DCE 20220126 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | PVC | SP v2202&v2203 |
Hedging-Hedging |
4,385
|
| SP | PVC | SP v2202&v2203 |
Speculation-Speculation |
4,385
|
| SP | PVC | SP v2202&v2204 |
Hedging-Hedging |
4,385
|
| SP | PVC | SP v2202&v2204 |
Speculation-Speculation |
4,385
|
| SP | PVC | SP v2203&v2204 |
Hedging-Hedging |
3,046.75
|
| SP | PVC | SP v2203&v2204 |
Speculation-Speculation |
4,352.5
|
| SP | PVC | SP v2203&v2205 |
Hedging-Hedging |
3,045.35
|
| SP | PVC | SP v2203&v2205 |
Speculation-Speculation |
4,350.5
|
| SP | PVC | SP v2205&v2209 |
Hedging-Hedging |
3,036.6
|
| SP | PVC | SP v2205&v2209 |
Speculation-Speculation |
4,338
|
| SPC | LLDPE&PVC | SPC l2202&v2202 |
Hedging-Hedging |
4,421
|
| SPC | LLDPE&PVC | SPC l2202&v2202 |
Speculation-Speculation |
4,421
|
| SPC | LLDPE&PVC | SPC l2203&v2203 |
Hedging-Hedging |
3,102.75
|
| SPC | LLDPE&PVC | SPC l2203&v2203 |
Speculation-Speculation |
4,432.5
|
| SPC | LLDPE&PVC | SPC l2205&v2205 |
Hedging-Hedging |
3,108
|
| SPC | LLDPE&PVC | SPC l2205&v2205 |
Speculation-Speculation |
4,440
|
| SPC | PVC&Polypropylene | SPC v2202&pp2202 |
Hedging-Hedging |
4,385
|
| SPC | PVC&Polypropylene | SPC v2202&pp2202 |
Speculation-Speculation |
4,385
|
| SPC | PVC&Polypropylene | SPC v2203&pp2203 |
Hedging-Hedging |
3,045.35
|
| SPC | PVC&Polypropylene | SPC v2203&pp2203 |
Speculation-Speculation |
4,350.5
|
| SPC | PVC&Polypropylene | SPC v2205&pp2205 |
Hedging-Hedging |
3,036.6
|
| SPC | PVC&Polypropylene | SPC v2205&pp2205 |
Speculation-Speculation |
4,338
|