DCE 20200221 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | PVC | SP v2005&v2009 |
Hedging-Hedging |
1,595
|
| SP | PVC | SP v2005&v2009 |
Speculation-Speculation |
1,595
|
| SP | PVC | SP v2005&v2101 |
Hedging-Hedging |
1,580
|
| SP | PVC | SP v2005&v2101 |
Speculation-Speculation |
1,580
|
| SP | PVC | SP v2009&v2101 |
Hedging-Hedging |
1,595
|
| SP | PVC | SP v2009&v2101 |
Speculation-Speculation |
1,595
|
| SPC | LLDPE&PVC | SPC l2005&v2005 |
Hedging-Hedging |
1,751.25
|
| SPC | LLDPE&PVC | SPC l2005&v2005 |
Speculation-Speculation |
1,751.25
|
| SPC | LLDPE&PVC | SPC l2009&v2009 |
Hedging-Hedging |
1,785
|
| SPC | LLDPE&PVC | SPC l2009&v2009 |
Speculation-Speculation |
1,785
|
| SPC | LLDPE&PVC | SPC l2101&v2101 |
Hedging-Hedging |
1,798.75
|
| SPC | LLDPE&PVC | SPC l2101&v2101 |
Speculation-Speculation |
1,798.75
|