DCE 20220126 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPLLDPESP l2202&l2203 Hedging-Hedging 4,421
SPLLDPESP l2202&l2203 Speculation-Speculation 4,432.5
SPLLDPESP l2202&l2204 Hedging-Hedging 4,421
SPLLDPESP l2202&l2204 Speculation-Speculation 4,447.5
SPLLDPESP l2203&l2204 Hedging-Hedging 3,113.25
SPLLDPESP l2203&l2204 Speculation-Speculation 4,447.5
SPLLDPESP l2203&l2205 Hedging-Hedging 3,108
SPLLDPESP l2203&l2205 Speculation-Speculation 4,440
SPLLDPESP l2205&l2209 Hedging-Hedging 3,108
SPLLDPESP l2205&l2209 Speculation-Speculation 4,440
SPCLLDPE&PolypropyleneSPC l2202&pp2202 Hedging-Hedging 4,421
SPCLLDPE&PolypropyleneSPC l2202&pp2202 Speculation-Speculation 4,421
SPCLLDPE&PolypropyleneSPC l2203&pp2203 Hedging-Hedging 3,102.75
SPCLLDPE&PolypropyleneSPC l2203&pp2203 Speculation-Speculation 4,432.5
SPCLLDPE&PolypropyleneSPC l2205&pp2205 Hedging-Hedging 3,108
SPCLLDPE&PolypropyleneSPC l2205&pp2205 Speculation-Speculation 4,440
SPCLLDPE&PVCSPC l2202&v2202 Hedging-Hedging 4,421
SPCLLDPE&PVCSPC l2202&v2202 Speculation-Speculation 4,421
SPCLLDPE&PVCSPC l2203&v2203 Hedging-Hedging 3,102.75
SPCLLDPE&PVCSPC l2203&v2203 Speculation-Speculation 4,432.5
SPCLLDPE&PVCSPC l2205&v2205 Hedging-Hedging 3,108
SPCLLDPE&PVCSPC l2205&v2205 Speculation-Speculation 4,440