DCE 20250715 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Corn Starch | SP cs2509&cs2511 |
Hedging-Hedging |
1587.6
|
| SP | Corn Starch | SP cs2509&cs2511 |
Speculation-Speculation |
1587.6
|
| SP | Corn Starch | SP cs2509&cs2601 |
Hedging-Hedging |
1587.6
|
| SP | Corn Starch | SP cs2509&cs2601 |
Speculation-Speculation |
1587.6
|
| SP | Corn Starch | SP cs2509&cs2603 |
Hedging-Hedging |
1587.6
|
| SP | Corn Starch | SP cs2509&cs2603 |
Speculation-Speculation |
1587.6
|
| SP | Corn Starch | SP cs2509&cs2605 |
Hedging-Hedging |
1587.6
|
| SP | Corn Starch | SP cs2509&cs2605 |
Speculation-Speculation |
1587.6
|
| SP | Corn Starch | SP cs2511&cs2601 |
Hedging-Hedging |
1564.8
|
| SP | Corn Starch | SP cs2511&cs2601 |
Speculation-Speculation |
1564.8
|
| SP | Corn Starch | SP cs2511&cs2603 |
Hedging-Hedging |
1564.8
|
| SP | Corn Starch | SP cs2511&cs2603 |
Speculation-Speculation |
1564.8
|
| SP | Corn Starch | SP cs2511&cs2605 |
Hedging-Hedging |
1579.2
|
| SP | Corn Starch | SP cs2511&cs2605 |
Speculation-Speculation |
1579.2
|
| SP | Corn Starch | SP cs2601&cs2603 |
Hedging-Hedging |
1564.2
|
| SP | Corn Starch | SP cs2601&cs2603 |
Speculation-Speculation |
1564.2
|
| SP | Corn Starch | SP cs2601&cs2605 |
Hedging-Hedging |
1579.2
|
| SP | Corn Starch | SP cs2601&cs2605 |
Speculation-Speculation |
1579.2
|
| SP | Corn Starch | SP cs2603&cs2605 |
Hedging-Hedging |
1579.2
|
| SP | Corn Starch | SP cs2603&cs2605 |
Speculation-Speculation |
1579.2
|
| SPC | Corn&Corn Starch | SPC c2509&cs2509 |
Hedging-Hedging |
1605.1
|
| SPC | Corn&Corn Starch | SPC c2509&cs2509 |
Speculation-Speculation |
1605.1
|
| SPC | Corn&Corn Starch | SPC c2511&cs2511 |
Hedging-Hedging |
1586.2
|
| SPC | Corn&Corn Starch | SPC c2511&cs2511 |
Speculation-Speculation |
1586.2
|
| SPC | Corn&Corn Starch | SPC c2601&cs2601 |
Hedging-Hedging |
1564.2
|
| SPC | Corn&Corn Starch | SPC c2601&cs2601 |
Speculation-Speculation |
1564.2
|
| SPC | Corn&Corn Starch | SPC c2603&cs2603 |
Hedging-Hedging |
1563.1
|
| SPC | Corn&Corn Starch | SPC c2603&cs2603 |
Speculation-Speculation |
1563.1
|
| SPC | Corn&Corn Starch | SPC c2605&cs2605 |
Hedging-Hedging |
1584.8
|
| SPC | Corn&Corn Starch | SPC c2605&cs2605 |
Speculation-Speculation |
1584.8
|