DCE 20220126 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPPolypropyleneSP pp2202&pp2203 Hedging-Hedging 4,200.5
SPPolypropyleneSP pp2202&pp2203 Speculation-Speculation 4,212
SPPolypropyleneSP pp2202&pp2204 Hedging-Hedging 4,200.5
SPPolypropyleneSP pp2202&pp2204 Speculation-Speculation 4,233
SPPolypropyleneSP pp2202&pp2205 Hedging-Hedging 4,200.5
SPPolypropyleneSP pp2202&pp2205 Speculation-Speculation 4,230
SPPolypropyleneSP pp2203&pp2204 Hedging-Hedging 2,963.1
SPPolypropyleneSP pp2203&pp2204 Speculation-Speculation 4,233
SPPolypropyleneSP pp2203&pp2205 Hedging-Hedging 2,961
SPPolypropyleneSP pp2203&pp2205 Speculation-Speculation 4,230
SPPolypropyleneSP pp2203&pp2206 Hedging-Hedging 2,956.8
SPPolypropyleneSP pp2203&pp2206 Speculation-Speculation 4,224
SPPolypropyleneSP pp2204&pp2205 Hedging-Hedging 2,963.1
SPPolypropyleneSP pp2204&pp2205 Speculation-Speculation 4,233
SPPolypropyleneSP pp2204&pp2206 Hedging-Hedging 2,963.1
SPPolypropyleneSP pp2204&pp2206 Speculation-Speculation 4,233
SPPolypropyleneSP pp2205&pp2209 Hedging-Hedging 2,961
SPPolypropyleneSP pp2205&pp2209 Speculation-Speculation 4,230
SPCLLDPE&PolypropyleneSPC l2202&pp2202 Hedging-Hedging 4,421
SPCLLDPE&PolypropyleneSPC l2202&pp2202 Speculation-Speculation 4,421
SPCLLDPE&PolypropyleneSPC l2203&pp2203 Hedging-Hedging 3,102.75
SPCLLDPE&PolypropyleneSPC l2203&pp2203 Speculation-Speculation 4,432.5
SPCLLDPE&PolypropyleneSPC l2205&pp2205 Hedging-Hedging 3,108
SPCLLDPE&PolypropyleneSPC l2205&pp2205 Speculation-Speculation 4,440
SPCPVC&PolypropyleneSPC v2202&pp2202 Hedging-Hedging 4,385
SPCPVC&PolypropyleneSPC v2202&pp2202 Speculation-Speculation 4,385
SPCPVC&PolypropyleneSPC v2203&pp2203 Hedging-Hedging 3,045.35
SPCPVC&PolypropyleneSPC v2203&pp2203 Speculation-Speculation 4,350.5
SPCPVC&PolypropyleneSPC v2205&pp2205 Hedging-Hedging 3,036.6
SPCPVC&PolypropyleneSPC v2205&pp2205 Speculation-Speculation 4,338