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About Interest Rate Derivatives
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About Interest Rate Derivatives
Interest Rate Derivative (IRD) is a financial derivative contract whose value is derived from one or more interest rates, prices of interest rate instruments, or interest rate indices.
Interest Rate Futures (IRF) are standardized interest rate derivative contracts traded on a recognized stock exchange to buy or sell a notional security or any other interest-bearing instrument or an index of such instruments or interest rates at a specified future date, at a price determined at the time of the contract. Interest Rate Futures include Money Market Futures. Currently, IRF contracts are available on Government of India securities, Treasury bills and MIBOR
Interest Rate Option (IRO) is an option contract whose value is based on Rupee interest rates or interest rate instruments. Currently, IRO contracts are available on Government of India securities.
Interest Rate Derivative Brochure:
Download Interest Rate Futures Brochure (.pdf) (8779 KB)
Download Interest Rate Options Brochure (.pdf) (2747 KB)
Download Money Market Futures Brochure (.pdf) (1920 KB)
Updated on: 29/07/2025
