OTC Derivative Product Disclosure Statement

• 1. Foreign Exchange Forwards
  • a. FX Forwards
    b. Long Term FX Forwards (LTFX)
    c. PAR Forwards
• 2. Foreign Exchange Options
  • a. Vanilla Options
    b. Option Strategies
        i. Option Spreads
        ii. Range Forwards
        iii.  Long Straddles
        iv. Seagull
        v. Covered Options
• 3. Interest Rate Swaps (IRS)
  • a. Rupee Overnight Indexed Swaps (OIS)
    b. Foreign Currency IRS                  
• 4. Currency Swaps
  • a. Principal Only Swap (POS)
    b. Cross Currency Interest Rate Swap (CCIRS)