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  • As on ,
  • All Prices are in INR

Nifty CP Indices seek to measure the performance of Commercial Papers in 1 month, 2 month, 3 month, 6 month & 1 year maturity segment and all maturity index tracking aggregated performance across maturities. Further, based on the credit risk profiles for each of the six CP indices, there are three variants – A, B and C.

ADVANCED CHARTING

Highlights

  • The Indices have a base date of 3rd September, 2001 and a base value of 1000
  • 5 distinct maturity based indices represent performance of CP of 1 month, 2 month, 3 month, 6 month and 1 year
  • Nifty All Maturity CP Index represents the aggregated performance of 5 distinct maturity (1 month, 2 month, 3 month, 6 month and 1 year) based CP indices
  • Based on the credit risk profiles for each of the 6 CP indices, there are 3 indices with different levels of credit risk
  • Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of corporate bond market performance
  • The indices are rebalanced and reconstituted on a monthly basis

List of Indices:

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    Nifty CP Indices

    1. Nifty 1 Month CP Index
    2. Nifty 2 Month CP Index
    3. Nifty 3 Month CP Index
    4. Nifty 6 Month CP Index
    5. Nifty 1 Year CP Index
    6. Nifty All Maturity CP Index
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    Nifty CP Indices – A

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    Nifty CP Indices – B

    1. Nifty 1 Month CP Index - B
    2. Nifty 2 Month CP Index - B
    3. Nifty 3 Month CP Index - B
    4. Nifty 6 Month CP Index - B
    5. Nifty 1 Year CP Index - B
    6. Nifty All Maturity CP Index - B
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    Nifty CP Indices – C

    1. Nifty 1 Month CP Index - C
    2. Nifty 2 Month CP Index - C
    3. Nifty 3 Month CP Index - C
    4. Nifty 6 Month CP Index - C
    5. Nifty 1 Year CP Index - C
    6. Nifty All Maturity CP Index - C