DCE 20220126 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | egg | SP jd2202&jd2203 |
Hedging-Hedging |
3,752
|
| SP | egg | SP jd2202&jd2203 |
Speculation-Speculation |
3,752
|
| SP | egg | SP jd2203&jd2204 |
Hedging-Hedging |
3,167.2
|
| SP | egg | SP jd2203&jd2204 |
Speculation-Speculation |
3,563.1
|
| SP | egg | SP jd2203&jd2205 |
Hedging-Hedging |
3,314.4
|
| SP | egg | SP jd2203&jd2205 |
Speculation-Speculation |
3,728.7
|
| SP | egg | SP jd2204&jd2205 |
Hedging-Hedging |
3,314.4
|
| SP | egg | SP jd2204&jd2205 |
Speculation-Speculation |
3,728.7
|
| SP | egg | SP jd2204&jd2206 |
Hedging-Hedging |
3,217.6
|
| SP | egg | SP jd2204&jd2206 |
Speculation-Speculation |
3,619.8
|
| SP | egg | SP jd2205&jd2209 |
Hedging-Hedging |
3,689.6
|
| SP | egg | SP jd2205&jd2209 |
Speculation-Speculation |
4,150.8
|