DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPPVCSP v2001&v2005 Hedging-Hedging 1,630
SPPVCSP v2001&v2005 Speculation-Speculation 1,630
SPPVCSP v2001&v2009 Hedging-Hedging 1,630
SPPVCSP v2001&v2009 Speculation-Speculation 1,630
SPPVCSP v2005&v2009 Hedging-Hedging 1,591.25
SPPVCSP v2005&v2009 Speculation-Speculation 1,591.25
SPCLLDPE&PVCSPC l2001&v2001 Hedging-Hedging 1,928.75
SPCLLDPE&PVCSPC l2001&v2001 Speculation-Speculation 1,928.75
SPCLLDPE&PVCSPC l2005&v2005 Hedging-Hedging 1,855
SPCLLDPE&PVCSPC l2005&v2005 Speculation-Speculation 1,855
SPCLLDPE&PVCSPC l2009&v2009 Hedging-Hedging 1,832.5
SPCLLDPE&PVCSPC l2009&v2009 Speculation-Speculation 1,832.5