CRISIL Indices Factsheet

March 01, 2021

1 Table of Contents

Constituent Details – 01 March 2021 ...... 3 Portfolio Parameters – 01 March 2021 ...... 34 Composite Index Weights ...... 37 Features and Methodology ...... 47 Weighing Approach/Methodology ...... 53 List of CRISIL Indices – Objectives and Inception Dates ...... 64

Constituent Details – 01 March 2021

The securities that would form a part of the indices with effect from 01 March 2021 are as follows:

Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Bharat Sanchar Nigam Ltd. 1 INE103D08021 23-Sep-30 6.79% 7.46% 06.79% 23-Sep-2030 FCI 06.65% (Series IX ) 23-Oct- 2 INE861G08076 23-Oct-30 6.65% 10.00% 2030 HDFC 07.25% (Series X-006) 17- 3 INE001A07SO0 17-Jun-30 7.25% 10.00% Jun-2030 IRFC 06.85% (Series 153) 29-Oct- 4 INE053F07CS5 29-Oct-40 6.85% 10.00% 2040 L&T Infrastructure Fin 08.10% 5 INE691I07EO1 (Series B of FY 2020-21) 28-Jun- 28-Jun-30 8.10% 0.45% 2030 CRISIL AAA LICHF 08.70% (TRANCHE 382) 23- 6 INE115A07OB4 23-Mar-29 8.70% 8.61% Long Term Mar-2029 Bond Index MTNL 07.05% (GOI Guarantee 7 INE153A08089 11-Oct-30 7.05% 5.71% Series V ) 11-Oct-2030 NABARD 06.44 (Series LTIF G POC 8 INE261F08CP8 4-Dec-30 6.44% 10.00% 1) 04-Dec-2030 NHAI 06.94% (Series-VII) 27-Nov- 9 INE906B07IG5 27-Nov-37 6.94% 10.00% 2037 PFC 07.04% (Series 207) 16-Dec- 10 INE134E08LC9 16-Dec-30 7.04% 10.00% 2030 RECL 06.80% (Series 203 A) 20- 11 INE020B08DE9 20-Dec-30 6.80% 10.00% Dec-2030 TCFSL 07.60% (Tier-II Bond A FY 12 INE306N08383 17-Sep-30 7.60% 7.77% 2020-21) 17-Sep-2030 Exim Bank 05.85% (Series W02 1 INE514E08FV4 12-Sep-25 5.85% 6.27% 2025) 12-Sep-2025 HPCL 07.00% (Series II) 14-Aug- 2 INE094A08036 14-Aug-24 7.00% 5.07% 2024 HDFC 05.78% (Series Y- 002) 25- 3 INE001A07ST9 25-Nov-25 5.78% 10.00% Nov-2025 CRISIL AAA India Infradebt 07.00% (Series I Medium 4 INE537P07588 12-Nov-25 7.00% 7.19% Tranche I) 12-Nov-2025 Term Bond IOC 06.39% (Series XVI) 06-Mar- Index 5 INE242A08452 6-Mar-25 6.39% 10.00% 2025 L & T INFRASTRUCTURE FINANCE 6 INE691I07ER4 COMPANY LIMITED SR E OPT 1 28-Jul-25 07.95% 2.48% 7.95 NCD 28JL25 FVRS10LAC LICHF 05.5315% (Tranche 402) 7 INE115A07OX8 20-Dec-24 5.53% 10.00% 20-Dec-2024 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights NABARD 07.69% (Series 20C) 29- 8 INE261F08BK1 29-May-24 7.69% 8.99% May-2024 NTPC 05.45% (Series 72) 15-Oct- 9 INE733E08163 15-Oct-25 5.45% 10.00% 2025 PFC 06.50% (Series 208) 17-Sep- 10 INE134E08LD7 17-Sep-25 6.50% 10.00% 2025 Reliance Industries Ltd. 9.25% 17- 11 INE110L08037 17-Jun-24 9.25% 10.00% Jun-2024 RECL 08.10% (Option-A Series 12 INE020B08BV7 25-Jun-24 8.10% 10.00% 180) 25-Jun-2024 Bajaj Finance 04.66% (Series 267) 1 INE296A07RM2 2-Dec-22 4.66% 10.00% 02-Dec -2022 HDB Financial Services 07.09% 2 INE756I07DA3 (Series 2020 A/I(FX)/150 ) 17- 17-Apr-23 7.09% 10.00% Apr-2023 HPCL 04.79% (Series IV) 23-Oct- 3 INE094A08085 23-Oct-23 4.79% 2.10% 2023 HDFC 06.22% (Series-X-005) 10- 4 INE001A07SN2 10-Dec-21 6.22% 10.00% Dec-2021 IRFC 06.19% (Series 149) 28-Apr- 5 INE053F07CC9 28-Apr-23 6.19% 8.35% 2023 CRISIL AAA L&T Infrastructure Fin 8.70% 6 INE691I07307 24-Mar-22 8.70% 4.00% Short Term [Series 2012A-2) 24-Mar2022 Bond Index LICHF 07.59% (Tranche 312) 14- 7 INE115A07KQ0 14-Oct-21 7.59% 10.00% Oct-2021 NABARD 06.40% (Series 20K) 31- 8 INE261F08CA0 31-Jul-23 6.40% 10.00% Jul-2023 NTPC 06.55% (Series 70) 17-Apr- 9 INE733E08148 17-Apr-23 6.55% 5.54% 2023 PFC 05.47% (Series 206) 19-Aug- 10 INE134E08LB1 19-Aug-23 5.47% 10.00% 2023 Reliance Industries 07.00% (PPD 11 INE002A08476 31-Aug-22 7.00% 10.00% Series - A) 31-Aug-2022 RECL 05.69% (Series 202 B) 30- 12 INE020B08DC3 30-Sep-23 5.69% 10.00% Sep-2023 Birla Corp 09.25% (Option II) 18- 1 INE340A07084 18-Aug-26 9.25% 6.52% Aug-2026 Canara Bank 08.40% (Basel III 2 INE476A08050 complaint Tier 2 2016-17) 27- 27-Apr-26 8.40% 10.00% CRISIL AA and Apr-2026 AA+ Long Cholamandalam Investment & Term Bond 3 INE121A08OG9 Fin 09.05% (Series SD 57) 24- 24-Mar-28 9.05% 10.00% Index Mar-2028 Hero Fincorp 08.98% (Series 4 INE957N08029 3-Aug-26 8.98% 8.15% HFCL/NCD/014) 03-Aug-2026 IDFC First Bank 09.50% (Series-III) 5 INE688I08053 17-May-28 9.50% 10.00% (Tier-II) 17-May-2028 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights IREDA 07.40% (Series-IX-B) 03- 6 INE202E07294 3-Mar-30 7.40% 10.00% Mar-2030 JM FINANCIAL CREDIT SOLUTIONS LIMITED TR AZ- 7 INE651J07804 1-Nov-30 09.20% 3.26% 2020(XXI) 9.20 NCD 01NV30 FVRS10LAC KERALA FINANCIAL 8 INE818F07138 CORPORATION SR STRPP D 7.70 14-Sep-29 07.70% 8.15% BD 14SP29 FVRS2LAC MMFSL 09.00% SERIES VI 06-Jun- 9 INE774D08MA6 6-Jun-26 9.00% 10.00% 2026 Manappuram Finance Ltd 10 INE522D07BN7 9.50%(Series 08/2021) 09-Jul- 9-Jul-30 9.50% 4.15% 2030 THDC India Ltd.(Series III) 07.19% 11 INE812V07039 24-Jul-30 7.19% 10.00% 24-Jul-2030 GE Shipping Co.08.85% 12-Apr- 12 INE017A07559 12-Apr-28 8.85% 9.78% 2028 Cholamandalam Investment & 1 INE121A07PM6 8-Jul-25 7.92% 11.11% Fin 07.92% (Option I) 08-Jul-2025 Fullerton India Credit (Series 67) 2 INE535H07AH4 17-Apr-24 8.35% 11.11% 08.3535% 17-Apr-2024 Gujarat State Investments 3 INE08EQ08056 22-Mar-25 9.45% 11.11% 09.45% (Series 5) 22-Mar-2025 IDFC First Bank 08.17% [SERIES 4 INE092T08BQ8 IDFC BANK OBB 10/2015] 14-Oct- 14-Oct-24 9.17% 11.11% CRISIL AA and 2024 AA+ Medium 5 INE774D08LK7 MMFSL 09.18% 31-Jan-2025 31-Jan-25 9.18% 11.11% Term Bond Mahindra Rural Housing Finance Index 6 INE950O08022 09.25% (Series MRHFL-CCC Tier 13-Oct-25 9.25% 11.11% II)13-Oct-2025 Muthoot Fin 07.40% ( Series 7 INE414G07FF7 5-Jan-24 7.40% 11.11% XXIII,Option III) 05-Jan-2024 SP Jammu Udhampur Highway 8 INE923L07183 Ltd. 09.15% (Series XVIII) 30-Jun- 30-Jun-24 9.15% 11.11% 2024 GE Shipping Co.08.24% 9 INE017A08250 10-Nov-25 8.24% 11.11% (Tranche1) 10-Nov-2025 Adani Ports & SEZ 06.50% 11- 1 INE742F07502 11-Sep-23 6.50% 10.00% Sep-2023 CRISIL AA and Bharti Telecom Ltd 08.90% 2 INE403D08066 17-Feb-22 8.90% 10.00% AA+ Short (Series V) 17-Feb-2022 Term Bond Fullerton India Credit 08.10% 3 INE535H07BD1 4-Nov-22 8.10% 5.71% Index (Series 84) 04-Nov-2022 Hindalco Industries 9.55% 4 INE038A07258 25-Apr-22 9.55% 10.00% (Series-I (2012)) 25-Apr-2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights IDFC First Bank 08.73% [SERIES 5 INE092T08BZ9 IDFC BANK OBB 11/2016] 06-Jan- 6-Jan-23 8.73% 9.75% 2023 JM Financial Credit Solutions 6 INE651J07606 09.50% (Tranche I Option III) 07- 7-Jun-23 9.50% 10.00% Jun-2023 MMFSL 04.542% (Series AM2020 7 INE774D07TW7 29-Oct-21 4.54% 10.00% Option I) 29-Oct-2021 Mahindra Rural Housing Finance 8 INE950O07370 07.15% (Option I MRHFL EE2020) 15-Sep-23 7.15% 2.69% 15-Sep-2023 Manappuram Finance 08.35% 18- 9 INE522D07BS6 18-Feb-22 8.35% 7.06% Feb-2022 Muthoot Fin 07.15% ( Series 14- 10 INE414G07EZ8 25-Nov-22 7.15% 10.00% A,Option I) 25-Nov-2022 Nuvoco Vistas Corporation 11 INE118D07179 25-Sep-23 7.25% 9.41% 07.25% 25-Sep-2023 Tata realty & infrastructure ltd. 12 INE371K08128 4-Jun-21 0.00% 5.38% 0% 04-Jun-2021 Birla Corp 09.25% (Option II) 18- 1 INE340A07084 18-Aug-26 9.25% 16.67% Aug-2026 IDFC First Bank 09.50% (Series-III) 2 INE688I08053 17-May-28 9.50% 16.67% (Tier-II) 17-May-2028 JM FINANCIAL CREDIT SOLUTIONS LIMITED TR AZ- 3 INE651J07804 1-Nov-30 09.20% 16.67% 2020(XXI) 9.20 NCD 01NV30 CRISIL AA FVRS10LAC Long Term KERALA FINANCIAL Bond Index 4 INE818F07138 CORPORATION SR STRPP D 7.70 14-Sep-29 07.70% 16.67% BD 14SP29 FVRS2LAC Manappuram Finance Ltd 5 INE522D07BN7 9.50%(Series 08/2021) 09-Jul- 9-Jul-30 9.50% 16.67% 2030 THDC India Ltd.(Series III) 07.19% 6 INE812V07039 24-Jul-30 7.19% 16.67% 24-Jul-2030 Gujarat State Investments 1 INE08EQ08056 22-Mar-25 9.45% 33.33% 09.45% (Series 5) 22-Mar-2025 CRISIL AA IDFC First Bank 08.17% [SERIES Medium 2 INE092T08BQ8 IDFC BANK OBB 10/2015] 14-Oct- 14-Oct-24 9.17% 33.33% Term Bond 2024 Index Muthoot Fin 07.40% ( Series 3 INE414G07FF7 5-Jan-24 7.40% 33.33% XXIII,Option III) 05-Jan-2024 Birla Corp 09.15% (Option I) 18- CRISIL AA 1 INE340A07076 18-Aug-21 9.15% 4.44% Aug-2021 Short Term Gujarat State Investments Bond Index 2 INE08EQ08023 1-Oct-22 9.45% 10.00% 09.45% (Series 2) 01-Oct-2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Hindalco Industries 9.55% 3 INE038A07258 25-Apr-22 9.55% 10.00% (Series-I (2012)) 25-Apr-2022 IDFC First Bank 08.73% [SERIES 4 INE092T08BZ9 IDFC BANK OBB 11/2016] 06-Jan- 6-Jan-23 8.73% 10.00% 2023 IIFL Home Finance 08.93% (Series 5 INE477L08097 14-Apr-23 8.93% 2.22% U07) 14-Apr-2023 IIFL Wealth Finance 0.00% (Series 6 INE248U08101 6-Jun-22 0.00% 4.44% A) 06-Jun-2022 JM Financial Credit Solutions 7 INE651J07606 09.50% (Tranche I Option III) 07- 7-Jun-23 9.50% 10.00% Jun-2023 Manappuram Finance 08.35% 18- 8 INE522D07BS6 18-Feb-22 8.35% 10.00% Feb-2022 Muthoot Fin 07.15% ( Series 14- 9 INE414G07EZ8 25-Nov-22 7.15% 10.00% A,Option I) 25-Nov-2022 Nuvoco Vistas Corporation 10 INE118D07179 25-Sep-23 7.25% 10.00% 07.25% 25-Sep-2023 Tata realty & infrastructure ltd. 11 INE371K08128 4-Jun-21 0.00% 8.89% 0% 04-Jun-2021 Walwhan Renewables Energy 12 INE296N08022 31-Jan-22 8.00% 10.00% 08.00% 31-Jan-2022 Adani Ports & SEZ 09.35% 04-Jul- 1 INE742F07361 4-Jul-26 9.35% 10.00% 2026 Canara Bank 08.40% (Basel III 2 INE476A08050 complaint Tier 2 2016-17) 27- 27-Apr-26 8.40% 10.00% Apr-2026 Cholamandalam Investment & 3 INE121A08OG9 Fin 09.05% (Series SD 57) 24- 24-Mar-28 9.05% 10.00% Mar-2028 Fullerton India Credit 09.30% 30- 4 INE535H08694 30-Apr-26 9.30% 3.33% Apr-2026 Hero Fincorp 08.98% (Series CRISIL AA+ 5 INE957N08029 3-Aug-26 8.98% 10.00% HFCL/NCD/014) 03-Aug-2026 Long Term IREDA 07.40% (Series-IX-B) 03- Bond Index 6 INE202E07294 3-Mar-30 7.40% 10.00% Mar-2030 MMFSL 09.00% SERIES VI 06-Jun- 7 INE774D08MA6 6-Jun-26 9.00% 10.00% 2026 Mahindra Rural Housing Finance 8 INE950O08147 08.50% (Series MRHFL-DD2016) 15-Jun-27 8.50% 6.67% 15-Jun-2027 SP Jammu Udhampur Highway 9 INE923L07225 Ltd. 09.15% (Series XXII) 30-Jun- 30-Jun-26 9.15% 10.00% 2026 GE Shipping Co.08.85% 12-Apr- 10 INE017A07559 12-Apr-28 8.85% 10.00% 2028 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Union Bank 08.93% (Basel III Tier 11 INE112A08051 8-Nov-29 8.93% 10.00% II Series II) 08-Nov-2029 Cholamandalam Investment & 1 INE121A07PM6 8-Jul-25 7.92% 16.67% Fin 07.92% (Option I) 08-Jul-2025 Fullerton India Credit (Series 67) 2 INE535H07AH4 17-Apr-24 8.35% 16.67% 08.3535% 17-Apr-2024 3 INE774D08LK7 MMFSL 09.18% 31-Jan-2025 31-Jan-25 9.18% 16.67% CRISIL AA+ Mahindra Rural Housing Finance Medium 4 INE950O08022 09.25% (Series MRHFL-CCC Tier 13-Oct-25 9.25% 16.67% Term Bond II)13-Oct-2025 Index SP Jammu Udhampur Highway 5 INE923L07183 Ltd. 09.15% (Series XVIII) 30-Jun- 30-Jun-24 9.15% 16.67% 2024 GE Shipping Co.08.24% 6 INE017A08250 10-Nov-25 8.24% 16.67% (Tranche1) 10-Nov-2025 Adani Ports & SEZ 06.50% 11- 1 INE742F07502 11-Sep-23 6.50% 10.00% Sep-2023 Bharti Telecom Ltd 08.90% 2 INE403D08066 17-Feb-22 8.90% 10.00% (Series V) 17-Feb-2022 Cholamandalam Investment & 3 INE121A07OF3 Fin 08.516% (Series 549) 15-Jun- 15-Jun-21 8.52% 10.00% 2021 Fullerton India Credit 08.10% 4 INE535H07BD1 4-Nov-22 8.10% 10.00% (Series 84) 04-Nov-2022 MMFSL 04.542% (Series AM2020 5 INE774D07TW7 29-Oct-21 4.54% 10.00% Option I) 29-Oct-2021 CRISIL AA+ Mahindra Rural Housing Finance Short Term 6 INE950O07370 07.15% (Option I MRHFL EE2020) 15-Sep-23 7.15% 10.00% Bond Index 15-Sep-2023 SP Jammu Udhampur Highway 7 INE923L07175 Ltd. 09.15% (Series XVII) 31-Dec- 31-Dec-23 9.15% 9.40% 2023 SHFL 06.20% (Option 2) 16-Nov- 8 INE667F07HY9 16-Nov-23 6.20% 10.00% 2023 GE Shipping Co.09.70% 07-Jan- 9 INE017A08185 7-Jan-23 9.70% 0.60% 2023 TVS Motor Co. 07.50% 15-May- 10 INE494B08010 15-May-23 7.50% 10.00% 2023 Andhra Bank 09.35% 22-Aug- 11 INE434A08018 22-Aug-21 9.35% 10.00% 2021 Aadhar Housing Finance 09.75% 1 INE538L07536 29-Sep-28 9.75% 33.33% [SERIES VI] 29-Sep-2028 CRISIL AA- FEDBANK FINANCIAL SERVICES Long Term 2 INE007N08015 30-Sep-27 09.90% 33.33% LTD 9.90 LOA 30SP27 FVRS10LAC Bond Index Punjab & Sind 07.99% (Basel 3 INE608A08017 19-Oct-26 7.99% 33.33% IIITier II Series XIV) 19-Oct-2026 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Karnataka State Financial Corp CRISIL AA- 1 INE549F08509 18-Oct-24 9.24% 33.33% Medium 9.24% 18-Oct-2024 Term Bond 2 INE114A07869 SAIL 09.00% 14-Oct-2024 14-Oct-24 9.00% 33.33% Index 3 INE155A08191 Tata Motors 09.81% 20-Aug-2024 20-Aug-24 9.81% 33.33% Aadhar Housing Finance 09.60% 1 INE538L07494 29-Sep-21 9.60% 10.00% (Series II) 29-Sep-2021 AU Financiers 11.65% 19 May 2 INE949L08160 19-May-21 11.65% 10.00% 2021 BOI 9.80% Basel III (Tier II Series 3 INE084A08045 30-Sep-23 9.80% 10.00% XI) 30-Sep-2023 Hinduja Leyland Finance 11.40% 4 INE146O08076 15-Jun-21 11.40% 10.00% (Tranche 2) 15-Jun-2021 INDOSTAR CAPITAL FINANCE 5 INE896L07751 LIMITED SR XXXIX 8.30 LOA 13-Apr-22 08.30% 10.00% CRISIL AA- 13AP22 FVRS10LAC Short Term Magma Fincorp 10.25% (SERIES I) Bond Index 6 INE511C07656 6-May-22 10.25% 10.00% 06-May-2022 Tata Motors Finance 09.25% 7 INE601U07152 (TMFL NCD K FY 18-19) 28-Dec- 28-Dec-21 9.25% 10.00% 2021 Tata Motors 07.50% (Series E 27 8 INE155A08340 22-Jun-22 7.50% 10.00% H) 22-Jun-2022 Tata Power 07.99% SERIES III 16- 9 INE245A08117 16-Nov-22 7.99% 10.00% Nov-2022 TMF Holdings 0% (Series A FY 19- 10 INE909H08279 28-Mar-22 0.00% 10.00% 20) 28-Mar-2022 Axis Bank 08.85% (Series - 1) 05- 1 INE238A08351 5-Dec-24 8.85% 12.50% Dec-2024 Canara Bank 09.55% [Basel III 2 INE476A08035 complaint Tier 1 Perpetual Bonds 5-Mar-25 9.55% 12.50% Call-05-Mar-2025 Mat 2115 HDFC Bank 08.44% (Series 1) 28- 3 INE040A08393 28-Dec-28 8.44% 12.50% Dec-2028 CRISIL ICICI Bank 09.25% (Series 4 INE090A08TO9 4-Sep-24 9.25% 12.50% Medium to DSP14LB) 04-Sep-2024 Long Term IDFC First Bank 08.17% [SERIES Banking Debt 5 INE092T08BQ8 IDFC BANK OBB 10/2015] 14-Oct- 14-Oct-24 9.17% 12.50% Index 2024 PNB 09.15% Basel III-Tier I 6 INE160A08076 (Perpetual-Series PDI-I) 13-Feb- 13-Feb-25 9.15% 12.50% 2115 C-13-Feb-2025 SBI 07.73% (Series II Basel III Tier 7 INE062A08272 24-Nov-25 7.73% 12.50% I) C 24-Nov-2025 Union Bank 08.93% (Basel III Tier 8 INE112A08051 8-Nov-29 8.93% 12.50% II Series II) 08-Nov-2029 CRISIL 1 INE103D08021 Bharat Sanchar Nigam Ltd. 23-Sep-30 6.79% 5.50% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Medium to 06.79% 23-Sep-2030 Long Term Exim Bank 05.85% (Series W02 2 INE514E08FV4 12-Sep-25 5.85% 3.42% PSU Debt 2025) 12-Sep-2025 Index FCI 06.65% (Series IX ) 23-Oct- 3 INE861G08076 23-Oct-30 6.65% 10.00% 2030 IOC 06.39% (Series XVI) 06-Mar- 4 INE242A08452 6-Mar-25 6.39% 6.87% 2025 IRFC 06.85% (Series 153) 29-Oct- 5 INE053F07CS5 29-Oct-40 6.85% 10.00% 2040 MTNL 07.05% (GOI Guarantee 6 INE153A08089 11-Oct-30 7.05% 4.21% Series V ) 11-Oct-2030 NABARD 06.44 (Series LTIF G POC 7 INE261F08CP8 4-Dec-30 6.44% 10.00% 1) 04-Dec-2030 NHAI 06.94% (Series-VII) 27-Nov- 8 INE906B07IG5 27-Nov-37 6.94% 10.00% 2037 NTPC 05.45% (Series 72) 15-Oct- 9 INE733E08163 15-Oct-25 5.45% 10.00% 2025 PFC 07.04% (Series 207) 16-Dec- 10 INE134E08LC9 16-Dec-30 7.04% 10.00% 2030 PGC 09.30% (Series - XLVI) STRPP 11 INE752E07LQ0 4-Sep-24 9.30% 10.00% B 04-Sep-2024 RECL 05.85% (Series 203 B) 20- 12 INE020B08DF6 20-Dec-25 5.85% 10.00% Dec-2025 Axis Bank Limited 08.75% Series 1 INE238A08427 26 (Basel III,Tier 1 Perpetual) C- 14-Dec-21 8.75% 12.50% 14-Dec-2021 M-14-Dec-2116 Canara Bank 11.25%(SeriesIII 2 INE667A08070 Basel III) Perpetual 15-Jul-2116 C- 15-Jul-21 11.25% 12.50% 15-Jul-2021 HDFC Bank 08.85% (Basel III 3 INE040A08377 Perpetual ATI Series 1/2017- 12-May-22 8.85% 12.50% 2018) 12-May-2022 ICICI Bank 08.55% (Basel III Tier I CRISIL Short 4 INE090A08UA6 Perpetual) 04-Oct-2117 C 04-Oct- 4-Oct-22 8.55% 12.50% Term Banking 2022 Debt Index IDFC First Bank 08.73% [SERIES 5 INE092T08BZ9 IDFC BANK OBB 11/2016] 06-Jan- 6-Jan-23 8.73% 12.50% 2023 PNB 08.95% (Basel III Tier I PDI I 6 INE160A08100 Series VIII Perpetual Bond) 03- 3-Mar-22 8.95% 12.50% Mar-2022 SBI 09.00% (Series I Basel III Tier 7 INE062A08124 6-Sep-21 9.00% 12.50% I) (Perpetual) 06-Sep-2021 Union Bank 09.08% (Basel III Tier 8 INE692A08086 I Series XXIV Perpetual) C 03- 3-May-22 9.08% 12.50% May-2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights HPCL 04.79% (Series IV) 23-Oct- 1 INE094A08085 23-Oct-23 4.79% 3.75% 2023 HUDCO 06.99% (Series E 2019) 2 INE031A08756 11-Nov-22 6.99% 5.81% 11-Nov-2022 IOC 05.05% (Series XVII) 25-Nov- 3 INE242A08460 25-Nov-22 5.05% 5.86% 2022 IRFC 06.19% (Series 149) 28-Apr- 4 INE053F07CC9 28-Apr-23 6.19% 10.00% 2023 NABARD 06.40% (Series 20K) 31- 5 INE261F08CA0 31-Jul-23 6.40% 10.00% Jul-2023 NHAI 07.60% (Bond Series V) 18- CRISIL Short 6 INE906B07FG1 18-Mar-22 7.60% 10.00% Term PSU Mar-2022 Debt Index 7 INE557F08FK3 NHBank 05.32% 01-Sep-2023 1-Sep-23 5.32% 8.20% NTPC 06.55% (Series 70) 17-Apr- 8 INE733E08148 17-Apr-23 6.55% 9.87% 2023 PFC 05.47% (Series 206) 19-Aug- 9 INE134E08LB1 19-Aug-23 5.47% 10.00% 2023 Power Grid Corp. 07.20% (Bonds- 10 INE752E07OD2 21-Dec-21 7.20% 8.02% LVII) 21-Dec-2021 RECL 05.69% (Series 202 B) 30- 11 INE020B08DC3 30-Sep-23 5.69% 10.00% Sep-2023 SIDBI 08.50% (Series II of FY- 12 INE556F08JF7 21-Jun-21 8.50% 8.49% 2018-19) 21-Jun-2021 Fincare Small Finance Bank 1 INE519Q08137 22-Jun-24 11.30% 12.50% 11.30% (Tranche I) 22-Jun-2024 ESAF Small Finance Bank 11.50% 2 INE818W08032 1-Jun-25 11.50% 12.50% 01-Jun-2025 Andhra Pradesh Capital 3 INE01E708057 Region10.32%(Strpps E)16-Aug- 16-Aug-28 10.32% 12.50% 2028 CRISIL A Asirvad Micro Finance 11.63% Medium To 4 INE516Q08281 30-May-24 11.63% 12.50% (Tranche1-2) 30-May-2024 Long Term IRB Infrastructure Developers Bond Index 5 INE821I07052 28-Jun-25 9.55% 12.50% 9.55% 28-Jun-2025 Suryoday Small Finance Bank 6 INE428Q08073 7-Apr-27 12.50% 12.50% 12.50% 07-Apr-2027 Satin Creditcare Network 11.50% 7 INE836B07550 23-Apr-24 11.50% 12.50% 23-Apr-2024 Meghalaya Energy Corp (Series 6) 8 INE760I07060 14-Jan-31 11.01% 12.50% 11.01% 14-Jan-2031 Security & Intelligence Services 1 INE285J07033 13-Apr-21 9.50% 2.91% (India) 9.50% 13-Apr-2021 CRISIL A Elecon Engineering Co.12.25% Short Term 2 INE205B07046 28-Feb-22 12.25% 1.16% [Series I] 28-Feb-2022 Bond Index JMC Projects (India) 10.55% 21- 3 INE890A08011 21-Oct-22 10.55% 1.94% Oct-2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights DLF 09.25% ( Series A) 17-Mar- 4 INE271C07186 17-Mar-23 9.25% 9.70% 2023 P/C 19-Mar-2021 IRB Infrastructure Developers 5 INE821I07029 20-May-23 9.55% 3.88% 9.55% 20-May-2023 Xander Finance (XFPL) 10.25% 6 INE252T07065 26-May-23 10.25% 0.48% [SERIES V] 26-May-2023 Indiabulls Real Estate Co. 11.00% 7 INE065I07015 28-Jan-23 11.00% 10.00% 28-Jan-2023 Dilip Buildcon Ltd. 08.67% 29- 8 INE917M07159 29-Jun-23 8.67% 3.88% Jun-2023 Shubham Housing Development 9 INE967Q07031 29-Jun-23 10.00% 0.39% 10.00% 29-Jun-2023 Centrum Housing Finance (Series 10 INE575U07026 26-Jun-23 9.90% 0.48% 2) 09.90% 26-Jun-2023 India Shelter Finance Corporation 11 INE922K07054 12-Jun-23 10.25% 0.29% 10.25% 12-Jun-2023 Avanse Fin Services 08.75% 12 INE087P07154 (SERIES 9 TRANCHE 3) 10-Jan- 10-Jan-22 8.75% 0.97% 2022 Home First Fin Ltd. 08.50% 13 INE481N07048 21-Jan-22 8.50% 0.97% (Series IV) 21-Jan-2022 IKF Home Finance 11% (series 14 INE02VP07032 23-Jul-23 11.00% 0.19% 451-550) 23-Jul-2023 Capri Global Housing Finance 15 INE328J07015 28-Jan-22 8.00% 0.48% 08.00% 28-Jan-2022 Auxilo Finserve 11% (SR 16 INE605Y07049 30-Jul-23 11.00% 0.48% 2021/004 ) 30-Jul-2023 Capri Global Capital 08.35% 17 INE180C07122 4-Feb-22 8.35% 2.91% (Series 9) 04-Feb-2022 Samasta Microfinance 10.00% 18 INE413U07137 11-Feb-22 10.00% 2.91% (Series 5) 11-Feb-2022 MAS Financial Services 09.00% 19 INE348L07068 19-Feb-22 9.00% 1.94% 19-Feb-2022 Muthoot Fincorp 09.35% (Series 20 INE549K07782 19-Feb-22 9.35% 9.21% 5) 19-Feb-2022 Prism Johnson 09.75% (Series 21 INE010A08123 21-Aug-23 9.75% 1.45% XVII) 21-Aug-2023 Aptus Finance India 8.90% 07- 22 INE04MH07026 7-Sep-23 8.90% 0.48% Sep-2023 SBFC Finance 09.25% (Series B) 23 INE423Y07054 14-Mar-22 9.25% 1.94% 14-Mar-2022 Northern Arc Capital 09.50% 14- 24 INE850M07301 14-Mar-22 9.50% 2.91% Mar-2022 Avendus Finance Pvt. Ltd. 10.25% 25 INE177R07092 (Tranche3 SeriesC AFPL 2020-21) 24-Sep-23 10.25% 0.29% 22-Sep-2023 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Vastu Housing Fin Corp Ltd. 26 INE459T07199 30-Mar-22 8.60% 0.48% 08.60% 30-Mar-2022 Capsave Finance 09.75% 21-Apr- 27 INE0DBJ07069 21-Apr-23 9.75% 0.29% 2023 Svatantra Microfin 10.67% (PCG 28 INE00MX07096 1-Apr-22 10.67% 0.97% 002) 01-Apr-2022 Sankhya Fin Services 10.00% 29 INE471X07048 21-Apr-23 10.00% 0.48% (Series IV 20-21) 21-Apr-2023 Moneywise Financial Services 30 INE956L07050 10-May-22 9.50% 0.48% 09.50% 10-May-2022 Paisalo Digital 10.50% (Series 11 - 31 INE420C07031 9-May-22 10.50% 0.31% 2020 ) 09-May2022 Muthoot Microfine 10.50% 18- 32 INE046W07107 18-May-22 10.50% 7.76% May-2022 Cashpor Micro Credit 10% 19- 33 INE094P07044 19-May-22 10.00% 1.45% May-2022 Muthoot Capital Services 09.30% 34 INE296G07051 19-May-22 9.30% 1.94% 19-May-2022 Incred Financial Services 09.10% 35 INE945W07225 4-Jun-22 9.10% 0.97% 04-Jun-2022 Creditaccess Grameen 09.15% 36 INE741K07389 10-Jun-22 9.15% 1.94% 10-Jun-2022 Asirvad Micro Finance 09.00% 14- 37 INE516Q07358 14-Jun-22 9.00% 1.94% Jun 2022 Belstar Microfinance 10.50% 15- 38 INE443L07141 15-Sep-22 10.50% 0.78% Sep-2022 Chaitanya India Fin Credit 09.35% 39 INE140R07140 15-Jun-22 9.35% 0.48% 15-Jun-2022 Ess Kay Fincorp 09.65% 17-Jun- 40 INE124N07515 17-Jun-22 9.65% 0.48% 2022 Fusion Microfinance 11.25% 22- 41 INE139R07373 22-Dec-23 11.25% 1.45% Dec-2023 Kogta Financial 09.46% 29-Jun- 42 INE192U07145 29-Jun-22 9.46% 0.48% 2022 43 INE859C07105 IKF Finance 09.25% 30-Jun-2022 30-Jun-22 9.25% 0.97% Satin Creditcare Network 10.30% 44 INE836B07600 30-Jun-22 10.30% 2.91% 30-Jun-2022 UGRO Capital 10.25% (Series 2) 45 INE583D07083 30-Jun-22 10.25% 0.19% 30-Jun-2022 Vistaar Financial Services 46 INE016P07179 30-Jun-22 9.53% 0.97% 09.525% 30-Jun-2022 Wisemore Advisory 0.00% 08- 47 INE714W07035 8-Aug-23 0.00% 9.50% Aug-2023 Veritas Finance 10.58% 25-Jan- 48 INE448U07174 25-Jan-24 10.58% 0.48% 2024 P/C 27-Jan-2022 CRISIL A 1 INE519Q08137 Fincare Small Finance Bank 22-Jun-24 11.30% 16.67% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Medium 11.30% (Tranche I) 22-Jun-2024 Term Bond ESAF Small Finance Bank 11.50% 2 INE818W08032 1-Jun-25 11.50% 16.67% Index 01-Jun-2025 Asirvad Micro Finance 11.63% 3 INE516Q08281 30-May-24 11.63% 16.67% (Tranche1-2) 30-May-2024 IRB Infrastructure Developers 4 INE821I07052 28-Jun-25 9.55% 16.67% 9.55% 28-Jun-2025 Satin Creditcare Network 11.50% 5 INE836B07550 23-Apr-24 11.50% 16.67% 23-Apr-2024 Muthoot Microfine 11.40% 24- 6 INE046W07115 24-May-24 11.40% 16.67% May-2024 Birla Corp 09.15% (Option I) 18- 1 INE340A07076 18-Aug-21 9.15% 12.50% Aug-2021 Cholamandalam Investment & 2 INE121A07OF3 Fin 08.516% (Series 549) 15-Jun- 15-Jun-21 8.52% 12.50% 2021 Fullerton India Credit 08.52% 3 INE535H07AF8 8-Jun-21 8.52% 12.50% (Series 65) 08-Jun-2021 CRISIL AA and JM Financial Credit Solutions AA+ up to 1 4 INE651J07580 7-Aug-21 9.25% 12.50% Year Short 09.25% (Series I) 07-Aug-2021 MMFSL 04.542% (Series AM2020 Term Bond 5 INE774D07TW7 29-Oct-21 4.54% 12.50% Index Option I) 29-Oct-2021 Muthoot Finance 08.75% (Series 6 INE414G07CM0 19-Jun-21 8.75% 12.50% XVIII Option V) 19-Jun-2021 Tata realty & infrastructure ltd. 7 INE371K08128 4-Jun-21 0.00% 12.50% 0% 04-Jun-2021 Andhra Bank 09.35% 22-Aug- 8 INE434A08018 22-Aug-21 9.35% 12.50% 2021 Adani Ports & SEZ 06.50% 11- 1 INE742F07502 11-Sep-23 6.50% 10.00% Sep-2023 Bharti Telecom Ltd 08.90% 2 INE403D08066 17-Feb-22 8.90% 10.00% (Series V) 17-Feb-2022 Fullerton India Credit 08.10% 3 INE535H07BD1 4-Nov-22 8.10% 3.65% (Series 84) 04-Nov-2022 CRISIL AA and Hindalco Industries 9.55% AA+ 1 to 3 4 INE038A07258 25-Apr-22 9.55% 10.00% (Series-I (2012)) 25-Apr-2022 Year Short Term Bond IDFC First Bank 08.73% [SERIES Index 5 INE092T08BZ9 IDFC BANK OBB 11/2016] 06-Jan- 6-Jan-23 8.73% 10.00% 2023 MMFSL 08.25% (Series AG 2018) 6 INE774D07SC1 19-Apr-22 8.25% 10.00% 19-Apr-2022 Mahindra Rural Housing Finance 7 INE950O07370 07.15% (Option I MRHFL EE2020) 15-Sep-23 7.15% 3.24% 15-Sep-2023 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Manappuram Finance 08.35% 18- 8 INE522D07BS6 18-Feb-22 8.35% 8.51% Feb-2022 Muthoot Fin 07.15% ( Series 14- 9 INE414G07EZ8 25-Nov-22 7.15% 10.00% A,Option I) 25-Nov-2022 Nuvoco Vistas Corporation 10 INE118D07179 25-Sep-23 7.25% 10.00% 07.25% 25-Sep-2023 SHFL 06.20% (Option 2) 16-Nov- 11 INE667F07HY9 16-Nov-23 6.20% 6.49% 2023 TVS Motor Co. 07.50% 15-May- 12 INE494B08010 15-May-23 7.50% 8.11% 2023

Aditya Birla Finance 0% (Series 1 INE860H07GD2 12-Oct-21 0.00% 2.58% G4) 12-Oct-2021 HDB Financial Services 0.00% 2 INE756I07CD9 (Series 2018 A/0(ZC)/124) 29- 29-Oct-21 0.00% 5.69% Oct-2021 HDFC 06.22% (Series-X-005) 10- 3 INE001A07SN2 10-Dec-21 6.22% 10.00% Dec-2021 IRFC 06.70% (Series- 114) 24- 4 INE053F07942 24-Nov-21 6.70% 8.28% Nov2021 LICHF 07.59% (Tranche 312) 14- 5 INE115A07KQ0 14-Oct-21 7.59% 10.00% Oct-2021 CRISIL AAA NABARD 08.39% (Series 19D) 19- 6 INE261F08AL1 19-Jul-21 8.39% 6.79% up to 1 Year Jul-2021 Short Term NHAI 07.17% (Bond Series III) 23- 7 INE906B07FE6 23-Dec-21 7.17% 9.22% Bond Index Dec-2021 Power Finance Corp. 07.47% 8 INE134E08IJ0 (Series 151 Option A) 16-Sep- 16-Sep-21 7.47% 10.00% 2021 Reliance Industries Ltd 08.32% 9 INE110L07070 8-Jul-21 8.32% 8.26% 08-Jul-2021 RECL 07.24% (Series 139) 21-Oct- 10 INE020B08997 21-Oct-21 7.24% 10.00% 2021 Sikka Ports & Terminals 11 INE941D08065 Ltd.10.25% (Series-PPD3) 22-Aug- 22-Aug-21 10.25% 9.18% 2021 SIDBI 08.50% (Series II of FY- 12 INE556F08JF7 21-Jun-21 8.50% 10.00% 2018-19) 21-Jun-2021 Bajaj Finance 04.66% (Series 267) 1 INE296A07RM2 2-Dec-22 4.66% 10.00% CRISIL AAA 1 02-Dec -2022 to 3 Year HDB Financial Services 07.09% Short Term 2 INE756I07DA3 (Series 2020 A/I(FX)/150 ) 17- 17-Apr-23 7.09% 10.00% Bond Index Apr-2023 3 INE094A08085 HPCL 04.79% (Series IV) 23-Oct- 23-Oct-23 4.79% 2.54% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 2023 HDFC 07.00% (Series X-004) 19- 4 INE001A07SM4 19-May-22 7.00% 10.00% May-2022 IRFC 06.19% (Series 149) 28-Apr- 5 INE053F07CC9 28-Apr-23 6.19% 6.50% 2023 L&T Infrastructure Fin 8.70% 6 INE691I07307 24-Mar-22 8.70% 4.82% [Series 2012A-2) 24-Mar2022 LICHF 05.90% (Tranche 399 ) 11- 7 INE115A07OU4 11-May-23 5.90% 10.00% May-2023 NABARD 06.40% (Series 20K) 31- 8 INE261F08CA0 31-Jul-23 6.40% 10.00% Jul-2023 NTPC 06.55% (Series 70) 17-Apr- 9 INE733E08148 17-Apr-23 6.55% 6.14% 2023 PFC 05.47% (Series 206) 19-Aug- 10 INE134E08LB1 19-Aug-23 5.47% 10.00% 2023 Reliance Industries 07.00% (PPD 11 INE002A08476 31-Aug-22 7.00% 10.00% Series - A) 31-Aug-2022 RECL 05.69% (Series 202 B) 30- 12 INE020B08DC3 30-Sep-23 5.69% 10.00% Sep-2023 1 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 10.09% 2 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 3.15% 3 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 7.38% 4 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 10.41% 5 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 6.60% CRISIL 6 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 9.68% Dynamic Gilt Index 7 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 8.37% 8 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 9.42% 9 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 5.96% 10 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 9.28% 11 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 9.74% 12 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 9.92% 1 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 11.84% 2 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 16.71% 3 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 15.89% CRISIL 4 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 19.79% Composite 5 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 6.18% Gilt Index 6 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 18.48% 7 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 2.97% 8 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 4.36% 9 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 3.77% CRISIL Long 1 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 10.72% Term Gilt 2 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 15.13% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Index 3 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 12.05% 4 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 14.39% 5 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 12.56% 6 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 11.89% 7 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 11.82% 8 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 11.43% 1 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 15.35% 2 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 4.79% CRISIL 3 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 14.34% Medium 4 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 14.12% Term Gilt 5 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 14.83% Index 6 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 15.10% 7 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 7.52% 8 IN0020200070 05.79 GS 2030 11-May-30 5.79% 13.93% 1 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 13.63% 2 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 19.98% 3 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 17.29% CRISIL Short 4 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 12.31% Term Gilt Index 5 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 14.96% 6 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 10.00% 7 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 5.77% 8 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 6.06% 1 INE679A16037 Csb Bank Ltd. 25-Mar-21 - 20.00% 2 INE092T16PX7 IDFC First Bank Ltd. 25-Mar-21 - 20.00% CRISIL 1 3 INE095A16I35 IndusInd Bank Ltd. 24-Mar-21 - 20.00% Month CD Index 4 INE545U16244 Bandhan Bank Ltd. 24-Mar-21 - 20.00% Small Industries Development 5 INE556F16846 16-Mar-21 - 20.00% Bank Of India 1 INE171A16IV8 Federal Bank Ltd. 30-Apr-21 - 25.00% CRISIL 2 2 INE514E16BR4 Export Import Bank Of India 22-Apr-21 - 25.00% month CD Index 3 INE092T16PO6 IDFC First Bank Ltd. 30-Apr-21 - 25.00% 4 INE028A16CD1 Bank of Baroda 26-Apr-21 - 25.00% 1 INE545U16251 Bandhan Bank Ltd. 17-May-21 - 14.29% 2 INE976G16LV1 RBL Bank Ltd. 12-May-21 - 14.29% CRISIL 3 3 INE028A16CE9 Bank of Baroda 28-May-21 - 14.29% month CD 4 INE238A168U9 Axis Bank Ltd. 28-May-21 - 14.29% Index 5 INE095A16K23 IndusInd Bank Ltd. 31-May-21 - 14.29% 6 INE07PX16087 Sbm Bank (India) Ltd. 28-May-21 - 14.29% 7 INE092T16PV1 IDFC First Bank Ltd. 14-May-21 - 14.29% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 1 INE949L16AS7 AU Small Finance Bank Ltd. 12-Aug-21 - 33.33% CRISIL 6 2 INE063P16842 Equitas Small Finance Bank Ltd. 27-Aug-21 - 33.33% month CD National Bank for Agriculture & Index 3 INE261F16553 27-Jul-21 - 33.33% Rural Development National Bank for Agriculture & 1 8-Feb-22 - 20.00% INE261F16587 Rural Development CRISIL 1 Year 2 INE949L16AR9 AU Small Finance Bank Ltd. 28-Jan-22 - 20.00% CD Index 3 INE237A163M8 Kotak Mahindra Bank Ltd. 27-Jan-22 - 20.00% 4 INE551W16933 Ujjivan Small Finance Bank Ltd. 29-Dec-21 - 20.00% 5 INE735W16304 Utkarsh Small Finance Bank Ltd. 27-Dec-21 - 20.00% 1 INE07PX16046 Sbm Bank (India) Ltd. 1-Mar-21 - 1.56% 2 INE092T16PP3 IDFC First Bank Ltd. 1-Mar-21 - 1.56% 3 INE171A16IP0 Federal Bank Ltd. 2-Mar-21 - 1.56% 4 INE949L16AK4 AU Small Finance Bank Ltd. 3-Mar-21 - 1.56% 5 INE095A16H77 IndusInd Bank Ltd. 5-Mar-21 - 1.56% National Bank for Agriculture & 6 5-Mar-21 - 1.56% INE261F16512 Rural Development 7 INE092T16PU3 IDFC First Bank Ltd. 5-Mar-21 - 1.56% 8 INE949L16AL2 AU Small Finance Bank Ltd. 8-Mar-21 - 1.56% 9 INE07PX16053 Sbm Bank (India) Ltd. 8-Mar-21 - 1.56% 10 INE171A16IQ8 Federal Bank Ltd. 9-Mar-21 - 1.56% 11 INE028A16BY9 Bank of Baroda 9-Mar-21 - 1.56% 12 INE092T16OB6 IDFC First Bank Ltd. 9-Mar-21 - 1.56% 13 INE238A165U5 Axis Bank Ltd. 10-Mar-21 - 1.56% CRISIL Up to 91-Day CD 14 INE976G16LS7 RBL Bank Ltd. 10-Mar-21 - 1.56% Index 15 INE514E16BQ6 Export Import Bank Of India 12-Mar-21 - 1.56% Small Industries Development 16 12-Mar-21 - 1.56% INE556F16838 Bank Of India Small Industries Development 17 16-Mar-21 - 1.56% INE556F16846 Bank Of India 18 INE092T16PT5 IDFC First Bank Ltd. 18-Mar-21 - 1.56% 19 INE092T16PW9 IDFC First Bank Ltd. 22-Mar-21 - 1.56% 20 INE679A16029 Csb Bank Ltd. 22-Mar-21 - 1.56% 21 INE095A16I35 IndusInd Bank Ltd. 24-Mar-21 - 1.56% 22 INE545U16244 Bandhan Bank Ltd. 24-Mar-21 - 1.56% 23 INE092T16PX7 IDFC First Bank Ltd. 25-Mar-21 - 1.56% 24 INE028A16CF6 Bank of Baroda 16-Apr-21 - 5.21% 25 INE514E16BR4 Export Import Bank Of India 22-Apr-21 - 5.21% 26 INE028A16CD1 Bank of Baroda 26-Apr-21 - 5.21% 27 INE092T16PO6 IDFC First Bank Ltd. 30-Apr-21 - 5.21% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 28 INE976G16LU3 RBL Bank Ltd. 3-May-21 - 2.60% 29 INE976G16LT5 RBL Bank Ltd. 6-May-21 - 2.60% 30 INE07PX16061 Sbm Bank (India) Ltd. 14-May-21 - 2.60% 31 INE545U16251 Bandhan Bank Ltd. 17-May-21 - 2.60% 32 INE976G16LV1 RBL Bank Ltd. 12-May-21 - 2.60% 33 INE171A16IU0 Federal Bank Ltd. 6-May-21 - 2.60% 34 INE679A16037 Csb Bank Ltd. 25-Mar-21 - 1.56% 35 INE238A168U9 Axis Bank Ltd. 28-May-21 - 2.60% 36 INE028A16CE9 Bank of Baroda 28-May-21 - 2.60% 37 INE171A16IV8 Federal Bank Ltd. 30-Apr-21 - 5.21% 38 INE092T16PM0 IDFC First Bank Ltd. 23-Apr-21 - 5.21% 39 INE095A16K23 IndusInd Bank Ltd. 31-May-21 - 2.60% 40 INE07PX16087 Sbm Bank (India) Ltd. 28-May-21 - 2.60% 41 INE092T16PN8 IDFC First Bank Ltd. 4-May-21 - 2.60% 42 INE092T16PV1 IDFC First Bank Ltd. 14-May-21 - 2.60% 1 INE916D14X57 Kotak Mahindra Prime Ltd. 31-Mar-21 - 6.67% 2 INE647A14856 SRF Ltd. 30-Mar-21 - 6.67% Transport Corporation of India 3 INE688A14KN9 30-Mar-21 - 6.67% Ltd. 4 INE242A14SZ2 Indian Oil Corporation Ltd. 26-Mar-21 - 6.67% 5 INE423A14MA4 Adani Enterprises Ltd. 25-Mar-21 - 6.67% Bharat Petroleum Corporation 6 INE029A14BC8 25-Mar-21 - 6.67% Ltd. 7 INE09OL14557 Birla Group Holdings Pvt. Ltd. 23-Mar-21 - 6.67% CRISIL 1 Month CP 8 INE140A14I57 Piramal Enterprises Ltd. 23-Mar-21 - 10.00% Index 9 INE865C14FS8 Aditya Birla Money Ltd. 23-Mar-21 - 6.67% Hindustan Petroleum 10 INE094A14GI8 18-Mar-21 - 6.67% Corporation Ltd. Sudarshan Chemical Industries 11 INE659A14463 30-Mar-21 - 6.67% Ltd. Adani Ports & Special Economic 12 INE742F14OD6 23-Mar-21 - 6.67% Zone Ltd. 13 INE343H14113 Solar Industries India Ltd. 23-Mar-21 - 6.67% Sun Pharmaceutical Industries 14 INE044A14633 19-Mar-21 - 10.00% Ltd. 1 INE886H14FV7 TV18 Broadcast Ltd. 30-Apr-21 - 8.75% Housing Development Finance CRISIL 2 2 INE001A14XJ6 30-Apr-21 - 3.33% Corporation Ltd. Month CP National Bank for Agriculture & Index 3 INE261F14HM2 30-Apr-21 - 6.67% Rural Development 4 INE957N14EN4 Hero Fincorp Ltd. 30-Apr-21 - 6.67% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 5 INE110L14OZ7 Reliance Jio Infocomm Ltd. 30-Apr-21 - 5.83% 6 INE289B14HB5 Gic Housing Finance Ltd. 29-Apr-21 - 3.33% 7 INE245A14EJ9 Tata Power Co. Ltd. 16-Apr-21 - 5.83% 8 INE242A14SY5 Indian Oil Corporation Ltd. 15-Apr-21 - 5.83% 9 INE916D14X16 Kotak Mahindra Prime Ltd. 12-Apr-21 - 6.67% 10 INE121J14051 Bharti Infratel Ltd. 30-Apr-21 - 5.83% 11 INE002A14HF5 Reliance Industries Ltd. 27-Apr-21 - 5.83% 12 INE233A14RD0 Godrej Industries Ltd. 26-Apr-21 - 5.83% 13 INE377Y14785 Bajaj Housing Finance Ltd. 26-Apr-21 - 3.33% 14 INE850D14IV6 Godrej Agrovet Ltd. 30-Apr-21 - 5.83% 15 INE870H14LR7 Network 18 Media & Invst. Ltd. 28-Apr-21 - 8.75% 16 INE089C14AU2 Sterlite Technologies Ltd. 28-Apr-21 - 5.83% 17 INE463A14JV2 Berger Paints India Ltd. 16-Apr-21 - 5.83% 1 INE028E14HV9 Kotak Securities Ltd. 18-May-21 - 6.67% 2 INE870H14LU1 Network 18 Media & Invst. Ltd. 18-May-21 - 17.50% 3 INE233A14RI9 Godrej Industries Ltd. 18-May-21 - 5.83% 4 INE414G14QS3 Muthoot Finance Ltd. 17-May-21 - 6.67% 5 INE481G14CS2 Ultratech Cement Ltd. 17-May-21 - 5.83% 6 INE514E14PH0 Export Import Bank Of India 14-May-21 - 6.67% CRISIL 3 7 INE033L14LJ1 Tata Capital Housing Finance Ltd. 14-May-21 - 3.33% Month CP 8 INE755K14DH2 Dalmia Cement (Bharat) Ltd. 14-May-21 - 5.83% Index 9 INE850D14IX2 Godrej Agrovet Ltd. 12-May-21 - 5.83% 10 INE929O14180 Reliance Retail Ventures Ltd. 12-May-21 - 5.83% 11 INE331A14KT3 The Ramco Cements Ltd. 12-May-21 - 5.83% 12 INE114A14JT5 Steel Authority Of India Ltd. 11-May-21 - 17.50% Housing Development Finance 13 INE001A14XF4 20-May-21 - 3.33% Corporation Ltd. 14 INE115A14CP5 LIC Housing Finance Ltd. 26-May-21 - 3.33% 1 INE002A14HI9 Reliance Industries Ltd. 13-Aug-21 - 5.83% 2 INE947Q14237 Laurus Labs Ltd. 13-Aug-21 - 8.75% 3 INE763G14JQ2 ICICI Securities Ltd. 11-Aug-21 - 6.67% 4 INE733E14AD7 NTPC 9-Aug-21 - 5.83% 5 INE018A14IE2 Larsen & Toubro Ltd. 9-Aug-21 - 8.75% CRISIL 6 Month CP 6 INE140A14J23 Piramal Enterprises Ltd. 6-Aug-21 - 8.75% Index 7 INE015Y14120 Carat Lane Trading Pvt. Ltd. 4-Aug-21 - 8.75% National Bank for Agriculture & 8 INE261F14HJ8 2-Aug-21 - 6.67% Rural Development L&T Infrastructure Finance Co. 9 INE691I14KS5 29-Jul-21 - 6.67% Ltd. 10 INE115A14CY7 LIC Housing Finance Ltd. 20-Jul-21 - 3.33% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 11 INE377Y14736 Bajaj Housing Finance Ltd. 26-Aug-21 - 3.33% Housing Development Finance 12 INE001A14WS9 26-Aug-21 - 3.33% Corporation Ltd. 13 INE725H14AD6 Tata Projects Ltd. 23-Aug-21 - 8.75% 14 INE216A14140 Britannia Industries Ltd. 11-Aug-21 - 8.75% 15 INE486A14EF7 Cesc Ltd. 28-Jul-21 - 5.83% 1 INE296A14RI6 Bajaj Finance Ltd. 16-Feb-22 - 6.67% 2 INE916D14X73 Kotak Mahindra Prime Ltd. 11-Feb-22 - 6.67% 3 INE975F14UC1 Kotak Mahindra Investments Ltd. 11-Feb-22 - 6.67% Tata Housing Development Co. 4 INE582L14GD0 10-Feb-22 - 17.50% Ltd. CRISIL 1 Year 5 INE477A14BE5 CanFin Homes Ltd. 8-Feb-22 - 10.00% CP Index 6 INE733E14AE5 NTPC 8-Feb-22 - 17.50% Sun Pharmaceutical Industries 7 INE044A14617 28-Jan-22 - 8.75% Ltd. 8 INE140A14J07 Piramal Enterprises Ltd. 28-Jan-22 - 8.75% 9 INE423A14LY6 Adani Enterprises Ltd. 10-Jan-22 - 17.50% 1 INE498L14AO9 L&T Finance Holdings Ltd. 12-Mar-21 - 0.26% 2 INE870D14DN2 National Fertilizers Ltd. 2-Mar-21 - 0.26% 3 INE481G14CO1 Ultratech Cement Ltd. 1-Mar-21 - 0.26% 4 INE114A14JJ6 Steel Authority Of India Ltd. 2-Mar-21 - 0.26% 5 INE301A14HQ8 Raymond Ltd. 2-Mar-21 - 0.26% 6 INE602T14182 Ski Carbon Black (India) Pvt. Ltd. 1-Mar-21 - 0.26% 7 INE018A14ID4 Larsen & Toubro Ltd. 25-Mar-21 - 0.26% 8 INE414G14QJ2 Muthoot Finance Ltd. 18-Mar-21 - 0.26% 9 INE824H14DF6 Julius Baer Capital (India) Pvt. Ltd. 18-Mar-21 - 0.26% 10 INE066F14056 Hindustan Aeronautics Ltd. 15-Mar-21 - 0.26% 11 Reliance Industries Ltd. 15-Mar-21 - 0.26% CRISIL Up to INE002A14EY3 91-Day CP 12 INE09OL14524 Birla Group Holdings Pvt. Ltd. 15-Mar-21 - 0.26% Tata Teleservices (Maharashtra) Index 13 12-Mar-21 - 0.26% INE517B14768 Ltd. 14 INE037E14AA9 Tata Teleservices Ltd. 12-Mar-21 - 0.26% Small Industries Development 15 12-Mar-21 - 0.26% INE556F14HT0 Bank Of India 16 INE589A14181 Nlc India Ltd. 11-Mar-21 - 0.26% 17 INE257A14466 Bharat Heavy Electricals Ltd. 10-Mar-21 - 0.26% 18 INE119A14674 Balrampur Chini Mills Ltd. 10-Mar-21 - 0.26% 19 INE733E14989 NTPC 9-Mar-21 - 0.26% 20 INE870D14DO0 National Fertilizers Ltd. 9-Mar-21 - 0.26% 21 INE700G14314 Hdfc Securities Ltd. 9-Mar-21 - 0.26% 22 INE103A14223 Mangalore Refinery & 8-Mar-21 - 0.26% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Petrochemicals Ltd. 23 INE601U14GM0 Tata Motors Finance Ltd. 8-Mar-21 - 0.26% 24 INE114A14JL2 Steel Authority Of India Ltd. 8-Mar-21 - 0.26% 25 INE397D14266 Bharti Airtel Ltd. 4-Mar-21 - 0.26% Chennai Petroleum Corporation 26 3-Mar-21 - 0.26% INE178A14GF5 Ltd. Daimler Financial Services India 27 16-Mar-21 - 0.26% INE094O14CG2 Pvt. Ltd. 28 INE002A14HB4 Reliance Industries Ltd. 16-Mar-21 - 0.26% 29 INE763G14JL3 ICICI Securities Ltd. 15-Mar-21 - 0.26% Motilal Oswal Financial Services 30 15-Mar-21 - 0.26% INE338I14CB6 Ltd. 31 INE027E14KE1 L&T Finance Ltd. 9-Mar-21 - 0.26% 32 INE870H14LM8 Network 18 Media & Invst. Ltd. 5-Mar-21 - 0.26% 33 INE289B14GX1 Gic Housing Finance Ltd. 5-Mar-21 - 0.26% 34 INE01C314049 Bajaj Financial Securities Ltd. 15-Mar-21 - 0.26% Deutsche Investments India Pvt. 35 16-Apr-21 - 0.50% INE144H14EF7 Ltd. 36 INE140A14I16 Piramal Enterprises Ltd. 31-Mar-21 - 0.26% Chennai Petroleum Corporation 37 31-Mar-21 - 0.26% INE178A14GH1 Ltd. National Cooperative 38 31-Mar-21 - 0.26% INE014N14985 Development Corporation 39 INE414G14QL8 Muthoot Finance Ltd. 30-Mar-21 - 0.26% 40 INE870D14DP7 National Fertilizers Ltd. 30-Mar-21 - 0.26% 41 INE257A14474 Bharat Heavy Electricals Ltd. 30-Mar-21 - 0.26% 42 INE755K14DE9 Dalmia Cement (Bharat) Ltd. 30-Mar-21 - 0.26% 43 INE589A14199 Nlc India Ltd. 29-Mar-21 - 0.26% 44 INE477A14BD7 CanFin Homes Ltd. 29-Mar-21 - 0.26% 45 INE114A14JN8 Steel Authority Of India Ltd. 25-Mar-21 - 0.26% 46 INE002A14GY8 Reliance Industries Ltd. 24-Mar-21 - 0.26% Godrej & Boyce Manufacturing 47 24-Mar-21 - 0.26% INE982D14AA8 Co. Ltd. Mangalore Refinery & 48 24-Mar-21 - 0.26% INE103A14249 Petrochemicals Ltd. 49 INE445L14BS9 Nabha Power Ltd. 24-Mar-21 - 0.26% 50 INE05C614030 Nlc Tamil Nadu Power Ltd. 23-Mar-21 - 0.26% 51 INE601U14GQ1 Tata Motors Finance Ltd. 23-Mar-21 - 0.26% 52 INE028E14HQ9 Kotak Securities Ltd. 22-Mar-21 - 0.26% 53 INE733E14997 NTPC 22-Mar-21 - 0.26% Motilal Oswal Financial Services 54 18-Mar-21 - 0.26% INE338I14CA8 Ltd. Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights National Bank for Agriculture & 55 2-Mar-21 - 0.26% INE261F14GU7 Rural Development 56 INE477A14AS7 CanFin Homes Ltd. 3-Mar-21 - 0.26% 57 INE700G14306 Hdfc Securities Ltd. 3-Mar-21 - 0.26% 58 INE418H14444 Allcargo Logistics Ltd. 3-Mar-21 - 0.26% 59 INE140A14H74 Piramal Enterprises Ltd. 3-Mar-21 - 0.26% 60 INE002A14EM8 Reliance Industries Ltd. 2-Mar-21 - 0.26% 61 INE508G14865 Time Technoplast Ltd. 2-Mar-21 - 0.26% 62 INE019A14JI9 JSW Steel Ltd. 2-Mar-21 - 0.26% Trust Investment Advisors Pvt. 63 2-Mar-21 - 0.26% INE723X14774 Ltd. 64 INE322J14154 Bharat Oman Refineries Ltd. 2-Mar-21 - 0.26% 65 INE886H14FP9 TV18 Broadcast Ltd. 2-Mar-21 - 0.26% 66 INE647O14EG3 Aditya Birla Fashion & Retail Ltd. 2-Mar-21 - 0.26% 67 INE037E14894 Tata Teleservices Ltd. 1-Mar-21 - 0.26% Adani Ports & Special Economic 68 1-Mar-21 - 0.26% INE742F14NE6 Zone Ltd. 69 INE484J14KN4 Godrej Properties Ltd. 1-Mar-21 - 0.26% 70 INE825A14908 Vardhman Textiles Ltd. 30-Mar-21 - 0.26% 71 INE027214092 Bob Financial Solutions Ltd. 30-Mar-21 - 0.26% 72 INE460M14099 Sembcorp Energy India Ltd. 30-Mar-21 - 0.26% 73 INE891K14KB3 Axis Finance Ltd. 30-Mar-21 - 0.26% 74 INE786A14BI0 JK Lakshmi Cement Ltd. 30-Mar-21 - 0.26% 75 INE870H14LQ9 Network 18 Media & Invst. Ltd. 30-Mar-21 - 0.26% 76 INE486A14EJ9 Cesc Ltd. 30-Mar-21 - 0.26% 77 INE331A14KQ9 The Ramco Cements Ltd. 26-Mar-21 - 0.26% Kalpataru Power Transmission 78 26-Mar-21 - 0.26% INE220B14AV3 Ltd. 79 INE763G14JN9 ICICI Securities Ltd. 26-Mar-21 - 0.26% 80 INE322J14170 Bharat Oman Refineries Ltd. 25-Mar-21 - 0.26% 81 INE522D14NF4 Manappuram Finance Ltd. 25-Mar-21 - 0.26% 82 INE929O14156 Reliance Retail Ventures Ltd. 25-Mar-21 - 0.26% 83 INE289B14GY9 Gic Housing Finance Ltd. 19-Mar-21 - 0.26% 84 INE245A14EH3 Tata Power Co. Ltd. 18-Mar-21 - 0.26% Mangalore Refinery & 85 12-Mar-21 - 0.26% INE103A14256 Petrochemicals Ltd. Tata Power Renewable Energy 86 12-Mar-21 - 0.26% INE607M14566 Ltd. 87 INE498L14AS0 L&T Finance Holdings Ltd. 10-Mar-21 - 0.26% Adani Ports & Special Economic 88 5-Mar-21 - 0.26% INE742F14NL1 Zone Ltd. Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 89 INE850D14IU8 Godrej Agrovet Ltd. 24-Mar-21 - 0.26% Pilani Investment & Industries 90 26-Apr-21 - 0.50% INE417C14108 Corporation Ltd. 91 INE233A14RB4 Godrej Industries Ltd. 19-Apr-21 - 0.50% National Cooperative 92 16-Apr-21 - 0.50% INE014N14AA9 Development Corporation 93 INE028E14HR7 Kotak Securities Ltd. 16-Apr-21 - 0.50% 94 INE463A14JV2 Berger Paints India Ltd. 16-Apr-21 - 0.50% Sudarshan Chemical Industries 95 16-Apr-21 - 0.50% INE659A14455 Ltd. 96 INE278H14178 Sandhar Technologies Ltd. 16-Apr-21 - 0.50% 97 INE860H14R99 Aditya Birla Finance Ltd. 15-Apr-21 - 0.50% 98 INE114A14JQ1 Steel Authority Of India Ltd. 12-Apr-21 - 0.50% National Bank for Agriculture & 99 12-Apr-21 - 0.50% INE261F14HI0 Rural Development 100 INE508G14AE6 Time Technoplast Ltd. 12-Apr-21 - 0.50% 101 INE050M14726 Vardhman Special Steels Ltd. 12-Apr-21 - 0.50% Indian Railway Finance 102 12-Apr-21 - 0.50% INE053F14203 Corporation Ltd. 103 INE498L14AT8 L&T Finance Holdings Ltd. 12-Apr-21 - 0.50% 104 INE257A14482 Bharat Heavy Electricals Ltd. 9-Apr-21 - 0.50% 105 INE886H14FS3 TV18 Broadcast Ltd. 9-Apr-21 - 0.50% 106 INE700G14355 Hdfc Securities Ltd. 9-Apr-21 - 0.50% 107 INE089C14AT4 Sterlite Technologies Ltd. 8-Apr-21 - 0.50% 108 INE870H14LP1 Network 18 Media & Invst. Ltd. 7-Apr-21 - 0.50% 109 INE672R14288 Gati Kinestu Express Pvt. Ltd. 7-Apr-21 - 0.50% 110 INE296A14RD7 Bajaj Finance Ltd. 15-Mar-21 - 0.26% 111 INE563J14401 Astec Lifesciences Ltd. 15-Mar-21 - 0.26% 112 INE028E14HT3 Kotak Securities Ltd. 12-Mar-21 - 0.26% Chambal Fertilizers & Chemicals 113 10-Mar-21 - 0.26% INE085A14HW5 Ltd. Sharekhan Financial Services Pvt. 114 9-Mar-21 - 0.26% INE550X14433 Ltd. Adani Ports & Special Economic 115 9-Mar-21 - 0.26% INE742F14OP0 Zone Ltd. 116 INE121J14077 Bharti Infratel Ltd. 8-Mar-21 - 0.26% Bombay Burmah Trading 117 5-Mar-21 - 0.26% INE050A14564 Corporation Ltd. 118 INE916D14W58 Kotak Mahindra Prime Ltd. 5-Mar-21 - 0.26% 119 INE140A14J15 Piramal Enterprises Ltd. 4-Mar-21 - 0.26% 120 INE929O14057 Reliance Retail Ventures Ltd. 15-Mar-21 - 0.26% 121 INE094O14CF4 Daimler Financial Services India 12-Mar-21 - 0.26% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Pvt. Ltd. Housing Development Finance 122 10-Mar-21 - 0.26% INE001A14WM2 Corporation Ltd. National Bank for Agriculture & 123 10-Mar-21 - 0.26% INE261F14GR3 Rural Development 124 INE245A14EF7 Tata Power Co. Ltd. 9-Mar-21 - 0.26% 125 INE114A14JK4 Steel Authority Of India Ltd. 5-Mar-21 - 0.26% 126 INE514E14OW2 Export Import Bank Of India 4-Mar-21 - 0.26% 127 INE002A14EQ9 Reliance Industries Ltd. 10-Mar-21 - 0.26% Barclays Investments & Loans 128 17-Mar-21 - 0.26% INE704I14DS1 (India) Pvt. Ltd. 129 INE07OQ14154 Posco Maharashtra Steel Pvt. Ltd. 17-Mar-21 - 0.26% 130 INE484J14LJ0 Godrej Properties Ltd. 16-Apr-21 - 0.50% 131 INE700G14371 Hdfc Securities Ltd. 16-Apr-21 - 0.50% 132 INE002A14HC2 Reliance Industries Ltd. 16-Apr-21 - 0.50% Rashtriya Chemicals & Fertilizers 133 30-Mar-21 - 0.26% INE027A14927 Ltd. 134 INE119A14682 Balrampur Chini Mills Ltd. 30-Mar-21 - 0.26% 135 INE851M14HG8 Volkswagen Finance Pvt. Ltd. 30-Mar-21 - 0.26% 136 INE091A14CL7 Nirma Ltd. 30-Mar-21 - 0.26% 137 INE121J14036 Bharti Infratel Ltd. 29-Mar-21 - 0.26% 138 INE00R714051 Dalmia Bharat Ltd. 26-Mar-21 - 0.26% 139 INE289B14GZ6 Gic Housing Finance Ltd. 26-Mar-21 - 0.26% 140 INE628A14EN8 UPL Ltd. 26-Mar-21 - 0.26% 141 INE935N14072 Dixon Technologies (India) Ltd. 25-Mar-21 - 0.26% 142 INE916D14W66 Kotak Mahindra Prime Ltd. 24-Mar-21 - 0.26% Trust Investment Advisors Pvt. 143 23-Mar-21 - 0.26% INE723X14824 Ltd. 144 INE09OL14557 Birla Group Holdings Pvt. Ltd. 23-Mar-21 - 0.26% 145 INE257A14490 Bharat Heavy Electricals Ltd. 23-Mar-21 - 0.26% 146 INE296A14RE5 Bajaj Finance Ltd. 19-Mar-21 - 0.26% Sun Pharmaceutical Industries 147 19-Mar-21 - 0.26% INE044A14633 Ltd. Pilani Investment & Industries 148 18-Mar-21 - 0.26% INE417C14116 Corporation Ltd. 149 INE050M14734 Vardhman Special Steels Ltd. 30-Mar-21 - 0.26% 150 INE121J14085 Bharti Infratel Ltd. 3-May-21 - 1.42% 151 INE163N14147 ONGC Petro Additions Ltd. 2-May-21 - 1.42% 152 INE601U14GV1 Tata Motors Finance Ltd. 30-Apr-21 - 0.50% 153 INE733E14AC9 NTPC 30-Apr-21 - 0.50% 154 INE763G14JP4 ICICI Securities Ltd. 30-Apr-21 - 0.50% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights National Bank for Agriculture & 155 30-Apr-21 - 0.50% INE261F14HM2 Rural Development 156 INE027E14KH4 L&T Finance Ltd. 29-Apr-21 - 0.50% 157 INE445L14BT7 Nabha Power Ltd. 29-Apr-21 - 0.50% 158 INE481G14CR4 Ultratech Cement Ltd. 29-Apr-21 - 0.50% 159 INE002A14HG3 Reliance Industries Ltd. 29-Apr-21 - 0.50% 160 INE729N14FJ2 TVS Credit Services Ltd. 29-Apr-21 - 0.50% 161 INE322J14188 Bharat Oman Refineries Ltd. 28-Apr-21 - 0.50% 162 INE700G14397 Hdfc Securities Ltd. 28-Apr-21 - 0.50% 163 INE514E14PG2 Export Import Bank Of India 27-Apr-21 - 0.50% Jamnagar Utilities & Power Pvt. 164 26-Apr-21 - 0.50% INE936D14055 Ltd. 165 INE941D14071 Sikka Ports & Terminals Ltd. 26-Apr-21 - 0.50% 166 INE377Y14785 Bajaj Housing Finance Ltd. 26-Apr-21 - 0.50% 167 INE05C614048 Nlc Tamil Nadu Power Ltd. 22-Apr-21 - 0.50% 168 INE860H14S15 Aditya Birla Finance Ltd. 22-Apr-21 - 0.50% 169 INE047A14743 Grasim Industries Ltd. 20-Apr-21 - 0.50% 170 INE916D14X57 Kotak Mahindra Prime Ltd. 31-Mar-21 - 0.26% 171 INE647A14856 SRF Ltd. 30-Mar-21 - 0.26% Transport Corporation of India 172 30-Mar-21 - 0.26% INE688A14KN9 Ltd. 173 INE702C14BG7 APL Apollo Tubes Ltd. 29-Mar-21 - 0.26% 174 INE242A14SZ2 Indian Oil Corporation Ltd. 26-Mar-21 - 0.26% 175 INE423A14MA4 Adani Enterprises Ltd. 25-Mar-21 - 0.26% Bharat Petroleum Corporation 176 25-Mar-21 - 0.26% INE029A14BC8 Ltd. 177 INE493F14367 Tata Power Delhi Distribution Ltd. 25-Mar-21 - 0.26% 178 INE140A14I57 Piramal Enterprises Ltd. 23-Mar-21 - 0.26% 179 INE865C14FS8 Aditya Birla Money Ltd. 23-Mar-21 - 0.26% Hindustan Petroleum 180 18-Mar-21 - 0.26% INE094A14GI8 Corporation Ltd. Chennai Petroleum Corporation 181 18-Mar-21 - 0.26% INE178A14GG3 Ltd. 182 INE027E14JF0 L&T Finance Ltd. 31-Mar-21 - 0.26% 183 INE208A14CG7 Ashok Leyland Ltd. 31-Mar-21 - 0.26% 184 INE886H14FT1 TV18 Broadcast Ltd. 31-Mar-21 - 0.26% 185 INE484J14KY1 Godrej Properties Ltd. 30-Mar-21 - 0.26% 186 INE933K14065 Bajaj Corp Ltd. 30-Mar-21 - 0.26% Sudarshan Chemical Industries 187 30-Mar-21 - 0.26% INE659A14463 Ltd. 188 INE976A14149 West Coast Paper Mills Ltd. 23-Mar-21 - 0.26% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 189 INE886H14FV7 TV18 Broadcast Ltd. 30-Apr-21 - 0.50% Housing Development Finance 190 30-Apr-21 - 0.50% INE001A14XJ6 Corporation Ltd. 191 INE957N14EN4 Hero Fincorp Ltd. 30-Apr-21 - 0.50% 192 INE110L14OZ7 Reliance Jio Infocomm Ltd. 30-Apr-21 - 0.50% 193 INE289B14HB5 Gic Housing Finance Ltd. 29-Apr-21 - 0.50% 194 INE975F14UF4 Kotak Mahindra Investments Ltd. 23-Apr-21 - 0.50% 195 INE466L14767 Iifl Wealth Management Ltd. 20-Apr-21 - 0.50% 196 INE245A14EJ9 Tata Power Co. Ltd. 16-Apr-21 - 0.50% 197 INE242A14SY5 Indian Oil Corporation Ltd. 15-Apr-21 - 0.50% 198 INE916D14X16 Kotak Mahindra Prime Ltd. 12-Apr-21 - 0.50% 199 INE860H14R32 Aditya Birla Finance Ltd. 30-Apr-21 - 0.50% 200 INE121J14051 Bharti Infratel Ltd. 30-Apr-21 - 0.50% 201 INE0BJR14032 Wrss XXI (A) Transco Ltd. 28-Apr-21 - 0.50% 202 INE002A14HF5 Reliance Industries Ltd. 27-Apr-21 - 0.50% 203 INE233A14RD0 Godrej Industries Ltd. 26-Apr-21 - 0.50% 204 INE733E14AB1 NTPC 22-Apr-21 - 0.50% 205 INE155A14RT1 Tata Motors Ltd. 30-Apr-21 - 0.50% Bahadur Chand Investments Pvt. 206 30-Apr-21 - 0.50% INE087M14959 Ltd. 207 INE850D14IV6 Godrej Agrovet Ltd. 30-Apr-21 - 0.50% 208 INE484J14LL6 Godrej Properties Ltd. 29-Apr-21 - 0.50% 209 INE296A14RH8 Bajaj Finance Ltd. 18-May-21 - 1.42% 210 INE028E14HV9 Kotak Securities Ltd. 18-May-21 - 1.42% 211 INE700G14421 Hdfc Securities Ltd. 18-May-21 - 1.42% 212 INE233A14RI9 Godrej Industries Ltd. 18-May-21 - 1.42% 213 INE414G14QS3 Muthoot Finance Ltd. 17-May-21 - 1.42% 214 INE481G14CS2 Ultratech Cement Ltd. 17-May-21 - 1.42% 215 INE514E14PH0 Export Import Bank Of India 14-May-21 - 1.42% 216 INE033L14LJ1 Tata Capital Housing Finance Ltd. 14-May-21 - 1.42% 217 INE860H14S31 Aditya Birla Finance Ltd. 14-May-21 - 1.42% L&T Infrastructure Finance Co. 218 12-May-21 - 1.42% INE691I14KR7 Ltd. 219 INE929O14180 Reliance Retail Ventures Ltd. 12-May-21 - 1.42% 220 INE824H14DO8 Julius Baer Capital (India) Pvt. Ltd. 11-May-21 - 1.42% 221 INE601U14HA3 Tata Motors Finance Ltd. 11-May-21 - 1.42% 222 INE957N14EM6 Hero Fincorp Ltd. 11-May-21 - 1.42% 223 INE114A14JT5 Steel Authority Of India Ltd. 11-May-21 - 1.42% 224 INE916D14X40 Kotak Mahindra Prime Ltd. 7-May-21 - 1.42% 225 INE002A14HH1 Reliance Industries Ltd. 6-May-21 - 1.42% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Tata Teleservices (Maharashtra) 226 6-May-21 - 1.42% INE517B14776 Ltd. 227 INE589A14215 Nlc India Ltd. 5-May-21 - 1.42% Chennai Petroleum Corporation 228 3-May-21 - 1.42% INE178A14GI9 Ltd.

1 IN1220200266 Assam 10-Feb-31 6.98% 4.26%

2 IN1320190193 Bihar 29-Jan-30 7.17% 7.86%

3 IN1520200255 Gujarat 27-Jan-31 6.57% 7.39%

4 IN1620200122 Haryana 11-Nov-30 6.59% 4.37%

5 IN1920200533 Karnataka 30-Dec-30 6.51% 10.77% CRISIL 10 6 Kerala 3-Jun-30 6.55% 6.58% Year SDL IN2020200118 Index 7 IN2220200322 Maharashtra 25-Nov-30 6.52% 6.55%

8 IN2820200193 Punjab 10-Feb-31 7.05% 5.13%

9 IN2920200655 Rajasthan 10-Feb-31 6.95% 8.05%

10 IN3120200339 Tamil Nadu 6-Jan-31 6.53% 5.82%

11 IN3320200287 Uttar Pradesh 10-Feb-31 6.94% 22.20% 12 IN3420200229 West Bengal 27-Jan-31 6.63% 11.03% 1 IN0020110022 7.80% CGL 2021 11-Apr-21 7.80% 0.82% 2 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 0.61% 3 IN0020010040 10.25% CGL 2021 30-May-21 10.25% 0.20% 4 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 0.51% 5 IN0020110030 08.79% CGL 2021 8-Nov-21 8.79% 1.12% 6 IN0020060037 08.20% CGL 2022 15-Feb-22 8.20% 0.74% 7 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 0.88% 8 IN0020020072 08.35% CGL 2022 14-May-22 8.35% 0.76% CRISIL Broad 9 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 1.10% Based Gilt Index 10 IN0020070028 08.08% GOVT.STOCK 2022 2-Aug-22 8.08% 0.95% 11 IN0020039031 05.87% CGL 2022 28-Aug-22 5.87% 0.16% 12 IN0020070051 8.13% CGL 2022 21-Sep-22 8.13% 0.95% 13 IN0020200260 03.96 GS 2022 9-Nov-22 3.96% 0.21% 14 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 1.32% 15 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 0.53% 16 IN0020030014 06.30% CGL 2023 9-Apr-23 6.30% 0.19% 17 IN0020030055 06.17% CGL 2023 12-Jun-23 6.17% 0.18% 18 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 1.15% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 19 IN0020200211 04.48% GS 2023 2-Nov-23 4.48% 0.71% 20 IN0020130061 8.83% CGL 2023 25-Nov-23 8.83% 1.02% 21 IN0020150010 07.68% GS 2023 15-Dec-23 7.68% 1.31% 22 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 1.08% 23 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 0.78% 24 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 1.18% 25 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 1.52% 26 IN0020110048 09.15% CGL 2024 14-Nov-24 9.15% 1.25% 27 IN0020150036 07.72% GS 2025 25-May-25 7.72% 1.34% 28 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 1.76% 29 IN0020120047 8.20% CGL 2025 24-Sep-25 8.20% 1.34% 30 IN0020030071 05.97 GS 2025 25-Sep-25 5.97% 0.25% 31 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 1.20% 32 IN0020150093 07.59% GS 2026 11-Jan-26 7.59% 1.77% 33 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 0.90% 34 IN0020120039 8.33% CGL 2026 9-Jul-26 8.33% 1.30% 35 IN0020160035 06.97% GS 2026 6-Sep-26 6.97% 1.34% 36 IN0020010081 10.18% CGL 2026 11-Sep-26 10.18% 0.22% 37 IN0020140060 8.15% GS 2026 24-Nov-26 8.15% 1.24% 38 IN0020060078 08.24% CGL 2027 15-Feb-27 8.24% 1.66% 39 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 1.80% 40 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 8.26% 1.46% 41 IN0020070069 08.28% CGL 2027 21-Sep-27 8.28% 1.34% 42 IN0020020247 06.01% CGL 2028 25-Mar-28 6.01% 0.22% 43 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 1.69% 44 IN0020140011 08.60% CGL 2028 2-Jun-28 8.60% 1.25% 45 IN0020030022 06.13% CGL 2028 4-Jun-28 6.13% 0.16% 46 IN0020150069 07.59% GS 2029 20-Mar-29 7.59% 1.43% 47 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 1.77% 48 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 1.71% 49 IN0020160118 06.79% GS 2029 26-Dec-29 6.79% 1.77% 50 IN0020150028 07.88% GS 2030 19-Mar-30 7.88% 1.33% 51 IN0020160019 07.61 GS 2030 9-May-30 7.61% 1.50% 52 IN0020200070 05.79 GS 2030 11-May-30 5.79% 1.66% 53 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 1.83% 54 IN0020130053 09.20% CGL 2030 30-Sep-30 9.20% 0.92% 55 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 0.57% 56 IN0020110055 08.97% CGL 2030 5-Dec-30 8.97% 1.34% 57 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 1.57% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 58 IN0020060086 08.28% GOVT.STOCK 2032 15-Feb-32 8.28% 1.35% 59 IN0020070044 08.32% CGL 2032 2-Aug-32 8.32% 1.33% 60 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 1.80% 61 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 1.80% 62 IN0020140052 08.24% GOI 2033 10-Nov-33 8.24% 1.48% 63 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 1.43% 64 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 1.48% 65 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 1.89% 66 IN0020150051 7.73% GS 2034 19-Dec-34 7.73% 1.49% 67 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 1.34% 68 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 1.48% 69 IN0020060045 08.33% CGL 2036 7-Jun-36 8.33% 1.28% 70 IN0020080050 06.83% GOVT.STOCK 2039 19-Jan-39 6.83% 0.19% 71 IN0020190024 07.62% GS 2039 15-Sep-39 7.62% 0.57% 72 IN0020100031 08.30% GOVT.STOCK 2040 2-Jul-40 8.30% 1.34% 73 IN0020110063 08.83% GOVT.STOCK 2041 12-Dec-41 8.83% 1.34% 74 IN0020120062 8.30% GS 2042 31-Dec-42 8.30% 1.56% 75 IN0020190040 07.69% GS 2043 17-Jun-43 7.69% 0.55% 76 IN0020130079 9.23% GS 2043 23-Dec-43 9.23% 1.18% 77 IN0020140078 08.17% GS 2044 1-Dec-44 8.17% 1.44% 78 IN0020150044 08.13% GS 2045 22-Jun-45 8.13% 1.46% 79 IN0020160068 7.06% GS 2046 10-Oct-46 7.06% 1.49% 80 IN0020190032 07.72% GS 2049 15-Jun-49 7.72% 1.25% 81 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 1.49% 82 IN0020200252 06.67% GS 2050 17-Dec-50 6.67% 0.56% 83 IN0020160092 06.62% GS 2051 28-Nov-51 6.62% 0.82% 84 IN0020150077 07.72% GS 2055 26-Oct-55 7.72% 1.49% 85 IN0020190057 07.63 GS 2059 17-Jun-59 7.63% 1.24% 86 IN0020200039 07.19 GS 2060 15-Sep-60 7.19% 1.47% 87 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 1.51% 1 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 3.86% 2 IN0020060086 08.28% GOVT.STOCK 2032 15-Feb-32 8.28% 3.32% 3 IN0020070044 08.32% CGL 2032 2-Aug-32 8.32% 3.28% CRISIL Broad 4 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 4.43% Based Long 5 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 4.42% Term Gilt Index 6 IN0020140052 08.24% GOI 2033 10-Nov-33 8.24% 3.64% 7 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 3.51% 8 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 3.63% 9 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 4.65% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 10 IN0020150051 7.73% GS 2034 19-Dec-34 7.73% 3.66% 11 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 3.30% 12 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 3.63% 13 IN0020060045 08.33% CGL 2036 7-Jun-36 8.33% 3.15% 14 IN0020080050 06.83% GOVT.STOCK 2039 19-Jan-39 6.83% 0.48% 15 IN0020190024 07.62% GS 2039 15-Sep-39 7.62% 1.40% 16 IN0020100031 08.30% GOVT.STOCK 2040 2-Jul-40 8.30% 3.30% 17 IN0020110063 08.83% GOVT.STOCK 2041 12-Dec-41 8.83% 3.30% 18 IN0020120062 8.30% GS 2042 31-Dec-42 8.30% 3.83% 19 IN0020190040 07.69% GS 2043 17-Jun-43 7.69% 1.36% 20 IN0020130079 9.23% GS 2043 23-Dec-43 9.23% 2.91% 21 IN0020140078 08.17% GS 2044 1-Dec-44 8.17% 3.55% 22 IN0020150044 08.13% GS 2045 22-Jun-45 8.13% 3.59% 23 IN0020160068 7.06% GS 2046 10-Oct-46 7.06% 3.66% 24 IN0020190032 07.72% GS 2049 15-Jun-49 7.72% 3.08% 25 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 3.65% 26 IN0020200252 06.67% GS 2050 17-Dec-50 6.67% 1.38% 27 IN0020160092 06.62% GS 2051 28-Nov-51 6.62% 2.01% 28 IN0020150077 07.72% GS 2055 26-Oct-55 7.72% 3.66% 29 IN0020190057 07.63 GS 2059 17-Jun-59 7.63% 3.06% 30 IN0020200039 07.19 GS 2060 15-Sep-60 7.19% 3.60% 31 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 3.71% 1 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 2.95% 2 IN0020120039 8.33% CGL 2026 9-Jul-26 8.33% 4.26% 3 IN0020160035 06.97% GS 2026 6-Sep-26 6.97% 4.40% 4 IN0020010081 10.18% CGL 2026 11-Sep-26 10.18% 0.73% 5 IN0020140060 8.15% GS 2026 24-Nov-26 8.15% 4.06% 6 IN0020060078 08.24% CGL 2027 15-Feb-27 8.24% 5.46% 7 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 5.93% CRISIL Broad Based 8 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 8.26% 4.79% Medium 9 IN0020070069 08.28% CGL 2027 21-Sep-27 8.28% 4.41% Term Gilt 10 IN0020020247 06.01% CGL 2028 25-Mar-28 6.01% 0.73% Index 11 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 5.54% 12 IN0020140011 08.60% CGL 2028 2-Jun-28 8.60% 4.11% 13 IN0020030022 06.13% CGL 2028 4-Jun-28 6.13% 0.54% 14 IN0020150069 07.59% GS 2029 20-Mar-29 7.59% 4.71% 15 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 5.82% 16 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 5.62% 17 IN0020160118 06.79% GS 2029 26-Dec-29 6.79% 5.82% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 18 IN0020150028 07.88% GS 2030 19-Mar-30 7.88% 4.36% 19 IN0020160019 07.61 GS 2030 9-May-30 7.61% 4.95% 20 IN0020200070 05.79 GS 2030 11-May-30 5.79% 5.47% 21 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 6.02% 22 IN0020130053 09.20% CGL 2030 30-Sep-30 9.20% 3.03% 23 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 1.88% 24 IN0020110055 08.97% CGL 2030 5-Dec-30 8.97% 4.41% 1 IN0020110022 7.80% CGL 2021 11-Apr-21 7.80% 2.85% 2 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 2.10% 3 IN0020010040 10.25% CGL 2021 30-May-21 10.25% 0.68% 4 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 1.76% 5 IN0020110030 08.79% CGL 2021 8-Nov-21 8.79% 3.88% 6 IN0020060037 08.20% CGL 2022 15-Feb-22 8.20% 2.56% 7 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 3.04% 8 IN0020020072 08.35% CGL 2022 14-May-22 8.35% 2.63% 9 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 3.80% 10 IN0020070028 08.08% GOVT.STOCK 2022 2-Aug-22 8.08% 3.30% 11 IN0020039031 05.87% CGL 2022 28-Aug-22 5.87% 0.57% 12 IN0020070051 8.13% CGL 2022 21-Sep-22 8.13% 3.29% 13 IN0020200260 03.96 GS 2022 9-Nov-22 3.96% 0.74% 14 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 4.55% CRISIL Broad 15 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 1.84% Based Short 16 IN0020030014 06.30% CGL 2023 9-Apr-23 6.30% 0.65% Term Gilt 17 IN0020030055 06.17% CGL 2023 12-Jun-23 6.17% 0.62% Index 18 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 3.97% 19 IN0020200211 04.48% GS 2023 2-Nov-23 4.48% 2.45% 20 IN0020130061 8.83% CGL 2023 25-Nov-23 8.83% 3.54% 21 IN0020150010 07.68% GS 2023 15-Dec-23 7.68% 4.54% 22 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 3.75% 23 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 2.70% 24 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 4.10% 25 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 5.26% 26 IN0020110048 09.15% CGL 2024 14-Nov-24 9.15% 4.33% 27 IN0020150036 07.72% GS 2025 25-May-25 7.72% 4.64% 28 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 6.08% 29 IN0020120047 8.20% CGL 2025 24-Sep-25 8.20% 4.64% 30 IN0020030071 05.97 GS 2025 25-Sep-25 5.97% 0.86% 31 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 4.15% 32 IN0020150093 07.59% GS 2026 11-Jan-26 7.59% 6.13% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights CRISIL 10 Year Gilt 1 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 100.00% Index

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

Note: Bonds and Government Security Indices are rebalanced on 1st working day of every month with issuer rebalancing done on quarterly basis, whereas CP, CD and SDL indices are rebalanced on 1st working day of every fortnight. Portfolio Parameters – 01 March 2021

Average Average Average Index Average YTM Macaulay Maturity MD Duration CRISIL Composite CD Index 0.3657 0.3507 3.83% 0.37 CRISIL Composite CP Index 0.2343 0.2252 3.69% 0.23 CRISIL Composite T-Bill Index 0.4829 0.4668 3.36% 0.48 CRISIL Composite Bond Fund Index 7.7130 5.3778 6.37% 5.62 CRISIL Short Term Bond Fund Index 2.2448 1.9230 5.27% 2.02 CRISIL Liquid Fund Index 0.0982 0.0947 3.59% 0.10 CRISIL Low Duration Debt Index 0.7478 0.6807 4.25% 0.72 CRISIL Ultra Short Term Debt Index 0.3925 0.3699 3.82% 0.39 CRISIL Money Market Index 0.3153 0.3034 3.64% 0.32 CRISIL Medium Term Debt Index 4.2458 3.4323 6.24% 3.64 CRISIL Medium To Long Term Debt Index 8.3550 5.9284 6.76% 6.22 CRISIL Long Term Debt Index 14.1760 8.0593 7.18% 8.46 CRISIL Corporate Bond Composite Index 5.3100 3.7607 6.54% 4.00 CRISIL Long Term Corporate Bond Index 10.6791 6.8145 7.82% 7.28 CRISIL Medium Term Corporate Bond Index 3.9613 3.2609 6.64% 3.47 CRISIL Short Term Corporate Bond Index 1.7297 1.5393 5.53% 1.62 CRISIL Composite Credit Risk Index 3.9906 2.9168 8.02% 3.12 CRISIL Medium Term Credit Risk Index 2.3599 1.9600 7.64% 2.09 CRISIL Banking and PSU Debt Index 4.1198 2.9731 5.76% 3.16 CRISIL Short Term Credit Risk Index 1.4670 1.2810 7.12% 1.36 CRISIL Dynamic Debt Index 7.5738 5.3465 6.53% 5.61 CRISIL Composite AA Long Term Bond Index 7.6971 4.9826 9.70% 5.43 CRISIL Composite AA Medium Term Bond 3.6143 2.8674 8.80% 3.07 Index CRISIL Composite AA Short Term Bond Index 1.4642 1.2801 6.61% 1.36 CRISIL FPI Index 8.4009 5.7373 6.74% 6.04 CRISIL Money Market Index-Insurance 0.5773 0.5548 3.92% 0.58 CRISIL AAA Long Term Bond Index 11.2181 7.1532 7.42% 7.63 CRISIL AAA Medium Term Bond Index 4.0355 3.3422 6.22% 3.55 CRISIL AAA Short Term Bond Index 1.8220 1.6294 5.15% 1.72 CRISIL AA Long Term Bond Index 8.2785 5.1867 10.23% 5.66 CRISIL AA Medium Term Bond Index 3.5114 2.8767 8.12% 3.06 CRISIL AA Short Term Bond Index 1.4527 1.2663 7.08% 1.36 CRISIL AA and AA+ Long Term Bond Index 7.2077 4.8132 8.79% 5.21 CRISIL AA and AA+ Medium Term Bond Index 3.8444 3.1093 7.93% 3.32 CRISIL AA and AA+ Short Term Bond Index 1.6010 1.3991 6.38% 1.49 CRISIL AA+ Long Term Bond Index 6.4348 4.5375 7.99% 4.88 Average Average Average Index Average YTM Macaulay Maturity MD Duration CRISIL AA+ Medium Term Bond Index 4.0110 3.2256 7.84% 3.44 CRISIL AA+ Short Term Bond Index 1.6845 1.4864 5.81% 1.57 CRISIL AA- Long Term Bond Index 6.6037 4.6009 9.30% 5.03 CRISIL AA- Medium Term Bond Index 3.5781 2.7299 9.85% 2.94 CRISIL AA- Short Term Bond Index 1.0893 0.9342 7.30% 1.00 CRISIL Medium to Long Term Banking Debt 5.0182 3.8020 7.49% 4.08 Index CRISIL Short Term Banking Debt Index 1.0627 0.9505 6.03% 1.01 CRISIL Medium to Long Term PSU Debt Index 9.2222 6.0725 6.80% 6.45 CRISIL Short Term PSU Debt Index 1.8734 1.6671 4.90% 1.75 CRISIL A Medium To Long Term Bond Index 5.2178 3.5098 12.59% 3.64 CRISIL A Medium Term Bond Index 3.5877 2.6135 12.61% 2.73 CRISIL A Short Term Bond Index 1.3781 1.1452 12.46% 1.23 CRISIL AAA up to 1 Year Short Term Bond 0.5777 0.5544 4.06% 0.58 Index CRISIL AAA 1 to 3 Year Short Term Bond Index 2.0160 1.7936 5.31% 1.89 CRISIL AA and AA+ up to 1 Year Short Term 0.3955 0.3731 5.04% 0.39 Bond Index CRISIL AA and AA+ 1 to 3 Year Short Term 1.7753 1.5584 6.16% 1.66 Bond Index CRISIL 10 Year Gilt Index 9.7589 7.1991 6.22% 7.42 CRISIL Dynamic Gilt Index 7.7450 5.7174 6.17% 5.90 CRISIL Long Term Gilt Index 18.1477 9.3747 6.76% 9.69 CRISIL Medium Term Gilt Index 7.8912 5.9920 6.34% 6.18 CRISIL Short Term Gilt Index 3.0247 2.6646 5.00% 2.74 CRISIL Composite Gilt Index 10.4095 7.1995 6.47% 7.44 CRISIL 1 Month CD Index 0.0597 0.0578 3.33% 0.06 CRISIL 2 Month CD Index 0.1562 0.1511 3.34% 0.16 CRISIL 3 Month CD Index 0.2262 0.2185 3.55% 0.23 CRISIL 6 Month CD Index 0.4484 0.4292 4.44% 0.45 CRISIL 1 Year CD Index 0.8838 0.8433 4.83% 0.88 CRISIL 1 Month CP Index 0.0648 0.0622 4.28% 0.06 CRISIL 2 Month CP Index 0.1518 0.1466 3.59% 0.15 CRISIL 3 Month CP Index 0.2063 0.1993 3.51% 0.21 CRISIL 6 Month CP Index 0.4411 0.4225 4.41% 0.44 CRISIL 1 Year CP Index 0.9268 0.8761 5.88% 0.93 CRISIL 10 Year SDL Index 9.7771 6.9574 7.13% 7.21 CRISIL 1 Month T-Bill Index 0.0877 0.0849 3.26% 0.09 CRISIL 2 Month T-Bill Index 0.1644 0.1594 3.10% 0.16 CRISIL 91 day T-Bill Index 0.2411 0.2337 3.18% 0.24 CRISIL 182 day T-bill index 0.4904 0.4741 3.43% 0.49 Average Average Average Index Average YTM Macaulay Maturity MD Duration CRISIL 1 Year T-Bill Index 0.9890 0.9544 3.63% 0.99 CRISIL Overnight Index 0.0027 0.0027 3.22% 0.00 CRISIL Broad Based Gilt Index 11.5069 6.4682 6.13% 6.68 CRISIL Broad Based Long Term Gilt Index 20.6596 9.9691 6.83% 10.31 CRISIL Broad Based Medium Term Gilt Index 7.6168 5.6858 6.38% 5.87 CRISIL Broad Based Short Term Gilt Index 2.7224 2.3659 4.88% 2.43 CRISIL Up to 91-Day CD Index 0.1228 0.1187 3.42% 0.12 CRISIL Up to 91-Day CP Index 0.1218 0.1174 3.77% 0.12

Composite Index Weights

Sub-indices Weights (New) Index Sub- Index/ Asset Class

Oct-20

CRISIL Composite Gilt Index 45%

CRISIL AAA Long Term Bond Index 18%

CRISIL AAA Medium Term Bond Index 12%

CRISIL Composite Bond Fund Index CRISIL AAA Short Term Bond Index 21%

CRISIL AA and AA+ Long Term Bond Index 1%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL AA and AA+ Short Term Bond Index 2%

CRISIL Short Term Gilt Index 15%

CRISIL AAA up to 1 Year Short Term Bond Index 13%

CRISIL AAA 1 to 3 Year Short Term Bond Index 19%

CRISIL AA and AA+ up to 1 Year Short Term Bond 3% Index

CRISIL Short Term Bond Fund Index CRISIL AA and AA+ 1 to 3 Year Short Term Bond Index 5%

CRISIL AAA Medium Term Bond Index 29%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL Composite CD Index 4%

CRISIL Composite CP Index 11% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Oct-20

CRISIL Overnight Index 20%

CRISIL Liquid Fund Index CRISIL Upto 91 Day CD Index 20%

CRISIL Upto 91 Day CP Index 60%

CRISIL AAA up to 1 Year Short Term Bond Index 11%

CRISIL AAA 1 to 3 Year Short Term Bond Index 21%

CRISIL AA and AA+ up to 1 Year Short Term Bond 3% Index CRISIL Low Duration Debt Index CRISIL AA and AA+ 1 to 3 Year Short Term Bond Index 5%

CRISIL Composite CD Index 15%

CRISIL Composite CP Index 45%

CRISIL Composite CD Index 20%

CRISIL Composite CP Index 58%

CRISIL Composite T-Bill Index 10%

CRISIL Ultra Short Term Debt Index CRISIL AAA up to 1 Year Short Term Bond Index 5%

CRISIL AAA 1 to 3 Year Short Term Bond Index 4%

CRISIL AA and AA+ up to 1 Year Short Term Bond 2% Index

CRISIL AA and AA+ 1 to 3 Year Short Term Bond Index 1%

CRISIL Composite CD Index 20% CRISIL Money Market Index CRISIL Composite CP Index 58% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Oct-20

CRISIL Composite T-Bill Index 22%

CRISIL Short Term Gilt Index 10%

CRISIL AAA Long Term Bond Index 4%

CRISIL Medium Term Debt Index CRISIL AA and AA+ Long Term Bond Index 1%

CRISIL AAA Medium Term Bond Index 81%

CRISIL AA and AA+ Medium Term Bond Index 4%

CRISIL Medium Term Gilt Index 50%

CRISIL AAA Long Term Bond Index 32%

CRISIL Medium To Long Term Debt Index CRISIL AA and AA+ Long Term Bond Index 3%

CRISIL AAA Medium Term Bond Index 14%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL Long Term Gilt Index 45%

CRISIL Long Term Debt Index CRISIL AAA Long Term Bond Index 51%

CRISIL AA and AA+ Long Term Bond Index 4%

CRISIL AAA Long Term Bond Index 30%

CRISIL AAA Medium Term Bond Index 19% CRISIL Corporate Bond Composite Index CRISIL AAA Short Term Bond Index 33%

CRISIL AA+ Long Term Bond Index 1% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Oct-20

CRISIL AA+ Medium Term Bond Index 1%

CRISIL AA+ Short Term Bond Index 1%

CRISIL AA- Long Term Bond Index 1%

CRISIL AA- Medium Term Bond Index 2%

CRISIL AA- Short Term Bond Index 2%

CRISIL AA Long Term Bond Index 1%

CRISIL AA Medium Term Bond Index 4%

CRISIL AA Short Term Bond Index 5%

CRISIL AAA Long Term Bond Index 84%

CRISIL AA+ Long Term Bond Index 1% CRISIL Long Term Corporate Bond Index CRISIL AA- Long Term Bond Index 3%

CRISIL AA Long Term Bond Index 12%

CRISIL AAA Medium Term Bond Index 84%

CRISIL AA+ Medium Term Bond Index 1% CRISIL Medium Term Corporate Bond Index CRISIL AA- Medium Term Bond Index 7%

CRISIL AA Medium Term Bond Index 8%

CRISIL AAA Short Term Bond Index 74% CRISIL Short Term Corporate Bond Index CRISIL AA+ Short Term Bond Index 11% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Oct-20

CRISIL AA- Short Term Bond Index 6%

CRISIL AA Short Term Bond Index 9%

CRISIL AAA Long Term Bond Index 10%

CRISIL AAA Medium Term Bond Index 7%

CRISIL AAA Short Term Bond Index 10%

CRISIL AA+ Long Term Bond Index 1%

CRISIL AA+ Medium Term Bond Index 1%

CRISIL AA+ Short Term Bond Index 1%

CRISIL AA- Long Term Bond Index 5% CRISIL Composite Credit Risk Index CRISIL AA- Medium Term Bond Index 5%

CRISIL AA- Short Term Bond Index 9%

CRISIL AA Long Term Bond Index 5%

CRISIL AA Medium Term Bond Index 18%

CRISIL AA Short Term Bond Index 18%

CRISIL A Medium to Long Term Bond Index 6%

CRISIL A Short Term Bond Index 4%

CRISIL AAA Medium Term Bond Index 9.39%

CRISIL AAA Short Term Bond Index 16.21%

Sub-indices Weights (New) Index Sub- Index/ Asset Class

Oct-20

CRISIL AA Medium Term Bond Index 19.9%

CRISIL A Medium term Bond Index 2.5%

CRISIL A Short Term Bond Index 7.5%

CRISIL AA+ Medium Term Bond Index 0.97%

CRISIL Medium Term Credit Risk Index CRISIL AA+ Short Term Bond Index 3.42%

CRISIL AA- Medium Term Bond Index 7.6%

CRISIL AA- Short Term Bond Index 12.94%

CRISIL AA Short Term Bond Index 19.57%

CRISIL AAA Short Term Bond Index 26%

CRISIL AA+ Short Term Bond Index 4%

CRISIL Short Term Credit Risk Index CRISIL AA- Short Term Bond Index 23%

CRISIL AA Short Term Bond Index 37%

CRISIL A Short Term Bond Index 10%

CRISIL 2 Month CD Index 36%

CRISIL 3 Month CD Index 33% CRISIL Composite CD Index CRISIL 6 Month CD Index 9%

CRISIL 1 Year CD Index 22%

CRISIL 2 Month CP Index 32%

Sub-indices Weights (New) Index Sub- Index/ Asset Class

Oct-20

CRISIL 3 Month CP Index 59%

CRISIL Composite CP Index CRISIL 6 Month CP Index 4%

CRISIL 1 Year CP Index 5%

CRISIL 91 Day T-Bill Index 47%

CRISIL Composite T-Bill Index CRISIL 182 Day T-Bill Index 31%

CRISIL 1 Year T-Bill Index 22%

CRISIL Medium to Long Term PSU Debt Index 25%

CRISIL Short Term PSU Debt Index 25% CRISIL Banking and PSU Debt Index CRISIL Medium To Long Term Banking Debt Index 25%

CRISIL Composite CD Index 25%

S&P BSE Arbitrage Rate Index 70% CRISIL Arbitrage Index CRISIL Liquid Fund Index 30%

S&P BSE Arbitrage Rate Index 35%

CRISIL Equity Savings Index S&P BSE Sensex 50 TR 35%

CRISIL Short Term Bond Fund Index 30%

CRISIL Dynamic Gilt Index 45%

CRISIL Dynamic Debt Index CRISIL AAA Long Term Bond Index 28%

CRISIL AAA Medium Term Bond Index 15% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Oct-20

CRISIL AAA Short Term Bond Index 7%

CRISIL AA and AA+ Long Term Bond Index 2%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL AA and AA+ Short Term Bond Index 2%

CRISIL AA+ Long Term Bond Index 17%

CRISIL Composite AA Long Term Bond Index CRISIL AA Long Term Bond Index 67%

CRISIL AA- Long Term Bond Index 16%

CRISIL AA+ Medium Term Bond Index 15%

CRISIL Composite AA Medium Term Bond Index CRISIL AA Medium Term Bond Index 43%

CRISIL AA- Medium Term Bond Index 42%

CRISIL AA+ Short Term Bond Index 41%

CRISIL Composite AA Short Term Bond Index CRISIL AA Short Term Bond Index 36%

CRISIL AA- Short Term Bond Index 23%

CRISIL AAA Long Term Bond Index 36%

CRISIL AAA Medium Term Bond Index 20%

CRISIL AAA Short Term Bond Index 8%

CRISIL AA and AA+ Long Term Bond Index 3%

CRISIL FPI Index CRISIL AA and AA+ Medium Term Bond Index 1% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Oct-20

CRISIL AA and AA+ Short Term Bond Index 2%

CRISIL Composite Gilt Index 30%

CRISIL 6 Month CD Index 7%

CRISIL 1 Year CD Index 3%

CRISIL 6 Month CP Index 17%

CRISIL Money Market Index - Insurance CRISIL 1 Year CP Index 8%

CRISIL 182 Day T-Bill Index 25%

CRISIL 1 Year T-Bill Index 25%

CRISIL Overnight Index 15%

$ Rounded off to nearest integer

In order to obviate a drift in the duration profile, there will be fixed duration bands for a few indices. If in a particular month the duration of any of these indices drifts beyond the mentioned range, rule-based intervention would be made. These indices and their relevant duration bands are as follows:

Fixed Macaulay Duration Index Range CRISIL Ultra Short Term Debt Index 0.28 – 0.48 CRISIL Low Duration Debt Index 0.58 – 0.90 CRISIL Short Term Bond Fund Index 1.60 – 2.40 CRISIL Medium Term Debt Index 3.30 – 3.80 CRISIL Medium To Long Term Debt Index 4.60 - 6.30

Note : The Macaulay duration numbers for all indices are estimated on the date of advance notice (rollover) and comply to the above fixed range on that date. Features and Methodology

CRISIL AAA/AA+/AA/AA- rated and Banking/ PSU Credit Indices

Features  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Index portfolio marked-to-market on a daily basis using CRISIL debt valuations

Maturity Buckets: AAA/AA+/AA/AA- rated indices 1. Long Term: Securities with residual maturity greater than 5 years 2. Medium Term: Securities with residual maturity between 3 to 5 years 3. Short Term: Securities with residual maturity up to 3 years

For Banking/ PSU Indices 1. Short Term: Securities with residual maturity up to 3 years 2. Medium to Long Term: Securities with residual maturity greater than 3 years

Key Characteristics  Rich history: CRISIL AAA rated bond indices have inception date of March 31, 2002. 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 subject to buffers are identified by using a consistent liquidity score based on the following parameters analysed for the previous one quarter: o Volume traded: 70% o No of days traded: 15% o No of trades: 15%  A buffer is the rank up to which an issuer which was a part of the index for the previous quarter but has a liquidity score lower than top n issuers (where n is maximum number of issuers that can be a part of index) in the current quarter would continue to be the part of the index. This means that even if the rank of a particular issuer deteriorates to the buffer rank it will not be sold from the index. A buffer of rank 15 would be used for all the indices having 12 securities, during issuer selection. Apart from applying buffers, the following conditions will always be met: o The issuers with Ranks 1 to 3 would compulsorily form a part of the index. o If an issuer is a part of top n issuers but ignored due to buffers for 3 consecutive quarters, the same will be considered if it appears in top n for the 4th quarter.

 Rating considered for a bond is the conservative rating of all the bonds for that particular issuer (except for SO rated bonds)  The weights to the eligible bonds are allocated on the basis Amount outstanding of issuer  Most liquid bond for each of the shortlisted issuers is selected  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 CRISIL Valuations  The index is rebalanced on the 1st business day of every quarter  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.  For Banking/ PSU indices bonds with security level rating below AA will be excluded.

*Upto 12 Issuers will be selected

CRISIL A rated Credit Indices

Features

 Base date for the Index: March 31, 2002

 Total Return Index seeking to capture coupon and price returns of the underlying portfolio

 Index portfolio marked-to-market on a daily basis using CRISIL debt valuations

Maturity Buckets:

 Short Term: Securities with residual maturity upto 3 years

 Medium to Long Term: 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 CRISIL 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 CRISIL Gilt Indices

Features and Characteristics  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Index constituents valued on a daily basis using CRISIL Gilt Valuation  Index weights rebalanced on the 1st 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 previous quarter with security rebalancing on monthly basis.

 Consistent Liquidity Scores assigned to each security on the basis of: o Volumes traded (70%) o Days Traded (15%) o 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 subject to buffers

Index No of securities (n) Residual maturity criteria

CRISIL Long Term Gilt Index 8 Greater than 10 years

CRISIL Medium Term Gilt Index 8 Greater than 5 to and up to 10 year

CRISIL Short Term Gilt Index 8 Up to 5 years

Top 3 securities each from long, medium and short term CRISIL Composite Gilt Index 9 bucket

CRISIL Dynamic Gilt Index 12 NA

 A buffer is the rank up to which a security which was a part of the index for the previous month but has a liquidity score lower than top n securities in the current month would continue to be the part of the index. This means that even if the rank of a particular security deteriorates to the buffer rank it will not be sold from the index. The buffers to be used for each index would be as follows: Index No of securities (n) Buffer CRISIL Long Term Gilt Index 8 11 CRISIL Medium Term Gilt Index 8 11 CRISIL Short Term Gilt Index 8 11 3 each from long, medium and 6 each from long, medium and CRISIL Composite Gilt Index short term bucket short term bucket

 Apart from applying buffers, the following conditions will always be met: o The security with Rank 1 would compulsorily form a part of the index. o If a security is a part of top n securities but ignored due to buffers for 3 consecutive months, the same will be considered if it appears in top n for the 4th month. o The 10 year benchmark government security forming a part of CRISIL 10 Year Gilt Index will automatically replace the least liquid security and form a part (if not already a part) of all the eligible liquidity based gilt indices.  Weights to eligible securities will be based on Amount outstanding

 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

CRISIL Broad Based Gilt Indices

Features and Characteristics  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Index constituents valued on a daily basis using CRISIL Gilt Valuation  Index weights rebalanced on the 1st 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

 All the Government securities outstanding as of previous month with amount outstanding greater than or equal to Rs.3000 crores will be the part of respective indices based on the residual maturity criteria as mentioned below:-

Index Residual maturity criteria

CRISIL Broad Based Long Term Gilt Index Greater than 10 years

CRISIL Broad Based Medium Term Gilt Index Greater than 5 to and up to 10 year

CRISIL Broad Based Short Term Gilt Index Up to 5 years

CRISIL Broad Based Gilt Index Securities across maturities

 While eligible securities are added to the index no security is removed till the time it ceases to meet the residual maturity criteria

 Indices will be rebalanced on monthly basis.

 Weights to eligible securities will be based on Amount outstanding

 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

Weighing Approach/Methodology

 Monthly floating weight approach is being used for securities/asset classes.(The approach will be used for all standard and customised indices unless otherwise stated specifically in the customized requirement)

 Weights shall move with the prices of underlying securities/asset classes and shall be reset monthly. (for hybrid indices the asset allocation to debt and equity will also float on monthly basis based on the asset class performance and will be reset to the stated asset allocation at the month end rebalancing date)

 Other than the CRISIL 10 Year Gilt Index, the cash generated due to coupon payment or part redemption will be carried in all the indices and reinvested along with the monthly reset date of weights as this would mean no transactions between rebalancing periods and would improve replicability CRISIL 10 Year Gilt Index

About the Index CRISIL 10 Year Gilt Index seeks to track the performance of the on-the-run 10 year benchmark government security

Features and Characteristics

 Base date for the index: September 01, 2001  Total Return Index seeking to capture coupon and price return of the on-the-run 10-year benchmark government security  Index marked to market on a daily basis using CRISIL Gilt Valuations  Fully invested at all points of time with no cash component

Key Characteristics

 Rich history: CRISIL 10 Year Gilt Index has an inception date of September 01, 2001. Thus the index has been in existence for over a decade and seen multiple interest rate cycles

 Replicability: The index seeks to track the movement of the most actively traded government security in the market

Methodology

 The on-the-run 10 year government security is considered as the 10 year benchmark security  Market participants (banks, insurance, mutual funds and primary dealers) polled on a weekly basis to ascertain the 10 year benchmark government security. If there is a change in the benchmark security, the same is reflected in the index  Index computed on daily basis using the gross price return of 10 year benchmark government security and its coupon cash flow return

Historical Benchmarks used in the Index Benchmark Security ISIN Maturity From To Name IN0020000116 11.50% CGL 2011 24-Nov-11 1-Sep-01 31-Jan-02

IN0020000066 11.03% CGL 2012 18-Jul-12 1-Feb-02 19-May-02

IN0020020056 07.40% CGL 2012 3-May-12 20-May-02 31-Dec-02

IN0020010032 09.81% CGL 2013 30-May-13 1-Jan-03 31-Aug-03

IN0020020122 07.27% CGL 2013 3-Sep-13 1-Sep-03 31-Dec-03 IN0020020049 07.37% CGL 2014 16-Apr-14 1-Jan-04 31-Dec-04

IN0020020130 07.38% CGL 2015 3-Sep-15 1-Jan-05 12-Apr-06

IN0020060219 07.59% CGL 2016 12-Apr-16 13-Apr-06 1-Jan-07

IN0020010107 08.07% CGL 2017 15-Jan-17 2-Jan-07 18-Jul-07

IN0020020031 07.49% CGL 2017 16-Apr-17 19-Jul-07 4-Sep-07

IN0020070010 07.99% CGL 2017 9-Jul-17 5-Sep-07 21-Apr-08

IN0020080019 08.24% CGL 2018 22-Apr-18 22-Apr-08 12-Feb-09

IN0020080068 06.05% CGL 2019 FEB 2-Feb-19 13-Feb-09 13-Jul-09

IN0020090042 06.90% CGL 2019 13-Jul-19 14-Jul-09 2-Nov-09

IN0020020171 06.35% CGL 2020 2-Jan-20 3-Nov-09 9-May-10

IN0020100015 07.80% CGL 2020 3-May-20 10-May-10 10-Apr-11

IN0020110022 07.80% CGL 2021 11-Apr-21 11-Apr-11 7-Nov-11

IN0020110030 08.79% CGL 2021 8-Nov-21 8-Nov-11 1-Jul-12

IN0020120013 08.15% CGL 2022 11-Jun-22 2-Jul-12 24-Jun-13

IN0020130012 07.16% CGL 2023 20-May-23 25-Jun-13 15-Dec-13

IN0020130061 08.83% GS 2023 25-Nov-23 16-Dec-13 10-Aug-14

IN0020140045 08.40% GS 2024 28-Jul-24 11-Aug-14 21-Jun-15

IN0020150036 07.72% GS 2025 25-May-25 22-Jun-15 8-Feb-16

IN0020150093 07.59% GS 2026 11-Jan-26 9-Feb-16 4-Oct-16

IN0020160035 06.97% GS 2026 6-Sep-26 5-Oct-16 19-Jun-17

IN0020170026 06.79% GS 2027 15-May-27 20-Jun-17 1-Feb-18

IN0020170174 07.17% CGL 2028 8-Jan-28 2-Feb-18 4-Mar-19

IN0020180454 7.26% GS 2029 14-Jan-29 5-Mar-19 17-Nov-19

IN0020190362 06.45% CGL 2029 7-Oct-29 18-Nov-19 14-Jun-20

IN0020200070 5.79% GS 2030 11-May-30 15-Jun-20 24-Aug-20

IN0020200153 5.77% GS 2030 3-Aug-30 25-Aug-20 18-Jan-20

IN0020200294 5.85% GS 2030 1-Dec-30 19-Jan-21 Till date

CRISIL T-Bill Indices

Features and Characteristics  Indices seeks to capture the return of the most recently issued on the run securities

Index Base Date Underlying Security

CRISIL 91 Day T-Bill Index 01- Jan -1995 ‘on-the-run’ 91 Day T-Bill

CRISIL 182 Day T-Bill Index 31- Mar-2002 ‘on-the-run’ 182 Day T-Bill

CRISIL 1 Year T-Bill Index 01-Jan -1995 ‘on-the-run’ 364 Day T-Bill

CRISIL 1 Month T-Bill Index 31-Mar-2002 security with residual maturity 27-36 days

CRISIL 2 Month T-Bill Index 31-Mar-2002 security with residual maturity 55-64 days

 Indices are valued on a daily basis using CRISIL T-bill Valuation  Fully invested at all points of time with no cash component

Key Characteristics  Rich history: CRISIL T-bill Indices have history of over fifteen years and have seen multiple interest rate cycles  Replicability: The Indices are marked to market on a daily basis. This lends the index a realistic approach by having the valuations close to market levels

Methodology  For CRISIL 91 Day T-Bill Index, CRISIL 182 Day T-Bill Index and CRISIL 1 Year T-Bill Index, the most recently issued 91 Day T-Bill, 182 Day T-Bill and 364 Day T-Bill is considered as the constituent for the index respectively.  For CRISIL 1 Month T-bill Index and CRISIL 2 Month T-bill Index, already issued T-Bill with highest residual maturity in the maturity bucket- 27-36 days and 55-64 days is considered as the constituent for the index respectively.  The index is rebalanced every week on the day of allotment of the 91 Day T- Bill  On a daily basis, the return for the index is computed using market returns due to change in price of the security in addition to the holding period return

56

CRISIL SDL Index

Features and Characteristics

 Total Return Index seeking to capture coupon and price return of the underlying portfolio.

 Index constituents valued on a daily basis using CRISIL SDL Valuations.

 Index 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.

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CRISIL CD Indices

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index 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 primary market issuances, secondary market trades and holdings for A1+ rated CDs  Based on the issuance data of the previous fortnight, a maximum of 10 issuers are shortlisted based on their issuance amount in the data period.  For each of the shortlisted issuers, the security with the highest residual maturity is selected.  In case, the number of securities shortlisted using primary issuance data falls short of 10, remaining issuers are identified based on the secondary market trades data during the data period.  Based on the secondary traded data of the previous fortnight, the remaining number of issuers are shortlisted based on their traded volume in the data period.  For each of the shortlisted issuers, the security with higher residual maturity is selected.  In case, the number of securities shortlisted using primary issuance and secondary trades data falls short of 10, the 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 primary issuance, secondary trades and holdings data falls short of 10:  Remaining issuers are identified from the existing portfolio with a flexible maturity band of -7/+15 (for 1 month CD index: no relaxation, for 2 month CD index: -4/+15, and for 3 month CD index: -6/+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 CRISIL Money Market Valuation  Maturity Buckets:

Residual maturity (Days) Index as on effective date

CRISIL 1 Month CD Index 15 to 30

CRISIL 2 Month CD Index 35 to 60

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CRISIL 3 Month CD Index 67 to 91

CRISIL 6 Month CD Index 135 to 185

CRISIL 1 Year CD Index 300 to 365

CRISIL CP Index

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index portfolio represents a maximum of top 18 CP issuers

Key Characteristics

 Representation: The indices represents the performance of CPs across residual maturities issued by various entities across sectors, 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 5 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. 6 sectors can be selected in case financial services and HFC sectors both are picked in phase 1. In case the number of securities shortlisted using primary, secondary trades and holdings + outstanding data in phase 1 falls short of minimum no. of sectors or issuers in order to meet cap requirements, then the remaining issuers are identified from the existing portfolio (except for 1 Month CP Index). Sectors and issuers are shortlisted based on higher residual maturity.  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.

 In Phase 1, if due to issuer weight cap requirements (10%), the index falls short of 100% weight, sectors in addition to 6 sectors already selected, will be selected in phase 2 from primary, secondary, and holdings data. Only 1 issuer per additional sector will be selected.

 If sufficient sectors/issuers are not available, then the sector/issuers from the previous rebalancing period will be carried forward.

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 Below table summarizes the residual maturity criteria of CP Indices

Residual maturity (Days) as Index on effective date

CRISIL 1 month CP Index 15 to 30

CRISIL 2 month CP Index 35 to 60

CRISIL 3 month CP Index 67 to 91

CRISIL 6 month CP Index 135 to 185

CRISIL 1 Year CP Index 300 to 365

CRISIL Up To 91-Day CP Index

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index portfolio represents CP securities with maturity less than 91 days

Key Characteristics

 Representation: The indices represents the performance of CPs having residual maturities less than 91 days issued by various entities across sectors, 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. The index is a buy and hold type index, securities are not sold out of the index, they mature in the index and on maturity the amount will be invested in TREPS

Methodology

 Based on the residual maturity criteria and rating, for each bucket (listed in table below) firstly 20 issuers 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 issuer, the top ISIN (only 1) will be identified. The identification of security will be based on the residual maturity. One security of each issuer with the highest maturity will be selected in the index.  The security inside each bucket will be equally weighted, and the buckets will be weighed within the index on the basis of issuance of the previous year within those maturity segments.

 The sector weights would be in close compliance with the restrictions prescribed by the regulator.

 Each fortnight, the previous securities which have not matured yet will be carried forward and new securities will also be added

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 Below table summarizes the residual maturity criteria of CP buckets in the Up To 91-Day CP Index

Residual maturity (Days) as Bucket on effective date

1 month CP Bucket 17 to 30

2 month CP Bucket 31 to 60

3 month CP Bucket 61 to 91

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CRISIL Up To 91-Day CD Index

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index portfolio represents CD securities with maturity less than 91 days

Key Characteristics

 Representation: The indices represents the performance of CDs having residual maturities less than 91 days 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. The index is a buy and hold type index, securities are not sold out of the index, they mature in the index and on maturity the amount will be invested in TREPS

Methodology

 Based on the residual maturity criteria and rating, for each bucket (listed in table below) firstly 20 issuers 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 issuer, the top ISIN (only 1) will be identified. The identification of security will be based on the residual maturity. One security of each issuer with the highest maturity will be selected in the index.  The security inside each bucket will be equally weighted, and the buckets will be weighed within the index on the basis of issuance of the previous year within those maturity segments.

 Each fortnight, the previous securities which have not matured yet will be carried forward and new securities will also be added

 Below table summarizes the residual maturity criteria of CD buckets in the Up To 91-Day CD Index

Residual maturity (Days) as Bucket on effective date

1 month CD Bucket 17 to 30

2 month CD Bucket 31 to 60

3 month CD Bucket 61 to 91

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CRISIL FPI Index

Features  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Base date for the Index : August 31, 2011  Index portfolio marked-to-market on a daily basis using CRISIL Gilt and Bond valuations  Derived index from the following sub-indices o CRISIL Composite Gilt Index o CRISIL AAA Long Term Bond Index o CRISIL AAA Medium Term Bond Index o CRISIL AAA Short Term Bond Index o CRISIL AA and AA+ Long Term Bond Index o CRISIL AA and AA+ Medium Term Bond Index o CRISIL AA and AA+ Short Term Bond Index

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 mid-month, 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.  Index valued on a daily basis using CRISIL Valuation services  Both INR and USD versions of the index series will be constructed.

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List of CRISIL Indices – Objectives and Inception Dates

Sr. Inception Index Objective No. date Composite Indices CRISIL Composite Bond To track the performance of a debt portfolio that includes government 1 31-Mar-02 Fund Index securities and AAA/AA+/AA rated corporate bonds CRISIL Short Term Bond To track the performance of a debt portfolio that includes government 2 31-Mar-02 Fund Index securities, AAA/AA+/AA rated corporate bonds, CPs and CDs. To track the performance of a debt portfolio that includes TREPS, CPs and 3 CRISIL Liquid Fund Index 31-Mar-02 CDs. CRISIL Low Duration Debt To track the performance of low duration debt portfolio comprising of short 4 1-Jan-97 Index term AAA/AA+/AA rated bonds, CPs and CDs. To track the performance of an ultra-short term debt portfolio comprising of CRISIL Ultra Short Term 5 Treasury Bills, short term AAA/AA+/AA rated corporate bonds, CPs and 1-Jan-97 Debt Index CDs. CRISIL Medium Term Debt To track the performance of a medium term debt portfolio comprising of 6 1-Oct-04 Index government securities and AAA/AA+/AA rated corporate bonds. CRISIL Medium To Long To track the performance of a medium to long term debt portfolio comprising 7 1-Jan-97 Term Debt Index of government securities and AAA/AA+/AA rated corporate bonds. CRISIL Long Term Debt To track the performance of a long term debt portfolio comprising of 8 1-Oct-04 Index government securities and AAA/AA+/AA rated corporate bonds. To track the performance of a corporate debt portfolio comprising of CRISIL Long Term 9 AAA/AA+/AA/AA- rated corporate bonds with residual maturity greater than 31-Mar-02 Corporate Bond Index 5 years. To track the performance of a corporate debt portfolio comprising of CRISIL Medium Term 10 AAA/AA+/AA/AA- rated corporate bonds of residual maturity greater than 3 31-Mar-02 Corporate Bond Index years and up to 5 years. CRISIL Short Term To track the performance of a corporate debt portfolio comprising of 11 31-Mar-02 Corporate Bond Index AAA/AA+/AA/AA- rated corporate bonds of residual maturity up to 3 years. CRISIL Corporate Bond To track the performance of a corporate debt portfolio comprising of across 12 31-Mar-02 Composite Index maturity AAA/AA+/AA/AA- rated corporate bonds CRISIL Composite Credit To track the performance of a credit risk debt portfolio comprising of across 13 31-Mar-02 Risk Index the maturity AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds. To track the performance of a corporate debt portfolio comprising of CRISIL Medium Term 14 AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds with residual maturities up 31-Mar-02 Credit Risk Index to 5 years. To track the performance of a corporate debt portfolio comprising of CRISIL Short Term Credit 15 AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds with residual maturities up 31-Mar-02 Risk Index to 3 years. To track the performance of a debt portfolio that includes government 16 CRISIL Dynamic Debt Index securities and AAA/AA+/AA rated corporate bonds across maturities 31-Mar-02

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Sr. Inception Index Objective No. date Gilt Indices To track the performance of a portfolio comprising of most liquid 17 CRISIL Dynamic Gilt Index 1-Jan-97 government securities without any maturity constraints. CRISIL Short Term Gilt To track the performance of a portfolio of government securities with 18 1-Oct-04 Index residual maturity up to five years CRISIL Medium Term Gilt To track the performance of a portfolio of government securities with 19 1-Oct-04 Index residual maturity greater than five and up to ten years CRISIL Long Term Gilt To track the performance of a portfolio of government securities with 20 1-Oct-04 Index residual maturity greater than ten years To track the performance of a portfolio comprising most liquid government CRISIL Composite Gilt 21 securities, in each of the long term, medium term and short term maturity 1-Oct-04 Index segments CRISIL 10 Year Gilt Index seeks to track the performance of the 10 year 22 CRISIL 10 Year Gilt Index 1-Sep-01 benchmark government security Credit Indices CRISIL AAA Long Term To track the performance of a long-term debt portfolio consisting of AAA 23 31-Mar-02 Bond Index rated corporate bonds with residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of AAA CRISIL AAA Medium Term 24 rated corporate bonds with residual maturity greater than three and up to 31-Mar-02 Bond Index five years CRISIL AAA Short Term To track the performance of a short-term debt portfolio consisting of AAA 25 31-Mar-02 Bond Index rated corporate bonds with residual maturity up to three years To track the performance of a long-term debt portfolio consisting of "AA", CRISIL Composite AA Long 26 "AA+" and "AA-" rated corporate bonds with residual maturity greater than 31-Mar-02 Term Bond Index five years To track the performance of a medium-term debt portfolio consisting of CRISIL Composite AA 27 "AA", "AA+" and "AA-" rated corporate bonds with residual maturity greater 31-Mar-02 Medium Term Bond Index than three and up to five years To track the performance of a short-term debt portfolio consisting of "AA", CRISIL Composite AA 28 "AA+" and "AA-" rated corporate bonds with residual maturity up to three 31-Mar-02 Short Term Bond Index years To track the performance of a long-term debt portfolio consisting of "AA" CRISIL AA and AA+ Long 29 rated and "AA+" rated corporate bonds with residual maturity greater than 31-Mar-02 Term Bond Index five years To track the performance of a medium-term debt portfolio consisting of "AA" CRISIL AA and AA+ 30 rated and "AA+" rated corporate bonds with residual maturity greater than 31-Mar-02 Medium Term Bond Index three and up to five years To track the performance of a short-term debt portfolio consisting of "AA" CRISIL AA and AA+ Short 31 rated and "AA+" rated corporate bonds with residual maturity up to three 31-Mar-02 Term Bond Index years CRISIL AA Long Term To track the performance of a long-term debt portfolio consisting of "AA" 32 31-Mar-02 Bond Index rated corporate bonds with residual maturity greater than five years CRISIL AA+ Long Term To track the performance of a long-term debt portfolio consisting of "AA+" 33 31-Mar-02 Bond Index rated corporate bonds with residual maturity greater than five years

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Sr. Inception Index Objective No. date CRISIL AA- Long Term To track the performance of a long-term debt portfolio consisting of "AA-" 34 31-Mar-02 Bond Index rated corporate bonds with residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of "AA" CRISIL AA Medium Term 35 rated corporate bonds with residual maturity greater than three and up to 31-Mar-02 Bond Index five years To track the performance of a medium-term debt portfolio consisting of CRISIL AA+ Medium Term 36 "AA+" rated corporate bonds with residual maturity greater than three and 31-Mar-02 Bond Index up to five years To track the performance of a medium-term debt portfolio consisting of "AA- CRISIL AA- Medium Term 37 " rated corporate bonds with residual maturity greater than three and up to 31-Mar-02 Bond Index five years CRISIL AA Short Term To track the performance of a short-term debt portfolio consisting of "AA" 38 31-Mar-02 Bond Index rated corporate bonds with residual maturity up to three years CRISIL AA+ Short Term To track the performance of a short-term debt portfolio consisting of "AA+" 39 31-Mar-02 Bond Index rated corporate bonds with residual maturity up to three years CRISIL AA- Short Term To track the performance of a short-term debt portfolio consisting of "AA-" 40 31-Mar-02 Bond Index rated corporate bonds with residual maturity up to three years CRISIL A Medium to Long To track the performance of a medium to long-term debt portfolio consisting 41 31-Mar-02 Term Bond Index of A rated corporate bonds with residual maturity greater than three years To track the performance of a short-term debt portfolio consisting of A rated CRISIL A Medium Term 42 corporate bonds with residual maturity greater than three and up to five 31-Mar-02 Bond Index years CRISIL A Short Term Bond To track the performance of a short-term debt portfolio consisting of A rated 43 31-Mar-02 Index corporate bonds with residual maturity up to three years CRISIL AAA up to 1 Year To track the performance of a short-term debt portfolio consisting of AAA 44 31-Mar-02 Short Term Bond Index rated corporate bonds with residual maturity up to 1 year To track the performance of a short-term debt portfolio consisting of AAA CRISIL AAA 1 to 3 Year 45 rated corporate bonds with residual maturity greater than one and up to 31-Mar-02 Short Term Bond Index three years CRISIL AA and AA+ up to To track the performance of a short-term debt portfolio consisting of AA and 46 1 Year Short Term Bond 31-Mar-02 Index AA+ rated corporate bonds with residual maturity up to 1 year CRISIL AA and AA+ 1 to 3 To track the performance of a short-term debt portfolio consisting of AA and 47 Year Short Term Bond AA+ rated corporate bonds with residual maturity greater than one and up to 31-Mar-02 Index three years Hybrid Indices To track the performance of an equity-oriented hybrid portfolio having a CRISIL Hybrid 35+65 - 48 blend of the S&P BSE 200 TR(65%) and CRISIL Composite Bond Fund 31-Mar-02 Aggressive Index Index (35%) CRISIL Hybrid 50+50 - To track the performance of an hybrid portfolio having a blend of the S&P 49 31-Mar-02 Moderate Index BSE 200 TR(50%) and CRISIL Composite Bond Fund Index (50%) To track the performance of an debt-oriented hybrid portfolio having a blend CRISIL Hybrid 65+35 - 50 of the S&P BSE 200 TR(35%) and CRISIL Composite Bond Fund Index 31-Mar-02 Conservative Index (65%)

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Sr. Inception Index Objective No. date To track the performance of a debt-oriented hybrid portfolio having a blend CRISIL Hybrid 85+15 - 51 of the S&P BSE 200 TR(15%) and CRISIL Composite Bond Fund Index 31-Mar-02 Conservative Index (85%) CRISIL Short Term Debt To track the performance of a debt-oriented hybrid portfolio having a blend 52 31-Mar-02 Hybrid 60+40 Fund Index of S&P BSE 200 TR(40%) and CRISIL Short Term Bond Fund Index (60%). CRISIL Short Term Debt To track the performance of a debt-oriented hybrid portfolio having a blend 53 31-Mar-02 Hybrid 75+25 Fund Index of S&P BSE 200 TR(25%) and CRISIL Short Term Bond Fund Index (75%). To track the performance of an equity-oriented hybrid portfolio having a CRISIL Hybrid 25+75 - 54 blend of S&P BSE 200 TR(75%) and CRISIL Composite Bond Fund Index 31-Mar-02 Aggressive Index (25%). CRISIL Hybrid 75+25 - To track the performance of an debt-oriented hybrid portfolio having a blend 55 31-Mar-02 Conservative Index of S&P BSE 200 TR(25%) and CRISIL Composite Bond Fund Index (75%). To track the performance of an equity-oriented hybrid portfolio having a 56 CRISIL Arbitrage Index blend of S&P BSE Arbitrage Rate Index (70%) and CRISIL Liquid Fund 31-Jan-12 Index (30%). To track the performance of an equity-oriented hybrid portfolio having a CRISIL Equity Savings 57 blend of S&P BSE Arbitrage Rate Index (35%), S&P BSE Sensex 50 TR 31-Jan-12 Index (35%) and CRISIL Short Term Bond Fund Index (30%).

Money Market Indices To track the performance of a money market portfolio with a 100% 58 CRISIL Overnight Index 17-Sep-03 allocation to TREPS To track the performance of a portfolio of CDs with residual maturity around 59 CRISIL 1 Month CD Index 31-Mar-02 1 month To track the performance of a portfolio of CDs with residual maturity around 60 CRISIL 2 Month CD Index 31-Mar-02 2 months To track the performance of a portfolio of CDs with residual maturity around 61 CRISIL 3 Month CD Index 31-Mar-02 3 months To track the performance of a portfolio of CDs with residual maturity around 62 CRISIL 6 Month CD Index 31-Mar-02 6 months To track the performance of a portfolio of CDs with residual maturity around 63 CRISIL 1 Year CD Index 31-Mar-02 1 year CRISIL Composite CD 64 To track the performance of a portfolio of CDs across maturities 30-Sep-10 Index CRISIL Up to 91-Day CD To track the performance of a portfolio of CDs with residual maturity up to 65 02-Apr-20 Index 91 days To track the performance of a portfolio of CPs with residual maturity around 66 CRISIL 1 Month CP Index 31-Mar-02 1 month To track the performance of a portfolio of CPs with residual maturity around 67 CRISIL 2 Month CP Index 31-Mar-02 2 months To track the performance of a portfolio of CPs with residual maturity around 68 CRISIL 3 Month CP Index 31-Mar-02 3 months

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Sr. Inception Index Objective No. date To track the performance of a portfolio of CPs with residual maturity around 69 CRISIL 6 Month CP Index 31-Mar-02 6 months CRISIL 6 Month CP Rate To track the performance of a portfolio of most recently issued A1+ rated 6 70 30-Apr-07 Index month CP To track the performance of a portfolio of CPs with residual maturity around 71 CRISIL 1 Year CP Index 31-Mar-02 1 year CRISIL Composite CP 72 To track the performance of a portfolio of CPs across maturities 30-Apr-07 Index CRISIL Up to 91-Day CP To track the performance of a portfolio of CPs with residual maturity up to 73 02-Apr-20 Index 91 days 74 CRISIL 1 Month T-bill Index To track the performance of 1 Month T-Bill 31-Mar-02 75 CRISIL 2 Month T-bill Index To track the performance of 2 Month T-Bill 31-Mar-02 76 CRISIL 91 Day T-bill Index To track the performance of the 'on-the-run' 91 Day T-Bill 1-Jan-95 77 CRISIL 182 day T-Bill Index To track the performance of the ‘on-the-run’ 182 Day T-Bill 31-Mar-02 78 CRISIL 1 Year T-bill Index To track the performance of the 'on-the-run' 1 Year T-Bill 1-Jan-95 CRISIL Composite T-Bill 79 To track the performance of T-Bills across maturities 8-Apr-05 Index To track the performance of a money market portfolio comprising of a blend CRISIL Money Market 80 of Commercial Papers (CP), Certificates of Deposits (CD) and Treasury Bills 1-Jan-95 Index (T-Bill). To track the performance of a money market portfolio comprising of a blend CRISIL Money Market 81 of TREPS, Commercial Papers (CP), Certificates of Deposits (CD) and 30-Sep-03 Index - Insurance Treasury Bills (T-Bill). Dollar Denominated Indices CRISIL Composite Bond To track the performance of CRISIL Composite Bond Fund Index (CRISIL 82 31-Mar-02 Fund Dollar Index Compbex) converted in USD denomination CRISIL Short Term Bond To track the performance of CRISIL Short Term Bond Fund Index (CRISIL 83 31-Mar-02 Fund Dollar Index Stbex) converted in USD denomination CRISIL Liquid Fund Dollar To track the performance of CRISIL Liquid Fund Index (CRISIL Liquifex) 84 31-Mar-02 Index converted in USD denomination CRISIL 91 Day T-Bill Dollar To track the performance of CRISIL 91 Day T-Bill Index converted in USD 85 25-Aug-98 Index denomination CRISIL 1 Year T-Bill Dollar To track the performance of CRISIL 1 Year T-Bill Index converted in USD 86 25-Aug-98 Index denomination CRISIL 10 Year Gilt Dollar To track the performance of CRISIL 10 Year Gilt Index converted in USD 87 1-Sep-01 Index denomination To track the performance of CRISIL Gilt Index converted in USD 88 CRISIL Gilt Dollar Index 25-Aug-98 denomination 89 CRISIL FPI Dollar Index To capture the performance of CRISIL FPI Index in USD denomination 31-Aug-11 Banking and PSU Indices

CRISIL Medium to Long To track the performance of a debt portfolio that includes corporate bonds 90 31-Mar-02 Term Banking Debt Index issued by Banks with residual maturity greater than 3 years

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Sr. Inception Index Objective No. date CRISIL Short Term Banking To track the performance of a debt portfolio that includes corporate bonds 91 31-Mar-02 Debt Index issued by Banks with residual maturity up to 3 years To track the performance of a debt portfolio that includes corporate bonds CRISIL Medium to Long 92 issued by Public Sector Units (PSU) with residual maturity greater than 3 31-Mar-02 Term PSU Debt Index years CRISIL Short Term PSU To track the performance of a debt portfolio that includes corporate bonds 93 31-Mar-02 Debt Index issued by Public Sector Units (PSU) with residual maturity up to 3 years To track the performance of a debt portfolio that includes corporate bonds CRISIL Banking and PSU 94 issued by Public Sector Units (PSU) and Banks along with certificates of 31-Mar-02 Debt Index deposits issued by banks across maturities FPI Indices

To represent the investments of foreign portfolio investors in Indian debt market by tracking the performance of a debt portfolio that includes 95 CRISIL FPI Index government securities and AAA/AA rated corporate bonds, which will be 31-Aug-11 compliant to the regulatory guidelines put forth for Foreign Portfolio Investors with regards to the fixed income market. SDL Indices To track the performance of a portfolio comprising of state development 96 CRISIL 10 Year SDL Index loans issued by the state governments in India with residual maturity around 1-Apr-05 10 Years. Broad Based Indices CRISIL Broad Based Gilt To track the performance of a portfolio comprising of all government 97 01-Oct-04 Index securities, across maturities. CRISIL Broad Based Short To track the performance of a portfolio comprising of all government 98 01-Oct-04 Term Gilt Index securities with residual maturity up to 5 years. 99 CRISIL Broad Based To track the performance of a portfolio comprising of all government 01-Oct-04 Medium Term Gilt Index securities with residual maturity greater than 5 years and up to 10 years. CRISIL Broad Based Long To track the performance of a portfolio comprising of all government 100 01-Oct-04 Term Gilt Index securities with residual maturity greater than 10 years.

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Last updated: April 2016

Disclaimer CRISIL Research, a division of CRISIL Limited (CRISIL) has taken due care and caution in preparing this Report based on the information obtained by CRISIL from sources which it considers reliable (Data). However, CRISIL does not guarantee the accuracy, adequacy or completeness of the Data / Report and is not responsible for any errors or omissions or for the results obtained from the use of Data / Report. This Report is not a recommendation to invest / disinvest in any company / entity covered in the Report and no part of this report should be construed as an investment advice. CRISIL especially states that it has no financial liability whatsoever to the subscribers/ users/ transmitters/ distributors of this Report. CRISIL Research operates independently of, and does not have access to information obtained by CRISIL’s Ratings Division / CRISIL Risk and Infrastructure Solutions Limited (CRIS), which may, in their regular operations, obtain information of a confidential nature. The views expressed in this Report are that of CRISIL Research and not of CRISIL’s Ratings Division / CRIS. No part of this Report may be published / reproduced in any form without CRISIL’s prior written approval.

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