DCE 20200219 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPPolypropyleneSP pp2005&pp2009 Hedging-Hedging 1,777.5
SPPolypropyleneSP pp2005&pp2009 Speculation-Speculation 1,777.5
SPPolypropyleneSP pp2005&pp2101 Hedging-Hedging 1,793.75
SPPolypropyleneSP pp2005&pp2101 Speculation-Speculation 1,793.75
SPPolypropyleneSP pp2009&pp2101 Hedging-Hedging 1,793.75
SPPolypropyleneSP pp2009&pp2101 Speculation-Speculation 1,793.75