DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPeggSP jd1909&jd2001 Hedging-Hedging 9,870
SPeggSP jd1909&jd2001 Speculation-Speculation 9,870
SPeggSP jd1909&jd2005 Hedging-Hedging 9,870
SPeggSP jd1909&jd2005 Speculation-Speculation 9,870
SPeggSP jd2001&jd2005 Hedging-Hedging 3,192.7
SPeggSP jd2001&jd2005 Speculation-Speculation 3,192.7