CRISIL Indices Factsheet March 15 2021

Home , Bandhan Bank, CRISIL, LIC Housing Finance, RBL Bank, Svatantra Microfin

CRISIL Indices Factsheet

March 15, 2021

1 Table of Contents

Constituent Details – 15 March 2021 ...... 3 Portfolio Parameters – 15 March 2021 ...... 38 Composite Index Weights ...... 41 Features and Methodology...... 51 Weighing Approach/Methodology...... 57 List of CRISIL Indices – Objectives and Inception Dates ...... 72

Constituent Details – 15 March 2021

The securities that would form a part of the indices with effect from 15 March 2021 are as follows:

Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Bharat Sanchar Nigam 1 INE103D08021 23-Sep-30 6.79% 7.46% Ltd. 06.79% 23-Sep-2030 FCI 06.65% (Series IX ) 2 INE861G08076 23-Oct-30 6.65% 10.00% 23-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 8 INE261F08CP8 LTIF G POC 1) 04-Dec- 4-Dec-30 6.44% 10.00% 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 12 INE306N08383 Bond A FY 2020-21) 17- 17-Sep-30 7.60% 7.77% Sep-2030 Exim Bank 05.85% 1 INE514E08FV4 (Series W02 2025) 12- 12-Sep-25 5.85% 6.27% Sep-2025 HPCL 07.00% (Series II) 2 INE094A08036 14-Aug-24 7.00% 5.07% 14-Aug-2024 HDFC 05.78% (Series Y- CRISIL AAA Medium 3 INE001A07ST9 25-Nov-25 5.78% 10.00% 002) 25-Nov-2025 Term Bond Index India Infradebt 07.00% 4 INE537P07588 (Series I Tranche I) 12- 12-Nov-25 7.00% 7.19% Nov-2025 IOC 06.39% (Series XVI) 5 INE242A08452 6-Mar-25 6.39% 10.00% 06-Mar-2025 6 INE691I07ER4 L & T INFRASTRUCTURE 28-Jul-25 07.95% 2.48% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights FINANCE COMPANY LIMITED SR E OPT 1 7.95 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 07.09% (Series 2020 2 INE756I07DA3 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 CRISIL AAA Short 6 INE691I07307 8.70% [Series 2012A-2) 24-Mar-22 8.70% 4.00% Term Bond Index 24-Mar2022 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% CRISIL AA and AA+ 1 INE340A07084 18-Aug-26 9.25% 6.52% (Option II) 18-Aug-2026 Long Term Bond Canara Bank 08.40% Index 2 INE476A08050 27-Apr-26 8.40% 10.00% (Basel III complaint Tier 2 Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 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 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- 6 INE202E07294 3-Mar-30 7.40% 10.00% B) 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) 9-Jul-30 9.50% 4.15% 09-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 CRISIL AA and AA+ 3 INE08EQ08056 Investments 09.45% 22-Mar-25 9.45% 11.11% Medium Term Bond (Series 5) 22-Mar-2025 Index IDFC First Bank 08.17% 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 6 INE950O08022 Finance 09.25% (Series 13-Oct-25 9.25% 11.11% MRHFL-CCC Tier II)13- Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Oct-2025 Muthoot Fin 07.40% ( 7 INE414G07FF7 Series XXIII,Option III) 05- 5-Jan-24 7.40% 11.11% 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 2 INE403D08066 08.90% (Series V) 17-Feb- 17-Feb-22 8.90% 10.00% 2022 Fullerton India Credit 3 INE535H07BD1 08.10% (Series 84) 04- 4-Nov-22 8.10% 5.71% Nov-2022 Hindalco Industries 4 INE038A07258 9.55% (Series-I (2012)) 25-Apr-22 9.55% 10.00% 25-Apr-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 Solutions 09.50% 6 INE651J07606 7-Jun-23 9.50% 10.00% (Tranche I Option III) 07- CRISIL AA and AA+ Jun-2023 Short Term Bond MMFSL 04.542% (Series Index 7 INE774D07TW7 AM2020 Option I) 29- 29-Oct-21 4.54% 10.00% Oct-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 11 INE118D07179 Corporation 07.25% 25- 25-Sep-23 7.25% 9.41% Sep-2023 Tata realty & 12 INE371K08128 infrastructure ltd. 0% 04- 4-Jun-21 0.00% 5.38% Jun-2021 CRISIL AA Long Term Birla Corp 09.25% 1 INE340A07084 18-Aug-26 9.25% 16.67% Bond Index (Option II) 18-Aug-2026 Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights IDFC First Bank 09.50% 2 INE688I08053 (Series-III) (Tier-II) 17- 17-May-28 9.50% 16.67% May-2028 JM FINANCIAL CREDIT SOLUTIONS LIMITED TR 3 INE651J07804 1-Nov-30 09.20% 16.67% 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) 9-Jul-30 9.50% 16.67% 09-Jul-2030 THDC India Ltd.(Series III) 6 INE812V07039 24-Jul-30 7.19% 16.67% 07.19% 24-Jul-2030 Gujarat State 1 INE08EQ08056 Investments 09.45% 22-Mar-25 9.45% 33.33% (Series 5) 22-Mar-2025 IDFC First Bank 08.17% CRISIL AA Medium 2 INE092T08BQ8 [SERIES IDFC BANK OBB 14-Oct-24 9.17% 33.33% Term 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% 1 INE340A07076 18-Aug-21 9.15% 4.44% (Option I) 18-Aug-2021 Gujarat State 2 INE08EQ08023 Investments 09.45% 1-Oct-22 9.45% 10.00% (Series 2) 01-Oct-2022 Hindalco Industries 3 INE038A07258 9.55% (Series-I (2012)) 25-Apr-22 9.55% 10.00% 25-Apr-2022 IDFC First Bank 08.73% 4 INE092T08BZ9 [SERIES IDFC BANK OBB 6-Jan-23 8.73% 10.00% CRISIL AA Short 11/2016] 06-Jan-2023 Term Bond Index IIFL Home Finance 5 INE477L08097 08.93% (Series U07) 14- 14-Apr-23 8.93% 2.22% Apr-2023 IIFL Wealth Finance 6 INE248U08101 0.00% (Series A) 06-Jun- 6-Jun-22 0.00% 4.44% 2022 JM Financial Credit Solutions 09.50% 7 INE651J07606 7-Jun-23 9.50% 10.00% (Tranche I Option III) 07- Jun-2023 8 INE522D07BS6 Manappuram Finance 18-Feb-22 8.35% 10.00% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 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 10 INE118D07179 Corporation 07.25% 25- 25-Sep-23 7.25% 10.00% Sep-2023 Tata realty & 11 INE371K08128 infrastructure ltd. 0% 04- 4-Jun-21 0.00% 8.89% 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- 6 INE202E07294 3-Mar-30 7.40% 10.00% Term Bond Index B) 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% 11 INE112A08051 (Basel III Tier II Series II) 8-Nov-29 8.93% 10.00% 08-Nov-2029 Cholamandalam CRISIL AA+ Medium 1 INE121A07PM6 Investment & Fin 07.92% 8-Jul-25 7.92% 16.67% Term Bond Index (Option I) 08-Jul-2025 Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Fullerton India Credit 2 INE535H07AH4 (Series 67) 08.3535% 17- 17-Apr-24 8.35% 16.67% Apr-2024 MMFSL 09.18% 31-Jan- 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 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 2 INE403D08066 08.90% (Series V) 17-Feb- 17-Feb-22 8.90% 10.00% 2022 Cholamandalam Investment & Fin 3 INE121A07OF3 15-Jun-21 8.52% 10.00% 08.516% (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- 29-Oct-21 4.54% 10.00% CRISIL AA+ Short Oct-2021 Term Bond Index Mahindra Rural Housing 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% 10 INE494B08010 15-May-23 7.50% 10.00% 15-May-2023 Andhra Bank 09.35% 22- 11 INE434A08018 22-Aug-21 9.35% 10.00% Aug-2021 Aadhar Housing Finance CRISIL AA- Long 1 INE538L07536 09.75% [SERIES VI] 29- 29-Sep-28 9.75% 33.33% Term Bond Index Sep-2028 Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights FEDBANK FINANCIAL 2 INE007N08015 SERVICES LTD 9.90 LOA 30-Sep-27 09.90% 33.33% 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% Corp 9.24% 18-Oct-2024 CRISIL AA- Medium 2 INE114A07869 SAIL 09.00% 14-Oct-2024 14-Oct-24 9.00% 33.33% Term Bond Index Tata Motors 09.81% 20- 3 INE155A08191 20-Aug-24 9.81% 33.33% Aug-2024 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 3 INE084A08045 30-Sep-23 9.80% 10.00% II 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% 9 INE245A08117 16-Nov-22 7.99% 10.00% SERIES III 16-Nov-2022 TMF Holdings 0% (Series 10 INE909H08279 28-Mar-22 0.00% 10.00% A 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 CRISIL Medium to 2 INE476A08035 5-Mar-25 9.55% 12.50% Perpetual Bonds Call-05- Long Term Banking Mar-2025 Mat 2115 Debt Index HDFC Bank 08.44% 3 INE040A08393 28-Dec-28 8.44% 12.50% (Series 1) 28-Dec-2028 ICICI Bank 09.25% (Series 4 INE090A08TO9 4-Sep-24 9.25% 12.50% DSP14LB) 04-Sep-2024 Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights IDFC First Bank 08.17% 5 INE092T08BQ8 [SERIES IDFC BANK OBB 14-Oct-24 9.17% 12.50% 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 7 INE062A08272 Basel III Tier I) C 24-Nov- 24-Nov-25 7.73% 12.50% 2025 Union Bank 08.93% 8 INE112A08051 (Basel III Tier II Series II) 8-Nov-29 8.93% 12.50% 08-Nov-2029 Bharat Sanchar Nigam 1 INE103D08021 23-Sep-30 6.79% 5.50% Ltd. 06.79% 23-Sep-2030 Exim Bank 05.85% 2 INE514E08FV4 (Series W02 2025) 12- 12-Sep-25 5.85% 3.42% Sep-2025 FCI 06.65% (Series IX ) 3 INE861G08076 23-Oct-30 6.65% 10.00% 23-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 6 INE153A08089 Guarantee Series V ) 11- 11-Oct-30 7.05% 4.21% CRISIL Medium to Oct-2030 Long Term PSU Debt NABARD 06.44 (Series Index 7 INE261F08CP8 LTIF G POC 1) 04-Dec- 4-Dec-30 6.44% 10.00% 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 - 11 INE752E07LQ0 XLVI) STRPP B 04-Sep- 4-Sep-24 9.30% 10.00% 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% CRISIL Short Term Perpetual) C-14-Dec- Banking Debt Index 2021 M-14-Dec-2116 Canara Bank 2 INE667A08070 15-Jul-21 11.25% 12.50% 11.25%(SeriesIII Basel III) Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Perpetual 15-Jul-2116 C- 15-Jul-2021 HDFC Bank 08.85% (Basel III Perpetual ATI Series 3 INE040A08377 12-May-22 8.85% 12.50% 1/2017-2018) 12-May- 2022 ICICI Bank 08.55% (Basel 4 INE090A08UA6 III Tier I Perpetual) 04- 4-Oct-22 8.55% 12.50% Oct-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 PDI I Series VIII 6 INE160A08100 3-Mar-22 8.95% 12.50% Perpetual Bond) 03-Mar- 2022 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 III Tier I Series XXIV 8 INE692A08086 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 6 INE906B07FG1 18-Mar-22 7.60% 10.00% CRISIL Short Term Series 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- Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 2021 Fincare Small Finance 1 INE519Q08137 Bank 11.30% (Tranche I) 22-Jun-24 11.30% 12.50% 22-Jun-2024 ESAF Small Finance Bank 2 INE818W08032 1-Jun-25 11.50% 12.50% 11.50% 01-Jun-2025 Andhra Pradesh Capital 3 INE01E708057 Region10.32%(Strpps 16-Aug-28 10.32% 12.50% E)16-Aug-2028 Asirvad Micro Finance 4 INE516Q08281 11.63% (Tranche1-2) 30- 30-May-24 11.63% 12.50% CRISIL A Medium To May-2024 Long Term Bond IRB Infrastructure Index 5 INE821I07052 Developers 9.55% 28- 28-Jun-25 9.55% 12.50% Jun-2025 Suryoday Small Finance 6 INE428Q08073 Bank 12.50% 07-Apr- 7-Apr-27 12.50% 12.50% 2027 Satin Creditcare Network 7 INE836B07550 23-Apr-24 11.50% 12.50% 11.50% 23-Apr-2024 Meghalaya Energy Corp 8 INE760I07060 (Series 6) 11.01% 14-Jan- 14-Jan-31 11.01% 12.50% 2031 Security & Intelligence 1 INE285J07033 Services (India) 9.50% 13- 13-Apr-21 9.50% 2.91% Apr-2021 Elecon Engineering 2 INE205B07046 Co.12.25% [Series I] 28- 28-Feb-22 12.25% 1.16% Feb-2022 JMC Projects (India) 3 INE890A08011 21-Oct-22 10.55% 1.94% 10.55% 21-Oct-2022 DLF 09.25% ( Series A) 4 INE271C07186 17-Mar-2023 P/C 19- 17-Mar-23 9.25% 9.70% Mar-2021 CRISIL A Short Term IRB Infrastructure Bond Index 5 INE821I07029 Developers 9.55% 20- 20-May-23 9.55% 3.88% May-2023 Xander Finance (XFPL) 6 INE252T07065 10.25% [SERIES V] 26- 26-May-23 10.25% 0.48% May-2023 Indiabulls Real Estate Co. 7 INE065I07015 28-Jan-23 11.00% 10.00% 11.00% 28-Jan-2023 Dilip Buildcon Ltd. 8 INE917M07159 29-Jun-23 8.67% 3.88% 08.67% 29-Jun-2023 Shubham Housing 9 INE967Q07031 Development 10.00% 29- 29-Jun-23 10.00% 0.39% Jun-2023 Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Centrum Housing Finance 10 INE575U07026 (Series 2) 09.90% 26-Jun- 26-Jun-23 9.90% 0.48% 2023 India Shelter Finance 11 INE922K07054 Corporation 10.25% 12- 12-Jun-23 10.25% 0.29% Jun-2023 Avanse Fin Services 12 INE087P07154 08.75% (SERIES 9 10-Jan-22 8.75% 0.97% TRANCHE 3) 10-Jan-2022 Home First Fin Ltd. 13 INE481N07048 08.50% (Series IV) 21- 21-Jan-22 8.50% 0.97% Jan-2022 IKF Home Finance 11% 14 INE02VP07032 (series 451-550) 23-Jul- 23-Jul-23 11.00% 0.19% 2023 Capri Global Housing 15 INE328J07015 Finance 08.00% 28-Jan- 28-Jan-22 8.00% 0.48% 2022 Auxilo Finserve 11% (SR 16 INE605Y07049 30-Jul-23 11.00% 0.48% 2021/004 ) 30-Jul-2023 Capri Global Capital 17 INE180C07122 08.35% (Series 9) 04-Feb- 4-Feb-22 8.35% 2.91% 2022 Samasta Microfinance 18 INE413U07137 10.00% (Series 5) 11-Feb- 11-Feb-22 10.00% 2.91% 2022 MAS Financial Services 19 INE348L07068 19-Feb-22 9.00% 1.94% 09.00% 19-Feb-2022 Muthoot Fincorp 09.35% 20 INE549K07782 19-Feb-22 9.35% 9.21% (Series 5) 19-Feb-2022 Prism Johnson 09.75% 21 INE010A08123 21-Aug-23 9.75% 1.45% (Series XVII) 21-Aug-2023 Aptus Finance India 22 INE04MH07026 7-Sep-23 8.90% 0.48% 8.90% 07-Sep-2023 SBFC Finance 09.25% 23 INE423Y07054 14-Mar-22 9.25% 1.94% (Series B) 14-Mar-2022 Northern Arc Capital 24 INE850M07301 14-Mar-22 9.50% 2.91% 09.50% 14-Mar-2022 Avendus Finance Pvt. Ltd. 10.25% (Tranche3 25 INE177R07092 24-Sep-23 10.25% 0.29% SeriesC AFPL 2020-21) 22-Sep-2023 Vastu Housing Fin Corp 26 INE459T07199 30-Mar-22 8.60% 0.48% Ltd. 08.60% 30-Mar-2022 Capsave Finance 09.75% 27 INE0DBJ07069 21-Apr-23 9.75% 0.29% 21-Apr-2023 28 INE00MX07096 Svatantra Microfin 1-Apr-22 10.67% 0.97% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 10.67% (PCG 002) 01- Apr-2022 Sankhya Fin Services 29 INE471X07048 10.00% (Series IV 20-21) 21-Apr-23 10.00% 0.48% 21-Apr-2023 Moneywise Financial 30 INE956L07050 Services 09.50% 10-May- 10-May-22 9.50% 0.48% 2022 Paisalo Digital 10.50% 31 INE420C07031 (Series 11 -2020 ) 09- 9-May-22 10.50% 0.31% May2022 Muthoot Microfine 32 INE046W07107 18-May-22 10.50% 7.76% 10.50% 18-May-2022 Cashpor Micro Credit 33 INE094P07044 19-May-22 10.00% 1.45% 10% 19-May-2022 Muthoot Capital Services 34 INE296G07051 19-May-22 9.30% 1.94% 09.30% 19-May-2022 Incred Financial Services 35 INE945W07225 4-Jun-22 9.10% 0.97% 09.10% 04-Jun-2022 Creditaccess Grameen 36 INE741K07389 10-Jun-22 9.15% 1.94% 09.15% 10-Jun-2022 Asirvad Micro Finance 37 INE516Q07358 14-Jun-22 9.00% 1.94% 09.00% 14-Jun 2022 Belstar Microfinance 38 INE443L07141 15-Sep-22 10.50% 0.78% 10.50% 15-Sep-2022 Chaitanya India Fin Credit 39 INE140R07140 15-Jun-22 9.35% 0.48% 09.35% 15-Jun-2022 Ess Kay Fincorp 09.65% 40 INE124N07515 17-Jun-22 9.65% 0.48% 17-Jun-2022 Fusion Microfinance 41 INE139R07373 22-Dec-23 11.25% 1.45% 11.25% 22-Dec-2023 Kogta Financial 09.46% 42 INE192U07145 29-Jun-22 9.46% 0.48% 29-Jun-2022 IKF Finance 09.25% 30- 43 INE859C07105 30-Jun-22 9.25% 0.97% Jun-2022 Satin Creditcare Network 44 INE836B07600 30-Jun-22 10.30% 2.91% 10.30% 30-Jun-2022 UGRO Capital 10.25% 45 INE583D07083 30-Jun-22 10.25% 0.19% (Series 2) 30-Jun-2022 Vistaar Financial Services 46 INE016P07179 30-Jun-22 9.53% 0.97% 09.525% 30-Jun-2022 Wisemore Advisory 47 INE714W07035 8-Aug-23 0.00% 9.50% 0.00% 08-Aug-2023 Veritas Finance 10.58% 48 INE448U07174 25-Jan-2024 P/C 27-Jan- 25-Jan-24 10.58% 0.48% 2022 Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Fincare Small Finance 1 INE519Q08137 Bank 11.30% (Tranche I) 22-Jun-24 11.30% 16.67% 22-Jun-2024 ESAF Small Finance Bank 2 INE818W08032 1-Jun-25 11.50% 16.67% 11.50% 01-Jun-2025 Asirvad Micro Finance 3 INE516Q08281 11.63% (Tranche1-2) 30- 30-May-24 11.63% 16.67% CRISIL A Medium May-2024 Term Bond Index IRB Infrastructure 4 INE821I07052 Developers 9.55% 28- 28-Jun-25 9.55% 16.67% Jun-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% 1 INE340A07076 18-Aug-21 9.15% 12.50% (Option I) 18-Aug-2021 Cholamandalam Investment & Fin 2 INE121A07OF3 15-Jun-21 8.52% 12.50% 08.516% (Series 549) 15- Jun-2021 Fullerton India Credit 3 INE535H07AF8 08.52% (Series 65) 08- 8-Jun-21 8.52% 12.50% Jun-2021 JM Financial Credit CRISIL AA and AA+ 4 INE651J07580 Solutions 09.25% (Series 7-Aug-21 9.25% 12.50% up to 1 Year Short I) 07-Aug-2021 Term Bond Index MMFSL 04.542% (Series 5 INE774D07TW7 AM2020 Option I) 29- 29-Oct-21 4.54% 12.50% Oct-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 CRISIL AA and AA+ 1 2 INE403D08066 08.90% (Series V) 17-Feb- 17-Feb-22 8.90% 10.00% to 3 Year Short Term 2022 Bond Index Fullerton India Credit 3 INE535H07BD1 08.10% (Series 84) 04- 4-Nov-22 8.10% 3.65% Nov-2022 Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Hindalco Industries 4 INE038A07258 9.55% (Series-I (2012)) 25-Apr-22 9.55% 10.00% 25-Apr-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 6 INE774D07SC1 19-Apr-22 8.25% 10.00% AG 2018) 19-Apr-2022 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 10 INE118D07179 Corporation 07.25% 25- 25-Sep-23 7.25% 10.00% Sep-2023 SHFL 06.20% (Option 2) 11 INE667F07HY9 16-Nov-23 6.20% 6.49% 16-Nov-2023 TVS Motor Co. 07.50% 12 INE494B08010 15-May-23 7.50% 8.11% 15-May-2023

Aditya Birla Finance 0% 1 INE860H07GD2 12-Oct-21 0.00% 2.58% (Series G4) 12-Oct-2021 HDB Financial Services 0.00% (Series 2018 2 INE756I07CD9 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) CRISIL AAA up to 1 4 INE053F07942 24-Nov-21 6.70% 8.28% 24-Nov2021 Year Short Term LICHF 07.59% (Tranche Bond Index 5 INE115A07KQ0 14-Oct-21 7.59% 10.00% 312) 14-Oct-2021 NABARD 08.39% (Series 6 INE261F08AL1 19-Jul-21 8.39% 6.79% 19D) 19-Jul-2021 NHAI 07.17% (Bond 7 INE906B07FE6 23-Dec-21 7.17% 9.22% Series III) 23-Dec-2021 Power Finance Corp. 8 INE134E08IJ0 07.47% (Series 151 16-Sep-21 7.47% 10.00% Option A) 16-Sep-2021 Reliance Industries Ltd 9 INE110L07070 8-Jul-21 8.32% 8.26% 08.32% 08-Jul-2021 Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 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 FY- 2018-19) 21-Jun- 21-Jun-21 8.50% 10.00% 2021 Bajaj Finance 04.66% 1 INE296A07RM2 2-Dec-22 4.66% 10.00% (Series 267) 02-Dec -2022 HDB Financial Services 07.09% (Series 2020 2 INE756I07DA3 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 CRISIL AAA 1 to 3 L&T Infrastructure Fin Year Short Term 6 INE691I07307 8.70% [Series 2012A-2) 24-Mar-22 8.70% 4.82% Bond Index 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% 10.09% 2 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 3.15% 3 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 7.38% CRISIL Dynamic Gilt 4 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 10.41% Index 5 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 6.60% 6 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 9.68% 7 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 8.37% 8 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 9.42% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 9 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 5.96% 10 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 9.28% 11 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 9.74% 12 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 9.92% 1 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 11.84% 2 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 16.71% 3 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 15.89% 4 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 19.79% CRISIL Composite 5 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 6.18% Gilt Index 6 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 18.48% 7 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 2.97% 8 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 4.36% 9 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 3.77% 1 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 10.72% 2 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 15.13% 3 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 12.05% CRISIL Long Term 4 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 14.39% Gilt Index 5 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 12.56% 6 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 11.89% 7 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 11.82% 8 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 11.43% 1 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 15.35% 2 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 4.79% 3 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 14.34% CRISIL Medium Term 4 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 14.12% Gilt Index 5 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 14.83% 6 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 15.10% 7 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 7.52% 8 IN0020200070 05.79 GS 2030 11-May-30 5.79% 13.93% 1 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 13.63% 2 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 19.98% 3 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 17.29% CRISIL Short Term 4 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 12.31% Gilt Index 5 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 14.96% 6 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 10.00% 7 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 5.77% 8 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 6.06% CRISIL 2 month CD 1 INE171A16IW6 Federal Bank Ltd. 22-Apr-21 - 16.67% Index 2 INE092T16PO6 IDFC First Bank Ltd. 30-Apr-21 - 16.67% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Export Import Bank Of 3 INE514E16BR4 22-Apr-21 - 16.67% India 4 INE07PX16061 Sbm Bank (India) Ltd. 14-May-21 - 16.67% 5 INE976G16LV1 RBL Bank Ltd. 12-May-21 - 16.67% 6 INE028A16CD1 Bank of Baroda 26-Apr-21 - 16.67% 1 INE976G16LX7 RBL Bank Ltd. 25-May-21 - 10.00% 2 INE083J16199 Barclays Bank Plc. 24-May-21 - 10.00% 3 INE171A16IZ9 Federal Bank Ltd. 25-May-21 - 10.00% 4 INE019516058 CTBC Bank Co., Ltd. 28-May-21 - 10.00% 5 INE028A16CE9 Bank of Baroda 28-May-21 - 10.00% CRISIL 3 month CD National Bank for Index 6 INE261F16538 Agriculture & Rural 10-Jun-21 - 10.00% Development 7 INE092T16PY5 IDFC First Bank Ltd. 11-Jun-21 - 10.00% 8 INE095A16K56 IndusInd Bank Ltd. 11-Jun-21 - 10.00% 9 INE238A163V8 Axis Bank Ltd. 10-Jun-21 - 10.00% Export Import Bank Of 10 INE514E16BT0 10-Jun-21 - 10.00% India 1 INE095A16L06 IndusInd Bank Ltd. 15-Sep-21 - 12.50% 2 INE545U16269 Bandhan Bank Ltd. 9-Sep-21 - 12.50% Ujjivan Small Finance 3 INE551W16941 27-Aug-21 - 12.50% Bank Ltd. AU Small Finance Bank 4 INE949L16AT5 9-Sep-21 - 12.50% Ltd. CRISIL 6 month CD 5 INE238A169U7 Axis Bank Ltd. 7-Sep-21 - 12.50% Index Utkarsh Small Finance 6 INE735W16320 30-Aug-21 - 12.50% Bank Ltd. Equitas Small Finance 7 INE063P16842 27-Aug-21 - 12.50% Bank Ltd. National Bank for 8 INE261F16553 Agriculture & Rural 27-Jul-21 - 12.50% Development National Bank for 1 INE261F16603 Agriculture & Rural 24-Feb-22 - 33.33% Development CRISIL 1 Year CD Kotak Mahindra Bank Index 2 INE237A164M6 25-Feb-22 - 33.33% Ltd. AU Small Finance Bank 3 INE949L16AR9 28-Jan-22 - 33.33% Ltd. Small Industries CRISIL Up to 91-Day 1 INE556F16846 Development Bank Of 16-Mar-21 - 4.69% CD Index India 2 INE092T16PT5 IDFC First Bank Ltd. 18-Mar-21 - 4.69% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 3 INE092T16PW9 IDFC First Bank Ltd. 22-Mar-21 - 4.69% 4 INE679A16029 Csb Bank Ltd. 22-Mar-21 - 4.69% 5 INE095A16I35 IndusInd Bank Ltd. 24-Mar-21 - 4.69% 6 INE545U16244 Bandhan Bank Ltd. 24-Mar-21 - 4.69% 7 INE092T16PX7 IDFC First Bank Ltd. 25-Mar-21 - 4.69% 8 INE028A16CF6 Bank of Baroda 16-Apr-21 - 2.23% Export Import Bank Of 9 INE514E16BR4 22-Apr-21 - 2.23% India 10 INE028A16CD1 Bank of Baroda 26-Apr-21 - 2.23% 11 INE092T16PO6 IDFC First Bank Ltd. 30-Apr-21 - 2.23% 12 INE976G16LU3 RBL Bank Ltd. 3-May-21 - 2.23% 13 INE976G16LT5 RBL Bank Ltd. 6-May-21 - 2.23% 14 INE07PX16061 Sbm Bank (India) Ltd. 14-May-21 - 2.23% 15 INE545U16251 Bandhan Bank Ltd. 17-May-21 - 1.95% 16 INE976G16LV1 RBL Bank Ltd. 12-May-21 - 2.23% 17 INE171A16IU0 Federal Bank Ltd. 6-May-21 - 2.23% 18 INE679A16037 Csb Bank Ltd. 25-Mar-21 - 4.69% 19 INE238A168U9 Axis Bank Ltd. 28-May-21 - 1.95% 20 INE028A16CE9 Bank of Baroda 28-May-21 - 1.95% 21 INE171A16IV8 Federal Bank Ltd. 30-Apr-21 - 2.23% 22 INE092T16PM0 IDFC First Bank Ltd. 23-Apr-21 - 2.23% 23 INE095A16K23 IndusInd Bank Ltd. 31-May-21 - 1.95% 24 INE07PX16087 Sbm Bank (India) Ltd. 28-May-21 - 1.95% 25 INE092T16PN8 IDFC First Bank Ltd. 4-May-21 - 2.23% 26 INE092T16PV1 IDFC First Bank Ltd. 14-May-21 - 2.23% 27 INE019516058 CTBC Bank Co., Ltd. 28-May-21 - 1.95% 28 INE171A16IZ9 Federal Bank Ltd. 25-May-21 - 1.95% 29 INE976G16LX7 RBL Bank Ltd. 25-May-21 - 1.95% 30 INE171A16IW6 Federal Bank Ltd. 22-Apr-21 - 2.23% 31 INE083J16199 Barclays Bank Plc. 24-May-21 - 1.95% National Bank for 32 INE261F16538 Agriculture & Rural 10-Jun-21 - 1.95% Development 33 INE028A16CG4 Bank of Baroda 1-Jun-21 - 1.95% 34 INE095A16K56 IndusInd Bank Ltd. 11-Jun-21 - 1.95% 35 INE092T16PY5 IDFC First Bank Ltd. 11-Jun-21 - 1.95% Export Import Bank Of 36 INE514E16BT0 10-Jun-21 - 1.95% India 37 INE238A163V8 Axis Bank Ltd. 10-Jun-21 - 1.95% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 38 INE07PX16079 Sbm Bank (India) Ltd. 21-May-21 - 1.95% 1 INE423A14LD0 Adani Enterprises Ltd. 5-Apr-21 - 10.00% 2 INE089C14AN7 Sterlite Technologies Ltd. 12-Apr-21 - 10.00% 3 INE233A14RA6 Godrej Industries Ltd. 12-Apr-21 - 10.00% National Bank for 4 INE261F14HI0 Agriculture & Rural 12-Apr-21 - 6.67% Development Steel Authority Of India 5 INE114A14JQ1 12-Apr-21 - 10.00% Ltd. CRISIL 1 Month CP 6 INE508G14AE6 Time Technoplast Ltd. 12-Apr-21 - 10.00% Index Indian Railway Finance 7 INE053F14203 12-Apr-21 - 6.67% Corporation Ltd. Vardhman Special Steels 8 INE050M14726 12-Apr-21 - 10.00% Ltd. 9 INE498L14AT8 L&T Finance Holdings Ltd. 12-Apr-21 - 6.67% Gati Kinestu Express Pvt. 10 INE672R14288 7-Apr-21 - 10.00% Ltd. 11 INE245A14EI1 Tata Power Co. Ltd. 12-Apr-21 - 10.00% 1 INE860H14S31 Aditya Birla Finance Ltd. 14-May-21 - 6.67% Oil & Natural Gas 2 INE213A14287 11-May-21 - 5.83% Corporation Ltd. 3 INE763G14JV2 ICICI Securities Ltd. 4-May-21 - 6.67% Chennai Petroleum 4 INE178A14GI9 3-May-21 - 5.83% Corporation Ltd. 5 INE850D14IY0 Godrej Agrovet Ltd. 27-Apr-21 - 5.83% 6 INE245A14EK7 Tata Power Co. Ltd. 20-Apr-21 - 5.83% National Bank for 7 INE261F14HM2 Agriculture & Rural 30-Apr-21 - 6.67% Development 8 INE233A14RC2 Godrej Industries Ltd. 22-Apr-21 - 5.83% CRISIL 2 Month CP Tata Capital Housing Index 9 INE033L14LJ1 14-May-21 - 3.33% Finance Ltd. Dalmia Cement (Bharat) 10 INE755K14DH2 14-May-21 - 5.83% Ltd. 11 INE423A14KR2 Adani Enterprises Ltd. 13-May-21 - 8.75% Reliance Retail Ventures 12 INE929O14180 12-May-21 - 5.83% Ltd. 13 INE331A14KT3 The Ramco Cements Ltd. 12-May-21 - 5.83% 14 INE481G14CK9 Ultratech Cement Ltd. 11-May-21 - 5.83% Housing Development 15 INE001A14XJ6 30-Apr-21 - 3.33% Finance Corporation Ltd. 16 INE289B14HB5 Gic Housing Finance Ltd. 29-Apr-21 - 3.33% 17 INE941D14071 Sikka Ports & Terminals 26-Apr-21 - 8.75% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Ltd. 1 INE481G14CT0 Ultratech Cement Ltd. 31-May-21 - 5.83% 2 INE414G14QT1 Muthoot Finance Ltd. 31-May-21 - 6.67% Steel Authority Of India 3 INE114A14JW9 31-May-21 - 8.75% Ltd. 4 INE028E14HY3 Kotak Securities Ltd. 31-May-21 - 6.67% Sun Pharmaceutical 5 INE044A14641 28-May-21 - 5.83% Industries Ltd. Dalmia Cement (Bharat) 6 INE755K14DJ8 28-May-21 - 5.83% Ltd. 7 INE140A14J56 Piramal Enterprises Ltd. 27-May-21 - 5.83% Nlc Tamil Nadu Power 8 INE05C614055 27-May-21 - 5.83% Ltd. CRISIL 3 Month CP National Bank for Index 9 INE261F14HR1 Agriculture & Rural 25-May-21 - 6.67% Development 10 INE733E14AF2 NTPC 25-May-21 - 5.83% Jamnagar Utilities & 11 INE936D14071 24-May-21 - 5.83% Power Pvt. Ltd. 12 INE070A14471 Shree Cement Ltd. 21-May-21 - 5.83% Housing Development 13 INE001A14WP5 25-May-21 - 3.33% Finance Corporation Ltd. 14 INE115A14CQ3 LIC Housing Finance Ltd. 14-Jun-21 - 3.33% 15 INE572E14IG5 PNB Housing Finance Ltd. 11-Jun-21 - 3.33% Torrent Pharmaceuticals 16 INE685A14096 11-Jun-21 - 5.83% Ltd. 17 INE267A14473 Hindustan Zinc Ltd. 10-Jun-21 - 8.75% 1 INE660A14WB8 Sundaram Finance Ltd. 15-Sep-21 - 6.67% Network 18 Media & 2 INE870H14LY3 25-Aug-21 - 8.75% Invst. Ltd. Volkswagen India Pvt. 3 INE04TA14154 25-Aug-21 - 8.75% Ltd. 4 INE763G14JT6 ICICI Securities Ltd. 23-Aug-21 - 6.67% Sharekhan Financial 5 INE550X14458 23-Aug-21 - 6.67% CRISIL 6 Month CP Services Pvt. Ltd. Index 6 INE233A14RJ7 Godrej Industries Ltd. 13-Aug-21 - 5.83% Jamnagar Utilities & 7 INE936D14063 9-Aug-21 - 5.83% Power Pvt. Ltd. 8 INE733E14914 NTPC 14-Sep-21 - 5.83% 9 INE002A14HI9 Reliance Industries Ltd. 13-Aug-21 - 5.83% 10 INE886H14FY1 TV18 Broadcast Ltd. 18-Aug-21 - 8.75% Sundaram Home Finance 11 INE667F14FH4 15-Sep-21 - 3.33% Ltd. Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 12 INE115A14CZ4 LIC Housing Finance Ltd. 8-Sep-21 - 3.33% Bajaj Housing Finance 13 INE377Y14736 26-Aug-21 - 3.33% Ltd. 14 INE155A14RW5 Tata Motors Ltd. 13-Aug-21 - 8.75% 15 INE216A14140 Britannia Industries Ltd. 11-Aug-21 - 5.83% Carat Lane Trading Pvt. 16 INE015Y14120 4-Aug-21 - 5.83% Ltd. 1 INE037E14AB7 Tata Teleservices Ltd. 28-Feb-22 - 10.00% Tata Teleservices 2 INE517B14792 28-Feb-22 - 10.00% (Maharashtra) Ltd. Network 18 Media & 3 INE870H14LZ0 25-Feb-22 - 10.00% Invst. Ltd. Bajaj Housing Finance 4 INE377Y14801 24-Feb-22 - 3.33% Ltd. L&T Infrastructure 5 INE691I14KU1 23-Feb-22 - 6.67% Finance Co. Ltd. 6 INE296A14RM8 Bajaj Finance Ltd. 22-Feb-22 - 6.67% CRISIL 1 Year CP National Bank for Index 7 INE261F14HS9 Agriculture & Rural 21-Feb-22 - 6.67% Development 8 INE115A14DA5 LIC Housing Finance Ltd. 14-Feb-22 - 3.33% 9 INE477A14BF2 CanFin Homes Ltd. 18-Jan-22 - 3.33% Tata Housing 10 INE582L14GD0 10-Feb-22 - 10.00% Development Co. Ltd. 11 INE733E14AE5 NTPC 8-Feb-22 - 10.00% Sun Pharmaceutical 12 INE044A14617 28-Jan-22 - 10.00% Industries Ltd. 13 INE423A14LY6 Adani Enterprises Ltd. 10-Jan-22 - 10.00% 1 INE018A14ID4 Larsen & Toubro Ltd. 25-Mar-21 - 0.32% 2 INE414G14QJ2 Muthoot Finance Ltd. 18-Mar-21 - 0.32% Julius Baer Capital (India) 3 INE824H14DF6 18-Mar-21 - 0.32% Pvt. Ltd. Hindustan Aeronautics 4 INE066F14056 15-Mar-21 - 0.32% Ltd. 5 INE002A14EY3 Reliance Industries Ltd. 15-Mar-21 - 0.32% CRISIL Up to 91-Day Birla Group Holdings Pvt. 6 INE09OL14524 15-Mar-21 - 0.32% CP Index Ltd. Daimler Financial 7 INE094O14CG2 16-Mar-21 - 0.32% Services India Pvt. Ltd. 8 INE002A14HB4 Reliance Industries Ltd. 16-Mar-21 - 0.32% 9 INE763G14JL3 ICICI Securities Ltd. 15-Mar-21 - 0.32% Motilal Oswal Financial 10 INE338I14CB6 15-Mar-21 - 0.32% Services Ltd. 11 INE01C314049 Bajaj Financial Securities 15-Mar-21 - 0.32% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Ltd. Deutsche Investments 12 INE144H14EF7 16-Apr-21 - 0.37% India Pvt. Ltd. 13 INE140A14I16 Piramal Enterprises Ltd. 31-Mar-21 - 0.32% Chennai Petroleum 14 INE178A14GH1 31-Mar-21 - 0.32% Corporation Ltd. National Cooperative 15 INE014N14985 Development 31-Mar-21 - 0.32% Corporation 16 INE414G14QL8 Muthoot Finance Ltd. 30-Mar-21 - 0.32% 17 INE870D14DP7 National Fertilizers Ltd. 30-Mar-21 - 0.32% Bharat Heavy Electricals 18 INE257A14474 30-Mar-21 - 0.32% Ltd. Dalmia Cement (Bharat) 19 INE755K14DE9 30-Mar-21 - 0.32% Ltd. 20 INE589A14199 Nlc India Ltd. 29-Mar-21 - 0.32% 21 INE477A14BD7 CanFin Homes Ltd. 29-Mar-21 - 0.32% Steel Authority Of India 22 INE114A14JN8 25-Mar-21 - 0.32% Ltd. 23 INE002A14GY8 Reliance Industries Ltd. 24-Mar-21 - 0.32% Godrej & Boyce 24 INE982D14AA8 24-Mar-21 - 0.32% Manufacturing Co. Ltd. Mangalore Refinery & 25 INE103A14249 24-Mar-21 - 0.32% Petrochemicals Ltd. 26 INE445L14BS9 Nabha Power Ltd. 24-Mar-21 - 0.32% Nlc Tamil Nadu Power 27 INE05C614030 23-Mar-21 - 0.32% Ltd. 28 INE601U14GQ1 Tata Motors Finance Ltd. 23-Mar-21 - 0.32% 29 INE028E14HQ9 Kotak Securities Ltd. 22-Mar-21 - 0.32% 30 INE733E14997 NTPC 22-Mar-21 - 0.32% Motilal Oswal Financial 31 INE338I14CA8 18-Mar-21 - 0.32% Services Ltd. 32 INE825A14908 Vardhman Textiles Ltd. 30-Mar-21 - 0.32% Bob Financial Solutions 33 INE027214092 30-Mar-21 - 0.32% Ltd. Sembcorp Energy India 34 INE460M14099 30-Mar-21 - 0.32% Ltd. 35 INE891K14KB3 Axis Finance Ltd. 30-Mar-21 - 0.32% 36 INE786A14BI0 JK Lakshmi Cement Ltd. 30-Mar-21 - 0.32% Network 18 Media & 37 INE870H14LQ9 30-Mar-21 - 0.32% Invst. Ltd. 38 INE486A14EJ9 Cesc Ltd. 30-Mar-21 - 0.32% 39 INE331A14KQ9 The Ramco Cements Ltd. 26-Mar-21 - 0.32% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Kalpataru Power 40 INE220B14AV3 26-Mar-21 - 0.32% Transmission Ltd. 41 INE763G14JN9 ICICI Securities Ltd. 26-Mar-21 - 0.32% Bharat Oman Refineries 42 INE322J14170 25-Mar-21 - 0.32% Ltd. Manappuram Finance 43 INE522D14NF4 25-Mar-21 - 0.32% Ltd. Reliance Retail Ventures 44 INE929O14156 25-Mar-21 - 0.32% Ltd. 45 INE289B14GY9 Gic Housing Finance Ltd. 19-Mar-21 - 0.32% 46 INE245A14EH3 Tata Power Co. Ltd. 18-Mar-21 - 0.32% 47 INE850D14IU8 Godrej Agrovet Ltd. 24-Mar-21 - 0.32% Pilani Investment & 48 INE417C14108 Industries Corporation 26-Apr-21 - 0.37% Ltd. 49 INE233A14RB4 Godrej Industries Ltd. 19-Apr-21 - 0.37% National Cooperative 50 INE014N14AA9 Development 16-Apr-21 - 0.37% Corporation 51 INE028E14HR7 Kotak Securities Ltd. 16-Apr-21 - 0.37% 52 INE463A14JV2 Berger Paints India Ltd. 16-Apr-21 - 0.37% Sudarshan Chemical 53 INE659A14455 16-Apr-21 - 0.37% Industries Ltd. Sandhar Technologies 54 INE278H14178 16-Apr-21 - 0.37% Ltd. 55 INE860H14R99 Aditya Birla Finance Ltd. 15-Apr-21 - 0.37% Steel Authority Of India 56 INE114A14JQ1 12-Apr-21 - 0.32% Ltd. National Bank for 57 INE261F14HI0 Agriculture & Rural 12-Apr-21 - 0.32% Development 58 INE508G14AE6 Time Technoplast Ltd. 12-Apr-21 - 0.32% Vardhman Special Steels 59 INE050M14726 12-Apr-21 - 0.32% Ltd. Indian Railway Finance 60 INE053F14203 12-Apr-21 - 0.32% Corporation Ltd. 61 INE498L14AT8 L&T Finance Holdings Ltd. 12-Apr-21 - 0.32% Bharat Heavy Electricals 62 INE257A14482 9-Apr-21 - 0.32% Ltd. 63 INE886H14FS3 TV18 Broadcast Ltd. 9-Apr-21 - 0.32% 64 INE700G14355 Hdfc Securities Ltd. 9-Apr-21 - 0.32% 65 INE089C14AT4 Sterlite Technologies Ltd. 8-Apr-21 - 0.32% Network 18 Media & 66 INE870H14LP1 7-Apr-21 - 0.32% Invst. Ltd. Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Gati Kinestu Express Pvt. 67 INE672R14288 7-Apr-21 - 0.32% Ltd. 68 INE296A14RD7 Bajaj Finance Ltd. 15-Mar-21 - 0.32% 69 INE563J14401 Astec Lifesciences Ltd. 15-Mar-21 - 0.32% Reliance Retail Ventures 70 INE929O14057 15-Mar-21 - 0.32% Ltd. Barclays Investments & 71 INE704I14DS1 17-Mar-21 - 0.32% Loans (India) Pvt. Ltd. Posco Maharashtra Steel 72 INE07OQ14154 17-Mar-21 - 0.32% Pvt. Ltd. 73 INE484J14LJ0 Godrej Properties Ltd. 16-Apr-21 - 0.37% 74 INE700G14371 Hdfc Securities Ltd. 16-Apr-21 - 0.37% 75 INE002A14HC2 Reliance Industries Ltd. 16-Apr-21 - 0.37% Rashtriya Chemicals & 76 INE027A14927 30-Mar-21 - 0.32% Fertilizers Ltd. 77 INE119A14682 Balrampur Chini Mills Ltd. 30-Mar-21 - 0.32% Volkswagen Finance Pvt. 78 INE851M14HG8 30-Mar-21 - 0.32% Ltd. 79 INE091A14CL7 Nirma Ltd. 30-Mar-21 - 0.32% 80 INE121J14036 Bharti Infratel Ltd. 29-Mar-21 - 0.32% 81 INE00R714051 Dalmia Bharat Ltd. 26-Mar-21 - 0.32% 82 INE289B14GZ6 Gic Housing Finance Ltd. 26-Mar-21 - 0.32% 83 INE628A14EN8 UPL Ltd. 26-Mar-21 - 0.32% Dixon Technologies 84 INE935N14072 25-Mar-21 - 0.32% (India) Ltd. Kotak Mahindra Prime 85 INE916D14W66 24-Mar-21 - 0.32% Ltd. Trust Investment 86 INE723X14824 23-Mar-21 - 0.32% Advisors Pvt. Ltd. Birla Group Holdings Pvt. 87 INE09OL14557 23-Mar-21 - 0.32% Ltd. Bharat Heavy Electricals 88 INE257A14490 23-Mar-21 - 0.32% Ltd. 89 INE296A14RE5 Bajaj Finance Ltd. 19-Mar-21 - 0.32% Sun Pharmaceutical 90 INE044A14633 19-Mar-21 - 0.32% Industries Ltd. Pilani Investment & 91 INE417C14116 Industries Corporation 18-Mar-21 - 0.32% Ltd. Vardhman Special Steels 92 INE050M14734 30-Mar-21 - 0.32% Ltd. 93 INE121J14085 Bharti Infratel Ltd. 3-May-21 - 0.37% ONGC Petro Additions 94 INE163N14147 2-May-21 - 0.37% Ltd. Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 95 INE601U14GV1 Tata Motors Finance Ltd. 30-Apr-21 - 0.37% 96 INE733E14AC9 NTPC 30-Apr-21 - 0.37% 97 INE763G14JP4 ICICI Securities Ltd. 30-Apr-21 - 0.37% National Bank for 98 INE261F14HM2 Agriculture & Rural 30-Apr-21 - 0.37% Development 99 INE027E14KH4 L&T Finance Ltd. 29-Apr-21 - 0.37% 100 INE445L14BT7 Nabha Power Ltd. 29-Apr-21 - 0.37% 101 INE481G14CR4 Ultratech Cement Ltd. 29-Apr-21 - 0.37% 102 INE002A14HG3 Reliance Industries Ltd. 29-Apr-21 - 0.37% 103 INE729N14FJ2 TVS Credit Services Ltd. 29-Apr-21 - 0.37% Bharat Oman Refineries 104 INE322J14188 28-Apr-21 - 0.37% Ltd. 105 INE700G14397 Hdfc Securities Ltd. 28-Apr-21 - 0.37% Export Import Bank Of 106 INE514E14PG2 27-Apr-21 - 0.37% India Jamnagar Utilities & 107 INE936D14055 26-Apr-21 - 0.37% Power Pvt. Ltd. Sikka Ports & Terminals 108 INE941D14071 26-Apr-21 - 0.37% Ltd. Bajaj Housing Finance 109 INE377Y14785 26-Apr-21 - 0.37% Ltd. Nlc Tamil Nadu Power 110 INE05C614048 22-Apr-21 - 0.37% Ltd. 111 INE860H14S15 Aditya Birla Finance Ltd. 22-Apr-21 - 0.37% 112 INE047A14743 Grasim Industries Ltd. 20-Apr-21 - 0.37% Kotak Mahindra Prime 113 INE916D14X57 31-Mar-21 - 0.32% Ltd. 114 INE647A14856 SRF Ltd. 30-Mar-21 - 0.32% Transport Corporation of 115 INE688A14KN9 30-Mar-21 - 0.32% India Ltd. 116 INE702C14BG7 APL Apollo Tubes Ltd. 29-Mar-21 - 0.32% Indian Oil Corporation 117 INE242A14SZ2 26-Mar-21 - 0.32% Ltd. 118 INE423A14MA4 Adani Enterprises Ltd. 25-Mar-21 - 0.32% Bharat Petroleum 119 INE029A14BC8 25-Mar-21 - 0.32% Corporation Ltd. Tata Power Delhi 120 INE493F14367 25-Mar-21 - 0.32% Distribution Ltd. 121 INE140A14I57 Piramal Enterprises Ltd. 23-Mar-21 - 0.32% 122 INE865C14FS8 Aditya Birla Money Ltd. 23-Mar-21 - 0.32% Hindustan Petroleum 123 INE094A14GI8 18-Mar-21 - 0.32% Corporation Ltd. Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights Chennai Petroleum 124 INE178A14GG3 18-Mar-21 - 0.32% Corporation Ltd. 125 INE027E14JF0 L&T Finance Ltd. 31-Mar-21 - 0.32% 126 INE208A14CG7 Ashok Leyland Ltd. 31-Mar-21 - 0.32% 127 INE886H14FT1 TV18 Broadcast Ltd. 31-Mar-21 - 0.32% 128 INE484J14KY1 Godrej Properties Ltd. 30-Mar-21 - 0.32% 129 INE933K14065 Bajaj Corp Ltd. 30-Mar-21 - 0.32% Sudarshan Chemical 130 INE659A14463 30-Mar-21 - 0.32% Industries Ltd. West Coast Paper Mills 131 INE976A14149 23-Mar-21 - 0.32% Ltd. 132 INE886H14FV7 TV18 Broadcast Ltd. 30-Apr-21 - 0.37% Housing Development 133 INE001A14XJ6 30-Apr-21 - 0.37% Finance Corporation Ltd. 134 INE957N14EN4 Hero Fincorp Ltd. 30-Apr-21 - 0.37% Reliance Jio Infocomm 135 INE110L14OZ7 30-Apr-21 - 0.37% Ltd. 136 INE289B14HB5 Gic Housing Finance Ltd. 29-Apr-21 - 0.37% Kotak Mahindra 137 INE975F14UF4 23-Apr-21 - 0.37% Investments Ltd. Iifl Wealth Management 138 INE466L14767 20-Apr-21 - 0.37% Ltd. 139 INE245A14EJ9 Tata Power Co. Ltd. 16-Apr-21 - 0.37% Indian Oil Corporation 140 INE242A14SY5 15-Apr-21 - 0.37% Ltd. Kotak Mahindra Prime 141 INE916D14X16 12-Apr-21 - 0.32% Ltd. 142 INE860H14R32 Aditya Birla Finance Ltd. 30-Apr-21 - 0.37% 143 INE121J14051 Bharti Infratel Ltd. 30-Apr-21 - 0.37% 144 INE0BJR14032 Wrss XXI (A) Transco Ltd. 28-Apr-21 - 0.37% 145 INE002A14HF5 Reliance Industries Ltd. 27-Apr-21 - 0.37% 146 INE233A14RD0 Godrej Industries Ltd. 26-Apr-21 - 0.37% 147 INE733E14AB1 NTPC 22-Apr-21 - 0.37% 148 INE155A14RT1 Tata Motors Ltd. 30-Apr-21 - 0.37% Bahadur Chand 149 INE087M14959 30-Apr-21 - 0.37% Investments Pvt. Ltd. 150 INE850D14IV6 Godrej Agrovet Ltd. 30-Apr-21 - 0.37% 151 INE484J14LL6 Godrej Properties Ltd. 29-Apr-21 - 0.37% 152 INE296A14RH8 Bajaj Finance Ltd. 18-May-21 - 1.20% 153 INE028E14HV9 Kotak Securities Ltd. 18-May-21 - 1.20% 154 INE700G14421 Hdfc Securities Ltd. 18-May-21 - 1.20% 155 INE233A14RI9 Godrej Industries Ltd. 18-May-21 - 1.20% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 156 INE414G14QS3 Muthoot Finance Ltd. 17-May-21 - 1.20% 157 INE481G14CS2 Ultratech Cement Ltd. 17-May-21 - 1.20% Export Import Bank Of 158 INE514E14PH0 14-May-21 - 0.37% India Tata Capital Housing 159 INE033L14LJ1 14-May-21 - 0.37% Finance Ltd. 160 INE860H14S31 Aditya Birla Finance Ltd. 14-May-21 - 0.37% L&T Infrastructure 161 INE691I14KR7 12-May-21 - 0.37% Finance Co. Ltd. Reliance Retail Ventures 162 INE929O14180 12-May-21 - 0.37% Ltd. Julius Baer Capital (India) 163 INE824H14DO8 11-May-21 - 0.37% Pvt. Ltd. 164 INE601U14HA3 Tata Motors Finance Ltd. 11-May-21 - 0.37% 165 INE957N14EM6 Hero Fincorp Ltd. 11-May-21 - 0.37% Steel Authority Of India 166 INE114A14JT5 11-May-21 - 0.37% Ltd. Kotak Mahindra Prime 167 INE916D14X40 7-May-21 - 0.37% Ltd. 168 INE002A14HH1 Reliance Industries Ltd. 6-May-21 - 0.37% Tata Teleservices 169 INE517B14776 6-May-21 - 0.37% (Maharashtra) Ltd. 170 INE589A14215 Nlc India Ltd. 5-May-21 - 0.37% Chennai Petroleum 171 INE178A14GI9 3-May-21 - 0.37% Corporation Ltd. 172 INE423A14LD0 Adani Enterprises Ltd. 5-Apr-21 - 0.32% 173 INE089C14AN7 Sterlite Technologies Ltd. 12-Apr-21 - 0.32% 174 INE233A14RA6 Godrej Industries Ltd. 12-Apr-21 - 0.32% 175 INE245A14EI1 Tata Power Co. Ltd. 12-Apr-21 - 0.32% Indian Oil Corporation 176 INE242A14TA3 12-Apr-21 - 0.32% Ltd. Tata Motors Finance 177 INE477S14AT7 9-Apr-21 - 0.32% Solutions Ltd. Edelweiss Rural & 178 INE657N14TB3 9-Apr-21 - 0.32% Corporate Services Ltd. Sudarshan Chemical 179 INE659A14448 9-Apr-21 - 0.32% Industries Ltd. 180 INE289B14HA7 Gic Housing Finance Ltd. 9-Apr-21 - 0.32% National Cooperative 181 INE014N14993 Development 8-Apr-21 - 0.32% Corporation 182 INE140A14H33 Piramal Enterprises Ltd. 7-Apr-21 - 0.32% JM Financial Products 183 INE523H14T62 6-Apr-21 - 0.32% Ltd. Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 184 INE301A14HO3 Raymond Ltd. 6-Apr-21 - 0.32% 185 INE165K14775 Jhajjar Power Ltd. 5-Apr-21 - 0.32% Bharat Oman Refineries 186 INE322J14162 5-Apr-21 - 0.32% Ltd. Steel Authority Of India 187 INE114A14JP3 9-Apr-21 - 0.32% Ltd. 188 INE165K14809 Jhajjar Power Ltd. 12-May-21 - 0.37% Oil & Natural Gas 189 INE213A14287 11-May-21 - 0.37% Corporation Ltd. 190 INE763G14JV2 ICICI Securities Ltd. 4-May-21 - 0.37% 191 INE850D14IY0 Godrej Agrovet Ltd. 27-Apr-21 - 0.37% 192 INE245A14EK7 Tata Power Co. Ltd. 20-Apr-21 - 0.37% Chennai Petroleum 193 INE178A14GJ7 19-Apr-21 - 0.37% Corporation Ltd. 194 INE601U14GF4 Tata Motors Finance Ltd. 13-May-21 - 0.37% 195 INE002A14HE8 Reliance Industries Ltd. 22-Apr-21 - 0.37% National Bank for 196 INE261F14HL4 Agriculture & Rural 22-Apr-21 - 0.37% Development 197 INE233A14RC2 Godrej Industries Ltd. 22-Apr-21 - 0.37% Manappuram Finance 198 INE522D14MN0 14-May-21 - 0.37% Ltd. 199 INE414G14QO2 Muthoot Finance Ltd. 14-May-21 - 0.37% 200 INE909H14OS5 TMF Holdings Ltd. 14-May-21 - 0.37% Dalmia Cement (Bharat) 201 INE755K14DH2 14-May-21 - 0.37% Ltd. 202 INE891K14KG2 Axis Finance Ltd. 14-May-21 - 0.37% 203 INE423A14KR2 Adani Enterprises Ltd. 13-May-21 - 0.37% 204 INE091A14CM5 Nirma Ltd. 12-May-21 - 0.37% Barclays Investments & 205 INE704I14EB5 12-May-21 - 0.37% Loans (India) Pvt. Ltd. 206 INE027E14KK8 L&T Finance Ltd. 12-May-21 - 0.37% 207 INE331A14KT3 The Ramco Cements Ltd. 12-May-21 - 0.37% 208 INE700G14462 Hdfc Securities Ltd. 1-Jun-21 - 1.20% 209 INE481G14CT0 Ultratech Cement Ltd. 31-May-21 - 1.20% 210 INE414G14QT1 Muthoot Finance Ltd. 31-May-21 - 1.20% Steel Authority Of India 211 INE114A14JW9 31-May-21 - 1.20% Ltd. 212 INE028E14HY3 Kotak Securities Ltd. 31-May-21 - 1.20% Nlc Tamil Nadu Power 213 INE05C614055 27-May-21 - 1.20% Ltd. 214 INE445L14BU5 Nabha Power Ltd. 27-May-21 - 1.20% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 215 INE589A14231 Nlc India Ltd. 27-May-21 - 1.20% National Bank for 216 INE261F14HR1 Agriculture & Rural 25-May-21 - 1.20% Development 217 INE733E14AF2 NTPC 25-May-21 - 1.20% Jamnagar Utilities & 218 INE936D14071 24-May-21 - 1.20% Power Pvt. Ltd. Birla Group Holdings Pvt. 219 INE09OL14573 21-May-21 - 1.20% Ltd. 220 INE296A14RL0 Bajaj Finance Ltd. 20-May-21 - 1.20% 221 INE002A14HK5 Reliance Industries Ltd. 20-May-21 - 1.20% 222 INE729N14FK0 TVS Credit Services Ltd. 20-May-21 - 1.20% 223 INE557F14FB0 National Housing Bank 20-May-21 - 1.20% Export Import Bank Of 224 INE514E14PI8 19-May-21 - 1.20% India Mangalore Refinery & 225 INE103A14272 19-May-21 - 1.20% Petrochemicals Ltd. Tata Teleservices 226 INE517B14784 19-May-21 - 1.20% (Maharashtra) Ltd. 227 INE027E14KL6 L&T Finance Ltd. 18-May-21 - 1.20% 1 IN1220200308 Assam 24-Feb-31 7.24% 4.26%

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

3 IN1520200271 Gujarat 24-Feb-31 7.07% 7.39%

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

5 IN1920200533 Karnataka 30-Dec-30 6.51% 10.77%

CRISIL 10 Year SDL 6 IN2020200118 Kerala 3-Jun-30 6.55% 6.58% Index 7 IN2220200348 Maharashtra 24-Feb-31 7.08% 6.55%

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

9 IN2920200689 Rajasthan 17-Feb-31 7.05% 8.05%

10 IN3120200362 Tamil Nadu 17-Feb-31 6.95% 5.82%

11 IN3320200303 Uttar Pradesh 24-Feb-31 7.20% 22.20% 12 IN3420200252 West Bengal 17-Feb-31 7.05% 11.03% 1 IN0020110022 7.80% CGL 2021 11-Apr-21 7.80% 0.82% 2 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 0.61% CRISIL Broad Based 3 IN0020010040 10.25% CGL 2021 30-May-21 10.25% 0.20% Gilt Index 4 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 0.51% 5 IN0020110030 08.79% CGL 2021 8-Nov-21 8.79% 1.12% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 6 IN0020060037 08.20% CGL 2022 15-Feb-22 8.20% 0.74% 7 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 0.88% 8 IN0020020072 08.35% CGL 2022 14-May-22 8.35% 0.76% 9 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 1.10% 08.08% GOVT.STOCK 10 IN0020070028 2-Aug-22 8.08% 0.95% 2022 11 IN0020039031 05.87% CGL 2022 28-Aug-22 5.87% 0.16% 12 IN0020070051 8.13% CGL 2022 21-Sep-22 8.13% 0.95% 13 IN0020200260 03.96 GS 2022 9-Nov-22 3.96% 0.21% 14 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 1.32% 15 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 0.53% 16 IN0020030014 06.30% CGL 2023 9-Apr-23 6.30% 0.19% 17 IN0020030055 06.17% CGL 2023 12-Jun-23 6.17% 0.18% 18 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 1.15% 19 IN0020200211 04.48% GS 2023 2-Nov-23 4.48% 0.71% 20 IN0020130061 8.83% CGL 2023 25-Nov-23 8.83% 1.02% 21 IN0020150010 07.68% GS 2023 15-Dec-23 7.68% 1.31% 22 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 1.08% 23 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 0.78% 24 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 1.18% 25 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 1.52% 26 IN0020110048 09.15% CGL 2024 14-Nov-24 9.15% 1.25% 27 IN0020150036 07.72% GS 2025 25-May-25 7.72% 1.34% 28 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 1.76% 29 IN0020120047 8.20% CGL 2025 24-Sep-25 8.20% 1.34% 30 IN0020030071 05.97 GS 2025 25-Sep-25 5.97% 0.25% 31 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 1.20% 32 IN0020150093 07.59% GS 2026 11-Jan-26 7.59% 1.77% 33 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 0.90% 34 IN0020120039 8.33% CGL 2026 9-Jul-26 8.33% 1.30% 35 IN0020160035 06.97% GS 2026 6-Sep-26 6.97% 1.34% 36 IN0020010081 10.18% CGL 2026 11-Sep-26 10.18% 0.22% 37 IN0020140060 8.15% GS 2026 24-Nov-26 8.15% 1.24% 38 IN0020060078 08.24% CGL 2027 15-Feb-27 8.24% 1.66% 39 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 1.80% 40 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 8.26% 1.46% 41 IN0020070069 08.28% CGL 2027 21-Sep-27 8.28% 1.34% 42 IN0020020247 06.01% CGL 2028 25-Mar-28 6.01% 0.22% 43 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 1.69% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 44 IN0020140011 08.60% CGL 2028 2-Jun-28 8.60% 1.25% 45 IN0020030022 06.13% CGL 2028 4-Jun-28 6.13% 0.16% 46 IN0020150069 07.59% GS 2029 20-Mar-29 7.59% 1.43% 47 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 1.77% 48 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 1.71% 49 IN0020160118 06.79% GS 2029 26-Dec-29 6.79% 1.77% 50 IN0020150028 07.88% GS 2030 19-Mar-30 7.88% 1.33% 51 IN0020160019 07.61 GS 2030 9-May-30 7.61% 1.50% 52 IN0020200070 05.79 GS 2030 11-May-30 5.79% 1.66% 53 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 1.83% 54 IN0020130053 09.20% CGL 2030 30-Sep-30 9.20% 0.92% 55 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 0.57% 56 IN0020110055 08.97% CGL 2030 5-Dec-30 8.97% 1.34% 57 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 1.57% 08.28% GOVT.STOCK 58 IN0020060086 15-Feb-32 8.28% 1.35% 2032 59 IN0020070044 08.32% CGL 2032 2-Aug-32 8.32% 1.33% 60 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 1.80% 61 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 1.80% 62 IN0020140052 08.24% GOI 2033 10-Nov-33 8.24% 1.48% 63 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 1.43% 64 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 1.48% 65 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 1.89% 66 IN0020150051 7.73% GS 2034 19-Dec-34 7.73% 1.49% 67 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 1.34% 68 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 1.48% 69 IN0020060045 08.33% CGL 2036 7-Jun-36 8.33% 1.28% 06.83% GOVT.STOCK 70 IN0020080050 19-Jan-39 6.83% 0.19% 2039 71 IN0020190024 07.62% GS 2039 15-Sep-39 7.62% 0.57% 08.30% GOVT.STOCK 72 IN0020100031 2-Jul-40 8.30% 1.34% 2040 08.83% GOVT.STOCK 73 IN0020110063 12-Dec-41 8.83% 1.34% 2041 74 IN0020120062 8.30% GS 2042 31-Dec-42 8.30% 1.56% 75 IN0020190040 07.69% GS 2043 17-Jun-43 7.69% 0.55% 76 IN0020130079 9.23% GS 2043 23-Dec-43 9.23% 1.18% 77 IN0020140078 08.17% GS 2044 1-Dec-44 8.17% 1.44% 78 IN0020150044 08.13% GS 2045 22-Jun-45 8.13% 1.46% 79 IN0020160068 7.06% GS 2046 10-Oct-46 7.06% 1.49% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 80 IN0020190032 07.72% GS 2049 15-Jun-49 7.72% 1.25% 81 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 1.49% 82 IN0020200252 06.67% GS 2050 17-Dec-50 6.67% 0.56% 83 IN0020160092 06.62% GS 2051 28-Nov-51 6.62% 0.82% 84 IN0020150077 07.72% GS 2055 26-Oct-55 7.72% 1.49% 85 IN0020190057 07.63 GS 2059 17-Jun-59 7.63% 1.24% 86 IN0020200039 07.19 GS 2060 15-Sep-60 7.19% 1.47% 87 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 1.51% 1 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 3.86% 08.28% GOVT.STOCK 2 IN0020060086 15-Feb-32 8.28% 3.32% 2032 3 IN0020070044 08.32% CGL 2032 2-Aug-32 8.32% 3.28% 4 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 4.43% 5 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 4.42% 6 IN0020140052 08.24% GOI 2033 10-Nov-33 8.24% 3.64% 7 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 3.51% 8 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 3.63% 9 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 4.65% 10 IN0020150051 7.73% GS 2034 19-Dec-34 7.73% 3.66% 11 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 3.30% 12 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 3.63% 13 IN0020060045 08.33% CGL 2036 7-Jun-36 8.33% 3.15% 06.83% GOVT.STOCK 14 IN0020080050 19-Jan-39 6.83% 0.48% CRISIL Broad Based 2039 Long Term Gilt Index 15 IN0020190024 07.62% GS 2039 15-Sep-39 7.62% 1.40% 08.30% GOVT.STOCK 16 IN0020100031 2-Jul-40 8.30% 3.30% 2040 08.83% GOVT.STOCK 17 IN0020110063 12-Dec-41 8.83% 3.30% 2041 18 IN0020120062 8.30% GS 2042 31-Dec-42 8.30% 3.83% 19 IN0020190040 07.69% GS 2043 17-Jun-43 7.69% 1.36% 20 IN0020130079 9.23% GS 2043 23-Dec-43 9.23% 2.91% 21 IN0020140078 08.17% GS 2044 1-Dec-44 8.17% 3.55% 22 IN0020150044 08.13% GS 2045 22-Jun-45 8.13% 3.59% 23 IN0020160068 7.06% GS 2046 10-Oct-46 7.06% 3.66% 24 IN0020190032 07.72% GS 2049 15-Jun-49 7.72% 3.08% 25 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 3.65% 26 IN0020200252 06.67% GS 2050 17-Dec-50 6.67% 1.38% 27 IN0020160092 06.62% GS 2051 28-Nov-51 6.62% 2.01% 28 IN0020150077 07.72% GS 2055 26-Oct-55 7.72% 3.66% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 29 IN0020190057 07.63 GS 2059 17-Jun-59 7.63% 3.06% 30 IN0020200039 07.19 GS 2060 15-Sep-60 7.19% 3.60% 31 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 3.71% 1 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 2.95% 2 IN0020120039 8.33% CGL 2026 9-Jul-26 8.33% 4.26% 3 IN0020160035 06.97% GS 2026 6-Sep-26 6.97% 4.40% 4 IN0020010081 10.18% CGL 2026 11-Sep-26 10.18% 0.73% 5 IN0020140060 8.15% GS 2026 24-Nov-26 8.15% 4.06% 6 IN0020060078 08.24% CGL 2027 15-Feb-27 8.24% 5.46% 7 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 5.93% 8 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 8.26% 4.79% 9 IN0020070069 08.28% CGL 2027 21-Sep-27 8.28% 4.41% 10 IN0020020247 06.01% CGL 2028 25-Mar-28 6.01% 0.73% 11 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 5.54% CRISIL Broad Based 12 IN0020140011 08.60% CGL 2028 2-Jun-28 8.60% 4.11% Medium Term Gilt 13 IN0020030022 06.13% CGL 2028 4-Jun-28 6.13% 0.54% Index 14 IN0020150069 07.59% GS 2029 20-Mar-29 7.59% 4.71% 15 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 5.82% 16 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 5.62% 17 IN0020160118 06.79% GS 2029 26-Dec-29 6.79% 5.82% 18 IN0020150028 07.88% GS 2030 19-Mar-30 7.88% 4.36% 19 IN0020160019 07.61 GS 2030 9-May-30 7.61% 4.95% 20 IN0020200070 05.79 GS 2030 11-May-30 5.79% 5.47% 21 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 6.02% 22 IN0020130053 09.20% CGL 2030 30-Sep-30 9.20% 3.03% 23 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 1.88% 24 IN0020110055 08.97% CGL 2030 5-Dec-30 8.97% 4.41% 1 IN0020110022 7.80% CGL 2021 11-Apr-21 7.80% 2.85% 2 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 2.10% 3 IN0020010040 10.25% CGL 2021 30-May-21 10.25% 0.68% 4 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 1.76% 5 IN0020110030 08.79% CGL 2021 8-Nov-21 8.79% 3.88% CRISIL Broad Based 6 IN0020060037 08.20% CGL 2022 15-Feb-22 8.20% 2.56% Short Term Gilt Index 7 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 3.04% 8 IN0020020072 08.35% CGL 2022 14-May-22 8.35% 2.63% 9 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 3.80% 08.08% GOVT.STOCK 10 IN0020070028 2-Aug-22 8.08% 3.30% 2022 11 IN0020039031 05.87% CGL 2022 28-Aug-22 5.87% 0.57% Sr. Redemption Index Index ISIN Issuer/Security Name Coupon No Date* Weights 12 IN0020070051 8.13% CGL 2022 21-Sep-22 8.13% 3.29% 13 IN0020200260 03.96 GS 2022 9-Nov-22 3.96% 0.74% 14 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 4.55% 15 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 1.84% 16 IN0020030014 06.30% CGL 2023 9-Apr-23 6.30% 0.65% 17 IN0020030055 06.17% CGL 2023 12-Jun-23 6.17% 0.62% 18 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 3.97% 19 IN0020200211 04.48% GS 2023 2-Nov-23 4.48% 2.45% 20 IN0020130061 8.83% CGL 2023 25-Nov-23 8.83% 3.54% 21 IN0020150010 07.68% GS 2023 15-Dec-23 7.68% 4.54% 22 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 3.75% 23 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 2.70% 24 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 4.10% 25 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 5.26% 26 IN0020110048 09.15% CGL 2024 14-Nov-24 9.15% 4.33% 27 IN0020150036 07.72% GS 2025 25-May-25 7.72% 4.64% 28 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 6.08% 29 IN0020120047 8.20% CGL 2025 24-Sep-25 8.20% 4.64% 30 IN0020030071 05.97 GS 2025 25-Sep-25 5.97% 0.86% 31 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 4.15% 32 IN0020150093 07.59% GS 2026 11-Jan-26 7.59% 6.13% CRISIL 10 Year Gilt 1 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 100.00% Index

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

Note: Bonds and Government Security Indices are rebalanced on 1st working day of every month with issuer rebalancing done on quarterly basis, whereas CP, CD and SDL indices are rebalanced on 1 st working day of every fortnight. Note: In 1 Month CD Index, since no issuers are found from primary, secondary, holdings & existing data based on residual maturity band of 15-30 days, indicative yield for A1+ rated CDs would be used as input for valuation for this fortnight. Portfolio Parameters – 15 March 2021

Average Average Average Macaulay Index Average MD Maturity YTM Duration CRISIL Composite CD Index 0.3633 0.3486 3.87% 0.36 CRISIL Composite CP Index 0.2318 0.2222 4.13% 0.23 CRISIL Composite T-Bill Index 0.4857 0.4689 3.46% 0.49 CRISIL Composite Bond Fund 7.6746 5.3778 6.37% 5.62 Index CRISIL Short Term Bond Fund 2.2118 1.9225 5.33% 2.02 Index CRISIL Liquid Fund Index 0.0904 0.0871 3.78% 0.09 CRISIL Low Duration Debt Index 0.7310 0.6791 4.46% 0.71 CRISIL Ultra Short Term Debt 0.3863 0.3680 4.10% 0.38 Index CRISIL Money Market Index 0.3140 0.3018 3.93% 0.31 CRISIL Medium Term Debt Index 4.2074 3.4323 6.24% 3.64 CRISIL Medium To Long Term 8.3167 5.9284 6.76% 6.22 Debt Index CRISIL Long Term Debt Index 14.1377 8.0593 7.18% 8.46 CRISIL Corporate Bond 5.2717 3.7607 6.54% 4.00 Composite Index CRISIL Long Term Corporate 10.6408 6.8145 7.82% 7.28 Bond Index CRISIL Medium Term Corporate 3.9229 3.2609 6.64% 3.47 Bond Index CRISIL Short Term Corporate 1.6914 1.5393 5.53% 1.62 Bond Index CRISIL Composite Credit Risk 3.9522 2.9168 8.02% 3.12 Index CRISIL Medium Term Credit Risk 2.3215 1.9600 7.64% 2.09 Index CRISIL Banking and PSU Debt 4.0905 2.9725 5.76% 3.16 Index CRISIL Short Term Credit Risk 1.4286 1.2810 7.12% 1.36 Index CRISIL Dynamic Debt Index 7.5355 5.3465 6.53% 5.61 CRISIL Composite AA Long Term 7.6588 4.9826 9.70% 5.43 Bond Index CRISIL Composite AA Medium 3.5760 2.8674 8.80% 3.07 Term Bond Index CRISIL Composite AA Short Term 1.4258 1.2801 6.61% 1.36 Bond Index CRISIL FPI Index 8.3626 5.7373 6.74% 6.04 CRISIL Money Market Index- 0.5798 0.5573 3.88% 0.58 Average Average Average Macaulay Index Average MD Maturity YTM Duration Insurance CRISIL AAA Long Term Bond 11.1798 7.1532 7.42% 7.63 Index CRISIL AAA Medium Term Bond 3.9971 3.3422 6.22% 3.55 Index CRISIL AAA Short Term Bond 1.7837 1.6294 5.15% 1.72 Index CRISIL AA Long Term Bond Index 8.2402 5.1867 10.23% 5.66 CRISIL AA Medium Term Bond 3.4731 2.8767 8.12% 3.06 Index CRISIL AA Short Term Bond 1.4143 1.2663 7.08% 1.36 Index CRISIL AA and AA+ Long Term 7.1693 4.8132 8.79% 5.21 Bond Index CRISIL AA and AA+ Medium 3.8061 3.1093 7.93% 3.32 Term Bond Index CRISIL AA and AA+ Short Term 1.5626 1.3991 6.38% 1.49 Bond Index CRISIL AA+ Long Term Bond 6.3964 4.5375 7.99% 4.88 Index CRISIL AA+ Medium Term Bond 3.9726 3.2256 7.84% 3.44 Index CRISIL AA+ Short Term Bond 1.6462 1.4864 5.81% 1.57 Index CRISIL AA- Long Term Bond 6.5653 4.6009 9.30% 5.03 Index CRISIL AA- Medium Term Bond 3.5397 2.7299 9.85% 2.94 Index CRISIL AA- Short Term Bond 1.0510 0.9342 7.30% 1.00 Index CRISIL Medium to Long Term 4.9798 3.8020 7.49% 4.08 Banking Debt Index CRISIL Short Term Banking Debt 1.0243 0.9505 6.03% 1.01 Index CRISIL Medium to Long Term 9.1838 6.0725 6.80% 6.45 PSU Debt Index CRISIL Short Term PSU Debt 1.8350 1.6671 4.90% 1.75 Index CRISIL A Medium To Long Term 5.1795 3.5098 12.59% 3.64 Bond Index CRISIL A Medium Term Bond 3.5493 2.6135 12.61% 2.73 Index CRISIL A Short Term Bond Index 1.3398 1.1452 12.46% 1.23 CRISIL AAA up to 1 Year Short 0.5394 0.5544 4.06% 0.58 Term Bond Index CRISIL AAA 1 to 3 Year Short 1.9777 1.7936 5.31% 1.89 Average Average Average Macaulay Index Average MD Maturity YTM Duration Term Bond Index CRISIL AA and AA+ up to 1 Year 0.3572 0.3731 5.04% 0.39 Short Term Bond Index CRISIL AA and AA+ 1 to 3 Year 1.7370 1.5584 6.16% 1.66 Short Term Bond Index CRISIL 10 Year Gilt Index 9.7205 7.1991 6.22% 7.42 CRISIL Dynamic Gilt Index 7.7066 5.7174 6.17% 5.90 CRISIL Long Term Gilt Index 18.1094 9.3747 6.76% 9.69 CRISIL Medium Term Gilt Index 7.8529 5.9920 6.34% 6.18 CRISIL Short Term Gilt Index 2.9864 2.6646 5.00% 2.74 CRISIL Composite Gilt Index 10.3711 7.1995 6.47% 7.44 CRISIL 1 Month CD Index 0.0822 0.0795 3.42% 0.08 CRISIL 2 Month CD Index 0.1288 0.1242 3.61% 0.13 CRISIL 3 Month CD Index 0.2184 0.2109 3.52% 0.22 CRISIL 6 Month CD Index 0.4616 0.4420 4.45% 0.46 CRISIL 1 Year CD Index 0.9242 0.8840 4.57% 0.92 CRISIL 1 Month CP Index 0.0734 0.0699 5.26% 0.07 CRISIL 2 Month CP Index 0.1394 0.1339 4.04% 0.14 CRISIL 3 Month CP Index 0.2098 0.2016 4.08% 0.21 CRISIL 6 Month CP Index 0.4396 0.4224 4.08% 0.44 CRISIL 1 Year CP Index 0.9171 0.8705 5.40% 0.92 CRISIL 10 Year SDL Index 9.7855 6.9277 7.10% 7.17 CRISIL 1 Month T-Bill Index 0.0877 0.0849 3.25% 0.09 CRISIL 2 Month T-Bill Index 0.1644 0.1592 3.26% 0.16 CRISIL 91 day T-Bill Index 0.2438 0.2360 3.30% 0.24 CRISIL 182 day T-bill index 0.4932 0.4766 3.47% 0.49 CRISIL 1 Year T-Bill Index 0.9918 0.9555 3.80% 0.99 CRISIL Overnight Index 0.0027 0.0027 3.25% 0.00 CRISIL Broad Based Gilt Index 11.4685 6.4682 6.13% 6.68 CRISIL Broad Based Long Term 20.6213 9.9691 6.83% 10.31 Gilt Index CRISIL Broad Based Medium 7.5784 5.6858 6.38% 5.87 Term Gilt Index CRISIL Broad Based Short Term 2.6841 2.3659 4.88% 2.43 Gilt Index CRISIL Up to 91-Day CD Index 0.1135 0.1096 3.58% 0.11 CRISIL Up to 91-Day CP Index 0.1120 0.1077 4.03% 0.11

Composite Index Weights

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

Oct-20

CRISIL Composite Gilt Index 45%

CRISIL AAA Long Term Bond Index 18%

CRISIL AAA Medium Term Bond Index 12%

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

CRISIL AA and AA+ Long Term Bond Index 1%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL AA and AA+ Short Term Bond Index 2%

CRISIL Short Term Gilt Index 15%

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

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

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

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

CRISIL AAA Medium Term Bond Index 29%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL Composite CD Index 4%

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

Oct-20

CRISIL Overnight Index 20%

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

CRISIL Upto 91 Day CP Index 60%

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

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

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

CRISIL Composite CD Index 15%

CRISIL Composite CP Index 45%

CRISIL Composite CD Index 20%

CRISIL Composite CP Index 58%

CRISIL Composite T-Bill Index 10%

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

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

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

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

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

Oct-20

CRISIL Composite T-Bill Index 22%

CRISIL Short Term Gilt Index 10%

CRISIL AAA Long Term Bond Index 4%

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

CRISIL AAA Medium Term Bond Index 81%

CRISIL AA and AA+ Medium Term Bond Index 4%

CRISIL Medium Term Gilt Index 50%

CRISIL AAA Long Term Bond Index 32%

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

CRISIL AAA Medium Term Bond Index 14%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL Long Term Gilt Index 45%

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

CRISIL AA and AA+ Long Term Bond Index 4%

CRISIL AAA Long Term Bond Index 30%

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

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

Oct-20

CRISIL AA+ Medium Term Bond Index 1%

CRISIL AA+ Short Term Bond Index 1%

CRISIL AA- Long Term Bond Index 1%

CRISIL AA- Medium Term Bond Index 2%

CRISIL AA- Short Term Bond Index 2%

CRISIL AA Long Term Bond Index 1%

CRISIL AA Medium Term Bond Index 4%

CRISIL AA Short Term Bond Index 5%

CRISIL AAA Long Term Bond Index 84%

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

CRISIL AA Long Term Bond Index 12%

CRISIL AAA Medium Term Bond Index 84%

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

CRISIL AA Medium Term Bond Index 8%

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

Oct-20

CRISIL AA- Short Term Bond Index 6%

CRISIL AA Short Term Bond Index 9%

CRISIL AAA Long Term Bond Index 10%

CRISIL AAA Medium Term Bond Index 7%

CRISIL AAA Short Term Bond Index 10%

CRISIL AA+ Long Term Bond Index 1%

CRISIL AA+ Medium Term Bond Index 1%

CRISIL AA+ Short Term Bond Index 1%

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

CRISIL AA- Short Term Bond Index 9%

CRISIL AA Long Term Bond Index 5%

CRISIL AA Medium Term Bond Index 18%

CRISIL AA Short Term Bond Index 18%

CRISIL A Medium to Long Term Bond Index 6%

CRISIL A Short Term Bond Index 4%

CRISIL AAA Medium Term Bond Index 9.39%

CRISIL AAA Short Term Bond Index 16.21%

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

Oct-20

CRISIL AA Medium Term Bond Index 19.9%

CRISIL A Medium term Bond Index 2.5%

CRISIL A Short Term Bond Index 7.5%

CRISIL AA+ Medium Term Bond Index 0.97%

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

CRISIL AA- Medium Term Bond Index 7.6%

CRISIL AA- Short Term Bond Index 12.94%

CRISIL AA Short Term Bond Index 19.57%

CRISIL AAA Short Term Bond Index 26%

CRISIL AA+ Short Term Bond Index 4%

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

CRISIL AA Short Term Bond Index 37%

CRISIL A Short Term Bond Index 10%

CRISIL 2 Month CD Index 36%

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

CRISIL 1 Year CD Index 22%

CRISIL 2 Month CP Index 32%

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

Oct-20

CRISIL 3 Month CP Index 59%

CRISIL Composite CP Index CRISIL 6 Month CP Index 4%

CRISIL 1 Year CP Index 5%

CRISIL 91 Day T-Bill Index 47%

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

CRISIL 1 Year T-Bill Index 22%

CRISIL Medium to Long Term PSU Debt Index 25%

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

CRISIL Composite CD Index 25%

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

S&P BSE Arbitrage Rate Index 35%

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

CRISIL Short Term Bond Fund Index 30%

CRISIL Dynamic Gilt Index 45%

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

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

Oct-20

CRISIL AAA Short Term Bond Index 7%

CRISIL AA and AA+ Long Term Bond Index 2%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL AA and AA+ Short Term Bond Index 2%

CRISIL AA+ Long Term Bond Index 17%

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

CRISIL AA- Long Term Bond Index 16%

CRISIL AA+ Medium Term Bond Index 15%

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

CRISIL AA- Medium Term Bond Index 42%

CRISIL AA+ Short Term Bond Index 41%

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

CRISIL AA- Short Term Bond Index 23%

CRISIL AAA Long Term Bond Index 36%

CRISIL AAA Medium Term Bond Index 20%

CRISIL AAA Short Term Bond Index 8%

CRISIL AA and AA+ Long Term Bond Index 3%

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

Oct-20

CRISIL AA and AA+ Short Term Bond Index 2%

CRISIL Composite Gilt Index 30%

CRISIL 6 Month CD Index 7%

CRISIL 1 Year CD Index 3%

CRISIL 6 Month CP Index 17%

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

CRISIL 182 Day T-Bill Index 25%

CRISIL 1 Year T-Bill Index 25%

CRISIL Overnight Index 15%

$ Rounded off to nearest integer

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

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

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

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

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

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

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

Key Characteristics  Rich history: CRISIL AAA rated bond indices have inception date of March 31, 2002. Thus the indices have been in existence for over a decade and have seen multiple interest rate cycles  Liquidity: The indices seeks to capture the movement of a portfolio comprising liquid AAA/AA+/AA/AA- rated corporate bonds, thereby ensuring appropriate market representation  Replicability: The indices constituents are valued on a daily basis. This lends the indices a realistic approach by having the valuations close to market levels.

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

 Rating considered for a bond is the conservative rating of all the bonds for that particular issuer (except for SO rated bonds)  The weights to the eligible bonds are allocated on the basis Amount outstanding of issuer  Most liquid bond for each of the shortlisted issuers is selected  Weight to each bond is subject to a cap of 10%. Excess weight is redistributed proportionately among other bonds  The index constituents are valued on a daily basis using CRISIL Valuations  The index is rebalanced on the 1st business day of every quarter  Perpetual bonds, Floating rate bonds, Tax free bonds and bonds with single option (call/put) are excluded from the universe of bonds  For Banking/ PSU indices Basel III compliant additional tier 1 bonds are included as a part of selection universe.  For Banking/ PSU indices bonds with security level rating below AA will be excluded.

*Upto 12 Issuers will be selected

CRISIL A rated Credit Indices

Features

 Base date for the Index: March 31, 2002

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

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

Maturity Buckets:

 Short Term: Securities with residual maturity upto 3 years

 Medium to Long Term: Security with residual maturity greater than 3 years

Key Characteristics

 Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels

Methodology

 Issuers are selected based on primary market issuances

 Unique issuers for the portfolio of the base month (Month of Inception) are selected based on issuances during the prior one year. All issuers that fall within the eligibility criteria of maturity and rating during the period are identified to be a part of the index.

 On an ongoing basis, the issuances of the previous month would be considered for addition of unique issuers in the existing portfolio

 For each issuer, the security that is most recently issued becomes a part of the index portfolio. These securities continue to be part of the index until  It falls out of the eligibility criteria (rating and maturity) and is removed from the index  It is replaced in case a new security of the same issuer is issued. In case more than one security of an issuer is issued on the same day, the one with the highest issuance size is selected.  Weights to eligible securities will be allocated based on the amount of issuance.

 Weight to each bond is subject to a cap of 10%. Excess weight is redistributed proportionately among other bonds

 Rating considered for a bond is the conservative rating of all the bonds for that particular issuer (except for SO rated bonds)

 The index constituents are valued on a daily basis using CRISIL Valuations

 The index is rebalanced on the 1st business day of every month

 Perpetual bonds, Floating rate bonds, Tax free bonds and bonds with single option (call/put) are excluded from the universe of bonds CRISIL Gilt Indices

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

Key Characteristics  Rich history: The indices have been in existence over a decade witnessing multiple interest rate cycles and has stood the test of time  Liquidity: The indices seeks to capture the movement in a portfolio consisting of most liquid government securities by using appropriate market representation  Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels

Methodology

 Trading pattern of government securities analysed during previous quarter with security rebalancing on monthly basis.

 Consistent Liquidity Scores assigned to each security on the basis of: o Volumes traded (70%) o Days Traded (15%) o Number of Trades (15%)  Top n securities (n defined in the table below) on the basis of Consistent Liquidity Score eligible to be part of the index subject to buffers

Index No of securities (n) Residual maturity criteria

CRISIL Long Term Gilt Index 8 Greater than 10 years

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

CRISIL Short Term Gilt Index 8 Up to 5 years Top 3 securities each from long, medium and short term CRISIL Composite Gilt Index 9 bucket

CRISIL Dynamic Gilt Index 12 NA

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

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

 Surrogate bonds (namely Food Corporation of India bonds, Oil bonds, Fertiliser bonds and UTI Special Bonds) and Floating rate bonds kept out of the purview of the selection process since these are quasi government bonds

CRISIL Broad Based Gilt Indices

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

Weighing Approach/Methodology

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

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

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

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

Features and Characteristics

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

Key Characteristics

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

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

Methodology

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

Historical Benchmarks used in the Index

Benchmark Security ISIN Maturity From To Name IN0020000116 11.50% CGL 2011 24-Nov-11 1-Sep-01 31-Jan-02

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

CRISIL T-Bill Indices

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

Index Base Date Underlying Security

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

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

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

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

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

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

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

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

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.

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.  If no issuers could be identified from the above steps, indicative yield for A1+ rated CDs of appropriate residual maturities would be used as input for valuation  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 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.

 If no issuers could be identified from the above steps, indicative yield for A1+ rated CPs of appropriate residual maturities would be used as input for valuation

 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

 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

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

Methodology

 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

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.

CRISIL Gilt 2027 Index

CRISIL Gilt 2027 Index seeks to measure the performance of portfolio predominantly invested in G-Sec maturing between 01 December, 2026 to 30 June, 2027. The index shall mature on 30 June, 2027.

Features  Total Return Index seeking to capture price and coupon returns of the underlying portfolio.  It’s a target date index which follows a roll-down approach.  The index uses a buy and hold strategy wherein the portfolio of G-sec is held till maturity unless they become ineligible  Small portion of portfolio(2%) is invested in on-the-run 91 Day T-bill for liquidity  Index portfolio marked-to-market on a daily basis using CRISIL Gilt and T-Bills valuations  Inception Date of Index: 28 February, 2021.

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 the market levels

Methodology  Weights of the G-sec securities and T-bills Securities in the Index will be 98% and 2% respectively.  Securities Selection methodology in G-Sec are as follows: o All securities selected will have a maturity date in the eligible period of G-sec which is from 1st December, 2026 to 30th June, 2027 o All Securities are selected on the basis of Amount Outstanding. o Minimum Amount Outstanding should be Rs. 25000 crore. o Weights to individual securities will be calculated in the ratio of amount outstanding. o Eligible securities will be added on a 6 monthly basis and weights will be redistributed based on amount outstanding.  Securities Selection methodology in T-Bills are as follows: o Three 91-Day T-Bill will be selected by rebalancing on a bi monthly basis. o This will consist of last three on-the-run 91-Day T-Bills as on the bi-monthly (once in two months) rebalancing date. o The maturity date of such T-bill selected should not be greater than the maturity of the fund. o In case no such 91 Day on-the-run T-Bill is available closer to the maturity date of the fund, T-Bill that is closest to the maturity date but maturing before the maturity date of index will be selected. o If such T-Bill matures as well, the proceeds will be invested in TREPS. o The T-bills will be weighted equally on each rebalancing date.  If any security in G-sec gets matured before the maturity date of index, the remaining amount will be invested in T-Bill that is closest to the maturity date but maturing before the maturity date of index. If the T-bill gets matured before the maturity date of index, the amount will be invested in CBLO.

 Coupon Cash Flow will be reinvested on month end based in the weights of the securities at that point of time.  The relative weights of the Government securities and asset classes will change due to price movement and will be reset during the 6 monthly rebalancing.  While rebalancing (security addition/ deletion/ weights reset), Impact Cost for each asset class will be as follows: o G-sec: 3 bps on each leg (total 6 bps) o T-bills: 1bps on each leg (total 2 bps)

CRISIL Gilt 2028 Index

CRISIL Gilt 2028 Index seeks to measure the performance of portfolio predominantly invested in G-Sec maturing between 06 September, 2027 and 05 April, 2028. The index shall mature on 05 April, 2028.

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 the market levels

Methodology  Weights of the G-sec securities and T-bills Securities in the Index will be 98% and 2% respectively.  Securities Selection methodology in G-Sec are as follows: o All securities selected will have a maturity date in the eligible period of G-sec which is from 06 September, 2027 to 05 April, 2028. o All Securities are selected on the basis of Amount Outstanding. o Minimum Amount Outstanding should be Rs. 25000 crore. o Weights to individual securities will be calculated in the ratio of amount outstanding. o Eligible securities will be added on a 6 monthly basis and weights will be redistributed based on amount outstanding.  Securities Selection methodology in T-Bills are as follows: o Three 91-Day T-Bill will be selected by rebalancing on a bi monthly basis. o This will consist of last three on-the-run 91-Day T-Bills as on the bi-monthly (once in two months) rebalancing date. o The maturity date of such T-bill selected should not be greater than the maturity of the fund. o In case no such 91 Day on-the-run T-Bill is available closer to the maturity date of the fund, T-Bill that is closest to the maturity date but maturing before the maturity date of index will be selected. o If such T-Bill matures as well, the proceeds will be invested in TREPS. o The T-bills will be weighted equally on each rebalancing date.  If any security in G-sec gets matured before the maturity date of index, the remaining amount will be invested in T-Bill that is closest to the maturity date but maturing before the maturity date of index. If the T-bill gets matured before the maturity date of index, the amount will be invested in CBLO.

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 Medium Term 14 AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds w ith residual maturities up 31-Mar-02 Credit Risk Index to 5 years. To track the performance of a corporate debt portfolio comprising of CRISIL Short Term Credit 15 AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds w ith residual maturities up 31-Mar-02 Risk Index to 3 years. To track the performance of a debt portfolio that includes government 16 CRISIL Dynamic Debt Index securities and AAA/AA+/AA rated corporate bonds across maturities 31-Mar-02

Sr. Inception Index Objective No. date Gilt Indices To track the performance of a portfolio comprising of most liquid 17 CRISIL Dynamic Gilt Index 1-Jan-97 government securities w ithout any maturity constraints. CRISIL Short Term Gilt To track the performance of a portfolio of government securities w ith 18 1-Oct-04 Index residual maturity up to five years CRISIL Medium Term Gilt To track the performance of a portfolio of government securities w ith 19 1-Oct-04 Index residual maturity greater than five and up to ten years CRISIL Long Term Gilt To track the performance of a portfolio of government securities w ith 20 1-Oct-04 Index residual maturity greater than ten years To track the performance of a portfolio comprising most liquid government CRISIL Composite Gilt 21 securities, in each of the long term, medium term and short term maturity 1-Oct-04 Index segments CRISIL 10 Year Gilt Index seeks to track the performance of the 10 year 22 CRISIL 10 Year Gilt Index 1-Sep-01 benchmark government security Credit Indices CRISIL AAA Long Term To track the performance of a long-term debt portfolio consisting of AAA 23 31-Mar-02 Bond Index rated corporate bonds 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 24 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 25 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 26 "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 27 "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 28 "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 29 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+ 30 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 31 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" 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

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

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

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

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

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

Sr. Inception Index Objective No. date CRISIL Short Term Banking To track the performance of a debt portfolio that includes corporate bonds 91 31-Mar-02 Debt Index issued by Banks w ith residual maturity up to 3 years To track the performance of a debt portfolio that includes corporate bonds CRISIL Medium to Long 92 issued by Public Sector Units (PSU) 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 93 31-Mar-02 Debt Index issued by Public Sector Units (PSU) w ith residual maturity up to 3 years To track the performance of a debt portfolio that includes corporate bonds CRISIL Banking and PSU 94 issued by Public Sector Units (PSU) and Banks along 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 95 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 96 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 97 01-Oct-04 Index securities, across maturities. CRISIL Broad Based Short To track the performance of a portfolio comprising of all government 98 01-Oct-04 Term Gilt Index securities w ith residual maturity up to 5 years. 99 CRISIL Broad Based To track the performance of a portfolio comprising of all government 01-Oct-04 Medium Term Gilt Index securities 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 100 01-Oct-04 Term Gilt Index securities w ith residual maturity greater than 10 years. Index Linked Products To track the performance of a portfolio predominantly invested in G-Sec 101 CRISIL Gilt 2027 Index 28-Feb-21 maturing betw een 01 December, 2026 to 30 June, 2027. To track the performance of a portfolio predominantly invested in G-Sec 102 CRISIL Gilt 2028 Index 28-Feb-21 maturing betw een 06 September, 2027 to 05 April, 2028.

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.

About CRISIL Research CRISIL Research is India's largest independent integrated research house. We provide insights, opinion and analysis on the Indian economy, industry, capital markets and companies. We also conduct training programs to financial sector professionals on a wide array of technical issues. We are India's most credible provider of economy and industry research. Our industry research covers 86 sectors and is known for its rich insights and perspectives. Our a nalysis is supported by inputs from our large network sources, including industry experts, industry associations and trade channels. We play a key role in India's fixed income markets. We are the largest provider of valuation of fixed income securities to the mutual fund, insurance and banking industries in the country. We are also the sole provider of debt and hybrid indices to India's mutual fund and life insurance industries. We pioneered independent equity research in India, and are today the country's largest independent equity research house. Our defining trait is the ability to convert information and data into expert judgments and forecasts with complete objectivity. We leverage our deep understanding of the macro -economy and our extensive sector coverage to provide unique insights on micro-macro and cross-sectoral linkages. Our talent pool comprises economists, sector experts, company analysts and information management specialists.

CRISIL Privacy CRISIL respects your privacy. We use your contact information, such as your name, address, and email id, to fulfil your request and service your account and to provide you w ith additional information from CRISIL and other parts of S&P Global Inc. and its subsidiaries (collectively, the “Company”) you may find of interest. For further information, or to let us know your preferences with respect to receiving marketing materials, please visit www.crisil.com/privacy. You can view the Company’s Customer Privacy at https://www.spglobal.com/privacy

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.