DCE 20190920 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPLLDPESP l2001&l2005 Hedging-Hedging 1,935
SPLLDPESP l2001&l2005 Speculation-Speculation 1,935
SPLLDPESP l2001&l2009 Hedging-Hedging 1,935
SPLLDPESP l2001&l2009 Speculation-Speculation 1,935
SPLLDPESP l2005&l2009 Hedging-Hedging 1,867.5
SPLLDPESP l2005&l2009 Speculation-Speculation 1,867.5
SPCLLDPE&PVCSPC l2001&v2001 Hedging-Hedging 1,935
SPCLLDPE&PVCSPC l2001&v2001 Speculation-Speculation 1,935
SPCLLDPE&PVCSPC l2005&v2005 Hedging-Hedging 1,867.5
SPCLLDPE&PVCSPC l2005&v2005 Speculation-Speculation 1,867.5
SPCLLDPE&PVCSPC l2009&v2009 Hedging-Hedging 1,845
SPCLLDPE&PVCSPC l2009&v2009 Speculation-Speculation 1,845