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NOTICES |
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Notice No. |
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20200602-26 |
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Notice Date |
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02 Jun 2020 |
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Category |
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Trading |
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Segment |
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IRD |
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Subject |
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Introduction of Interest Rate Derivatives Contracts on 579GS2030 |
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Attachments |
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Annexure.zip ; |
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Content |
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Trading Members and market participants are requested to refer to the Exchange notice no. 20190506-23 dated May 06,2019 regarding Introduction of trading in Interest Rate Options and notice no 20200511-25 regarding Introduction of Interest Rate Derivatives Contracts on 579GS2030.
In view of the above, the Exchange shall be introducing Interest Rate Options contracts based on following bond with effect from June 04, 2020.
1. 5.79% Government of India Bond maturing on May 11,2030
Product details and trading parameters are attached as Annexure.
For any clarifications, Trading Members are advised to contact their respective Relationship Managers.
For and on behalf of BSE Ltd,
Ketan Jantre
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Sandeep Pujari
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Sr.GM- Trading Operations
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AGM- Trading Operations
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