DCE 20220126 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Liquefied Petroleum Gas | SP pg2202&pg2203 |
Hedging-Hedging |
9,078
|
| SP | Liquefied Petroleum Gas | SP pg2202&pg2203 |
Speculation-Speculation |
9,985.8
|
| SP | Liquefied Petroleum Gas | SP pg2202&pg2204 |
Hedging-Hedging |
9,078
|
| SP | Liquefied Petroleum Gas | SP pg2202&pg2204 |
Speculation-Speculation |
11,028.6
|
| SP | Liquefied Petroleum Gas | SP pg2203&pg2204 |
Hedging-Hedging |
8,020.8
|
| SP | Liquefied Petroleum Gas | SP pg2203&pg2204 |
Speculation-Speculation |
11,028.6
|
| SP | Liquefied Petroleum Gas | SP pg2203&pg2205 |
Hedging-Hedging |
7,747.2
|
| SP | Liquefied Petroleum Gas | SP pg2203&pg2205 |
Speculation-Speculation |
10,652.4
|
| SP | Liquefied Petroleum Gas | SP pg2205&pg2209 |
Hedging-Hedging |
7,747.2
|
| SP | Liquefied Petroleum Gas | SP pg2205&pg2209 |
Speculation-Speculation |
10,652.4
|