DCE 20200219 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Coke | SP j2005&j2009 |
Hedging-Hedging |
14,840
|
| SP | Coke | SP j2005&j2009 |
Speculation-Speculation |
14,840
|
| SP | Coke | SP j2005&j2101 |
Hedging-Hedging |
14,840
|
| SP | Coke | SP j2005&j2101 |
Speculation-Speculation |
14,840
|
| SP | Coke | SP j2009&j2101 |
Hedging-Hedging |
14,756
|
| SP | Coke | SP j2009&j2101 |
Speculation-Speculation |
14,756
|