CRISIL Indices. Factsheet. April

Transcription

1 Indices Factsheet April

2 Table of Contents Constituent Details 16 April Portfolio Parameters 03 April Composite Weights Features and Methodology List of Indices Objectives and Inception Dates

3 Constituent Details 16 April 2018 The securities that would form a part of the indices with effect from 16 April 2018 are as follows: Sr.No ISIN Issuer/Security Name Redemption Date* Coupon Weights 1 INE020B08AQ9 Rural Electrification Corporation Ltd. 10-Dec % 10.00% 2 INE053F07AD1 Indian Railway Finance Corporation Ltd. 29-Oct % 6.32% 3 INE115A07MQ6 LIC Housing Finance Ltd. 23-Nov % 5.61% 4 INE134E08JC3 Power Finance Corporation Ltd. 11-Jun % 10.00% AAA Long Bond 5 INE148I08298 Indiabulls Housing Finance Ltd. 8-Sep % 10.00% 6 INE202B07IN5 Dewan Housing Finance Corporation Ltd. 9-Sep % 10.00% 7 INE261F08AA4 National Bank for Agriculture & Rural Development 25-Feb % 10.00% 8 INE296A08805 Bajaj Finance Ltd. 29-Sep % 5.98% 9 INE514E08FQ4 Export Import Bank Of India 11-Jan % 8.12% 10 INE733E07KI9 NTPC 13-Dec % 6.06% 11 INE752E07OF7 Power Grid Corporation of India Ltd. 19-Jun % 10.00% 12 INE941D07133 Reliance Ports & inals Ltd. 12-Jun % 7.92% 1 INE002A08476 Reliance Industries Ltd. 31-Aug % 10.00% 2 INE020B08AP1 Rural Electrification Corporation Ltd. 30-Nov % 10.00% 3 INE029A08040 Bharat Petroleum Corporation Ltd. 16-Jan % 4.98% 4 INE110L07070 Reliance Jio Infocomm Ltd. 8-Jul % 4.64% AAA Medium Bond 5 INE115A07MS2 LIC Housing Finance Ltd. 16-Dec % 10.00% 6 INE134E08IH4 Power Finance Corporation Ltd. 16-Aug % 10.00% 7 INE148I07GE8 Indiabulls Housing Finance Ltd. 25-Sep % 10.00% 8 INE514E08FD2 Export Import Bank Of India 27-May % 10.00% 9 INE537P07398 India Infradebt Ltd. 31-Oct % 4.83% 10 INE752E07OD2 Power Grid Corporation of India Ltd. 21-Dec % 10.00% 11 INE871D07QX5 Infrastructure Leasing & Financial Services Ltd. (IL&FS) 15-Jan % 5.55% 12 INE906B07FE6 National Highways Authority of India 23-Dec % 10.00% AAA Short Bond 1 INE001A07QW7 Housing Development Finance Corporation Ltd. 11-Dec % 10.00% 2 INE002A08518 Reliance Industries Ltd. 14-Dec % 10.00% 3 INE020B08AN6 Rural Electrification Corporation Ltd. 31-Dec % 10.00% 4 INE110L07013 Reliance Jio Infocomm Ltd. 31-Jul % 5.15% 5 INE115A07MP8 LIC Housing Finance Ltd. 12-Feb % 10.00% 3

4 Sr.No ISIN Issuer/Security Name Redemption Date* Coupon Weights 6 INE134E08IW3 Power Finance Corporation Ltd. 17-Sep % 10.00% 7 INE148I07FP6 Indiabulls Housing Finance Ltd. 10-Aug % 7.69% 8 INE261F08907 National Bank for Agriculture & Rural Development 30-Sep % 10.00% 9 INE296A07OY4 Bajaj Finance Ltd. 29-Jun % 8.45% 10 INE556F08IZ7 Small Industries Development Bank Of India 28-Dec % 6.76% 11 INE756I07886 HDB Financial Services Ltd. 13-May % 7.04% 12 INE916DA7PM7 Kotak Mahindra Prime Ltd. 14-Feb % 4.91% 1 INE013A073H9 Reliance Capital Ltd. 2-Nov % 10.00% 2 INE121A08OC8 Cholamandalam Investment & Finance Co. Ltd. 15-Jun % 6.66% 3 INE124D08019 Reliance General Insurance Co. Ltd. 17-Aug % 4.41% AA and AA+ Long Bond 4 INE528G08279 Yes Bank 24-Feb % 6.78% 5 INE540P07095 U. P. Power Corporation Ltd. 13-Feb % 10.00% 6 INE601U08010 Tata Motors Finance Ltd. 13-Nov % 10.00% 7 INE688I08178 Capital First Ltd. 24-Aug % 7.02% 8 INE721A08CY4 Shriram Transport Finance Co. Ltd. 15-Oct % 10.00% 9 INE774D08MK5 Mahindra & Mahindra Financial Services Ltd. 24-Jul % 10.00% 10 INE804I08643 ECL Finance Ltd. 3-May % 10.00% 11 INE950O08147 Mahindra Rural Housing Finance Ltd. 15-Jun % 5.13% 12 INE975G07019 IL&FS Transportation Networks Ltd. 30-Nov % 10.00% 1 INE013A071E0 Reliance Capital Ltd. 9-Sep % 10.00% 2 INE038A07258 Hindalco Industries Ltd. 25-Apr % 10.00% 3 INE053A07182 Indian Hotels Co. Ltd. 15-Apr % 5.08% AA and AA+ Medium Bond 4 INE115D07019 NTPC-SAIL Power Co. Ltd. 11-Jul % 5.58% 5 INE155A08365 Tata Motors Ltd. 29-Jun % 10.00% 6 INE414G07CD9 Muthoot Finance Ltd. 24-Apr % 4.58% 7 INE540P07061 U. P. Power Corporation Ltd. 15-Feb % 10.00% 8 INE572E09361 PNB Housing Finance Ltd. 1-Jul % 10.00% 9 INE669E08300 IDEA Cellular Ltd. 14-Feb % 10.00% 10 INE688V08015 Energy Efficiency Services Ltd. 18-Jul % 8.07% 11 INE721A07KC5 Shriram Transport Finance Co. Ltd. 13-Apr % 6.70% 12 INE975G08272 IL&FS Transportation Networks Ltd. 15-Dec % 10.00% AA and AA+ Short 1 INE027E07568 L&T Finance Ltd. 13-Nov % 10.00% 2 INE121A07MA8 Cholamandalam Investment & Finance Co. Ltd. 5-Jun % 10.00% 3 INE126D07099 Reliance Commercial Finance Ltd. 25-Mar % 5.64% 4

5 Sr.No ISIN Issuer/Security Name Redemption Coupon Date* Weights 4 INE268A07152 Vedanta Ltd. 4-Jul % 6.29% Bond 5 INE306N07JF3 Tata Capital Financial Services Ltd. 10-Apr % 10.00% 6 INE321N07228 KKR India Financial Services Pvt. Ltd. 9-Feb % 5.50% 7 INE540P07111 U. P. Power Corporation Ltd. 15-Mar % 10.00% 8 INE572E09536 PNB Housing Finance Ltd. 31-Oct % 10.00% 9 INE713G08046 Vodafone Mobile Services Ltd. 10-Jul % 10.00% 10 INE721A07MJ6 Shriram Transport Finance Co. Ltd. 13-Jun % 10.00% 11 INE774D07QX1 Mahindra & Mahindra Financial Services Ltd. 20-Feb % 5.78% 12 INE860H07EB1 Aditya Birla Finance Ltd. 23-Nov % 6.79% 1 INE013A073H9 Reliance Capital Ltd. 2-Nov % 10.00% 2 INE160A08019 Punjab National Bank 24-Feb % 10.00% 3 INE217K07AG5 Reliance Home finance Ltd. 3-Jan % 10.00% 4 INE306N08052 Tata Capital Financial Services Ltd. 31-Mar % 4.37% AA+ Long Bond 5 INE528G08279 Yes Bank 24-Feb % 10.00% 6 INE688I08178 Capital First Ltd. 24-Aug % 10.00% 7 INE721A08CY4 Shriram Transport Finance Co. Ltd. 15-Oct % 10.00% 8 INE774D08MK5 Mahindra & Mahindra Financial Services Ltd. 24-Jul % 10.00% 9 INE860H08DJ4 Aditya Birla Finance Ltd. 12-Dec % 7.17% 10 INE950O08147 Mahindra Rural Housing Finance Ltd. 15-Jun % 5.43% 11 INE957N08037 Hero Fincorp Ltd. 18-Jun % 3.03% 12 INE975G07019 IL&FS Transportation Networks Ltd. 30-Nov % 10.00% 1 INE013A071E0 Reliance Capital Ltd. 9-Sep % 10.00% 2 INE217K07AD2 Reliance Home finance Ltd. 3-Jan % 10.00% 3 INE321N07095 KKR India Financial Services Pvt. Ltd. 23-Apr % 5.09% AA+ Medium Bond 4 INE523E08NH8 L&T Finance Ltd. 21-Dec % 9.89% 5 INE535H08553 Fullerton India Credit Co. Ltd. 28-Oct % 4.01% 6 INE572E09361 PNB Housing Finance Ltd. 1-Jul % 10.00% 7 INE669E08300 IDEA Cellular Ltd. 14-Feb % 10.00% 8 INE688I07659 Capital First Ltd. 14-Jul % 10.00% 9 INE721A07KC5 Shriram Transport Finance Co. Ltd. 13-Apr % 10.00% 10 INE774D08KX2 Mahindra & Mahindra Financial Services Ltd. 13-Dec % 1.62% 11 INE957N07377 Hero Fincorp Ltd. 8-Jul % 9.39% 12 INE975G08272 IL&FS Transportation Networks Ltd. 15-Dec % 10.00% 1 INE027E07568 L&T Finance Ltd. 13-Nov % 10.00% 5

6 Sr.No ISIN Issuer/Security Name Redemption Date* Coupon Weights 2 INE126D07099 Reliance Commercial Finance Ltd. 25-Mar % 10.00% 3 INE306N07JF3 Tata Capital Financial Services Ltd. 10-Apr % 10.00% 4 INE321N07228 KKR India Financial Services Pvt. Ltd. 9-Feb % 10.00% AA+ Short Bond 5 INE403D08025 Bharti Telecom Ltd. 19-Feb % 6.56% 6 INE572E09536 PNB Housing Finance Ltd. 31-Oct % 10.00% 7 INE667F07GS3 Sundaram BNP Paribas Home Finance Ltd. 14-Jun % 3.70% 8 INE688I07428 Capital First Ltd. 30-Sep % 5.50% 9 INE691I07BW0 L&T Infrastructure Finance Co. Ltd. 8-Mar % 4.24% 10 INE721A07MJ6 Shriram Transport Finance Co. Ltd. 13-Jun % 10.00% 11 INE774D07QX1 Mahindra & Mahindra Financial Services Ltd. 20-Feb % 10.00% 12 INE860H07EB1 Aditya Birla Finance Ltd. 23-Nov % 10.00% 1 INE087P08038 Avanse Financial Services Ltd. 27-Dec % 10.00% 2 INE121A08OC8 Cholamandalam Investment & Finance Co. Ltd. 15-Jun % 10.00% 3 INE124D08019 Reliance General Insurance Co. Ltd. 17-Aug % 10.00% AA Long Bond 4 INE155A08209 Tata Motors Ltd. 12-Sep % 10.00% 5 INE477L08097 India Infoline Housing Finance Ltd. 14-Apr % 10.00% 6 INE528S08035 Edelweiss Retail Finance Ltd. 31-Jul % 3.36% 7 INE530L07228 Edelweiss Housing Finance Ltd. 19-Jul % 10.00% 8 INE540P07095 U. P. Power Corporation Ltd. 13-Feb % 10.00% 9 INE601U08010 Tata Motors Finance Ltd. 13-Nov % 10.00% 10 INE657N07431 Edelweiss Commodities Services Ltd. 22-Dec % 6.64% 11 INE804I08643 ECL Finance Ltd. 3-May % 10.00% 1 INE038A07258 Hindalco Industries Ltd. 25-Apr % 10.00% 2 INE053A07182 Indian Hotels Co. Ltd. 15-Apr % 8.57% 3 INE115D07019 NTPC-SAIL Power Co. Ltd. 11-Jul % 9.42% AA Medium Bond 4 INE121A08MR0 Cholamandalam Investment & Finance Co. Ltd. 5-Dec % 5.92% 5 INE137K07034 HPCL - Mittal Energy Ltd. 3-Sep % 8.00% 6 INE155A08365 Tata Motors Ltd. 29-Jun % 10.00% 7 INE340A07076 Birla Corporation Ltd. 18-Aug % 5.15% 8 INE414G07CD9 Muthoot Finance Ltd. 24-Apr % 7.75% 9 INE530L07194 Edelweiss Housing Finance Ltd. 19-Jul % 7.16% 10 INE540P07061 U. P. Power Corporation Ltd. 15-Feb % 10.00% 11 INE548V07047 Nuvoco Vistas Corporation Ltd. 14-Sep % 8.02% 12 INE688V08015 Energy Efficiency Services Ltd. 18-Jul % 10.00% 6

7 Sr.No ISIN Issuer/Security Name Redemption Date* Coupon Weights 1 INE081A08207 Tata Steel Ltd. 24-Jan % 3.46% 2 INE121A07MA8 Cholamandalam Investment & Finance Co. Ltd. 5-Jun % 10.00% 3 INE140A07369 Piramal Enterprises Ltd. 27-Jun % 10.00% 4 INE155A08308 Tata Motors Ltd. 1-Aug % 10.00% AA Short Bond 5 INE268A07152 Vedanta Ltd. 4-Jul % 10.00% 6 INE414G07CC1 Muthoot Finance Ltd. 24-Jun % 10.00% 7 INE540P07111 U. P. Power Corporation Ltd. 15-Mar % 10.00% 8 INE601U07038 Tata Motors Finance Ltd. 10-Jul % 7.81% 9 INE657N07423 Edelweiss Commodities Services Ltd. 30-Apr % 3.23% 10 INE713G08046 Vodafone Mobile Services Ltd. 10-Jul % 10.00% 11 INE804I07SJ0 ECL Finance Ltd. 28-Jan % 5.51% 12 INE866I07BA4 India Infoline Finance Ltd. 20-Sep % 10.00% AA- Long Bond AA- Medium Bond 1 INE114A07869 Steel Authority Of India Ltd. 14-Oct % 20.00% 2 INE141A08019 Oriental Bank Of Commerce 26-Oct % 20.00% 3 INE168A08046 The Jammu & Kashmir Bank Ltd. 27-Dec % 20.00% 4 INE245A08133 Tata Power Co. Ltd. 15-Nov % 20.00% 5 INE549F08509 Karnataka State Financial Corporation 18-Oct % 20.00% 1 INE168A08038 The Jammu & Kashmir Bank Ltd. 24-Jun % 16.67% 2 INE245A08109 Tata Power Co. Ltd. 16-Nov % 16.67% 3 INE251G07023 Cauvery Neeravari Nigama Ltd. 31-Mar % 16.67% 4 INE262F07071 Karnataka Neeravari Nigam Ltd. 31-Mar % 16.67% 5 INE577S07059 Prabhakar Viniyog Pvt. Ltd. 28-Apr % 16.67% 6 INE990D07304 Krishna Bhagya Jala Nigam Ltd. 30-Sep % 16.67% 1 INE019A07399 JSW Steel Ltd. 22-Dec % 10.00% 2 INE055A07070 Century Textiles & Industries Ltd. 12-Apr % 7.53% 3 INE069I07371 Indiabulls Real Estate Ltd. 6-Jul % 10.00% AA- Short Bond 4 INE114A07901 Steel Authority Of India Ltd. 9-Jun % 10.00% 5 INE245A08067 Tata Power Co. Ltd. 17-Nov % 10.00% 6 INE324A07138 Jindal Saw Ltd. 12-Sep % 4.75% 7 INE452O07047 Future Lifestyle Fashions Ltd. 9-Nov % 7.90% 8 INE502K07070 Talwalkars Better Value Fitness Ltd. 7-Dec % 10.00% 9 INE522D07AB4 Manappuram Finance Ltd. 20-Mar % 3.78% 10 INE738C07051 Bharat Aluminium Co. Ltd. 27-Mar % 7.32% 11 INE814H07091 Adani Power Ltd. 30-Apr % 8.98% 7

8 Sr.No ISIN Issuer/Security Name Redemption Date* Coupon Weights 12 INE896L07298 Indostar Capital Finance Ltd. 8-Jan % 9.75% 1 INE535N08056 Haryana Vidyut Prasaran Nigam Ltd. 28-Mar % 2.33% 2 INE103G08032 Rajasthan Financial Corporation 22-Jan % 2.33% 3 INE700N09013 Rajasthan State Road Transport Corporation 17-Jul % 10.00% 4 INE572F08071 Rajasthan Rajya Vidyut Prasaran Nigam Ltd. 28-Mar % 5.29% 5 INE514F07083 Neelachal Ispat Nigam Ltd. 27-Mar % 4.67% 6 INE818F08037 Kerala Financial Corporation 30-Oct % 4.67% 7 INE220H08016 Himachal Pradesh State Electricity Board 29-Mar % 7.00% A Medium To Long Bond 8 INE891F08018 Rajasthan Rajya Vidyut Utpadan Nigam Ltd. 24-Dec % 10.00% 9 INE340M08137 Tamilnadu Generation & Distribution Corporation Ltd. 18-Dec % 10.00% 10 INE512S08013 Chhattisgarh State Power Distribution Co. Ltd. 26-Mar % 10.00% 11 INE348L08033 MAS Financial Services Ltd. 22-Jun % 0.93% 12 INE560K07128 PTC India Financial Services Ltd. 28-May % 4.99% 13 INE683A08028 South Indian Bank Ltd. 31-Oct % 10.00% 14 INE879Q08036 ESAF Small Finance Bank Ltd. 28-Dec % 0.58% 15 INE852O07022 Aptus Value Housing Finance India Ltd. 15-May % 0.78% 16 INE396P08066 Utkarsh Small Finance Bank Ltd. 30-Jun % 3.50% 17 INE764L07165 Sadbhav Infrastructure Project Ltd. 27-Jun % 0.58% 18 INE694C08070 The Lakshmi Vilas Bank Ltd. 7-Jun % 2.33% 19 INE540P07269 U. P. Power Corporation Ltd. 20-Oct % 10.00% 1 INE216P07076 Aavas Financiers Ltd. 20-Jun % 2.71% 2 INE192L08126 JSW Techno Projects Management Ltd. 17-Dec % 10.00% 3 INE658R08016 Aspire Home Finance Corporation Ltd. 14-Dec % 1.36% 4 INE582R07044 Continental Drug Co. Pvt. Ltd. 8-Apr % 9.05% 5 INE482G07065 Tata Sky Ltd. 30-May % 9.05% A Short 6 INE949L07477 AU Small Finance Bank Ltd. 13-Jun % 9.05% 7 INE423A07195 Adani Enterprises Ltd. 24-Apr % 10.00% 8 INE016P07062 Vistaar Financial Services Pvt. Ltd. 27-Jul % 6.15% 9 INE428Q08065 Suryoday Small Finance Bank Ltd. 12-Jul % 4.52% 10 INE396P08082 Utkarsh Small Finance Bank Ltd. 16-Jan % 4.52% 11 INE180C07031 Capri Global Capital Ltd. 7-Mar % 1.36% 12 INE540P07194 U. P. Power Corporation Ltd. 20-Oct % 10.00% 13 INE124N07093 Ess Kay Fincorp Pvt. Ltd. 17-Jan % 3.17% 14 INE443L07042 Belstar Investment & Finance Pvt. Ltd. 17-Jul % 4.52% 8

9 Sr.No ISIN Issuer/Security Name Redemption Date* Coupon Weights 15 INE530Z07012 Everbest Consultancy Services Pvt. Ltd. 26-Feb % 10.00% 16 INE459T07025 Vastu Housing Finance Corporation Ltd. 27-Feb % 4.52% 1 INE084A08045 Bank of India 30-Sep % 0.99% 2 INE092T08BS4 IDFC Bank Ltd. 3-Jan % 10.00% 3 INE476A08050 Canara Bank 27-Apr % 8.67% Medium To Long Banking Debt 4 INE028A08117 Bank of Baroda 11-Aug % 10.00% 5 INE040A08377 HDFC Bank Ltd. 12-May % 10.00% 6 INE062A08140 State Bank of India 25-Oct % 10.00% 7 INE090A08TW2 ICICI Bank Ltd. 17-Mar % 10.00% 8 INE095A08074 IndusInd Bank Ltd. 18-Apr % 3.97% 9 INE160A08100 Punjab National Bank 3-Mar % 10.00% 10 INE238A08427 Axis Bank Ltd. 14-Dec % 10.00% 11 INE528G08394 Yes Bank 18-Oct % 10.00% 12 INE692A08086 Union Bank Of India 3-May % 6.36% Short Banking Debt 1 INE062A09171 State Bank of India 29-Jun % 16.67% 2 INE090A08SO1 ICICI Bank Ltd. 4-Jun % 16.67% 3 INE092T08AM9 IDFC Bank Ltd. 28-May % 16.67% 4 INE528G08147 Yes Bank 22-Jan % 16.67% 5 INE608A09098 Punjab & Sind Bank 22-Apr % 16.67% 6 INE028A08075 Bank of Baroda 9-Jan % 16.67% 1 INE020B08AP1 Rural Electrification Corporation Ltd. 30-Nov % 10.00% 2 INE029A08040 Bharat Petroleum Corporation Ltd. 16-Jan % 2.60% 3 INE053F07AD1 Indian Railway Finance Corporation Ltd. 29-Oct % 7.22% 4 INE134E08IH4 Power Finance Corporation Ltd. 16-Aug % 10.00% Medium To Long PSU Debt 5 INE206D08212 Nuclear Power Corporation Of India Ltd. 28-Nov % 7.60% 6 INE261F08AA4 National Bank for Agriculture & Rural Development 25-Feb % 10.00% 7 INE514E08FQ4 Export Import Bank Of India 11-Jan % 10.00% 8 INE540P07095 U. P. Power Corporation Ltd. 13-Feb % 10.00% 9 INE733E07KI9 NTPC 13-Dec % 6.91% 10 INE752E07OF7 Power Grid Corporation of India Ltd. 19-Jun % 10.00% 11 INE861G08035 Food Corporation of India 7-Mar % 5.67% 12 INE906B07FE6 National Highways Authority of India 23-Dec % 10.00% 1 INE020B08AN6 Rural Electrification Corporation Ltd. 31-Dec % 10.00% 9

10 Sr.No ISIN Issuer/Security Name Redemption Date* Coupon Weights 2 INE031A08541 Housing & Urban Development Corporation Ltd. 22-Dec % 6.83% 3 INE053F07AL4 Indian Railway Finance Corporation Ltd. 7-Jun % 10.00% 4 INE134E08IU7 Power Finance Corporation Ltd. 16-Jul % 10.00% Short PSU Debt 5 INE261F08907 National Bank for Agriculture & Rural 30-Sep % Development 10.00% 6 INE514E08ER5 Export Import Bank Of India 5-Nov % 10.00% 7 INE540P07046 U. P. Power Corporation Ltd. 15-Feb % 10.00% 8 INE556F08IZ7 Small Industries Development Bank Of India 28-Dec % 10.00% 9 INE688V08023 Energy Efficiency Services Ltd. 10-Feb % 0.58% 10 INE733E07JY8 NTPC 31-Dec % 6.04% 11 INE752E07LA4 Power Grid Corporation of India Ltd. 15-Jul % 10.00% 12 INE848E07AE5 National Hydroelectric Power Corporation Ltd. 13-Sep % 6.55% 1 IN % CGL 2028 (New 10 year G-sec) 8-Jan % 17.27% 2 IN % CGL May % 19.35% 3 IN % CGL Sep % 13.66% 4 IN % CGL Dec % 6.36% Dynamic Gilt 5 IN % CGL 2022 (Recaptalised Bond) 15-Feb % 5.02% 6 IN % CGL Jun % 5.80% 7 IN % CGL 2019 (FEB) 2-Feb % 4.81% 8 IN % CGL Jul % 5.91% 9 IN % CGL 2020 (New 6 Year Bond) 9-Jun % 5.35% 10 IN % CGL New 10 Year G-Sec. 25-May % 5.75% 11 IN % CGL Apr % 5.04% 12 IN % CGL New 10 Year G-Sec 11-Jan % 5.68% 1 IN % CGL Sep % 28.93% 2 IN % CGL New 15 Year G-Sec 19-Mar % 9.39% 3 IN % CGL New 17 Year G-sec 5-Dec % 6.12% Composite Gilt 4 IN % CGL 2028 (New 10 year G-sec) 8-Jan % 16.37% 5 IN % CGL May % 20.48% 6 IN % CGL Jul % 7.60% 7 IN % CGL Dec % 4.58% 8 IN % CGL 2022 (Recaptalised Bond) 15-Feb % 3.17% 9 IN % CGL Jun % 3.36% 1 IN % CGL Sep % 40.34% 10

11 Sr.No ISIN Issuer/Security Name Redemption Date* Coupon Weights 2 IN % CGL New 15 Year G-Sec 19-Mar % 9.98% Long Gilt 3 IN % CGL New 17 Year G-sec 5-Dec % 7.06% 4 IN % CGL New 14 G-Sec 20-Mar % 8.92% 5 IN % CGL New 19 Year G-Sec. 19-Dec % 8.96% 6 IN % CGL 2044 (New 30 Years Govt.Stock) 1-Dec % 7.96% 7 IN % CGL Dec % 9.31% 8 IN % CGL Aug % 7.46% 1 IN % CGL 2028 (New 10 year G-sec) 8-Jan % 24.93% 2 IN % CGL May % 27.71% Medium Gilt 3 IN % CGL Jul % 8.32% 4 IN % CGL New 10 Year G-Sec. 25-May % 8.10% 5 IN % CGL New 10 Year G-Sec 11-Jan % 7.99% 6 IN % CGL May % 7.50% 7 IN % CGL Sep % 7.80% 8 IN % CGL Jun % 7.65% 1 IN % CGL Dec % 18.88% 2 IN % CGL 2022 (Recaptalised Bond) 15-Feb % 13.09% Short Gilt 3 IN % CGL Jun % 13.65% 4 IN % CGL 2019 (FEB) 2-Feb % 11.94% 5 IN % CGL 2020 (New 6 Year Bond) 9-Jun % 11.94% 6 IN % CGL Apr % 10.72% 7 IN % CGL May % 10.19% 8 IN % CGL 2022 (Recaptalised Bond) 2-Aug % 9.58% 1 INE556F16242 Small Industries Development Bank Of India 29-May % 2 INE090A160O6 ICICI Bank Ltd. 31-May % 3 INE238A16Y25 Axis Bank Ltd. 24-May % 2 month CD 4 INE092T16DI4 IDFC Bank ltd. 21-May % 5 INE040A16CB0 HDFC Bank Ltd. 28-May % 6 INE095A16XK1 IndusInd Bank Ltd. 21-May % 7 INE692A16EW0 Union Bank Of India 24-May % 8 INE608A16NY3 Punjab & Sind Bank 30-May % 9 INE976G16HH8 RBL Bank Ltd. 25-May % 10 INE705A16QB8 Vijaya Bank 1-Jun % 1 INE040A16BS6 HDFC Bank Ltd. 18-Jul % 11

12 Sr.No ISIN Issuer/Security Name Redemption Date* Coupon Weights 3 month CD 2 INE238A16T06 Axis Bank Ltd. 19-Jul % 3 INE090A164M2 ICICI Bank Ltd. 18-Jul % 4 INE092T16BH0 IDFC Bank ltd. 16-Jul % 1 INE040A16BU2 HDFC Bank Ltd. 12-Sep % 2 INE480Q16184 Cooperatieve Centrale Raiffeisen- Boerenleenbank 20-Sep % 6 month CD 3 INE551W16032 Ujjivan Small Finance Bank Ltd. 14-Sep % 4 INE090A164N0 ICICI Bank Ltd. 28-Sep % 5 INE237A169B8 Kotak Mahindra Bank Ltd. 12-Oct % 6 INE238A16U37 Axis Bank Ltd. 5-Oct % 7 INE095A16WX6 IndusInd Bank Ltd. 14-Sep % 8 INE528G16O53 Yes Bank 14-Sep % 9 INE949L16130 AU Small Finance Bank Ltd. 19-Sep % 1 INE514E16AQ8 Export Import Bank Of India 29-Mar % 1 Year CD 2 INE238A16Z65 Axis Bank Ltd. 12-Mar % 3 INE528G16O38 Yes Bank 13-Mar % 4 INE095A16XN5 IndusInd Bank Ltd. 26-Mar % 5 INE090A167P8 ICICI Bank Ltd. 26-Mar % 1 INE516Y14077 Piramal Housing Finance Pvt. Ltd. 4-Jun % 2 INE202B14MB8 Dewan Housing Finance Corporation Ltd. 5-Jun % 3 INE481G14774 Ultratech Cement Ltd. 22-May % 4 INE114A14FS5 Steel Authority Of India Ltd. 5-Jun % 2 Month CP 5 INE915D14BJ7 Citicorp Finance (India) Ltd. 25-May % 6 INE721A14BD8 Shriram Transport Finance Co. Ltd. 25-May % 7 INE560K14AA7 PTC India Financial Services Ltd. 4-Jun % 8 INE477L14CY8 Chambal Fertilizers & Chemicals Ltd. 4-Jun % 9 INE085A14DK9 Grasim Industries Ltd. 4-Jun % 10 INE047A14305 The Ramco Cements Ltd. 4-Jun % 11 INE331A14FU1 India Infoline Housing Finance Ltd. 4-Jun % 12 INE019A14DM4 JSW Steel Ltd. 5-Jun % 1 INE641O14CB1 Piramal Finance Pvt. Ltd. 10-Jul % 3 Month CP 2 INE780C14992 JM Financial Ltd. 5-Jul % 3 INE477A14767 CanFin Homes Ltd. 20-Jul % 4 INE975F14MQ8 Kotak Mahindra Investments Ltd. 20-Jul % 5 INE957N14951 Hero Fincorp Ltd. 20-Jul % 12

13 Sr.No ISIN Issuer/Security Name Redemption Date* Coupon Weights 6 INE296A14ML1 Bajaj Finance Ltd. 20-Jul % 7 INE115A14839 LIC Housing Finance Ltd. 20-Jul % 8 INE036A14GT6 Reliance Infrastructure Ltd. 19-Jul % 9 INE657N14ON9 Edelweiss Commodities Services Ltd. 16-Jul % 10 INE572E14DG6 PNB Housing Finance Ltd. 13-Jul % 11 INE866I14XV0 India Infoline Finance Ltd. 5-Jul % 1 INE157D14DG8 Clix Capital Services Pvt. Ltd. 18-Sep % 6 month CP 2 INE804I14RR1 ECL Finance Ltd. 19-Sep % 3 INE975F14NL7 Kotak Mahindra Investments Ltd. 9-Oct % 4 INE007N14BJ2 Fedbank Financial Services Ltd. 18-Sep % 5 INE514E14NI3 Export Import Bank Of India 26-Sep % 6 INE623B14AC8 Future Enterprises Ltd. 28-Sep % 1 INE580B14HH4 Gruh Finance Ltd. 21-Mar % 2 INE691I14HF8 L&T Infrastructure Finance Co. Ltd. 20-Mar % 3 INE148I14VJ2 Indiabulls Housing Finance Ltd. 22-Mar % 1 Year CP 4 INE722A14CD4 Shriram City Union Finance Ltd. 21-Mar % 5 INE975F14PA5 Kotak Mahindra Investments Ltd. 26-Mar % 6 INE846E14CQ5 Karvy Stock Broking Ltd. 26-Mar % 7 INE423A14GZ3 Adani Enterprises Ltd. 28-Mar % 8 INE414G14HF9 Muthoot Finance Ltd. 28-Mar % 9 INE033L14HW2 Tata Capital Housing Finance Ltd. 5-Apr % 1 IN % ASSAM SDL Mar % 3.05% 2 IN % GUJARAT SDL Mar % 9.43% 3 IN % HARYANA SDL Mar % 5.78% 4 IN % KARNATAKA SDL Jan % 8.69% 10 Year SDL 5 IN % KERALA SDL Mar % 4.32% 6 IN % MADHYA PRADESH SDL Feb % 5.90% 7 IN % MAHARASHTRA SDL Sep % 5.42% 8 IN % PUNJAB SDL Mar % 6.87% 9 IN % RAJASTHAN SDL Mar % 8.45% 10 IN % TAMIL NADU SDL 2028 (Mar) 14-Mar % 16.10% 11 IN % UTTAR PRADESH SDL Mar % 16.35% 12 IN % WEST BENGAL SDL Mar % 9.63% *Redemption date is earlier of Maturity Date & Call/Put Date 13

14 Note: Bonds and Government Security Indices are rebalanced on 1 st working day of every month with issuer rebalancing done on quarterly basis, whereas CP,CD and SDL indices are rebalanced on 1 st working day of every fortnight. 14

15 Portfolio Parameters 03 April 2018 Sr. No. Average Maturity Average MD Average YTM Average Macaulay Duration 1 Composite CD % Composite CP % Composite T-Bill % Composite Bond Fund % Short Bond Fund % Liquid Fund % Low Duration Debt % Ultra Short Debt % Money Market % Medium Debt % Medium To Long Debt % Long Debt % Corporate Bond Composite % Long Corporate Bond % Medium Corporate Bond % Short Corporate Bond % Credit Risk % Banking and PSU Debt % Short Credit Risk % Dynamic Debt % Composite AA Long Bond % Composite AA Medium Bond % Composite AA Short Bond % AAA Long Bond % AAA Medium Bond % AAA Short Bond % AA Long Bond % AA Medium Bond % AA Short Bond % AA and AA+ Long Bond % AA and AA+ Medium Bond % AA and AA+ Short Bond %

16 Sr. No. Average Maturity Average MD Average YTM Average Macaulay Duration 33 AA+ Long Bond % AA+ Medium Bond % AA+ Short Bond % AA- Long Bond % AA- Medium Bond % AA- Short Bond % Medium to Long Banking Debt % Short Banking Debt % Medium to Long PSU Debt % Short PSU Debt % A Medium To Long Bond % A Short Bond % Dynamic Gilt % Long Gilt % Medium Gilt % Short Gilt % Composite Gilt % Month CD % Month CD % Month CD % Year CD % Month CP % Month CP % Month CP % Year CP % Year SDL %

17 Composite Weights Sub- Sub-indices Weights (New) ( )$ Composite Gilt 45% AAA Long Bond 12% AA and AA+ Long Bond 10% Composite Bond Fund AAA Medium Bond 15% AA and AA+ Medium Bond 4% AAA Short Bond 11% AA and AA+ Short Bond 3% Short Gilt 15% AAA Short Bond 32% AA and AA+ Short Bond 8% Short Bond Fund AAA Medium Bond 20% AA and AA+ Medium Bond 5% Composite CD 3% Composite CP 17% CBLO 15% 3 Month CD 5% Liquid Fund 2 Month CD 10% 3 Month CP 16% 2 Month CP 54% 2 Month CD 21% Composite CD 3 Month CD 58% 6 Month CD 7% 1 Year CD 14% 2 Month CP 37% Composite CP 3 Month CP 53% 6 Month CP 7% 1 Year CP 3% 91 Day T-Bill 60% Composite T-Bill 182 Day T-Bill 21% 1 Year T-Bill 19% Low Duration Debt AAA Short Bond 28% 17

18 Sub- Sub-indices Weights (New) ( )$ AA and AA+ Short Bond 7% Composite CD 9% Composite CP 56% Composite CD 11% Composite CP 74% Ultra Short Debt Composite T-Bill 10% AAA Short Bond 4% AA and AA+ Short Bond 1% Composite CD 11% Money Market Composite CP 69% Composite T-Bill 20% Short Gilt 15% Medium Debt AAA Medium Bond 68% AA and AA+ Medium Bond 17% Medium Gilt 40% AAA Long Bond 13% Medium To Long Debt AA and AA+ Long Bond 12% AAA Medium Bond 28% AA and AA+ Medium Bond 7% Long Gilt 45% Long Debt AAA Long Bond 30% AA and AA+ Long Bond 25% AAA Long Bond 22% AAA Medium Bond 28% AAA Short Bond 21% AA+ Long Bond 7% AA+ Medium Bond 4% Corporate Bond Composite AA+ Short Bond 3% AA Long Bond 8% AA Medium Bond 2% AA Short Bond 2% AA- Long Bond 1% AA- Medium Bond 1% 18

19 Sub- Sub-indices Weights (New) ( )$ AA- Short Bond 1% AAA Long Bond 64% Long Corporate Bond AA+ Long Bond 21% AA Long Bond 13% AA- Long Bond 2% AAA Medium Bond 76% Medium Corporate Bond AA+ Medium Bond 9% AA Medium Bond 14% AA- Medium Bond 1% AAA Short Bond 75% Short Corporate Bond AA+ Short Bond 10% AA Short Bond 10% AA- Short Bond 5% AAA Long Bond 8% AAA Medium Bond 10% AAA Short Bond 8% AA+ Long Bond 2% AA+ Medium Bond 1% AA+ Short Bond 1% Composite Credit Risk AA Long Bond 32% AA Medium Bond 10% AA Short Bond 9% AA- Long Bond 4% AA- Medium Bond 1% AA- Short Bond 4% A Medium to Long Bond 7% A Short Bond 3% AAA Short Bond 27% AA+ Short Bond 3% Short Credit Risk AA Short Bond 41% AA- Short Bond 19% A Short Bond 10% Banking and PSU Debt Medium to Long PSU Debt 25% 19

20 Sub- Sub-indices Weights (New) ( )$ Medium to Long Banking Debt 25% Short PSU Debt 25% Composite CD 25% Arbitrage S&P BSE Arbitrage Rate 70% Liquid Fund 30% S&P BSE Arbitrage Rate 35% Equity Savings S&P BSE Sensex 50 TR 35% Short Bond Fund 30% Dynamic Gilt 45% AAA Long Bond 12% AA and AA+ Long Bond 10% Dynamic Debt AAA Medium Bond 15% AA and AA+ Medium Bond 4% AAA Short Bond 11% AA and AA+ Short Bond 3% AA+ Long Bond 36% Composite AA Long Bond AA Long Bond 56% AA- Long Bond 8% AA+ Medium Bond 48% Composite AA Medium Bond AA Medium Bond 47% AA- Medium Bond 5% AA+ Short Bond 39% Composite AA Short Bond AA Short Bond 42% AA- Short Bond 19% $ Rounded off to nearest integer 20

21 Features and Methodology AAA/AA+/AA/AA- rated and Banking/ PSU Credit Indices Features Total Return seeking to capture coupon and price returns of the underlying portfolio portfolio marked-to-market on a daily basis using debt valuations Maturity Buckets: AAA/AA+/AA/AA- rated indices 1. Long : Securities with residual maturity greater than 5 years 2. Medium : Securities with residual maturity between 3 to 5 years 3. Short : Securities with residual maturity upto 3 years For Banking/ PSU Indices 1. Short : Securities with residual maturity upto 3 years 2. Medium to Long : Securities with residual maturity greater than 3 years Key Characteristics Rich history: AAA rated bond indices have inception date of March 31, Thus the indices have been in existence for over a decade and have seen multiple interest rate cycles Liquidity: The indices seeks to capture the movement of a portfolio comprising liquid AAA/AA+/AA/AA- rated corporate bonds, thereby ensuring appropriate market representation Replicability: The indices constituents are valued on a daily basis. This lends the indices a realistic approach by having the valuations close to market levels. Methodology Top 12* issuers are identified by using a consistent liquidity score based on the following parameters analysed for the previous one quarter: Volume traded: 70% No of days traded: 15% No of trades: 15% Rating considered for a bond is the conservative rating of all the bonds for that particular issuer (except for SO rated bonds) Most liquid bond for each of the shortlisted 12 issuers is selected* The weights to the eligible bonds are allocated on the basis of a combined score of Liquidity of issuer (70%) Amount outstanding of issuer (30%) Weight to each bond is subject to a cap of 10%. Excess weight is redistributed proportionately among other bonds The index constituents are valued on a daily basis using Valuations The index is rebalanced on the 1 st business day of every month 21

22 Perpetual bonds, Floating rate bonds, Tax free bonds and bonds with single option (call/put) are excluded from the universe of bonds For Banking/ PSU indices Basel III compliant additional tier 1 bonds are included as a part of selection universe. *Upto 12 Issuers will be selected 22

23 A rated Credit Indices Features Base date for the : March 31, 2002 Total Return seeking to capture coupon and price returns of the underlying portfolio portfolio marked-to-market on a daily basis using debt valuations Maturity Buckets: Short : Securities with residual maturity upto 3 years Medium to Long : Security with residual maturity greater than 3 years Key Characteristics Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels Methodology Issuers are selected based on primary market issuances Unique issuers for the portfolio of the base month (Month of Inception) are selected based on issuances during the prior one year. All issuers that fall within the eligibility criteria of maturity and rating during the period are identified to be a part of the index. On an ongoing basis, the issuances of the previous month would be considered for addition of unique issuers in the existing portfolio For each issuer, the security that is most recently issued becomes a part of the index portfolio. These securities continue to be part of the index until It falls out of the eligibility criteria (rating and maturity) and is removed from the index It is replaced in case a new security of the same issuer is issued. In case more than one security of an issuer is issued on the same day, the one with the highest issuance size is selected. Weights to eligible securities will be allocated based on the amount of issuance. Weight to each bond is subject to a cap of 10%. Excess weight is redistributed proportionately among other bonds Rating considered for a bond is the conservative rating of all the bonds for that particular issuer (except for SO rated bonds) The index constituents are valued on a daily basis using Valuations The index is rebalanced on the 1st business day of every month Perpetual bonds, Floating rate bonds, Tax free bonds and bonds with single option (call/put) are excluded from the universe of bonds 23

24 Gilt Indices Features and Characteristics Total Return seeking to capture coupon and price returns of the underlying portfolio constituents valued on a daily basis using Gilt Valuation weights rebalanced on the 1 st business day of every month Key Characteristics Rich history: The indices have been in existence over a decade witnessing multiple interest rate cycles and has stood the test of time Liquidity: The indices seeks to capture the movement in a portfolio consisting of most liquid government securities by using appropriate market representation Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels Methodology Trading pattern of government securities analysed during the last one month Consistent Liquidity Scores assigned to each security on the basis of: Volumes traded (70%) Days Traded (15%) Number of Trades (15%) Top n securities (n defined in the table below) on the basis of Consistent Liquidity Score eligible to be part of the index No of securities (n) Residual maturity criteria Long Gilt 8 Greater than 10 years Medium Gilt 8 5 to 10 year Short Gilt 8 Upto 5 years Composite Gilt 9 Top 3 securities each from long, medium and short term bucket Dynamic Gilt 12 NA Weights to eligible securities based on a combined score of: Liquidity (70%) Amount outstanding (30%) Surrogate bonds (namely Food Corporation of India bonds, Oil bonds, Fertiliser bonds and UTI Special Bonds) and Floating rate bonds kept out of the purview of the selection process since these are quasi government bonds 24

25 SDL Features and Characteristics Total Return seeking to capture coupon and price return of the underlying portfolio. constituents valued on a daily basis using SDL Valuations. constituents are rebalanced on a fortnightly basis. Tracks the 10-Year residual maturity segment. Key Characteristics Liquidity: The index seeks to capture the movement in a portfolio consisting of most liquid SDL Bonds by using appropriate market representation. Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels. Methodology Top 12 states are selected based on issuances in the previous financial year. Most recently issued securities of the selected states are eligible to be part of the index. The securities in the index are rebalanced on a fortnightly basis on the basis of issuances during the previous fortnight. Weights allocation: Weights to be calculated at issuer level based on issuances in the previous financial year and would be revised annually. UDAY bonds are kept out of the purview of the selection process. 25

26 CD Indices Features The indices seeks to capture the return of the underlying constituents based on daily yield movement using Money Market Valuation portfolio represents a maximum of top 10 CD issuers Key Characteristics Representation: The indices represents the performance of CDs across residual maturities issued by various banks, thereby seeking to represent the CD market Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having valuations close to market levels Methodology The indices are rebalanced on a fortnightly basis using secondary market trades and holdings for A1+ rated CDs Based on the traded data of the previous fortnight, Maximum of 10 issuers are shortlisted based on their traded volume size For each of the shortlisted issuers, the security with a higher traded volume is selected In case of multiple securities having same traded volume, the security with a higher residual maturity selected to be a part of the index Maturity Buckets: Residual maturity (Days) 2 Month CD 45 to 60 3 Month CD 90 to Month CD 165 to Year CD 345 to 375 In case, the number of securities shortlisted using secondary trades data falls short of 10: Remaining issuers are identified based on the CD holdings by various entities Issuers are shortlisted based on higher residual maturity In case the number of securities shortlisted using secondary trades and holdings data above falls short of 10: Remaining issuers are identified from the existing portfolio with a flexible maturity band of -7/+15 days around respective tenor Issuers are shortlisted based on higher residual maturity Equal weights assigned to each of the constituents Securities valued on a daily basis using Money Market Valuation 26

27 CP Features The indices seeks to capture the return of the underlying constituents based on daily yield movement using Money Market Valuation portfolio represents a maximum of top 15 CP issuers Key Characteristics Representation: The indices represents the performance of CPs across residual maturities issued by various banks, thereby seeking to represent the CP market Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having valuations close to market levels Methodology Based on the residual maturity criteria and rating, firstly 4 sectors based on primary(based on issuance size), secondary(based on traded volume size) and holdings(higher residual maturity) data in that order will be identified. For each sector, top issuers (up to 3) in each sector will be identified. The identification of issuers will be based on the size of issuance (in case of primary market data), size of traded volume (in case of secondary market data) and higher residual maturity (in case of MF holdings data). One security of each issuer with the highest maturity will be selected in the index. The sector weights would be in close compliance with the restrictions prescribed by the regulator. The security inside each sector will be equally weighted. If sufficient sectors/issuers are not available, then the sector/issuers from the previous rebalancing period will be carried forward. Below table summarizes the residual maturity criteria of CP Indices Residual maturity (Days) Relaxation in case of no sector/issuer found 2 month CP 45 to 60-3 month CP 90 to 105 The maturity will be relaxed till 80 6 month CP 165 to Year CP 345 to 375 In steps of 15 days till the required number of issuers/sectors are found. The maturity will not go below 135 In steps of 15 days till the required number of issuers/sectors are found. The maturity will not go below

28 FPI Features Total Return seeking to capture coupon and price returns of the underlying portfolio Base date for the : August 31, 2011 portfolio marked-to-market on a daily basis using Gilt and Bond valuations As mandated by the guidelines, the will only constitute of securities having residual maturity greater than 3 years. Derived index from the following sub-indices Long Gilt Medium Gilt AAA Long Bond AAA Medium Bond AA and AA+ Long Bond AA and AA+ Medium Bond Key Characteristics Liquidity: The index seeks to capture the movement in a portfolio consisting of most liquid government and corporate securities by using appropriate market representation Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to the market levels Methodology Weights for the broad categories of Corporate Bonds and G-Sec are to be based on the FPI investment limits on these categories which shall be reviewed monthly. In case there is change in limits for FPI Investments midmonth, the same will be reflected in the next month s rebalancing. Weights within each residual maturity category of corporate debt (shall be split between AAA, AA, AA+ rated issuers) and government securities will be based on issuance pattern for these categories in the previous calendar year and shall be reviewed annually. valued on a daily basis using Valuation services Both INR and USD versions of the index series will be constructed. Sub-Indices Weights as on 03 April 2018 Long Gilt 25% Medium Gilt 21% AAA Long Bond 16% AAA Medium Bond 20% AA and AA+ Long Bond 13% AA and AA+ Medium Bond 5% 28

29 List of Indices Objectives and Inception Dates Sr. No. Composite Indices Composite Bond 1 Fund Short Bond 2 Fund 3 Liquid Fund Low Duration Debt 4 Ultra Short 5 Debt Medium Debt 6 Medium To Long 7 Debt Long Debt 8 Long 9 Corporate Bond Medium 10 Corporate Bond Short 11 Corporate Bond Corporate Bond 12 Composite Composite Credit 13 Risk Short Credit 14 Risk Dynamic Debt 15 Gilt Indices 16 Dynamic Gilt Short Gilt 17 Objective To track the performance of a debt portfolio that includes government securities and AAA/AA+/AA rated corporate bonds To track the performance of a debt portfolio that includes government securities, AAA/AA+/AA rated corporate bonds, CPs and CDs. To track the performance of a debt portfolio that includes CBLO, CPs and CDs. To track the performance of low duration debt portfolio comprising of short term AAA/AA+/AA rated bonds, CPs and CDs. To track the performance of an ultra-short term debt portfolio comprising of Treasury Bills, short term AAA/AA+/AA rated corporate bonds, CPs and CDs. To track the performance of a medium term debt portfolio comprising of government securities and AAA/AA+/AA rated corporate bonds. To track the performance of a medium to long term debt portfolio comprising of government securities and AAA/AA+/AA rated corporate bonds. To track the performance of a long term debt portfolio comprising of government securities and AAA/AA+/AA rated corporate bonds. To track the performance of a corporate debt portfolio comprising of AAA/AA+/AA/AA- rated corporate bonds with residual maturity greater than 5 years. To track the performance of a corporate debt portfolio comprising of AAA/AA+/AA/AA- rated corporate bonds of residual maturity greater than 3 years and up to 5 years. To track the performance of a corporate debt portfolio comprising of AAA/AA+/AA/AA- rated corporate bonds of residual maturity up to 3 years. To track the performance of a corporate debt portfolio comprising of across maturity AAA/AA+/AA/AA- rated corporate bonds To track the performance of a credit risk debt portfolio comprising of across the maturity AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds. To track the performance of a corporate debt portfolio comprising of AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds with residual maturities up to 3 years. To track the performance of a debt portfolio that includes government securities and AAA/AA+/AA rated corporate bonds across maturities To track the performance of a portfolio comprising of most liquid government securities without any maturity constraints. To track the performance of a portfolio of government securities with residual maturity up to five years 29 Inception date 1-Jan-97 1-Jan-97 1-Oct-04 1-Jan-97 1-Oct-04 1-Jan-97 1-Oct-04

30 Sr. No. 18 Medium Gilt 19 Long Gilt 20 Composite Gilt Year Gilt Credit Indices 22 AAA Long Bond 23 AAA Medium Bond 24 AAA Short Bond 25 Composite AA Long Bond 26 Composite AA Medium Bond 27 Composite AA Short Bond 28 AA and AA+ Long Bond 29 AA and AA+ Medium Bond 30 AA and AA+ Short Bond 31 AA Long Bond 32 AA+ Long Bond 33 AA- Long Bond 34 AA Medium Bond Objective To track the performance of a portfolio of government securities with residual maturity greater than five and up to ten years To track the performance of a portfolio of government securities with residual maturity greater than ten years To track the performance of a portfolio comprising most liquid government securities, in each of the long term, medium term and short term maturity segments 10 Year Gilt seeks to track the performance of the 10 year benchmark government security To track the performance of a long-term debt portfolio consisting of AAA rated corporate bonds with residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of AAA rated corporate bonds with residual maturity greater than three and up to five years To track the performance of a short-term debt portfolio consisting of AAA rated corporate bonds with residual maturity up to three years To track the performance of a long-term debt portfolio consisting of "AA", "AA+" and "AA-" rated corporate bonds with residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of "AA", "AA+" and "AA-" rated corporate bonds with residual maturity greater than three and up to five years To track the performance of a short-term debt portfolio consisting of "AA", "AA+" and "AA-" rated corporate bonds with residual maturity up to three years To track the performance of a long-term debt portfolio consisting of "AA" rated and "AA+" rated corporate bonds with residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of "AA" rated and "AA+" rated corporate bonds with residual maturity greater than three and up to five years To track the performance of a short-term debt portfolio consisting of "AA" rated and "AA+" rated corporate bonds with residual maturity up to three years To track the performance of a long-term debt portfolio consisting of "AA" rated corporate bonds with residual maturity greater than five years To track the performance of a long-term debt portfolio consisting of "AA+" rated corporate bonds with residual maturity greater than five years To track the performance of a long-term debt portfolio consisting of "AA-" rated corporate bonds with residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of "AA" rated corporate bonds with residual maturity greater than three and up to five years 30 Inception date 1-Oct-04 1-Oct-04 1-Oct-04 1-Sep-01 2-Apr-18 2-Apr-18 2-Apr-18 2-Apr-18 2-Apr-18 2-Apr-18 2-Apr-18

31 Sr. No. Objective Inception date 35 AA+ Medium Bond To track the performance of a medium-term debt portfolio consisting of "AA+" rated corporate bonds with residual maturity greater than three and up to five years 2-Apr AA- Medium Bond To track the performance of a medium-term debt portfolio consisting of "AA-" rated corporate bonds with residual maturity greater than three and up to five years 2-Apr AA Short Bond To track the performance of a short-term debt portfolio consisting of "AA" rated corporate bonds with residual maturity up to three years 2-Apr AA+ Short Bond To track the performance of a short-term debt portfolio consisting of "AA+" rated corporate bonds with residual maturity up to three years 2-Apr AA- Short Bond To track the performance of a short-term debt portfolio consisting of "AA-" rated corporate bonds with residual maturity up to three years 2-Apr A Medium to Long Bond To track the performance of a medium to long-term debt portfolio consisting of A rated corporate bonds with residual maturity greater than three years 41 A Short Bond To track the performance of a short-term debt portfolio consisting of A rated corporate bonds with residual maturity up to three years 42 Medium to Long Banking Debt To track the performance of a debt portfolio that includes corporate bonds issued by Banks with residual maturity greater than 3 years 43 Short Banking Debt To track the performance of a debt portfolio that includes corporate bonds issued by Banks with residual maturity up to 3 years 44 Medium to Long PSU Debt To track the performance of a debt portfolio that includes corporate bonds issued by Public Sector Units (PSU) with residual maturity greater than 3 years 45 Short PSU Debt To track the performance of a debt portfolio that includes corporate bonds issued by Public Sector Units (PSU) with residual maturity up to 3 years 46 Banking and PSU Debt To track the performance of a debt portfolio that includes corporate bonds issued by Public Sector Units (PSU) and Banks along with certificates of deposits issued by banks across maturities Hybrid Indices 47 Hybrid Aggressive To track the performance of an equity-oriented hybrid portfolio having a blend of the S&P BSE 200 TR(65%) and Composite Bond Fund (35%) 48 Hybrid Moderate To track the performance of an hybrid portfolio having a blend of the S&P BSE 200 TR(50%) and Composite Bond Fund (50%) 49 Hybrid Conservative To track the performance of an debt-oriented hybrid portfolio having a blend of the S&P BSE 200 TR(35%) and Composite Bond Fund (65%) 50 Hybrid Conservative To track the performance of a debt-oriented hybrid portfolio having a blend of the S&P BSE 200 TR(15%) and Composite Bond Fund (85%) 51 Short Debt Hybrid Fund To track the performance of a debt-oriented hybrid portfolio having a blend of S&P BSE 200 TR(40%) and Short Bond Fund (60%). 31