{"schema":1,"name":"Debt funds' yields and credit risk over time","resolution":"daily","generated_at":"2026-10-08T19:05:04Z","meta":{"source":"Fund houses' monthly portfolio disclosures, every holding line, validated scheme by scheme.","notes":["Coverage: about 45 fund houses. Nippon India, Axis, Canara Robeco and a few small fund houses block automated fetching in robots.txt, UTI's files are not read, and HDFC's history is thin before 2025.","Trends use a fixed panel: the fund houses present in every month of the last four years.","Active equity = SEBI's equity categories; index funds and ETFs are left out of the active measures.","Debt categories use AMFI's 2026 names; schemes still carrying the old SEBI names are folded in (low duration = ultra short to short term, ultra short duration = ultra short term, short/medium/long duration = short/medium/long term, dynamic bond = dynamic term, floater = floating rate).","Rating buckets from the rating printed beside each holding (any agency); G-secs, state loans and T-bills are sovereign. Cash and repo = TREPS, reverse repo, cash and net receivables. Unrated or other includes REIT/InvIT and fund units.","Yield to maturity: weighted by market value over government and corporate debt instruments, as each fund house prints it."],"method_doc":"docs/methods/fund_holdings.md","unit":"%","columns":"<category> = asset-weighted yield to maturity, %; credit_risk_below_aaa_pct = credit-risk funds' AA and lower holdings, % of net assets. Panel fund houses."},"dates":["2022-09-30","2022-10-31","2022-11-30","2022-12-31","2023-01-31","2023-02-28","2023-03-31","2023-04-30","2023-05-31","2023-06-30","2023-07-31","2023-08-31","2023-09-30","2023-10-31","2023-11-30","2023-12-31","2024-01-31","2024-02-29","2024-03-31","2024-04-30","2024-05-31","2024-06-30","2024-07-31","2024-08-31","2024-09-30","2024-10-31","2024-11-30","2024-12-31","2025-01-31","2025-02-28","2025-03-31","2025-04-30","2025-05-31","2025-06-30","2025-07-31","2025-08-31","2025-09-30","2025-10-31","2025-11-30","2025-12-31","2026-01-31","2026-02-28","2026-03-31","2026-04-30","2026-05-31","2026-06-30","2026-07-31","2026-08-31"],"series":{"corporate_bond":[7.3678,7.6281,7.5454,7.6538,7.7877,7.9171,7.8529,7.6819,7.6442,7.7205,7.6816,7.7225,7.7661,7.8776,7.9002,7.8519,7.8725,7.7854,7.7384,7.7879,7.7257,7.7559,7.6618,7.635,7.5814,7.5263,7.5411,7.5576,7.5555,7.5408,7.3205,7.0088,6.827,6.8976,6.8583,7.037,7.0272,6.9668,6.9395,7.0696,7.342,7.2471,7.6728,7.6266,7.872,7.384,7.51,7.6577],"credit_risk":[8.526,8.6999,8.6625,8.657,8.6963,8.9078,8.6897,8.4364,8.3514,8.3841,8.364,8.4387,8.5215,8.6232,8.6575,8.6466,8.7026,8.6846,8.7225,8.7911,8.7465,8.7877,8.6269,8.632,8.5906,8.5653,8.5667,8.5883,8.6761,8.7375,8.468,8.1127,7.9452,7.9578,7.9275,8.1198,8.1808,8.1567,8.07,8.2237,8.6262,8.4052,8.7358,8.5658,8.8916,8.309,8.4824,8.6871],"gilt":[6.8247,7.08,7.3014,7.4041,7.3795,7.5817,7.5582,7.4245,7.3218,7.3349,7.4013,7.3723,7.4467,7.575,7.5435,7.4203,7.3758,7.297,7.2921,7.3787,7.2456,7.2074,7.1351,7.0806,6.9452,7.0128,7.0048,7.0089,6.983,7.0746,6.9175,6.703,6.6697,6.6687,6.7972,7.1383,7.0705,7.0807,7.057,7.0488,7.0359,7.0661,7.436,7.1927,7.3873,7.2932,7.4066,7.2604],"liquid":[6.2999,6.6222,6.5709,6.6422,6.868,7.2388,7.1554,7.0991,6.8567,6.9812,6.8879,7.0511,7.1025,7.2178,7.3575,7.428,7.4214,7.4454,7.5766,7.2141,7.1787,7.2707,7.0737,7.1401,7.154,7.0965,7.0827,7.2323,7.2932,7.1732,7.0263,6.4973,6.2761,5.942,5.8413,5.8857,5.9886,6.0166,5.998,6.0034,6.5939,6.3258,7.4246,6.2208,6.694,6.3482,6.3933,6.2511],"money_market":[6.8781,7.1654,7.0737,7.1048,7.3472,7.6556,7.6181,7.4333,7.3316,7.35,7.2522,7.3406,7.4148,7.5361,7.5958,7.626,7.725,7.7838,7.7391,7.6664,7.6437,7.6334,7.5063,7.5333,7.4187,7.3687,7.3537,7.4701,7.5436,7.5412,7.2479,6.7908,6.5503,6.333,6.165,6.2295,6.2729,6.2782,6.2164,6.2948,7.0162,6.7714,7.2706,7.1093,7.7369,6.8263,6.9467,6.8171],"credit_risk_below_aaa_pct":[62.8841,64.0981,62.1434,63.2805,60.9294,60.3999,55.5251,56.926,61.3936,59.8792,56.3461,53.2352,56.4061,59.4715,58.8665,57.7657,57.4786,60.4958,64.8347,66.7114,66.5373,68.2342,65.2857,62.0218,64.98,64.4963,65.4484,63.9556,66.0623,65.1574,67.4147,66.6886,66.9346,68.4527,69.4265,69.8279,69.3406,69.1372,67.4607,66.3659,67.543,66.7089,64.9642,60.3414,61.6408,64.0602,64.0043,64.9948],"credit_risk_a_and_below_pct":[11.293,11.191,11.1539,11.5341,10.9231,11.0071,10.5332,10.1445,8.1218,8.8157,8.7533,6.8787,8.7517,8.7207,9.2345,8.8422,8.7542,8.3803,11.2203,11.3348,12.184,12.4136,10.2588,9.4482,9.8057,10.7417,10.968,11.1193,13.3004,10.9642,11.9562,11.5385,12.9501,12.7828,13.4407,14.34,15.2853,15.5484,15.0468,15.2109,16.5029,16.7061,14.1806,12.5677,13.6613,12.7727,8.6007,6.2524]}}