DCE 20190923 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Corn Starch | SP cs2001&cs2005 |
Hedging-Hedging |
1,154
|
| SP | Corn Starch | SP cs2001&cs2005 |
Speculation-Speculation |
1,154
|
| SP | Corn Starch | SP cs2001&cs2009 |
Hedging-Hedging |
1,182
|
| SP | Corn Starch | SP cs2001&cs2009 |
Speculation-Speculation |
1,182
|
| SP | Corn Starch | SP cs2005&cs2009 |
Hedging-Hedging |
1,182
|
| SP | Corn Starch | SP cs2005&cs2009 |
Speculation-Speculation |
1,182
|
| SPC | Corn&Corn Starch | SPC c2001&cs2001 |
Hedging-Hedging |
1,119
|
| SPC | Corn&Corn Starch | SPC c2001&cs2001 |
Speculation-Speculation |
1,119
|
| SPC | Corn&Corn Starch | SPC c2005&cs2005 |
Hedging-Hedging |
1,154
|
| SPC | Corn&Corn Starch | SPC c2005&cs2005 |
Speculation-Speculation |
1,154
|
| SPC | Corn&Corn Starch | SPC c2009&cs2009 |
Hedging-Hedging |
1,182
|
| SPC | Corn&Corn Starch | SPC c2009&cs2009 |
Speculation-Speculation |
1,182
|