The indices are reconstituted monthly, carrying a base value of 100 and a first value date of August 31, 2015. Weighting is applied based on turnover and outstanding issuance amounts.
Index Methodology
The BSE 4-8 Year G-Sec Index is engineered to monitor the performance of the three most liquid government securities with maturities ranging from four to eight years. A key criterion is that these securities must have an outstanding issuance exceeding ₹7,500 crore. Similarly, the BSE 8-13 Year G-Sec Index tracks the top three liquid government securities with residual maturities between eight and 13 years, also requiring outstanding issuance above ₹7,500 crore.
Supporting Passive Investing and Portfolio Management
These new benchmarks are expected to be instrumental in supporting passive investment vehicles. This includes exchange-traded funds (ETFs) and index funds, which aim to mirror index performance. Furthermore, asset managers can leverage these indices as benchmarks for portfolio management services (PMS) and various mutual fund schemes. This offers a more standardized approach to evaluating fund performance within specific government bond segments.
Market Deepening and Investor Benefits
The introduction of these indices by BSE Index Services Pvt Ltd signifies a move to deepen India's debt market benchmarking capabilities. Investors gain access to a more granular view of opportunities across different government bond maturities. This precision facilitates enhanced diversification and the implementation of more structured investment strategies, ultimately aiming to bring greater clarity and efficiency to the fixed-income market.