Notices
Notice No20190111-47Notice Date11 Jan 2019
CategoryTradingSegmentIRD
SubjectIntroduction of Interest Rate Futures Contracts
Content

Trading Members and market participants of the Currency Derivatives Segment 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 bond with effect from January 14, 2019.

1.     7.26 % Government of India Bond maturing on January 14, 2029. 

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

Attachments
Annexure.pdf