DCE 20250707 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | LLDPE | SP l2507&l2508 |
Hedging-Hedging |
5496.0
|
| SP | LLDPE | SP l2507&l2508 |
Speculation-Speculation |
7328.0
|
| SP | LLDPE | SP l2507&l2509 |
Hedging-Hedging |
5496.0
|
| SP | LLDPE | SP l2507&l2509 |
Speculation-Speculation |
7328.0
|
| SP | LLDPE | SP l2507&l2510 |
Hedging-Hedging |
5496.0
|
| SP | LLDPE | SP l2507&l2510 |
Speculation-Speculation |
7328.0
|
| SP | LLDPE | SP l2507&l2511 |
Hedging-Hedging |
5496.0
|
| SP | LLDPE | SP l2507&l2511 |
Speculation-Speculation |
7328.0
|
| SP | LLDPE | SP l2507&l2512 |
Hedging-Hedging |
5496.0
|
| SP | LLDPE | SP l2507&l2512 |
Speculation-Speculation |
7328.0
|
| SP | LLDPE | SP l2507&l2602 |
Hedging-Hedging |
5496.0
|
| SP | LLDPE | SP l2507&l2602 |
Speculation-Speculation |
7328.0
|
| SP | LLDPE | SP l2508&l2509 |
Hedging-Hedging |
2559.55
|
| SP | LLDPE | SP l2508&l2509 |
Speculation-Speculation |
2559.55
|
| SP | LLDPE | SP l2508&l2510 |
Hedging-Hedging |
2559.55
|
| SP | LLDPE | SP l2508&l2510 |
Speculation-Speculation |
2559.55
|
| SP | LLDPE | SP l2508&l2511 |
Hedging-Hedging |
2559.55
|
| SP | LLDPE | SP l2508&l2511 |
Speculation-Speculation |
2559.55
|
| SP | LLDPE | SP l2508&l2512 |
Hedging-Hedging |
2559.55
|
| SP | LLDPE | SP l2508&l2512 |
Speculation-Speculation |
2559.55
|
| SP | LLDPE | SP l2508&l2601 |
Hedging-Hedging |
2559.55
|
| SP | LLDPE | SP l2508&l2601 |
Speculation-Speculation |
2559.55
|
| SP | LLDPE | SP l2509&l2510 |
Hedging-Hedging |
2557.8
|
| SP | LLDPE | SP l2509&l2510 |
Speculation-Speculation |
2557.8
|
| SP | LLDPE | SP l2509&l2511 |
Hedging-Hedging |
2557.8
|
| SP | LLDPE | SP l2509&l2511 |
Speculation-Speculation |
2557.8
|
| SP | LLDPE | SP l2509&l2601 |
Hedging-Hedging |
2557.8
|
| SP | LLDPE | SP l2509&l2601 |
Speculation-Speculation |
2557.8
|
| SP | LLDPE | SP l2509&l2605 |
Hedging-Hedging |
2557.8
|
| SP | LLDPE | SP l2509&l2605 |
Speculation-Speculation |
2557.8
|
| SP | LLDPE | SP l2510&l2511 |
Hedging-Hedging |
2553.6
|
| SP | LLDPE | SP l2510&l2511 |
Speculation-Speculation |
2553.6
|
| SP | LLDPE | SP l2510&l2512 |
Hedging-Hedging |
2553.6
|
| SP | LLDPE | SP l2510&l2512 |
Speculation-Speculation |
2553.6
|
| SP | LLDPE | SP l2510&l2602 |
Hedging-Hedging |
2553.6
|
| SP | LLDPE | SP l2510&l2602 |
Speculation-Speculation |
2553.6
|
| SP | LLDPE | SP l2511&l2512 |
Hedging-Hedging |
2553.6
|
| SP | LLDPE | SP l2511&l2512 |
Speculation-Speculation |
2553.6
|
| SP | LLDPE | SP l2511&l2601 |
Hedging-Hedging |
2553.6
|
| SP | LLDPE | SP l2511&l2601 |
Speculation-Speculation |
2553.6
|
| SP | LLDPE | SP l2512&l2601 |
Hedging-Hedging |
2551.15
|
| SP | LLDPE | SP l2512&l2601 |
Speculation-Speculation |
2551.15
|
| SP | LLDPE | SP l2512&l2602 |
Hedging-Hedging |
2551.15
|
| SP | LLDPE | SP l2512&l2602 |
Speculation-Speculation |
2551.15
|
| SP | LLDPE | SP l2601&l2602 |
Hedging-Hedging |
2545.2
|
| SP | LLDPE | SP l2601&l2602 |
Speculation-Speculation |
2545.2
|
| SP | LLDPE | SP l2601&l2605 |
Hedging-Hedging |
2545.2
|
| SP | LLDPE | SP l2601&l2605 |
Speculation-Speculation |
2545.2
|
| SP | LLDPE | SP l2602&l2603 |
Hedging-Hedging |
2544.85
|
| SP | LLDPE | SP l2602&l2603 |
Speculation-Speculation |
2544.85
|
| SP | LLDPE | SP l2602&l2604 |
Hedging-Hedging |
2551.85
|
| SP | LLDPE | SP l2602&l2604 |
Speculation-Speculation |
2551.85
|
| SP | LLDPE | SP l2603&l2604 |
Hedging-Hedging |
2551.85
|
| SP | LLDPE | SP l2603&l2604 |
Speculation-Speculation |
2551.85
|
| SP | LLDPE | SP l2603&l2605 |
Hedging-Hedging |
2544.85
|
| SP | LLDPE | SP l2603&l2605 |
Speculation-Speculation |
2544.85
|
| SP | LLDPE | SP l2603&l2606 |
Hedging-Hedging |
2544.85
|
| SP | LLDPE | SP l2603&l2606 |
Speculation-Speculation |
2544.85
|
| SP | LLDPE | SP l2604&l2605 |
Hedging-Hedging |
2551.85
|
| SP | LLDPE | SP l2604&l2605 |
Speculation-Speculation |
2551.85
|
| SP | LLDPE | SP l2604&l2606 |
Hedging-Hedging |
2551.85
|
| SP | LLDPE | SP l2604&l2606 |
Speculation-Speculation |
2551.85
|
| SP | LLDPE | SP l2605&l2606 |
Hedging-Hedging |
2543.1
|
| SP | LLDPE | SP l2605&l2606 |
Speculation-Speculation |
2543.1
|
| SPC | LLDPE&Polypropylene | SPC l2507&pp2507 |
Hedging-Hedging |
5496.0
|
| SPC | LLDPE&Polypropylene | SPC l2507&pp2507 |
Speculation-Speculation |
7328.0
|
| SPC | LLDPE&Polypropylene | SPC l2508&pp2508 |
Hedging-Hedging |
2559.55
|
| SPC | LLDPE&Polypropylene | SPC l2508&pp2508 |
Speculation-Speculation |
2559.55
|
| SPC | LLDPE&Polypropylene | SPC l2509&pp2509 |
Hedging-Hedging |
2557.8
|
| SPC | LLDPE&Polypropylene | SPC l2509&pp2509 |
Speculation-Speculation |
2557.8
|
| SPC | LLDPE&Polypropylene | SPC l2510&pp2510 |
Hedging-Hedging |
2553.6
|
| SPC | LLDPE&Polypropylene | SPC l2510&pp2510 |
Speculation-Speculation |
2553.6
|
| SPC | LLDPE&Polypropylene | SPC l2511&pp2511 |
Hedging-Hedging |
2553.6
|
| SPC | LLDPE&Polypropylene | SPC l2511&pp2511 |
Speculation-Speculation |
2553.6
|
| SPC | LLDPE&Polypropylene | SPC l2512&pp2512 |
Hedging-Hedging |
2551.15
|
| SPC | LLDPE&Polypropylene | SPC l2512&pp2512 |
Speculation-Speculation |
2551.15
|
| SPC | LLDPE&Polypropylene | SPC l2601&pp2601 |
Hedging-Hedging |
2545.2
|
| SPC | LLDPE&Polypropylene | SPC l2601&pp2601 |
Speculation-Speculation |
2545.2
|
| SPC | LLDPE&Polypropylene | SPC l2602&pp2602 |
Hedging-Hedging |
2535.75
|
| SPC | LLDPE&Polypropylene | SPC l2602&pp2602 |
Speculation-Speculation |
2535.75
|
| SPC | LLDPE&Polypropylene | SPC l2603&pp2603 |
Hedging-Hedging |
2544.85
|
| SPC | LLDPE&Polypropylene | SPC l2603&pp2603 |
Speculation-Speculation |
2544.85
|
| SPC | LLDPE&Polypropylene | SPC l2604&pp2604 |
Hedging-Hedging |
2551.85
|
| SPC | LLDPE&Polypropylene | SPC l2604&pp2604 |
Speculation-Speculation |
2551.85
|
| SPC | LLDPE&Polypropylene | SPC l2605&pp2605 |
Hedging-Hedging |
2543.1
|
| SPC | LLDPE&Polypropylene | SPC l2605&pp2605 |
Speculation-Speculation |
2543.1
|
| SPC | LLDPE&Polypropylene | SPC l2606&pp2606 |
Hedging-Hedging |
2542.75
|
| SPC | LLDPE&Polypropylene | SPC l2606&pp2606 |
Speculation-Speculation |
2542.75
|
| SPC | LLDPE&PVC | SPC l2507&v2507 |
Hedging-Hedging |
5496.0
|
| SPC | LLDPE&PVC | SPC l2507&v2507 |
Speculation-Speculation |
7328.0
|
| SPC | LLDPE&PVC | SPC l2508&v2508 |
Hedging-Hedging |
2559.55
|
| SPC | LLDPE&PVC | SPC l2508&v2508 |
Speculation-Speculation |
2559.55
|
| SPC | LLDPE&PVC | SPC l2509&v2509 |
Hedging-Hedging |
2557.8
|
| SPC | LLDPE&PVC | SPC l2509&v2509 |
Speculation-Speculation |
2557.8
|
| SPC | LLDPE&PVC | SPC l2510&v2510 |
Hedging-Hedging |
2553.6
|
| SPC | LLDPE&PVC | SPC l2510&v2510 |
Speculation-Speculation |
2553.6
|
| SPC | LLDPE&PVC | SPC l2511&v2511 |
Hedging-Hedging |
2553.6
|
| SPC | LLDPE&PVC | SPC l2511&v2511 |
Speculation-Speculation |
2553.6
|
| SPC | LLDPE&PVC | SPC l2512&v2512 |
Hedging-Hedging |
2551.15
|
| SPC | LLDPE&PVC | SPC l2512&v2512 |
Speculation-Speculation |
2551.15
|
| SPC | LLDPE&PVC | SPC l2601&v2601 |
Hedging-Hedging |
2545.2
|
| SPC | LLDPE&PVC | SPC l2601&v2601 |
Speculation-Speculation |
2545.2
|
| SPC | LLDPE&PVC | SPC l2602&v2602 |
Hedging-Hedging |
2535.75
|
| SPC | LLDPE&PVC | SPC l2602&v2602 |
Speculation-Speculation |
2535.75
|
| SPC | LLDPE&PVC | SPC l2603&v2603 |
Hedging-Hedging |
2544.85
|
| SPC | LLDPE&PVC | SPC l2603&v2603 |
Speculation-Speculation |
2544.85
|
| SPC | LLDPE&PVC | SPC l2604&v2604 |
Hedging-Hedging |
2551.85
|
| SPC | LLDPE&PVC | SPC l2604&v2604 |
Speculation-Speculation |
2551.85
|
| SPC | LLDPE&PVC | SPC l2605&v2605 |
Hedging-Hedging |
2543.1
|
| SPC | LLDPE&PVC | SPC l2605&v2605 |
Speculation-Speculation |
2543.1
|
| SPC | LLDPE&PVC | SPC l2606&v2606 |
Hedging-Hedging |
2542.75
|
| SPC | LLDPE&PVC | SPC l2606&v2606 |
Speculation-Speculation |
2542.75
|