DCE 20190923 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Soybean Oil | SP y2001&y2005 |
Hedging-Hedging |
3,042
|
| SP | Soybean Oil | SP y2001&y2005 |
Speculation-Speculation |
3,042
|
| SP | Soybean Oil | SP y2001&y2009 |
Hedging-Hedging |
3,057
|
| SP | Soybean Oil | SP y2001&y2009 |
Speculation-Speculation |
3,057
|
| SP | Soybean Oil | SP y2005&y2009 |
Hedging-Hedging |
3,057
|
| SP | Soybean Oil | SP y2005&y2009 |
Speculation-Speculation |
3,057
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2001&p2001 |
Hedging-Hedging |
3,027
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2001&p2001 |
Speculation-Speculation |
3,027
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2005&p2005 |
Hedging-Hedging |
3,042
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2005&p2005 |
Speculation-Speculation |
3,042
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2009&p2009 |
Hedging-Hedging |
3,057
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2009&p2009 |
Speculation-Speculation |
3,057
|