Nifty 11-15 yr G-Sec index is constructed using the prices of top 3 (in terms of traded value) liquid GOI bonds with residual maturity between 11 to 15 years and having outstanding issuance of over Rs.5000 crores.
The individual bonds are assigned weights considering the traded value and outstanding issuance in the ratio of 40:60.
The index measures the changes in the dirty prices of the bond basket.