Valuation Date: February 9, 2021
S. No. ISIN Security Name Maturity/ Deemed Maturity Date ICRA's Bond Price ICRA's Bond Yield Rating_ICRA
1 IN000321C025 GS 15 Mar 2021 Strips 15-Mar-2021 99.7025 3.300% Sovereign
2 IN000421P017 GOVT 0% 11-04-2021 (ORIGINAL RATE 7.80%) 11-Apr-2021 99.4393 3.430% Sovereign
3 IN000521C012 GOVT 0% 14-05-2021 (ORIGINAL RATE 8.35%) (GS14MAY2021C) 14-May-2021 99.1236 3.470% Sovereign
4 IN000521P014 07.94 GOVT. STOCK 24MAY2021P 24-May-2021 99.0303 3.470% Sovereign
5 IN000621C069 GS15JUN2021C 15-Jun-2021 98.8055 3.530% Sovereign
6 IN000621C077 GOVT. STOCK 23JUN2021C 23-Jun-2021 98.7301 3.530% Sovereign
7 IN000821C016 INDIA GOVT CPN STRIPS MD 15-Aug-2021 15-Aug-2021 98.2030 3.560% Sovereign
8 IN000921C022 GS 15 Sep 2021 Strips 15-Sep-2021 97.8974 3.590% Sovereign
9 IN001121P012 GOVT 0% 08-11-2021 (ORIGINAL RATE 8.79%) 08-Nov-2021 97.3574 3.630% Sovereign
10 IN001121C010 GOVT 0% 14-11-2021 (ORIGINAL RATE 8.35%) (GS14NOV2021C) 14-Nov-2021 97.2991 3.630% Sovereign
11 IN001221C018 INDIA GOVT CPN STRIPS MD 11-Dec-2021 11-Dec-2021 96.9623 3.724% Sovereign
12 IN001221C067 GS 15 Dec 2021 Strips 15-Dec-2021 96.8583 3.803% Sovereign
13 IN001221C042 GS 17 Dec 2021 Strips 17-Dec-2021 96.8381 3.803% Sovereign
14 IN001221C075 GOVT. STOCK 23DEC2021C 23-Dec-2021 96.7773 3.803% Sovereign
15 IN000222P019 INDIA GOVT PRINC STRIPS - MD - 15-Feb-2022 15-Feb-2022 96.2036 3.854% Sovereign
16 IN000222C017 INDIA GOVT CPN STRIPS MD 15-Feb-2022 15-Feb-2022 96.2036 3.854% Sovereign
17 IN000522P012 GOVT 0% 14-05-2022 (ORIGINAL RATE 8.35%) 14-May-2022 94.9998 4.109% Sovereign
18 IN000622P010 8.15 GOI - MD - 11-Jun-2022 11-Jun-2022 94.7452 4.081% Sovereign
19 IN000622C067 GS15JUN2022C 15-Jun-2022 94.7027 4.081% Sovereign
20 IN000622C042 GS 17 June 2022 Strips 17-Jun-2022 94.6814 4.081% Sovereign
21 IN000622C075 GOVT. STOCK 23JUN2022C 23-Jun-2022 94.6177 4.081% Sovereign
22 IN000822P016 IGBPS 0 08/02/22 Corp 02-Aug-2022 93.9475 4.270% Sovereign
23 IN001222C057 GS 15 Dec 2022 Strips 15-Dec-2022 92.3675 4.345% Sovereign
24 IN001222C032 GS 17 Dec 2022 Strips 17-Dec-2022 92.3454 4.345% Sovereign
25 IN001222C065 GOVT. STOCK 23DEC2022C 23-Dec-2022 92.2793 4.345% Sovereign
26 IN000623C057 GOVT. STOCK 15JUN2023C 15-Jun-2023 89.6254 4.721% Sovereign
27 IN000623C032 GOVT. STOCK 17JUN2023C 17-Jun-2023 89.6022 4.721% Sovereign
28 IN000623C065 GOVT. STOCK 23JUN2023C 23-Jun-2023 89.5325 4.721% Sovereign
29 IN001223C055 GOISEC15DEC2023C 15-Dec-2023 87.0277 4.940% Sovereign
30 IN001223C030 GOISEC17DEC2023C 17-Dec-2023 87.0041 4.940% Sovereign
31 IN001223C063 GOVT. STOCK 23DEC2023C 23-Dec-2023 86.9334 4.940% Sovereign
32 IN000624C055 GS15JUN2024C 15-Jun-2024 84.3127 5.163% Sovereign
33 IN000624C063 GOVT. STOCK 23JUN2024C 23-Jun-2024 84.2173 5.163% Sovereign
34 IN001224C053 GS15DEC2024C 15-Dec-2024 82.0612 5.206% Sovereign
35 IN001224C038 GOVT OF INDIA 0% 17-12-2024 (STRPP 17-Dec-2024 82.0377 5.206% Sovereign
36 IN001224C061 GOVT. STOCK 23DEC2024C 23-Dec-2024 81.9675 5.206% Sovereign
37 IN000625C052 GS15JUN2025C 15-Jun-2025 78.5068 5.645% Sovereign
38 IN000625C060 GOVT. STOCK 23JUN2025C 23-Jun-2025 78.4098 5.645% Sovereign
39 IN001225C050 GS15DEC2025C 15-Dec-2025 76.3520 5.645% Sovereign
40 IN001225C068 GOVT. STOCK 23DEC2025C 23-Dec-2025 76.2576 5.645% Sovereign
41 IN000626C050 GS15JUN2026C 15-Jun-2026 73.1915 5.923% Sovereign
42 IN000626C068 GOVT. STOCK 23JUN2026C 23-Jun-2026 73.0966 5.923% Sovereign
43 IN001226C058 GS15DEC2026C 15-Dec-2026 70.3239 6.113% Sovereign
44 IN001226C033 Gsec C-STRIPS Mat 17-Dec-2026 17-Dec-2026 70.3004 6.113% Sovereign
45 IN001226C066 GOVT. STOCK 23DEC2026C 23-Dec-2026 70.2299 6.113% Sovereign
46 IN000627C058 Gsec C-STRIPS Mat 15-Jun-2027 15-Jun-2027 67.9557 6.180% Sovereign
47 IN000627C033 Gsec C-STRIPS Mat 17-Jun-2027 17-Jun-2027 67.9328 6.180% Sovereign
48 IN000627C066 GOVT. STOCK 23JUN2027C 23-Jun-2027 67.8639 6.180% Sovereign
49 IN000927C029 GS15SEP2027C STRIPS (15-SEP-2027) 2027 15-Sep-2027 66.9295 6.180% Sovereign
50 IN001227C056 Gsec C-STRIPS Mat 15-Dec-2027 15-Dec-2027 65.9189 6.180% Sovereign
51 IN001227C064 GOVT. STOCK 23DEC2027C 23-Dec-2027 65.8298 6.180% Sovereign
52 IN000628C056 Gsec C-STRIPS Mat 15-Jun-2028 15-Jun-2028 63.5710 6.262% Sovereign
53 IN000628C031 Gsec C-STRIPS Mat 17-June-2028 17-Jun-2028 63.5492 6.262% Sovereign
54 IN000628C064 GOVT. STOCK 23JUN2028C 23-Jun-2028 63.4839 6.262% Sovereign
55 IN001228C054 Gsec C-STRIPS Mat 15-Dec-2028 15-Dec-2028 61.2671 6.342% Sovereign
56 IN001228C062 GOVT. STOCK 23DEC2028C 23-Dec-2028 61.1821 6.342% Sovereign
57 IN000629C054 GS15JUN2029C 15-Jun-2029 59.3058 6.358% Sovereign
58 IN000629C062 GOVT. STOCK 23JUN2029C 23-Jun-2029 59.2234 6.358% Sovereign
59 IN001229C052 GS15DEC2029C 15-Dec-2029 57.4785 6.358% Sovereign
60 IN001229C060 GOVT. STOCK 23DEC2029C 23-Dec-2029 57.3986 6.358% Sovereign
61 IN000630C052 GS15JUN2030C 15-Jun-2030 56.9472 6.115% Sovereign
62 IN000630C060 GOVT. STOCK 23JUN2030C 23-Jun-2030 56.8710 6.115% Sovereign
63 IN001230C050 GS15DEC2030C 15-Dec-2030 55.2576 6.115% Sovereign
64 IN001230C068 GOVT. STOCK 23DEC2030C 23-Dec-2030 55.1837 6.115% Sovereign
65 IN000631C050 GS15JUN2031C 15-Jun-2031 51.9872 6.423% Sovereign
66 IN000631C068 GOVT. STOCK 23JUN2031C 23-Jun-2031 51.9142 6.423% Sovereign
67 IN001231C058 GS15DEC2031C 15-Dec-2031 49.1672 6.653% Sovereign
68 IN001231C066 GOVT. STOCK 23DEC2031C 23-Dec-2031 49.0957 6.653% Sovereign
69 IN000632C058 GS15JUN2032C 15-Jun-2032 46.9306 6.779% Sovereign
70 IN000632C066 GOVT. STOCK 23JUN2032C 23-Jun-2032 46.8611 6.7792% Sovereign
71 IN001232C056 GS15DEC2032C 15-Dec-2032 45.3920 6.7792% Sovereign
72 IN001232C064 GOVT. STOCK 23DEC2032C 23-Dec-2032 45.3248 6.779% Sovereign
73 IN000633C056 GS15JUN2033C 15-Jun-2033 45.1925 6.537% Sovereign
74 IN000633C064 GOVT. STOCK 23JUN2033C 23-Jun-2033 45.1279 6.537% Sovereign
75 IN001233C054 GS15DEC2033C 15-Dec-2033 43.7621 6.537% Sovereign
76 IN001233C062 GOVT. STOCK 23DEC2033C 23-Dec-2033 43.6996 6.537% Sovereign
77 IN000634C054 GS15JUN2034C 15-Jun-2034 42.1416 6.580% Sovereign
78 IN000634C062 GOVT. STOCK 23JUN2034C 23-Jun-2034 42.0810 6.580% Sovereign
79 IN001234C052 GS15DEC2034C 15-Dec-2034 40.2561 6.680% Sovereign
80 IN001234C060 GOVT. STOCK 23DEC2034C 23-Dec-2034 40.7406 6.580% Sovereign
81 IN000635C051 GS15JUN2035C 15-Jun-2035 38.7656 6.715% Sovereign
82 IN000635C069 GOVT. STOCK 23JUN2035C 23-Jun-2035 38.7087 6.715% Sovereign
83 IN001235C059 GS15DEC2035C 15-Dec-2035 37.5063 6.715% Sovereign
84 IN001235C067 GOVT. STOCK 23DEC2035C 23-Dec-2035 37.4512 6.715% Sovereign
85 IN000636C059 GS15JUN2036C 15-Jun-2036 35.9623 6.776% Sovereign
86 IN000636C067 GOVT. STOCK 23JUN2036C 23-Jun-2036 35.9091 6.776% Sovereign
87 IN001236C040 GS15DEC2036C 15-Dec-2036 34.6773 6.796% Sovereign
88 IN001236C057 GOVT. STOCK 23DEC2036C 23-Dec-2036 34.6259 6.796% Sovereign
89 IN000637C040 GS15JUN2037C 15-Jun-2037 33.4319 6.816% Sovereign
90 IN000637C057 GOVT. STOCK 23JUN2037C 23-Jun-2037 33.3821 6.8160% Sovereign
91 IN001237C048 GS15DEC2037C 15-Dec-2037 32.1724 6.8460% Sovereign
92 IN001237C055 GOVT. STOCK 23DEC2037C 23-Dec-2037 32.2819 6.8160% Sovereign
93 IN000638C048 GS15JUN2038C 15-Jun-2038 30.9515 6.8760% Sovereign
94 IN000638C055 GOVT. STOCK 23JUN2038C 23-Jun-2038 30.9050 6.876% Sovereign
95 IN001238C046 GS15DEC2038C 15-Dec-2038 29.8197 6.896% Sovereign
96 IN001238C053 GOVT. STOCK 23DEC2038C 23-Dec-2038 29.7748 6.896% Sovereign
97 IN000639C046 GS15JUN2039C 15-Jun-2039 28.6764 6.925% Sovereign
98 IN000639C053 GOVT. STOCK 23JUN2039C 23-Jun-2039 28.6330 6.925% Sovereign
99 IN001239C044 GS15DEC2039C 15-Dec-2039 27.5656 6.955% Sovereign
100 IN001239C051 GOVT. STOCK 23DEC2039C 23-Dec-2039 27.5237 6.955% Sovereign
101 IN000640C044 GS15JUN2040C 15-Jun-2040 26.5909 6.965% Sovereign
102 IN000640C051 GOVT. STOCK 23JUN2040C 23-Jun-2040 26.5505 6.965% Sovereign
103 IN001240C042 GS15DEC2040C 15-Dec-2040 25.6960 6.965% Sovereign
104 IN001240C059 GOVT. STOCK 23DEC2040C 23-Dec-2040 25.6570 6.965% Sovereign
105 IN000641C042 GS15JUN2041C 15-Jun-2041 24.6921 6.994% Sovereign
106 IN000641C059 GOVT. STOCK 23JUN2041C 23-Jun-2041 24.6544 6.994% Sovereign
107 IN001241C040 GS15DEC2041C 15-Dec-2041 23.8578 6.994% Sovereign
108 IN001241C057 GOVT. STOCK 23DEC2041C 23-Dec-2041 23.7974 6.999% Sovereign
109 IN000642C032 GS15JUN2042C 15-Jun-2042 23.0280 6.999% Sovereign
110 IN000642C040 GOVT. STOCK 23JUN2042C 23-Jun-2042 22.9928 6.9986% Sovereign
111 IN001242C030 GS15DEC2042C 15-Dec-2042 22.2494 6.9986% Sovereign
112 IN001242C048 GOVT. STOCK 23DEC2042C 23-Dec-2042 22.6861 6.8994% Sovereign
113 IN000643C022 GS15JUN2043C 15-Jun-2043 21.9627 6.8994% Sovereign
114 IN000643C030 GOVT. STOCK 23JUN2043C 23-Jun-2043 21.9296 6.8994% Sovereign
115 IN001243C020 GS15DEC2043C 15-Dec-2043 21.2303 6.899% Sovereign
116 IN001243P014 09.23 GOVT. STOCK 23DEC2043P 23-Dec-2043 21.1983 6.899% Sovereign
117 IN001243C038 GOVT. STOCK 23DEC2043C 23-Dec-2043 20.8572 6.973% Sovereign
118 IN000644C020 GS15JUN2044C 15-Jun-2044 20.1852 6.973% Sovereign
119 IN001244C028 GS15DEC2044C 15-Dec-2044 19.5119 6.971% Sovereign
120 IN000645C027 GS15JUN2045C 15-Jun-2045 18.8547 6.971% Sovereign
121 IN001245C025 GS15DEC2045C 15-Dec-2045 18.6993 6.8631% Sovereign
122 IN000646C025 GS15JUN2046C 15-Jun-2046 18.0789 6.8631% Sovereign
123 IN001246C023 GS15DEC2046C 15-Dec-2046 17.3690 6.8884% Sovereign
124 IN000647C023 GS15JUN2047C 15-Jun-2047 16.7907 6.8884% Sovereign
125 IN001247C021 GS15DEC2047C 15-Dec-2047 16.0778 6.925% Sovereign
126 IN000648C021 GS15JUN2048C 15-Jun-2048 15.5397 6.925% Sovereign
127 IN001248C029 GS15DEC2048C 15-Dec-2048 15.0808 6.910% Sovereign
128 IN000649C029 GS15JUN2049C 15-Jun-2049 14.5772 6.910% Sovereign
129 IN001249C027 GS15DEC2049C 15-Dec-2049 13.8566 6.970% Sovereign
130 IN000650C027 GS15JUN2050C 15-Jun-2050 13.3900 6.970% Sovereign
131 IN001250C025 GS15DEC2050C 15-Dec-2050 12.9390 6.970% Sovereign
132 IN000651C025 GS15JUN2051C 15-Jun-2051 12.5033 6.970% Sovereign
133 IN001251C023 GS15DEC2051C 15-Dec-2051 12.0822 6.970% Sovereign
134 IN000652C023 GS15JUN2052C 15-Jun-2052 11.5922 6.994% Sovereign
135 IN001252C021 GS15DEC2052C 15-Dec-2052 11.2005 6.994% Sovereign
136 IN000653C021 GS15JUN2053C 15-Jun-2053 10.8900 6.974% Sovereign
137 IN001253C029 GS15DEC2053C 15-Dec-2053 10.5230 6.974% Sovereign
138 IN000654C029 GS15JUN2054C 15-Jun-2054 10.2342 6.954% Sovereign
139 IN001254C027 GS15DEC2054C 15-Dec-2054 9.9553 6.934% Sovereign
140 IN000655C026 GS15JUN2055C 15-Jun-2055 9.6858 6.914% Sovereign
141 IN001055P012 INDIA GOVT PRINC STRIPS MD 26-Oct-2055 26-Oct-2055 9.4492 6.914% Sovereign
142 IN001255C024 GS15DEC2055C 15-Dec-2055 9.3622 6.914% Sovereign
143 IN000656C024 GS15JUN2056C 15-Jun-2056 9.0475 6.914% Sovereign
144 IN001256C022 GS15DEC2056C 15-Dec-2056 8.7452 6.914% Sovereign
145 IN000657C022 GS15JUN2057C 15-Jun-2057 8.4529 6.914% Sovereign
146 IN001257C020 GS15DEC2057C 15-Dec-2057 8.1705 6.914% Sovereign
147 IN000658C020 GS15JUN2058C 15-Jun-2058 7.8898 6.917% Sovereign
148 IN001258C028 GS15DEC2058C 15-Dec-2058 7.6216 6.919% Sovereign
149 IN000659C028 GS15JUN2059C 15-Jun-2059 7.3624 6.920% Sovereign
150 IN001259C018 GS15DEC2059C 15-Dec-2059 7.1161 6.920% Sovereign
151 IN000660C018 GS15JUN2060C 15-Jun-2060 7.0206 6.866% Sovereign
152 IN001260P018 INDIA GOVT PRINC STRIPS MD 15-Dec-2060 15-Dec-2060 6.7876 6.866% Sovereign
153 IN001260C016 GS15DEC2060C 15-Dec-2060 6.7876 6.866% Sovereign
154 IN000326C024 GS15MAR2026C 15-Mar-2026 74.2673 5.923% Sovereign
155 IN000426C014 GS26APR2026C 26-Apr-2026 73.7753 5.923% Sovereign
156 IN000626C035 GS17JUN2026C 17-Jun-2026 73.1678 5.923% Sovereign
157 IN000926C021 GS15SEP2026C 15-Sep-2026 71.3904 6.113% Sovereign
158 IN001026C011 GS26OCT2026C 26-Oct-2026 70.9026 6.113% Sovereign
159 IN000328C020 INDIA GOVT CPN STRIPS MD 15-Mar-2028 15-Mar-2028 64.5585 6.262% Sovereign
160 IN000322C031 GOVT. STOCK 20MAR2022C 20-Mar-2022 95.6834 4.011% Sovereign
161 IN000126C010 GS Strip 02- Jan-26 02-Jan-2026 75.1515 5.9225% Sovereign
162 IN000726C017 GS Strip 02- Jul-26 02-Jul-2026 72.9901 5.9225% Sovereign
163 IN000127C018 GS Strip 02- Jan-27 02-Jan-2027 69.8545 6.1799% Sovereign
164 IN000727C015 GS Strip 02- Jul-27 02-Jul-2027 67.7607 6.1799% Sovereign
165 IN000627C041 G Sec Strip Mat - 120627 12-Jun-2027 67.9902 6.1799% Sovereign
166 IN001227C049 G Sec Strip Mat - 121227 12-Dec-2027 65.9523 6.1799% Sovereign
167 IN000427C012 GS26APR2027C-STRIPS (26-APR-2027) 26-Apr-2027 68.5210 6.1799% Sovereign
168 IN001027C019 GS26OCT2027C-STRIPS(26-OCT-2027) 26-Oct-2027 66.4672 6.1799% Sovereign
169 IN000621C051 GOI STRIP MAT- 12-Jun-2021 12-Jun-2021 98.8339 3.5300% Sovereign
170 IN001221C059 GOI STRIP MAT- 12-DEC-2021 12-Dec-2021 96.8888 3.8034% Sovereign