DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPHard Coking CoalSP jm2001&jm2005 Hedging-Hedging 6,244.8
SPHard Coking CoalSP jm2001&jm2005 Speculation-Speculation 6,244.8
SPHard Coking CoalSP jm2001&jm2009 Hedging-Hedging 6,244.8
SPHard Coking CoalSP jm2001&jm2009 Speculation-Speculation 6,244.8
SPHard Coking CoalSP jm2005&jm2009 Hedging-Hedging 5,906.4
SPHard Coking CoalSP jm2005&jm2009 Speculation-Speculation 5,906.4