DCE 20220126 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPethylene glycolSP eg2202&eg2203 Hedging-Hedging 5,217
SPethylene glycolSP eg2202&eg2203 Speculation-Speculation 5,738.7
SPethylene glycolSP eg2202&eg2204 Hedging-Hedging 5,217
SPethylene glycolSP eg2202&eg2204 Speculation-Speculation 5,738.7
SPethylene glycolSP eg2203&eg2204 Hedging-Hedging 4,172.8
SPethylene glycolSP eg2203&eg2204 Speculation-Speculation 5,737.6
SPethylene glycolSP eg2203&eg2205 Hedging-Hedging 4,173.6
SPethylene glycolSP eg2203&eg2205 Speculation-Speculation 5,738.7
SPethylene glycolSP eg2205&eg2209 Hedging-Hedging 4,210.4
SPethylene glycolSP eg2205&eg2209 Speculation-Speculation 5,789.3