DCE 20250708 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | LLDPE | SP l2507&l2508 |
Hedging-Hedging |
5468.25
|
| SP | LLDPE | SP l2507&l2508 |
Speculation-Speculation |
7291.0
|
| SP | LLDPE | SP l2507&l2509 |
Hedging-Hedging |
5468.25
|
| SP | LLDPE | SP l2507&l2509 |
Speculation-Speculation |
7291.0
|
| SP | LLDPE | SP l2507&l2510 |
Hedging-Hedging |
5468.25
|
| SP | LLDPE | SP l2507&l2510 |
Speculation-Speculation |
7291.0
|
| SP | LLDPE | SP l2507&l2511 |
Hedging-Hedging |
5468.25
|
| SP | LLDPE | SP l2507&l2511 |
Speculation-Speculation |
7291.0
|
| SP | LLDPE | SP l2507&l2512 |
Hedging-Hedging |
5468.25
|
| SP | LLDPE | SP l2507&l2512 |
Speculation-Speculation |
7291.0
|
| SP | LLDPE | SP l2507&l2602 |
Hedging-Hedging |
5468.25
|
| SP | LLDPE | SP l2507&l2602 |
Speculation-Speculation |
7291.0
|
| SP | LLDPE | SP l2508&l2509 |
Hedging-Hedging |
2539.95
|
| SP | LLDPE | SP l2508&l2509 |
Speculation-Speculation |
2539.95
|
| SP | LLDPE | SP l2508&l2510 |
Hedging-Hedging |
2539.95
|
| SP | LLDPE | SP l2508&l2510 |
Speculation-Speculation |
2539.95
|
| SP | LLDPE | SP l2508&l2511 |
Hedging-Hedging |
2539.95
|
| SP | LLDPE | SP l2508&l2511 |
Speculation-Speculation |
2539.95
|
| SP | LLDPE | SP l2508&l2512 |
Hedging-Hedging |
2539.95
|
| SP | LLDPE | SP l2508&l2512 |
Speculation-Speculation |
2539.95
|
| SP | LLDPE | SP l2508&l2601 |
Hedging-Hedging |
2539.95
|
| SP | LLDPE | SP l2508&l2601 |
Speculation-Speculation |
2539.95
|
| SP | LLDPE | SP l2509&l2510 |
Hedging-Hedging |
2537.5
|
| SP | LLDPE | SP l2509&l2510 |
Speculation-Speculation |
2537.5
|
| SP | LLDPE | SP l2509&l2511 |
Hedging-Hedging |
2537.5
|
| SP | LLDPE | SP l2509&l2511 |
Speculation-Speculation |
2537.5
|
| SP | LLDPE | SP l2509&l2601 |
Hedging-Hedging |
2537.5
|
| SP | LLDPE | SP l2509&l2601 |
Speculation-Speculation |
2537.5
|
| SP | LLDPE | SP l2509&l2605 |
Hedging-Hedging |
2537.5
|
| SP | LLDPE | SP l2509&l2605 |
Speculation-Speculation |
2537.5
|
| SP | LLDPE | SP l2510&l2511 |
Hedging-Hedging |
2534.35
|
| SP | LLDPE | SP l2510&l2511 |
Speculation-Speculation |
2534.35
|
| SP | LLDPE | SP l2510&l2512 |
Hedging-Hedging |
2534.35
|
| SP | LLDPE | SP l2510&l2512 |
Speculation-Speculation |
2534.35
|
| SP | LLDPE | SP l2510&l2602 |
Hedging-Hedging |
2534.35
|
| SP | LLDPE | SP l2510&l2602 |
Speculation-Speculation |
2534.35
|
| SP | LLDPE | SP l2511&l2512 |
Hedging-Hedging |
2534.0
|
| SP | LLDPE | SP l2511&l2512 |
Speculation-Speculation |
2534.0
|
| SP | LLDPE | SP l2511&l2601 |
Hedging-Hedging |
2534.0
|
| SP | LLDPE | SP l2511&l2601 |
Speculation-Speculation |
2534.0
|
| SP | LLDPE | SP l2512&l2601 |
Hedging-Hedging |
2531.55
|
| SP | LLDPE | SP l2512&l2601 |
Speculation-Speculation |
2531.55
|
| SP | LLDPE | SP l2512&l2602 |
Hedging-Hedging |
2531.55
|
| SP | LLDPE | SP l2512&l2602 |
Speculation-Speculation |
2531.55
|
| SP | LLDPE | SP l2601&l2602 |
Hedging-Hedging |
2527.0
|
| SP | LLDPE | SP l2601&l2602 |
Speculation-Speculation |
2527.0
|
| SP | LLDPE | SP l2601&l2605 |
Hedging-Hedging |
2527.0
|
| SP | LLDPE | SP l2601&l2605 |
Speculation-Speculation |
2527.0
|
| SP | LLDPE | SP l2602&l2603 |
Hedging-Hedging |
2524.9
|
| SP | LLDPE | SP l2602&l2603 |
Speculation-Speculation |
2524.9
|
| 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 |
2524.9
|
| SP | LLDPE | SP l2603&l2605 |
Speculation-Speculation |
2524.9
|
| SP | LLDPE | SP l2603&l2606 |
Hedging-Hedging |
2525.25
|
| SP | LLDPE | SP l2603&l2606 |
Speculation-Speculation |
2525.25
|
| 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 |
2525.25
|
| SP | LLDPE | SP l2605&l2606 |
Speculation-Speculation |
2525.25
|
| SPC | LLDPE&Polypropylene | SPC l2507&pp2507 |
Hedging-Hedging |
5468.25
|
| SPC | LLDPE&Polypropylene | SPC l2507&pp2507 |
Speculation-Speculation |
7291.0
|
| SPC | LLDPE&Polypropylene | SPC l2508&pp2508 |
Hedging-Hedging |
2539.95
|
| SPC | LLDPE&Polypropylene | SPC l2508&pp2508 |
Speculation-Speculation |
2539.95
|
| SPC | LLDPE&Polypropylene | SPC l2509&pp2509 |
Hedging-Hedging |
2537.5
|
| SPC | LLDPE&Polypropylene | SPC l2509&pp2509 |
Speculation-Speculation |
2537.5
|
| SPC | LLDPE&Polypropylene | SPC l2510&pp2510 |
Hedging-Hedging |
2534.35
|
| SPC | LLDPE&Polypropylene | SPC l2510&pp2510 |
Speculation-Speculation |
2534.35
|
| SPC | LLDPE&Polypropylene | SPC l2511&pp2511 |
Hedging-Hedging |
2534.0
|
| SPC | LLDPE&Polypropylene | SPC l2511&pp2511 |
Speculation-Speculation |
2534.0
|
| SPC | LLDPE&Polypropylene | SPC l2512&pp2512 |
Hedging-Hedging |
2531.55
|
| SPC | LLDPE&Polypropylene | SPC l2512&pp2512 |
Speculation-Speculation |
2531.55
|
| SPC | LLDPE&Polypropylene | SPC l2601&pp2601 |
Hedging-Hedging |
2527.0
|
| SPC | LLDPE&Polypropylene | SPC l2601&pp2601 |
Speculation-Speculation |
2527.0
|
| SPC | LLDPE&Polypropylene | SPC l2602&pp2602 |
Hedging-Hedging |
2523.5
|
| SPC | LLDPE&Polypropylene | SPC l2602&pp2602 |
Speculation-Speculation |
2523.5
|
| SPC | LLDPE&Polypropylene | SPC l2603&pp2603 |
Hedging-Hedging |
2524.9
|
| SPC | LLDPE&Polypropylene | SPC l2603&pp2603 |
Speculation-Speculation |
2524.9
|
| 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 |
2520.35
|
| SPC | LLDPE&Polypropylene | SPC l2605&pp2605 |
Speculation-Speculation |
2520.35
|
| SPC | LLDPE&Polypropylene | SPC l2606&pp2606 |
Hedging-Hedging |
2525.25
|
| SPC | LLDPE&Polypropylene | SPC l2606&pp2606 |
Speculation-Speculation |
2525.25
|
| SPC | LLDPE&PVC | SPC l2507&v2507 |
Hedging-Hedging |
5468.25
|
| SPC | LLDPE&PVC | SPC l2507&v2507 |
Speculation-Speculation |
7291.0
|
| SPC | LLDPE&PVC | SPC l2508&v2508 |
Hedging-Hedging |
2539.95
|
| SPC | LLDPE&PVC | SPC l2508&v2508 |
Speculation-Speculation |
2539.95
|
| SPC | LLDPE&PVC | SPC l2509&v2509 |
Hedging-Hedging |
2537.5
|
| SPC | LLDPE&PVC | SPC l2509&v2509 |
Speculation-Speculation |
2537.5
|
| SPC | LLDPE&PVC | SPC l2510&v2510 |
Hedging-Hedging |
2534.35
|
| SPC | LLDPE&PVC | SPC l2510&v2510 |
Speculation-Speculation |
2534.35
|
| SPC | LLDPE&PVC | SPC l2511&v2511 |
Hedging-Hedging |
2534.0
|
| SPC | LLDPE&PVC | SPC l2511&v2511 |
Speculation-Speculation |
2534.0
|
| SPC | LLDPE&PVC | SPC l2512&v2512 |
Hedging-Hedging |
2531.55
|
| SPC | LLDPE&PVC | SPC l2512&v2512 |
Speculation-Speculation |
2531.55
|
| SPC | LLDPE&PVC | SPC l2601&v2601 |
Hedging-Hedging |
2527.0
|
| SPC | LLDPE&PVC | SPC l2601&v2601 |
Speculation-Speculation |
2527.0
|
| SPC | LLDPE&PVC | SPC l2602&v2602 |
Hedging-Hedging |
2523.5
|
| SPC | LLDPE&PVC | SPC l2602&v2602 |
Speculation-Speculation |
2523.5
|
| SPC | LLDPE&PVC | SPC l2603&v2603 |
Hedging-Hedging |
2524.9
|
| SPC | LLDPE&PVC | SPC l2603&v2603 |
Speculation-Speculation |
2524.9
|
| 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 |
2520.35
|
| SPC | LLDPE&PVC | SPC l2605&v2605 |
Speculation-Speculation |
2520.35
|
| SPC | LLDPE&PVC | SPC l2606&v2606 |
Hedging-Hedging |
2525.25
|
| SPC | LLDPE&PVC | SPC l2606&v2606 |
Speculation-Speculation |
2525.25
|