DCE 20250721 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Polypropylene | SP pp2508&pp2509 |
Hedging-Hedging |
2457.7
|
| SP | Polypropylene | SP pp2508&pp2509 |
Speculation-Speculation |
2457.7
|
| SP | Polypropylene | SP pp2508&pp2510 |
Hedging-Hedging |
2455.25
|
| SP | Polypropylene | SP pp2508&pp2510 |
Speculation-Speculation |
2455.25
|
| SP | Polypropylene | SP pp2508&pp2511 |
Hedging-Hedging |
2456.3
|
| SP | Polypropylene | SP pp2508&pp2511 |
Speculation-Speculation |
2456.3
|
| SP | Polypropylene | SP pp2508&pp2512 |
Hedging-Hedging |
2458.05
|
| SP | Polypropylene | SP pp2508&pp2512 |
Speculation-Speculation |
2458.05
|
| SP | Polypropylene | SP pp2508&pp2601 |
Hedging-Hedging |
2457.35
|
| SP | Polypropylene | SP pp2508&pp2601 |
Speculation-Speculation |
2457.35
|
| SP | Polypropylene | SP pp2509&pp2510 |
Hedging-Hedging |
2457.7
|
| SP | Polypropylene | SP pp2509&pp2510 |
Speculation-Speculation |
2457.7
|
| SP | Polypropylene | SP pp2509&pp2511 |
Hedging-Hedging |
2457.7
|
| SP | Polypropylene | SP pp2509&pp2511 |
Speculation-Speculation |
2457.7
|
| SP | Polypropylene | SP pp2509&pp2601 |
Hedging-Hedging |
2457.7
|
| SP | Polypropylene | SP pp2509&pp2601 |
Speculation-Speculation |
2457.7
|
| SP | Polypropylene | SP pp2509&pp2605 |
Hedging-Hedging |
2457.7
|
| SP | Polypropylene | SP pp2509&pp2605 |
Speculation-Speculation |
2457.7
|
| SP | Polypropylene | SP pp2510&pp2511 |
Hedging-Hedging |
2456.3
|
| SP | Polypropylene | SP pp2510&pp2511 |
Speculation-Speculation |
2456.3
|
| SP | Polypropylene | SP pp2510&pp2512 |
Hedging-Hedging |
2458.05
|
| SP | Polypropylene | SP pp2510&pp2512 |
Speculation-Speculation |
2458.05
|
| SP | Polypropylene | SP pp2510&pp2602 |
Hedging-Hedging |
2457.35
|
| SP | Polypropylene | SP pp2510&pp2602 |
Speculation-Speculation |
2457.35
|
| SP | Polypropylene | SP pp2511&pp2512 |
Hedging-Hedging |
2458.05
|
| SP | Polypropylene | SP pp2511&pp2512 |
Speculation-Speculation |
2458.05
|
| SP | Polypropylene | SP pp2511&pp2601 |
Hedging-Hedging |
2457.35
|
| SP | Polypropylene | SP pp2511&pp2601 |
Speculation-Speculation |
2457.35
|
| SP | Polypropylene | SP pp2512&pp2601 |
Hedging-Hedging |
2458.05
|
| SP | Polypropylene | SP pp2512&pp2601 |
Speculation-Speculation |
2458.05
|
| SP | Polypropylene | SP pp2512&pp2602 |
Hedging-Hedging |
2458.05
|
| SP | Polypropylene | SP pp2512&pp2602 |
Speculation-Speculation |
2458.05
|
| SP | Polypropylene | SP pp2601&pp2602 |
Hedging-Hedging |
2457.35
|
| SP | Polypropylene | SP pp2601&pp2602 |
Speculation-Speculation |
2457.35
|
| SP | Polypropylene | SP pp2601&pp2605 |
Hedging-Hedging |
2457.35
|
| SP | Polypropylene | SP pp2601&pp2605 |
Speculation-Speculation |
2457.35
|
| SP | Polypropylene | SP pp2602&pp2603 |
Hedging-Hedging |
2457.35
|
| SP | Polypropylene | SP pp2602&pp2603 |
Speculation-Speculation |
2457.35
|
| SP | Polypropylene | SP pp2602&pp2604 |
Hedging-Hedging |
2457.35
|
| SP | Polypropylene | SP pp2602&pp2604 |
Speculation-Speculation |
2457.35
|
| SP | Polypropylene | SP pp2603&pp2604 |
Hedging-Hedging |
2454.9
|
| SP | Polypropylene | SP pp2603&pp2604 |
Speculation-Speculation |
2454.9
|
| SP | Polypropylene | SP pp2603&pp2605 |
Hedging-Hedging |
2457.0
|
| SP | Polypropylene | SP pp2603&pp2605 |
Speculation-Speculation |
2457.0
|
| SP | Polypropylene | SP pp2603&pp2606 |
Hedging-Hedging |
2453.15
|
| SP | Polypropylene | SP pp2603&pp2606 |
Speculation-Speculation |
2453.15
|
| SP | Polypropylene | SP pp2604&pp2605 |
Hedging-Hedging |
2457.0
|
| SP | Polypropylene | SP pp2604&pp2605 |
Speculation-Speculation |
2457.0
|
| SP | Polypropylene | SP pp2604&pp2606 |
Hedging-Hedging |
2454.9
|
| SP | Polypropylene | SP pp2604&pp2606 |
Speculation-Speculation |
2454.9
|
| SP | Polypropylene | SP pp2605&pp2606 |
Hedging-Hedging |
2457.0
|
| SP | Polypropylene | SP pp2605&pp2606 |
Speculation-Speculation |
2457.0
|
| 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 | PVC&Polypropylene | SPC v2508&pp2508 |
Hedging-Hedging |
2450.0
|
| SPC | PVC&Polypropylene | SPC v2508&pp2508 |
Speculation-Speculation |
2450.0
|
| SPC | PVC&Polypropylene | SPC v2509&pp2509 |
Hedging-Hedging |
2457.7
|
| SPC | PVC&Polypropylene | SPC v2509&pp2509 |
Speculation-Speculation |
2457.7
|
| SPC | PVC&Polypropylene | SPC v2510&pp2510 |
Hedging-Hedging |
2455.25
|
| SPC | PVC&Polypropylene | SPC v2510&pp2510 |
Speculation-Speculation |
2455.25
|
| SPC | PVC&Polypropylene | SPC v2511&pp2511 |
Hedging-Hedging |
2456.3
|
| SPC | PVC&Polypropylene | SPC v2511&pp2511 |
Speculation-Speculation |
2456.3
|
| SPC | PVC&Polypropylene | SPC v2512&pp2512 |
Hedging-Hedging |
2458.05
|
| SPC | PVC&Polypropylene | SPC v2512&pp2512 |
Speculation-Speculation |
2458.05
|
| SPC | PVC&Polypropylene | SPC v2601&pp2601 |
Hedging-Hedging |
2457.35
|
| SPC | PVC&Polypropylene | SPC v2601&pp2601 |
Speculation-Speculation |
2457.35
|
| SPC | PVC&Polypropylene | SPC v2602&pp2602 |
Hedging-Hedging |
2457.35
|
| SPC | PVC&Polypropylene | SPC v2602&pp2602 |
Speculation-Speculation |
2457.35
|
| SPC | PVC&Polypropylene | SPC v2603&pp2603 |
Hedging-Hedging |
2453.15
|
| SPC | PVC&Polypropylene | SPC v2603&pp2603 |
Speculation-Speculation |
2453.15
|
| SPC | PVC&Polypropylene | SPC v2604&pp2604 |
Hedging-Hedging |
2454.9
|
| SPC | PVC&Polypropylene | SPC v2604&pp2604 |
Speculation-Speculation |
2454.9
|
| SPC | PVC&Polypropylene | SPC v2605&pp2605 |
Hedging-Hedging |
2457.0
|
| SPC | PVC&Polypropylene | SPC v2605&pp2605 |
Speculation-Speculation |
2457.0
|
| SPC | PVC&Polypropylene | SPC v2606&pp2606 |
Hedging-Hedging |
2450.35
|
| SPC | PVC&Polypropylene | SPC v2606&pp2606 |
Speculation-Speculation |
2450.35
|