Corporate Bond

FIMMDA Corporate Bond Methodology ( )

Valuation

For Day-End Valuations you are requested to login as a Member.

• Cumulative Corporate Bonds

• FIMMDA Fortnightly Valuation Matrix for Corporate Bond

• FIMMDA - Daily CORPORATE BOND Matrix

• FIMMDA - Daily CORPORATE BOND Yield Matrix

• FIMMDA - Daily Corporate Bond Security Level Valuation (SLV)

• Draft - FIMMDA - Daily New SLV - Feedback from Market Participants till 12-May-2023

Methodology

• Corporate Bond – Security Level Valuation: Circulars

  • Corporate Bonds: Daily publication of Spread and Yield Matrices - 30th August 2022
  
  

  • Publication of CB Valuation using SLV methodology on a firm basis in a new format

  • Publication of Corporate Bond Valuations using SLV methodology on a firm basis - November - 2019

  • CB - Security Level Valuation(SLV) Daily publication on firm basis Oct-19

  • CB Daily SLV on firm basis from 01-July-2019

  • FIMMDA-Daily Corporate Bond Security Level Valuation (SLV) updated with Prices from 04-Sep-18

• FIMMDA Corporate Bond Valuation Methodology

  • Corporate Bond - fortnightly and Daily Yield matrix methodology - February 2020

  • Security Level Valuation (SLV) methodology - January 2019

  • Corporate Bond - fortnightly and Daily Yield matrix methodology - January 2019
    

  • FIMMDA Corporate Bond Valuation Methodology dated 24-05-2017

  • FIMMDA Corporate Bond Valuation Methodology dated 29-12-2016
    

Other Circulars / Data

• FIMNOT01- CB SLV on Firm Basis from 15052023

• FIMMDA NOTICE - FIMNOT/2022-23/14 - Publication of SLV on a firm Basis

• FIMMDA Notice – FIMNOT/2022-23/08 Cancellation of the Certificate of Registration (CoR) of Brickwork Ratings India Private Limited

• Daily Corporate Bond Spread Matrix as on 30th June, 2016

• Polling for corporate bond – first fortnight ending 15th April 2017

• Unified code of conduct for submitters of all benchmarks

• CORPORATE BONDS TRADED DATA & SPREADS

• Chronology of Corporate Bond

• Development of secondary markets in Debt securities- membership to the Dedicated debt segment on Exchanges

Useful Links

• Exchange Traded / Reported data links

• https://www.indiabondinfo.nsdl.com

• https://www.sebi.gov.in/statistics/corporate-bonds.html

Sample Files

• Intimation - Proposed Changes in Uploading Format Corporate Bonds

  

• Sample formats for uploading - Valuation of Corporate Bond

  

• Daily Publication

  • FIMMDA Spread Matrix

  • FIMMDA Yield Matrix

  • FIMMDA 15 Days Traded Statement

  • FIMMDA SLV Publication (Trial Basis)

• Fortnightly

  • FIMMDA Spread Matrix

  • FIMMDA Yield Matrix

For older circulars / instructions, pls refer to "Archives."