DCE 20250701 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Polypropylene | SP pp2507&pp2508 |
Hedging-Hedging |
5331.0
|
| SP | Polypropylene | SP pp2507&pp2508 |
Speculation-Speculation |
7108.0
|
| SP | Polypropylene | SP pp2507&pp2509 |
Hedging-Hedging |
5331.0
|
| SP | Polypropylene | SP pp2507&pp2509 |
Speculation-Speculation |
7108.0
|
| SP | Polypropylene | SP pp2507&pp2510 |
Hedging-Hedging |
5331.0
|
| SP | Polypropylene | SP pp2507&pp2510 |
Speculation-Speculation |
7108.0
|
| SP | Polypropylene | SP pp2507&pp2511 |
Hedging-Hedging |
5331.0
|
| SP | Polypropylene | SP pp2507&pp2511 |
Speculation-Speculation |
7108.0
|
| SP | Polypropylene | SP pp2507&pp2512 |
Hedging-Hedging |
5331.0
|
| SP | Polypropylene | SP pp2507&pp2512 |
Speculation-Speculation |
7108.0
|
| SP | Polypropylene | SP pp2507&pp2602 |
Hedging-Hedging |
5331.0
|
| SP | Polypropylene | SP pp2507&pp2602 |
Speculation-Speculation |
7108.0
|
| SP | Polypropylene | SP pp2508&pp2509 |
Hedging-Hedging |
2488.15
|
| SP | Polypropylene | SP pp2508&pp2509 |
Speculation-Speculation |
2488.15
|
| SP | Polypropylene | SP pp2508&pp2510 |
Hedging-Hedging |
2488.15
|
| SP | Polypropylene | SP pp2508&pp2510 |
Speculation-Speculation |
2488.15
|
| SP | Polypropylene | SP pp2508&pp2511 |
Hedging-Hedging |
2488.15
|
| SP | Polypropylene | SP pp2508&pp2511 |
Speculation-Speculation |
2488.15
|
| SP | Polypropylene | SP pp2508&pp2512 |
Hedging-Hedging |
2488.15
|
| SP | Polypropylene | SP pp2508&pp2512 |
Speculation-Speculation |
2488.15
|
| SP | Polypropylene | SP pp2508&pp2601 |
Hedging-Hedging |
2488.15
|
| SP | Polypropylene | SP pp2508&pp2601 |
Speculation-Speculation |
2488.15
|
| SP | Polypropylene | SP pp2509&pp2510 |
Hedging-Hedging |
2482.2
|
| SP | Polypropylene | SP pp2509&pp2510 |
Speculation-Speculation |
2482.2
|
| SP | Polypropylene | SP pp2509&pp2511 |
Hedging-Hedging |
2482.2
|
| SP | Polypropylene | SP pp2509&pp2511 |
Speculation-Speculation |
2482.2
|
| SP | Polypropylene | SP pp2509&pp2601 |
Hedging-Hedging |
2482.2
|
| SP | Polypropylene | SP pp2509&pp2601 |
Speculation-Speculation |
2482.2
|
| SP | Polypropylene | SP pp2509&pp2605 |
Hedging-Hedging |
2482.2
|
| SP | Polypropylene | SP pp2509&pp2605 |
Speculation-Speculation |
2482.2
|
| SP | Polypropylene | SP pp2510&pp2511 |
Hedging-Hedging |
2465.75
|
| SP | Polypropylene | SP pp2510&pp2511 |
Speculation-Speculation |
2465.75
|
| SP | Polypropylene | SP pp2510&pp2512 |
Hedging-Hedging |
2465.75
|
| SP | Polypropylene | SP pp2510&pp2512 |
Speculation-Speculation |
2465.75
|
| SP | Polypropylene | SP pp2510&pp2602 |
Hedging-Hedging |
2465.75
|
| SP | Polypropylene | SP pp2510&pp2602 |
Speculation-Speculation |
2465.75
|
| SP | Polypropylene | SP pp2511&pp2512 |
Hedging-Hedging |
2463.65
|
| SP | Polypropylene | SP pp2511&pp2512 |
Speculation-Speculation |
2463.65
|
| SP | Polypropylene | SP pp2511&pp2601 |
Hedging-Hedging |
2463.65
|
| SP | Polypropylene | SP pp2511&pp2601 |
Speculation-Speculation |
2463.65
|
| SP | Polypropylene | SP pp2512&pp2601 |
Hedging-Hedging |
2461.55
|
| SP | Polypropylene | SP pp2512&pp2601 |
Speculation-Speculation |
2461.55
|
| SP | Polypropylene | SP pp2512&pp2602 |
Hedging-Hedging |
2461.55
|
| SP | Polypropylene | SP pp2512&pp2602 |
Speculation-Speculation |
2461.55
|
| SP | Polypropylene | SP pp2601&pp2602 |
Hedging-Hedging |
2459.8
|
| SP | Polypropylene | SP pp2601&pp2602 |
Speculation-Speculation |
2459.8
|
| SP | Polypropylene | SP pp2601&pp2605 |
Hedging-Hedging |
2459.8
|
| SP | Polypropylene | SP pp2601&pp2605 |
Speculation-Speculation |
2459.8
|
| SP | Polypropylene | SP pp2602&pp2603 |
Hedging-Hedging |
2452.1
|
| SP | Polypropylene | SP pp2602&pp2603 |
Speculation-Speculation |
2452.1
|
| SP | Polypropylene | SP pp2602&pp2604 |
Hedging-Hedging |
2465.4
|
| SP | Polypropylene | SP pp2602&pp2604 |
Speculation-Speculation |
2465.4
|
| SP | Polypropylene | SP pp2603&pp2604 |
Hedging-Hedging |
2465.4
|
| SP | Polypropylene | SP pp2603&pp2604 |
Speculation-Speculation |
2465.4
|
| SP | Polypropylene | SP pp2603&pp2605 |
Hedging-Hedging |
2454.2
|
| SP | Polypropylene | SP pp2603&pp2605 |
Speculation-Speculation |
2454.2
|
| SP | Polypropylene | SP pp2603&pp2606 |
Hedging-Hedging |
2466.1
|
| SP | Polypropylene | SP pp2603&pp2606 |
Speculation-Speculation |
2466.1
|
| SP | Polypropylene | SP pp2604&pp2605 |
Hedging-Hedging |
2465.4
|
| SP | Polypropylene | SP pp2604&pp2605 |
Speculation-Speculation |
2465.4
|
| SP | Polypropylene | SP pp2604&pp2606 |
Hedging-Hedging |
2466.1
|
| SP | Polypropylene | SP pp2604&pp2606 |
Speculation-Speculation |
2466.1
|
| SP | Polypropylene | SP pp2605&pp2606 |
Hedging-Hedging |
2466.1
|
| SP | Polypropylene | SP pp2605&pp2606 |
Speculation-Speculation |
2466.1
|
| SPC | LLDPE&Polypropylene | SPC l2507&pp2507 |
Hedging-Hedging |
5502.75
|
| SPC | LLDPE&Polypropylene | SPC l2507&pp2507 |
Speculation-Speculation |
7337.0
|
| SPC | LLDPE&Polypropylene | SPC l2508&pp2508 |
Hedging-Hedging |
2553.95
|
| SPC | LLDPE&Polypropylene | SPC l2508&pp2508 |
Speculation-Speculation |
2553.95
|
| SPC | LLDPE&Polypropylene | SPC l2509&pp2509 |
Hedging-Hedging |
2550.1
|
| SPC | LLDPE&Polypropylene | SPC l2509&pp2509 |
Speculation-Speculation |
2550.1
|
| SPC | LLDPE&Polypropylene | SPC l2510&pp2510 |
Hedging-Hedging |
2539.6
|
| SPC | LLDPE&Polypropylene | SPC l2510&pp2510 |
Speculation-Speculation |
2539.6
|
| SPC | LLDPE&Polypropylene | SPC l2511&pp2511 |
Hedging-Hedging |
2536.1
|
| SPC | LLDPE&Polypropylene | SPC l2511&pp2511 |
Speculation-Speculation |
2536.1
|
| SPC | LLDPE&Polypropylene | SPC l2512&pp2512 |
Hedging-Hedging |
2537.15
|
| SPC | LLDPE&Polypropylene | SPC l2512&pp2512 |
Speculation-Speculation |
2537.15
|
| SPC | LLDPE&Polypropylene | SPC l2601&pp2601 |
Hedging-Hedging |
2532.6
|
| SPC | LLDPE&Polypropylene | SPC l2601&pp2601 |
Speculation-Speculation |
2532.6
|
| SPC | LLDPE&Polypropylene | SPC l2602&pp2602 |
Hedging-Hedging |
2530.15
|
| SPC | LLDPE&Polypropylene | SPC l2602&pp2602 |
Speculation-Speculation |
2530.15
|
| SPC | LLDPE&Polypropylene | SPC l2603&pp2603 |
Hedging-Hedging |
2522.8
|
| SPC | LLDPE&Polypropylene | SPC l2603&pp2603 |
Speculation-Speculation |
2522.8
|
| SPC | LLDPE&Polypropylene | SPC l2604&pp2604 |
Hedging-Hedging |
2542.75
|
| SPC | LLDPE&Polypropylene | SPC l2604&pp2604 |
Speculation-Speculation |
2542.75
|
| SPC | LLDPE&Polypropylene | SPC l2605&pp2605 |
Hedging-Hedging |
2525.25
|
| SPC | LLDPE&Polypropylene | SPC l2605&pp2605 |
Speculation-Speculation |
2525.25
|
| SPC | LLDPE&Polypropylene | SPC l2606&pp2606 |
Hedging-Hedging |
2530.15
|
| SPC | LLDPE&Polypropylene | SPC l2606&pp2606 |
Speculation-Speculation |
2530.15
|
| SPC | PVC&Polypropylene | SPC v2507&pp2507 |
Hedging-Hedging |
5331.0
|
| SPC | PVC&Polypropylene | SPC v2507&pp2507 |
Speculation-Speculation |
7108.0
|
| SPC | PVC&Polypropylene | SPC v2508&pp2508 |
Hedging-Hedging |
2488.15
|
| SPC | PVC&Polypropylene | SPC v2508&pp2508 |
Speculation-Speculation |
2488.15
|
| SPC | PVC&Polypropylene | SPC v2509&pp2509 |
Hedging-Hedging |
2482.2
|
| SPC | PVC&Polypropylene | SPC v2509&pp2509 |
Speculation-Speculation |
2482.2
|
| SPC | PVC&Polypropylene | SPC v2510&pp2510 |
Hedging-Hedging |
2465.75
|
| SPC | PVC&Polypropylene | SPC v2510&pp2510 |
Speculation-Speculation |
2465.75
|
| SPC | PVC&Polypropylene | SPC v2511&pp2511 |
Hedging-Hedging |
2463.65
|
| SPC | PVC&Polypropylene | SPC v2511&pp2511 |
Speculation-Speculation |
2463.65
|
| SPC | PVC&Polypropylene | SPC v2512&pp2512 |
Hedging-Hedging |
2461.55
|
| SPC | PVC&Polypropylene | SPC v2512&pp2512 |
Speculation-Speculation |
2461.55
|
| SPC | PVC&Polypropylene | SPC v2601&pp2601 |
Hedging-Hedging |
2459.8
|
| SPC | PVC&Polypropylene | SPC v2601&pp2601 |
Speculation-Speculation |
2459.8
|
| SPC | PVC&Polypropylene | SPC v2602&pp2602 |
Hedging-Hedging |
2445.1
|
| SPC | PVC&Polypropylene | SPC v2602&pp2602 |
Speculation-Speculation |
2445.1
|
| SPC | PVC&Polypropylene | SPC v2603&pp2603 |
Hedging-Hedging |
2452.1
|
| SPC | PVC&Polypropylene | SPC v2603&pp2603 |
Speculation-Speculation |
2452.1
|
| SPC | PVC&Polypropylene | SPC v2604&pp2604 |
Hedging-Hedging |
2465.4
|
| SPC | PVC&Polypropylene | SPC v2604&pp2604 |
Speculation-Speculation |
2465.4
|
| SPC | PVC&Polypropylene | SPC v2605&pp2605 |
Hedging-Hedging |
2454.2
|
| SPC | PVC&Polypropylene | SPC v2605&pp2605 |
Speculation-Speculation |
2454.2
|
| SPC | PVC&Polypropylene | SPC v2606&pp2606 |
Hedging-Hedging |
2466.1
|
| SPC | PVC&Polypropylene | SPC v2606&pp2606 |
Speculation-Speculation |
2466.1
|