DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPRBD Palm OleinSP p2001&p2005 Hedging-Hedging 2,533
SPRBD Palm OleinSP p2001&p2005 Speculation-Speculation 2,533
SPRBD Palm OleinSP p2001&p2009 Hedging-Hedging 2,563
SPRBD Palm OleinSP p2001&p2009 Speculation-Speculation 2,563
SPRBD Palm OleinSP p2005&p2009 Hedging-Hedging 2,563
SPRBD Palm OleinSP p2005&p2009 Speculation-Speculation 2,563
SPCSoybean Oil&RBD Palm OleinSPC y2001&p2001 Hedging-Hedging 3,027
SPCSoybean Oil&RBD Palm OleinSPC y2001&p2001 Speculation-Speculation 3,027
SPCSoybean Oil&RBD Palm OleinSPC y2005&p2005 Hedging-Hedging 3,042
SPCSoybean Oil&RBD Palm OleinSPC y2005&p2005 Speculation-Speculation 3,042
SPCSoybean Oil&RBD Palm OleinSPC y2009&p2009 Hedging-Hedging 3,057
SPCSoybean Oil&RBD Palm OleinSPC y2009&p2009 Speculation-Speculation 3,057