India Rupee Quanto futures
Contract Parameters
Symbol DINRI
Underlying Indian Rupee
Contract Size 100 index points
Price Quote USD INR Quanto till fourth decimal place (e.g. Bid 63.6800 / Ask 63.6825)
Tick Size 0.0025 Index points
Tick Value 25 US cents
Wholesale Trades EFS, EFP, Block trade facilities available
Daily Price Movement Limit No price limit**
Max Order Size 2,500 contracts for Banks and institutions promoted by Banks. All other entities 1,000 contracts
Final Cash Settlement Price Basis Open Positions at expiry of contract shall be settled in US Dollars as per the Final Cash Settlement Price (FCSP) declared by the Exchange. Such FCSP would be based on the official US Dollar reference rate issued by the Reserve Bank of India, based on bank rates in Mumbai at 12 noon on the day of trading or earliest available date
Trading Months First 3 consecutive serial months.
Trading Days Monday through to Friday
Trading Hours DGCX Trading Hours
Last Day of Trading Two Business Days prior tothe last Day of Trading of the Delivery Month
New Contract Listing Business Day immediately following the Last Day of Trading
Initial Marginbased on SPAN US $140 per contract (Subject to change from time to time)
Calendar Spread Margin 100% benefit is offered on calendar spread positions
Delivery Period Margin Not applicable
العقود الآجلة: