FIXED INCOME MONEY MARKET AND DERIVATIVES ASSOCIATION OF INDIA
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Archives
Publications
Archives
General
Extension of timeline for Membership of Call /Notice /Term Money
RESTORATION OF PUBLICATION TIME OF FBIL BENCHMARKS
Permission for single bond Interest Rate Futures on 06.54% GS 2032
RBI Increases Market Trading Hours
Publication of G-sec/SDL data on FIMMDA website
Extension of timeline for Membership of Call /Notice /Term Money
Operational Guidelines- Buyback of CD - Notice to all members
Public Holiday declared Under Section 25 of Negotiable Instrument Act, 1881, by Government of Maharashtra on 7th February 2022
RBI Clarification on Interest Rate Derivatives
Permission for single bond Interest Rate Futures on 06.67% GS 2035 and Permission for Interest Rate Option on 06.67% GS 2035 and 06.10% GS 2031.
Certificate of Deposit Issuance on Floating Rate Basis - Notice to all members
Conventions of MIFOR & Modified MIFOR - Notice to all members
Conventions of MIFOR & MODIFIED MIFOR
Certificate of Deposit Issuance on Floating Rate Basis - Notice to all members
Risk Management Tools- Swaptions
Interest Rate Swaption- Notice to all members
Withdrawal of Moratorium on Lakshmi Vilas Bank Ltd and sanction of Scheme of Amalgamation.
Trading hours for various markets regulated by RBI stands amended with effect from 9th November 2020.
Closure of Westpac Banking Corporation, India.
Permission for single bond Interest Rate Futures on 05.63% GS 2026, 06.10% GS 2031 and 06.64% GS 2035
Cessation of LIBOR- Transition Arrangement
Open Market purchase of GOI Securities under G -SAP1.0- Clarification from RBI
Clarification received by RBI on Holding of SLR securities under HTM (Revised)
RBI extends truncated market hours.
Withdrawal of Moratorium on Lakshmi Vilas Bank Ltd and sanction of Scheme of Amalgamation.
Declaration of Moratorium on Lakshmi Vilas Bank Ltd.
Trading hours on October 09, 2020.
Lifting of the moratorium on Yes Bank Ltd
Revised market hours till 17th April 20 - RBI circular
RBI Circular : Revised Market hours till April 30,2020
NOTICE OF CHANGE IN FIMMDA CONTACT NO'S
MEMBERSHIP SURRENDER OF NATIONAL AUSTRALIA BANK
FIMMDA NEW BOARD OF DIRECTORS.
Notice to Nonmember Website Users
FIMMDA wishes to recruit a Deputy Chief Executive Officer
FIMMDA CFP
3-Day MIBOR Fixing On Friday
FBIL
FBIL - General
Website notice for discontinuation of FBIL's benchmarks
Financial Benchmarks India Pvt.Ltd - Archives
FBIL Board Of Directors
FBIL Board Of Directors
FBIL Oversight Committee members
FBIL Oversight Committee members
G Sec/SDL
G Sec/SDL - General
Sovereign Green Bonds
Price Yield range setting in e-Kuber
Valuation of Recapitalization Bonds
Publication of G-sec/SDL data on FIMMDA website
Notice on G-Sec & SDL Benchmarks Publications w.e.f. April 1, 2022
Open Market purchase of GOI Securities under G -SAP1.0- Clarification from RBI
Clarification received by RBI on Holding of SLR securities under HTM (Revised)
G-sec and Strips prices of 16-04-2021 has been revised. The revised files have been uploaded in the Valuation Tab of the website
UDAY valuations as per new methodology for information
SDL valuations as per new methodology for information
NDS-OM for trading in G-secs
Valuation Methodology for Central Government Securities
Valuation Methodology Version 1st March 2018
Valuation Methodology Version 1st April 2017
Cubic Spline Methodology - Version 01st October 2016
Cubic Spline Methodology - Version 01st Spetember 2016
Cubic Spline Methodology - Version 30th July 2016
Cubic Spline Methodology - Version 01st July 2016
Cubic Spline Methodology - Version 01st March 2016
Cubic Spline Methodology - Version 31st January 2016
Cubic Spline Methodology - Version 27th Nov 2015
Cubic Spline Methodology - Version November 2014
Trainings
SAVE THE DATE - MARCH 3, 2021 FIMMDA WEBINAR.
Training Programme - Fixed Income Derivatives - for members and non-members 23rd, 24th, 25th & 26th February through Webinar.
Training Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on March 3rd to March 6th , 2021 - through Webinar.
Training Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on January 27, 28, 29 & 30, 2021 - through Webinar.
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on December 12-13 & 19-20, 2020 - through Webinar.
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on November 21-22 & 28-29, 2020 - through Webinar.
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on September 5-6 & 12-13, 2020 - through Webinar.
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on August 1-2 & 8-9, 2020 - through Webinar.
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on June 20-21 & 27-28, 2020 - through Webinar.
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on 16th & 17th January, 2020.
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on December 19 & 20, 2019.
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on 21st & 22nd November, 2019.
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on 22nd & 23rd October, 2019
Training Program – Hedging tools for Interest rate risk, 25-26 July, 2019
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on 24th & 25th June, 2019
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on 11th & 12th April, 2019
Training Programme on IFRS-9 and FRTB on 25th – 26th April, 2019 (6th Batch)
Training Programme on IFRS-9 and FRTB on 15th – 16th April, 2019 (5th Batch)
List of Trainings held from April 2006 till August 2017
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on 28th-29th May, 2018
Hedging tools for Interest rate risk, 21st-22nd June 2018
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on 26-27 July, 2018
Training - Hedging tools for Interest rate risk on 27th –28th August, 2018
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on 08th-09th Oct, 2018
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on 15th-16th Nov, 2018
Hedging tools for Interest rate risk, 17th-18th December 2018
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on 10th-11th January, 2019
International Financial Reporting Standard-9 (IFRS-9) & an Introduction to Fundamental Review of Trading Book (FRTB) on 21st & 22nd January, 2019
International Financial Reporting Standard-9 (IFRS-9) & an Introduction to Fundamental Review of Trading Book (FRTB) on 14th & 15th February, 2019
Awareness Programme - Basics of Bond Mathematics & Introduction to Indian Treasury Market on 21st-22nd Feb, 2019
International Financial Reporting Standard-9 (IFRS-9) & an Introduction to Fundamental Review of Trading Book (FRTB) on 05th & 06th March, 2019
International Financial Reporting Standard-9 (IFRS-9) & an Introduction to Fundamental Review of Trading Book (FRTB) on 18th & 19th March, 2019
Fimmda - Thomson Reuters Benchmarks
Sample Files - FIMMDA - Thomson Reuters
Discontinuation of Thomson Reuters benchmarks
Discontinuation of 8 Indian Benchmarks
Fimmda- Thomson Reuters Archives
Fimmda-Thomson Reuters MIFOR, MIOCS, MIOIS and MITOR
FIMMDA-Thomson Reuters Treasury Bill Benchmark
FIMMDA-Thomson Reuters Commercial Paper Benchmark
Reference Rate Shift MLA-BLA-2nd April 2018
List of adherents as on 31
st
March 2018
Signing up of MLA-BLA last date 28
th
March 2018
Covering Letter
FIMMDA Statement
Timetable
Multilateral Agreement
Bilateral Agreement
Letter of Communication under BLA
FAQ
Working Papers - Others
FIMMDA - Thomson Reuters Commercial Papers Benchmark dated 07th October 2010
FIMMDA - Thomson Reuters MIFOR Benchmark dated 07th October 2010
FIMMDA - Thomson Reuters MITOR Benchmark dated 07th October 2010
FIMMDA - Thomson Reuters OIS Benchmark dated 07th October 2010
FIMMDA - Thomson Reuters MIOCS Benchmark dated 07th October 2010
FIMMDA - Thomson Reuters Treasury Bills Benchmark dated 07th October 2010
Credit Default Swaps
Credit Default Swaps Evaluation - Report
Securitized Debt
SEBI Circular-Reporting of Trades in Securitised Debt Instruments in Trade Reporting Platforms
RBI Circular-Reporting of OTC transactions in Securitized Debt Instruments-26th August-2013
Reporting Platform for Trades in Securitized Debt Instruments (SDI)
Securitised Debt Archive
Secondary Market Deals for Securitised Debt Reported Today on FTRAC
Price Band
Price Band Archive
FIMMDA-NSE MIBID/MIBOR
Note on Intra-Day Relaxation of Price Band
CODE of CONDUCT for Usage of NDS-OM and OTC Trades –Revised Trading Bands
Notice for Breach of Yield based trading band on 12
th
June,2012
IMPORTANT CIRCULAR for All NDS-OM USERS
Reminder Code of Conduct –Cautionary Letter Big-Figure Errors (6th March,2013)
Code of Conduct-Cautionary Letter Big-Figure Errors( 2nd March,2013)
No Trading Band
Circular on Code of Conduct for usage of NDS-OM (Amended as on 26-Aug-2013)
COC NDS-OM: Tightening of Internal Control System – 18th October 2011
COC NDS-OM: Price Band for Special Bonds, October 24th, 2011
COC NDS-OM: Breach of Price Bands on OTC trades in Special Bonds reported on PDO-NDS, November 30th, 2011
COC NDS-OM Price Bands for Daily Trades – 8th December 2011
Breach of Price Band in Government Securities on January 2nd, 2012 (RBI Letter COC NDS OM) – 13th January 2012
COC NDS-OM Revised Methodology for Price Bands applicable from 24th February, 2012
BIG FIGURE ERRORS ON NDS-OM – 2nd March 2012
COC NDS-OM Revised methodology amended circular - March 13th, 2012
COC NDS-OM Relaxation in the Trading Bands for SDL/Special securities and Securities of residual maturity less than one – year - 27thApr, 2012
COC NDS-OM/PDO-NDS: Trading Band for Oil Bonds, July, 17th, 2012
CP / CD
CD Buyback-Readiness of depositories for automated generation of offer and intimation to Investors
CP/CD Traded Data Archive
CP/CD Traded data and Average yields
Operational Guidelines- Buyback of CD
Operational guidelines on Floating rate CD - 06th December, 2021
Amendment to Commercial Paper (CP) Operational Guidelines
FAQs on COVID 19 related stress - default on redemption of Commercial Paper (Revised).
Operational Guidelines - Commercial Paper
Guidelines Operational / documentation procedure for issue of CP
Settlement of OTC transactions in Certificates of Deposit (CDs) and Commercial Papers (CPs)
Standardised Procedures for issue of Certificate of Deposit (CD)
Commercial Paper (CP) – Operational Guidelines – 5th October, 2017
CP- Annexures in word format
Government notification on Stamp Duty
Settlement of CPs will be available on T+0 and T+1 only as per RBI circular dated 1.1.2013
Circular for Reporting of OTC transactions in Certificates of Deposits (CDs) and Commercial Papers (CPs)
Settlement of CPs and CDs through the clearing houses from 3
rd
April 2012
Transfer of the F-Trac CD,CP and CB Repo platform to CDSIL w.e.f. 2nd June 2014
F TRAC Rules and Regulation
Waiver of physical exchange of Confirmation for CD,CP and Corp. Bond Repo deals reported on F-TRAC of M/S CCIL
F-TRAC Rules & Regulation/Member Application Form
F-TRAC Registration Charges
Presentation on FIMMDA Settlement under DVP 1
FTRAC Reporting Platform (F-TRAC platform is compatible with Internet Explorer 7 or higher version)
NOTICE FOR ALL F-TRAC USERS
F-TRAC – Annual Maintenance Charges
FAQ on F-trac
Reporting of Secondary market deals on F-TRAC
FTRAC: Please insert yield as an input with effect from December 24,2012
RBI CIRCULAR –FIMMDA’s Trade Reporting and Confirmation platform for OTC transactions in Corporate Bonds and Securitized Debt Instruments
NOTICE FOR ALL F-TRAC USERS
Reporting of transaction in Corporate Bonds & Securitized Debt
Corporate Bond OTC Trades & Settlements Under DVP1
F-TRAC Circulars
Corporate Bond
Draft - FIMMDA - Daily New SLV - Feedback from Market Participants.
FIMMDA DAILY CB Matrix New Methodology (Trial Basis)
Revised Corporate Bonds Spread and Yield Matrices on 24-Dec-2020 dated 01-Dec-20, 02-Dec-20 and 03-Dec-20 are published in the website.
Revision of Corporate Bonds traded Data and Spreads
Publication of CB Valuation using SLV methodology on a firm basis in a new format.
Changes in Format for publication of MONTH- END SDL and Fortnightly perpetual Bond AT-1 spreads
Circulars on Continuation of Daily Matix – M/s FactEntry
FTRAC Bond traded Data Archive
Dispute Resolution Committee
Financial Year 2019 - 2020
Financial Year 2018 - 2019
Financial Year 2017 - 2018
Financial Year 2016 - 2017
Financial Year 2015 - 2016
Financial Year 2014 - 2015
Financial Year 2013 - 2014
DRC Code of conduct
Code of Conduct for Trades on NDS-OM and Reported on NDS-OM – Feb 2017
Code of Conduct for Trades on NDS-OM and Reported on NDS-OM – Sep 2016
Cover letter New Code of Conduct Jul 2014
Products
Benchmark old data
Volatility