DCE 20200221 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPLLDPESP l2005&l2009 Hedging-Hedging 1,785
SPLLDPESP l2005&l2009 Speculation-Speculation 1,785
SPLLDPESP l2005&l2101 Hedging-Hedging 1,798.75
SPLLDPESP l2005&l2101 Speculation-Speculation 1,798.75
SPLLDPESP l2009&l2101 Hedging-Hedging 1,798.75
SPLLDPESP l2009&l2101 Speculation-Speculation 1,798.75
SPCLLDPE&PVCSPC l2005&v2005 Hedging-Hedging 1,751.25
SPCLLDPE&PVCSPC l2005&v2005 Speculation-Speculation 1,751.25
SPCLLDPE&PVCSPC l2009&v2009 Hedging-Hedging 1,785
SPCLLDPE&PVCSPC l2009&v2009 Speculation-Speculation 1,785
SPCLLDPE&PVCSPC l2101&v2101 Hedging-Hedging 1,798.75
SPCLLDPE&PVCSPC l2101&v2101 Speculation-Speculation 1,798.75