DCE 20190923 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | PVC | SP v2001&v2005 |
Hedging-Hedging |
1,630
|
| SP | PVC | SP v2001&v2005 |
Speculation-Speculation |
1,630
|
| SP | PVC | SP v2001&v2009 |
Hedging-Hedging |
1,630
|
| SP | PVC | SP v2001&v2009 |
Speculation-Speculation |
1,630
|
| SP | PVC | SP v2005&v2009 |
Hedging-Hedging |
1,591.25
|
| SP | PVC | SP v2005&v2009 |
Speculation-Speculation |
1,591.25
|
| SPC | LLDPE&PVC | SPC l2001&v2001 |
Hedging-Hedging |
1,928.75
|
| SPC | LLDPE&PVC | SPC l2001&v2001 |
Speculation-Speculation |
1,928.75
|
| SPC | LLDPE&PVC | SPC l2005&v2005 |
Hedging-Hedging |
1,855
|
| SPC | LLDPE&PVC | SPC l2005&v2005 |
Speculation-Speculation |
1,855
|
| SPC | LLDPE&PVC | SPC l2009&v2009 |
Hedging-Hedging |
1,832.5
|
| SPC | LLDPE&PVC | SPC l2009&v2009 |
Speculation-Speculation |
1,832.5
|