DCE 20220126 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | block board | SP bb2205&bb2209 |
Hedging-Hedging |
74,660
|
| SP | block board | SP bb2205&bb2209 |
Speculation-Speculation |
74,660
|