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NOTICES
Notice No.   20210716-64   Notice Date   16 Jul 2021
Category   Trading   Segment   IRD
Subject   Introduction of Interest Rate Derivatives Contracts on 563GS2026, 664GS2035 and 610GS2031
Attachments   Annexure I.pdf ; Annexure II.pdf ; Annexure III.pdf ;
Content

Trading Members and market participants are requested to refer to the Exchange notice number 20150616-21 dated June 16, 2015 regarding Exchange Traded Cash Settled Interest Rate Futures (IRF) on 6 year, 10 year and 13 year Government of India Security.

In view of the above, the Exchange shall be introducing Interest Rate Futures contracts based on following bonds with effect from July 19, 2021.

1.                 5.63% Government of India Bond maturing on April 12, 2026

2.                 6.64% Government of India Bond maturing on June 16, 2035

3.                 6.10% Government of India Bond maturing on July 12, 2031

 

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

Sandeep Pujari

Sr.GM- Trading Operations

AGM- Trading Operations