DCE 20250704 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Live Hog | SP lh2507&lh2509 |
Hedging-Hedging |
44544.0
|
| SP | Live Hog | SP lh2507&lh2509 |
Speculation-Speculation |
44544.0
|
| SP | Live Hog | SP lh2507&lh2511 |
Hedging-Hedging |
44544.0
|
| SP | Live Hog | SP lh2507&lh2511 |
Speculation-Speculation |
44544.0
|
| SP | Live Hog | SP lh2507&lh2601 |
Hedging-Hedging |
44544.0
|
| SP | Live Hog | SP lh2507&lh2601 |
Speculation-Speculation |
44544.0
|
| SP | Live Hog | SP lh2507&lh2603 |
Hedging-Hedging |
44544.0
|
| SP | Live Hog | SP lh2507&lh2603 |
Speculation-Speculation |
44544.0
|
| SP | Live Hog | SP lh2507&lh2605 |
Hedging-Hedging |
44544.0
|
| SP | Live Hog | SP lh2507&lh2605 |
Speculation-Speculation |
44544.0
|
| SP | Live Hog | SP lh2509&lh2511 |
Hedging-Hedging |
18323.2
|
| SP | Live Hog | SP lh2509&lh2511 |
Speculation-Speculation |
18323.2
|
| SP | Live Hog | SP lh2509&lh2601 |
Hedging-Hedging |
18323.2
|
| SP | Live Hog | SP lh2509&lh2601 |
Speculation-Speculation |
18323.2
|
| SP | Live Hog | SP lh2509&lh2603 |
Hedging-Hedging |
18323.2
|
| SP | Live Hog | SP lh2509&lh2603 |
Speculation-Speculation |
18323.2
|
| SP | Live Hog | SP lh2509&lh2605 |
Hedging-Hedging |
18323.2
|
| SP | Live Hog | SP lh2509&lh2605 |
Speculation-Speculation |
18323.2
|
| SP | Live Hog | SP lh2511&lh2601 |
Hedging-Hedging |
17516.8
|
| SP | Live Hog | SP lh2511&lh2601 |
Speculation-Speculation |
17516.8
|
| SP | Live Hog | SP lh2511&lh2603 |
Hedging-Hedging |
17388.8
|
| SP | Live Hog | SP lh2511&lh2603 |
Speculation-Speculation |
17388.8
|
| SP | Live Hog | SP lh2511&lh2605 |
Hedging-Hedging |
17388.8
|
| SP | Live Hog | SP lh2511&lh2605 |
Speculation-Speculation |
17388.8
|
| SP | Live Hog | SP lh2601&lh2603 |
Hedging-Hedging |
17516.8
|
| SP | Live Hog | SP lh2601&lh2603 |
Speculation-Speculation |
17516.8
|
| SP | Live Hog | SP lh2601&lh2605 |
Hedging-Hedging |
17516.8
|
| SP | Live Hog | SP lh2601&lh2605 |
Speculation-Speculation |
17516.8
|
| SP | Live Hog | SP lh2603&lh2605 |
Hedging-Hedging |
16748.8
|
| SP | Live Hog | SP lh2603&lh2605 |
Speculation-Speculation |
16748.8
|