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Interest Rate Futures in India

What is interest rate futures ?

  • Interest rate futures is standardised interest rate derivative contract traded on a stock exchange to buy or sell an interest bearing instrument at a specified future date, at a price determined at the time of the contract.

What is the underlying for interest rate futures in India ? In India interest rate futures are available on NSE on

  • Notional T – Bills
  • Notional 10 year bonds (coupon bearing and non-coupon bearing)

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