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Debt Market Intelligence

India Fixed Income — Market Reference Data

A curated reference section covering key benchmarks, yield indicators, spread frameworks and market structure across India's rupee-denominated debt markets. Data placeholders below are manually updated and intended as orientation — not real-time feeds.

Disclaimer:Market data shown below is indicative and for reference only. It is not real-time, not investment advice, and should not be relied upon for transaction decisions. Consult current market sources before any issuance or investment.

Benchmark Rates

Key Rate Benchmarks

Indicative levels — update manually from RBI / FBIL / NSE data

RBI Repo Rate

—%

RBI Monetary Policy

10Y G-Sec Yield

—%

Benchmark sovereign yield

5Y G-Sec Yield

—%

Mid-curve sovereign

3M T-Bill

—%

Short-end sovereign

MIBOR Overnight

—%

FBIL benchmark

3M CP Rate (AAA)

—%

Commercial paper benchmark

Credit Spreads

Indicative Credit Spread Framework

Spreads over comparable G-Sec — indicative ranges, update from market data

AAA Rated
Issuer TypeTenorSpread Range (over G-Sec)
PSU / Govt Backed3Y— to — bps
PSU / Govt Backed5Y— to — bps
AAA NBFC3Y— to — bps
AAA NBFC5Y— to — bps
AAA Corporate3Y— to — bps
AAA Corporate5Y— to — bps
AA Rated
Issuer TypeTenorSpread Range (over G-Sec)
AA+ NBFC3Y— to — bps
AA+ NBFC5Y— to — bps
AA Corporate3Y— to — bps
AA Corporate5Y— to — bps

Market Structure

India Debt Capital Markets — Key Segments

01

Government Securities (G-Secs)

Sovereign bonds issued by the Government of India. The benchmark yield curve for all rupee-denominated debt. Traded on NDS-OM. Key tenors: 91-day, 182-day, 364-day T-Bills; 2Y, 5Y, 10Y, 14Y, 30Y bonds.

02

Corporate Bonds (Listed NCDs)

Non-Convertible Debentures issued by corporates, NBFCs, HFCs and PSUs. Listed on BSE/NSE. Regulated by SEBI. Rated by CRISIL, ICRA, CARE, India Ratings. Key investors: mutual funds, insurance, provident funds.

03

Commercial Paper (CP)

Short-term unsecured instruments with tenors of 7 days to 1 year. Issued by corporates and NBFCs. Regulated by RBI. Key investors: liquid and ultra-short duration mutual funds.

04

Securitisation / PTCs

Pass-Through Certificates backed by loan pools — mortgage, vehicle, microfinance and other retail assets. Issued by NBFCs and HFCs. Key investors: banks (for PSL compliance) and select mutual funds.

05

Infrastructure Bonds / InvITs

Long-tenor bonds issued by infrastructure entities and InvITs. Eligible for insurance and provident fund investment. Typically rated AAA or AA+. Tenors of 10–30 years.

06

Perpetual / Hybrid Instruments

AT1 bonds (banks), Tier 2 capital instruments and hybrid NCDs with equity-like features. Regulated by RBI (banks) and SEBI (corporates). Higher yield, subordinated in capital structure.

Investor Universe

Key Institutional Investor Categories

Understanding investor mandates is central to effective bond syndication

Mutual Funds

Largest buyer of corporate bonds

Investment Mandate

Duration-managed; credit quality driven by scheme mandate. Liquid/ultra-short: CP and short NCDs. Short/medium duration: 1–5Y NCDs. Credit risk funds: AA and below.

Key schemes / vehicles: Liquid, Ultra Short, Low Duration, Short Duration, Corporate Bond, Credit Risk, Banking & PSU

Insurance Companies

Long-duration buyers

Investment Mandate

Long-tenor, high-quality bonds. Preference for AAA and AA+. Tenors of 10–30 years. Regulated by IRDAI. Significant buyers of infrastructure and PSU bonds.

Key schemes / vehicles: Life insurance (traditional, ULIP), General insurance

Provident Funds / EPFO

Regulated, conservative mandate

Investment Mandate

Minimum AA+ rated bonds. Preference for PSU, government-backed and infrastructure issuers. Long tenors. Regulated by Ministry of Labour / EPFO investment guidelines.

Key schemes / vehicles: EPFO, exempt PF trusts, NPS

Banks

Selective corporate bond buyers

Investment Mandate

HTM and AFS portfolios. Buyers of PSL-eligible securitisation, infrastructure bonds and select corporate NCDs. Regulated by RBI.

Key schemes / vehicles: Treasury / investment book, PSL portfolio

Corporate Treasuries

Short to medium duration

Investment Mandate

Surplus cash deployment. Preference for short-tenor, high-quality NCDs and CPs. Yield-focused within credit quality constraints.

Key schemes / vehicles: Treasury / cash management

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