DCE 20200219 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | block board | SP bb2005&bb2009 |
Hedging-Hedging |
16,530
|
| SP | block board | SP bb2005&bb2009 |
Speculation-Speculation |
16,530
|
| SP | block board | SP bb2005&bb2101 |
Hedging-Hedging |
16,530
|
| SP | block board | SP bb2005&bb2101 |
Speculation-Speculation |
16,530
|
| SP | block board | SP bb2009&bb2101 |
Hedging-Hedging |
16,530
|
| SP | block board | SP bb2009&bb2101 |
Speculation-Speculation |
16,530
|