Crisil security-level valuation of SLR securities

We provide valuation for all outstanding dated government securities, Treasury bills, state development loans and STRIPS on a daily basis.

The coverage includes:

• All central government securities (G-secs) including IIB, FRBs and surrogates such as oil and fertiliser bonds
• All state development loans including the special securities issued by state governments and special state development loans and bonds issued under the UDAY scheme
• Treasury bills
• STRIPS (Separate trading of registered interest and principal of securities)
• Repo in government securities, Treasury bill repurchase (TREPS)

Crisil security-level valuations of corporate bonds

We provide daily valuations for corporate bonds. The coverage includes different types of securities including plain vanilla bonds, pass-through securities, floating rate securities, high yield bonds, bonds with optionality, tax-free bonds, etc.

Crisil bond matrix - standard

We provide two-dimensional matrices of various rating categories and modified duration (tenures) on a daily basis.
 
The two types of sector matrices published are:

TRAD - traditional sectors public sector units, corporates, banks, etc.
NPR - covering non-banking finance companies, PTC and real estate sectors

Bond market dashboard

We provide customised yield curves for select issuers for their desired tenure. The curves help issuers in peer comparison for issuances and enable investors to identify new investment opportunities.
 

We provide intraday security-level valuations which are customised based on methodology, cut-offs and turnaround time best suited for client requirements. This service helps clients seeking a fair value of the security for inter scheme transfers  and debt exchange-traded funds.

We provide valuations for market-linked debentures (MLDs) having varying payoffs and different underlying benchmarks including equity indices, basket of equity stocks, commodities and other highly customised structures.