DCE 20190923 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Coke | SP j2001&j2005 |
Hedging-Hedging |
15,552
|
| SP | Coke | SP j2001&j2005 |
Speculation-Speculation |
15,552
|
| SP | Coke | SP j2001&j2009 |
Hedging-Hedging |
15,552
|
| SP | Coke | SP j2001&j2009 |
Speculation-Speculation |
15,552
|
| SP | Coke | SP j2005&j2009 |
Hedging-Hedging |
14,896
|
| SP | Coke | SP j2005&j2009 |
Speculation-Speculation |
14,896
|