DCE 20190722 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract | Priority | Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Corn Starch | SP cs1909&cs2001 | 1 | Hedging-Hedging |
1,202.5
|
| SP | Corn Starch | SP cs1909&cs2001 | 2 | Hedging-Speculation |
1,202.5
|
| SP | Corn Starch | SP cs1909&cs2001 | 3 | Speculation-Hedging |
1,202.5
|
| SP | Corn Starch | SP cs1909&cs2001 | 4 | Speculation-Speculation |
1,202.5
|
| SP | Corn Starch | SP cs1909&cs2005 | 5 | Hedging-Hedging |
1,221.5
|
| SP | Corn Starch | SP cs1909&cs2005 | 6 | Hedging-Speculation |
1,221.5
|
| SP | Corn Starch | SP cs1909&cs2005 | 7 | Speculation-Hedging |
1,221.5
|
| SP | Corn Starch | SP cs1909&cs2005 | 8 | Speculation-Speculation |
1,221.5
|
| SP | Corn Starch | SP cs2001&cs2005 | 9 | Hedging-Hedging |
1,221.5
|
| SP | Corn Starch | SP cs2001&cs2005 | 10 | Hedging-Speculation |
1,221.5
|
| SP | Corn Starch | SP cs2001&cs2005 | 11 | Speculation-Hedging |
1,221.5
|
| SP | Corn Starch | SP cs2001&cs2005 | 12 | Speculation-Speculation |
1,221.5
|
| SPC | Corn&Corn Starch | SPC c1909&cs1909 | 13 | Hedging-Hedging |
1,173.5
|
| SPC | Corn&Corn Starch | SPC c1909&cs1909 | 14 | Hedging-Speculation |
1,173.5
|
| SPC | Corn&Corn Starch | SPC c1909&cs1909 | 15 | Speculation-Hedging |
1,173.5
|
| SPC | Corn&Corn Starch | SPC c1909&cs1909 | 16 | Speculation-Speculation |
1,173.5
|
| SPC | Corn&Corn Starch | SPC c2001&cs2001 | 17 | Hedging-Hedging |
1,202.5
|
| SPC | Corn&Corn Starch | SPC c2001&cs2001 | 18 | Hedging-Speculation |
1,202.5
|
| SPC | Corn&Corn Starch | SPC c2001&cs2001 | 19 | Speculation-Hedging |
1,202.5
|
| SPC | Corn&Corn Starch | SPC c2001&cs2001 | 20 | Speculation-Speculation |
1,202.5
|
| SPC | Corn&Corn Starch | SPC c2005&cs2005 | 21 | Hedging-Hedging |
1,221.5
|
| SPC | Corn&Corn Starch | SPC c2005&cs2005 | 22 | Hedging-Speculation |
1,221.5
|
| SPC | Corn&Corn Starch | SPC c2005&cs2005 | 23 | Speculation-Hedging |
1,221.5
|
| SPC | Corn&Corn Starch | SPC c2005&cs2005 | 24 | Speculation-Speculation |
1,221.5
|