DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPIron OreSP i1911&i2001 Hedging-Hedging 5,836
SPIron OreSP i1911&i2001 Speculation-Speculation 5,836
SPIron OreSP i2001&i2003 Hedging-Hedging 5,060
SPIron OreSP i2001&i2003 Speculation-Speculation 5,060
SPIron OreSP i2001&i2005 Hedging-Hedging 5,060
SPIron OreSP i2001&i2005 Speculation-Speculation 5,060
SPIron OreSP i2001&i2009 Hedging-Hedging 5,060
SPIron OreSP i2001&i2009 Speculation-Speculation 5,060
SPIron OreSP i2003&i2005 Hedging-Hedging 4,740
SPIron OreSP i2003&i2005 Speculation-Speculation 4,740
SPIron OreSP i2005&i2007 Hedging-Hedging 4,468
SPIron OreSP i2005&i2007 Speculation-Speculation 4,468
SPIron OreSP i2005&i2009 Hedging-Hedging 4,468
SPIron OreSP i2005&i2009 Speculation-Speculation 4,468
SPIron OreSP i2007&i2009 Hedging-Hedging 4,272
SPIron OreSP i2007&i2009 Speculation-Speculation 4,272