DCE 20250708 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPLLDPESP l2507&l2508 Hedging-Hedging 5468.25
SPLLDPESP l2507&l2508 Speculation-Speculation 7291.0
SPLLDPESP l2507&l2509 Hedging-Hedging 5468.25
SPLLDPESP l2507&l2509 Speculation-Speculation 7291.0
SPLLDPESP l2507&l2510 Hedging-Hedging 5468.25
SPLLDPESP l2507&l2510 Speculation-Speculation 7291.0
SPLLDPESP l2507&l2511 Hedging-Hedging 5468.25
SPLLDPESP l2507&l2511 Speculation-Speculation 7291.0
SPLLDPESP l2507&l2512 Hedging-Hedging 5468.25
SPLLDPESP l2507&l2512 Speculation-Speculation 7291.0
SPLLDPESP l2507&l2602 Hedging-Hedging 5468.25
SPLLDPESP l2507&l2602 Speculation-Speculation 7291.0
SPLLDPESP l2508&l2509 Hedging-Hedging 2539.95
SPLLDPESP l2508&l2509 Speculation-Speculation 2539.95
SPLLDPESP l2508&l2510 Hedging-Hedging 2539.95
SPLLDPESP l2508&l2510 Speculation-Speculation 2539.95
SPLLDPESP l2508&l2511 Hedging-Hedging 2539.95
SPLLDPESP l2508&l2511 Speculation-Speculation 2539.95
SPLLDPESP l2508&l2512 Hedging-Hedging 2539.95
SPLLDPESP l2508&l2512 Speculation-Speculation 2539.95
SPLLDPESP l2508&l2601 Hedging-Hedging 2539.95
SPLLDPESP l2508&l2601 Speculation-Speculation 2539.95
SPLLDPESP l2509&l2510 Hedging-Hedging 2537.5
SPLLDPESP l2509&l2510 Speculation-Speculation 2537.5
SPLLDPESP l2509&l2511 Hedging-Hedging 2537.5
SPLLDPESP l2509&l2511 Speculation-Speculation 2537.5
SPLLDPESP l2509&l2601 Hedging-Hedging 2537.5
SPLLDPESP l2509&l2601 Speculation-Speculation 2537.5
SPLLDPESP l2509&l2605 Hedging-Hedging 2537.5
SPLLDPESP l2509&l2605 Speculation-Speculation 2537.5
SPLLDPESP l2510&l2511 Hedging-Hedging 2534.35
SPLLDPESP l2510&l2511 Speculation-Speculation 2534.35
SPLLDPESP l2510&l2512 Hedging-Hedging 2534.35
SPLLDPESP l2510&l2512 Speculation-Speculation 2534.35
SPLLDPESP l2510&l2602 Hedging-Hedging 2534.35
SPLLDPESP l2510&l2602 Speculation-Speculation 2534.35
SPLLDPESP l2511&l2512 Hedging-Hedging 2534.0
SPLLDPESP l2511&l2512 Speculation-Speculation 2534.0
SPLLDPESP l2511&l2601 Hedging-Hedging 2534.0
SPLLDPESP l2511&l2601 Speculation-Speculation 2534.0
SPLLDPESP l2512&l2601 Hedging-Hedging 2531.55
SPLLDPESP l2512&l2601 Speculation-Speculation 2531.55
SPLLDPESP l2512&l2602 Hedging-Hedging 2531.55
SPLLDPESP l2512&l2602 Speculation-Speculation 2531.55
SPLLDPESP l2601&l2602 Hedging-Hedging 2527.0
SPLLDPESP l2601&l2602 Speculation-Speculation 2527.0
SPLLDPESP l2601&l2605 Hedging-Hedging 2527.0
SPLLDPESP l2601&l2605 Speculation-Speculation 2527.0
SPLLDPESP l2602&l2603 Hedging-Hedging 2524.9
SPLLDPESP l2602&l2603 Speculation-Speculation 2524.9
SPLLDPESP l2602&l2604 Hedging-Hedging 2551.85
SPLLDPESP l2602&l2604 Speculation-Speculation 2551.85
SPLLDPESP l2603&l2604 Hedging-Hedging 2551.85
SPLLDPESP l2603&l2604 Speculation-Speculation 2551.85
SPLLDPESP l2603&l2605 Hedging-Hedging 2524.9
SPLLDPESP l2603&l2605 Speculation-Speculation 2524.9
SPLLDPESP l2603&l2606 Hedging-Hedging 2525.25
SPLLDPESP l2603&l2606 Speculation-Speculation 2525.25
SPLLDPESP l2604&l2605 Hedging-Hedging 2551.85
SPLLDPESP l2604&l2605 Speculation-Speculation 2551.85
SPLLDPESP l2604&l2606 Hedging-Hedging 2551.85
SPLLDPESP l2604&l2606 Speculation-Speculation 2551.85
SPLLDPESP l2605&l2606 Hedging-Hedging 2525.25
SPLLDPESP l2605&l2606 Speculation-Speculation 2525.25
SPCLLDPE&PolypropyleneSPC l2507&pp2507 Hedging-Hedging 5468.25
SPCLLDPE&PolypropyleneSPC l2507&pp2507 Speculation-Speculation 7291.0
SPCLLDPE&PolypropyleneSPC l2508&pp2508 Hedging-Hedging 2539.95
SPCLLDPE&PolypropyleneSPC l2508&pp2508 Speculation-Speculation 2539.95
SPCLLDPE&PolypropyleneSPC l2509&pp2509 Hedging-Hedging 2537.5
SPCLLDPE&PolypropyleneSPC l2509&pp2509 Speculation-Speculation 2537.5
SPCLLDPE&PolypropyleneSPC l2510&pp2510 Hedging-Hedging 2534.35
SPCLLDPE&PolypropyleneSPC l2510&pp2510 Speculation-Speculation 2534.35
SPCLLDPE&PolypropyleneSPC l2511&pp2511 Hedging-Hedging 2534.0
SPCLLDPE&PolypropyleneSPC l2511&pp2511 Speculation-Speculation 2534.0
SPCLLDPE&PolypropyleneSPC l2512&pp2512 Hedging-Hedging 2531.55
SPCLLDPE&PolypropyleneSPC l2512&pp2512 Speculation-Speculation 2531.55
SPCLLDPE&PolypropyleneSPC l2601&pp2601 Hedging-Hedging 2527.0
SPCLLDPE&PolypropyleneSPC l2601&pp2601 Speculation-Speculation 2527.0
SPCLLDPE&PolypropyleneSPC l2602&pp2602 Hedging-Hedging 2523.5
SPCLLDPE&PolypropyleneSPC l2602&pp2602 Speculation-Speculation 2523.5
SPCLLDPE&PolypropyleneSPC l2603&pp2603 Hedging-Hedging 2524.9
SPCLLDPE&PolypropyleneSPC l2603&pp2603 Speculation-Speculation 2524.9
SPCLLDPE&PolypropyleneSPC l2604&pp2604 Hedging-Hedging 2551.85
SPCLLDPE&PolypropyleneSPC l2604&pp2604 Speculation-Speculation 2551.85
SPCLLDPE&PolypropyleneSPC l2605&pp2605 Hedging-Hedging 2520.35
SPCLLDPE&PolypropyleneSPC l2605&pp2605 Speculation-Speculation 2520.35
SPCLLDPE&PolypropyleneSPC l2606&pp2606 Hedging-Hedging 2525.25
SPCLLDPE&PolypropyleneSPC l2606&pp2606 Speculation-Speculation 2525.25
SPCLLDPE&PVCSPC l2507&v2507 Hedging-Hedging 5468.25
SPCLLDPE&PVCSPC l2507&v2507 Speculation-Speculation 7291.0
SPCLLDPE&PVCSPC l2508&v2508 Hedging-Hedging 2539.95
SPCLLDPE&PVCSPC l2508&v2508 Speculation-Speculation 2539.95
SPCLLDPE&PVCSPC l2509&v2509 Hedging-Hedging 2537.5
SPCLLDPE&PVCSPC l2509&v2509 Speculation-Speculation 2537.5
SPCLLDPE&PVCSPC l2510&v2510 Hedging-Hedging 2534.35
SPCLLDPE&PVCSPC l2510&v2510 Speculation-Speculation 2534.35
SPCLLDPE&PVCSPC l2511&v2511 Hedging-Hedging 2534.0
SPCLLDPE&PVCSPC l2511&v2511 Speculation-Speculation 2534.0
SPCLLDPE&PVCSPC l2512&v2512 Hedging-Hedging 2531.55
SPCLLDPE&PVCSPC l2512&v2512 Speculation-Speculation 2531.55
SPCLLDPE&PVCSPC l2601&v2601 Hedging-Hedging 2527.0
SPCLLDPE&PVCSPC l2601&v2601 Speculation-Speculation 2527.0
SPCLLDPE&PVCSPC l2602&v2602 Hedging-Hedging 2523.5
SPCLLDPE&PVCSPC l2602&v2602 Speculation-Speculation 2523.5
SPCLLDPE&PVCSPC l2603&v2603 Hedging-Hedging 2524.9
SPCLLDPE&PVCSPC l2603&v2603 Speculation-Speculation 2524.9
SPCLLDPE&PVCSPC l2604&v2604 Hedging-Hedging 2551.85
SPCLLDPE&PVCSPC l2604&v2604 Speculation-Speculation 2551.85
SPCLLDPE&PVCSPC l2605&v2605 Hedging-Hedging 2520.35
SPCLLDPE&PVCSPC l2605&v2605 Speculation-Speculation 2520.35
SPCLLDPE&PVCSPC l2606&v2606 Hedging-Hedging 2525.25
SPCLLDPE&PVCSPC l2606&v2606 Speculation-Speculation 2525.25