DCE 20220126 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPLiquefied Petroleum GasSP pg2202&pg2203 Hedging-Hedging 9,078
SPLiquefied Petroleum GasSP pg2202&pg2203 Speculation-Speculation 9,985.8
SPLiquefied Petroleum GasSP pg2202&pg2204 Hedging-Hedging 9,078
SPLiquefied Petroleum GasSP pg2202&pg2204 Speculation-Speculation 11,028.6
SPLiquefied Petroleum GasSP pg2203&pg2204 Hedging-Hedging 8,020.8
SPLiquefied Petroleum GasSP pg2203&pg2204 Speculation-Speculation 11,028.6
SPLiquefied Petroleum GasSP pg2203&pg2205 Hedging-Hedging 7,747.2
SPLiquefied Petroleum GasSP pg2203&pg2205 Speculation-Speculation 10,652.4
SPLiquefied Petroleum GasSP pg2205&pg2209 Hedging-Hedging 7,747.2
SPLiquefied Petroleum GasSP pg2205&pg2209 Speculation-Speculation 10,652.4