• FIMCIR/2023-24/40 Bond Forward Rate Agreement (Bond-FRA) Operational Guidelines
• FIMCIR2023-24 38 Modified MIFOR Trades - Introduction of two business day pay delay in coupon payments.
• FIMMDA Notice – FIMNOT/2022-23/07 Variation Margin Directions – Implementation Timelines
• RBI Clarification on Interest Rate Derivatives
• Standardisation of IRS contracts - Withdrawal of our circulars dated 28th March 2013 and 1st December 2014
• Rupee Interest rate derivatives 26/6/2019
• Interest rate options 14/06/2018
• Introduction of Interest Rate Options in India FMRD.DIRD.12/14.01.011/2016-17

OTC Derivatives

• Managing Derivative Risks
• Circular on Standardization of IRS Contracts – 26th March 2013
• Circular on Standardization of IRS Contracts – December 1st, 2014
• RBI Circular on Standardization of IRS Contracts
• There is an important Judgment of Supreme Court with respect to Derivatives. Please check Supreme Courts site for the Judgment Appeal(Civil) - No. 8916 Year: 2012 - Reportable for full details.

Derivatives Presentation

• Forward Contracts

Swaption

• Risk Management Tools- Swaptions
• Interest Rate Swaption- Notice to all members
• Operational guidelines of Interest Rate Swaption

OTC Interest Rate Brokers

• Accreditation of Voice Brokers in OTC Interest Rate Derivatives
• FORM for Accreditation OF BROKERS IN OTC Interest Rate Derivatives
• Policy Document 
• Code of Conduct
• List of Accredited Brokers

Exchange Traded Derivatives

IRFs / IROs

• FIMCIR 2024-25 07 Introduction of New Single Bond IRFs & IROs
• Permission for single bond Interest Rate Futures on 06.54% GS 2032
• 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.
• Permission for single bond Interest Rate Futures on 05.63% GS 2026, 06.10% GS 2031 and 06.64% GS 2035.

Exchange Traded Derivatives

• Polling Sheet

RBI Circulars on Interest Rate Futures

• IDMD.PCD. 08/14.03.01/2013-14
• FMD.MSRG. No.39/02.04.003/2009-10 dt. August 28, 2009
• IDMD.PCD.27/ED (HRK)-2010 dt. March 07,2011
• IDMD.PCD.16/14.03.01/2011-12 dt. December 30, 2011
• Press Release dt. December 30, 2011
• IDMD.PCD.17/14.03.01/2011-12 dt. December 30, 2011

10yr BENCHMARK FOR IRF MARGINS

• 10 year G-Sec Benchmark