26 May 2020

Notifications & Circulars

Reserve Bank of India



RBI seeks Comments on Working Group Report on introducing Interest Rate Options


The Reserve Bank of India released its Report on the Introduction of Interest Rate Options in India. It recommends beginning with simple call and put options, caps, floors, collars and swaptions. Complex structures may be introduced subsequently. The Report also calls on the Fixed Income Money Market and Derivatives Association of India, Financial Benchmark India Private Limited to come out with a list of eligible domestic money or debt market rates as benchmarks. Comments on the Report are being received till 26th February, 2016.

Tags : Rbi interest rate options report

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