CRISIL Indices. Portfolio Rollover. April

Transcription

1 Indices Portfolio Rollover April

2 Table of Contents Constituent Details - New... 3 Constituent Details - Existing

3 Constituent Details - New The securities that would form a part of the indices with effect from 1 st working day of April 2018 are as follows: Sr.No ISIN Issuer/Security Name 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 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 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% 1 INE001A07QW7 Housing Development Finance Corporation Ltd. 11-Dec % 10.00% AAA Short 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% 6 INE134E08IW3 Power Finance Corporation Ltd. 17-Sep % 10.00% 3

4 Sr.No ISIN Issuer/Security Name 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 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+ 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 INE268A07152 Vedanta Ltd. 4-Jul % 6.29% 4

5 Sr.No ISIN Issuer/Security Name 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 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+ 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% AA+ Short 1 INE027E07568 L&T Finance Ltd. 13-Nov % 10.00% 2 INE126D07099 Reliance Commercial Finance Ltd. 25-Mar % 10.00% 5

6 Sr.No ISIN Issuer/Security Name 3 INE306N07JF3 Tata Capital Financial Services Ltd. 10-Apr % 10.00% 4 INE321N07228 KKR India Financial Services Pvt. Ltd. 9-Feb % 10.00% 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 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 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% 1 INE081A08207 Tata Steel Ltd. 24-Jan % 3.46% 6

7 Sr.No ISIN Issuer/Security Name 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 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 AA- 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% 4 INE114A07901 Steel Authority Of India Ltd. 9-Jun % 10.00% AA- Short 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% 12 INE896L07298 Indostar Capital Finance Ltd. 8-Jan % 9.75% 7

8 Sr.No ISIN Issuer/Security Name 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 To Long 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% 15 INE530Z07012 Everbest Consultancy Services Pvt. Ltd. 26-Feb % 10.00% 8

9 Sr.No ISIN Issuer/Security Name 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% 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% 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% Short PSU 1 INE020B08AN6 Rural Electrification Corporation Ltd. 31-Dec % 10.00% 2 INE031A08541 Housing & Urban Development Corporation Ltd. 22-Dec % 6.34% 9

10 Sr.No ISIN Issuer/Security Name Debt 3 INE053F07AL4 Indian Railway Finance Corporation Ltd. 7-Jun % 10.00% 4 INE134E08IU7 Power Finance Corporation Ltd. 16-Jul % 10.00% 5 INE261F08907 National Bank for Agriculture & Rural Development 30-Sep % 10.00% 6 INE514E08ER5 Export Import Bank Of India 5-Nov % 11.45% 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 % 0.53% 10 INE733E07JY8 NTPC 31-Dec % 5.60% 11 INE752E07LA4 Power Grid Corporation of India Ltd. 15-Jul % 10.00% 12 INE848E07AE5 National Hydroelectric Power Corporation Ltd. 13-Sep % 6.08% 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 ) 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 ) 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 ) 15-Feb % 3.17% 9 IN % CGL Jun % 3.36% Long 1 IN % CGL Sep % 40.34% 2 IN % CGL New 15 Year G-Sec 19-Mar % 9.98% 3 IN % CGL New 17 Year G-sec 5-Dec % 7.06% 10

11 Sr.No ISIN Issuer/Security Name Gilt 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% 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 ) 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 ) 9-Jun % 11.94% 6 IN % CGL Apr % 10.72% 7 IN % CGL May % 10.19% 8 IN % CGL 2022 (Recaptalised ) 2-Aug % 9.58% 1 INE237A16Z66 Kotak Mahindra Bank Ltd. 8-May % 2 INE556F16192 Small Industries Development Bank Of India 18-May % 3 INE090A165M9 ICICI Bank Ltd. 18-May % 2 month CD 4 INE095A16WS6 IndusInd Bank Ltd. 14-May % 5 INE238A16Y17 Axis Bank Ltd. 8-May % 6 INE092T16DD5 IDFC Bank ltd. 14-May % 7 INE063P16149 Equitas Small Finance Bank Ltd. 18-May % 8 INE528G16N70 Yes Bank 18-May % 9 INE976G16HG0 RBL Bank Ltd. 14-May % 10 INE608A16OA1 Punjab & Sind Bank 15-May % 3 month CD 1 INE090A160M0 ICICI Bank Ltd. 29-Jun % 2 INE092T16BE7 IDFC Bank ltd. 19-Jun % 3 INE528G16K99 Yes Bank 27-Jun % 11

12 Sr.No ISIN Issuer/Security Name 4 INE040A16BR8 HDFC Bank Ltd. 29-Jun % 5 INE976G16FX9 RBL Bank Ltd. 20-Jun % 6 INE556F16267 Small Industries Development Bank Of India 21-Jun % 7 INE238A16U78 Axis Bank Ltd. 20-Jun % 8 INE237A161C3 Kotak Mahindra Bank Ltd. 25-Jun % 9 INE095A16WR8 IndusInd Bank Ltd. 20-Jun % 10 INE683A16KM7 South Indian Bank Ltd. 20-Jun % 1 INE040A16BU2 HDFC Bank Ltd. 12-Sep % 6 month CD 2 INE480Q16184 Cooperatieve Centrale Raiffeisen- Boerenleenbank 20-Sep % 3 INE551W16032 Ujjivan Small Finance Bank Ltd. 14-Sep % 4 INE090A164N0 ICICI Bank Ltd. 28-Sep % 5 INE095A16WX6 IndusInd Bank Ltd. 14-Sep % 6 INE237A160E1 Kotak Mahindra Bank Ltd. 19-Sep % 7 INE528G16O53 Yes Bank 14-Sep % 1 INE514E16AQ8 Export Import Bank Of India 29-Mar % 2 INE949L16106 AU Small Finance Bank Ltd. 5-Mar % 1 Year CD 3 INE556F16374 Small Industries Development Bank Of India 8-Mar % 4 INE040A16CC8 HDFC Bank Ltd. 8-Mar % 5 INE238A16Z65 Axis Bank Ltd. 12-Mar % 6 INE528G16O38 Yes Bank 13-Mar % 7 INE090A164P5 ICICI Bank Ltd. 15-Mar % 8 INE095A16XL9 IndusInd Bank Ltd. 19-Mar % 1 INE296A14NJ3 Bajaj Finance Ltd. 18-May % 2 INE886I14960 Motilal Oswal Securities Ltd. 10-May % 2 Month CP 3 INE001A14SG2 Housing Development Finance Corporation Ltd. 15-May % 4 INE481G14766 Ultratech Cement Ltd. 11-May % 5 INE763G14FN7 ICICI Securities Ltd. 11-May % 6 INE657N14PC9 Edelweiss Commodities Services Ltd. 18-May % 7 INE721A14BA4 Shriram Transport Finance Co. Ltd. 18-May % 8 INE140A14SK0 Piramal Enterprises Ltd. 18-May % 3 Month CP 1 INE110L14GU4 Reliance Jio Infocomm Ltd. 19-Jun % 2 INE205A14MS7 Vedanta Ltd. 19-Jun % 3 INE657N14PF2 Edelweiss Commodities Services Ltd. 19-Jun % 4 INE306N14ND6 Tata Capital Financial Services Ltd. 19-Jun % 12

13 Sr.No ISIN Issuer/Security Name 5 INE641O14BV1 Piramal Finance Pvt. Ltd. 19-Jun % 6 INE732U14565 Ford Credit India Pvt. Ltd. 20-Jun % 1 INE020B14516 Rural Electrification Corporation Ltd. 4-Sep % 2 INE916D14J06 Kotak Mahindra Prime Ltd. 10-Sep % 6 month CP 3 INE756I14BU1 HDB Financial Services Ltd. 7-Sep % 4 INE641O14BS7 Piramal Finance Pvt. Ltd. 12-Sep % 5 INE002A14979 Reliance Industries Ltd. 11-Sep % 6 INE110L14GR0 Reliance Jio Infocomm Ltd. 11-Sep % 7 INE514E14NH5 Export Import Bank Of India 19-Sep % 1 INE027E14FH4 L&T Finance Ltd. 6-Mar % 1 Year CP 2 INE477A14866 CanFin Homes Ltd. 8-Mar % 3 INE870H14EY8 Network 18 Media & Invst. Ltd. 11-Mar % 4 INE886H14CD2 TV18 Broadcast Ltd. 11-Mar % 5 INE657N14OX8 Edelweiss Commodities Services Ltd. 12-Mar % 6 INE756I14BV9 HDB Financial Services Ltd. 18-Mar % 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% * date is earlier of Maturity Date & Call/Put Date 13

14 Constituent Details - Existing The securities that presently form a part of the indices are as follows: Sr.No ISIN Issuer/Security Name 1 INE020B08AQ9 Rural Electrification Corporation Ltd. 10-Dec % 10.00% 2 INE053F07AC3 Indian Railway Finance Corporation Ltd. 27-Aug % 7.06% 3 INE115A07ML7 LIC Housing Finance Ltd. 6-Sep % 10.00% 4 INE134E08JC3 Power Finance Corporation Ltd. 11-Jun % 10.00% AAA Long 5 INE148I08298 Indiabulls Housing Finance Ltd. 8-Sep % 10.00% 6 INE202B07IN5 Dewan Housing Finance Corporation Ltd. 9-Sep % 10.00% 7 INE261F08931 National Bank for Agriculture & Rural Development 23-Nov % 7.52% 8 INE296A08805 Bajaj Finance Ltd. 29-Sep % 5.33% 9 INE514E08FP6 Export Import Bank Of India 3-Aug % 7.14% 10 INE733E07KI9 NTPC 13-Dec % 5.23% 11 INE752E07OF7 Power Grid Corporation of India Ltd. 19-Jun % 10.00% 12 INE941D07166 Reliance Ports & inals Ltd. 18-Nov % 7.73% 1 INE001A07OO9 Housing Development Finance Corporation Ltd. 4-Mar % 6.46% 2 INE002A08476 Reliance Industries Ltd. 31-Aug % 10.00% 3 INE020B08AP1 Rural Electrification Corporation Ltd. 30-Nov % 10.00% 4 INE029A08040 Bharat Petroleum Corporation Ltd. 16-Jan % 3.62% AAA 5 INE115A07MS2 LIC Housing Finance Ltd. 16-Dec % 10.00% 6 INE134E08JD1 Power Finance Corporation Ltd. 8-Aug % 10.00% 7 INE148I07GE8 Indiabulls Housing Finance Ltd. 25-Sep % 10.00% 8 INE514E08FD2 Export Import Bank Of India 27-May % 6.39% 9 INE752E07OD2 Power Grid Corporation of India Ltd. 21-Dec % 10.00% 10 INE871D07QX5 Infrastructure Leasing & Financial Services Ltd. (IL&FS) 15-Jan % 3.97% 11 INE895D08907 Tata Sons Ltd. 25-Mar % 9.56% 12 INE906B07FE6 National Highways Authority of India 23-Dec % 10.00% AAA Short 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 % 5.32% 5 INE115A07MM5 LIC Housing Finance Ltd. 15-Nov % 10.00% 6 INE134E08IU7 Power Finance Corporation Ltd. 16-Jul % 10.00% 14

15 Sr.No ISIN Issuer/Security Name 7 INE261F08907 National Bank for Agriculture & Rural Development 30-Sep % 10.00% 8 INE296A07QC5 Bajaj Finance Ltd. 10-Nov % 8.65% 9 INE556F09601 Small Industries Development Bank Of India 15-Mar % 8.02% 10 INE756I07AH4 HDB Financial Services Ltd. 24-Sep % 5.79% 11 INE916DA7OA5 Kotak Mahindra Prime Ltd. 29-May % 5.27% 12 INE148I07FP6 Indiabulls Housing Finance Ltd. 10-Aug % 6.94% 1 INE535N08056 Haryana Vidyut Prasaran Nigam Ltd. 28-Mar % 1.98% 2 INE103G08032 Rajasthan Financial Corporation 22-Jan % 1.98% 3 INE700N09013 Rajasthan State Road Transport Corporation 17-Jul % 9.88% 4 INE572F08071 Rajasthan Rajya Vidyut Prasaran Nigam Ltd. 28-Mar % 4.47% 5 INE514F07083 Neelachal Ispat Nigam Ltd. 27-Mar % 3.95% 6 INE667M08018 Bandhan Financial Services Pvt. Ltd. 2-Sep % 3.16% 7 INE818F08037 Kerala Financial Corporation 30-Oct % 3.95% 8 INE220H08016 Himachal Pradesh State Electricity Board 29-Mar % 5.93% A Long 9 INE891F08018 Rajasthan Rajya Vidyut Utpadan Nigam Ltd. 24-Dec % 10.00% 10 INE340M08137 Tamilnadu Generation & Distribution Corporation Ltd. 18-Dec % 10.00% 11 INE512S08013 Chhattisgarh State Power Distribution Co. Ltd. 26-Mar % 9.88% 12 INE348L08033 MAS Financial Services Ltd. 22-Jun % 0.79% 13 INE560K07128 PTC India Financial Services Ltd. 28-May % 4.22% 14 INE949L07535 AU Small Finance Bank Ltd. 16-Mar % 3.36% 15 INE683A08028 South Indian Bank Ltd. 31-Oct % 9.88% 16 INE879Q08036 ESAF Small Finance Bank Ltd. 28-Dec % 0.49% 17 INE852O07022 Aptus Value Housing Finance India Ltd. 15-May % 0.66% 18 INE396P08066 Utkarsh Small Finance Bank Ltd. 30-Jun % 2.96% 19 INE764L07165 Sadbhav Infrastructure Project Ltd. 27-Jun % 0.49% 20 INE694C08070 The Lakshmi Vilas Bank Ltd. 7-Jun % 1.98% 21 INE540P07269 U. P. Power Corporation Ltd. 20-Oct % 10.00% 1 INE216P07076 Aavas Financiers Ltd. 20-Jun % 3.83% A Short 2 INE192L08126 JSW Techno Projects Management Ltd. 17-Dec % 10.00% 3 INE658R08016 Aspire Home Finance Corporation Ltd. 14-Dec % 1.92% 4 INE582R07044 Continental Drug Co. Pvt. Ltd. 8-Apr % 10.00% 5 INE482G07065 Tata Sky Ltd. 30-May % 10.00% 6 INE949L07477 AU Small Finance Bank Ltd. 13-Jun % 10.00% 15

16 Sr.No ISIN Issuer/Security Name 7 INE423A07195 Adani Enterprises Ltd. 24-Apr % 10.00% 8 INE016P07062 Vistaar Financial Services Pvt. Ltd. 27-Jul % 8.69% 9 INE428Q08065 Suryoday Small Finance Bank Ltd. 12-Jul % 6.39% 10 INE396P08082 Utkarsh Small Finance Bank Ltd. 16-Jan % 6.39% 11 INE180C07031 Capri Global Capital Ltd. 7-Mar % 1.92% 12 INE540P07194 U. P. Power Corporation Ltd. 20-Oct % 10.00% 13 INE124N07093 Ess Kay Fincorp Pvt. Ltd. 17-Jan % 4.47% 14 INE443L07042 Belstar Investment & Finance Pvt. Ltd. 17-Jul % 6.39% 1 IN % CGL Sep % 18.56% 2 IN % CGL May % 18.55% 3 IN % CGL 2028 (New 10 year G-sec) 8-Jan % 15.38% 4 IN % CGL Dec % 6.27% Gilt 5 IN % CGL 2022 (Recaptalised ) 15-Feb % 5.06% 6 IN % CGL Jun % 5.79% 7 IN % CGL 2019 (FEB) 2-Feb % 4.72% 8 IN % CGL May % 4.56% 9 IN % CGL New 10 Year G-Sec. 25-May % 5.71% 10 IN % CGL 2020 (New 6 Year ) 9-Jun % 5.24% 11 IN % CGL Jan % 4.79% 12 IN % CGL May % 5.35% 1 IN % CGL Sep % 38.62% 2 IN % CGL New 19 Year G-Sec. 19-Dec % 9.98% Long Gilt 3 IN % CGL New 14 Year. 2-Jun % 9.34% 4 IN % CGL Dec % 10.49% 5 IN % CGL May % 8.82% 6 IN % CGL Jun % 8.00% 7 IN % CGL New 17 Year G-sec 5-Dec % 6.50% 8 IN % CGL New 14 G-Sec 20-Mar % 8.25% 1 IN % CGL May % 29.11% Gilt 2 IN % CGL 2028 (New 10 year G-sec) 8-Jan % 25.03% 3 IN % CGL New 10 Year G-Sec. 25-May % 7.92% 4 IN % CGL May % 7.44% 5 IN % CGL Jul % 7.85% 6 IN % CGL Jun % 7.70% 16

17 Sr.No ISIN Issuer/Security Name 7 IN % CGL Jul % 7.64% 8 IN % CGL New 12 Year Govt.Stock 24-Nov % 7.31% 1 IN % CGL Dec % 19.11% 2 IN % CGL 2022 (Recaptalised ) 15-Feb % 14.76% Short Gilt 3 IN % CGL Jun % 13.95% 4 IN % CGL 2019 (FEB) 2-Feb % 11.93% 5 IN % CGL May % 11.19% 6 IN % CGL 2020 (New 6 Year ) 9-Jun % 10.59% 7 IN % CGL Jan % 9.48% 8 IN % CGL Apr % 8.97% 1 INE090A165O5 ICICI Bank Ltd. 4-May % 2 INE238A16X34 Axis Bank Ltd. 26-Apr % 3 INE683A16KD6 South Indian Bank Ltd. 25-Apr % 2 month CD 4 INE976G16GY5 RBL Bank Ltd. 27-Apr % 5 INE092T16CZ0 IDFC Bank ltd. 4-May % 6 INE551W16206 Ujjivan Small Finance Bank Ltd. 26-Apr % 7 INE168A16LC8 The Jammu & Kashmir Bank Ltd. 26-Apr % 8 INE949L16031 AU Small Finance Bank Ltd. 4-May % 9 INE237A160A9 Kotak Mahindra Bank Ltd. 4-May % 10 INE095A16XB0 IndusInd Bank Ltd. 2-May % 1 INE238A16V44 Axis Bank Ltd. 14-Jun % 2 INE095A16WR8 IndusInd Bank Ltd. 20-Jun % 3 INE443O16203 Credit Suisse AG 15-Jun % 3 month CD 4 INE090A165L1 ICICI Bank Ltd. 13-Jun % 5 INE237A161D1 Kotak Mahindra Bank Ltd. 15-Jun % 6 INE551W16115 Ujjivan Small Finance Bank Ltd. 8-Jun % 7 INE092T16BF4 IDFC Bank ltd. 20-Jun % 8 INE976G16FX9 RBL Bank Ltd. 20-Jun % 9 INE556F16259 Small Industries Development Bank Of India 20-Jun % 10 INE528G16K81 Yes Bank 18-Jun % 6 month 1 INE095A16WX6 IndusInd Bank Ltd. 14-Sep % 2 INE237A160B7 Kotak Mahindra Bank Ltd. 14-Sep % 3 INE551W16032 Ujjivan Small Finance Bank Ltd. 14-Sep % 4 INE040A16BU2 HDFC Bank Ltd. 12-Sep % 17

18 Sr.No ISIN Issuer/Security Name CD 5 INE090A162N4 ICICI Bank Ltd. 12-Sep % 1 INE095A16XJ3 IndusInd Bank Ltd. 26-Feb % 2 INE556F16358 Small Industries Development Bank Of India 15-Feb % 1 Year CD 3 INE238A16Y66 Axis Bank Ltd. 22-Feb % 4 INE090A168O9 ICICI Bank Ltd. 21-Feb % 5 INE949L16106 AU Small Finance Bank Ltd. 5-Mar % 6 INE261F16264 National Bank for Agriculture & Rural Development 14-Feb % 7 INE443O16211 Credit Suisse AG 14-Feb % 8 INE514E16BG7 Export Import Bank Of India 8-Feb % 1 INE733E14088 NTPC 25-Apr % 2 INE957N14AE1 Hero Fincorp Ltd. 2-May % 3 INE110L14GJ7 Reliance Jio Infocomm Ltd. 2-May % 2 Month CP 4 INE069I14690 Indiabulls Real Estate Ltd. 30-Apr % 5 INE121H14IU5 IL & FS Financial Services Ltd. 4-May % 6 INE289B14CV4 Gic Housing Finance Ltd. 27-Apr % 7 INE539K14755 HDFC Credila Financial Services Pvt. Ltd. 4-May % 8 INE501A14DP4 Deepak Fertilisers & Petrochemicals Corp. Ltd. 27-Apr % 9 INE522D14HS9 Manappuram Finance Ltd. 2-May % 10 INE202B14LU0 Dewan Housing Finance Corporation Ltd. 4-May % 1 INE261F14CN1 National Bank for Agriculture & Rural Development 18-Jun % 2 INE477S14363 Tata Motors Finance Solutions Ltd. 5-Jun % 3 Month CP 3 INE205A14MJ6 Vedanta Ltd. 5-Jun % 4 INE756I14BT3 HDB Financial Services Ltd. 15-Jun % 5 INE148I14VA1 Indiabulls Housing Finance Ltd. 5-Jun % 6 INE641O14BM0 Piramal Finance Pvt. Ltd. 13-Jun % 7 INE044A14328 Sun Pharmaceutical Industries Ltd. 15-Jun % 8 INE248U14DE4 IIFL Wealth Finance Ltd. 5-Jun % 9 INE647A14468 SRF Ltd. 15-Jun % 10 INE484J14EC0 Godrej Properties Ltd. 5-Jun % 10 Year 1 IN % BIHAR SDL Feb % 6.60% 2 IN % GUJARAT SDL Feb % 5.74% 3 IN % HARYANA SDL Feb % 5.10% 18

19 Sr.No ISIN Issuer/Security Name SDL 4 IN % KARNATAKA SDL Jan % 9.64% 5 IN % KERALA SDL Feb % 6.45% 6 IN % MADHYA PRADESH SDL Feb % 6.00% 7 IN % MAHARASHTRA SDL Sep % 12.11% 8 IN % RAJASTHAN SDL Feb % 5.74% 9 IN % TAMIL NADU SDL Feb % 11.74% 10 IN % Telangana SDL Mar % 6.15% 11 IN % UTTAR PRADESH SDL Feb % 12.63% 12 IN % WEST BENGAL SDL Jan % 12.11% * date is earlier of Maturity Date & Call/Put Date 19

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