DCE 20250721 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | fibre board | SP fb2508&fb2509 |
Hedging-Hedging |
1358.5
|
| SP | fibre board | SP fb2508&fb2509 |
Speculation-Speculation |
1358.5
|
| SP | fibre board | SP fb2508&fb2510 |
Hedging-Hedging |
1358.5
|
| SP | fibre board | SP fb2508&fb2510 |
Speculation-Speculation |
1358.5
|
| SP | fibre board | SP fb2508&fb2511 |
Hedging-Hedging |
1358.5
|
| SP | fibre board | SP fb2508&fb2511 |
Speculation-Speculation |
1358.5
|
| SP | fibre board | SP fb2508&fb2512 |
Hedging-Hedging |
1358.5
|
| SP | fibre board | SP fb2508&fb2512 |
Speculation-Speculation |
1358.5
|
| SP | fibre board | SP fb2508&fb2603 |
Hedging-Hedging |
1358.5
|
| SP | fibre board | SP fb2508&fb2603 |
Speculation-Speculation |
1358.5
|
| SP | fibre board | SP fb2509&fb2510 |
Hedging-Hedging |
1302.5
|
| SP | fibre board | SP fb2509&fb2510 |
Speculation-Speculation |
1302.5
|
| SP | fibre board | SP fb2509&fb2511 |
Hedging-Hedging |
1302.0
|
| SP | fibre board | SP fb2509&fb2511 |
Speculation-Speculation |
1302.0
|
| SP | fibre board | SP fb2509&fb2601 |
Hedging-Hedging |
1302.0
|
| SP | fibre board | SP fb2509&fb2601 |
Speculation-Speculation |
1302.0
|
| SP | fibre board | SP fb2509&fb2605 |
Hedging-Hedging |
1292.5
|
| SP | fibre board | SP fb2509&fb2605 |
Speculation-Speculation |
1292.5
|
| SP | fibre board | SP fb2510&fb2511 |
Hedging-Hedging |
1302.5
|
| SP | fibre board | SP fb2510&fb2511 |
Speculation-Speculation |
1302.5
|
| SP | fibre board | SP fb2510&fb2602 |
Hedging-Hedging |
1305.5
|
| SP | fibre board | SP fb2510&fb2602 |
Speculation-Speculation |
1305.5
|
| SP | fibre board | SP fb2510&fb2603 |
Hedging-Hedging |
1313.5
|
| SP | fibre board | SP fb2510&fb2603 |
Speculation-Speculation |
1313.5
|
| SP | fibre board | SP fb2511&fb2512 |
Hedging-Hedging |
1309.0
|
| SP | fibre board | SP fb2511&fb2512 |
Speculation-Speculation |
1309.0
|
| SP | fibre board | SP fb2511&fb2601 |
Hedging-Hedging |
1302.0
|
| SP | fibre board | SP fb2511&fb2601 |
Speculation-Speculation |
1302.0
|
| SP | fibre board | SP fb2512&fb2601 |
Hedging-Hedging |
1309.0
|
| SP | fibre board | SP fb2512&fb2601 |
Speculation-Speculation |
1309.0
|
| SP | fibre board | SP fb2512&fb2602 |
Hedging-Hedging |
1309.0
|
| SP | fibre board | SP fb2512&fb2602 |
Speculation-Speculation |
1309.0
|
| SP | fibre board | SP fb2512&fb2603 |
Hedging-Hedging |
1313.5
|
| SP | fibre board | SP fb2512&fb2603 |
Speculation-Speculation |
1313.5
|
| SP | fibre board | SP fb2601&fb2602 |
Hedging-Hedging |
1305.5
|
| SP | fibre board | SP fb2601&fb2602 |
Speculation-Speculation |
1305.5
|
| SP | fibre board | SP fb2601&fb2603 |
Hedging-Hedging |
1313.5
|
| SP | fibre board | SP fb2601&fb2603 |
Speculation-Speculation |
1313.5
|
| SP | fibre board | SP fb2601&fb2605 |
Hedging-Hedging |
1302.0
|
| SP | fibre board | SP fb2601&fb2605 |
Speculation-Speculation |
1302.0
|
| SP | fibre board | SP fb2602&fb2603 |
Hedging-Hedging |
1313.5
|
| SP | fibre board | SP fb2602&fb2603 |
Speculation-Speculation |
1313.5
|
| SP | fibre board | SP fb2602&fb2604 |
Hedging-Hedging |
1310.5
|
| SP | fibre board | SP fb2602&fb2604 |
Speculation-Speculation |
1310.5
|
| SP | fibre board | SP fb2603&fb2604 |
Hedging-Hedging |
1313.5
|
| SP | fibre board | SP fb2603&fb2604 |
Speculation-Speculation |
1313.5
|
| SP | fibre board | SP fb2604&fb2605 |
Hedging-Hedging |
1310.5
|
| SP | fibre board | SP fb2604&fb2605 |
Speculation-Speculation |
1310.5
|
| SP | fibre board | SP fb2604&fb2606 |
Hedging-Hedging |
1310.5
|
| SP | fibre board | SP fb2604&fb2606 |
Speculation-Speculation |
1310.5
|
| SP | fibre board | SP fb2605&fb2606 |
Hedging-Hedging |
1297.0
|
| SP | fibre board | SP fb2605&fb2606 |
Speculation-Speculation |
1297.0
|