DCE 20250711 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | egg | SP jd2507&jd2508 |
Hedging-Hedging |
5456.0
|
| SP | egg | SP jd2507&jd2508 |
Speculation-Speculation |
5456.0
|
| SP | egg | SP jd2507&jd2509 |
Hedging-Hedging |
5456.0
|
| SP | egg | SP jd2507&jd2509 |
Speculation-Speculation |
5456.0
|
| SP | egg | SP jd2507&jd2510 |
Hedging-Hedging |
5456.0
|
| SP | egg | SP jd2507&jd2510 |
Speculation-Speculation |
5456.0
|
| SP | egg | SP jd2507&jd2511 |
Hedging-Hedging |
5456.0
|
| SP | egg | SP jd2507&jd2511 |
Speculation-Speculation |
5456.0
|
| SP | egg | SP jd2507&jd2512 |
Hedging-Hedging |
5456.0
|
| SP | egg | SP jd2507&jd2512 |
Speculation-Speculation |
5456.0
|
| SP | egg | SP jd2507&jd2601 |
Hedging-Hedging |
5456.0
|
| SP | egg | SP jd2507&jd2601 |
Speculation-Speculation |
5456.0
|
| SP | egg | SP jd2507&jd2602 |
Hedging-Hedging |
5456.0
|
| SP | egg | SP jd2507&jd2602 |
Speculation-Speculation |
5456.0
|
| SP | egg | SP jd2508&jd2509 |
Hedging-Hedging |
2500.4
|
| SP | egg | SP jd2508&jd2509 |
Speculation-Speculation |
2500.4
|
| SP | egg | SP jd2508&jd2510 |
Hedging-Hedging |
2412.9
|
| SP | egg | SP jd2508&jd2510 |
Speculation-Speculation |
2412.9
|
| SP | egg | SP jd2508&jd2511 |
Hedging-Hedging |
2412.9
|
| SP | egg | SP jd2508&jd2511 |
Speculation-Speculation |
2412.9
|
| SP | egg | SP jd2508&jd2512 |
Hedging-Hedging |
2482.9
|
| SP | egg | SP jd2508&jd2512 |
Speculation-Speculation |
2482.9
|
| SP | egg | SP jd2508&jd2602 |
Hedging-Hedging |
2412.9
|
| SP | egg | SP jd2508&jd2602 |
Speculation-Speculation |
2412.9
|
| SP | egg | SP jd2508&jd2603 |
Hedging-Hedging |
2412.9
|
| SP | egg | SP jd2508&jd2603 |
Speculation-Speculation |
2412.9
|
| SP | egg | SP jd2509&jd2510 |
Hedging-Hedging |
2500.4
|
| SP | egg | SP jd2509&jd2510 |
Speculation-Speculation |
2500.4
|
| SP | egg | SP jd2509&jd2511 |
Hedging-Hedging |
2500.4
|
| SP | egg | SP jd2509&jd2511 |
Speculation-Speculation |
2500.4
|
| SP | egg | SP jd2509&jd2601 |
Hedging-Hedging |
2524.2
|
| SP | egg | SP jd2509&jd2601 |
Speculation-Speculation |
2524.2
|
| SP | egg | SP jd2509&jd2603 |
Hedging-Hedging |
2500.4
|
| SP | egg | SP jd2509&jd2603 |
Speculation-Speculation |
2500.4
|
| SP | egg | SP jd2509&jd2605 |
Hedging-Hedging |
2500.4
|
| SP | egg | SP jd2509&jd2605 |
Speculation-Speculation |
2500.4
|
| SP | egg | SP jd2510&jd2511 |
Hedging-Hedging |
2366.7
|
| SP | egg | SP jd2510&jd2511 |
Speculation-Speculation |
2366.7
|
| SP | egg | SP jd2510&jd2512 |
Hedging-Hedging |
2482.9
|
| SP | egg | SP jd2510&jd2512 |
Speculation-Speculation |
2482.9
|
| SP | egg | SP jd2510&jd2602 |
Hedging-Hedging |
2353.4
|
| SP | egg | SP jd2510&jd2602 |
Speculation-Speculation |
2353.4
|
| SP | egg | SP jd2510&jd2604 |
Hedging-Hedging |
2353.4
|
| SP | egg | SP jd2510&jd2604 |
Speculation-Speculation |
2353.4
|
| SP | egg | SP jd2511&jd2512 |
Hedging-Hedging |
2482.9
|
| SP | egg | SP jd2511&jd2512 |
Speculation-Speculation |
2482.9
|
| SP | egg | SP jd2511&jd2601 |
Hedging-Hedging |
2524.2
|
| SP | egg | SP jd2511&jd2601 |
Speculation-Speculation |
2524.2
|
| SP | egg | SP jd2511&jd2604 |
Hedging-Hedging |
2366.7
|
| SP | egg | SP jd2511&jd2604 |
Speculation-Speculation |
2366.7
|
| SP | egg | SP jd2512&jd2601 |
Hedging-Hedging |
2524.2
|
| SP | egg | SP jd2512&jd2601 |
Speculation-Speculation |
2524.2
|
| SP | egg | SP jd2512&jd2602 |
Hedging-Hedging |
2482.9
|
| SP | egg | SP jd2512&jd2602 |
Speculation-Speculation |
2482.9
|
| SP | egg | SP jd2512&jd2603 |
Hedging-Hedging |
2482.9
|
| SP | egg | SP jd2512&jd2603 |
Speculation-Speculation |
2482.9
|
| SP | egg | SP jd2601&jd2602 |
Hedging-Hedging |
2524.2
|
| SP | egg | SP jd2601&jd2602 |
Speculation-Speculation |
2524.2
|
| SP | egg | SP jd2601&jd2603 |
Hedging-Hedging |
2524.2
|
| SP | egg | SP jd2601&jd2603 |
Speculation-Speculation |
2524.2
|
| SP | egg | SP jd2601&jd2605 |
Hedging-Hedging |
2524.2
|
| SP | egg | SP jd2601&jd2605 |
Speculation-Speculation |
2524.2
|
| SP | egg | SP jd2602&jd2603 |
Hedging-Hedging |
2239.3
|
| SP | egg | SP jd2602&jd2603 |
Speculation-Speculation |
2239.3
|
| SP | egg | SP jd2602&jd2604 |
Hedging-Hedging |
2338.0
|
| SP | egg | SP jd2602&jd2604 |
Speculation-Speculation |
2338.0
|
| SP | egg | SP jd2603&jd2604 |
Hedging-Hedging |
2338.0
|
| SP | egg | SP jd2603&jd2604 |
Speculation-Speculation |
2338.0
|
| SP | egg | SP jd2603&jd2605 |
Hedging-Hedging |
2387.7
|
| SP | egg | SP jd2603&jd2605 |
Speculation-Speculation |
2387.7
|
| SP | egg | SP jd2604&jd2605 |
Hedging-Hedging |
2387.7
|
| SP | egg | SP jd2604&jd2605 |
Speculation-Speculation |
2387.7
|
| SP | egg | SP jd2604&jd2606 |
Hedging-Hedging |
2338.0
|
| SP | egg | SP jd2604&jd2606 |
Speculation-Speculation |
2338.0
|
| SP | egg | SP jd2605&jd2606 |
Hedging-Hedging |
2387.7
|
| SP | egg | SP jd2605&jd2606 |
Speculation-Speculation |
2387.7
|