NOTICE Notice No. 20260518-21 Notice Date 18 May 2026 Category Trading Segment IRD Department Trading Operations Subject Introduction of Interest Rate Derivatives Contracts on 636GS2031 and 694GS2036 Attachments Annexure_636GS2031 ; Annexure_694GS2036 Trading Members and market participants are requested to refer to th…
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Open source pageNOTICE Notice No. 20260518-21 Notice Date 18 May 2026 Category Trading Segment IRD Department Trading Operations Subject Introduction of Interest Rate Derivatives Contracts on 636GS2031 and 694GS2036 Attachments Annexure_636GS2031 ; Annexure_694GS2036 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 May 19, 2026. 1. 6.36 % Government of India Bond maturing on February 16, 2031 – Both Interest Rate Futures and Options Contracts. 2. 6.94 % Government of India Bond maturing on May 11, 2036 – 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, Ketan Jantre Kaushal Mehta Head – Trading Operations VP – Trading Operations
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