DCE 20220126 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | LLDPE | SP l2202&l2203 |
Hedging-Hedging |
4,421
|
| SP | LLDPE | SP l2202&l2203 |
Speculation-Speculation |
4,432.5
|
| SP | LLDPE | SP l2202&l2204 |
Hedging-Hedging |
4,421
|
| SP | LLDPE | SP l2202&l2204 |
Speculation-Speculation |
4,447.5
|
| SP | LLDPE | SP l2203&l2204 |
Hedging-Hedging |
3,113.25
|
| SP | LLDPE | SP l2203&l2204 |
Speculation-Speculation |
4,447.5
|
| SP | LLDPE | SP l2203&l2205 |
Hedging-Hedging |
3,108
|
| SP | LLDPE | SP l2203&l2205 |
Speculation-Speculation |
4,440
|
| SP | LLDPE | SP l2205&l2209 |
Hedging-Hedging |
3,108
|
| SP | LLDPE | SP l2205&l2209 |
Speculation-Speculation |
4,440
|
| SPC | LLDPE&Polypropylene | SPC l2202&pp2202 |
Hedging-Hedging |
4,421
|
| SPC | LLDPE&Polypropylene | SPC l2202&pp2202 |
Speculation-Speculation |
4,421
|
| SPC | LLDPE&Polypropylene | SPC l2203&pp2203 |
Hedging-Hedging |
3,102.75
|
| SPC | LLDPE&Polypropylene | SPC l2203&pp2203 |
Speculation-Speculation |
4,432.5
|
| SPC | LLDPE&Polypropylene | SPC l2205&pp2205 |
Hedging-Hedging |
3,108
|
| SPC | LLDPE&Polypropylene | SPC l2205&pp2205 |
Speculation-Speculation |
4,440
|
| SPC | LLDPE&PVC | SPC l2202&v2202 |
Hedging-Hedging |
4,421
|
| SPC | LLDPE&PVC | SPC l2202&v2202 |
Speculation-Speculation |
4,421
|
| SPC | LLDPE&PVC | SPC l2203&v2203 |
Hedging-Hedging |
3,102.75
|
| SPC | LLDPE&PVC | SPC l2203&v2203 |
Speculation-Speculation |
4,432.5
|
| SPC | LLDPE&PVC | SPC l2205&v2205 |
Hedging-Hedging |
3,108
|
| SPC | LLDPE&PVC | SPC l2205&v2205 |
Speculation-Speculation |
4,440
|