DCE 20250721 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPLLDPESP l2508&l2509 Hedging-Hedging 2528.75
SPLLDPESP l2508&l2509 Speculation-Speculation 2528.75
SPLLDPESP l2508&l2510 Hedging-Hedging 2532.6
SPLLDPESP l2508&l2510 Speculation-Speculation 2532.6
SPLLDPESP l2508&l2511 Hedging-Hedging 2533.65
SPLLDPESP l2508&l2511 Speculation-Speculation 2533.65
SPLLDPESP l2508&l2512 Hedging-Hedging 2535.05
SPLLDPESP l2508&l2512 Speculation-Speculation 2535.05
SPLLDPESP l2508&l2601 Hedging-Hedging 2536.8
SPLLDPESP l2508&l2601 Speculation-Speculation 2536.8
SPLLDPESP l2509&l2510 Hedging-Hedging 2532.6
SPLLDPESP l2509&l2510 Speculation-Speculation 2532.6
SPLLDPESP l2509&l2511 Hedging-Hedging 2533.65
SPLLDPESP l2509&l2511 Speculation-Speculation 2533.65
SPLLDPESP l2509&l2601 Hedging-Hedging 2536.8
SPLLDPESP l2509&l2601 Speculation-Speculation 2536.8
SPLLDPESP l2509&l2605 Hedging-Hedging 2528.75
SPLLDPESP l2509&l2605 Speculation-Speculation 2528.75
SPLLDPESP l2510&l2511 Hedging-Hedging 2533.65
SPLLDPESP l2510&l2511 Speculation-Speculation 2533.65
SPLLDPESP l2510&l2512 Hedging-Hedging 2535.05
SPLLDPESP l2510&l2512 Speculation-Speculation 2535.05
SPLLDPESP l2510&l2602 Hedging-Hedging 2532.6
SPLLDPESP l2510&l2602 Speculation-Speculation 2532.6
SPLLDPESP l2511&l2512 Hedging-Hedging 2535.05
SPLLDPESP l2511&l2512 Speculation-Speculation 2535.05
SPLLDPESP l2511&l2601 Hedging-Hedging 2536.8
SPLLDPESP l2511&l2601 Speculation-Speculation 2536.8
SPLLDPESP l2512&l2601 Hedging-Hedging 2536.8
SPLLDPESP l2512&l2601 Speculation-Speculation 2536.8
SPLLDPESP l2512&l2602 Hedging-Hedging 2535.05
SPLLDPESP l2512&l2602 Speculation-Speculation 2535.05
SPLLDPESP l2601&l2602 Hedging-Hedging 2536.8
SPLLDPESP l2601&l2602 Speculation-Speculation 2536.8
SPLLDPESP l2601&l2605 Hedging-Hedging 2536.8
SPLLDPESP l2601&l2605 Speculation-Speculation 2536.8
SPLLDPESP l2602&l2603 Hedging-Hedging 2528.75
SPLLDPESP l2602&l2603 Speculation-Speculation 2528.75
SPLLDPESP l2602&l2604 Hedging-Hedging 2530.5
SPLLDPESP l2602&l2604 Speculation-Speculation 2530.5
SPLLDPESP l2603&l2604 Hedging-Hedging 2530.5
SPLLDPESP l2603&l2604 Speculation-Speculation 2530.5
SPLLDPESP l2603&l2605 Hedging-Hedging 2528.75
SPLLDPESP l2603&l2605 Speculation-Speculation 2528.75
SPLLDPESP l2603&l2606 Hedging-Hedging 2529.8
SPLLDPESP l2603&l2606 Speculation-Speculation 2529.8
SPLLDPESP l2604&l2605 Hedging-Hedging 2530.5
SPLLDPESP l2604&l2605 Speculation-Speculation 2530.5
SPLLDPESP l2604&l2606 Hedging-Hedging 2530.5
SPLLDPESP l2604&l2606 Speculation-Speculation 2530.5
SPLLDPESP l2605&l2606 Hedging-Hedging 2529.8
SPLLDPESP l2605&l2606 Speculation-Speculation 2529.8
SPCLLDPE&PolypropyleneSPC l2508&pp2508 Hedging-Hedging 2521.05
SPCLLDPE&PolypropyleneSPC l2508&pp2508 Speculation-Speculation 2521.05
SPCLLDPE&PolypropyleneSPC l2509&pp2509 Hedging-Hedging 2528.75
SPCLLDPE&PolypropyleneSPC l2509&pp2509 Speculation-Speculation 2528.75
SPCLLDPE&PolypropyleneSPC l2510&pp2510 Hedging-Hedging 2532.6
SPCLLDPE&PolypropyleneSPC l2510&pp2510 Speculation-Speculation 2532.6
SPCLLDPE&PolypropyleneSPC l2511&pp2511 Hedging-Hedging 2533.65
SPCLLDPE&PolypropyleneSPC l2511&pp2511 Speculation-Speculation 2533.65
SPCLLDPE&PolypropyleneSPC l2512&pp2512 Hedging-Hedging 2535.05
SPCLLDPE&PolypropyleneSPC l2512&pp2512 Speculation-Speculation 2535.05
SPCLLDPE&PolypropyleneSPC l2601&pp2601 Hedging-Hedging 2536.8
SPCLLDPE&PolypropyleneSPC l2601&pp2601 Speculation-Speculation 2536.8
SPCLLDPE&PolypropyleneSPC l2602&pp2602 Hedging-Hedging 2528.4
SPCLLDPE&PolypropyleneSPC l2602&pp2602 Speculation-Speculation 2528.4
SPCLLDPE&PolypropyleneSPC l2603&pp2603 Hedging-Hedging 2528.75
SPCLLDPE&PolypropyleneSPC l2603&pp2603 Speculation-Speculation 2528.75
SPCLLDPE&PolypropyleneSPC l2604&pp2604 Hedging-Hedging 2530.5
SPCLLDPE&PolypropyleneSPC l2604&pp2604 Speculation-Speculation 2530.5
SPCLLDPE&PolypropyleneSPC l2605&pp2605 Hedging-Hedging 2528.4
SPCLLDPE&PolypropyleneSPC l2605&pp2605 Speculation-Speculation 2528.4
SPCLLDPE&PolypropyleneSPC l2606&pp2606 Hedging-Hedging 2529.8
SPCLLDPE&PolypropyleneSPC l2606&pp2606 Speculation-Speculation 2529.8
SPCLLDPE&PVCSPC l2508&v2508 Hedging-Hedging 2521.05
SPCLLDPE&PVCSPC l2508&v2508 Speculation-Speculation 2521.05
SPCLLDPE&PVCSPC l2509&v2509 Hedging-Hedging 2528.75
SPCLLDPE&PVCSPC l2509&v2509 Speculation-Speculation 2528.75
SPCLLDPE&PVCSPC l2510&v2510 Hedging-Hedging 2532.6
SPCLLDPE&PVCSPC l2510&v2510 Speculation-Speculation 2532.6
SPCLLDPE&PVCSPC l2511&v2511 Hedging-Hedging 2533.65
SPCLLDPE&PVCSPC l2511&v2511 Speculation-Speculation 2533.65
SPCLLDPE&PVCSPC l2512&v2512 Hedging-Hedging 2535.05
SPCLLDPE&PVCSPC l2512&v2512 Speculation-Speculation 2535.05
SPCLLDPE&PVCSPC l2601&v2601 Hedging-Hedging 2536.8
SPCLLDPE&PVCSPC l2601&v2601 Speculation-Speculation 2536.8
SPCLLDPE&PVCSPC l2602&v2602 Hedging-Hedging 2528.4
SPCLLDPE&PVCSPC l2602&v2602 Speculation-Speculation 2528.4
SPCLLDPE&PVCSPC l2603&v2603 Hedging-Hedging 2528.75
SPCLLDPE&PVCSPC l2603&v2603 Speculation-Speculation 2528.75
SPCLLDPE&PVCSPC l2604&v2604 Hedging-Hedging 2530.5
SPCLLDPE&PVCSPC l2604&v2604 Speculation-Speculation 2530.5
SPCLLDPE&PVCSPC l2605&v2605 Hedging-Hedging 2528.4
SPCLLDPE&PVCSPC l2605&v2605 Speculation-Speculation 2528.4
SPCLLDPE&PVCSPC l2606&v2606 Hedging-Hedging 2529.8
SPCLLDPE&PVCSPC l2606&v2606 Speculation-Speculation 2529.8