BSE Ltd.

04/25/2024 | Press release | Distributed by Public on 04/25/2024 06:15

Introduction of Interest Rate Derivatives Contracts on 710GS2034 and 723GS2039

NOTICES
Notice No. 20240425-20 Notice Date 25 Apr 2024
Category Trading Segment IRD
Subject Introduction of Interest Rate Derivatives Contracts on 710GS2034 and 723GS2039
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 and notice no. 20190506-23 dated May 06,2019 regarding Introduction of trading in Interest Rate Options.<_o3a_p>

In view of the above, the Exchange shall be introducing Interest Rate Derivatives contracts based on following bonds with effect from April 29, 2024.<_o3a_p>

1. 7.10% Government of India Bond maturing on April 08, 2034 - Both Interest Rate Futures and Options Contracts.<_o3a_p>

2. 7.23 % Government of India Bond maturing on April 15,2039 - Both Interest Rate Futures and Options Contracts.<_o3a_p>

Product details and trading parameters are attached as Annexure.<_o3a_p>

For any clarifications, Trading Members are advised to contact their respective Relationship Managers.<_o3a_p>

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For and on behalf of BSE Ltd,<_o3a_p>

<_o3a_p>

Ketan Jantre<_o3a_p>

Sandeep Pujari<_o3a_p>

Sr.GM- Trading Operations<_o3a_p>

DGM- Trading Operations<_o3a_p>