DCE 20250703 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | block board | SP bb2509&bb2511 |
Hedging-Hedging |
11501.25
|
| SP | block board | SP bb2509&bb2511 |
Speculation-Speculation |
11501.25
|
| SP | block board | SP bb2509&bb2601 |
Hedging-Hedging |
12787.5
|
| SP | block board | SP bb2509&bb2601 |
Speculation-Speculation |
12787.5
|
| SP | block board | SP bb2509&bb2603 |
Hedging-Hedging |
12795.0
|
| SP | block board | SP bb2509&bb2603 |
Speculation-Speculation |
12795.0
|
| SP | block board | SP bb2509&bb2605 |
Hedging-Hedging |
12795.0
|
| SP | block board | SP bb2509&bb2605 |
Speculation-Speculation |
12795.0
|
| SP | block board | SP bb2511&bb2601 |
Hedging-Hedging |
12787.5
|
| SP | block board | SP bb2511&bb2601 |
Speculation-Speculation |
12787.5
|
| SP | block board | SP bb2511&bb2603 |
Hedging-Hedging |
12795.0
|
| SP | block board | SP bb2511&bb2603 |
Speculation-Speculation |
12795.0
|
| SP | block board | SP bb2511&bb2605 |
Hedging-Hedging |
12795.0
|
| SP | block board | SP bb2511&bb2605 |
Speculation-Speculation |
12795.0
|
| SP | block board | SP bb2601&bb2603 |
Hedging-Hedging |
12795.0
|
| SP | block board | SP bb2601&bb2603 |
Speculation-Speculation |
12795.0
|
| SP | block board | SP bb2601&bb2605 |
Hedging-Hedging |
12795.0
|
| SP | block board | SP bb2601&bb2605 |
Speculation-Speculation |
12795.0
|
| SP | block board | SP bb2603&bb2605 |
Hedging-Hedging |
12795.0
|
| SP | block board | SP bb2603&bb2605 |
Speculation-Speculation |
12795.0
|