DCE 20220126 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPSoybean OilSP y2203&y2205 Hedging-Hedging 6,745.2
SPSoybean OilSP y2203&y2205 Speculation-Speculation 7,708.8
SPSoybean OilSP y2205&y2209 Hedging-Hedging 6,543.6
SPSoybean OilSP y2205&y2209 Speculation-Speculation 7,478.4
SPCSoybean Oil&RBD Palm OleinSPC y2203&p2203 Hedging-Hedging 8,096
SPCSoybean Oil&RBD Palm OleinSPC y2203&p2203 Speculation-Speculation 10,120
SPCSoybean Oil&RBD Palm OleinSPC y2205&p2205 Hedging-Hedging 7,524.8
SPCSoybean Oil&RBD Palm OleinSPC y2205&p2205 Speculation-Speculation 9,406