CRISIL Indices Index Sr.No ISIN Issuer/Security Name Redemption Date* Coupon Index Weights 7...

CRISIL Indices Portfolio Rollover

April 03 2018

2

Table of Contents

Constituent Details - New .......................................................................................................................................... 3

Constituent Details - Existing .................................................................................................................................. 14

3

Constituent Details - New

The securities that would form a part of the indices with effect from 1st working day of April 2018 are as follows:

Index Sr.No ISIN Issuer/Security Name Redemption

Date* Coupon

Index

Weights

CRISIL

AAA Long

Term

Bond

Index

1 INE020B08AQ9 Rural Electrification Corporation Ltd. 10-Dec-27 7.70% 10.00%

2 INE053F07AD1 Indian Railway Finance Corporation Ltd. 29-Oct-27 7.54% 6.32%

3 INE115A07MQ6 LIC Housing Finance Ltd. 23-Nov-27 7.75% 5.61%

4 INE134E08JC3 Power Finance Corporation Ltd. 11-Jun-27 7.44% 10.00%

5 INE148I08298 Indiabulls Housing Finance Ltd. 8-Sep-27 8.35% 10.00%

6 INE202B07IN5 Dewan Housing Finance Corporation Ltd. 9-Sep-23 9.05% 10.00%

7 INE261F08AA4 National Bank for Agriculture & Rural

Development 25-Feb-28 8.22% 10.00%

8 INE296A08805 Bajaj Finance Ltd. 29-Sep-26 8.45% 5.98%

9 INE514E08FQ4 Export Import Bank Of India 11-Jan-33 7.88% 8.12%

10 INE733E07KI9 NTPC 13-Dec-31 7.37% 6.06%

11 INE752E07OF7 Power Grid Corporation of India Ltd. 19-Jun-27 7.30% 10.00%

12 INE941D07133 Reliance Ports & Terminals Ltd. 12-Jun-23 8.45% 7.92%

CRISIL

AAA

Medium

Term

Bond

Index

1 INE002A08476 Reliance Industries Ltd. 31-Aug-22 7.00% 10.00%

2 INE020B08AP1 Rural Electrification Corporation Ltd. 30-Nov-22 7.45% 10.00%

3 INE029A08040 Bharat Petroleum Corporation Ltd. 16-Jan-23 7.69% 4.98%

4 INE110L07070 Reliance Jio Infocomm Ltd. 8-Jul-21 8.32% 4.64%

5 INE115A07MS2 LIC Housing Finance Ltd. 16-Dec-22 7.85% 10.00%

6 INE134E08IH4 Power Finance Corporation Ltd. 16-Aug-21 7.50% 10.00%

7 INE148I07GE8 Indiabulls Housing Finance Ltd. 25-Sep-21 8.75% 10.00%

8 INE514E08FD2 Export Import Bank Of India 27-May-21 8.00% 10.00%

9 INE537P07398 India Infradebt Ltd. 31-Oct-22 7.90% 4.83%

10 INE752E07OD2 Power Grid Corporation of India Ltd. 21-Dec-21 7.20% 10.00%

11 INE871D07QX5 Infrastructure Leasing & Financial Services Ltd.

(IL&FS) 15-Jan-23 8.30% 5.55%

12 INE906B07FE6 National Highways Authority of India 23-Dec-21 7.17% 10.00%

CRISIL

AAA Short

Term

Bond

Index

1 INE001A07QW7 Housing Development Finance Corporation Ltd. 11-Dec-18 7.33% 10.00%

2 INE002A08518 Reliance Industries Ltd. 14-Dec-20 6.95% 10.00%

3 INE020B08AN6 Rural Electrification Corporation Ltd. 31-Dec-20 6.99% 10.00%


5 INE115A07MP8 LIC Housing Finance Ltd. 12-Feb-19 7.20% 10.00%

6 INE134E08IW3 Power Finance Corporation Ltd. 17-Sep-20 7.50% 10.00%

4


Date* Coupon

Index

Weights

7 INE148I07FP6 Indiabulls Housing Finance Ltd. 10-Aug-18 8.80% 7.69%

8 INE261F08907 National Bank for Agriculture & Rural

Development 30-Sep-20 6.98% 10.00%

9 INE296A07OY4 Bajaj Finance Ltd. 29-Jun-20 7.84% 8.45%

10 INE556F08IZ7 Small Industries Development Bank Of India 28-Dec-18 7.00% 6.76%

11 INE756I07886 HDB Financial Services Ltd. 13-May-19 8.48% 7.04%

12 INE916DA7PM7 Kotak Mahindra Prime Ltd. 14-Feb-19 8.03% 4.91%

CRISIL

AA and

AA+ Long

Term

Bond

Index

1 INE013A073H9 Reliance Capital Ltd. 2-Nov-26 8.85% 10.00%

2 INE121A08OC8 Cholamandalam Investment & Finance Co. Ltd. 15-Jun-27 8.80% 6.66%

3 INE124D08019 Reliance General Insurance Co. Ltd. 17-Aug-26 9.10% 4.41%

4 INE528G08279 Yes Bank 24-Feb-25 8.85% 6.78%

5 INE540P07095 U. P. Power Corporation Ltd. 13-Feb-26 8.97% 10.00%

6 INE601U08010 Tata Motors Finance Ltd. 13-Nov-27 8.35% 10.00%

7 INE688I08178 Capital First Ltd. 24-Aug-27 8.25% 7.02%

8 INE721A08CY4 Shriram Transport Finance Co. Ltd. 15-Oct-27 8.20% 10.00%

9 INE774D08MK5 Mahindra & Mahindra Financial Services Ltd. 24-Jul-27 8.00% 10.00%

10 INE804I08643 ECL Finance Ltd. 3-May-25 11.25% 10.00%

11 INE950O08147 Mahindra Rural Housing Finance Ltd. 15-Jun-27 8.50% 5.13%

12 INE975G07019 IL&FS Transportation Networks Ltd. 30-Nov-27 9.00% 10.00%

CRISIL

AA and

AA+

Medium

Term

Bond

Index

1 INE013A071E0 Reliance Capital Ltd. 9-Sep-21 8.90% 10.00%

2 INE038A07258 Hindalco Industries Ltd. 25-Apr-22 9.55% 10.00%

3 INE053A07182 Indian Hotels Co. Ltd. 15-Apr-22 7.85% 5.08%

4 INE115D07019 NTPC-SAIL Power Co. Ltd. 11-Jul-22 7.72% 5.58%

5 INE155A08365 Tata Motors Ltd. 29-Jun-21 7.40% 10.00%

6 INE414G07CD9 Muthoot Finance Ltd. 24-Apr-22 9.00% 4.58%


8 INE572E09361 PNB Housing Finance Ltd. 1-Jul-21 8.47% 10.00%

9 INE669E08300 IDEA Cellular Ltd. 14-Feb-22 8.03% 10.00%

10 INE688V08015 Energy Efficiency Services Ltd. 18-Jul-22 7.80% 8.07%

11 INE721A07KC5 Shriram Transport Finance Co. Ltd. 13-Apr-21 9.15% 6.70%

12 INE975G08272 IL&FS Transportation Networks Ltd. 15-Dec-22 9.25% 10.00%

CRISIL

AA and

AA+ Short

Term

1 INE027E07568 L&T Finance Ltd. 13-Nov-20 7.65% 10.00%

2 INE121A07MA8 Cholamandalam Investment & Finance Co. Ltd. 5-Jun-18 9.13% 10.00%

3 INE126D07099 Reliance Commercial Finance Ltd. 25-Mar-19 8.80% 5.64%

4 INE268A07152 Vedanta Ltd. 4-Jul-18 9.17% 6.29%

5


Date* Coupon

Index

Weights

Bond

Index

5 INE306N07JF3 Tata Capital Financial Services Ltd. 10-Apr-19 7.95% 10.00%

6 INE321N07228 KKR India Financial Services Pvt. Ltd. 9-Feb-20 0.00% 5.50%

7 INE540P07111 U. P. Power Corporation Ltd. 15-Mar-21 8.48% 10.00%

8 INE572E09536 PNB Housing Finance Ltd. 31-Oct-19 7.44% 10.00%

9 INE713G08046 Vodafone Mobile Services Ltd. 10-Jul-20 10.25% 10.00%

10 INE721A07MJ6 Shriram Transport Finance Co. Ltd. 13-Jun-19 7.95% 10.00%

11 INE774D07QX1 Mahindra & Mahindra Financial Services Ltd. 20-Feb-19 7.78% 5.78%

12 INE860H07EB1 Aditya Birla Finance Ltd. 23-Nov-18 7.76% 6.79%

CRISIL

AA+ Long

Term

Bond

Index

1 INE013A073H9 Reliance Capital Ltd. 2-Nov-26 8.85% 10.00%

2 INE160A08019 Punjab National Bank 24-Feb-24 9.65% 10.00%

3 INE217K07AG5 Reliance Home finance Ltd. 3-Jan-27 9.15% 10.00%

4 INE306N08052 Tata Capital Financial Services Ltd. 31-Mar-25 9.37% 4.37%

5 INE528G08279 Yes Bank 24-Feb-25 8.85% 10.00%

6 INE688I08178 Capital First Ltd. 24-Aug-27 8.25% 10.00%

7 INE721A08CY4 Shriram Transport Finance Co. Ltd. 15-Oct-27 8.20% 10.00%

8 INE774D08MK5 Mahindra & Mahindra Financial Services Ltd. 24-Jul-27 8.00% 10.00%

9 INE860H08DJ4 Aditya Birla Finance Ltd. 12-Dec-24 9.75% 7.17%

10 INE950O08147 Mahindra Rural Housing Finance Ltd. 15-Jun-27 8.50% 5.43%

11 INE957N08037 Hero Fincorp Ltd. 18-Jun-27 8.52% 3.03%

12 INE975G07019 IL&FS Transportation Networks Ltd. 30-Nov-27 9.00% 10.00%

CRISIL

AA+

Medium

Term

Bond

Index

1 INE013A071E0 Reliance Capital Ltd. 9-Sep-21 8.90% 10.00%

2 INE217K07AD2 Reliance Home finance Ltd. 3-Jan-22 8.90% 10.00%

3 INE321N07095 KKR India Financial Services Pvt. Ltd. 23-Apr-21 0.00% 5.09%

4 INE523E08NH8 L&T Finance Ltd. 21-Dec-22 9.80% 9.89%

5 INE535H08553 Fullerton India Credit Co. Ltd. 28-Oct-22 11.40% 4.01%

6 INE572E09361 PNB Housing Finance Ltd. 1-Jul-21 8.47% 10.00%

7 INE669E08300 IDEA Cellular Ltd. 14-Feb-22 8.03% 10.00%

8 INE688I07659 Capital First Ltd. 14-Jul-22 8.25% 10.00%

9 INE721A07KC5 Shriram Transport Finance Co. Ltd. 13-Apr-21 9.15% 10.00%

10 INE774D08KX2 Mahindra & Mahindra Financial Services Ltd. 13-Dec-21 10.50% 1.62%

11 INE957N07377 Hero Fincorp Ltd. 8-Jul-21 8.10% 9.39%

12 INE975G08272 IL&FS Transportation Networks Ltd. 15-Dec-22 9.25% 10.00%

CRISIL

AA+ Short

1 INE027E07568 L&T Finance Ltd. 13-Nov-20 7.65% 10.00%

2 INE126D07099 Reliance Commercial Finance Ltd. 25-Mar-19 8.80% 10.00%

6


Date* Coupon

Index

Weights

Term

Bond

Index

3 INE306N07JF3 Tata Capital Financial Services Ltd. 10-Apr-19 7.95% 10.00%

4 INE321N07228 KKR India Financial Services Pvt. Ltd. 9-Feb-20 0.00% 10.00%

5 INE403D08025 Bharti Telecom Ltd. 19-Feb-21 0.00% 6.56%

6 INE572E09536 PNB Housing Finance Ltd. 31-Oct-19 7.44% 10.00%

7 INE667F07GS3 Sundaram BNP Paribas Home Finance Ltd. 14-Jun-19 7.67% 3.70%

8 INE688I07428 Capital First Ltd. 30-Sep-19 8.50% 5.50%

9 INE691I07BW0 L&T Infrastructure Finance Co. Ltd. 8-Mar-19 8.86% 4.24%

10 INE721A07MJ6 Shriram Transport Finance Co. Ltd. 13-Jun-19 7.95% 10.00%

11 INE774D07QX1 Mahindra & Mahindra Financial Services Ltd. 20-Feb-19 7.78% 10.00%

12 INE860H07EB1 Aditya Birla Finance Ltd. 23-Nov-18 7.76% 10.00%

CRISIL

AA Long

Term

Bond

Index

1 INE087P08038 Avanse Financial Services Ltd. 27-Dec-27 9.35% 10.00%

2 INE121A08OC8 Cholamandalam Investment & Finance Co. Ltd. 15-Jun-27 8.80% 10.00%

3 INE124D08019 Reliance General Insurance Co. Ltd. 17-Aug-26 9.10% 10.00%

4 INE155A08209 Tata Motors Ltd. 12-Sep-24 9.77% 10.00%

5 INE477L08097 India Infoline Housing Finance Ltd. 14-Apr-23 8.93% 10.00%

6 INE528S08035 Edelweiss Retail Finance Ltd. 31-Jul-27 9.25% 3.36%

7 INE530L07228 Edelweiss Housing Finance Ltd. 19-Jul-26 10.00% 10.00%


9 INE601U08010 Tata Motors Finance Ltd. 13-Nov-27 8.35% 10.00%

10 INE657N07431 Edelweiss Commodities Services Ltd. 22-Dec-27 9.25% 6.64%

11 INE804I08643 ECL Finance Ltd. 3-May-25 11.25% 10.00%

CRISIL

AA

Medium

Term

Bond

Index

1 INE038A07258 Hindalco Industries Ltd. 25-Apr-22 9.55% 10.00%

2 INE053A07182 Indian Hotels Co. Ltd. 15-Apr-22 7.85% 8.57%

3 INE115D07019 NTPC-SAIL Power Co. Ltd. 11-Jul-22 7.72% 9.42%

4 INE121A08MR0 Cholamandalam Investment & Finance Co. Ltd. 5-Dec-22 11.25% 5.92%

5 INE137K07034 HPCL - Mittal Energy Ltd. 3-Sep-22 4.00% 8.00%

6 INE155A08365 Tata Motors Ltd. 29-Jun-21 7.40% 10.00%

7 INE340A07076 Birla Corporation Ltd. 18-Aug-21 9.15% 5.15%

8 INE414G07CD9 Muthoot Finance Ltd. 24-Apr-22 9.00% 7.75%

9 INE530L07194 Edelweiss Housing Finance Ltd. 19-Jul-21 9.75% 7.16%


11 INE548V07047 Nuvoco Vistas Corporation Ltd. 14-Sep-21 8.66% 8.02%

12 INE688V08015 Energy Efficiency Services Ltd. 18-Jul-22 7.80% 10.00%

1 INE081A08207 Tata Steel Ltd. 24-Jan-21 9.15% 3.46%

7


Date* Coupon

Index

Weights

CRISIL

AA Short

Term

Bond

Index

2 INE121A07MA8 Cholamandalam Investment & Finance Co. Ltd. 5-Jun-18 9.13% 10.00%

3 INE140A07369 Piramal Enterprises Ltd. 27-Jun-19 8.13% 10.00%

4 INE155A08308 Tata Motors Ltd. 1-Aug-19 8.00% 10.00%

5 INE268A07152 Vedanta Ltd. 4-Jul-18 9.17% 10.00%

6 INE414G07CC1 Muthoot Finance Ltd. 24-Jun-20 8.75% 10.00%

7 INE540P07111 U. P. Power Corporation Ltd. 15-Mar-21 8.48% 10.00%

8 INE601U07038 Tata Motors Finance Ltd. 10-Jul-20 0.00% 7.81%

9 INE657N07423 Edelweiss Commodities Services Ltd. 30-Apr-19 8.10% 3.23%

10 INE713G08046 Vodafone Mobile Services Ltd. 10-Jul-20 10.25% 10.00%

11 INE804I07SJ0 ECL Finance Ltd. 28-Jan-19 11.85% 5.51%

12 INE866I07BA4 India Infoline Finance Ltd. 20-Sep-18 9.30% 10.00%

CRISIL

AA- Long

Term

Bond

Index

1 INE114A07869 Steel Authority Of India Ltd. 14-Oct-24 9.00% 20.00%

2 INE141A08019 Oriental Bank Of Commerce 26-Oct-24 9.20% 20.00%

3 INE168A08046 The Jammu & Kashmir Bank Ltd. 27-Dec-24 9.25% 20.00%

4 INE245A08133 Tata Power Co. Ltd. 15-Nov-24 7.99% 20.00%

5 INE549F08509 Karnataka State Financial Corporation 18-Oct-24 9.24% 20.00%

CRISIL

AA-

Medium

Term

Bond

Index

1 INE168A08038 The Jammu & Kashmir Bank Ltd. 24-Jun-22 9.50% 16.67%


3 INE251G07023 Cauvery Neeravari Nigama Ltd. 31-Mar-23 8.85% 16.67%

4 INE262F07071 Karnataka Neeravari Nigam Ltd. 31-Mar-22 8.75% 16.67%

5 INE577S07059 Prabhakar Viniyog Pvt. Ltd. 28-Apr-21 0.00% 16.67%

6 INE990D07304 Krishna Bhagya Jala Nigam Ltd. 30-Sep-21 9.13% 16.67%

CRISIL

AA- Short

Term

Bond

Index

1 INE019A07399 JSW Steel Ltd. 22-Dec-18 9.67% 10.00%

2 INE055A07070 Century Textiles & Industries Ltd. 12-Apr-19 8.88% 7.53%

3 INE069I07371 Indiabulls Real Estate Ltd. 6-Jul-18 9.45% 10.00%

4 INE114A07901 Steel Authority Of India Ltd. 9-Jun-18 8.35% 10.00%


6 INE324A07138 Jindal Saw Ltd. 12-Sep-18 10.50% 4.75%

7 INE452O07047 Future Lifestyle Fashions Ltd. 9-Nov-20 8.70% 7.90%

8 INE502K07070 Talwalkars Better Value Fitness Ltd. 7-Dec-18 10.00% 10.00%

9 INE522D07AB4 Manappuram Finance Ltd. 20-Mar-19 10.05% 3.78%

10 INE738C07051 Bharat Aluminium Co. Ltd. 27-Mar-20 8.00% 7.32%

11 INE814H07091 Adani Power Ltd. 30-Apr-19 10.30% 8.98%

12 INE896L07298 Indostar Capital Finance Ltd. 8-Jan-21 10.05% 9.75%

8


Date* Coupon

Index

Weights

CRISIL A

Medium

To Long

Term

Bond

Index

1 INE535N08056 Haryana Vidyut Prasaran Nigam Ltd. 28-Mar-22 9.83% 2.33%

2 INE103G08032 Rajasthan Financial Corporation 22-Jan-23 9.24% 2.33%

3 INE700N09013 Rajasthan State Road Transport Corporation 17-Jul-22 9.70% 10.00%

4 INE572F08071 Rajasthan Rajya Vidyut Prasaran Nigam Ltd. 28-Mar-23 10.15% 5.29%

5 INE514F07083 Neelachal Ispat Nigam Ltd. 27-Mar-24 11.90% 4.67%

6 INE818F08037 Kerala Financial Corporation 30-Oct-21 9.15% 4.67%

7 INE220H08016 Himachal Pradesh State Electricity Board 29-Mar-23 10.39% 7.00%

8 INE891F08018 Rajasthan Rajya Vidyut Utpadan Nigam Ltd. 24-Dec-26 9.00% 10.00%

9 INE340M08137 Tamilnadu Generation & Distribution

Corporation Ltd. 18-Dec-21 9.20% 10.00%

10 INE512S08013 Chhattisgarh State Power Distribution Co. Ltd. 26-Mar-35 8.72% 10.00%

11 INE348L08033 MAS Financial Services Ltd. 22-Jun-22 14.00% 0.93%

12 INE560K07128 PTC India Financial Services Ltd. 28-May-25 9.62% 4.99%

13 INE683A08028 South Indian Bank Ltd. 31-Oct-25 10.25% 10.00%

14 INE879Q08036 ESAF Small Finance Bank Ltd. 28-Dec-21 16.83% 0.58%

15 INE852O07022 Aptus Value Housing Finance India Ltd. 15-May-23 9.35% 0.78%

16 INE396P08066 Utkarsh Small Finance Bank Ltd. 30-Jun-22 12.00% 3.50%

17 INE764L07165 Sadbhav Infrastructure Project Ltd. 27-Jun-22 0.00% 0.58%

18 INE694C08070 The Lakshmi Vilas Bank Ltd. 7-Jun-24 10.70% 2.33%

19 INE540P07269 U. P. Power Corporation Ltd. 20-Oct-27 9.75% 10.00%

CRISIL A

Short

Term

Index

1 INE216P07076 Aavas Financiers Ltd. 20-Jun-18 10.70% 2.71%

2 INE192L08126 JSW Techno Projects Management Ltd. 17-Dec-18 0.00% 10.00%

3 INE658R08016 Aspire Home Finance Corporation Ltd. 14-Dec-18 10.82% 1.36%

4 INE582R07044 Continental Drug Co. Pvt. Ltd. 8-Apr-19 0.00% 9.05%

5 INE482G07065 Tata Sky Ltd. 30-May-19 0.00% 9.05%

6 INE949L07477 AU Small Finance Bank Ltd. 13-Jun-19 10.05% 9.05%

7 INE423A07195 Adani Enterprises Ltd. 24-Apr-19 10.20% 10.00%

8 INE016P07062 Vistaar Financial Services Pvt. Ltd. 27-Jul-19 11.70% 6.15%

9 INE428Q08065 Suryoday Small Finance Bank Ltd. 12-Jul-18 11.15% 4.52%

10 INE396P08082 Utkarsh Small Finance Bank Ltd. 16-Jan-20 10.20% 4.52%

11 INE180C07031 Capri Global Capital Ltd. 7-Mar-19 10.25% 1.36%


13 INE124N07093 Ess Kay Fincorp Pvt. Ltd. 17-Jan-20 10.60% 3.17%

14 INE443L07042 Belstar Investment & Finance Pvt. Ltd. 17-Jul-20 11.40% 4.52%

15 INE530Z07012 Everbest Consultancy Services Pvt. Ltd. 26-Feb-19 0.00% 10.00%

9


Date* Coupon

Index

Weights

16 INE459T07025 Vastu Housing Finance Corporation Ltd. 27-Feb-21 9.95% 4.52%

CRISIL

Medium

To Long

Term

Banking

Debt

Index

1 INE084A08045 Bank of India 30-Sep-23 9.80% 0.99%

2 INE092T08BS4 IDFC Bank Ltd. 3-Jan-25 8.67% 10.00%

3 INE476A08050 Canara Bank 27-Apr-26 8.40% 8.67%

4 INE028A08117 Bank of Baroda 11-Aug-22 8.65% 10.00%

5 INE040A08377 HDFC Bank Ltd. 12-May-22 8.85% 10.00%

6 INE062A08140 State Bank of India 25-Oct-21 8.39% 10.00%

7 INE090A08TW2 ICICI Bank Ltd. 17-Mar-22 9.20% 10.00%

8 INE095A08074 IndusInd Bank Ltd. 18-Apr-22 9.50% 3.97%

9 INE160A08100 Punjab National Bank 3-Mar-22 8.95% 10.00%

10 INE238A08427 Axis Bank Ltd. 14-Dec-21 8.75% 10.00%

11 INE528G08394 Yes Bank 18-Oct-22 9.00% 10.00%

12 INE692A08086 Union Bank Of India 3-May-22 9.08% 6.36%

CRISIL

Short

Term

Banking

Debt

Index

1 INE062A09171 State Bank of India 29-Jun-18 8.40% 16.67%

2 INE090A08SO1 ICICI Bank Ltd. 4-Jun-18 9.00% 16.67%

3 INE092T08AM9 IDFC Bank Ltd. 28-May-18 8.59% 16.67%

4 INE528G08147 Yes Bank 22-Jan-20 9.65% 16.67%

5 INE608A09098 Punjab & Sind Bank 22-Apr-19 11.05% 16.67%

6 INE028A08075 Bank of Baroda 9-Jan-20 9.48% 16.67%

CRISIL

Medium

To Long

Term PSU

Debt

Index



3 INE053F07AD1 Indian Railway Finance Corporation Ltd. 29-Oct-27 7.54% 7.22%

4 INE134E08IH4 Power Finance Corporation Ltd. 16-Aug-21 7.50% 10.00%

5 INE206D08212 Nuclear Power Corporation Of India Ltd. 28-Nov-25 8.40% 7.60%

6 INE261F08AA4 National Bank for Agriculture & Rural

Development 25-Feb-28 8.22% 10.00%

7 INE514E08FQ4 Export Import Bank Of India 11-Jan-33 7.88% 10.00%


9 INE733E07KI9 NTPC 13-Dec-31 7.37% 6.91%


11 INE861G08035 Food Corporation of India 7-Mar-22 9.95% 5.67%


CRISIL

Short

Term PSU


2 INE031A08541 Housing & Urban Development Corporation

Ltd. 22-Dec-20 7.14% 6.34%

10


Date* Coupon

Index

Weights

Debt

Index

3 INE053F07AL4 Indian Railway Finance Corporation Ltd. 7-Jun-19 7.72% 10.00%

4 INE134E08IU7 Power Finance Corporation Ltd. 16-Jul-18 6.90% 10.00%



6 INE514E08ER5 Export Import Bank Of India 5-Nov-18 7.81% 11.45%


8 INE556F08IZ7 Small Industries Development Bank Of India 28-Dec-18 7.00% 10.00%

9 INE688V08023 Energy Efficiency Services Ltd. 10-Feb-21 8.15% 0.53%

10 INE733E07JY8 NTPC 31-Dec-20 8.18% 5.60%

11 INE752E07LA4 Power Grid Corporation of India Ltd. 15-Jul-18 8.70% 10.00%

12 INE848E07AE5 National Hydroelectric Power Corporation Ltd. 13-Sep-19 6.91% 6.08%

CRISIL

Dynamic

Gilt Index

1 IN0020170174 07.17% CGL 2028 (New 10 year G-sec) 8-Jan-28 7.17% 17.27%

2 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 19.35%

3 IN0020170042 06.68% CGL 2031 17-Sep-31 6.68% 13.66%

4 IN0020160050 06.84% CGL 2022 19-Dec-22 6.84% 6.36%

5 IN0020060037 08.20% CGL 2022 (Recaptalised Bond) 15-Feb-22 8.20% 5.02%

6 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 5.80%

7 IN0020080068 06.05% CGL 2019 (FEB) 2-Feb-19 6.05% 4.81%

8 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 5.91%

9 IN0020140029 08.27% CGL 2020 (New 6 Year Bond) 9-Jun-20 8.27% 5.35%

10 IN0020150036 07.72% CGL 2025 - New 10 Year G-Sec. 25-May-25 7.72% 5.75%

11 IN0020110022 07.80% CGL 2021 11-Apr-21 7.80% 5.04%

12 IN0020150093 07.59% CGL 2026 - New 10 Year G-Sec 11-Jan-26 7.59% 5.68%

CRISIL

Composite

Gilt Index

1 IN0020170042 06.68% CGL 2031 17-Sep-31 6.68% 28.93%

2 IN0020150028 07.88% CGL 2030 - New 15 Year G-Sec 19-Mar-30 7.88% 9.39%

3 IN0020160100 06.57% CGL 2033 - New 17 Year G-sec 5-Dec-33 6.57% 6.12%


5 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 20.48%

6 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 7.60%

7 IN0020160050 06.84% CGL 2022 19-Dec-22 6.84% 4.58%


9 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 3.36%

CRISIL

Long

1 IN0020170042 06.68% CGL 2031 17-Sep-31 6.68% 40.34%

2 IN0020150028 07.88% CGL 2030 - New 15 Year G-Sec 19-Mar-30 7.88% 9.98%


11


Date* Coupon

Index

Weights

Term Gilt

Index

4 IN0020150069 07.59% CGL 2029 - New 14 G-Sec 20-Mar-29 7.59% 8.92%

5 IN0020150051 07.73% CGL 2034 - New 19 Year G-Sec. 19-Dec-34 7.73% 8.96%

6 IN0020140078 08.17% CGL 2044 (New 30 Years Govt.Stock) 1-Dec-44 8.17% 7.96%

7 IN0020160118 06.79% CGL 2029 26-Dec-29 6.79% 9.31%

8 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 7.46%

CRISIL

Medium

Term Gilt

Index


2 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 27.71%

3 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 8.32%


5 IN0020150093 07.59% CGL 2026 - New 10 Year G-Sec 11-Jan-26 7.59% 7.99%

6 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 7.50%

7 IN0020160035 06.97% CGL 2026 6-Sep-26 6.97% 7.80%

8 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 7.65%

CRISIL

Short

Term Gilt

Index

1 IN0020160050 06.84% CGL 2022 19-Dec-22 6.84% 18.88%


3 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 13.65%

4 IN0020080068 06.05% CGL 2019 (FEB) 2-Feb-19 6.05% 11.94%


6 IN0020110022 07.80% CGL 2021 11-Apr-21 7.80% 10.72%

7 IN0020100015 07.80% CGL 2020 3-May-20 7.80% 10.19%

8 IN0020070028 08.08% CGL 2022 (Recaptalised Bond) 2-Aug-22 8.08% 9.58%

CRISIL 2

month CD

Index

1 INE237A16Z66 Kotak Mahindra Bank Ltd. 8-May-18 - 10.00%

2 INE556F16192 Small Industries Development Bank Of India 18-May-18 - 10.00%

3 INE090A165M9 ICICI Bank Ltd. 18-May-18 - 10.00%

4 INE095A16WS6 IndusInd Bank Ltd. 14-May-18 - 10.00%

5 INE238A16Y17 Axis Bank Ltd. 8-May-18 - 10.00%

6 INE092T16DD5 IDFC Bank ltd. 14-May-18 - 10.00%

7 INE063P16149 Equitas Small Finance Bank Ltd. 18-May-18 - 10.00%

8 INE528G16N70 Yes Bank 18-May-18 - 10.00%

9 INE976G16HG0 RBL Bank Ltd. 14-May-18 - 10.00%

10 INE608A16OA1 Punjab & Sind Bank 15-May-18 - 10.00%

CRISIL 3

month CD

Index

1 INE090A160M0 ICICI Bank Ltd. 29-Jun-18 - 10.00%

2 INE092T16BE7 IDFC Bank ltd. 19-Jun-18 - 10.00%

3 INE528G16K99 Yes Bank 27-Jun-18 - 10.00%

12


Date* Coupon

Index

Weights

4 INE040A16BR8 HDFC Bank Ltd. 29-Jun-18 - 10.00%

5 INE976G16FX9 RBL Bank Ltd. 20-Jun-18 - 10.00%

6 INE556F16267 Small Industries Development Bank Of India 21-Jun-18 - 10.00%

7 INE238A16U78 Axis Bank Ltd. 20-Jun-18 - 10.00%

8 INE237A161C3 Kotak Mahindra Bank Ltd. 25-Jun-18 - 10.00%

9 INE095A16WR8 IndusInd Bank Ltd. 20-Jun-18 - 10.00%

10 INE683A16KM7 South Indian Bank Ltd. 20-Jun-18 - 10.00%

CRISIL 6

month CD

Index

1 INE040A16BU2 HDFC Bank Ltd. 12-Sep-18 - 14.29%

2 INE480Q16184 Cooperatieve Centrale Raiffeisen-

Boerenleenbank 20-Sep-18 - 14.29%

3 INE551W16032 Ujjivan Small Finance Bank Ltd. 14-Sep-18 - 14.29%

4 INE090A164N0 ICICI Bank Ltd. 28-Sep-18 - 14.29%

5 INE095A16WX6 IndusInd Bank Ltd. 14-Sep-18 - 14.29%

6 INE237A160E1 Kotak Mahindra Bank Ltd. 19-Sep-18 - 14.29%

7 INE528G16O53 Yes Bank 14-Sep-18 - 14.29%

CRISIL 1

Year CD

Index

1 INE514E16AQ8 Export Import Bank Of India 29-Mar-19 - 12.50%

2 INE949L16106 AU Small Finance Bank Ltd. 5-Mar-19 - 12.50%

3 INE556F16374 Small Industries Development Bank Of India 8-Mar-19 - 12.50%

4 INE040A16CC8 HDFC Bank Ltd. 8-Mar-19 - 12.50%

5 INE238A16Z65 Axis Bank Ltd. 12-Mar-19 - 12.50%

6 INE528G16O38 Yes Bank 13-Mar-19 - 12.50%

7 INE090A164P5 ICICI Bank Ltd. 15-Mar-19 - 12.50%

8 INE095A16XL9 IndusInd Bank Ltd. 19-Mar-19 - 12.50%

CRISIL 2

Month CP

Index

1 INE296A14NJ3 Bajaj Finance Ltd. 18-May-18 - 12.50%

2 INE886I14960 Motilal Oswal Securities Ltd. 10-May-18 - 6.67%

3 INE001A14SG2 Housing Development Finance Corporation Ltd. 15-May-18 - 15.00%

4 INE481G14766 Ultratech Cement Ltd. 11-May-18 - 20.00%

5 INE763G14FN7 ICICI Securities Ltd. 11-May-18 - 6.67%

6 INE657N14PC9 Edelweiss Commodities Services Ltd. 18-May-18 - 6.67%

7 INE721A14BA4 Shriram Transport Finance Co. Ltd. 18-May-18 - 12.50%

8 INE140A14SK0 Piramal Enterprises Ltd. 18-May-18 - 20.00%

CRISIL 3

Month CP

Index

1 INE110L14GU4 Reliance Jio Infocomm Ltd. 19-Jun-18 - 25.00%

2 INE205A14MS7 Vedanta Ltd. 19-Jun-18 - 25.00%

3 INE657N14PF2 Edelweiss Commodities Services Ltd. 19-Jun-18 - 25.00%

4 INE306N14ND6 Tata Capital Financial Services Ltd. 19-Jun-18 - 8.33%

13


Date* Coupon

Index

Weights

5 INE641O14BV1 Piramal Finance Pvt. Ltd. 19-Jun-18 - 8.33%

6 INE732U14565 Ford Credit India Pvt. Ltd. 20-Jun-18 - 8.33%

CRISIL 6

month

CPIndex

1 INE020B14516 Rural Electrification Corporation Ltd. 4-Sep-18 - 12.50%

2 INE916D14J06 Kotak Mahindra Prime Ltd. 10-Sep-18 - 8.33%

3 INE756I14BU1 HDB Financial Services Ltd. 7-Sep-18 - 8.33%

4 INE641O14BS7 Piramal Finance Pvt. Ltd. 12-Sep-18 - 8.33%

5 INE002A14979 Reliance Industries Ltd. 11-Sep-18 - 25.00%

6 INE110L14GR0 Reliance Jio Infocomm Ltd. 11-Sep-18 - 25.00%

7 INE514E14NH5 Export Import Bank Of India 19-Sep-18 - 12.50%

CRISIL 1

Year CP

Index

1 INE027E14FH4 L&T Finance Ltd. 6-Mar-19 - 12.50%

2 INE477A14866 CanFin Homes Ltd. 8-Mar-19 - 15.00%

3 INE870H14EY8 Network 18 Media & Invst. Ltd. 11-Mar-19 - 20.00%

4 INE886H14CD2 TV18 Broadcast Ltd. 11-Mar-19 - 20.00%

5 INE657N14OX8 Edelweiss Commodities Services Ltd. 12-Mar-19 - 20.00%

6 INE756I14BV9 HDB Financial Services Ltd. 18-Mar-19 - 12.50%

CRISIL 10

Year SDL

Index

1 IN1220170170 08.29% ASSAM SDL 2028 14-Mar-28 8.29% 3.05%

2 IN1520170243 8.26% GUJARAT SDL 2028 14-Mar-28 8.26% 9.43%

3 IN1620170150 08.29% HARYANA SDL 2028 14-Mar-28 8.29% 5.78%

4 IN1920170165 08.03% KARNATAKA SDL 2028 31-Jan-28 8.03% 8.69%

5 IN2020170147 08.13% KERALA SDL 2028 21-Mar-28 8.13% 4.32%

6 IN2120170088 08.05% MADHYA PRADESH SDL 2028 14-Feb-28 8.05% 5.90%

7 IN2220170103 07.33% MAHARASHTRA SDL 2027 13-Sep-27 7.33% 5.42%

8 IN2820170297 8.13% PUNJAB SDL 2028 21-Mar-28 8.13% 6.87%

9 IN2920170197 08.28% RAJASTHAN SDL 2028 14-Mar-28 8.28% 8.45%

10 IN3120170151 08.28% TAMIL NADU SDL 2028 (Mar) 14-Mar-28 8.28% 16.10%

11 IN3320170225 08.14% UTTAR PRADESH SDL 2028 21-Mar-28 8.14% 16.35%

12 IN3420170208 8.27% WEST BENGAL SDL 2028 14-Mar-28 8.27% 9.63%

*Redemption date is earlier of Maturity Date & Call/Put Date

14

Constituent Details - Existing

The securities that presently form a part of the indices are as follows:


Date* Coupon

Index

Weights

CRISIL

AAA

Long

Term

Bond

Index

1 INE020B08AQ9 Rural Electrification Corporation Ltd. 10-Dec-27 7.70% 10.00%

2 INE053F07AC3 Indian Railway Finance Corporation Ltd. 27-Aug-27 7.33% 7.06%

3 INE115A07ML7 LIC Housing Finance Ltd. 6-Sep-24 7.40% 10.00%

4 INE134E08JC3 Power Finance Corporation Ltd. 11-Jun-27 7.44% 10.00%

5 INE148I08298 Indiabulls Housing Finance Ltd. 8-Sep-27 8.35% 10.00%

6 INE202B07IN5 Dewan Housing Finance Corporation Ltd. 9-Sep-23 9.05% 10.00%


Development 23-Nov-32 7.60% 7.52%

8 INE296A08805 Bajaj Finance Ltd. 29-Sep-26 8.45% 5.33%

9 INE514E08FP6 Export Import Bank Of India 3-Aug-27 7.22% 7.14%

10 INE733E07KI9 NTPC 13-Dec-31 7.37% 5.23%


12 INE941D07166 Reliance Ports & Terminals Ltd. 18-Nov-26 7.90% 7.73%

CRISIL

AAA

Medium

Term

Bond

Index

1 INE001A07OO9 Housing Development Finance Corporation Ltd. 4-Mar-21 8.75% 6.46%

2 INE002A08476 Reliance Industries Ltd. 31-Aug-22 7.00% 10.00%



5 INE115A07MS2 LIC Housing Finance Ltd. 16-Dec-22 7.85% 10.00%

6 INE134E08JD1 Power Finance Corporation Ltd. 8-Aug-22 7.10% 10.00%

7 INE148I07GE8 Indiabulls Housing Finance Ltd. 25-Sep-21 8.75% 10.00%

8 INE514E08FD2 Export Import Bank Of India 27-May-21 8.00% 6.39%

9 INE752E07OD2 Power Grid Corporation of India Ltd. 21-Dec-21 7.20% 10.00%

10 INE871D07QX5 Infrastructure Leasing & Financial Services Ltd.

(IL&FS) 15-Jan-23 8.30% 3.97%

11 INE895D08907 Tata Sons Ltd. 25-Mar-21 0.00% 9.56%


CRISIL

AAA

Short

Term

Bond

Index

1 INE001A07QW7 Housing Development Finance Corporation Ltd. 11-Dec-18 7.33% 10.00%

2 INE002A08518 Reliance Industries Ltd. 14-Dec-20 6.95% 10.00%



5 INE115A07MM5 LIC Housing Finance Ltd. 15-Nov-18 6.92% 10.00%

6 INE134E08IU7 Power Finance Corporation Ltd. 16-Jul-18 6.90% 10.00%

15


Date* Coupon

Index

Weights



8 INE296A07QC5 Bajaj Finance Ltd. 10-Nov-20 7.25% 8.65%

9 INE556F09601 Small Industries Development Bank Of India 15-Mar-19 8.04% 8.02%

10 INE756I07AH4 HDB Financial Services Ltd. 24-Sep-18 7.85% 5.79%

11 INE916DA7OA5 Kotak Mahindra Prime Ltd. 29-May-19 7.76% 5.27%

12 INE148I07FP6 Indiabulls Housing Finance Ltd. 10-Aug-18 8.80% 6.94%

CRISIL

A Long

Term

Bond

Index

1 INE535N08056 Haryana Vidyut Prasaran Nigam Ltd. 28-Mar-22 9.83% 1.98%

2 INE103G08032 Rajasthan Financial Corporation 22-Jan-23 9.24% 1.98%

3 INE700N09013 Rajasthan State Road Transport Corporation 17-Jul-22 9.70% 9.88%

4 INE572F08071 Rajasthan Rajya Vidyut Prasaran Nigam Ltd. 28-Mar-23 10.15% 4.47%

5 INE514F07083 Neelachal Ispat Nigam Ltd. 27-Mar-24 11.90% 3.95%

6 INE667M08018 Bandhan Financial Services Pvt. Ltd. 2-Sep-21 14.54% 3.16%

7 INE818F08037 Kerala Financial Corporation 30-Oct-21 9.15% 3.95%

8 INE220H08016 Himachal Pradesh State Electricity Board 29-Mar-23 10.39% 5.93%

9 INE891F08018 Rajasthan Rajya Vidyut Utpadan Nigam Ltd. 24-Dec-26 9.00% 10.00%

10 INE340M08137 Tamilnadu Generation & Distribution

Corporation Ltd. 18-Dec-21 9.20% 10.00%

11 INE512S08013 Chhattisgarh State Power Distribution Co. Ltd. 26-Mar-35 8.72% 9.88%

12 INE348L08033 MAS Financial Services Ltd. 22-Jun-22 14.00% 0.79%

13 INE560K07128 PTC India Financial Services Ltd. 28-May-25 9.62% 4.22%

14 INE949L07535 AU Small Finance Bank Ltd. 16-Mar-21 8.79% 3.36%

15 INE683A08028 South Indian Bank Ltd. 31-Oct-25 10.25% 9.88%

16 INE879Q08036 ESAF Small Finance Bank Ltd. 28-Dec-21 16.83% 0.49%

17 INE852O07022 Aptus Value Housing Finance India Ltd. 15-May-23 9.35% 0.66%

18 INE396P08066 Utkarsh Small Finance Bank Ltd. 30-Jun-22 12.00% 2.96%

19 INE764L07165 Sadbhav Infrastructure Project Ltd. 27-Jun-22 0.00% 0.49%

20 INE694C08070 The Lakshmi Vilas Bank Ltd. 7-Jun-24 10.70% 1.98%


CRISIL

A Short

Term

Index

1 INE216P07076 Aavas Financiers Ltd. 20-Jun-18 10.70% 3.83%

2 INE192L08126 JSW Techno Projects Management Ltd. 17-Dec-18 0.00% 10.00%

3 INE658R08016 Aspire Home Finance Corporation Ltd. 14-Dec-18 10.82% 1.92%

4 INE582R07044 Continental Drug Co. Pvt. Ltd. 8-Apr-19 0.00% 10.00%

5 INE482G07065 Tata Sky Ltd. 30-May-19 0.00% 10.00%

6 INE949L07477 AU Small Finance Bank Ltd. 13-Jun-19 10.05% 10.00%

16


Date* Coupon

Index

Weights

7 INE423A07195 Adani Enterprises Ltd. 24-Apr-19 10.20% 10.00%

8 INE016P07062 Vistaar Financial Services Pvt. Ltd. 27-Jul-19 11.70% 8.69%

9 INE428Q08065 Suryoday Small Finance Bank Ltd. 12-Jul-18 11.15% 6.39%

10 INE396P08082 Utkarsh Small Finance Bank Ltd. 16-Jan-20 10.20% 6.39%

11 INE180C07031 Capri Global Capital Ltd. 7-Mar-19 10.25% 1.92%


13 INE124N07093 Ess Kay Fincorp Pvt. Ltd. 17-Jan-20 10.60% 4.47%

14 INE443L07042 Belstar Investment & Finance Pvt. Ltd. 17-Jul-20 11.40% 6.39%

CRISIL

Gilt

Index

1 IN0020170042 06.68% CGL 2031 17-Sep-31 6.68% 18.56%

2 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 18.55%


4 IN0020160050 06.84% CGL 2022 19-Dec-22 6.84% 6.27%


6 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 5.79%

7 IN0020080068 06.05% CGL 2019 (FEB) 2-Feb-19 6.05% 4.72%

8 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 4.56%



11 IN0020020171 06.35% CGL 2020 2-Jan-20 6.35% 4.79%

12 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 5.35%

CRISIL

Long

Term

Gilt

Index

1 IN0020170042 06.68% CGL 2031 17-Sep-31 6.68% 38.62%

2 IN0020150051 07.73% CGL 2034 - New 19 Year G-Sec. 19-Dec-34 7.73% 9.98%

3 IN0020140011 08.60% CGL 2028 -New 14 Year Bond. 2-Jun-28 8.60% 9.34%

4 IN0020160118 06.79% CGL 2029 26-Dec-29 6.79% 10.49%

5 IN0020160019 07.61% CGL 2030 9-May-30 7.61% 8.82%

6 IN0020150044 08.13% CGL 2045 22-Jun-45 8.13% 8.00%


8 IN0020150069 07.59% CGL 2029 - New 14 G-Sec 20-Mar-29 7.59% 8.25%

CRISIL

Medium

Term

Gilt

Index

1 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 29.11%



4 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 7.44%

5 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 7.85%

6 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 7.70%

17


Date* Coupon

Index

Weights

7 IN0020120039 08.33% CGL 2026 9-Jul-26 8.33% 7.64%

8 IN0020140060 08.15% CGL 2026 - New 12 Year Govt.Stock 24-Nov-26 8.15% 7.31%

CRISIL

Short

Term

Gilt

Index

1 IN0020160050 06.84% CGL 2022 19-Dec-22 6.84% 19.11%


3 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 13.95%

4 IN0020080068 06.05% CGL 2019 (FEB) 2-Feb-19 6.05% 11.93%

5 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 11.19%


7 IN0020020171 06.35% CGL 2020 2-Jan-20 6.35% 9.48%

8 IN0020110022 07.80% CGL 2021 11-Apr-21 7.80% 8.97%

CRISIL

2

month

CD

Index

1 INE090A165O5 ICICI Bank Ltd. 4-May-18 - 10.00%

2 INE238A16X34 Axis Bank Ltd. 26-Apr-18 - 10.00%

3 INE683A16KD6 South Indian Bank Ltd. 25-Apr-18 - 10.00%

4 INE976G16GY5 RBL Bank Ltd. 27-Apr-18 - 10.00%

5 INE092T16CZ0 IDFC Bank ltd. 4-May-18 - 10.00%

6 INE551W16206 Ujjivan Small Finance Bank Ltd. 26-Apr-18 - 10.00%

7 INE168A16LC8 The Jammu & Kashmir Bank Ltd. 26-Apr-18 - 10.00%

8 INE949L16031 AU Small Finance Bank Ltd. 4-May-18 - 10.00%

9 INE237A160A9 Kotak Mahindra Bank Ltd. 4-May-18 - 10.00%

10 INE095A16XB0 IndusInd Bank Ltd. 2-May-18 - 10.00%

CRISIL

3

month

CD

Index

1 INE238A16V44 Axis Bank Ltd. 14-Jun-18 - 10.00%

2 INE095A16WR8 IndusInd Bank Ltd. 20-Jun-18 - 10.00%

3 INE443O16203 Credit Suisse AG 15-Jun-18 - 10.00%

4 INE090A165L1 ICICI Bank Ltd. 13-Jun-18 - 10.00%

5 INE237A161D1 Kotak Mahindra Bank Ltd. 15-Jun-18 - 10.00%

6 INE551W16115 Ujjivan Small Finance Bank Ltd. 8-Jun-18 - 10.00%

7 INE092T16BF4 IDFC Bank ltd. 20-Jun-18 - 10.00%

8 INE976G16FX9 RBL Bank Ltd. 20-Jun-18 - 10.00%

9 INE556F16259 Small Industries Development Bank Of India 20-Jun-18 - 10.00%

10 INE528G16K81 Yes Bank 18-Jun-18 - 10.00%

CRISIL

6

month

1 INE095A16WX6 IndusInd Bank Ltd. 14-Sep-18 - 20.00%

2 INE237A160B7 Kotak Mahindra Bank Ltd. 14-Sep-18 - 20.00%

3 INE551W16032 Ujjivan Small Finance Bank Ltd. 14-Sep-18 - 20.00%

4 INE040A16BU2 HDFC Bank Ltd. 12-Sep-18 - 20.00%

18


Date* Coupon

Index

Weights

CD

Index 5 INE090A162N4 ICICI Bank Ltd. 12-Sep-18 - 20.00%

CRISIL

1 Year

CD

Index

1 INE095A16XJ3 IndusInd Bank Ltd. 26-Feb-19 - 12.50%

2 INE556F16358 Small Industries Development Bank Of India 15-Feb-19 - 12.50%

3 INE238A16Y66 Axis Bank Ltd. 22-Feb-19 - 12.50%

4 INE090A168O9 ICICI Bank Ltd. 21-Feb-19 - 12.50%

5 INE949L16106 AU Small Finance Bank Ltd. 5-Mar-19 - 12.50%


Development 14-Feb-19 - 12.50%

7 INE443O16211 Credit Suisse AG 14-Feb-19 - 12.50%

8 INE514E16BG7 Export Import Bank Of India 8-Feb-19 - 12.50%

CRISIL

2

Month

CP

Index

1 INE733E14088 NTPC 25-Apr-18 - 10.00%

2 INE957N14AE1 Hero Fincorp Ltd. 2-May-18 - 10.00%

3 INE110L14GJ7 Reliance Jio Infocomm Ltd. 2-May-18 - 10.00%

4 INE069I14690 Indiabulls Real Estate Ltd. 30-Apr-18 - 10.00%

5 INE121H14IU5 IL & FS Financial Services Ltd. 4-May-18 - 10.00%

6 INE289B14CV4 Gic Housing Finance Ltd. 27-Apr-18 - 10.00%

7 INE539K14755 HDFC Credila Financial Services Pvt. Ltd. 4-May-18 - 10.00%

8 INE501A14DP4 Deepak Fertilisers & Petrochemicals Corp. Ltd. 27-Apr-18 - 10.00%

9 INE522D14HS9 Manappuram Finance Ltd. 2-May-18 - 10.00%

10 INE202B14LU0 Dewan Housing Finance Corporation Ltd. 4-May-18 - 10.00%

CRISIL

3

Month

CP

Index

1 INE261F14CN1 National Bank for Agriculture & Rural

Development 18-Jun-18 - 10.00%

2 INE477S14363 Tata Motors Finance Solutions Ltd. 5-Jun-18 - 10.00%

3 INE205A14MJ6 Vedanta Ltd. 5-Jun-18 - 10.00%

4 INE756I14BT3 HDB Financial Services Ltd. 15-Jun-18 - 10.00%

5 INE148I14VA1 Indiabulls Housing Finance Ltd. 5-Jun-18 - 10.00%

6 INE641O14BM0 Piramal Finance Pvt. Ltd. 13-Jun-18 - 10.00%

7 INE044A14328 Sun Pharmaceutical Industries Ltd. 15-Jun-18 - 10.00%

8 INE248U14DE4 IIFL Wealth Finance Ltd. 5-Jun-18 - 10.00%

9 INE647A14468 SRF Ltd. 15-Jun-18 - 10.00%

10 INE484J14EC0 Godrej Properties Ltd. 5-Jun-18 - 10.00%

CRISIL

10 Year

1 IN1320170054 08.36% BIHAR SDL 2036 28-Feb-28 8.36% 6.60%

2 IN1520170227 8.35% GUJARAT SDL 2028 28-Feb-28 8.35% 5.74%

3 IN1620170127 8.20% HARYANA SDL 2028 7-Feb-28 8.20% 5.10%

19


Date* Coupon

Index

Weights

SDL

Index

4 IN1920170165 08.03% KARNATAKA SDL 2028 31-Jan-28 8.03% 9.64%

5 IN2020170139 8.37% KERALA SDL 2028 28-Feb-28 8.37% 6.45%

6 IN2120170088 08.05% MADHYA PRADESH SDL 2028 14-Feb-28 8.05% 6.00%

7 IN2220170103 07.33% MAHARASHTRA SDL 2027 13-Sep-27 7.33% 12.11%

8 IN2920170171 08.33% RAJASTHAN SDL 2028 28-Feb-28 8.33% 5.74%

9 IN3120170136 8.34% TAMIL NADU SDL 2028 28-Feb-28 8.34% 11.74%

10 IN4520160156 07.79% Telangana SDL 2027 1-Mar-27 7.79% 6.15%

11 IN3320170191 08.34% UTTAR PRADESH SDL 2028 28-Feb-28 8.34% 12.63%

12 IN3420170174 8.09% WEST BENGAL SDL 2028 31-Jan-28 8.09% 12.11%

*Redemption date is earlier of Maturity Date & Call/Put Date

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Last updated: April 2016

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CRISIL Research, a division of CRISIL Limited (CRISIL) has taken due care and caution in preparing this Report based on the information obtained

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