DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPPolypropyleneSP pp2001&pp2005 Hedging-Hedging 2,054
SPPolypropyleneSP pp2001&pp2005 Speculation-Speculation 2,054
SPPolypropyleneSP pp2001&pp2009 Hedging-Hedging 2,054
SPPolypropyleneSP pp2001&pp2009 Speculation-Speculation 2,054
SPPolypropyleneSP pp2005&pp2009 Hedging-Hedging 1,962.25
SPPolypropyleneSP pp2005&pp2009 Speculation-Speculation 1,962.25