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The Nifty Fixed Income PRC (Potential Risk Class) Indices are based on SEBI guidelines on Potential Risk Class Matrix for debt schemes based on Interest Rate Risk and Credit Risk and have been prepared for various categories of MFs as per SEBI guidelines on ‘Categorization and Rationalization of Mutual Fund Schemes’ with respect to Macaulay’s Duration and Credit Rating range for each debt fund category.

ADVANCED CHARTING

Highlights

  • The indices have a base date of September 03, 2001, and a base value of 1000
  • The indices seek to measure the performance of aggregate debt portfolio
  • Based on a well-defined, market relevant and rules-based framework, the indices are transparent and objective indicator of fixed income market performance

List of indices:

Sr. No

Debt Fund Category

PRC Bucket

Index Name

1

Liquid

A-I

Nifty Liquid Index A-I

2

B-I

Nifty Liquid Index B-I

3

C-I

Nifty Liquid Index C-I

4

Money Market

A-I

Nifty Money Market Index A-I

5

B-I

Nifty Money Market Index B-I

6

C-I

Nifty Money Market Index C-I

7

Ultra Short

A-I

Nifty Ultra Short Duration Debt Index A-I

8

B-I

Nifty Ultra Short Duration Debt Index B-I

9

C-I

Nifty Ultra Short Duration Debt Index C-I

10

A-II

Nifty Ultra Short Duration Debt Index A-II

11

B-II

Nifty Ultra Short Duration Debt Index B-II

12

C-II

Nifty Ultra Short Duration Debt Index C-II

13

A-III

Nifty Ultra Short Duration Debt Index A-III

14

B-III

Nifty Ultra Short Duration Debt Index B-III

15

C-III

Nifty Ultra Short Duration Debt Index C-III

16

Low Duration

A-I

Nifty Low Duration Debt Index A-I

17

B-I

Nifty Low Duration Debt Index B-I

18

C-I

Nifty Low Duration Debt Index C-I

19

A-II

Nifty Low Duration Debt Index A-II

20

B-II

Nifty Low Duration Debt Index B-II

21

C-II

Nifty Low Duration Debt Index C-II

22

A-III

Nifty Low Duration Debt Index A-III

23

B-III

Nifty Low Duration Debt Index B-III

24

C-III

Nifty Low Duration Debt Index C-III

25

Short Duration

A-II

Nifty Short Duration Debt Index A-II

26

B-II

Nifty Short Duration Debt Index B-II

27

C-II

Nifty Short Duration Debt Index C-II

28

A-III

Nifty Short Duration Debt Index A-III

29

B-III

Nifty Short Duration Debt Index B-III

30

C-III

Nifty Short Duration Debt Index C-III

31

Medium Duration

A-III

Nifty Medium Duration Debt Index A-III

32

B-III

Nifty Medium Duration Debt Index B-III

33

C-III

Nifty Medium Duration Debt Index C-III

34

Medium to Long Duration

A-III

Nifty Medium to Long Duration Debt Index A-III

35

B-III

Nifty Medium to Long Duration Debt Index B-III

36

C-III

Nifty Medium to Long Duration Debt Index C-III

37

Long Duration

A-III

Nifty Long Duration Debt Index A-III

38

B-III

Nifty Long Duration Debt Index B-III

39

C-III

Nifty Long Duration Debt Index C-III

40

Corporate Bond

A-I

Nifty Corporate Bond Index A-I

41

B-I

Nifty Corporate Bond Index B-I

42

A-II

Nifty Corporate Bond Index A-II

43

B-II

Nifty Corporate Bond Index B-II

44

A-III

Nifty Corporate Bond Index A-III

45

B-III

Nifty Corporate Bond Index B-III

46

Banking and PSU

A-I

Nifty Banking & PSU Debt Index A-I

47

B-I

Nifty Banking & PSU Debt Index B-I

48

C-I

Nifty Banking & PSU Debt Index C-I

49

A-II

Nifty Banking & PSU Debt Index A-II

50

B-II

Nifty Banking & PSU Debt Index B-II

51

C-II

Nifty Banking & PSU Debt Index C-II

52

A-III

Nifty Banking & PSU Debt Index A-III

53

B-III

Nifty Banking & PSU Debt Index B-III

54

C-III

Nifty Banking & PSU Debt Index C-III

55

Credit Risk

B-I

Nifty Credit Risk Bond Index B-I

56

C-I

Nifty Credit Risk Bond Index C-I

57

B-II

Nifty Credit Risk Bond Index B-II

58

C-II

Nifty Credit Risk Bond Index C-II

59

B-III

Nifty Credit Risk Bond Index B-III

60

C-III

Nifty Credit Risk Bond Index C-III

61

Dynamic Debt

A-III

Nifty Composite Debt Index A-III

62

B-III

Nifty Composite Debt Index B-III

63

C-III

Nifty Composite Debt Index C-III

64

Gilt

A-I

Nifty G-Sec Index A-I

65

A-II

Nifty G-Sec Index A-II

66

A-III

Nifty G-Sec Index A-III