DCE 20220126 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPEthenylbenzeneSP eb2202&eb2203 Hedging-Hedging 4,304
SPEthenylbenzeneSP eb2202&eb2203 Speculation-Speculation 5,164.8
SPEthenylbenzeneSP eb2202&eb2204 Hedging-Hedging 4,310
SPEthenylbenzeneSP eb2202&eb2204 Speculation-Speculation 5,172
SPEthenylbenzeneSP eb2203&eb2204 Hedging-Hedging 4,310
SPEthenylbenzeneSP eb2203&eb2204 Speculation-Speculation 5,172
SPEthenylbenzeneSP eb2203&eb2205 Hedging-Hedging 4,314.5
SPEthenylbenzeneSP eb2203&eb2205 Speculation-Speculation 5,177.4
SPEthenylbenzeneSP eb2205&eb2209 Hedging-Hedging 4,314.5
SPEthenylbenzeneSP eb2205&eb2209 Speculation-Speculation 5,177.4