DCE 20220126 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Corn Starch | SP cs2203&cs2205 |
Hedging-Hedging |
1,930.2
|
| SP | Corn Starch | SP cs2203&cs2205 |
Speculation-Speculation |
2,251.9
|
| SP | Corn Starch | SP cs2205&cs2209 |
Hedging-Hedging |
1,950.6
|
| SP | Corn Starch | SP cs2205&cs2209 |
Speculation-Speculation |
2,275.7
|
| SPC | Corn&Corn Starch | SPC c2203&cs2203 |
Hedging-Hedging |
1,896.3
|
| SPC | Corn&Corn Starch | SPC c2203&cs2203 |
Speculation-Speculation |
2,979.9
|
| SPC | Corn&Corn Starch | SPC c2205&cs2205 |
Hedging-Hedging |
1,930.2
|
| SPC | Corn&Corn Starch | SPC c2205&cs2205 |
Speculation-Speculation |
3,019.5
|