DCE 20220126 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPCorn StarchSP cs2203&cs2205 Hedging-Hedging 1,930.2
SPCorn StarchSP cs2203&cs2205 Speculation-Speculation 2,251.9
SPCorn StarchSP cs2205&cs2209 Hedging-Hedging 1,950.6
SPCorn StarchSP cs2205&cs2209 Speculation-Speculation 2,275.7
SPCCorn&Corn StarchSPC c2203&cs2203 Hedging-Hedging 1,896.3
SPCCorn&Corn StarchSPC c2203&cs2203 Speculation-Speculation 2,979.9
SPCCorn&Corn StarchSPC c2205&cs2205 Hedging-Hedging 1,930.2
SPCCorn&Corn StarchSPC c2205&cs2205 Speculation-Speculation 3,019.5