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