DCE 20250703 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPblock boardSP bb2509&bb2511 Hedging-Hedging 11501.25
SPblock boardSP bb2509&bb2511 Speculation-Speculation 11501.25
SPblock boardSP bb2509&bb2601 Hedging-Hedging 12787.5
SPblock boardSP bb2509&bb2601 Speculation-Speculation 12787.5
SPblock boardSP bb2509&bb2603 Hedging-Hedging 12795.0
SPblock boardSP bb2509&bb2603 Speculation-Speculation 12795.0
SPblock boardSP bb2509&bb2605 Hedging-Hedging 12795.0
SPblock boardSP bb2509&bb2605 Speculation-Speculation 12795.0
SPblock boardSP bb2511&bb2601 Hedging-Hedging 12787.5
SPblock boardSP bb2511&bb2601 Speculation-Speculation 12787.5
SPblock boardSP bb2511&bb2603 Hedging-Hedging 12795.0
SPblock boardSP bb2511&bb2603 Speculation-Speculation 12795.0
SPblock boardSP bb2511&bb2605 Hedging-Hedging 12795.0
SPblock boardSP bb2511&bb2605 Speculation-Speculation 12795.0
SPblock boardSP bb2601&bb2603 Hedging-Hedging 12795.0
SPblock boardSP bb2601&bb2603 Speculation-Speculation 12795.0
SPblock boardSP bb2601&bb2605 Hedging-Hedging 12795.0
SPblock boardSP bb2601&bb2605 Speculation-Speculation 12795.0
SPblock boardSP bb2603&bb2605 Hedging-Hedging 12795.0
SPblock boardSP bb2603&bb2605 Speculation-Speculation 12795.0