DCE 20220126 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPPVCSP v2202&v2203 Hedging-Hedging 4,385
SPPVCSP v2202&v2203 Speculation-Speculation 4,385
SPPVCSP v2202&v2204 Hedging-Hedging 4,385
SPPVCSP v2202&v2204 Speculation-Speculation 4,385
SPPVCSP v2203&v2204 Hedging-Hedging 3,046.75
SPPVCSP v2203&v2204 Speculation-Speculation 4,352.5
SPPVCSP v2203&v2205 Hedging-Hedging 3,045.35
SPPVCSP v2203&v2205 Speculation-Speculation 4,350.5
SPPVCSP v2205&v2209 Hedging-Hedging 3,036.6
SPPVCSP v2205&v2209 Speculation-Speculation 4,338
SPCLLDPE&PVCSPC l2202&v2202 Hedging-Hedging 4,421
SPCLLDPE&PVCSPC l2202&v2202 Speculation-Speculation 4,421
SPCLLDPE&PVCSPC l2203&v2203 Hedging-Hedging 3,102.75
SPCLLDPE&PVCSPC l2203&v2203 Speculation-Speculation 4,432.5
SPCLLDPE&PVCSPC l2205&v2205 Hedging-Hedging 3,108
SPCLLDPE&PVCSPC l2205&v2205 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