DCE 20250721 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | LLDPE | SP l2508&l2509 |
Hedging-Hedging |
2528.75
|
| SP | LLDPE | SP l2508&l2509 |
Speculation-Speculation |
2528.75
|
| SP | LLDPE | SP l2508&l2510 |
Hedging-Hedging |
2532.6
|
| SP | LLDPE | SP l2508&l2510 |
Speculation-Speculation |
2532.6
|
| SP | LLDPE | SP l2508&l2511 |
Hedging-Hedging |
2533.65
|
| SP | LLDPE | SP l2508&l2511 |
Speculation-Speculation |
2533.65
|
| SP | LLDPE | SP l2508&l2512 |
Hedging-Hedging |
2535.05
|
| SP | LLDPE | SP l2508&l2512 |
Speculation-Speculation |
2535.05
|
| SP | LLDPE | SP l2508&l2601 |
Hedging-Hedging |
2536.8
|
| SP | LLDPE | SP l2508&l2601 |
Speculation-Speculation |
2536.8
|
| SP | LLDPE | SP l2509&l2510 |
Hedging-Hedging |
2532.6
|
| SP | LLDPE | SP l2509&l2510 |
Speculation-Speculation |
2532.6
|
| SP | LLDPE | SP l2509&l2511 |
Hedging-Hedging |
2533.65
|
| SP | LLDPE | SP l2509&l2511 |
Speculation-Speculation |
2533.65
|
| SP | LLDPE | SP l2509&l2601 |
Hedging-Hedging |
2536.8
|
| SP | LLDPE | SP l2509&l2601 |
Speculation-Speculation |
2536.8
|
| SP | LLDPE | SP l2509&l2605 |
Hedging-Hedging |
2528.75
|
| SP | LLDPE | SP l2509&l2605 |
Speculation-Speculation |
2528.75
|
| SP | LLDPE | SP l2510&l2511 |
Hedging-Hedging |
2533.65
|
| SP | LLDPE | SP l2510&l2511 |
Speculation-Speculation |
2533.65
|
| SP | LLDPE | SP l2510&l2512 |
Hedging-Hedging |
2535.05
|
| SP | LLDPE | SP l2510&l2512 |
Speculation-Speculation |
2535.05
|
| SP | LLDPE | SP l2510&l2602 |
Hedging-Hedging |
2532.6
|
| SP | LLDPE | SP l2510&l2602 |
Speculation-Speculation |
2532.6
|
| SP | LLDPE | SP l2511&l2512 |
Hedging-Hedging |
2535.05
|
| SP | LLDPE | SP l2511&l2512 |
Speculation-Speculation |
2535.05
|
| SP | LLDPE | SP l2511&l2601 |
Hedging-Hedging |
2536.8
|
| SP | LLDPE | SP l2511&l2601 |
Speculation-Speculation |
2536.8
|
| SP | LLDPE | SP l2512&l2601 |
Hedging-Hedging |
2536.8
|
| SP | LLDPE | SP l2512&l2601 |
Speculation-Speculation |
2536.8
|
| SP | LLDPE | SP l2512&l2602 |
Hedging-Hedging |
2535.05
|
| SP | LLDPE | SP l2512&l2602 |
Speculation-Speculation |
2535.05
|
| SP | LLDPE | SP l2601&l2602 |
Hedging-Hedging |
2536.8
|
| SP | LLDPE | SP l2601&l2602 |
Speculation-Speculation |
2536.8
|
| SP | LLDPE | SP l2601&l2605 |
Hedging-Hedging |
2536.8
|
| SP | LLDPE | SP l2601&l2605 |
Speculation-Speculation |
2536.8
|
| SP | LLDPE | SP l2602&l2603 |
Hedging-Hedging |
2528.75
|
| SP | LLDPE | SP l2602&l2603 |
Speculation-Speculation |
2528.75
|
| SP | LLDPE | SP l2602&l2604 |
Hedging-Hedging |
2530.5
|
| SP | LLDPE | SP l2602&l2604 |
Speculation-Speculation |
2530.5
|
| SP | LLDPE | SP l2603&l2604 |
Hedging-Hedging |
2530.5
|
| SP | LLDPE | SP l2603&l2604 |
Speculation-Speculation |
2530.5
|
| SP | LLDPE | SP l2603&l2605 |
Hedging-Hedging |
2528.75
|
| SP | LLDPE | SP l2603&l2605 |
Speculation-Speculation |
2528.75
|
| SP | LLDPE | SP l2603&l2606 |
Hedging-Hedging |
2529.8
|
| SP | LLDPE | SP l2603&l2606 |
Speculation-Speculation |
2529.8
|
| SP | LLDPE | SP l2604&l2605 |
Hedging-Hedging |
2530.5
|
| SP | LLDPE | SP l2604&l2605 |
Speculation-Speculation |
2530.5
|
| SP | LLDPE | SP l2604&l2606 |
Hedging-Hedging |
2530.5
|
| SP | LLDPE | SP l2604&l2606 |
Speculation-Speculation |
2530.5
|
| SP | LLDPE | SP l2605&l2606 |
Hedging-Hedging |
2529.8
|
| SP | LLDPE | SP l2605&l2606 |
Speculation-Speculation |
2529.8
|
| SPC | LLDPE&Polypropylene | SPC l2508&pp2508 |
Hedging-Hedging |
2521.05
|
| SPC | LLDPE&Polypropylene | SPC l2508&pp2508 |
Speculation-Speculation |
2521.05
|
| SPC | LLDPE&Polypropylene | SPC l2509&pp2509 |
Hedging-Hedging |
2528.75
|
| SPC | LLDPE&Polypropylene | SPC l2509&pp2509 |
Speculation-Speculation |
2528.75
|
| SPC | LLDPE&Polypropylene | SPC l2510&pp2510 |
Hedging-Hedging |
2532.6
|
| SPC | LLDPE&Polypropylene | SPC l2510&pp2510 |
Speculation-Speculation |
2532.6
|
| SPC | LLDPE&Polypropylene | SPC l2511&pp2511 |
Hedging-Hedging |
2533.65
|
| SPC | LLDPE&Polypropylene | SPC l2511&pp2511 |
Speculation-Speculation |
2533.65
|
| SPC | LLDPE&Polypropylene | SPC l2512&pp2512 |
Hedging-Hedging |
2535.05
|
| SPC | LLDPE&Polypropylene | SPC l2512&pp2512 |
Speculation-Speculation |
2535.05
|
| SPC | LLDPE&Polypropylene | SPC l2601&pp2601 |
Hedging-Hedging |
2536.8
|
| SPC | LLDPE&Polypropylene | SPC l2601&pp2601 |
Speculation-Speculation |
2536.8
|
| SPC | LLDPE&Polypropylene | SPC l2602&pp2602 |
Hedging-Hedging |
2528.4
|
| SPC | LLDPE&Polypropylene | SPC l2602&pp2602 |
Speculation-Speculation |
2528.4
|
| SPC | LLDPE&Polypropylene | SPC l2603&pp2603 |
Hedging-Hedging |
2528.75
|
| SPC | LLDPE&Polypropylene | SPC l2603&pp2603 |
Speculation-Speculation |
2528.75
|
| SPC | LLDPE&Polypropylene | SPC l2604&pp2604 |
Hedging-Hedging |
2530.5
|
| SPC | LLDPE&Polypropylene | SPC l2604&pp2604 |
Speculation-Speculation |
2530.5
|
| SPC | LLDPE&Polypropylene | SPC l2605&pp2605 |
Hedging-Hedging |
2528.4
|
| SPC | LLDPE&Polypropylene | SPC l2605&pp2605 |
Speculation-Speculation |
2528.4
|
| SPC | LLDPE&Polypropylene | SPC l2606&pp2606 |
Hedging-Hedging |
2529.8
|
| SPC | LLDPE&Polypropylene | SPC l2606&pp2606 |
Speculation-Speculation |
2529.8
|
| SPC | LLDPE&PVC | SPC l2508&v2508 |
Hedging-Hedging |
2521.05
|
| SPC | LLDPE&PVC | SPC l2508&v2508 |
Speculation-Speculation |
2521.05
|
| SPC | LLDPE&PVC | SPC l2509&v2509 |
Hedging-Hedging |
2528.75
|
| SPC | LLDPE&PVC | SPC l2509&v2509 |
Speculation-Speculation |
2528.75
|
| SPC | LLDPE&PVC | SPC l2510&v2510 |
Hedging-Hedging |
2532.6
|
| SPC | LLDPE&PVC | SPC l2510&v2510 |
Speculation-Speculation |
2532.6
|
| SPC | LLDPE&PVC | SPC l2511&v2511 |
Hedging-Hedging |
2533.65
|
| SPC | LLDPE&PVC | SPC l2511&v2511 |
Speculation-Speculation |
2533.65
|
| SPC | LLDPE&PVC | SPC l2512&v2512 |
Hedging-Hedging |
2535.05
|
| SPC | LLDPE&PVC | SPC l2512&v2512 |
Speculation-Speculation |
2535.05
|
| SPC | LLDPE&PVC | SPC l2601&v2601 |
Hedging-Hedging |
2536.8
|
| SPC | LLDPE&PVC | SPC l2601&v2601 |
Speculation-Speculation |
2536.8
|
| SPC | LLDPE&PVC | SPC l2602&v2602 |
Hedging-Hedging |
2528.4
|
| SPC | LLDPE&PVC | SPC l2602&v2602 |
Speculation-Speculation |
2528.4
|
| SPC | LLDPE&PVC | SPC l2603&v2603 |
Hedging-Hedging |
2528.75
|
| SPC | LLDPE&PVC | SPC l2603&v2603 |
Speculation-Speculation |
2528.75
|
| SPC | LLDPE&PVC | SPC l2604&v2604 |
Hedging-Hedging |
2530.5
|
| SPC | LLDPE&PVC | SPC l2604&v2604 |
Speculation-Speculation |
2530.5
|
| SPC | LLDPE&PVC | SPC l2605&v2605 |
Hedging-Hedging |
2528.4
|
| SPC | LLDPE&PVC | SPC l2605&v2605 |
Speculation-Speculation |
2528.4
|
| SPC | LLDPE&PVC | SPC l2606&v2606 |
Hedging-Hedging |
2529.8
|
| SPC | LLDPE&PVC | SPC l2606&v2606 |
Speculation-Speculation |
2529.8
|