| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | No.1 Soybeans | SP a2005&a2009 |
Hedging-Hedging |
2,085
|
| SP | No.1 Soybeans | SP a2005&a2009 |
Speculation-Speculation |
2,085
|
| SP | No.1 Soybeans | SP a2005&a2101 |
Hedging-Hedging |
2,085
|
| SP | No.1 Soybeans | SP a2005&a2101 |
Speculation-Speculation |
2,085
|
| SP | No.1 Soybeans | SP a2009&a2101 |
Hedging-Hedging |
2,048.5
|
| SP | No.1 Soybeans | SP a2009&a2101 |
Speculation-Speculation |
2,048.5
|
| SP | No.2 Soybeans | SP b2003&b2005 |
Hedging-Hedging |
1,526.5
|
| SP | No.2 Soybeans | SP b2003&b2005 |
Speculation-Speculation |
1,526.5
|
| SP | No.2 Soybeans | SP b2005&b2007 |
Hedging-Hedging |
1,548.5
|
| SP | No.2 Soybeans | SP b2005&b2007 |
Speculation-Speculation |
1,548.5
|
| SP | No.2 Soybeans | SP b2005&b2009 |
Hedging-Hedging |
1,558
|
| SP | No.2 Soybeans | SP b2005&b2009 |
Speculation-Speculation |
1,558
|
| SP | No.2 Soybeans | SP b2005&b2101 |
Hedging-Hedging |
1,619.5
|
| SP | No.2 Soybeans | SP b2005&b2101 |
Speculation-Speculation |
1,619.5
|
| SP | No.2 Soybeans | SP b2007&b2009 |
Hedging-Hedging |
1,558
|
| SP | No.2 Soybeans | SP b2007&b2009 |
Speculation-Speculation |
1,558
|
| SP | No.2 Soybeans | SP b2009&b2011 |
Hedging-Hedging |
1,582.5
|
| SP | No.2 Soybeans | SP b2009&b2011 |
Speculation-Speculation |
1,582.5
|
| SP | No.2 Soybeans | SP b2009&b2101 |
Hedging-Hedging |
1,619.5
|
| SP | No.2 Soybeans | SP b2009&b2101 |
Speculation-Speculation |
1,619.5
|
| SP | No.2 Soybeans | SP b2011&b2101 |
Hedging-Hedging |
1,619.5
|
| SP | No.2 Soybeans | SP b2011&b2101 |
Speculation-Speculation |
1,619.5
|
| SP | block board | SP bb2005&bb2009 |
Hedging-Hedging |
16,915
|
| SP | block board | SP bb2005&bb2009 |
Speculation-Speculation |
16,915
|
| SP | block board | SP bb2005&bb2101 |
Hedging-Hedging |
16,915
|
| SP | block board | SP bb2005&bb2101 |
Speculation-Speculation |
16,915
|
| SP | block board | SP bb2009&bb2101 |
Hedging-Hedging |
16,915
|
| SP | block board | SP bb2009&bb2101 |
Speculation-Speculation |
16,915
|
| SP | Corn | SP c2003&c2005 |
Hedging-Hedging |
954
|
| SP | Corn | SP c2003&c2005 |
Speculation-Speculation |
954
|
| SP | Corn | SP c2005&c2007 |
Hedging-Hedging |
967
|
| SP | Corn | SP c2005&c2007 |
Speculation-Speculation |
967
|
| SP | Corn | SP c2005&c2009 |
Hedging-Hedging |
979.5
|
| SP | Corn | SP c2005&c2009 |
Speculation-Speculation |
979.5
|
| SP | Corn | SP c2005&c2101 |
Hedging-Hedging |
995
|
| SP | Corn | SP c2005&c2101 |
Speculation-Speculation |
995
|
| SP | Corn | SP c2007&c2009 |
Hedging-Hedging |
979.5
|
| SP | Corn | SP c2007&c2009 |
Speculation-Speculation |
979.5
|
| SP | Corn | SP c2009&c2011 |
Hedging-Hedging |
988
|
| SP | Corn | SP c2009&c2011 |
Speculation-Speculation |
988
|
| SP | Corn | SP c2009&c2101 |
Hedging-Hedging |
995
|
| SP | Corn | SP c2009&c2101 |
Speculation-Speculation |
995
|
| SP | Corn | SP c2011&c2101 |
Hedging-Hedging |
995
|
| SP | Corn | SP c2011&c2101 |
Speculation-Speculation |
995
|
| SP | Corn Starch | SP cs2005&cs2009 |
Hedging-Hedging |
1,161
|
| SP | Corn Starch | SP cs2005&cs2009 |
Speculation-Speculation |
1,161
|
| SP | Corn Starch | SP cs2005&cs2101 |
Hedging-Hedging |
1,178.5
|
| SP | Corn Starch | SP cs2005&cs2101 |
Speculation-Speculation |
1,178.5
|
| SP | Corn Starch | SP cs2009&cs2101 |
Hedging-Hedging |
1,178.5
|
| SP | Corn Starch | SP cs2009&cs2101 |
Speculation-Speculation |
1,178.5
|
| SP | Ethenylbenzene | SP eb2005&eb2009 |
Hedging-Hedging |
1,777.25
|
| SP | Ethenylbenzene | SP eb2005&eb2009 |
Speculation-Speculation |
1,777.25
|
| SP | Ethenylbenzene | SP eb2005&eb2101 |
Hedging-Hedging |
1,771
|
| SP | Ethenylbenzene | SP eb2005&eb2101 |
Speculation-Speculation |
1,771
|
| SP | Ethenylbenzene | SP eb2009&eb2101 |
Hedging-Hedging |
1,777.25
|
| SP | Ethenylbenzene | SP eb2009&eb2101 |
Speculation-Speculation |
1,777.25
|
| SP | ethylene glycol | SP eg2005&eg2009 |
Hedging-Hedging |
2,728.2
|
| SP | ethylene glycol | SP eg2005&eg2009 |
Speculation-Speculation |
2,728.2
|
| SP | ethylene glycol | SP eg2005&eg2101 |
Hedging-Hedging |
2,746.8
|
| SP | ethylene glycol | SP eg2005&eg2101 |
Speculation-Speculation |
2,746.8
|
| SP | ethylene glycol | SP eg2009&eg2101 |
Hedging-Hedging |
2,746.8
|
| SP | ethylene glycol | SP eg2009&eg2101 |
Speculation-Speculation |
2,746.8
|
| SP | fibre board | SP fb2005&fb2009 |
Hedging-Hedging |
1,384
|
| SP | fibre board | SP fb2005&fb2009 |
Speculation-Speculation |
1,384
|
| SP | fibre board | SP fb2005&fb2101 |
Hedging-Hedging |
1,403.5
|
| SP | fibre board | SP fb2005&fb2101 |
Speculation-Speculation |
1,403.5
|
| SP | fibre board | SP fb2009&fb2101 |
Hedging-Hedging |
1,403.5
|
| SP | fibre board | SP fb2009&fb2101 |
Speculation-Speculation |
1,403.5
|
| SP | Iron Ore | SP i2003&i2005 |
Hedging-Hedging |
5,460
|
| SP | Iron Ore | SP i2003&i2005 |
Speculation-Speculation |
5,460
|
| SP | Iron Ore | SP i2005&i2007 |
Hedging-Hedging |
5,120
|
| SP | Iron Ore | SP i2005&i2007 |
Speculation-Speculation |
5,120
|
| SP | Iron Ore | SP i2005&i2009 |
Hedging-Hedging |
5,120
|
| SP | Iron Ore | SP i2005&i2009 |
Speculation-Speculation |
5,120
|
| SP | Iron Ore | SP i2005&i2101 |
Hedging-Hedging |
5,120
|
| SP | Iron Ore | SP i2005&i2101 |
Speculation-Speculation |
5,120
|
| SP | Iron Ore | SP i2007&i2009 |
Hedging-Hedging |
5,088
|
| SP | Iron Ore | SP i2007&i2009 |
Speculation-Speculation |
5,088
|
| SP | Iron Ore | SP i2009&i2011 |
Hedging-Hedging |
5,016
|
| SP | Iron Ore | SP i2009&i2011 |
Speculation-Speculation |
5,016
|
| SP | Iron Ore | SP i2009&i2101 |
Hedging-Hedging |
5,016
|
| SP | Iron Ore | SP i2009&i2101 |
Speculation-Speculation |
5,016
|
| SP | Iron Ore | SP i2011&i2101 |
Hedging-Hedging |
4,876
|
| SP | Iron Ore | SP i2011&i2101 |
Speculation-Speculation |
4,876
|
| SP | Coke | SP j2005&j2009 |
Hedging-Hedging |
14,780
|
| SP | Coke | SP j2005&j2009 |
Speculation-Speculation |
14,780
|
| SP | Coke | SP j2005&j2101 |
Hedging-Hedging |
14,780
|
| SP | Coke | SP j2005&j2101 |
Speculation-Speculation |
14,780
|
| SP | Coke | SP j2009&j2101 |
Hedging-Hedging |
14,736
|
| SP | Coke | SP j2009&j2101 |
Speculation-Speculation |
14,736
|
| SP | egg | SP jd2005&jd2009 |
Hedging-Hedging |
3,029.6
|
| SP | egg | SP jd2005&jd2009 |
Speculation-Speculation |
3,029.6
|
| SP | egg | SP jd2005&jd2101 |
Hedging-Hedging |
2,929.5
|
| SP | egg | SP jd2005&jd2101 |
Speculation-Speculation |
2,929.5
|
| SP | egg | SP jd2009&jd2101 |
Hedging-Hedging |
3,029.6
|
| SP | egg | SP jd2009&jd2101 |
Speculation-Speculation |
3,029.6
|
| SP | Hard Coking Coal | SP jm2005&jm2009 |
Hedging-Hedging |
6,112.8
|
| SP | Hard Coking Coal | SP jm2005&jm2009 |
Speculation-Speculation |
6,112.8
|
| SP | Hard Coking Coal | SP jm2005&jm2101 |
Hedging-Hedging |
6,112.8
|
| SP | Hard Coking Coal | SP jm2005&jm2101 |
Speculation-Speculation |
6,112.8
|
| SP | Hard Coking Coal | SP jm2009&jm2101 |
Hedging-Hedging |
5,841.6
|
| SP | Hard Coking Coal | SP jm2009&jm2101 |
Speculation-Speculation |
5,841.6
|
| SP | LLDPE | SP l2005&l2009 |
Hedging-Hedging |
1,770
|
| SP | LLDPE | SP l2005&l2009 |
Speculation-Speculation |
1,770
|
| SP | LLDPE | SP l2005&l2101 |
Hedging-Hedging |
1,786.25
|
| SP | LLDPE | SP l2005&l2101 |
Speculation-Speculation |
1,786.25
|
| SP | LLDPE | SP l2009&l2101 |
Hedging-Hedging |
1,786.25
|
| SP | LLDPE | SP l2009&l2101 |
Speculation-Speculation |
1,786.25
|
| SP | Soybean Meal | SP m2003&m2005 |
Hedging-Hedging |
1,328.5
|
| SP | Soybean Meal | SP m2003&m2005 |
Speculation-Speculation |
1,328.5
|
| SP | Soybean Meal | SP m2005&m2007 |
Hedging-Hedging |
1,345.5
|
| SP | Soybean Meal | SP m2005&m2007 |
Speculation-Speculation |
1,345.5
|
| SP | Soybean Meal | SP m2005&m2009 |
Hedging-Hedging |
1,373.5
|
| SP | Soybean Meal | SP m2005&m2009 |
Speculation-Speculation |
1,373.5
|
| SP | Soybean Meal | SP m2005&m2101 |
Hedging-Hedging |
1,402.5
|
| SP | Soybean Meal | SP m2005&m2101 |
Speculation-Speculation |
1,402.5
|
| SP | Soybean Meal | SP m2007&m2009 |
Hedging-Hedging |
1,373.5
|
| SP | Soybean Meal | SP m2007&m2009 |
Speculation-Speculation |
1,373.5
|
| SP | Soybean Meal | SP m2009&m2011 |
Hedging-Hedging |
1,386.5
|
| SP | Soybean Meal | SP m2009&m2011 |
Speculation-Speculation |
1,386.5
|
| SP | Soybean Meal | SP m2009&m2101 |
Hedging-Hedging |
1,402.5
|
| SP | Soybean Meal | SP m2009&m2101 |
Speculation-Speculation |
1,402.5
|
| SP | Soybean Meal | SP m2011&m2101 |
Hedging-Hedging |
1,402.5
|
| SP | Soybean Meal | SP m2011&m2101 |
Speculation-Speculation |
1,402.5
|
| SP | RBD Palm Olein | SP p2005&p2009 |
Hedging-Hedging |
3,837.4
|
| SP | RBD Palm Olein | SP p2005&p2009 |
Speculation-Speculation |
3,837.4
|
| SP | RBD Palm Olein | SP p2005&p2101 |
Hedging-Hedging |
3,837.4
|
| SP | RBD Palm Olein | SP p2005&p2101 |
Speculation-Speculation |
3,837.4
|
| SP | RBD Palm Olein | SP p2009&p2101 |
Hedging-Hedging |
3,829
|
| SP | RBD Palm Olein | SP p2009&p2101 |
Speculation-Speculation |
3,829
|
| SP | Polypropylene | SP pp2005&pp2009 |
Hedging-Hedging |
1,788.5
|
| SP | Polypropylene | SP pp2005&pp2009 |
Speculation-Speculation |
1,788.5
|
| SP | Polypropylene | SP pp2005&pp2101 |
Hedging-Hedging |
1,802
|
| SP | Polypropylene | SP pp2005&pp2101 |
Speculation-Speculation |
1,802
|
| SP | Polypropylene | SP pp2009&pp2101 |
Hedging-Hedging |
1,802
|
| SP | Polypropylene | SP pp2009&pp2101 |
Speculation-Speculation |
1,802
|
| SP | Polished Round-grained Rice | SP rr2005&rr2009 |
Hedging-Hedging |
1,732
|
| SP | Polished Round-grained Rice | SP rr2005&rr2009 |
Speculation-Speculation |
1,732
|
| SP | Polished Round-grained Rice | SP rr2005&rr2101 |
Hedging-Hedging |
1,742.5
|
| SP | Polished Round-grained Rice | SP rr2005&rr2101 |
Speculation-Speculation |
1,742.5
|
| SP | Polished Round-grained Rice | SP rr2009&rr2101 |
Hedging-Hedging |
1,742.5
|
| SP | Polished Round-grained Rice | SP rr2009&rr2101 |
Speculation-Speculation |
1,742.5
|
| SP | PVC | SP v2005&v2009 |
Hedging-Hedging |
1,593.75
|
| SP | PVC | SP v2005&v2009 |
Speculation-Speculation |
1,593.75
|
| SP | PVC | SP v2005&v2101 |
Hedging-Hedging |
1,576.25
|
| SP | PVC | SP v2005&v2101 |
Speculation-Speculation |
1,576.25
|
| SP | PVC | SP v2009&v2101 |
Hedging-Hedging |
1,593.75
|
| SP | PVC | SP v2009&v2101 |
Speculation-Speculation |
1,593.75
|
| SP | Soybean Oil | SP y2005&y2009 |
Hedging-Hedging |
3,011
|
| SP | Soybean Oil | SP y2005&y2009 |
Speculation-Speculation |
3,011
|
| SP | Soybean Oil | SP y2005&y2101 |
Hedging-Hedging |
3,089
|
| SP | Soybean Oil | SP y2005&y2101 |
Speculation-Speculation |
3,089
|
| SP | Soybean Oil | SP y2009&y2101 |
Hedging-Hedging |
3,089
|
| SP | Soybean Oil | SP y2009&y2101 |
Speculation-Speculation |
3,089
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2005&m2005 |
Hedging-Hedging |
2,085
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2005&m2005 |
Speculation-Speculation |
2,085
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2009&m2009 |
Hedging-Hedging |
2,048.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2009&m2009 |
Speculation-Speculation |
2,048.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2101&m2101 |
Hedging-Hedging |
2,003.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2101&m2101 |
Speculation-Speculation |
2,003.5
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2005&m2005 |
Hedging-Hedging |
1,525.5
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2005&m2005 |
Speculation-Speculation |
1,525.5
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2009&m2009 |
Hedging-Hedging |
1,558
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2009&m2009 |
Speculation-Speculation |
1,558
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2101&m2101 |
Hedging-Hedging |
1,619.5
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2101&m2101 |
Speculation-Speculation |
1,619.5
|
| SPC | Corn&Corn Starch | SPC c2005&cs2005 |
Hedging-Hedging |
1,121.5
|
| SPC | Corn&Corn Starch | SPC c2005&cs2005 |
Speculation-Speculation |
1,121.5
|
| SPC | Corn&Corn Starch | SPC c2009&cs2009 |
Hedging-Hedging |
1,161
|
| SPC | Corn&Corn Starch | SPC c2009&cs2009 |
Speculation-Speculation |
1,161
|
| SPC | Corn&Corn Starch | SPC c2101&cs2101 |
Hedging-Hedging |
1,178.5
|
| SPC | Corn&Corn Starch | SPC c2101&cs2101 |
Speculation-Speculation |
1,178.5
|
| SPC | LLDPE&PVC | SPC l2005&v2005 |
Hedging-Hedging |
1,731.25
|
| SPC | LLDPE&PVC | SPC l2005&v2005 |
Speculation-Speculation |
1,731.25
|
| SPC | LLDPE&PVC | SPC l2009&v2009 |
Hedging-Hedging |
1,770
|
| SPC | LLDPE&PVC | SPC l2009&v2009 |
Speculation-Speculation |
1,770
|
| SPC | LLDPE&PVC | SPC l2101&v2101 |
Hedging-Hedging |
1,786.25
|
| SPC | LLDPE&PVC | SPC l2101&v2101 |
Speculation-Speculation |
1,786.25
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2005&p2005 |
Hedging-Hedging |
3,837.4
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2005&p2005 |
Speculation-Speculation |
3,837.4
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2009&p2009 |
Hedging-Hedging |
3,829
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2009&p2009 |
Speculation-Speculation |
3,829
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2101&p2101 |
Hedging-Hedging |
3,778.6
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2101&p2101 |
Speculation-Speculation |
3,778.6
|