General

• DC Rules

• DC Standard Agreement

• Circular on NDS CALL : Trade cancellation feature introduced by CDSL

• RBI Extends Market Trading Hours

• Revision of Corporate Bond - Fortnightly Spread of ZCYC under PSU, FI & Banks Category

• 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

• Website notice for discontinuation of FBIL's benchmarks


• Financial Benchmarks India Pvt.Ltd- Archives

 

Valuation Committee Meeting

• Minutes of Special valuation committee meeting held on 17 Apr 21.


• Minutes of the Valuation Committee Meeting held on 01/09/2020.


• Minutes of the Valuation Committee Meeting held on 03/08/2020.


• Minutes of the Valuation Committee Meeting - June 2020.


• Minutes of the valuation committee meeting held on 01/04/2020

 

G Sec/SDL

• 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

 

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

• Discontinuation of Thomson Reuters benchmarks

• Discontinuation of 8 Indian Benchmarks

• Fimmda- Thomson Reuters Archives

Sample files - FIMMDA-Thomson Reuters

• Fimmda-Thomson Reuters MIFOR, MIOCS, MIOIS and MITOR


• FIMMDA-Thomson Reuters Treasury Bill Benchmark


• FIMMDA-Thomson Reuters Commercial Paper Benchmark

Working Papers

• 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

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
  
  

Credit Default Swaps

• Credit Default Swaps and Counter Party Risk ECB

• Improving Counter Party Risk Management Practices

• Margining Policy

• CDS MCA Market Maker

• CDS MCA USERS

• RBI Guidelines

• ISDA CSA

• DC Rules

• DC Standard Agreement

• Daily valuation Reports

• Valuation Methodology Policy Document

• Prudential Guidelines on Credit Default Swaps (CDS)

• Guidelines on Capital Adequacy and Exposure Norms for Credit Default Swaps (CDS)

• Guidelines on Credit Default Swaps (CDS) for Corporate Bonds-Permitting All India Financial Institutions

• DC Members

• DC Query

• Draft FAQ’s on Credit Default Swap

• CSA - All INR Derivatives including CDS

• CSA - INR CDS only

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

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

CP / CD

• CP - Withdrawal of Relaxations extended during pandemic

• CD - Withdrawal of Relaxations extended during pandemic

• CD Buyback-Readiness of depositories for automated generation of offer and intimation to Investors

• CD Buyback-Readiness of depositories for automated generation of offer and intimation to Investors

• Certificate of Deposit Issuance on Floating Rate Basis - Notice to all members (Revised)

• Amendment to Commercial Paper (CP) Operational Guidelines

• 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

• Sample formats for uploading - Valuation of Corporate Bond

• Intimation - Proposed Changes in Uploading Format Corporate Bonds

• Corporate Bonds: Daily publication of Spread and Yield Matrices - 30th August 2022

• Corporate Bond Matrices – Spread / Yield Matrix for the period of 03rd January 2022 to 13th January 2022 (Revised)

• Intimation - Proposed Changes in Uploading Format Corporate Bonds

• Sample formats for uploading - Valuation of Corporate Bond

• DRAFT - FIMMDA Corporate Bond Methodology on 15-July-2021

• Draft - FIMMDA - Daily New SLV - Feedback from Market Participants.

• 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

DRC cases

• 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

22nd AGM

• Scrutinizer's Report dated 23.9.20 containing the results of e-Voting held at 22nd AGM of FIMMDA on 23.9.20.


• Chairman's Speech.