DCE 20200219 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPCokeSP j2005&j2009 Hedging-Hedging 14,840
SPCokeSP j2005&j2009 Speculation-Speculation 14,840
SPCokeSP j2005&j2101 Hedging-Hedging 14,840
SPCokeSP j2005&j2101 Speculation-Speculation 14,840
SPCokeSP j2009&j2101 Hedging-Hedging 14,756
SPCokeSP j2009&j2101 Speculation-Speculation 14,756