DCE 20200603 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Corn Starch | SP cs2009&cs2101 |
Hedging-Hedging |
1,221
|
| SP | Corn Starch | SP cs2009&cs2101 |
Speculation-Speculation |
1,465.2
|
| SP | Corn Starch | SP cs2009&cs2105 |
Hedging-Hedging |
1,236
|
| SP | Corn Starch | SP cs2009&cs2105 |
Speculation-Speculation |
1,483.2
|
| SP | Corn Starch | SP cs2101&cs2105 |
Hedging-Hedging |
1,236
|
| SP | Corn Starch | SP cs2101&cs2105 |
Speculation-Speculation |
1,483.2
|
| SPC | Corn&Corn Starch | SPC c2009&cs2009 |
Hedging-Hedging |
1,204
|
| SPC | Corn&Corn Starch | SPC c2009&cs2009 |
Speculation-Speculation |
1,444.8
|
| SPC | Corn&Corn Starch | SPC c2101&cs2101 |
Hedging-Hedging |
1,221
|
| SPC | Corn&Corn Starch | SPC c2101&cs2101 |
Speculation-Speculation |
1,465.2
|
| SPC | Corn&Corn Starch | SPC c2105&cs2105 |
Hedging-Hedging |
1,236
|
| SPC | Corn&Corn Starch | SPC c2105&cs2105 |
Speculation-Speculation |
1,483.2
|