NIFTY AAA Long-Term Corporate Bond Index

NIFTY AAA Long-Term Corporate Bond Index measures the performance of AAA rated corporate bonds with residual maturity from 5 years to 10 years.


  • The Index has a base date of December 31, 2013 and a base value of 1000
  • With up to 14 most liquid AAA rated bonds, the index adequately represents the dynamics of the long-term maturity bucket.
  • Based on a well-defined, market relevant and rules-based framework, the index is a transparent and objective indicator of AAA rated long-term corporate bonds market performance
  • With unique threshold mechanism that lays down stringent criteria for bond inclusion and exclusion, the index seeks to minimize degree of churning and replication cost
  • The index is computed using the total returns methodology capturing price return and coupon return
  • The index is rebalanced and reconstituted on quarterly basis

Download Fact Sheet of NIFTY AAA Long-Term Corporate Bond Index (.pdf)

Download Methodology of NIFTY AAA Long-Term Corporate Bond Index (.pdf)

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