Derivatives — Interest Rate

Category: derivatives

Sub-section: interest_rate

NSE portal: All Reports → Derivatives → Interest Rate Derivatives

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✅ IRF Bhavcopy ZIP — 2,390 rows

df = nse.get("derivatives", "interest_rate", "irf_bhavcopy", "2026-05-22")

IRF_Bhavcopy{DDMMYY}.zip | 2,390 rows × 14 cols

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✅ IRD Volatility (I_VOLT) — 11 rows

df = nse.get("derivatives", "interest_rate", "i_volt", "2026-05-22")

I_VOLT_{DDMMYYYY}.csv | 11 rows × 4 cols

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🕐 Currency Derivatives IRF Settlement Prices — T-1

df = nse.get("derivatives", "interest_rate", "cd_sett_irf", "2026-05-21")

CDSett_prce_IRF_{DDMMYYYY}.csv | 53 rows × 5 cols

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✅ Early Warning Position Limits (EWPL) — 27 rows

df = nse.get("derivatives", "interest_rate", "ewpl", "2026-05-22")

EWPL_{DDMMYYYY}.CSV | 27 rows × 7 cols

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✅ Combined FPI Long Positions / FII Long Positions

df = nse.get("derivatives", "interest_rate", "fpi_long", "2026-05-22")
df = nse.get("derivatives", "interest_rate", "fii_long", "2026-05-22")

Note: These files use latin-1 encoding — handled automatically.

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⬇️ Tenure-Symbol Map (LST) — Download only

nse.download("derivatives", "interest_rate", "tenure_symbol_map", "2026-05-22", output_dir="./data")

TENURE_SYMBOL_MAP_{DD-MON-YYYY}.lst (uppercase month: 22-MAY-2026)

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⬇️ IRF Client OI Limit / IRF TM OI Limit (LST) — Download only

nse.download("derivatives", "interest_rate", "irf_cli_oi", "2026-05-22", output_dir="./data")
nse.download("derivatives", "interest_rate", "irf_tm_oi",  "2026-05-22", output_dir="./data")

i_oi_cli_limit_{DD-MON-YYYY}.lst / i_oi_tm_limit_{DD-MON-YYYY}.lst