OTC Derivative Product Disclosure Statement

1. Foreign Exchange Forwards

• FX Forwards
• Long Term FX Forwards (LTFX)
• PAR Forwards

2. Foreign Exchange Options

• Vanilla Options
• Option Strategies
  
  
  • i. Option Spreads
  • ii. Range Forwards
  • iii. Long Straddles
  • iv. Seagull
  • v. Covered Options

3. Interest Rate Swaps (IRS)

• Rupee Overnight Indexed Swaps (OIS)
• Foreign Currency IRS

4. Currency Swaps

• Principal Only Swap (POS)
• Cross Currency Interest Rate Swap (CCIRS)