CRISIL Indices Factsheet

January 01, 2021

1 Table of Contents

Constituent Details – 01 January 2021 ...... 3 Portfolio Parameters – 01 January 2021 ...... 39 Composite Index Weights ...... 42 Features and Methodology...... 51 Weighing Approach/Methodology...... 57 List of CRISIL Indices – Objectives and Inception Dates ...... 68

Constituent Details – 01 January 2021

The securities that would form a part of the indices with effect from 01 January 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- 2 INE861G08076 23-Oct-30 6.65% 10.00% Oct-2030 HDFC 07.25% (Series X- 3 INE001A07SO0 17-Jun-30 7.25% 10.00% 006) 17-Jun-2030 IRFC 06.85% (Series 153) 4 INE053F07CS5 29-Oct-40 6.85% 10.00% 29-Oct-2040 L&T Infrastructure Fin 5 INE691I07EO1 08.10% (Series B of FY 28-Jun-30 8.10% 0.45% 2020-21) 28-Jun-2030 LICHF 08.70% (TRANCHE 6 INE115A07OB4 23-Mar-29 8.70% 8.61% 382) 23-Mar-2029 CRISIL AAA Long MTNL 07.05% (GOI Term Bond Index 7 INE153A08089 Guarantee Series V ) 11- 11-Oct-30 7.05% 5.71% Oct-2030 NABARD 06.44 (Series LTIF 8 INE261F08CP8 4-Dec-30 6.44% 10.00% G POC 1) 04-Dec-2030 NHAI 06.94% (Series-VII) 9 INE906B07IG5 27-Nov-37 6.94% 10.00% 27-Nov-2037 PFC 07.04% (Series 207) 10 INE134E08LC9 16-Dec-30 7.04% 10.00% 16-Dec-2030 RECL 06.80% (Series 203 11 INE020B08DE9 20-Dec-30 6.80% 10.00% A) 20-Dec-2030 TCFSL 07.60% (Tier-II Bond 12 INE306N08383 A FY 2020-21) 17-Sep- 17-Sep-30 7.60% 7.77% 2030 Exim Bank 05.85% (Series 1 INE514E08FV4 12-Sep-25 5.85% 6.27% W02 2025) 12-Sep-2025 HPCL 07.00% (Series II) 14- 2 INE094A08036 14-Aug-24 7.00% 5.07% Aug-2024 HDFC 05.78% (Series Y- 3 INE001A07ST9 25-Nov-25 5.78% 10.00% 002) 25-Nov-2025 CRISIL AAA India Infradebt 07.00% Medium Term 4 INE537P07588 (Series I Tranche I) 12- 12-Nov-25 7.00% 7.19% Bond Index Nov-2025 IOC 06.39% (Series XVI) 5 INE242A08452 6-Mar-25 6.39% 10.00% 06-Mar-2025 L & T INFRASTRUCTURE 6 INE691I07ER4 FINANCE COMPANY 28-Jul-25 07.95% 2.48% LIMITED SR E OPT 1 7.95 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights NCD 28JL25 FVRS10LAC LICHF 05.5315% (Tranche 7 INE115A07OX8 20-Dec-24 5.53% 10.00% 402) 20-Dec-2024 NABARD 07.69% (Series 8 INE261F08BK1 29-May-24 7.69% 8.99% 20C) 29-May-2024 NTPC 05.45% (Series 72) 9 INE733E08163 15-Oct-25 5.45% 10.00% 15-Oct-2025 PFC 06.50% (Series 208) 10 INE134E08LD7 17-Sep-25 6.50% 10.00% 17-Sep-2025 Reliance Industries Ltd. 11 INE110L08037 17-Jun-24 9.25% 10.00% 9.25% 17-Jun-2024 RECL 08.10% (Option-A 12 INE020B08BV7 25-Jun-24 8.10% 10.00% Series 180) 25-Jun-2024 Bajaj Finance 04.66% 1 INE296A07RM2 2-Dec-22 4.66% 10.00% (Series 267) 02-Dec -2022 HDB Financial Services 2 INE756I07DA3 07.09% (Series 2020 17-Apr-23 7.09% 10.00% A/I(FX)/150 ) 17-Apr-2023 HPCL 04.79% (Series IV) 3 INE094A08085 23-Oct-23 4.79% 2.10% 23-Oct-2023 HDFC 06.22% (Series-X- 4 INE001A07SN2 10-Dec-21 6.22% 10.00% 005) 10-Dec-2021 IRFC 06.19% (Series 149) 5 INE053F07CC9 28-Apr-23 6.19% 8.35% 28-Apr-2023 L&T Infrastructure Fin 6 INE691I07307 8.70% [Series 2012A-2) 24-Mar-22 8.70% 4.00% CRISIL AAA Short 24-Mar2022 Term Bond Index LICHF 07.59% (Tranche 7 INE115A07KQ0 14-Oct-21 7.59% 10.00% 312) 14-Oct-2021 NABARD 06.40% (Series 8 INE261F08CA0 31-Jul-23 6.40% 10.00% 20K) 31-Jul-2023 NTPC 06.55% (Series 70) 9 INE733E08148 17-Apr-23 6.55% 5.54% 17-Apr-2023 PFC 05.47% (Series 206) 10 INE134E08LB1 19-Aug-23 5.47% 10.00% 19-Aug-2023 Reliance Industries 11 INE002A08476 07.00% (PPD Series - A) 31-Aug-22 7.00% 10.00% 31-Aug-2022 RECL 05.69% (Series 202 12 INE020B08DC3 30-Sep-23 5.69% 10.00% B) 30-Sep-2023 Birla Corp 09.25% (Option 1 INE340A07084 18-Aug-26 9.25% 6.52% II) 18-Aug-2026 CRISIL AA and Canara Bank 08.40% AA+ Long Term 2 INE476A08050 (Basel III complaint Tier 2 27-Apr-26 8.40% 10.00% Bond Index 2016-17) 27-Apr-2026 3 INE121A08OG9 Cholamandalam 24-Mar-28 9.05% 10.00% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Investment & Fin 09.05% (Series SD 57) 24-Mar- 2028 Hero Fincorp 08.98% 4 INE957N08029 (Series HFCL/NCD/014) 3-Aug-26 8.98% 8.15% 03-Aug-2026 IDFC First Bank 09.50% 5 INE688I08053 (Series-III) (Tier-II) 17- 17-May-28 9.50% 10.00% May-2028 IREDA 07.40% (Series-IX-B) 6 INE202E07294 3-Mar-30 7.40% 10.00% 03-Mar-2030 JM FINANCIAL CREDIT SOLUTIONS LIMITED TR 7 INE651J07804 1-Nov-30 09.20% 3.26% AZ-2020(XXI) 9.20 NCD 01NV30 FVRS10LAC KERALA FINANCIAL CORPORATION SR STRPP 8 INE818F07138 14-Sep-29 07.70% 8.15% D 7.70 BD 14SP29 FVRS2LAC MMFSL 09.00% SERIES VI 9 INE774D08MA6 6-Jun-26 9.00% 10.00% 06-Jun-2026 Manappuram Finance Ltd 10 INE522D07BN7 9.50%(Series 08/2021) 09- 9-Jul-30 9.50% 4.15% Jul-2030 THDC India Ltd.(Series III) 11 INE812V07039 24-Jul-30 7.19% 10.00% 07.19% 24-Jul-2030 GE Shipping Co.08.85% 12 INE017A07559 12-Apr-28 8.85% 9.78% 12-Apr-2028 Cholamandalam 1 INE121A07PM6 Investment & Fin 07.92% 8-Jul-25 7.92% 11.11% (Option I) 08-Jul-2025 Fullerton India Credit 2 INE535H07AH4 (Series 67) 08.3535% 17- 17-Apr-24 8.35% 11.11% Apr-2024 Gujarat State Investments 3 INE08EQ08056 09.45% (Series 5) 22-Mar- 22-Mar-25 9.45% 11.11% CRISIL AA and 2025 AA+ Medium IDFC First Bank 08.17% Term Bond Index 4 INE092T08BQ8 [SERIES IDFC BANK OBB 14-Oct-24 9.17% 11.11% 10/2015] 14-Oct-2024 MMFSL 09.18% 31-Jan- 5 INE774D08LK7 31-Jan-25 9.18% 11.11% 2025 Mahindra Rural Housing Finance 09.25% (Series 6 INE950O08022 13-Oct-25 9.25% 11.11% MRHFL-CCC Tier II)13-Oct- 2025 7 INE414G07FF7 Muthoot Fin 07.40% ( 5-Jan-24 7.40% 11.11% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Series XXIII,Option III) 05- Jan-2024 SP Jammu Udhampur 8 INE923L07183 Highway Ltd. 09.15% 30-Jun-24 9.15% 11.11% (Series XVIII) 30-Jun-2024 GE Shipping Co.08.24% 9 INE017A08250 10-Nov-25 8.24% 11.11% (Tranche1) 10-Nov-2025 Adani Ports & SEZ 06.50% 1 INE742F07502 11-Sep-23 6.50% 10.00% 11-Sep-2023 Bharti Telecom Ltd 08.90% 2 INE403D08066 17-Feb-22 8.90% 10.00% (Series V) 17-Feb-2022 Fullerton India Credit 3 INE535H07BD1 08.10% (Series 84) 04- 4-Nov-22 8.10% 5.71% Nov-2022 Hindalco Industries 9.55% 4 INE038A07258 (Series-I (2012)) 25-Apr- 25-Apr-22 9.55% 10.00% 2022 IDFC First Bank 08.73% 5 INE092T08BZ9 [SERIES IDFC BANK OBB 6-Jan-23 8.73% 9.75% 11/2016] 06-Jan-2023 JM Financial Credit 6 INE651J07606 Solutions 09.50% (Tranche 7-Jun-23 9.50% 10.00% CRISIL AA and I Option III) 07-Jun-2023 AA+ Short Term MMFSL 04.542% (Series Bond Index 7 INE774D07TW7 AM2020 Option I) 29-Oct- 29-Oct-21 4.54% 10.00% 2021 Mahindra Rural Housing Finance 07.15% (Option I 8 INE950O07370 15-Sep-23 7.15% 2.69% MRHFL EE2020) 15-Sep- 2023 Manappuram Finance 9 INE522D07BS6 18-Feb-22 8.35% 7.06% 08.35% 18-Feb-2022 Muthoot Fin 07.15% ( 10 INE414G07EZ8 Series 14-A,Option I) 25- 25-Nov-22 7.15% 10.00% Nov-2022 Nuvoco Vistas Corporation 11 INE118D07179 25-Sep-23 7.25% 9.41% 07.25% 25-Sep-2023 Tata realty & 12 INE371K08128 infrastructure ltd. 0% 04- 4-Jun-21 0.00% 5.38% Jun-2021 Birla Corp 09.25% (Option 1 INE340A07084 18-Aug-26 9.25% 16.67% II) 18-Aug-2026 IDFC First Bank 09.50% CRISIL AA Long 2 INE688I08053 (Series-III) (Tier-II) 17- 17-May-28 9.50% 16.67% Term Bond Index May-2028 JM FINANCIAL CREDIT 3 INE651J07804 1-Nov-30 09.20% 16.67% SOLUTIONS LIMITED TR Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights AZ-2020(XXI) 9.20 NCD 01NV30 FVRS10LAC KERALA FINANCIAL CORPORATION SR STRPP 4 INE818F07138 14-Sep-29 07.70% 16.67% D 7.70 BD 14SP29 FVRS2LAC Manappuram Finance Ltd 5 INE522D07BN7 9.50%(Series 08/2021) 09- 9-Jul-30 9.50% 16.67% Jul-2030 THDC India Ltd.(Series III) 6 INE812V07039 24-Jul-30 7.19% 16.67% 07.19% 24-Jul-2030 Gujarat State Investments 1 INE08EQ08056 09.45% (Series 5) 22-Mar- 22-Mar-25 9.45% 33.33% 2025 CRISIL AA IDFC First Bank 08.17% Medium Term 2 INE092T08BQ8 [SERIES IDFC BANK OBB 14-Oct-24 9.17% 33.33% Bond Index 10/2015] 14-Oct-2024 Muthoot Fin 07.40% ( 3 INE414G07FF7 Series XXIII,Option III) 05- 5-Jan-24 7.40% 33.33% Jan-2024 Birla Corp 09.15% (Option 1 INE340A07076 18-Aug-21 9.15% 4.44% I) 18-Aug-2021 Gujarat State Investments 2 INE08EQ08023 09.45% (Series 2) 01-Oct- 1-Oct-22 9.45% 10.00% 2022 Hindalco Industries 9.55% 3 INE038A07258 (Series-I (2012)) 25-Apr- 25-Apr-22 9.55% 10.00% 2022 IDFC First Bank 08.73% 4 INE092T08BZ9 [SERIES IDFC BANK OBB 6-Jan-23 8.73% 10.00% 11/2016] 06-Jan-2023 IIFL Home Finance 08.93% 5 INE477L08097 14-Apr-23 8.93% 2.22% (Series U07) 14-Apr-2023 CRISIL AA Short IIFL Wealth Finance 0.00% Term Bond Index 6 INE248U08101 6-Jun-22 0.00% 4.44% (Series A) 06-Jun-2022 JM Financial Credit 7 INE651J07606 Solutions 09.50% (Tranche 7-Jun-23 9.50% 10.00% I Option III) 07-Jun-2023 Manappuram Finance 8 INE522D07BS6 18-Feb-22 8.35% 10.00% 08.35% 18-Feb-2022 Muthoot Fin 07.15% ( 9 INE414G07EZ8 Series 14-A,Option I) 25- 25-Nov-22 7.15% 10.00% Nov-2022 Nuvoco Vistas Corporation 10 INE118D07179 25-Sep-23 7.25% 10.00% 07.25% 25-Sep-2023 Tata realty & 11 INE371K08128 4-Jun-21 0.00% 8.89% infrastructure ltd. 0% 04- Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Jun-2021 Walwhan Renewables 12 INE296N08022 Energy 08.00% 31-Jan- 31-Jan-22 8.00% 10.00% 2022 Adani Ports & SEZ 09.35% 1 INE742F07361 4-Jul-26 9.35% 10.00% 04-Jul-2026 Canara Bank 08.40% 2 INE476A08050 (Basel III complaint Tier 2 27-Apr-26 8.40% 10.00% 2016-17) 27-Apr-2026 Cholamandalam Investment & Fin 09.05% 3 INE121A08OG9 24-Mar-28 9.05% 10.00% (Series SD 57) 24-Mar- 2028 Fullerton India Credit 4 INE535H08694 30-Apr-26 9.30% 3.33% 09.30% 30-Apr-2026 Hero Fincorp 08.98% 5 INE957N08029 (Series HFCL/NCD/014) 3-Aug-26 8.98% 10.00% 03-Aug-2026 CRISIL AA+ Long IREDA 07.40% (Series-IX-B) 6 INE202E07294 3-Mar-30 7.40% 10.00% Term Bond Index 03-Mar-2030 MMFSL 09.00% SERIES VI 7 INE774D08MA6 6-Jun-26 9.00% 10.00% 06-Jun-2026 Mahindra Rural Housing Finance 08.50% (Series 8 INE950O08147 15-Jun-27 8.50% 6.67% MRHFL-DD2016) 15-Jun- 2027 SP Jammu Udhampur 9 INE923L07225 Highway Ltd. 09.15% 30-Jun-26 9.15% 10.00% (Series XXII) 30-Jun-2026 GE Shipping Co.08.85% 10 INE017A07559 12-Apr-28 8.85% 10.00% 12-Apr-2028 Union Bank 08.93% (Basel 11 INE112A08051 III Tier II Series II) 08-Nov- 8-Nov-29 8.93% 10.00% 2029 Cholamandalam 1 INE121A07PM6 Investment & Fin 07.92% 8-Jul-25 7.92% 16.67% (Option I) 08-Jul-2025 Fullerton India Credit 2 INE535H07AH4 (Series 67) 08.3535% 17- 17-Apr-24 8.35% 16.67% CRISIL AA+ Apr-2024 Medium Term MMFSL 09.18% 31-Jan- Bond Index 3 INE774D08LK7 31-Jan-25 9.18% 16.67% 2025 Mahindra Rural Housing Finance 09.25% (Series 4 INE950O08022 13-Oct-25 9.25% 16.67% MRHFL-CCC Tier II)13-Oct- 2025 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights SP Jammu Udhampur 5 INE923L07183 Highway Ltd. 09.15% 30-Jun-24 9.15% 16.67% (Series XVIII) 30-Jun-2024 GE Shipping Co.08.24% 6 INE017A08250 10-Nov-25 8.24% 16.67% (Tranche1) 10-Nov-2025 Adani Ports & SEZ 06.50% 1 INE742F07502 11-Sep-23 6.50% 10.00% 11-Sep-2023 Bharti Telecom Ltd 08.90% 2 INE403D08066 17-Feb-22 8.90% 10.00% (Series V) 17-Feb-2022 Cholamandalam 3 INE121A07OF3 Investment & Fin 08.516% 15-Jun-21 8.52% 10.00% (Series 549) 15-Jun-2021 Fullerton India Credit 4 INE535H07BD1 08.10% (Series 84) 04- 4-Nov-22 8.10% 10.00% Nov-2022 MMFSL 04.542% (Series 5 INE774D07TW7 AM2020 Option I) 29-Oct- 29-Oct-21 4.54% 10.00% 2021 CRISIL AA+ Short Mahindra Rural Housing Term Bond Index Finance 07.15% (Option I 6 INE950O07370 15-Sep-23 7.15% 10.00% MRHFL EE2020) 15-Sep- 2023 SP Jammu Udhampur 7 INE923L07175 Highway Ltd. 09.15% 31-Dec-23 9.15% 9.40% (Series XVII) 31-Dec-2023 SHFL 06.20% (Option 2) 8 INE667F07HY9 16-Nov-23 6.20% 10.00% 16-Nov-2023 GE Shipping Co.09.70% 9 INE017A08185 7-Jan-23 9.70% 0.60% 07-Jan-2023 TVS Motor Co. 07.50% 15- 10 INE494B08010 15-May-23 7.50% 10.00% May-2023 Andhra Bank 09.35% 22- 11 INE434A08018 22-Aug-21 9.35% 10.00% Aug-2021 Aadhar Housing Finance 1 INE538L07536 09.75% [SERIES VI] 29- 29-Sep-28 9.75% 33.33% Sep-2028 FEDBANK FINANCIAL CRISIL AA- Long 2 INE007N08015 SERVICES LTD 9.90 LOA 30-Sep-27 09.90% 33.33% Term Bond Index 30SP27 FVRS10LAC Punjab & Sind 07.99% 3 INE608A08017 (Basel IIITier II Series XIV) 19-Oct-26 7.99% 33.33% 19-Oct-2026 Karnataka State Financial 1 INE549F08509 18-Oct-24 9.24% 33.33% CRISIL AA- Corp 9.24% 18-Oct-2024 Medium Term 2 INE114A07869 SAIL 09.00% 14-Oct-2024 14-Oct-24 9.00% 33.33% Bond Index Tata Motors 09.81% 20- 3 INE155A08191 20-Aug-24 9.81% 33.33% Aug-2024 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Aadhar Housing Finance 1 INE538L07494 09.60% (Series II) 29-Sep- 29-Sep-21 9.60% 10.00% 2021 AU Financiers 11.65% 19 2 INE949L08160 19-May-21 11.65% 10.00% May 2021 BOI 9.80% Basel III (Tier II 3 INE084A08045 30-Sep-23 9.80% 10.00% Series XI) 30-Sep-2023 Hinduja Leyland Finance 4 INE146O08076 11.40% (Tranche 2) 15- 15-Jun-21 11.40% 10.00% Jun-2021 INDOSTAR CAPITAL FINANCE LIMITED SR 5 INE896L07751 13-Apr-22 08.30% 10.00% CRISIL AA- Short XXXIX 8.30 LOA 13AP22 Term Bond Index FVRS10LAC Magma Fincorp 10.25% 6 INE511C07656 6-May-22 10.25% 10.00% (SERIES I) 06-May-2022 Tata Motors Finance 7 INE601U07152 09.25% (TMFL NCD K FY 28-Dec-21 9.25% 10.00% 18-19) 28-Dec-2021 Tata Motors 07.50% 8 INE155A08340 (Series E 27 H) 22-Jun- 22-Jun-22 7.50% 10.00% 2022 Tata Power 07.99% SERIES 9 INE245A08117 16-Nov-22 7.99% 10.00% III 16-Nov-2022 TMF Holdings 0% (Series A 10 INE909H08279 28-Mar-22 0.00% 10.00% FY 19-20) 28-Mar-2022 Axis Bank 08.85% (Series - 1 INE238A08351 5-Dec-24 8.85% 12.50% 1) 05-Dec-2024 Canara Bank 09.55% [Basel III complaint Tier 1 2 INE476A08035 5-Mar-25 9.55% 12.50% Perpetual Bonds Call-05- Mar-2025 Mat 2115 HDFC Bank 08.44% (Series 3 INE040A08393 28-Dec-28 8.44% 12.50% 1) 28-Dec-2028 ICICI Bank 09.25% (Series CRISIL Medium to 4 INE090A08TO9 4-Sep-24 9.25% 12.50% DSP14LB) 04-Sep-2024 Long Term IDFC First Bank 08.17% Banking Debt 5 INE092T08BQ8 [SERIES IDFC BANK OBB 14-Oct-24 9.17% 12.50% Index 10/2015] 14-Oct-2024 PNB 09.15% Basel III-Tier I (Perpetual-Series PDI-I) 6 INE160A08076 13-Feb-25 9.15% 12.50% 13-Feb-2115 C-13-Feb- 2025 SBI 07.73% (Series II Basel 7 INE062A08272 24-Nov-25 7.73% 12.50% III Tier I) C 24-Nov-2025 Union Bank 08.93% (Basel 8 INE112A08051 8-Nov-29 8.93% 12.50% III Tier II Series II) 08-Nov- Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 2029 Bharat Sanchar Nigam Ltd. 1 INE103D08021 23-Sep-30 6.79% 5.50% 06.79% 23-Sep-2030 Exim Bank 05.85% (Series 2 INE514E08FV4 12-Sep-25 5.85% 3.42% W02 2025) 12-Sep-2025 FCI 06.65% (Series IX ) 23- 3 INE861G08076 23-Oct-30 6.65% 10.00% Oct-2030 IOC 06.39% (Series XVI) 4 INE242A08452 6-Mar-25 6.39% 6.87% 06-Mar-2025 IRFC 06.85% (Series 153) 5 INE053F07CS5 29-Oct-40 6.85% 10.00% 29-Oct-2040 MTNL 07.05% (GOI CRISIL Medium to 6 INE153A08089 Guarantee Series V ) 11- 11-Oct-30 7.05% 4.21% Long Term PSU Oct-2030 Debt Index NABARD 06.44 (Series LTIF 7 INE261F08CP8 4-Dec-30 6.44% 10.00% G POC 1) 04-Dec-2030 NHAI 06.94% (Series-VII) 8 INE906B07IG5 27-Nov-37 6.94% 10.00% 27-Nov-2037 NTPC 05.45% (Series 72) 9 INE733E08163 15-Oct-25 5.45% 10.00% 15-Oct-2025 PFC 07.04% (Series 207) 10 INE134E08LC9 16-Dec-30 7.04% 10.00% 16-Dec-2030 PGC 09.30% (Series - XLVI) 11 INE752E07LQ0 4-Sep-24 9.30% 10.00% STRPP B 04-Sep-2024 RECL 05.85% (Series 203 12 INE020B08DF6 20-Dec-25 5.85% 10.00% B) 20-Dec-2025 Axis Bank Limited 08.75% Series 26 (Basel III,Tier 1 1 INE238A08427 14-Dec-21 8.75% 12.50% Perpetual) C-14-Dec-2021 M-14-Dec-2116 Canara Bank 11.25%(SeriesIII Basel III) 2 INE667A08070 15-Jul-21 11.25% 12.50% Perpetual 15-Jul-2116 C- 15-Jul-2021 HDFC Bank 08.85% (Basel CRISIL Short Term III Perpetual ATI Series 3 INE040A08377 12-May-22 8.85% 12.50% Banking Debt 1/2017-2018) 12-May- Index 2022 ICICI Bank 08.55% (Basel 4 INE090A08UA6 III Tier I Perpetual) 04-Oct- 4-Oct-22 8.55% 12.50% 2117 C 04-Oct-2022 IDFC First Bank 08.73% 5 INE092T08BZ9 [SERIES IDFC BANK OBB 6-Jan-23 8.73% 12.50% 11/2016] 06-Jan-2023 PNB 08.95% (Basel III Tier I 6 INE160A08100 PDI I Series VIII Perpetual 3-Mar-22 8.95% 12.50% Bond) 03-Mar-2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights SBI 09.00% (Series I Basel 7 INE062A08124 III Tier I) (Perpetual) 06- 6-Sep-21 9.00% 12.50% Sep-2021 Union Bank 09.08% (Basel 8 INE692A08086 III Tier I Series XXIV 3-May-22 9.08% 12.50% Perpetual) C 03-May-2022 HPCL 04.79% (Series IV) 1 INE094A08085 23-Oct-23 4.79% 3.75% 23-Oct-2023 HUDCO 06.99% (Series E 2 INE031A08756 11-Nov-22 6.99% 5.81% 2019) 11-Nov-2022 IOC 05.05% (Series XVII) 3 INE242A08460 25-Nov-22 5.05% 5.86% 25-Nov-2022 IRFC 06.19% (Series 149) 4 INE053F07CC9 28-Apr-23 6.19% 10.00% 28-Apr-2023 NABARD 06.40% (Series 5 INE261F08CA0 31-Jul-23 6.40% 10.00% 20K) 31-Jul-2023 NHAI 07.60% (Bond Series 6 INE906B07FG1 18-Mar-22 7.60% 10.00% CRISIL Short Term V) 18-Mar-2022 PSU Debt Index NHBank 05.32% 01-Sep- 7 INE557F08FK3 1-Sep-23 5.32% 8.20% 2023 NTPC 06.55% (Series 70) 8 INE733E08148 17-Apr-23 6.55% 9.87% 17-Apr-2023 PFC 05.47% (Series 206) 9 INE134E08LB1 19-Aug-23 5.47% 10.00% 19-Aug-2023 Power Grid Corp. 07.20% 10 INE752E07OD2 21-Dec-21 7.20% 8.02% (Bonds-LVII) 21-Dec-2021 RECL 05.69% (Series 202 11 INE020B08DC3 30-Sep-23 5.69% 10.00% B) 30-Sep-2023 SIDBI 08.50% (Series II of 12 INE556F08JF7 21-Jun-21 8.50% 8.49% FY- 2018-19) 21-Jun-2021 Fincare Small Finance 1 INE519Q08137 Bank 11.30% (Tranche I) 22-Jun-24 11.30% 10.00% 22-Jun-2024 ESAF Small Finance Bank 2 INE818W08032 1-Jun-25 11.50% 10.00% 11.50% 01-Jun-2025 Andhra Pradesh Capital 3 INE01E708057 Region10.32%(Strpps 16-Aug-28 10.32% 10.00% CRISIL A Medium E)16-Aug-2028 To Long Term Meghalaya Energy Bond Index 4 INE760I07011 Corporation 11.64% 10- 10-Jun-29 11.64% 10.00% Jun-2029 Asirvad Micro Finance 5 INE516Q08281 11.63% (Tranche1-2) 30- 30-May-24 11.63% 4.62% May-2024 India Shelter Finance 6 INE922K07047 Corporation 11.25% 01- 1-Oct-26 11.25% 13.85% Oct-2026 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Arohan Financial Services 7 INE808K08061 25-Oct-26 12.85% 11.54% 12.85% 25-Oct-2026 IRB Infrastructure 8 INE821I07052 Developers 9.55% 28-Jun- 28-Jun-25 9.55% 10.00% 2025 Suryoday Small Finance 9 INE428Q08073 7-Apr-27 12.50% 10.00% Bank 12.50% 07-Apr-2027 Satin Creditcare Network 10 INE836B07550 23-Apr-24 11.50% 10.00% 11.50% 23-Apr-2024 Security & Intelligence 1 INE285J07033 Services (India) 9.50% 13- 13-Apr-21 9.50% 3.07% Apr-2021 Vistaar Financial Services 2 INE016P07120 10.50% (Series I) 22-Jun- 22-Jun-23 10.50% 1.33% 2023 P/C 22-Jun-2021 Prestige Estates Projects 3 INE811K07059 10.50% (Tranche I) 10- 10-Aug-21 10.50% 2.04% Aug-2021 Elecon Engineering 4 INE205B07046 Co.12.25% [Series I] 28- 28-Feb-22 12.25% 1.23% Feb-2022 JMC Projects (India) 5 INE890A08011 21-Oct-22 10.55% 2.04% 10.55% 21-Oct-2022 DLF 09.25% ( Series A) 17- 6 INE271C07186 Mar-2023 P/C 19-Mar- 17-Mar-23 9.25% 10.00% 2021 IRB Infrastructure CRISIL A Short 7 INE821I07029 Developers 9.55% 20- 20-May-23 9.55% 4.09% Term Bond Index May-2023 Xander Finance (XFPL) 8 INE252T07065 10.25% [SERIES V] 26- 26-May-23 10.25% 0.51% May-2023 Indiabulls Real Estate Co. 9 INE065I07015 28-Jan-23 11.00% 10.00% 11.00% 28-Jan-2023 Dilip Buildcon Ltd. 08.67% 10 INE917M07159 29-Jun-23 8.67% 4.09% 29-Jun-2023 Shubham Housing 11 INE967Q07031 Development 10.00% 29- 29-Jun-23 10.00% 0.41% Jun-2023 Centrum Housing Finance 12 INE575U07026 (Series 2) 09.90% 26-Jun- 26-Jun-23 9.90% 0.51% 2023 India Shelter Finance 13 INE922K07054 Corporation 10.25% 12- 12-Jun-23 10.25% 0.31% Jun-2023 Avanse Fin Services 14 INE087P07154 10-Jan-22 8.75% 1.02% 08.75% (SERIES 9 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights TRANCHE 3) 10-Jan-2022 Home First Fin Ltd. 08.50% 15 INE481N07048 21-Jan-22 8.50% 1.02% (Series IV) 21-Jan-2022 IKF Home Finance 11% 16 INE02VP07032 (series 451-550) 23-Jul- 23-Jul-23 11.00% 0.20% 2023 Capri Global Housing 17 INE328J07015 Finance 08.00% 28-Jan- 28-Jan-22 8.00% 0.51% 2022 Auxilo Finserve 11% (SR 18 INE605Y07049 30-Jul-23 11.00% 0.51% 2021/004 ) 30-Jul-2023 Capri Global Capital 19 INE180C07122 08.35% (Series 9) 04-Feb- 4-Feb-22 8.35% 3.07% 2022 Asirvad Micro Finance 20 INE516Q07325 09.50% (Series 1-1000) 5-Feb-22 9.50% 2.04% 05-Feb-2022 Samasta Microfinance 21 INE413U07137 10.00% (Series 5) 11-Feb- 11-Feb-22 10.00% 3.07% 2022 MAS Financial Services 22 INE348L07068 19-Feb-22 9.00% 2.04% 09.00% 19-Feb-2022 Muthoot Fincorp 09.35% 23 INE549K07782 19-Feb-22 9.35% 6.65% (Series 5) 19-Feb-2022 Prism Johnson 09.75% 24 INE010A08123 21-Aug-23 9.75% 1.53% (Series XVII) 21-Aug-2023 Aptus Finance India 8.90% 25 INE04MH07026 7-Sep-23 8.90% 0.51% 07-Sep-2023 Incred Financial Services 26 INE945W07191 09.40% (IFSL/2020- 14-Mar-22 9.40% 2.04% 21/006) 14-Mar-2022 SBFC Finance 09.25% 27 INE423Y07054 14-Mar-22 9.25% 2.04% (Series B) 14-Mar-2022 U GRO Capital 10.25% 11- 28 INE583D07059 11-Mar-22 10.25% 0.72% Mar-2022 Northern Arc Capital 29 INE850M07301 14-Mar-22 9.50% 3.07% 09.50% 14-Mar-2022 IKF Finance 09.25% 18- 30 INE859C07097 18-Mar-22 9.25% 2.04% Mar-2022 Arohan Financial Services 31 INE808K07204 24-Mar-22 10.50% 2.04% 10.50% 24-Mar-2022 Avendus Finance Pvt. Ltd. 10.25% (Tranche3 SeriesC 32 INE177R07092 24-Sep-23 10.25% 0.31% AFPL 2020-21) 22-Sep- 2023 33 INE459T07199 Vastu Housing Fin Corp 30-Mar-22 8.60% 4.09% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Ltd. 08.60% 30-Mar-2022 Capsave Finance 09.75% 34 INE0DBJ07069 21-Apr-23 9.75% 0.31% 21-Apr-2023 Svatantra Microfin 10.67% 35 INE00MX07096 1-Apr-22 10.67% 1.02% (PCG 002) 01-Apr-2022 Sankhya Fin Services 36 INE471X07048 10.00% (Series IV 20-21) 21-Apr-23 10.00% 0.51% 21-Apr-2023 Creditaccess Grameen 37 INE741K07363 20-Apr-22 9.15% 2.04% 09.15% 20-Apr-2022 Satin Creditcare Network 38 INE836B07568 9-May-22 10.40% 0.51% 10.40% 09-May-2022 Ess Kay Fincorp 09.25% 39 INE124N07499 (series 5246946-5247545) 10-May-22 9.25% 1.23% 10-May-2022 Moneywise Financial 40 INE956L07050 Services 09.50% 10-May- 10-May-22 9.50% 0.51% 2022 Paisalo Digital 10.50% 41 INE420C07031 (Series 11 -2020 ) 09- 9-May-22 10.50% 0.33% May2022 Veritas Finance 09.50% 42 INE448U07158 11-May-22 9.50% 1.02% (Series 10) 11-May-2022 Belstar Microfinance 43 INE443L07125 9.50% (series 5) 12-May- 12-May-22 9.50% 7.48% 2022 Kogta Financial 09.50% 44 INE192U07103 16-May-22 9.50% 0.51% 16-May-2022 Muthoot Microfine 45 INE046W07107 18-May-22 10.50% 0.82% 10.50% 18-May-2022 Cashpor Micro Credit 10% 46 INE094P07044 19-May-22 10.00% 1.53% 19-May-2022 Chaitanya India Fin Credit 47 INE140R07132 30-Apr-22 10.25% 1.43% 10.25% 30-Apr-2022 Fusion Microfinance 48 INE139R07357 10.50% (series I) 19-May- 19-May-22 10.50% 0.51% 2022 Muthoot Capital Services 49 INE296G07051 19-May-22 9.30% 2.04% 09.30% 19-May-2022 Fincare Small Finance 1 INE519Q08137 Bank 11.30% (Tranche I) 22-Jun-24 11.30% 16.67% 22-Jun-2024 CRISIL A Medium ESAF Small Finance Bank Term Bond Index 2 INE818W08032 1-Jun-25 11.50% 16.67% 11.50% 01-Jun-2025 Asirvad Micro Finance 3 INE516Q08281 30-May-24 11.63% 16.67% 11.63% (Tranche1-2) 30- Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights May-2024 IRB Infrastructure 4 INE821I07052 Developers 9.55% 28-Jun- 28-Jun-25 9.55% 16.67% 2025 Satin Creditcare Network 5 INE836B07550 23-Apr-24 11.50% 16.67% 11.50% 23-Apr-2024 Muthoot Microfine 6 INE046W07115 24-May-24 11.40% 16.67% 11.40% 24-May-2024 Birla Corp 09.15% (Option 1 INE340A07076 18-Aug-21 9.15% 12.50% I) 18-Aug-2021 Cholamandalam 2 INE121A07OF3 Investment & Fin 08.516% 15-Jun-21 8.52% 12.50% (Series 549) 15-Jun-2021 Fullerton India Credit 3 INE535H07AF8 08.52% (Series 65) 08-Jun- 8-Jun-21 8.52% 12.50% 2021 JM Financial Credit CRISIL AA and 4 INE651J07580 Solutions 09.25% (Series I) 7-Aug-21 9.25% 12.50% AA+ up to 1 Year 07-Aug-2021 Short Term Bond MMFSL 04.542% (Series Index 5 INE774D07TW7 AM2020 Option I) 29-Oct- 29-Oct-21 4.54% 12.50% 2021 Muthoot Finance 08.75% 6 INE414G07CM0 (Series XVIII Option V) 19- 19-Jun-21 8.75% 12.50% Jun-2021 Tata realty & 7 INE371K08128 infrastructure ltd. 0% 04- 4-Jun-21 0.00% 12.50% Jun-2021 Andhra Bank 09.35% 22- 8 INE434A08018 22-Aug-21 9.35% 12.50% Aug-2021 Adani Ports & SEZ 06.50% 1 INE742F07502 11-Sep-23 6.50% 10.00% 11-Sep-2023 Bharti Telecom Ltd 08.90% 2 INE403D08066 17-Feb-22 8.90% 10.00% (Series V) 17-Feb-2022 Fullerton India Credit 3 INE535H07BD1 08.10% (Series 84) 04- 4-Nov-22 8.10% 3.65% CRISIL AA and Nov-2022 AA+ 1 to 3 Year Hindalco Industries 9.55% Short Term Bond 4 INE038A07258 (Series-I (2012)) 25-Apr- 25-Apr-22 9.55% 10.00% Index 2022 IDFC First Bank 08.73% 5 INE092T08BZ9 [SERIES IDFC BANK OBB 6-Jan-23 8.73% 10.00% 11/2016] 06-Jan-2023 MMFSL 08.25% (Series AG 6 INE774D07SC1 19-Apr-22 8.25% 10.00% 2018) 19-Apr-2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Mahindra Rural Housing Finance 07.15% (Option I 7 INE950O07370 15-Sep-23 7.15% 3.24% MRHFL EE2020) 15-Sep- 2023 Manappuram Finance 8 INE522D07BS6 18-Feb-22 8.35% 8.51% 08.35% 18-Feb-2022 Muthoot Fin 07.15% ( 9 INE414G07EZ8 Series 14-A,Option I) 25- 25-Nov-22 7.15% 10.00% Nov-2022 Nuvoco Vistas Corporation 10 INE118D07179 25-Sep-23 7.25% 10.00% 07.25% 25-Sep-2023 SHFL 06.20% (Option 2) 11 INE667F07HY9 16-Nov-23 6.20% 6.49% 16-Nov-2023 TVS Motor Co. 07.50% 15- 12 INE494B08010 15-May-23 7.50% 8.11% May-2023

Aditya Birla Finance 0% 1 INE860H07GD2 12-Oct-21 0.00% 2.58% (Series G4) 12-Oct-2021 HDB Financial Services 2 INE756I07CD9 0.00% (Series 2018 29-Oct-21 0.00% 5.69% A/0(ZC)/124) 29-Oct-2021 HDFC 06.22% (Series-X- 3 INE001A07SN2 10-Dec-21 6.22% 10.00% 005) 10-Dec-2021 IRFC 06.70% (Series- 114) 4 INE053F07942 24-Nov-21 6.70% 8.28% 24-Nov2021 LICHF 07.59% (Tranche 5 INE115A07KQ0 14-Oct-21 7.59% 10.00% 312) 14-Oct-2021 NABARD 08.39% (Series CRISIL AAA up to 6 INE261F08AL1 19-Jul-21 8.39% 6.79% 19D) 19-Jul-2021 1 Year Short NHAI 07.17% (Bond Series Term Bond Index 7 INE906B07FE6 23-Dec-21 7.17% 9.22% III) 23-Dec-2021 Power Finance Corp. 8 INE134E08IJ0 07.47% (Series 151 Option 16-Sep-21 7.47% 10.00% A) 16-Sep-2021 Reliance Industries Ltd 9 INE110L07070 8-Jul-21 8.32% 8.26% 08.32% 08-Jul-2021 RECL 07.24% (Series 139) 10 INE020B08997 21-Oct-21 7.24% 10.00% 21-Oct-2021 Sikka Ports & Terminals 11 INE941D08065 Ltd.10.25% (Series-PPD3) 22-Aug-21 10.25% 9.18% 22-Aug-2021 SIDBI 08.50% (Series II of 12 INE556F08JF7 21-Jun-21 8.50% 10.00% FY- 2018-19) 21-Jun-2021 CRISIL AAA 1 to 3 Bajaj Finance 04.66% Year Short Term 1 INE296A07RM2 2-Dec-22 4.66% 10.00% (Series 267) 02-Dec -2022 Bond Index Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights HDB Financial Services 2 INE756I07DA3 07.09% (Series 2020 17-Apr-23 7.09% 10.00% A/I(FX)/150 ) 17-Apr-2023 HPCL 04.79% (Series IV) 3 INE094A08085 23-Oct-23 4.79% 2.54% 23-Oct-2023 HDFC 07.00% (Series X- 4 INE001A07SM4 19-May-22 7.00% 10.00% 004) 19-May-2022 IRFC 06.19% (Series 149) 5 INE053F07CC9 28-Apr-23 6.19% 6.50% 28-Apr-2023 L&T Infrastructure Fin 6 INE691I07307 8.70% [Series 2012A-2) 24-Mar-22 8.70% 4.82% 24-Mar2022 LICHF 05.90% (Tranche 7 INE115A07OU4 11-May-23 5.90% 10.00% 399 ) 11-May-2023 NABARD 06.40% (Series 8 INE261F08CA0 31-Jul-23 6.40% 10.00% 20K) 31-Jul-2023 NTPC 06.55% (Series 70) 9 INE733E08148 17-Apr-23 6.55% 6.14% 17-Apr-2023 PFC 05.47% (Series 206) 10 INE134E08LB1 19-Aug-23 5.47% 10.00% 19-Aug-2023 Reliance Industries 11 INE002A08476 07.00% (PPD Series - A) 31-Aug-22 7.00% 10.00% 31-Aug-2022 RECL 05.69% (Series 202 12 INE020B08DC3 30-Sep-23 5.69% 10.00% B) 30-Sep-2023 1 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 9.57% 2 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 9.88% 3 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 9.18% 4 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 8.94% 5 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 7.94% CRISIL Dynamic 6 IN0020200070 05.79 GS 2030 11-May-30 5.79% 8.69% Gilt Index 7 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 4.69% 8 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 9.42% 9 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 8.80% 10 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 6.77% 11 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 9.25% 12 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 6.87% 1 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 15.98% 2 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 15.20% CRISIL Composite 3 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 13.26% Gilt Index 4 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 15.64% 5 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 14.61% 6 IN0020200070 05.79 GS 2030 11-May-30 5.79% 14.20% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 7 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 4.27% 8 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 3.69% 9 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 3.15% 1 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 15.01% 2 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 14.28% 3 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 11.80% CRISIL Long Term 4 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 12.46% Gilt Index 5 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 14.30% 6 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 11.71% 7 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 8.71% 8 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 11.73% 1 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 13.95% 2 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 13.03% 3 IN0020200070 05.79 GS 2030 11-May-30 5.79% 12.66% CRISIL Medium 4 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 6.83% Term Gilt Index 5 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 13.72% 6 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 12.83% 7 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 13.48% 8 IN0020150093 07.59% GS 2026 11-Jan-26 7.59% 13.50% 1 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 20.04% 2 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 17.34% 3 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 14.78% CRISIL Short Term 4 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 15.01% Gilt Index 5 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 5.27% 6 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 5.80% 7 IN0020150010 07.68% GS 2023 15-Dec-23 7.68% 14.97% 8 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 6.79% National Bank for 1 INE261F16470 Agriculture & Rural 21-Jan-21 - 11.11% Development Small Industries 2 INE556F16804 Development Bank Of 20-Jan-21 - 11.11% India CRISIL 1 Month 3 INE090A166W6 ICICI Bank Ltd. 25-Jan-21 - 11.11% AU Small Finance Bank CD Index 4 INE949L16999 29-Jan-21 - 11.11% Ltd. 5 INE095A16F04 IndusInd Bank Ltd. 22-Jan-21 - 11.11% 6 INE976G16LP3 RBL Bank Ltd. 21-Jan-21 - 11.11% Utkarsh Small Finance 7 INE735W16270 20-Jan-21 - 11.11% Bank Ltd. 8 INE171A16IN5 Federal Bank Ltd. 19-Jan-21 - 11.11% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 9 INE679A16011 Csb Bank Ltd. 18-Jan-21 - 11.11% National Bank for 1 INE261F16496 Agriculture & Rural 10-Feb-21 - 10.00% Development 2 INE095A16G37 IndusInd Bank Ltd. 12-Feb-21 - 10.00% Small Industries 3 INE556F16820 Development Bank Of 25-Feb-21 - 10.00% India CRISIL 2 month 4 INE238A160U6 Axis Bank Ltd. 5-Feb-21 - 10.00% CD Index 5 INE171A16IP0 Federal Bank Ltd. 2-Mar-21 - 10.00% 6 INE028A16BX1 Bank of Baroda 11-Feb-21 - 10.00% 7 INE092T16PP3 IDFC First Bank Ltd. 1-Mar-21 - 10.00% 8 INE07PX16046 Sbm Bank (India) Ltd. 1-Mar-21 - 10.00% Equitas Small Finance 9 INE063P16800 25-Feb-21 - 10.00% Bank Ltd. AU Small Finance Bank 10 INE949L16AH0 25-Feb-21 - 10.00% Ltd. 1 INE976G16LS7 RBL Bank Ltd. 10-Mar-21 - 10.00% 2 INE028A16BY9 Bank of Baroda 9-Mar-21 - 10.00% Export Import Bank Of 3 INE514E16BQ6 12-Mar-21 - 10.00% India 4 INE095A16I35 IndusInd Bank Ltd. 24-Mar-21 - 10.00% Small Industries 5 INE556F16846 Development Bank Of 16-Mar-21 - 10.00% CRISIL 3 month India CD Index 6 INE238A165U5 Axis Bank Ltd. 10-Mar-21 - 10.00% 7 INE171A16IQ8 Federal Bank Ltd. 9-Mar-21 - 10.00% 8 INE092T16OB6 IDFC First Bank Ltd. 9-Mar-21 - 10.00% AU Small Finance Bank 9 INE949L16AL2 8-Mar-21 - 10.00% Ltd. National Bank for 10 INE261F16512 Agriculture & Rural 5-Mar-21 - 10.00% Development 1 INE028A16CE9 Bank of Baroda 28-May-21 - 14.29% 2 INE238A168U9 Axis Bank Ltd. 28-May-21 - 14.29% 3 INE095A16K15 IndusInd Bank Ltd. 28-May-21 - 14.29% National Bank for CRISIL 6 month 4 INE261F16546 Agriculture & Rural 17-Jun-21 - 14.29% CD Index Development 5 INE171A16IS4 Federal Bank Ltd. 15-Jun-21 - 14.29% Export Import Bank Of 6 INE514E16BT0 10-Jun-21 - 14.29% India 7 INE07PX16087 Sbm Bank (India) Ltd. 28-May-21 - 14.29% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Export Import Bank Of 1 14-Dec-21 - 16.67% INE514E16BV6 India 2 INE238A160V4 Axis Bank Ltd. 17-Dec-21 - 16.67% National Bank for 3 Agriculture & Rural 7-Dec-21 - 16.67% CRISIL 1 Year CD INE261F16561 Development Index AU Small Finance Bank 4 9-Dec-21 - 16.67% INE949L16AQ1 Ltd. 5 INE092T16PQ1 IDFC First Bank Ltd. 3-Dec-21 - 16.67% Ujjivan Small Finance Bank 6 25-Nov-21 - 16.67% INE551W16925 Ltd. National Bank for 1 Agriculture & Rural 14-Jan-21 - 1.29% INE261F16462 Development 2 INE238A167T3 Axis Bank Ltd. 13-Jan-21 - 1.29% Small Industries 3 Development Bank Of 6-Jan-21 - 1.29% INE556F16770 India 4 INE095A16G60 IndusInd Bank Ltd. 14-Jan-21 - 1.29% 5 INE028A16BV5 Bank of Baroda 12-Jan-21 - 1.29% 6 INE090A163W3 ICICI Bank Ltd. 11-Jan-21 - 1.29% 7 INE976G16KX9 RBL Bank Ltd. 11-Jan-21 - 1.29% 8 INE171A16IM7 Federal Bank Ltd. 7-Jan-21 - 1.29% 9 INE679A16011 Csb Bank Ltd. 18-Jan-21 - 1.29% 10 INE090A166W6 ICICI Bank Ltd. 25-Jan-21 - 1.29% 11 INE095A16E96 IndusInd Bank Ltd. 21-Jan-21 - 1.29% CRISIL Up to 91- National Bank for Day CD Index 12 Agriculture & Rural 21-Jan-21 - 1.29% INE261F16470 Development Small Industries 13 Development Bank Of 20-Jan-21 - 1.29% INE556F16804 India 14 INE092T16PC1 IDFC First Bank Ltd. 4-Jan-21 - 1.29% 15 INE238A163T2 Axis Bank Ltd. 4-Jan-21 - 1.29% AU Small Finance Bank 16 29-Jan-21 - 1.29% INE949L16999 Ltd. Utkarsh Small Finance 17 20-Jan-21 - 1.29% INE735W16270 Bank Ltd. 18 INE171A16IN5 Federal Bank Ltd. 19-Jan-21 - 1.29% 19 INE976G16LP3 RBL Bank Ltd. 21-Jan-21 - 1.29% 20 INE090A164W1 ICICI Bank Ltd. 15-Jan-21 - 1.29% Small Industries 21 14-Jan-21 - 1.29% INE556F16796 Development Bank Of Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights India National Bank for 22 Agriculture & Rural 10-Feb-21 - 0.98% INE261F16496 Development Small Industries 23 Development Bank Of 28-Jan-21 - 1.29% INE556F16812 India 24 INE095A16G29 IndusInd Bank Ltd. 11-Feb-21 - 0.98% 25 INE976G16LO6 RBL Bank Ltd. 13-Jan-21 - 1.29% 26 INE095A16G78 IndusInd Bank Ltd. 12-Jan-21 - 1.29% 27 INE092T16PD9 IDFC First Bank Ltd. 16-Feb-21 - 0.98% 28 INE238A161U4 Axis Bank Ltd. 12-Feb-21 - 0.98% AU Small Finance Bank 29 12-Feb-21 - 0.98% INE949L16AE7 Ltd. 30 INE141A16A29 Punjab National Bank 11-Feb-21 - 0.98% 31 INE028A16BX1 Bank of Baroda 11-Feb-21 - 0.98% 32 INE237A168L9 Kotak Mahindra Bank Ltd. 5-Feb-21 - 0.98% Ujjivan Small Finance Bank 33 2-Feb-21 - 0.98% INE551W16875 Ltd. Small Industries 34 Development Bank Of 13-Jan-21 - 1.29% INE556F16788 India AU Small Finance Bank 35 28-Jan-21 - 1.29% INE949L16AG2 Ltd. 36 INE095A16F04 IndusInd Bank Ltd. 22-Jan-21 - 1.29% 37 INE238A168T1 Axis Bank Ltd. 14-Jan-21 - 1.29% 38 INE434A16RB3 Union Bank Of India 24-Feb-21 - 0.98% 39 INE238A160U6 Axis Bank Ltd. 5-Feb-21 - 0.98% National Bank for 40 Agriculture & Rural 3-Feb-21 - 0.98% INE261F16488 Development 41 INE171A16IP0 Federal Bank Ltd. 2-Mar-21 - 0.98% 42 INE07PX16046 Sbm Bank (India) Ltd. 1-Mar-21 - 0.98% 43 INE095A16H69 IndusInd Bank Ltd. 26-Feb-21 - 0.98% Small Industries 44 Development Bank Of 25-Feb-21 - 0.98% INE556F16820 India Equitas Small Finance 45 25-Feb-21 - 0.98% INE063P16800 Bank Ltd. AU Small Finance Bank 46 25-Feb-21 - 0.98% INE949L16AH0 Ltd. 47 INE545U16202 Bandhan Bank Ltd. 24-Feb-21 - 0.98% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 48 INE092T16OD2 IDFC First Bank Ltd. 18-Feb-21 - 0.98% 49 INE01GA16038 DBS Bank India Ltd. 8-Feb-21 - 0.98% 50 INE095A16G37 IndusInd Bank Ltd. 12-Feb-21 - 0.98% AU Small Finance Bank 51 9-Feb-21 - 0.98% INE949L16AD9 Ltd. 52 INE01GA16020 DBS Bank India Ltd. 5-Feb-21 - 0.98% 53 INE092T16PP3 IDFC First Bank Ltd. 1-Mar-21 - 0.98% 54 INE07PX16103 Sbm Bank (India) Ltd. 26-Feb-21 - 0.98% 55 INE976G16LR9 RBL Bank Ltd. 18-Feb-21 - 0.98% National Bank for 56 Agriculture & Rural 18-Feb-21 - 0.98% INE261F16504 Development Small Industries 57 Development Bank Of 16-Mar-21 - 2.23% INE556F16846 India Export Import Bank Of 58 12-Mar-21 - 2.23% INE514E16BQ6 India 59 INE238A165U5 Axis Bank Ltd. 10-Mar-21 - 2.23% 60 INE171A16IQ8 Federal Bank Ltd. 9-Mar-21 - 2.23% 61 INE028A16BY9 Bank of Baroda 9-Mar-21 - 2.23% AU Small Finance Bank 62 8-Mar-21 - 2.23% INE949L16AL2 Ltd. 63 INE095A16H77 IndusInd Bank Ltd. 5-Mar-21 - 2.23% 64 INE095A16E88 IndusInd Bank Ltd. 20-Jan-21 - 1.29% 65 INE095A16H28 IndusInd Bank Ltd. 25-Feb-21 - 0.98% AU Small Finance Bank 66 24-Feb-21 - 0.98% INE949L16AF4 Ltd. 67 INE07PX16095 Sbm Bank (India) Ltd. 19-Feb-21 - 0.98% 68 INE976G16LQ1 RBL Bank Ltd. 19-Feb-21 - 0.98% 69 INE976G16LS7 RBL Bank Ltd. 10-Mar-21 - 2.23% 70 INE095A16I35 IndusInd Bank Ltd. 24-Mar-21 - 2.23% Small Industries 71 Development Bank Of 12-Mar-21 - 2.23% INE556F16838 India 72 INE092T16OB6 IDFC First Bank Ltd. 9-Mar-21 - 2.23% 73 INE07PX16053 Sbm Bank (India) Ltd. 8-Mar-21 - 2.23% National Bank for 74 Agriculture & Rural 5-Mar-21 - 2.23% INE261F16512 Development AU Small Finance Bank 75 3-Mar-21 - 2.23% INE949L16AK4 Ltd. CRISIL 1 Month 1 INE050A14549 Bombay Burmah Trading 29-Jan-21 - 5.83% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights CP Index Corporation Ltd. Power Grid Corporation of 2 INE752E14484 29-Jan-21 - 5.83% India Ltd. 3 INE870D14DL6 National Fertilizers Ltd. 29-Jan-21 - 5.83% Chambal Fertilizers & 4 INE085A14HU9 22-Jan-21 - 5.83% Chemicals Ltd. Volkswagen Finance Pvt. 5 INE851M14HF0 20-Jan-21 - 6.67% Ltd. 6 INE423A14LG3 Adani Enterprises Ltd. 19-Jan-21 - 5.83% Chennai Petroleum 7 INE178A14FZ5 18-Jan-21 - 5.83% Corporation Ltd. Tata Power Renewable 8 INE607M14558 18-Jan-21 - 5.83% Energy Ltd. 9 INE377Y14710 Bajaj Housing Finance Ltd. 29-Jan-21 - 3.33% 10 INE115A14CK6 LIC Housing Finance Ltd. 22-Jan-21 - 3.33% Kotak Mahindra Prime 11 INE916D14S88 21-Jan-21 - 6.67% Ltd. 12 INE700G14207 Hdfc Securities Ltd. 19-Jan-21 - 6.67% 13 INE233A14QN1 Godrej Industries Ltd. 25-Jan-21 - 5.83% 14 INE499A14CJ6 DCM Shriram Ltd. 21-Jan-21 - 5.83% Sikka Ports & Terminals 15 INE941D14063 25-Jan-21 - 5.83% Ltd. Adani Ports & Special 16 INE742F14OB0 19-Jan-21 - 5.83% Economic Zone Ltd. Krishak Bharati 17 INE775V14182 29-Jan-21 - 5.83% Cooperative Ltd. 18 INE476M14DM1 L&T Housing Finance Ltd. 29-Jan-21 - 3.33% Steel Authority Of India 1 INE114A14JJ6 2-Mar-21 - 5.83% Ltd. 2 INE912E14LI3 SBI Global Factors Ltd. 26-Feb-21 - 6.67% 3 INE028E14HO4 Kotak Securities Ltd. 26-Feb-21 - 6.67% 4 INE445L14BR1 Nabha Power Ltd. 26-Feb-21 - 5.83% 5 INE018A14HT2 Larsen & Toubro Ltd. 26-Feb-21 - 5.83% 6 INE002A14GT8 Reliance Industries Ltd. 25-Feb-21 - 5.83% CRISIL 2 Month Chennai Petroleum 7 INE178A14GD0 18-Feb-21 - 5.83% CP Index Corporation Ltd. 8 INE891K14KA5 Axis Finance Ltd. 15-Feb-21 - 6.67% Reliance Retail Ventures 9 INE929O14131 12-Feb-21 - 5.83% Ltd. Aditya Birla Fashion & 10 INE647O14EI9 12-Feb-21 - 5.83% Retail Ltd. 11 INE463A14JT6 Berger Paints India Ltd. 12-Feb-21 - 5.83% 12 INE191B14432 Welspun Corp Ltd. 12-Feb-21 - 5.83% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 13 INE289B14GW3 Gic Housing Finance Ltd. 12-Feb-21 - 3.33% Sundaram Home Finance 14 INE667F14FK8 26-Feb-21 - 3.33% Ltd. Housing Development 15 INE001A14WK6 24-Feb-21 - 3.33% Finance Corporation Ltd. 16 INE484J14KN4 Godrej Properties Ltd. 1-Mar-21 - 5.83% 17 INE389H14FR0 KEC International Ltd. 22-Feb-21 - 5.83% 18 INE019A14JI9 JSW Steel Ltd. 2-Mar-21 - 5.83% 1 INE018A14ID4 Larsen & Toubro Ltd. 25-Mar-21 - 6.67% 2 INE414G14QJ2 Muthoot Finance Ltd. 18-Mar-21 - 6.67% 3 INE089C14AP2 Sterlite Technologies Ltd. 17-Mar-21 - 6.67% Hindustan Aeronautics 4 INE066F14056 15-Mar-21 - 6.67% Ltd. 5 INE002A14EY3 Reliance Industries Ltd. 15-Mar-21 - 6.67% Birla Group Holdings Pvt. 6 INE09OL14524 15-Mar-21 - 6.67% Ltd. Tata Teleservices 7 INE517B14768 12-Mar-21 - 6.67% (Maharashtra) Ltd. CRISIL 3 Month 8 INE037E14AA9 Tata Teleservices Ltd. 12-Mar-21 - 6.67% CP Index Transport Corporation of 9 INE688A14KL3 12-Mar-21 - 6.67% India Ltd. Small Industries 10 INE556F14HT0 Development Bank Of 12-Mar-21 - 6.67% India 11 INE589A14181 Nlc India Ltd. 11-Mar-21 - 6.67% 12 INE423A14LR0 Adani Enterprises Ltd. 24-Mar-21 - 6.67% 13 INE389H14FU4 KEC International Ltd. 10-Mar-21 - 6.67% 14 INE733E14989 NTPC 9-Mar-21 - 6.67% 15 INE484J14KY1 Godrej Properties Ltd. 30-Mar-21 - 6.67% 1 INE484J14LE1 Godrej Properties Ltd. 15-Jun-21 - 8.75% Torrent Pharmaceuticals 2 INE685A14096 11-Jun-21 - 8.75% Ltd. 3 INE255A14627 Essel Propack Ltd. 9-Jun-21 - 8.75% 4 INE891K14JZ4 Axis Finance Ltd. 8-Jun-21 - 6.67% 5 INE397D14274 Bharti Airtel Ltd. 2-Jun-21 - 8.75% CRISIL 6 Month Tata Teleservices 6 INE517B14727 1-Jun-21 - 8.75% CP Index (Maharashtra) Ltd. National Bank for 7 INE261F14HF6 Agriculture & Rural 1-Jun-21 - 6.67% Development Housing Development 8 INE001A14XG2 28-May-21 - 3.33% Finance Corporation Ltd. 9 INE557F14FB0 National Housing Bank 20-May-21 - 6.67% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 10 INE477A14AV1 CanFin Homes Ltd. 23-Jun-21 - 3.33% National Engineering 11 INE492E14JY7 18-Jun-21 - 8.75% Industries Ltd. Sun Pharmaceutical 12 INE044A14583 15-Jun-21 - 8.75% Industries Ltd. Tata Realty & 13 INE371K14AM4 21-Jun-21 - 8.75% Infrastructure Ltd. 14 INE572E14IH3 PNB Housing Finance Ltd. 23-Jun-21 - 3.33% Fedbank Financial Services 1 INE007N14CU7 17-Dec-21 - 6.67% Ltd. Tata Housing 2 INE582L14GA6 15-Dec-21 - 10.00% Development Co. Ltd. 3 INE763G14JK5 ICICI Securities Ltd. 10-Dec-21 - 6.67% 4 INE245A14EE0 Tata Power Co. Ltd. 2-Dec-21 - 10.00% 5 INE037E14985 Tata Teleservices Ltd. 1-Dec-21 - 10.00% Housing Development 6 INE001A14XE7 29-Nov-21 - 5.00% CRISIL 1 Year CP Finance Corporation Ltd. Index Kotak Mahindra Prime 7 INE916D14V42 29-Nov-21 - 6.67% Ltd. 8 INE267A14465 Hindustan Zinc Ltd. 9-Nov-21 - 10.00% 9 INE423A14LJ7 Adani Enterprises Ltd. 2-Nov-21 - 10.00% Tata Teleservices 10 INE517B14743 1-Dec-21 - 10.00% (Maharashtra) Ltd. 11 INE477A14BC9 CanFin Homes Ltd. 23-Nov-21 - 5.00% Net Magic IT Services Pvt. 12 INE613R14035 15-Nov-21 - 10.00% Ltd. National Cooperative 1 1-Jan-21 - 0.33% INE014N14969 Development Corporation 2 INE445L14BQ3 Nabha Power Ltd. 29-Jan-21 - 0.33% 3 INE498L14AN1 L&T Finance Holdings Ltd. 15-Jan-21 - 0.33% 4 INE909H14OR7 TMF Holdings Ltd. 15-Jan-21 - 0.33% Network 18 Media & 5 15-Jan-21 - 0.33% INE870H14LD7 Invst. Ltd. 6 INE245A14DZ7 Tata Power Co. Ltd. 14-Jan-21 - 0.33% CRISIL Up to 91- National Bank for Day CP Index 7 Agriculture & Rural 14-Jan-21 - 0.33% INE261F14HD1 Development 8 INE589A14157 Nlc India Ltd. 14-Jan-21 - 0.33% 9 INE857Q14717 Tata Cleantech Capital Ltd. 13-Jan-21 - 0.33% 10 INE891K14JS9 Axis Finance Ltd. 13-Jan-21 - 0.33% Aditya Birla Fashion & 11 13-Jan-21 - 0.33% INE647O14EB4 Retail Ltd. 12 INE484J14LC5 Godrej Properties Ltd. 12-Jan-21 - 0.33% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Bharat Heavy Electricals 13 11-Jan-21 - 0.33% INE257A14417 Ltd. 14 INE414G14PW7 Muthoot Finance Ltd. 11-Jan-21 - 0.33% Steel Authority Of India 15 11-Jan-21 - 0.33% INE114A14JG2 Ltd. 16 INE476M14DH1 L&T Housing Finance Ltd. 11-Jan-21 - 0.33% 17 INE601U14GC1 Tata Motors Finance Ltd. 11-Jan-21 - 0.33% 18 INE296A14RB1 Bajaj Finance Ltd. 8-Jan-21 - 0.33% National Cooperative 19 8-Jan-21 - 0.33% INE014N14977 Development Corporation Tata Capital Financial 20 4-Jan-21 - 0.33% INE306N14SJ2 Services Ltd. Mangalore Refinery & 21 4-Jan-21 - 0.33% INE103A14181 Petrochemicals Ltd. 22 INE700G14249 Hdfc Securities Ltd. 12-Jan-21 - 0.33% Steel Authority Of India 23 8-Jan-21 - 0.33% INE114A14JF4 Ltd. Pilani Investment & 24 Industries Corporation 6-Jan-21 - 0.33% INE417C14041 Ltd. Export Import Bank Of 25 4-Jan-21 - 0.33% INE514E14OU6 India 26 INE733E14948 NTPC 1-Feb-21 - 0.44% 27 INE233A14QO9 Godrej Industries Ltd. 1-Feb-21 - 0.44% 28 INE019A14JS8 JSW Steel Ltd. 29-Jan-21 - 0.33% 29 INE481G14CI3 Ultratech Cement Ltd. 29-Jan-21 - 0.33% 30 INE027E14JX3 L&T Finance Ltd. 28-Jan-21 - 0.33% Cholamandalam 31 Investment & Finance Co. 28-Jan-21 - 0.33% INE121A14SZ8 Ltd. Bharat Oman Refineries 32 28-Jan-21 - 0.33% INE322J14147 Ltd. 33 INE660A14VG9 Sundaram Finance Ltd. 28-Jan-21 - 0.33% 34 INE002A14DY5 Reliance Industries Ltd. 27-Jan-21 - 0.33% 35 INE414G14PX5 Muthoot Finance Ltd. 27-Jan-21 - 0.33% 36 INE522D14NB3 Manappuram Finance Ltd. 27-Jan-21 - 0.33% 37 INE628A14EM0 UPL Ltd. 25-Jan-21 - 0.33% Bharat Heavy Electricals 38 25-Jan-21 - 0.33% INE257A14425 Ltd. Housing Development 39 22-Jan-21 - 0.33% INE001A14WY7 Finance Corporation Ltd. 40 INE891K14JU5 Axis Finance Ltd. 21-Jan-21 - 0.33% 41 INE047A14727 Grasim Industries Ltd. 20-Jan-21 - 0.33% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 42 INE729N14FE3 TVS Credit Services Ltd. 20-Jan-21 - 0.33% 43 INE05C614014 Nlc Tamil Nadu Power Ltd. 19-Jan-21 - 0.33% Adani Ports & Special 44 19-Jan-21 - 0.33% INE742F14OB0 Economic Zone Ltd. 45 INE245A14EB6 Tata Power Co. Ltd. 18-Jan-21 - 0.33% Chennai Petroleum 46 18-Jan-21 - 0.33% INE178A14FZ5 Corporation Ltd. Deutsche Investments 47 29-Jan-21 - 0.33% INE144H14DV6 India Pvt. Ltd. 48 INE870D14DL6 National Fertilizers Ltd. 29-Jan-21 - 0.33% 49 INE289B14GT9 Gic Housing Finance Ltd. 15-Jan-21 - 0.33% 50 INE763G14JB4 ICICI Securities Ltd. 29-Jan-21 - 0.33% 51 INE476M14DM1 L&T Housing Finance Ltd. 29-Jan-21 - 0.33% 52 INE110L14NF1 Reliance Jio Infocomm Ltd. 29-Jan-21 - 0.33% 53 INE002A14EA3 Reliance Industries Ltd. 25-Jan-21 - 0.33% 54 INE414G14QA1 Muthoot Finance Ltd. 21-Jan-21 - 0.33% Power Grid Corporation of 55 18-Jan-21 - 0.33% INE752E14443 India Ltd. Housing Development 56 13-Jan-21 - 0.33% INE001A14WG4 Finance Corporation Ltd. 57 INE377Y14710 Bajaj Housing Finance Ltd. 29-Jan-21 - 0.33% L&T Infrastructure Finance 58 29-Jan-21 - 0.33% INE691I14JS7 Co. Ltd. John Deere Financial India 59 29-Jan-21 - 0.33% INE00V214056 Pvt. Ltd. 60 INE04TA14097 Volkswagen India Pvt. Ltd. 29-Jan-21 - 0.33% National Bank for 61 Agriculture & Rural 29-Jan-21 - 0.33% INE261F14GS1 Development Network 18 Media & 62 29-Jan-21 - 0.33% INE870H14KW9 Invst. Ltd. 63 INE865C14FK5 Aditya Birla Money Ltd. 29-Jan-21 - 0.33% Krishak Bharati 64 29-Jan-21 - 0.33% INE775V14182 Cooperative Ltd. 65 INE039C14720 Jamna Auto Industries Ltd. 29-Jan-21 - 0.33% 66 INE028E14HL0 Kotak Securities Ltd. 16-Feb-21 - 0.44% 67 INE729N14FF0 TVS Credit Services Ltd. 16-Feb-21 - 0.44% 68 INE414G14QD5 Muthoot Finance Ltd. 16-Feb-21 - 0.44% 69 INE233A14QS0 Godrej Industries Ltd. 16-Feb-21 - 0.44% Steel Authority Of India 70 12-Feb-21 - 0.44% INE114A14JI8 Ltd. 71 INE859A14097 Pnb Gilts Ltd. 12-Feb-21 - 0.44% 72 INE027E14KA9 L&T Finance Ltd. 11-Feb-21 - 0.44% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 73 INE018A14HZ9 Larsen & Toubro Ltd. 10-Feb-21 - 0.44% 74 INE601U14GG2 Tata Motors Finance Ltd. 10-Feb-21 - 0.44% Housing Development 75 9-Feb-21 - 0.44% INE001A14XA5 Finance Corporation Ltd. 76 INE733E14955 NTPC 8-Feb-21 - 0.44% 77 INE660A14VU0 Sundaram Finance Ltd. 8-Feb-21 - 0.44% 78 INE267A14457 Hindustan Zinc Ltd. 8-Feb-21 - 0.44% Rashtriya Chemicals & 79 8-Feb-21 - 0.44% INE027A14919 Fertilizers Ltd. 80 INE886H14FN4 TV18 Broadcast Ltd. 5-Feb-21 - 0.44% Tata Teleservices 81 5-Feb-21 - 0.44% INE517B14701 (Maharashtra) Ltd. Bharat Heavy Electricals 82 3-Feb-21 - 0.44% INE257A14433 Ltd. 83 INE589A14165 Nlc India Ltd. 3-Feb-21 - 0.44% Oil & Natural Gas 84 2-Feb-21 - 0.44% INE213A14253 Corporation Ltd. National Bank for 85 Agriculture & Rural 1-Feb-21 - 0.44% INE261F14GW3 Development Kotak Mahindra Prime 86 12-Jan-21 - 0.33% INE916D14V00 Ltd. 87 INE216A14132 Britannia Industries Ltd. 8-Jan-21 - 0.33% 88 INE027E14IZ0 L&T Finance Ltd. 14-Jan-21 - 0.33% Himadri Speciality 89 14-Jan-21 - 0.33% INE019C14524 Chemical Ltd. Sudarshan Chemical 90 14-Jan-21 - 0.33% INE659A14430 Industries Ltd. 91 INE769A14635 Aarti Industries Ltd. 13-Jan-21 - 0.33% 92 INE04TA14071 Volkswagen India Pvt. Ltd. 12-Jan-21 - 0.33% 93 INE233A14QK7 Godrej Industries Ltd. 12-Jan-21 - 0.33% 94 INE957N14DP1 Hero Fincorp Ltd. 11-Jan-21 - 0.33% 95 INE486A14EG5 Cesc Ltd. 11-Jan-21 - 0.33% 96 INE423A14LE8 Adani Enterprises Ltd. 11-Jan-21 - 0.33% 97 INE733E14674 NTPC 8-Jan-21 - 0.33% 98 INE886H14FJ2 TV18 Broadcast Ltd. 8-Jan-21 - 0.33% Toyota Financial Services 99 7-Jan-21 - 0.33% INE692Q14AN8 India Ltd. Birla Group Holdings Pvt. 100 7-Jan-21 - 0.33% INE09OL14474 Ltd. Network 18 Media & 101 7-Jan-21 - 0.33% INE870H14LE5 Invst. Ltd. 102 INE403G14MZ0 Standard Chartered 6-Jan-21 - 0.33% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Investments & Loans (India) Ltd. Fedbank Financial Services 103 6-Jan-21 - 0.33% INE007N14CR3 Ltd. 104 INE950M14271 Monte Carlo Fashions Ltd. 5-Jan-21 - 0.33% 105 INE165K14783 Jhajjar Power Ltd. 4-Jan-21 - 0.33% Chennai Petroleum 106 3-Feb-21 - 0.44% INE178A14GB4 Corporation Ltd. 107 INE064C14074 Trident Ltd. 2-Feb-21 - 0.44% 108 INE002A14GS0 Reliance Industries Ltd. 1-Feb-21 - 0.44% 109 INE018A14IB8 Larsen & Toubro Ltd. 29-Jan-21 - 0.33% Cholamandalam 110 Investment & Finance Co. 27-Jan-21 - 0.33% INE121A14TE1 Ltd. Sikka Ports & Terminals 111 25-Jan-21 - 0.33% INE941D14063 Ltd. Jamnagar Utilities & 112 25-Jan-21 - 0.33% INE936D14030 Power Pvt. Ltd. 113 INE423A14LO7 Adani Enterprises Ltd. 22-Jan-21 - 0.33% 114 INE289B14GU7 Gic Housing Finance Ltd. 22-Jan-21 - 0.33% Trust Investment Advisors 115 21-Jan-21 - 0.33% INE723X14808 Pvt. Ltd. 116 INE481G14CL7 Ultratech Cement Ltd. 19-Jan-21 - 0.33% 117 INE700A14796 Jubilant Life Sciences Ltd. 18-Jan-21 - 0.33% Housing Development 118 10-Feb-21 - 0.44% INE001A14WI0 Finance Corporation Ltd. 119 INE912E14LH5 SBI Global Factors Ltd. 10-Feb-21 - 0.44% 120 INE957N14DO4 Hero Fincorp Ltd. 10-Feb-21 - 0.44% 121 INE115A14CL4 LIC Housing Finance Ltd. 9-Feb-21 - 0.44% 122 INE377Y14702 Bajaj Housing Finance Ltd. 27-Jan-21 - 0.33% Tata Capital Housing 123 12-Feb-21 - 0.44% INE033L14KZ9 Finance Ltd. JM Financial Services Pvt. 124 12-Feb-21 - 0.44% INE012I14MD2 Ltd. 125 INE028E14HK2 Kotak Securities Ltd. 12-Feb-21 - 0.44% 126 INE498L14AO9 L&T Finance Holdings Ltd. 12-Mar-21 - 1.49% 127 INE870D14DN2 National Fertilizers Ltd. 2-Mar-21 - 0.44% 128 INE481G14CO1 Ultratech Cement Ltd. 1-Mar-21 - 0.44% 129 INE733E14971 NTPC 26-Feb-21 - 0.44% Birla Group Holdings Pvt. 130 26-Feb-21 - 0.44% INE09OL14516 Ltd. 131 INE05C614022 Nlc Tamil Nadu Power Ltd. 25-Feb-21 - 0.44% 132 INE763G14JI9 ICICI Securities Ltd. 25-Feb-21 - 0.44% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 133 INE860H14R57 Aditya Birla Finance Ltd. 25-Feb-21 - 0.44% Bharat Heavy Electricals 134 24-Feb-21 - 0.44% INE257A14458 Ltd. 135 INE245A14ED2 Tata Power Co. Ltd. 23-Feb-21 - 0.44% 136 INE414G14QF0 Muthoot Finance Ltd. 22-Feb-21 - 0.44% Jamnagar Utilities & 137 22-Feb-21 - 0.44% INE936D14048 Power Pvt. Ltd. 138 INE002A14GQ4 Reliance Industries Ltd. 22-Feb-21 - 0.44% 139 INE589A14173 Nlc India Ltd. 19-Feb-21 - 0.44% Export Import Bank Of 140 18-Feb-21 - 0.44% INE514E14PB3 India Mangalore Refinery & 141 18-Feb-21 - 0.44% INE103A14215 Petrochemicals Ltd. Tata Teleservices 142 18-Feb-21 - 0.44% INE517B14719 (Maharashtra) Ltd. Chambal Fertilizers & 143 18-Feb-21 - 0.44% INE085A14HT1 Chemicals Ltd. National Bank for 144 Agriculture & Rural 18-Feb-21 - 0.44% INE261F14GM4 Development 145 INE018A14IA0 Larsen & Toubro Ltd. 17-Feb-21 - 0.44% Bombay Burmah Trading 146 29-Jan-21 - 0.33% INE050A14549 Corporation Ltd. Power Grid Corporation of 147 29-Jan-21 - 0.33% INE752E14484 India Ltd. Chambal Fertilizers & 148 22-Jan-21 - 0.33% INE085A14HU9 Chemicals Ltd. Volkswagen Finance Pvt. 149 20-Jan-21 - 0.33% INE851M14HF0 Ltd. 150 INE423A14LG3 Adani Enterprises Ltd. 19-Jan-21 - 0.33% Tata Power Renewable 151 18-Jan-21 - 0.33% INE607M14558 Energy Ltd. 152 INE377Y14728 Bajaj Housing Finance Ltd. 28-Jan-21 - 0.33% 153 INE002A14GJ9 Reliance Industries Ltd. 22-Jan-21 - 0.33% 154 INE115A14CK6 LIC Housing Finance Ltd. 22-Jan-21 - 0.33% Kotak Mahindra Prime 155 21-Jan-21 - 0.33% INE916D14S88 Ltd. 156 INE700G14207 Hdfc Securities Ltd. 19-Jan-21 - 0.33% Kotak Mahindra 157 28-Jan-21 - 0.33% INE975F14SQ5 Investments Ltd. 158 INE484J14KI4 Godrej Properties Ltd. 28-Jan-21 - 0.33% 159 INE725H14AE4 Tata Projects Ltd. 28-Jan-21 - 0.33% 160 INE886H14FM6 TV18 Broadcast Ltd. 28-Jan-21 - 0.33% 161 INE001A14WJ8 Housing Development 27-Jan-21 - 0.33% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Finance Corporation Ltd. 162 INE110O14120 Axis Securities Ltd. 27-Jan-21 - 0.33% 163 INE089C14AO5 Sterlite Technologies Ltd. 27-Jan-21 - 0.33% 164 INE331A14KL0 The Ramco Cements Ltd. 27-Jan-21 - 0.33% 165 INE891K14IY9 Axis Finance Ltd. 25-Jan-21 - 0.33% Steel Authority Of India 166 2-Mar-21 - 0.44% INE114A14JJ6 Ltd. 167 INE301A14HQ8 Raymond Ltd. 2-Mar-21 - 0.44% Ski Carbon Black (India) 168 1-Mar-21 - 0.44% INE602T14182 Pvt. Ltd. 169 INE912E14LI3 SBI Global Factors Ltd. 26-Feb-21 - 0.44% 170 INE028E14HO4 Kotak Securities Ltd. 26-Feb-21 - 0.44% 171 INE445L14BR1 Nabha Power Ltd. 26-Feb-21 - 0.44% 172 INE018A14HT2 Larsen & Toubro Ltd. 26-Feb-21 - 0.44% 173 INE002A14GT8 Reliance Industries Ltd. 25-Feb-21 - 0.44% Chennai Petroleum 174 18-Feb-21 - 0.44% INE178A14GD0 Corporation Ltd. 175 INE886H14FQ7 TV18 Broadcast Ltd. 18-Feb-21 - 0.44% 176 INE891K14KA5 Axis Finance Ltd. 15-Feb-21 - 0.44% Julius Baer Capital (India) 177 15-Feb-21 - 0.44% INE824H14DJ8 Pvt. Ltd. Reliance Retail Ventures 178 12-Feb-21 - 0.44% INE929O14131 Ltd. Aditya Birla Fashion & 179 12-Feb-21 - 0.44% INE647O14EI9 Retail Ltd. 180 INE463A14JT6 Berger Paints India Ltd. 12-Feb-21 - 0.44% 181 INE191B14432 Welspun Corp Ltd. 12-Feb-21 - 0.44% 182 INE289B14GW3 Gic Housing Finance Ltd. 12-Feb-21 - 0.44% 183 INE423A14LT6 Adani Enterprises Ltd. 5-Feb-21 - 0.44% Adani Ports & Special 184 4-Feb-21 - 0.44% INE742F14OF1 Economic Zone Ltd. Housing Development 185 24-Feb-21 - 0.44% INE001A14WK6 Finance Corporation Ltd. 186 INE018A14ID4 Larsen & Toubro Ltd. 25-Mar-21 - 1.49% 187 INE414G14QJ2 Muthoot Finance Ltd. 18-Mar-21 - 1.49% Julius Baer Capital (India) 188 18-Mar-21 - 1.49% INE824H14DF6 Pvt. Ltd. Hindustan Aeronautics 189 15-Mar-21 - 1.49% INE066F14056 Ltd. 190 INE002A14EY3 Reliance Industries Ltd. 15-Mar-21 - 1.49% Birla Group Holdings Pvt. 191 15-Mar-21 - 1.49% INE09OL14524 Ltd. 192 INE517B14768 Tata Teleservices 12-Mar-21 - 1.49% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights (Maharashtra) Ltd. 193 INE037E14AA9 Tata Teleservices Ltd. 12-Mar-21 - 1.49% Small Industries 194 Development Bank Of 12-Mar-21 - 1.49% INE556F14HT0 India 195 INE589A14181 Nlc India Ltd. 11-Mar-21 - 1.49% Bharat Heavy Electricals 196 10-Mar-21 - 1.49% INE257A14466 Ltd. 197 INE119A14674 Balrampur Chini Mills Ltd. 10-Mar-21 - 1.49% 198 INE733E14989 NTPC 9-Mar-21 - 1.49% 199 INE870D14DO0 National Fertilizers Ltd. 9-Mar-21 - 1.49% 200 INE700G14314 Hdfc Securities Ltd. 9-Mar-21 - 1.49% Mangalore Refinery & 201 8-Mar-21 - 1.49% INE103A14223 Petrochemicals Ltd. 202 INE601U14GM0 Tata Motors Finance Ltd. 8-Mar-21 - 1.49% Steel Authority Of India 203 8-Mar-21 - 1.49% INE114A14JL2 Ltd. 204 INE397D14266 Bharti Airtel Ltd. 4-Mar-21 - 1.49% Chennai Petroleum 205 3-Mar-21 - 1.49% INE178A14GF5 Corporation Ltd.

1 IN1220200175 Assam 9-Dec-30 6.62% 4.26%

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

3 IN1520200214 Gujarat 25-Nov-30 6.50% 7.39%

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

5 IN1920200491 Karnataka 16-Dec-30 6.52% 10.77%

CRISIL 10 Year 6 IN2020200118 Kerala 3-Jun-30 6.55% 6.58% SDL Index 7 IN2220200322 Maharashtra 25-Nov-30 6.52% 6.55%

8 IN2820200151 Punjab 18-Nov-30 6.60% 5.13%

9 IN2920200515 Rajasthan 9-Dec-30 6.60% 8.05%

10 IN3120200222 Tamil Nadu 22-Jul-30 6.33% 5.82%

11 IN3320200196 Uttar Pradesh 16-Dec-30 6.56% 22.20% 12 IN3420200096 West Bengal 26-Aug-30 6.68% 11.03% 1 IN0020110022 7.80% CGL 2021 11-Apr-21 7.80% 0.88% CRISIL Broad 2 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 0.65% Based Gilt Index 3 IN0020010040 10.25% CGL 2021 30-May-21 10.25% 0.20% 4 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 0.52% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 5 IN0020110030 08.79% CGL 2021 8-Nov-21 8.79% 1.15% 6 IN0020060037 08.20% CGL 2022 15-Feb-22 8.20% 0.78% 7 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 0.91% 8 IN0020020072 08.35% CGL 2022 14-May-22 8.35% 0.81% 9 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 1.14% 10 IN0020070028 08.08% GOVT.STOCK 2022 2-Aug-22 8.08% 0.98% 11 IN0020039031 05.87% CGL 2022 28-Aug-22 5.87% 0.17% 12 IN0020070051 8.13% CGL 2022 21-Sep-22 8.13% 1.04% 13 IN0020200260 03.96 GS 2022 9-Nov-22 3.96% 0.09% 14 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 1.35% 15 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 0.61% 16 IN0020030014 06.30% CGL 2023 9-Apr-23 6.30% 0.20% 17 IN0020030055 06.17% CGL 2023 12-Jun-23 6.17% 0.21% 18 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 1.18% 19 IN0020200211 04.48% GS 2023 2-Nov-23 4.48% 0.37% 20 IN0020130061 8.83% CGL 2023 25-Nov-23 8.83% 1.27% 21 IN0020150010 07.68% GS 2023 15-Dec-23 7.68% 1.35% 22 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 1.33% 23 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 0.80% 24 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 1.22% 25 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 1.56% 26 IN0020110048 09.15% CGL 2024 14-Nov-24 9.15% 1.29% 27 IN0020150036 07.72% GS 2025 25-May-25 7.72% 1.38% 28 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 1.81% 29 IN0020120047 8.20% CGL 2025 24-Sep-25 8.20% 1.38% 30 IN0020030071 05.97 GS 2025 25-Sep-25 5.97% 0.26% 31 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 0.48% 32 IN0020150093 07.59% GS 2026 11-Jan-26 7.59% 1.82% 33 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 0.92% 34 IN0020120039 8.33% CGL 2026 9-Jul-26 8.33% 1.33% 35 IN0020160035 06.97% GS 2026 6-Sep-26 6.97% 1.38% 36 IN0020010081 10.18% CGL 2026 11-Sep-26 10.18% 0.23% 37 IN0020140060 8.15% GS 2026 24-Nov-26 8.15% 1.27% 38 IN0020060078 08.24% CGL 2027 15-Feb-27 8.24% 1.71% 39 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 1.85% 40 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 8.26% 1.50% 41 IN0020070069 08.28% CGL 2027 21-Sep-27 8.28% 1.38% 42 IN0020020247 06.01% CGL 2028 25-Mar-28 6.01% 0.23% 43 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 1.73% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 44 IN0020140011 08.60% CGL 2028 2-Jun-28 8.60% 1.29% 45 IN0020030022 06.13% CGL 2028 4-Jun-28 6.13% 0.17% 46 IN0020150069 07.59% GS 2029 20-Mar-29 7.59% 1.48% 47 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 1.82% 48 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 1.76% 49 IN0020160118 06.79% GS 2029 26-Dec-29 6.79% 1.82% 50 IN0020150028 07.88% GS 2030 19-Mar-30 7.88% 1.36% 51 IN0020160019 07.61 GS 2030 9-May-30 7.61% 1.55% 52 IN0020200070 05.79 GS 2030 11-May-30 5.79% 1.71% 53 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 1.89% 54 IN0020130053 09.20% CGL 2030 30-Sep-30 9.20% 0.95% 55 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 0.26% 56 IN0020110055 08.97% CGL 2030 5-Dec-30 8.97% 1.38% 57 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 1.62% 58 IN0020060086 08.28% GOVT.STOCK 2032 15-Feb-32 8.28% 1.39% 59 IN0020070044 08.32% CGL 2032 2-Aug-32 8.32% 1.37% 60 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 1.85% 61 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 1.85% 62 IN0020140052 08.24% GOI 2033 10-Nov-33 8.24% 1.52% 63 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 1.13% 64 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 1.52% 65 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 1.95% 66 IN0020150051 7.73% GS 2034 19-Dec-34 7.73% 1.53% 67 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 0.55% 68 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 1.52% 69 IN0020060045 08.33% CGL 2036 7-Jun-36 8.33% 1.32% 70 IN0020080050 06.83% GOVT.STOCK 2039 19-Jan-39 6.83% 0.20% 71 IN0020190024 07.62% GS 2039 15-Sep-39 7.62% 0.58% 72 IN0020100031 08.30% GOVT.STOCK 2040 2-Jul-40 8.30% 1.38% 73 IN0020110063 08.83% GOVT.STOCK 2041 12-Dec-41 8.83% 1.38% 74 IN0020120062 8.30% GS 2042 31-Dec-42 8.30% 1.60% 75 IN0020190040 07.69% GS 2043 17-Jun-43 7.69% 0.57% 76 IN0020130079 9.23% GS 2043 23-Dec-43 9.23% 1.22% 77 IN0020140078 08.17% GS 2044 1-Dec-44 8.17% 1.49% 78 IN0020150044 08.13% GS 2045 22-Jun-45 8.13% 1.50% 79 IN0020160068 7.06% GS 2046 10-Oct-46 7.06% 1.53% 80 IN0020190032 07.72% GS 2049 15-Jun-49 7.72% 1.29% 81 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 1.53% 82 IN0020200252 06.67% GS 2050 17-Dec-50 6.67% 0.31% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 83 IN0020160092 06.62% GS 2051 28-Nov-51 6.62% 0.84% 84 IN0020150077 07.72% GS 2055 26-Oct-55 7.72% 1.53% 85 IN0020190057 07.63 GS 2059 17-Jun-59 7.63% 1.28% 86 IN0020200039 07.19 GS 2060 15-Sep-60 7.19% 1.51% 87 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 0.94% 1 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 4.06% 2 IN0020060086 08.28% GOVT.STOCK 2032 15-Feb-32 8.28% 3.49% 3 IN0020070044 08.32% CGL 2032 2-Aug-32 8.32% 3.44% 4 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 4.66% 5 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 4.65% 6 IN0020140052 08.24% GOI 2033 10-Nov-33 8.24% 3.82% 7 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 2.84% 8 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 3.82% 9 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 4.89% 10 IN0020150051 7.73% GS 2034 19-Dec-34 7.73% 3.85% 11 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 1.39% 12 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 3.82% 13 IN0020060045 08.33% CGL 2036 7-Jun-36 8.33% 3.31% 14 IN0020080050 06.83% GOVT.STOCK 2039 19-Jan-39 6.83% 0.50% CRISIL Broad 15 IN0020190024 07.62% GS 2039 15-Sep-39 7.62% 1.47% Based Long Term 16 IN0020100031 08.30% GOVT.STOCK 2040 2-Jul-40 8.30% 3.47% Gilt Index 17 IN0020110063 08.83% GOVT.STOCK 2041 12-Dec-41 8.83% 3.47% 18 IN0020120062 8.30% GS 2042 31-Dec-42 8.30% 4.03% 19 IN0020190040 07.69% GS 2043 17-Jun-43 7.69% 1.42% 20 IN0020130079 9.23% GS 2043 23-Dec-43 9.23% 3.06% 21 IN0020140078 08.17% GS 2044 1-Dec-44 8.17% 3.74% 22 IN0020150044 08.13% GS 2045 22-Jun-45 8.13% 3.77% 23 IN0020160068 7.06% GS 2046 10-Oct-46 7.06% 3.85% 24 IN0020190032 07.72% GS 2049 15-Jun-49 7.72% 3.23% 25 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 3.84% 26 IN0020200252 06.67% GS 2050 17-Dec-50 6.67% 0.77% 27 IN0020160092 06.62% GS 2051 28-Nov-51 6.62% 2.12% 28 IN0020150077 07.72% GS 2055 26-Oct-55 7.72% 3.85% 29 IN0020190057 07.63 GS 2059 17-Jun-59 7.63% 3.21% 30 IN0020200039 07.19 GS 2060 15-Sep-60 7.19% 3.79% 31 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 2.37% CRISIL Broad 1 IN0020150093 07.59% GS 2026 11-Jan-26 7.59% 5.56% Based Medium 2 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 2.82% Term Gilt Index 3 IN0020120039 8.33% CGL 2026 9-Jul-26 8.33% 4.07% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 4 IN0020160035 06.97% GS 2026 6-Sep-26 6.97% 4.19% 5 IN0020010081 10.18% CGL 2026 11-Sep-26 10.18% 0.70% 6 IN0020140060 8.15% GS 2026 24-Nov-26 8.15% 3.88% 7 IN0020060078 08.24% CGL 2027 15-Feb-27 8.24% 5.21% 8 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 5.66% 9 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 8.26% 4.57% 10 IN0020070069 08.28% CGL 2027 21-Sep-27 8.28% 4.21% 11 IN0020020247 06.01% CGL 2028 25-Mar-28 6.01% 0.70% 12 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 5.29% 13 IN0020140011 08.60% CGL 2028 2-Jun-28 8.60% 3.93% 14 IN0020030022 06.13% CGL 2028 4-Jun-28 6.13% 0.51% 15 IN0020150069 07.59% GS 2029 20-Mar-29 7.59% 4.50% 16 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 5.55% 17 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 5.37% 18 IN0020160118 06.79% GS 2029 26-Dec-29 6.79% 5.55% 19 IN0020150028 07.88% GS 2030 19-Mar-30 7.88% 4.16% 20 IN0020160019 07.61 GS 2030 9-May-30 7.61% 4.72% 21 IN0020200070 05.79 GS 2030 11-May-30 5.79% 5.22% 22 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 5.75% 23 IN0020130053 09.20% CGL 2030 30-Sep-30 9.20% 2.89% 24 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 0.79% 25 IN0020110055 08.97% CGL 2030 5-Dec-30 8.97% 4.21% 1 IN0020110022 7.80% CGL 2021 11-Apr-21 7.80% 3.22% 2 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 2.38% 3 IN0020010040 10.25% CGL 2021 30-May-21 10.25% 0.74% 4 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 1.91% 5 IN0020110030 08.79% CGL 2021 8-Nov-21 8.79% 4.21% 6 IN0020060037 08.20% CGL 2022 15-Feb-22 8.20% 2.85% 7 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 3.30% CRISIL Broad 8 IN0020020072 08.35% CGL 2022 14-May-22 8.35% 2.96% Based Short Term 9 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 4.18% Gilt Index 10 IN0020070028 08.08% GOVT.STOCK 2022 2-Aug-22 8.08% 3.58% 11 IN0020039031 05.87% CGL 2022 28-Aug-22 5.87% 0.62% 12 IN0020070051 8.13% CGL 2022 21-Sep-22 8.13% 3.78% 13 IN0020200260 03.96 GS 2022 9-Nov-22 3.96% 0.34% 14 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 4.94% 15 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 2.24% 16 IN0020030014 06.30% CGL 2023 9-Apr-23 6.30% 0.73% 17 IN0020030055 06.17% CGL 2023 12-Jun-23 6.17% 0.78% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 18 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 4.31% 19 IN0020200211 04.48% GS 2023 2-Nov-23 4.48% 1.34% 20 IN0020130061 8.83% CGL 2023 25-Nov-23 8.83% 4.64% 21 IN0020150010 07.68% GS 2023 15-Dec-23 7.68% 4.93% 22 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 4.87% 23 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 2.93% 24 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 4.45% 25 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 5.71% 26 IN0020110048 09.15% CGL 2024 14-Nov-24 9.15% 4.70% 27 IN0020150036 07.72% GS 2025 25-May-25 7.72% 5.04% 28 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 6.60% 29 IN0020120047 8.20% CGL 2025 24-Sep-25 8.20% 5.04% 30 IN0020030071 05.97 GS 2025 25-Sep-25 5.97% 0.93% 31 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 1.73% CRISIL 10 Year 1 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 100.00% Gilt 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 1 st working day of every fortnight. Portfolio Parameters – 01 January 2021

Average Average Average Average Index Macaulay Maturity MD YTM Duration CRISIL Composite CD Index 0.3553 0.3424 3.48% 0.36 CRISIL Composite CP Index 0.2270 0.2177 3.99% 0.23 CRISIL Composite T-Bill Index 0.4912 0.4755 3.19% 0.49 CRISIL Composite Bond Fund Index 7.6388 5.4593 5.80% 5.69 CRISIL Short Term Bond Fund Index 2.3988 2.0842 4.75% 2.18 CRISIL Liquid Fund Index 0.0933 0.0902 3.32% 0.09 CRISIL Low Duration Debt Index 0.8076 0.7408 4.18% 0.78 CRISIL Ultra Short Term Debt Index 0.4064 0.3838 3.88% 0.40 CRISIL Money Market Index 0.3107 0.2993 3.71% 0.31 CRISIL Medium Term Debt Index 4.4081 3.6157 5.54% 3.80 CRISIL Medium To Long Term Debt Index 8.2720 5.9406 6.14% 6.21 CRISIL Long Term Debt Index 12.7560 7.9625 6.67% 8.34 CRISIL Corporate Bond Composite Index 5.4717 3.9562 6.01% 4.19 CRISIL Long Term Corporate Bond Index 10.8408 7.0572 7.34% 7.51 CRISIL Medium Term Corporate Bond Index 4.1229 3.4410 5.95% 3.64 CRISIL Short Term Corporate Bond Index 1.8914 1.7015 5.06% 1.79 CRISIL Composite Credit Risk Index 4.1472 3.0694 7.75% 3.27 CRISIL Medium Term Credit Risk Index 2.5067 2.1057 7.33% 2.24 CRISIL Banking and PSU Debt Index 4.2385 3.1117 5.22% 3.29 CRISIL Short Term Credit Risk Index 1.6088 1.4169 6.95% 1.51 CRISIL Dynamic Debt Index 7.3888 5.3308 5.89% 5.57 CRISIL Composite AA Long Term Bond Index 7.8588 5.1368 9.58% 5.59 CRISIL Composite AA Medium Term Bond Index 3.7760 3.0299 8.26% 3.23 CRISIL Composite AA Short Term Bond Index 1.6258 1.4317 6.49% 1.52 CRISIL FPI Index 8.4053 5.8721 6.16% 6.16 CRISIL Money Market Index-Insurance 0.5785 0.5573 3.64% 0.58 CRISIL AAA Long Term Bond Index 11.3798 7.4137 6.87% 7.87 CRISIL AAA Medium Term Bond Index 4.1971 3.5252 5.49% 3.72 CRISIL AAA Short Term Bond Index 1.9837 1.7954 4.56% 1.88 CRISIL AA Long Term Bond Index 8.4402 5.3335 10.17% 5.82 CRISIL AA Medium Term Bond Index 3.6731 3.0336 7.99% 3.23 CRISIL AA Short Term Bond Index 1.6143 1.4092 7.16% 1.51 CRISIL AA and AA+ Long Term Bond Index 7.3693 5.0061 8.36% 5.40 CRISIL AA and AA+ Medium Term Bond Index 4.0061 3.2541 7.37% 3.45 CRISIL AA and AA+ Short Term Bond Index 1.7626 1.5510 6.37% 1.66 CRISIL AA+ Long Term Bond Index 6.5964 4.7299 7.55% 5.07 CRISIL AA+ Medium Term Bond Index 4.1726 3.3644 7.06% 3.57 Average Average Average Average Index Macaulay Maturity MD YTM Duration CRISIL AA+ Short Term Bond Index 1.8462 1.6448 5.37% 1.73 CRISIL AA- Long Term Bond Index 6.7653 4.7458 9.26% 5.19 CRISIL AA- Medium Term Bond Index 3.7397 2.9066 8.95% 3.11 CRISIL AA- Short Term Bond Index 1.2510 1.0870 7.43% 1.17 CRISIL Medium to Long Term Banking Debt Index 5.1798 3.9563 6.91% 4.22 CRISIL Short Term Banking Debt Index 1.2243 1.1045 6.03% 1.17 CRISIL Medium to Long Term PSU Debt Index 9.3838 6.3142 6.17% 6.67 CRISIL Short Term PSU Debt Index 2.0350 1.8341 4.31% 1.92 CRISIL A Medium To Long Term Bond Index 5.4275 3.5391 12.21% 3.65 CRISIL A Medium Term Bond Index 3.7493 2.7619 12.12% 2.88 CRISIL A Short Term Bond Index 1.3418 1.1292 11.88% 1.21 CRISIL AAA up to 1 Year Short Term Bond Index 0.7394 0.7117 3.78% 0.74 CRISIL AAA 1 to 3 Year Short Term Bond Index 2.1777 1.9609 4.67% 2.05 CRISIL AA and AA+ up to 1 Year Short Term Bond Index 0.5572 0.5186 5.58% 0.55 CRISIL AA and AA+ 1 to 3 Year Short Term Bond Index 1.9370 1.7169 5.86% 1.82 CRISIL 10 Year Gilt Index 9.5918 7.1028 5.89% 7.31 CRISIL Dynamic Gilt Index 7.1362 5.4152 5.45% 5.57 CRISIL Long Term Gilt Index 14.7946 8.8472 6.28% 9.13 CRISIL Medium Term Gilt Index 7.5635 5.7840 5.71% 5.95 CRISIL Short Term Gilt Index 3.1928 2.8349 4.47% 2.90 CRISIL Composite Gilt Index 10.0470 7.1360 5.93% 7.35 CRISIL 1 Month CD Index 0.0566 0.0548 3.39% 0.06 CRISIL 2 Month CD Index 0.1373 0.1328 3.35% 0.14 CRISIL 3 Month CD Index 0.1896 0.1837 3.19% 0.19 CRISIL 6 Month CD Index 0.4227 0.4080 3.62% 0.42 CRISIL 1 Year CD Index 0.9329 0.8964 4.08% 0.93 CRISIL 1 Month CP Index 0.0608 0.0585 3.80% 0.06 CRISIL 2 Month CP Index 0.1407 0.1359 3.47% 0.14 CRISIL 3 Month CP Index 0.2022 0.1942 4.13% 0.20 CRISIL 6 Month CP Index 0.4366 0.4185 4.31% 0.44 CRISIL 1 Year CP Index 0.9037 0.8575 5.43% 0.90 CRISIL 10 Year SDL Index 9.7814 7.0637 6.52% 7.29 CRISIL 1 Month T-Bill Index 0.0959 0.0931 2.95% 0.10 CRISIL 2 Month T-Bill Index 0.1726 0.1677 2.94% 0.17 CRISIL 91 day T-Bill Index 0.2493 0.2420 3.01% 0.25 CRISIL 182 day T-bill index 0.4986 0.4827 3.31% 0.50 CRISIL 1 Year T-Bill Index 0.9973 0.9643 3.42% 1.00 CRISIL Overnight Index 0.0027 0.0027 2.75% 0.00 CRISIL Broad Based Gilt Index 11.4572 6.6034 5.62% 6.80 CRISIL Broad Based Long Term Gilt Index 20.6721 10.2459 6.41% 10.58 Average Average Average Average Index Macaulay Maturity MD YTM Duration CRISIL Broad Based Medium Term Gilt Index 7.6041 5.7247 5.76% 5.89 CRISIL Broad Based Short Term Gilt Index 2.6798 2.3622 4.29% 2.42 CRISIL Up to 91-Day CD Index 0.1138 0.1102 3.27% 0.11 CRISIL Up to 91-Day CP Index 0.1166 0.1127 3.53% 0.12 Composite Index Weights

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

Apr-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

Apr-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

Apr-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

Apr-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

Apr-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 2 Month CD Index 36% CRISIL Composite CD Index CRISIL 3 Month CD Index 33% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Apr-20

CRISIL 6 Month CD Index 9%

CRISIL 1 Year CD Index 22%

CRISIL 2 Month CP Index 32%

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%

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

Apr-20

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 AAA Long Term Bond Index 28%

CRISIL AAA Medium Term Bond Index 15%

CRISIL Dynamic Debt Index 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% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Apr-20

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 FPI Index CRISIL AA and AA+ Long Term Bond Index 3%

CRISIL AA and AA+ Medium Term Bond Index 1%

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

ISIN Benchmark Security Name Maturity From To IN0020000116 11.50% CGL 2011 24-Nov-11 01-Sep-01 31-Jan-02 IN0020000066 11.03% CGL 2012 18-Jul-12 01-Feb-02 19-May-02 IN0020020056 07.40% CGL 2012 03-May-12 20-May-02 31-Dec-02 IN0020010032 09.81% CGL 2013 30-May-13 01-Jan-03 31-Aug-03 IN0020020122 07.27% CGL 2013 03-Sep-13 01-Sep-03 31-Dec-03 IN0020020049 07.37% CGL 2014 16-Apr-14 01-Jan-04 31-Dec-04 IN0020020130 07.38% CGL 2015 03-Sep-15 01-Jan-05 12-Apr-06 IN0020060219 07.59% CGL 2016 12-Apr-16 13-Apr-06 01-Jan-07 ISIN Benchmark Security Name Maturity From To IN0020010107 08.07% CGL 2017 15-Jan-17 02-Jan-07 18-Jul-07 IN0020020031 07.49% CGL 2017 16-Apr-17 19-Jul-07 04-Sep-07 IN0020070010 07.99% CGL 2017 09-Jul-17 05-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 02-Feb-19 13-Feb-09 13-Jul-09 IN0020090042 06.90% CGL 2019 13-Jul-19 14-Jul-09 02-Nov-09 IN0020020171 06.35% CGL 2020 02-Jan-20 03-Nov -09 09-May-10 IN0020100015 07.80% CGL 2020 03-May-20 10-May-10 10-Apr-11 IN0020110022 07.80% CGL 2021 11-Apr-21 11-Apr-11 07-Nov-11 IN0020110030 08.79% CGL 2021 08-Nov-21 08-Nov-11 01-Jul-12 IN0020120013 08.15% CGL 2022 11-Jun-22 02-Jul-12 24-June-13 IN0020130012 07.16% CGL 2023 20-May-23 25-June-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 08-Feb-16 IN0020150093 07.59% GS 2026 11-Jan-26 09-Feb-16 04-Oct-16 IN0020160035 06.97% GS 2026 06-Sep-26 05-Oct-16 19-Jun-17 IN0020170026 06.79% GS 2027 15-May-27 20-Jun-17 01-Feb-18 IN0020170174 07.17% CGL 2028 08-Jan-28 02-Feb-18 04-Mar-19 IN0020180454 7.26% GS 2029 14-Jan-29 05-Mar-19 17-Nov-19 IN0020190362 06.45% CGL 2029 07-Oct-29 18-Nov-19 14-June-20 IN0020200070 05.79% GS 2030 11-May-30 15-June-20 24-Aug-20 IN0020200153 05.77% GS 2030 03-Aug-30 25-Aug-20 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

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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 w ith 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 Short Term Credit 14 AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds w ith residual maturities up 31-Mar-02 Risk Index to 3 years. To track the performance of a debt portfolio that includes government 15 CRISIL Dynamic Debt Index 31-Mar-02 securities and AAA/AA+/AA rated corporate bonds across maturities Gilt Indices To track the performance of a portfolio comprising of most liquid 16 CRISIL Dynamic Gilt Index 1-Jan-97 government securities w ithout any maturity constraints.

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Sr. Inception Index Objective No. date CRISIL Short Term Gilt To track the performance of a portfolio of government securities w ith 17 1-Oct-04 Index residual maturity up to five years CRISIL Medium Term Gilt To track the performance of a portfolio of government securities w ith 18 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 w ith 19 1-Oct-04 Index residual maturity greater than ten years To track the performance of a portfolio comprising most liquid government CRISIL Composite Gilt 20 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 21 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 22 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of AAA CRISIL AAA Medium Term 23 rated corporate bonds w ith 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 24 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity up to three years To track the performance of a long-term debt portfolio consisting of "AA", CRISIL Composite AA Long 25 "AA+" and "AA-" rated corporate bonds w ith 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 26 "AA", "AA+" and "AA-" rated corporate bonds w ith 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 27 "AA+" and "AA-" rated corporate bonds w ith 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 28 rated and "AA+" rated corporate bonds w ith 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+ 29 rated and "AA+" rated corporate bonds w ith 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 30 rated and "AA+" rated corporate bonds w ith 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" 31 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity greater than five 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 w ith 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 w ith residual maturity greater than five years

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Sr. Inception Index Objective No. date To track the performance of a medium-term debt portfolio consisting of "AA" CRISIL AA Medium Term 34 rated corporate bonds w ith 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 35 "AA+" rated corporate bonds w ith 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 36 " rated corporate bonds w ith 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" 37 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity up to three 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 w ith 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 w ith residual maturity up to three years CRISIL A Medium to Long To track the performance of a medium to long-term debt portfolio consisting 40 31-Mar-02 Term Bond Index of A rated corporate bonds w ith residual maturity greater than three years CRISIL A Short Term Bond To track the performance of a short-term debt portfolio consisting of A rated 41 31-Mar-02 Index corporate bonds w ith 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 42 31-Mar-02 Short Term Bond Index rated corporate bonds w ith 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 43 Short Term Bond Index rated corporate bonds w ith residual maturity greater than one and up to 31-Mar-02 three years CRISIL AA and AA+ up to To track the performance of a short-term debt portfolio consisting of AA and 44 1 Year Short Term Bond 31-Mar-02 Index AA+ rated corporate bonds w ith 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 45 Year Short Term Bond AA+ rated corporate bonds w ith 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 - 46 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 47 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 - 48 of the S&P BSE 200 TR(35%) and CRISIL Composite Bond Fund Index 31-Mar-02 Conservative Index (65%) To track the performance of a debt-oriented hybrid portfolio having a blend CRISIL Hybrid 85+15 - 49 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 50 31-Mar-02 Hybrid 60+40 Fund Index of S&P BSE 200 TR(40%) and CRISIL Short Term Bond Fund Index (60%).

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Sr. Inception Index Objective No. date CRISIL Short Term Debt To track the performance of a debt-oriented hybrid portfolio having a blend 51 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 - 52 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 53 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 54 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 55 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 w ith a 100% 56 CRISIL Overnight Index 17-Sep-03 allocation to TREPS To track the performance of a portfolio of CDs w ith residual maturity around 57 CRISIL 1 Month CD Index 31-Mar-02 1 month To track the performance of a portfolio of CDs w ith residual maturity around 58 CRISIL 2 Month CD Index 31-Mar-02 2 months To track the performance of a portfolio of CDs w ith residual maturity around 59 CRISIL 3 Month CD Index 31-Mar-02 3 months To track the performance of a portfolio of CDs w ith residual maturity around 60 CRISIL 6 Month CD Index 31-Mar-02 6 months To track the performance of a portfolio of CDs w ith residual maturity around 61 CRISIL 1 Year CD Index 31-Mar-02 1 year CRISIL Composite CD 62 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 w ith residual maturity up to 63 02-Apr-20 Index 91 days To track the performance of a portfolio of CPs w ith residual maturity around 64 CRISIL 1 Month CP Index 31-Mar-02 1 month To track the performance of a portfolio of CPs w ith residual maturity around 65 CRISIL 2 Month CP Index 31-Mar-02 2 months To track the performance of a portfolio of CPs w ith residual maturity around 66 CRISIL 3 Month CP Index 31-Mar-02 3 months To track the performance of a portfolio of CPs w ith residual maturity around 67 CRISIL 6 Month CP Index 31-Mar-02 6 months To track the performance of a portfolio of CPs w ith residual maturity around 68 CRISIL 1 Year CP Index 31-Mar-02 1 year CRISIL Composite CP 69 To track the performance of a portfolio of CPs across maturities 30-Apr-07 Index

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Sr. Inception Index Objective No. date CRISIL Up to 91-Day CP To track the performance of a portfolio of CPs w ith residual maturity up to 70 02-Apr-20 Index 91 days 71 CRISIL 1 Month T-bill Index To track the performance of 1 Month T-Bill 31-Mar-02 72 CRISIL 2 Month T-bill Index To track the performance of 2 Month T-Bill 31-Mar-02 73 CRISIL 91 Day T-bill Index To track the performance of the 'on-the-run' 91 Day T-Bill 1-Jan-95 74 CRISIL 182 day T-Bill Index To track the performance of the ‘on-the-run’ 182 Day T-Bill 31-Mar-02 75 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 76 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 77 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 78 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 79 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 80 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) 81 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 82 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 83 25-Aug-98 Index denomination CRISIL 10 Year Gilt Dollar To track the performance of CRISIL 10 Year Gilt Index converted in USD 84 1-Sep-01 Index denomination To track the performance of CRISIL Gilt Index converted in USD 85 CRISIL Gilt Dollar Index 25-Aug-98 denomination 86 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 87 31-Mar-02 Term Banking Debt Index issued by Banks w ith residual maturity greater than 3 years CRISIL Short Term Banking To track the performance of a debt portfolio that includes corporate bonds 88 31-Mar-02 Debt Index issued by Banks w ith residual maturity up to 3 years To track the performance of a debt portfolio that includes corporate bonds CRISIL Medium to Long 89 issued by Public Sector Units (PSU) w ith 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 90 31-Mar-02 Debt Index issued by Public Sector Units (PSU) w ith residual maturity up to 3 years

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Sr. Inception Index Objective No. date To track the performance of a debt portfolio that includes corporate bonds CRISIL Banking and PSU 91 issued by Public Sector Units (PSU) and Banks along w ith 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 92 CRISIL FPI Index government securities and AAA/AA rated corporate bonds, w hich w ill be 31-Aug-11 compliant to the regulatory guidelines put forth for Foreign Portfolio Investors w ith regards to the fixed income market. SDL Indices To track the performance of a portfolio comprising of state development 93 CRISIL 10 Year SDL Index loans issued by the state governments in India w ith 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 94 01-Oct-04 Index securities, across maturities. CRISIL Broad Based Short To track the performance of a portfolio comprising of all government 95 01-Oct-04 Term Gilt Index securities w ith residual maturity up to 5 years. 96 CRISIL Broad Based To track the performance of a portfolio comprising of all government 01-Oct-04 Medium Term Gilt Index securities w ith 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 97 01-Oct-04 Term Gilt Index securities w ith residual maturity greater than 10 years.

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About CRISIL Limited CRISIL is a leading agile and innovative, global analytics company driven by its mission of making markets function better. We are India’s foremost provider of ratings, data, research, analytics and solutions. A strong track record of growth, culture of innovation and global footprint sets us apart. We have delivered independent opinions, actionable insights, and efficient solutions to over 1, 00,000 customers. We are majority owned by S&P Global Inc., a leading provider of transparent and independent ratings, benchmarks, analytics and data to the capital and commodity markets worldwide.

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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). How ever, 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), w hich 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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