CCIL All Sovereign Bonds Index
FIND, SAVE & TRACK INVESTMENTS WITH CBONDS WATCHLIST
With Cbonds Watchlist you can always stay updated on your investments to make conscious decisions!
With Cbonds Watchlist you can always stay updated on your investments to make conscious decisions!
Everything you need for fixed income research and monitoring.
CCIL All Sovereign Bonds Index (CASBI) is designed to capture the performance of bond market due to rate movement across all tenors. The index comprises 31 securities across all the tenors issued by the central government of India. CCIL All Sovereign Bond Index changes it’s value due to the price movements and accrued interest through the Total Return Index and Principal Return Index. Dirty price and clean price of a bond are weighed depending on the share of the security’s market capitalization in the market capitalization of the portfolio. The index is calculated by The Clearing Corporation of India Limited.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(59937, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| CCIL All Sovereign Bonds Index | 3,937.35 pp | 04/07/2024 |
| CCIL Broad Index | 4,286.27 pp | 04/07/2024 |
| CCIL Liquid Index | 3,657.07 pp | 04/07/2024 |
| CCIL SDL Principal Return Index | 1,008.02 bps | 04/07/2024 |
| CCIL SDL Total Return Index | 3,707.32 bps | 04/07/2024 |
| CCIL T-Bill Index | 232.02 pp | 04/07/2024 |