DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPCokeSP j2001&j2005 Hedging-Hedging 15,552
SPCokeSP j2001&j2005 Speculation-Speculation 15,552
SPCokeSP j2001&j2009 Hedging-Hedging 15,552
SPCokeSP j2001&j2009 Speculation-Speculation 15,552
SPCokeSP j2005&j2009 Hedging-Hedging 14,896
SPCokeSP j2005&j2009 Speculation-Speculation 14,896