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)
     
• 5. Barrier Options 
      a. European Knock Out Barrier Option
      b. European Knock In Barrier Option
      c. American Knock Out Barrier Option
      d. American Knock In Barrier Option 
  
  6. Other Derivatives 
      a. Rupee Bond FRA 
      b. Bond Forward
      c. FX TARN