DCE 20250714 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Coke | SP j2507&j2508 |
Hedging-Hedging |
26090.0
|
| SP | Coke | SP j2507&j2508 |
Speculation-Speculation |
29670.0
|
| SP | Coke | SP j2507&j2509 |
Hedging-Hedging |
26090.0
|
| SP | Coke | SP j2507&j2509 |
Speculation-Speculation |
30170.0
|
| SP | Coke | SP j2507&j2510 |
Hedging-Hedging |
26090.0
|
| SP | Coke | SP j2507&j2510 |
Speculation-Speculation |
30420.0
|
| SP | Coke | SP j2507&j2511 |
Hedging-Hedging |
26090.0
|
| SP | Coke | SP j2507&j2511 |
Speculation-Speculation |
30590.0
|
| SP | Coke | SP j2507&j2512 |
Hedging-Hedging |
26090.0
|
| SP | Coke | SP j2507&j2512 |
Speculation-Speculation |
30730.0
|
| SP | Coke | SP j2507&j2602 |
Hedging-Hedging |
26090.0
|
| SP | Coke | SP j2507&j2602 |
Speculation-Speculation |
30900.0
|
| SP | Coke | SP j2508&j2509 |
Hedging-Hedging |
22627.5
|
| SP | Coke | SP j2508&j2509 |
Speculation-Speculation |
30170.0
|
| SP | Coke | SP j2508&j2510 |
Hedging-Hedging |
22815.0
|
| SP | Coke | SP j2508&j2510 |
Speculation-Speculation |
30420.0
|
| SP | Coke | SP j2508&j2511 |
Hedging-Hedging |
22942.5
|
| SP | Coke | SP j2508&j2511 |
Speculation-Speculation |
30590.0
|
| SP | Coke | SP j2508&j2512 |
Hedging-Hedging |
23047.5
|
| SP | Coke | SP j2508&j2512 |
Speculation-Speculation |
30730.0
|
| SP | Coke | SP j2508&j2603 |
Hedging-Hedging |
23505.0
|
| SP | Coke | SP j2508&j2603 |
Speculation-Speculation |
31340.0
|
| SP | Coke | SP j2509&j2510 |
Hedging-Hedging |
22815.0
|
| SP | Coke | SP j2509&j2510 |
Speculation-Speculation |
30420.0
|
| SP | Coke | SP j2509&j2511 |
Hedging-Hedging |
22942.5
|
| SP | Coke | SP j2509&j2511 |
Speculation-Speculation |
30590.0
|
| SP | Coke | SP j2509&j2601 |
Hedging-Hedging |
23070.0
|
| SP | Coke | SP j2509&j2601 |
Speculation-Speculation |
30760.0
|
| SP | Coke | SP j2509&j2605 |
Hedging-Hedging |
23595.0
|
| SP | Coke | SP j2509&j2605 |
Speculation-Speculation |
31460.0
|
| SP | Coke | SP j2510&j2511 |
Hedging-Hedging |
22942.5
|
| SP | Coke | SP j2510&j2511 |
Speculation-Speculation |
30590.0
|
| SP | Coke | SP j2510&j2602 |
Hedging-Hedging |
23175.0
|
| SP | Coke | SP j2510&j2602 |
Speculation-Speculation |
30900.0
|
| SP | Coke | SP j2510&j2603 |
Hedging-Hedging |
23505.0
|
| SP | Coke | SP j2510&j2603 |
Speculation-Speculation |
31340.0
|
| SP | Coke | SP j2511&j2512 |
Hedging-Hedging |
23047.5
|
| SP | Coke | SP j2511&j2512 |
Speculation-Speculation |
30730.0
|
| SP | Coke | SP j2511&j2601 |
Hedging-Hedging |
23070.0
|
| SP | Coke | SP j2511&j2601 |
Speculation-Speculation |
30760.0
|
| SP | Coke | SP j2512&j2601 |
Hedging-Hedging |
23070.0
|
| SP | Coke | SP j2512&j2601 |
Speculation-Speculation |
30760.0
|
| SP | Coke | SP j2512&j2602 |
Hedging-Hedging |
23175.0
|
| SP | Coke | SP j2512&j2602 |
Speculation-Speculation |
30900.0
|
| SP | Coke | SP j2512&j2603 |
Hedging-Hedging |
23505.0
|
| SP | Coke | SP j2512&j2603 |
Speculation-Speculation |
31340.0
|
| SP | Coke | SP j2601&j2602 |
Hedging-Hedging |
23175.0
|
| SP | Coke | SP j2601&j2602 |
Speculation-Speculation |
30900.0
|
| SP | Coke | SP j2601&j2603 |
Hedging-Hedging |
23505.0
|
| SP | Coke | SP j2601&j2603 |
Speculation-Speculation |
31340.0
|
| SP | Coke | SP j2601&j2605 |
Hedging-Hedging |
23595.0
|
| SP | Coke | SP j2601&j2605 |
Speculation-Speculation |
31460.0
|
| SP | Coke | SP j2602&j2603 |
Hedging-Hedging |
23505.0
|
| SP | Coke | SP j2602&j2603 |
Speculation-Speculation |
31340.0
|
| SP | Coke | SP j2602&j2604 |
Hedging-Hedging |
23445.0
|
| SP | Coke | SP j2602&j2604 |
Speculation-Speculation |
31260.0
|
| SP | Coke | SP j2603&j2604 |
Hedging-Hedging |
23505.0
|
| SP | Coke | SP j2603&j2604 |
Speculation-Speculation |
31340.0
|
| SP | Coke | SP j2604&j2605 |
Hedging-Hedging |
23595.0
|
| SP | Coke | SP j2604&j2605 |
Speculation-Speculation |
31460.0
|
| SP | Coke | SP j2604&j2606 |
Hedging-Hedging |
23445.0
|
| SP | Coke | SP j2604&j2606 |
Speculation-Speculation |
31260.0
|
| SP | Coke | SP j2605&j2606 |
Hedging-Hedging |
23595.0
|
| SP | Coke | SP j2605&j2606 |
Speculation-Speculation |
31460.0
|