Instruments available for Trading
(a) NORMAL MARKET WATCH:
The following 12 Overnight Index Swap (OIS) Standard instruments ranging from 1-Month to 10-Years with rolling maturities are available for trading on the Normal Market Watch screen of the platform:
| Instrument Name | Instrument Category | Tenor | Coupon Frequency | No of Settlement dates |
| OIS1M | Rolling Maturity | 1M | Bullet | 1 |
| OIS2M | Rolling Maturity | 2M | Bullet | 1 |
| OIS3M | Rolling Maturity | 3M | Bullet | 1 |
| OIS6M | Rolling Maturity | 6M | Bullet | 1 |
| OIS9M | Rolling Maturity | 9M | Bullet | 1 |
| OIS1Y | Rolling Maturity | 1Y | Bullet | 1 |
| OIS2Y | Rolling Maturity | 2Y | Semi annual | 4 |
| OIS3Y | Rolling Maturity | 3Y | Semi annual | 6 |
| OIS4Y | Rolling Maturity | 4Y | Semi annual | 8 |
| OIS5Y | Rolling Maturity | 5Y | Semi annual | 10 |
| OIS7Y | Rolling Maturity | 7Y | Semi annual | 14 |
| OIS10Y | Rolling Maturity | 10Y | Semi annual | 20 |
Day Count Fraction:ACT/365
Business Day Convention:MODIFIEDF.
(b) SPREAD MARKET WATCH:
The following Spread instruments are available for trading on the Spread Market Watch screen of the platform:
| Instrument Tenor |
| 3M*6M |
| 6M*9M |
| 6M*1Y |
| 9M*1Y |
| 1Y*2Y |
| 1Y*5Y |
| 2Y*3Y |
| 2Y*5Y |
| 3Y*5Y |
| 4Y*5Y |
| 5Y*10Y |