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| NOTICES |
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| Notice No. |
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20220919-6 |
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Notice Date |
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19 Sep 2022 |
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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. |
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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 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 Derivatives contracts based on following bonds with effect from September 20, 2022.
1. 7.26 % Government of India Bond maturing on August 22,2032 – Both Interest Rate Futures and Options Contracts.
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,
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Ketan Jantre
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Sandeep Pujari
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Sr.GM- Trading Operations
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DGM- Trading Operations
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