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Nifty 10 Year SDL Index Overview

The Nifty 10 Year SDL Index measures the performance of a portfolio of State Development Loans with an average maturity of about 10 years, consisting of SDLs from the top 14 states based on previous year's issuance volume. Launched on October 13, 2017, the index captures total returns, including price and coupon returns, with an average yield of 6.95% and an average coupon of 6.89%. The document also includes a disclaimer regarding the accuracy and reliability of the information provided.

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16 views1 page

Nifty 10 Year SDL Index Overview

The Nifty 10 Year SDL Index measures the performance of a portfolio of State Development Loans with an average maturity of about 10 years, consisting of SDLs from the top 14 states based on previous year's issuance volume. Launched on October 13, 2017, the index captures total returns, including price and coupon returns, with an average yield of 6.95% and an average coupon of 6.89%. The document also includes a disclaimer regarding the accuracy and reliability of the information provided.

Uploaded by

nischaltandon
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

July 2025

Nifty 10 Year SDL Index seeks to measure the performance of a portfolio of State Development Loans (SDLs) with residual
maturity of about 10 years. The index contains SDLs issued by top 14 states selected every year based on their primary
issuance volume during previous year. The index captures the total return, including price return and coupon return on the
underlying SDL portfolio.

Index Characteristics: Statistics:

Since
3M 6M 1 Yr. 3 Yr.
Methodology Total Returns Inception

Returns (%) -0.80 3.53 8.32 8.72 8.52


No. of issures/states 14

Launch Date October 13, 2017 Returns for periods longer than 1 year are annualized

Base Date September 03, 2001 Average Coupon 6.89

Average Yield 6.95


Base Value 1000

Average Mod Duration 6.86


Calculation Frequency Daily - End of day
Average Maturity 9.65

Disclaimer: All information contained herewith is provided for reference purpose only. NSE Indices ensures accuracy and reliability of the above information to the best of its endeavors. However,
NSE Indices makes no warranty or representation as to the accuracy, completeness or reliability of any of the information contained herein and disclaim any and all liability whatsoever to any person
for any damage or loss of any nature arising from or as a result of reliance on any of the information provided herein. The information contained in this document is not intended to provide any
professional advice.

Contact us :
Email: indices@[Link] | Tel: +91 22 26598386 | Fax: +91 22 26598120

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