DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPCornSP c1911&c2001 Hedging-Hedging 928
SPCornSP c1911&c2001 Speculation-Speculation 928
SPCornSP c2001&c2003 Hedging-Hedging 938.5
SPCornSP c2001&c2003 Speculation-Speculation 938.5
SPCornSP c2001&c2005 Hedging-Hedging 962
SPCornSP c2001&c2005 Speculation-Speculation 962
SPCornSP c2001&c2009 Hedging-Hedging 983.5
SPCornSP c2001&c2009 Speculation-Speculation 983.5
SPCornSP c2003&c2005 Hedging-Hedging 962
SPCornSP c2003&c2005 Speculation-Speculation 962
SPCornSP c2005&c2007 Hedging-Hedging 972
SPCornSP c2005&c2007 Speculation-Speculation 972
SPCornSP c2005&c2009 Hedging-Hedging 983.5
SPCornSP c2005&c2009 Speculation-Speculation 983.5
SPCornSP c2007&c2009 Hedging-Hedging 983.5
SPCornSP c2007&c2009 Speculation-Speculation 983.5
SPCCorn&Corn StarchSPC c2001&cs2001 Hedging-Hedging 1,119
SPCCorn&Corn StarchSPC c2001&cs2001 Speculation-Speculation 1,119
SPCCorn&Corn StarchSPC c2005&cs2005 Hedging-Hedging 1,154
SPCCorn&Corn StarchSPC c2005&cs2005 Speculation-Speculation 1,154
SPCCorn&Corn StarchSPC c2009&cs2009 Hedging-Hedging 1,182
SPCCorn&Corn StarchSPC c2009&cs2009 Speculation-Speculation 1,182