INR Forward Curves: • In this report we present INR 1Yr forward rate curves constructed for G-Sec, State Development Loans (SDL), Private AAA and PSU AAA names. • We have used spot rates for the given product lines to generate the yield curve. • For IGB and SDL we have constructed the 1Yr forward curve up to 15Yr • For PSU AAA names we have considered the curve up to 10Yr as PSU names don’t have active curve beyond 10yr • For the Private AAA curve, we have constructed the curve up to 5 Yr as non-PSU names do not have an active curve beyond 5Yr • We have also a provided a brief interpretation for the curve and possible rationale for the same.
