NATIONAL STOCK EXCHANGE OF INDIA LIMITED DEPARTMENT : CURRENCY DERIVATIVES Download Ref No : NSE/CD/29974
Date : June 15, 2015
Circular Ref. No : 021/2015 All Members, Additional contracts on existing Cash Settled Interest Rate Futures (IRF) 10-year Government of India (GoI) Security. In accordance with the revised guidelines pertaining to the selection of underlying for trading in Cash Settled Interest Rate Futures specified by SEBI vide circular No. CIR/MRD/DRMNP/11/2015 dated June 12, 2015 and with reference to Exchange circular no. 29541 dated April 27, 2015, the Exchange shall introduce fresh Interest Rates Futures contracts based on 8.40% Central Government Security maturing on July 28, 2024 w.e.f. Wednesday, June 17, 2015. Details of the contracts are as follows: Futures Contracts: Instrument FUTIRC FUTIRC
Symbol 840GS2024 840GS2024
Expiry 30JUL2015 27AUG2015
Spread Contracts: Instrument FUTIRC FUTIRC FUTIRC
Symbol 840GS2024 840GS2024 840GS2024
Leg 1 25JUN2015 25JUN2015 30JUL2015
Leg 2 30JUL2015 27AUG2015 27AUG2015
In addition to the above, the Exchange shall provide quarterly contracts for trading on two underlying’s w.e.f. Wednesday, June 17, 2015. Details of the contracts are as follows: Quarterly Futures Contracts: Instrument FUTIRC FUTIRC FUTIRC
Symbol 840GS2024 840GS2024 840GS2024
Expiry 24SEP2015 31DEC2015 31MAR2016
Instrument FUTIRC FUTIRC FUTIRC
Symbol 772GS2025 772GS2025 772GS2025
Expiry 24SEP2015 31DEC2015 31MAR2016
Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai – 400 051
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Kindly download cd_contract.gz and cd_spd_contract.gz files from Extranet path/cdsftp/ cdscommon and update the local database before trading on June 17, 2015, 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
Khushal Shah Chief Manager
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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