DCE 20200219 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPblock boardSP bb2005&bb2009 Hedging-Hedging 16,530
SPblock boardSP bb2005&bb2009 Speculation-Speculation 16,530
SPblock boardSP bb2005&bb2101 Hedging-Hedging 16,530
SPblock boardSP bb2005&bb2101 Speculation-Speculation 16,530
SPblock boardSP bb2009&bb2101 Hedging-Hedging 16,530
SPblock boardSP bb2009&bb2101 Speculation-Speculation 16,530