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NOTICES
Notice No.   20220419-27   Notice Date   19 Apr 2022
Category   Trading   Segment   IRD
Subject   Introduction of Interest Rate Derivatives Contracts on 654GS2032
Attachments   Annexure.zip ;
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 April 20, 2022.

1.         6.54% Government of India Bond maturing on January 17, 2032

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

DGM- Trading Operations