DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPCorn StarchSP cs2001&cs2005 Hedging-Hedging 1,154
SPCorn StarchSP cs2001&cs2005 Speculation-Speculation 1,154
SPCorn StarchSP cs2001&cs2009 Hedging-Hedging 1,182
SPCorn StarchSP cs2001&cs2009 Speculation-Speculation 1,182
SPCorn StarchSP cs2005&cs2009 Hedging-Hedging 1,182
SPCorn StarchSP cs2005&cs2009 Speculation-Speculation 1,182
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