DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPblock boardSP bb2001&bb2005 Hedging-Hedging 15,555
SPblock boardSP bb2001&bb2005 Speculation-Speculation 15,555
SPblock boardSP bb2001&bb2009 Hedging-Hedging 15,555
SPblock boardSP bb2001&bb2009 Speculation-Speculation 15,555
SPblock boardSP bb2005&bb2009 Hedging-Hedging 15,555
SPblock boardSP bb2005&bb2009 Speculation-Speculation 15,555
SPCfibre board&block boardSPC fb2001&bb2001 Hedging-Hedging 15,320
SPCfibre board&block boardSPC fb2001&bb2001 Speculation-Speculation 15,320
SPCfibre board&block boardSPC fb2005&bb2005 Hedging-Hedging 15,555
SPCfibre board&block boardSPC fb2005&bb2005 Speculation-Speculation 15,555
SPCfibre board&block boardSPC fb2009&bb2009 Hedging-Hedging 15,555
SPCfibre board&block boardSPC fb2009&bb2009 Speculation-Speculation 15,555