DCE 20190626 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage ContractPriorityPortfolio Speculation/HedgingTrading Margin(Lot)
SPHard Coking CoalSP jm1909&jm20011Hedging-Hedging 6,602.4
SPHard Coking CoalSP jm1909&jm20012Hedging-Speculation 6,602.4
SPHard Coking CoalSP jm1909&jm20013Speculation-Hedging 6,602.4
SPHard Coking CoalSP jm1909&jm20014Speculation-Speculation 6,602.4
SPHard Coking CoalSP jm1909&jm20055Hedging-Hedging 6,602.4
SPHard Coking CoalSP jm1909&jm20056Hedging-Speculation 6,602.4
SPHard Coking CoalSP jm1909&jm20057Speculation-Hedging 6,602.4
SPHard Coking CoalSP jm1909&jm20058Speculation-Speculation 6,602.4
SPHard Coking CoalSP jm2001&jm20059Hedging-Hedging 6,458.4
SPHard Coking CoalSP jm2001&jm200510Hedging-Speculation 6,458.4
SPHard Coking CoalSP jm2001&jm200511Speculation-Hedging 6,458.4
SPHard Coking CoalSP jm2001&jm200512Speculation-Speculation 6,458.4