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Fixed Income Corporate Bond Indices


NIFTY AAA Corporate Bond Indices measure the performance of AAA-rated corporate bonds across 6 duration buckets (Macaulay Duration). Each index may consist of up to 14 issuers with each issuer being represented by its most liquid bonds.

List of NIFTY AAA Corporate Bond Indices

  • NIFTY AAA Ultra Short Duration Bond Index
  • NIFTY AAA Low Duration Bond Index
  • NIFTY AAA Short Duration Bond Index
  • NIFTY AAA Medium Duration Bond Index
  • NIFTY AAA Medium to Long Duration Bond Index
  • NIFTY AAA Long Duration Bond Index

Highlights

  • The indices have a base date of 03rd September 2001 and a base value of 1000
  • With up to 14 most liquid issuer, the indices are well-diversified, broad-based and investible
  • Based on a well-defined, market-relevant and rules-based framework, the indices are a transparent and objective indicator of corporate bond market performance
  • The indices are rebalanced and reconstituted on a quarterly basis

Links:

Download Fact Sheet of NIFTY AAA Corporate Bond Indices (.pdf)

Download Portfolio of NIFTY AAA Corporate Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

NIFTY AA Category Corporate Bond Indices measure the aggregated performance of AA+, AA and AA- rated corporate bonds across 6 duration buckets (Macaulay Duration). Each index is derived from the underlying AA+, AA and AA- rated indices of the concerned Macaulay duration bucket.

List of NIFTY AA Category Corporate Bond Indices

  • NIFTY AA Category Ultra Short Duration Bond Index
  • NIFTY AA Category Low Duration Bond Index
  • NIFTY AA Category Short Duration Bond Index
  • NIFTY AA Category Medium Duration Bond Index
  • NIFTY AA Category Medium to Long Duration Bond Index
  • NIFTY AA Category Long Duration Bond Index

Highlights

  • The indices have a base date of 03rd September 2001 and a base value of 1000
  • With up to 14 most liquid issuer from each rating subcategory, the indices are well-diversified, broad-based and investible
  • Based on a well-defined, market-relevant and rules-based framework, the indices are a transparent and objective indicator of corporate bond market performance

Links:

Download Fact Sheet of NIFTY AA Category Corporate Bond Indices(.pdf)

Download Portfolio of NIFTY AA Category Corporate Bond Indices to be effective from next rebalancing(.pdf)

Download Methodology Document (.pdf)

NIFTY AA+ Corporate Bond Indices measure the performance of AA+ rated corporate bonds across 6 duration buckets (Macaulay Duration). Each index may consist of up to 14 issuers with each issuer being represented by its most liquid bonds.

List of NIFTY AA+ Corporate Bond Indices

  • NIFTY AA+ Ultra Short Duration Bond Index
  • NIFTY AA+ Low Duration Bond Index
  • NIFTY AA+ Short Duration Bond Index
  • NIFTY AA+ Medium Duration Bond Index
  • NIFTY AA+ Medium to Long Duration Bond Index
  • NIFTY AA+ Long Duration Bond Index

Highlights

  • The indices have a base date of 03rd September, 2001 and a base value of 1000
  • With up to 14 most liquid issuer, the indices are well-diversified, broad based and investible
  • Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of corporate bond market performance
  • The indices are rebalanced and reconstituted on quarterly basis

Links:

Download Fact Sheet of NIFTY AA+ Corporate Bond Indices (.pdf)

Download Portfolio of NIFTY AA+ Corporate Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

NIFTY AA Corporate Bond Indices measure the performance of AA-rated corporate bonds across 6 duration buckets (Macaulay Duration). Each index may consist of up to 14 issuers with each issuer being represented by its most liquid bonds.

List of NIFTY AA Corporate Bond Indices

  • NIFTY AA Ultra Short Duration Bond Index
  • NIFTY AA Low Duration Bond Index
  • NIFTY AA Short Duration Bond Index
  • NIFTY AA Medium Duration Bond Index
  • NIFTY AA Medium to Long Duration Bond Index
  • NIFTY AA Long Duration Bond Index

Highlights

  • The indices have a base date of 03rd September 2001 and a base value of 1000
  • With up to 14 most liquid issuer, the indices are well-diversified, broad-based and investible
  • Based on a well-defined, market-relevant and rules-based framework, the indices are a transparent and objective indicator of corporate bond market performance
  • The indices are rebalanced and reconstituted on a quarterly basis

Links:

Download Fact Sheet of NIFTY AA Corporate Bond Indices (.pdf)

Download Portfolio of NIFTY AA Corporate Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

NIFTY AA- Corporate Bond Indices measure the performance of AA-rated corporate bonds across 6 duration buckets (Macaulay Duration). Each index may consist of up to 14 issuers with each issuer being represented by its most liquid bonds.

List of NIFTY AA- Corporate Bond Indices

  • NIFTY AA- Ultra Short Duration Bond Index
  • NIFTY AA- Low Duration Bond Index
  • NIFTY AA- Short Duration Bond Index
  • NIFTY AA- Medium Duration Bond Index
  • NIFTY AA- Medium to Long Duration Bond Index
  • NIFTY AA- Long Duration Bond Index

Highlights

  • The indices have a base date of 03rd September 2001 and a base value of 1000
  • With up to 14 most liquid issuer, the indices are well-diversified, broad-based and investible
  • Based on a well-defined, market-relevant and rules-based framework, the indices are a transparent and objective indicator of corporate bond market performance
  • The indices are rebalanced and reconstituted on a quarterly basis

Links:

Download Fact Sheet of NIFTY AA- Corporate Bond Indices (.pdf)

Download Portfolio of NIFTY AA- Corporate Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

NIFTY A Corporate Bond Indices measure the performance of A-rated corporate bonds across 2 Macaulay duration buckets - Short (up to 3 years) and Long (> 3 years).

List of NIFTY A Corporate Bond Indices

  • NIFTY A Short-Term Bond Index
  • NIFTY A Long-Term Bond Index

Highlights

  • The indices have a base date of 03rd September 2001 and a base value of 1000
  • Based on a well-defined, market-relevant and rules-based framework, the indices are a transparent and objective indicator of corporate bond market performance
  • The indices are rebalanced and reconstituted on a monthly basis

Links:

Download Fact Sheet of NIFTY A Corporate Bond Indices (.pdf)

Download Portfolio of NIFTY A Corporate Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

NIFTY Banking & PSU Bond Indices measure the performance of Banking and PSU bonds across 6 duration buckets (Macaulay Duration). Each index may consist of up to 14 issuers with each issuer being represented by its most liquid bonds.

List of NIFTY Banking & PSU Bond Indices

  • NIFTY Banking & PSU Ultra Short Duration Bond Index
  • NIFTY Banking & PSU Low Duration Bond Index
  • NIFTY Banking & PSU Short Duration Bond Index
  • NIFTY Banking & PSU Medium Duration Bond Index
  • NIFTY Banking & PSU Medium to Long Duration Bond Index
  • NIFTY Banking & PSU Long Duration Bond Index

Highlights

  • The indices have a base date of 03rd September 2001 and a base value of 1000
  • With up to 14 most liquid issuer, the indices are well-diversified, broad-based and investible
  • Based on a well-defined, market-relevant and rules-based framework, the indices are a transparent and objective indicator of corporate bond market performance
  • The indices are rebalanced and reconstituted on a quarterly basis

Links:

Download Fact Sheet of NIFTY Banking & PSU Bond Indices (.pdf)

Download Portfolio of NIFTY Banking & PSU Bond Indices to be effective from next rebalancing (.pdf)

Download Methodology Document (.pdf)

Updated on: 11/11/2019
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