DCE 20200221 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPPVCSP v2005&v2009 Hedging-Hedging 1,595
SPPVCSP v2005&v2009 Speculation-Speculation 1,595
SPPVCSP v2005&v2101 Hedging-Hedging 1,580
SPPVCSP v2005&v2101 Speculation-Speculation 1,580
SPPVCSP v2009&v2101 Hedging-Hedging 1,595
SPPVCSP v2009&v2101 Speculation-Speculation 1,595
SPCLLDPE&PVCSPC l2005&v2005 Hedging-Hedging 1,751.25
SPCLLDPE&PVCSPC l2005&v2005 Speculation-Speculation 1,751.25
SPCLLDPE&PVCSPC l2009&v2009 Hedging-Hedging 1,785
SPCLLDPE&PVCSPC l2009&v2009 Speculation-Speculation 1,785
SPCLLDPE&PVCSPC l2101&v2101 Hedging-Hedging 1,798.75
SPCLLDPE&PVCSPC l2101&v2101 Speculation-Speculation 1,798.75