DCE 20220126 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | ethylene glycol | SP eg2202&eg2203 |
Hedging-Hedging |
5,217
|
| SP | ethylene glycol | SP eg2202&eg2203 |
Speculation-Speculation |
5,738.7
|
| SP | ethylene glycol | SP eg2202&eg2204 |
Hedging-Hedging |
5,217
|
| SP | ethylene glycol | SP eg2202&eg2204 |
Speculation-Speculation |
5,738.7
|
| SP | ethylene glycol | SP eg2203&eg2204 |
Hedging-Hedging |
4,172.8
|
| SP | ethylene glycol | SP eg2203&eg2204 |
Speculation-Speculation |
5,737.6
|
| SP | ethylene glycol | SP eg2203&eg2205 |
Hedging-Hedging |
4,173.6
|
| SP | ethylene glycol | SP eg2203&eg2205 |
Speculation-Speculation |
5,738.7
|
| SP | ethylene glycol | SP eg2205&eg2209 |
Hedging-Hedging |
4,210.4
|
| SP | ethylene glycol | SP eg2205&eg2209 |
Speculation-Speculation |
5,789.3
|