NATIONAL STOCK EXCHANGE OF INDIA LIMITED DEPARTMENT : CURRENCY DERIVATIVES Download Ref No : NSE/CD/27251

Date : July 31, 2014

Circular Ref. No : 033/2014 All Members, Interest Rate Futures contract With reference to Exchange circular Ref. No. 25524 dated January 09, 2014, Interest Rates Futures contracts based on 8.40% Central Government Security maturing on July 28, 2024 will be made available for trading w.e.f. Monday, August 04, 2014. Details of the contracts are as follows: Futures Contracts: Instrument Symbol FUTIRC 840GS2024 FUTIRC 840GS2024 FUTIRC 840GS2024

Expiry 28AUG2014 25SEP2014 30OCT2014

Spread Contracts: Instrument Symbol FUTIRC 840GS2024 FUTIRC 840GS2024 FUTIRC 840GS2024

Leg 1 28AUG2014 28AUG2014 25SEP2014

Market Lot: Instrument

Symbol

FUTIRC

840GS2024

Quantity Freeze: Instrument

Symbol

FUTIRC

840GS2024

Leg 2 25SEP2014 30OCT2014 30OCT2014

Lot Size Rs 2 lakhs face value of GOI securities equivalent to 2000 units. Members shall place orders in terms of number of lots. Quantity Freeze 1251 lots or greater i.e. orders having quantity up to 1250 lots shall be allowed.

Kindly download cd_contract.gz and cd_spd_contract.gz files from Extranet path/cdsftp/ cdscommon and update the local database before trading on August 04, 2014, as the use of any older files will result in inability to setup and trade in Interest Rate Futures contracts. For and on behalf of National Stock Exchange of India Limited

Suprabhat Lala Vice President Toll Free No 1800-22-00-53

Fax No +91-22-26598325

Email id [email protected]

Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai – 400 051

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CURRENCY DERIVATIVES Download Ref No : NSE/CD/27251 Date ...

Jul 31, 2014 - cdscommon and update the local database before trading on August 04, 2014, ... Email id. 1800-22-00-53. +91-22-26598325 [email protected].
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