DCE 20200603 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPCorn StarchSP cs2009&cs2101 Hedging-Hedging 1,221
SPCorn StarchSP cs2009&cs2101 Speculation-Speculation 1,465.2
SPCorn StarchSP cs2009&cs2105 Hedging-Hedging 1,236
SPCorn StarchSP cs2009&cs2105 Speculation-Speculation 1,483.2
SPCorn StarchSP cs2101&cs2105 Hedging-Hedging 1,236
SPCorn StarchSP cs2101&cs2105 Speculation-Speculation 1,483.2
SPCCorn&Corn StarchSPC c2009&cs2009 Hedging-Hedging 1,204
SPCCorn&Corn StarchSPC c2009&cs2009 Speculation-Speculation 1,444.8
SPCCorn&Corn StarchSPC c2101&cs2101 Hedging-Hedging 1,221
SPCCorn&Corn StarchSPC c2101&cs2101 Speculation-Speculation 1,465.2
SPCCorn&Corn StarchSPC c2105&cs2105 Hedging-Hedging 1,236
SPCCorn&Corn StarchSPC c2105&cs2105 Speculation-Speculation 1,483.2