 INE928F08026 TATA AUTOCOM SYSTEMS LIMITED

12 INE019A07407 JSW STEEL LIMITED

NIFTY AA- Medium Duration Bond

1 INE881J08300 SREI EQUIPMENT FINANCE LIMITED Medium Duration

(3 to 4 years)

2 INE990D07312 KRISHNA BHAGYA JALA NIGAM LIMITED

3 INE168A08038 JAMMU AND KASHMIR BANK

4 INE976G08056 RBL BANK LIMITED

NIFTY AA- Medium to Long Duration Bond

1 INE141A08019 ORIENTAL BANK OF COMMERCE Medium to Long

Duration (4 to 7 years)

2 INE168A08046 JAMMU AND KASHMIR BANK

3 INE114A07869 STEEL AUTHORITY OF INDIA LIMITED

4 INE881J07EX7 SREI EQUIPMENT FINANCE LIMITED

5 INE705A08037 VIJAYA BANK

NIFTY AA- Long Duration Bond

1 INE015L07527 EDELWEISS ASSET RECONSTRUCTION COMPANY LIMITED Long Duration

(Above 7 years)

Page 4: May 2018 - National Stock Exchange of India · 1 ine502k07070 talwalkars better value fitness limited low duration (0.5 to 1 year) 6 7 2 ine896l07439 indostar capital finance private

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

[email protected]

Business Development contact

Rohit Kumar, FRM

Chief Manager – Business Development

+91-22- 26598386

[email protected]