Notice No20191010-43Notice Date10 Oct 2019
SubjectIntroduction of Interest Rate Derivatives Contracts on 645GS2029

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 and notice no. 20190506-23 dated May 06,2019 regarding Introduction of trading in Interest Rate Options.

In view of the above, the Exchange shall be introducing Interest Rate Futures and Options contracts based on following bonds with effect from October 14, 2019.

1.         6.45% Government of India Bond maturing on October 07,2029 

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


Annexure .pdf