DCE 20190923 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | block board | SP bb2001&bb2005 |
Hedging-Hedging |
15,555
|
| SP | block board | SP bb2001&bb2005 |
Speculation-Speculation |
15,555
|
| SP | block board | SP bb2001&bb2009 |
Hedging-Hedging |
15,555
|
| SP | block board | SP bb2001&bb2009 |
Speculation-Speculation |
15,555
|
| SP | block board | SP bb2005&bb2009 |
Hedging-Hedging |
15,555
|
| SP | block board | SP bb2005&bb2009 |
Speculation-Speculation |
15,555
|
| SPC | fibre board&block board | SPC fb2001&bb2001 |
Hedging-Hedging |
15,320
|
| SPC | fibre board&block board | SPC fb2001&bb2001 |
Speculation-Speculation |
15,320
|
| SPC | fibre board&block board | SPC fb2005&bb2005 |
Hedging-Hedging |
15,555
|
| SPC | fibre board&block board | SPC fb2005&bb2005 |
Speculation-Speculation |
15,555
|
| SPC | fibre board&block board | SPC fb2009&bb2009 |
Hedging-Hedging |
15,555
|
| SPC | fibre board&block board | SPC fb2009&bb2009 |
Speculation-Speculation |
15,555
|