DCE 20190626 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage ContractPriorityPortfolio Speculation/HedgingTrading Margin(Lot)
SPIron OreSP i1907&i19091Hedging-Hedging 9,085
SPIron OreSP i1907&i19092Hedging-Speculation 9,085
SPIron OreSP i1907&i19093Speculation-Hedging 9,085
SPIron OreSP i1907&i19094Speculation-Speculation 9,085
SPIron OreSP i1909&i19115Hedging-Hedging 8,060
SPIron OreSP i1909&i19116Hedging-Speculation 8,060
SPIron OreSP i1909&i19117Speculation-Hedging 8,060
SPIron OreSP i1909&i19118Speculation-Speculation 8,060
SPIron OreSP i1909&i20019Hedging-Hedging 8,060
SPIron OreSP i1909&i200110Hedging-Speculation 8,060
SPIron OreSP i1909&i200111Speculation-Hedging 8,060
SPIron OreSP i1909&i200112Speculation-Speculation 8,060
SPIron OreSP i1909&i200513Hedging-Hedging 8,060
SPIron OreSP i1909&i200514Hedging-Speculation 8,060
SPIron OreSP i1909&i200515Speculation-Hedging 8,060
SPIron OreSP i1909&i200516Speculation-Speculation 8,060
SPIron OreSP i1911&i200117Hedging-Hedging 6,104
SPIron OreSP i1911&i200118Hedging-Speculation 6,104
SPIron OreSP i1911&i200119Speculation-Hedging 6,104
SPIron OreSP i1911&i200120Speculation-Speculation 6,104
SPIron OreSP i2001&i200321Hedging-Hedging 5,788
SPIron OreSP i2001&i200322Hedging-Speculation 5,788
SPIron OreSP i2001&i200323Speculation-Hedging 5,788
SPIron OreSP i2001&i200324Speculation-Speculation 5,788
SPIron OreSP i2001&i200525Hedging-Hedging 5,788
SPIron OreSP i2001&i200526Hedging-Speculation 5,788
SPIron OreSP i2001&i200527Speculation-Hedging 5,788
SPIron OreSP i2001&i200528Speculation-Speculation 5,788
SPIron OreSP i2003&i200529Hedging-Hedging 5,556
SPIron OreSP i2003&i200530Hedging-Speculation 5,556
SPIron OreSP i2003&i200531Speculation-Hedging 5,556
SPIron OreSP i2003&i200532Speculation-Speculation 5,556