DCE 20251024 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Ethenylbenzene | SP eb2510&eb2511 |
Hedging-Hedging |
6217.0
|
| SP | Ethenylbenzene | SP eb2510&eb2511 |
Speculation-Speculation |
6217.0
|
| SP | Ethenylbenzene | SP eb2510&eb2512 |
Hedging-Hedging |
6217.0
|
| SP | Ethenylbenzene | SP eb2510&eb2512 |
Speculation-Speculation |
6217.0
|
| SP | Ethenylbenzene | SP eb2510&eb2602 |
Hedging-Hedging |
6217.0
|
| SP | Ethenylbenzene | SP eb2510&eb2602 |
Speculation-Speculation |
6217.0
|
| SP | Ethenylbenzene | SP eb2510&eb2603 |
Hedging-Hedging |
6217.0
|
| SP | Ethenylbenzene | SP eb2510&eb2603 |
Speculation-Speculation |
6217.0
|
| SP | Ethenylbenzene | SP eb2510&eb2604 |
Hedging-Hedging |
6217.0
|
| SP | Ethenylbenzene | SP eb2510&eb2604 |
Speculation-Speculation |
6217.0
|
| SP | Ethenylbenzene | SP eb2510&eb2606 |
Hedging-Hedging |
6217.0
|
| SP | Ethenylbenzene | SP eb2510&eb2606 |
Speculation-Speculation |
6217.0
|
| SP | Ethenylbenzene | SP eb2511&eb2512 |
Hedging-Hedging |
2306.15
|
| SP | Ethenylbenzene | SP eb2511&eb2512 |
Speculation-Speculation |
2306.15
|
| SP | Ethenylbenzene | SP eb2511&eb2601 |
Hedging-Hedging |
2322.6
|
| SP | Ethenylbenzene | SP eb2511&eb2601 |
Speculation-Speculation |
2322.6
|
| SP | Ethenylbenzene | SP eb2511&eb2602 |
Hedging-Hedging |
2340.1
|
| SP | Ethenylbenzene | SP eb2511&eb2602 |
Speculation-Speculation |
2340.1
|
| SP | Ethenylbenzene | SP eb2511&eb2603 |
Hedging-Hedging |
2359.35
|
| SP | Ethenylbenzene | SP eb2511&eb2603 |
Speculation-Speculation |
2359.35
|
| SP | Ethenylbenzene | SP eb2511&eb2604 |
Hedging-Hedging |
2384.2
|
| SP | Ethenylbenzene | SP eb2511&eb2604 |
Speculation-Speculation |
2384.2
|
| SP | Ethenylbenzene | SP eb2512&eb2601 |
Hedging-Hedging |
2322.6
|
| SP | Ethenylbenzene | SP eb2512&eb2601 |
Speculation-Speculation |
2322.6
|
| SP | Ethenylbenzene | SP eb2512&eb2602 |
Hedging-Hedging |
2340.1
|
| SP | Ethenylbenzene | SP eb2512&eb2602 |
Speculation-Speculation |
2340.1
|
| SP | Ethenylbenzene | SP eb2512&eb2603 |
Hedging-Hedging |
2359.35
|
| SP | Ethenylbenzene | SP eb2512&eb2603 |
Speculation-Speculation |
2359.35
|
| SP | Ethenylbenzene | SP eb2512&eb2607 |
Hedging-Hedging |
2440.2
|
| SP | Ethenylbenzene | SP eb2512&eb2607 |
Speculation-Speculation |
2440.2
|
| SP | Ethenylbenzene | SP eb2601&eb2602 |
Hedging-Hedging |
2340.1
|
| SP | Ethenylbenzene | SP eb2601&eb2602 |
Speculation-Speculation |
2340.1
|
| SP | Ethenylbenzene | SP eb2601&eb2603 |
Hedging-Hedging |
2359.35
|
| SP | Ethenylbenzene | SP eb2601&eb2603 |
Speculation-Speculation |
2359.35
|
| SP | Ethenylbenzene | SP eb2601&eb2605 |
Hedging-Hedging |
2406.25
|
| SP | Ethenylbenzene | SP eb2601&eb2605 |
Speculation-Speculation |
2406.25
|
| SP | Ethenylbenzene | SP eb2601&eb2609 |
Hedging-Hedging |
2444.75
|
| SP | Ethenylbenzene | SP eb2601&eb2609 |
Speculation-Speculation |
2444.75
|
| SP | Ethenylbenzene | SP eb2602&eb2603 |
Hedging-Hedging |
2359.35
|
| SP | Ethenylbenzene | SP eb2602&eb2603 |
Speculation-Speculation |
2359.35
|
| SP | Ethenylbenzene | SP eb2602&eb2604 |
Hedging-Hedging |
2384.2
|
| SP | Ethenylbenzene | SP eb2602&eb2604 |
Speculation-Speculation |
2384.2
|
| SP | Ethenylbenzene | SP eb2603&eb2604 |
Hedging-Hedging |
2384.2
|
| SP | Ethenylbenzene | SP eb2603&eb2604 |
Speculation-Speculation |
2384.2
|
| SP | Ethenylbenzene | SP eb2604&eb2605 |
Hedging-Hedging |
2406.25
|
| SP | Ethenylbenzene | SP eb2604&eb2605 |
Speculation-Speculation |
2406.25
|
| SP | Ethenylbenzene | SP eb2604&eb2606 |
Hedging-Hedging |
2387.0
|
| SP | Ethenylbenzene | SP eb2604&eb2606 |
Speculation-Speculation |
2387.0
|
| SP | Ethenylbenzene | SP eb2605&eb2606 |
Hedging-Hedging |
2406.25
|
| SP | Ethenylbenzene | SP eb2605&eb2606 |
Speculation-Speculation |
2406.25
|
| SP | Ethenylbenzene | SP eb2605&eb2607 |
Hedging-Hedging |
2440.2
|
| SP | Ethenylbenzene | SP eb2605&eb2607 |
Speculation-Speculation |
2440.2
|
| SP | Ethenylbenzene | SP eb2605&eb2608 |
Hedging-Hedging |
2428.3
|
| SP | Ethenylbenzene | SP eb2605&eb2608 |
Speculation-Speculation |
2428.3
|
| SP | Ethenylbenzene | SP eb2605&eb2609 |
Hedging-Hedging |
2444.75
|
| SP | Ethenylbenzene | SP eb2605&eb2609 |
Speculation-Speculation |
2444.75
|
| SP | Ethenylbenzene | SP eb2606&eb2607 |
Hedging-Hedging |
2440.2
|
| SP | Ethenylbenzene | SP eb2606&eb2607 |
Speculation-Speculation |
2440.2
|
| SP | Ethenylbenzene | SP eb2606&eb2608 |
Hedging-Hedging |
2428.3
|
| SP | Ethenylbenzene | SP eb2606&eb2608 |
Speculation-Speculation |
2428.3
|
| SP | Ethenylbenzene | SP eb2606&eb2609 |
Hedging-Hedging |
2444.75
|
| SP | Ethenylbenzene | SP eb2606&eb2609 |
Speculation-Speculation |
2444.75
|
| SP | Ethenylbenzene | SP eb2607&eb2608 |
Hedging-Hedging |
2440.2
|
| SP | Ethenylbenzene | SP eb2607&eb2608 |
Speculation-Speculation |
2440.2
|
| SP | Ethenylbenzene | SP eb2607&eb2609 |
Hedging-Hedging |
2444.75
|
| SP | Ethenylbenzene | SP eb2607&eb2609 |
Speculation-Speculation |
2444.75
|
| SP | Ethenylbenzene | SP eb2608&eb2609 |
Hedging-Hedging |
2444.75
|
| SP | Ethenylbenzene | SP eb2608&eb2609 |
Speculation-Speculation |
2444.75
|