DCE 20220126 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Coke | SP j2205&j2209 |
Hedging-Hedging |
44,017.5
|
| SP | Coke | SP j2205&j2209 |
Speculation-Speculation |
58,690
|