DCE 20200221 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPfibre boardSP fb2005&fb2009 Hedging-Hedging 1,397
SPfibre boardSP fb2005&fb2009 Speculation-Speculation 1,397
SPfibre boardSP fb2005&fb2101 Hedging-Hedging 1,416.5
SPfibre boardSP fb2005&fb2101 Speculation-Speculation 1,416.5
SPfibre boardSP fb2009&fb2101 Hedging-Hedging 1,416.5
SPfibre boardSP fb2009&fb2101 Speculation-Speculation 1,416.5