Trading Members and market participants of the Currency Derivatives Segment 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. As per the eligibility criteria specified in the aforesaid circular, Interest rate futures on underlying 6.79% Government of India Bond maturing on December 26, 2029 (679GS2029) will not fulfil the criteria in December 2018. 

In view of the above, quarterly futures contract on 679GS2029 for the month of December 2018 and onwards shall not be available for trading, however existing unexpired quarterly futures contracts for the month of June 2018 and September 2018 shall continue to be available for trading till their respective expiries. Further the three serial monthly contracts shall continue to be made available for trading till November 2018 expiry.

Trading members of the Exchange are requested to take note of the above and may contact their respective Relationship Manager for further clarification.

For and on behalf of BSE Ltd,