DCE 20190920 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPfibre boardSP fb2001&fb2005 Hedging-Hedging 6,300
SPfibre boardSP fb2001&fb2005 Speculation-Speculation 6,300
SPfibre boardSP fb2001&fb2009 Hedging-Hedging 6,300
SPfibre boardSP fb2001&fb2009 Speculation-Speculation 6,300
SPfibre boardSP fb2005&fb2009 Hedging-Hedging 6,180
SPfibre boardSP fb2005&fb2009 Speculation-Speculation 6,180
SPCfibre board&block boardSPC fb2001&bb2001 Hedging-Hedging 15,320
SPCfibre board&block boardSPC fb2001&bb2001 Speculation-Speculation 15,320
SPCfibre board&block boardSPC fb2005&bb2005 Hedging-Hedging 15,555
SPCfibre board&block boardSPC fb2005&bb2005 Speculation-Speculation 15,555
SPCfibre board&block boardSPC fb2009&bb2009 Hedging-Hedging 15,555
SPCfibre board&block boardSPC fb2009&bb2009 Speculation-Speculation 15,555