DCE 20220126 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPeggSP jd2202&jd2203 Hedging-Hedging 3,752
SPeggSP jd2202&jd2203 Speculation-Speculation 3,752
SPeggSP jd2203&jd2204 Hedging-Hedging 3,167.2
SPeggSP jd2203&jd2204 Speculation-Speculation 3,563.1
SPeggSP jd2203&jd2205 Hedging-Hedging 3,314.4
SPeggSP jd2203&jd2205 Speculation-Speculation 3,728.7
SPeggSP jd2204&jd2205 Hedging-Hedging 3,314.4
SPeggSP jd2204&jd2205 Speculation-Speculation 3,728.7
SPeggSP jd2204&jd2206 Hedging-Hedging 3,217.6
SPeggSP jd2204&jd2206 Speculation-Speculation 3,619.8
SPeggSP jd2205&jd2209 Hedging-Hedging 3,689.6
SPeggSP jd2205&jd2209 Speculation-Speculation 4,150.8