DCE Arbitrage Margining Parameter Concession

Date: 20200220

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPNo.1 SoybeansSP a2005&a2009 Hedging-Hedging 2,085
SPNo.1 SoybeansSP a2005&a2009 Speculation-Speculation 2,085
SPNo.1 SoybeansSP a2005&a2101 Hedging-Hedging 2,085
SPNo.1 SoybeansSP a2005&a2101 Speculation-Speculation 2,085
SPNo.1 SoybeansSP a2009&a2101 Hedging-Hedging 2,048.5
SPNo.1 SoybeansSP a2009&a2101 Speculation-Speculation 2,048.5
SPNo.2 SoybeansSP b2003&b2005 Hedging-Hedging 1,526.5
SPNo.2 SoybeansSP b2003&b2005 Speculation-Speculation 1,526.5
SPNo.2 SoybeansSP b2005&b2007 Hedging-Hedging 1,548.5
SPNo.2 SoybeansSP b2005&b2007 Speculation-Speculation 1,548.5
SPNo.2 SoybeansSP b2005&b2009 Hedging-Hedging 1,558
SPNo.2 SoybeansSP b2005&b2009 Speculation-Speculation 1,558
SPNo.2 SoybeansSP b2005&b2101 Hedging-Hedging 1,619.5
SPNo.2 SoybeansSP b2005&b2101 Speculation-Speculation 1,619.5
SPNo.2 SoybeansSP b2007&b2009 Hedging-Hedging 1,558
SPNo.2 SoybeansSP b2007&b2009 Speculation-Speculation 1,558
SPNo.2 SoybeansSP b2009&b2011 Hedging-Hedging 1,582.5
SPNo.2 SoybeansSP b2009&b2011 Speculation-Speculation 1,582.5
SPNo.2 SoybeansSP b2009&b2101 Hedging-Hedging 1,619.5
SPNo.2 SoybeansSP b2009&b2101 Speculation-Speculation 1,619.5
SPNo.2 SoybeansSP b2011&b2101 Hedging-Hedging 1,619.5
SPNo.2 SoybeansSP b2011&b2101 Speculation-Speculation 1,619.5
SPblock boardSP bb2005&bb2009 Hedging-Hedging 16,915
SPblock boardSP bb2005&bb2009 Speculation-Speculation 16,915
SPblock boardSP bb2005&bb2101 Hedging-Hedging 16,915
SPblock boardSP bb2005&bb2101 Speculation-Speculation 16,915
SPblock boardSP bb2009&bb2101 Hedging-Hedging 16,915
SPblock boardSP bb2009&bb2101 Speculation-Speculation 16,915
SPCornSP c2003&c2005 Hedging-Hedging 954
SPCornSP c2003&c2005 Speculation-Speculation 954
SPCornSP c2005&c2007 Hedging-Hedging 967
SPCornSP c2005&c2007 Speculation-Speculation 967
SPCornSP c2005&c2009 Hedging-Hedging 979.5
SPCornSP c2005&c2009 Speculation-Speculation 979.5
SPCornSP c2005&c2101 Hedging-Hedging 995
SPCornSP c2005&c2101 Speculation-Speculation 995
SPCornSP c2007&c2009 Hedging-Hedging 979.5
SPCornSP c2007&c2009 Speculation-Speculation 979.5
SPCornSP c2009&c2011 Hedging-Hedging 988
SPCornSP c2009&c2011 Speculation-Speculation 988
SPCornSP c2009&c2101 Hedging-Hedging 995
SPCornSP c2009&c2101 Speculation-Speculation 995
SPCornSP c2011&c2101 Hedging-Hedging 995
SPCornSP c2011&c2101 Speculation-Speculation 995
SPCorn StarchSP cs2005&cs2009 Hedging-Hedging 1,161
SPCorn StarchSP cs2005&cs2009 Speculation-Speculation 1,161
SPCorn StarchSP cs2005&cs2101 Hedging-Hedging 1,178.5
SPCorn StarchSP cs2005&cs2101 Speculation-Speculation 1,178.5
SPCorn StarchSP cs2009&cs2101 Hedging-Hedging 1,178.5
SPCorn StarchSP cs2009&cs2101 Speculation-Speculation 1,178.5
SPEthenylbenzeneSP eb2005&eb2009 Hedging-Hedging 1,777.25
SPEthenylbenzeneSP eb2005&eb2009 Speculation-Speculation 1,777.25
SPEthenylbenzeneSP eb2005&eb2101 Hedging-Hedging 1,771
SPEthenylbenzeneSP eb2005&eb2101 Speculation-Speculation 1,771
SPEthenylbenzeneSP eb2009&eb2101 Hedging-Hedging 1,777.25
SPEthenylbenzeneSP eb2009&eb2101 Speculation-Speculation 1,777.25
SPethylene glycolSP eg2005&eg2009 Hedging-Hedging 2,728.2
SPethylene glycolSP eg2005&eg2009 Speculation-Speculation 2,728.2
SPethylene glycolSP eg2005&eg2101 Hedging-Hedging 2,746.8
SPethylene glycolSP eg2005&eg2101 Speculation-Speculation 2,746.8
SPethylene glycolSP eg2009&eg2101 Hedging-Hedging 2,746.8
SPethylene glycolSP eg2009&eg2101 Speculation-Speculation 2,746.8
SPfibre boardSP fb2005&fb2009 Hedging-Hedging 1,384
SPfibre boardSP fb2005&fb2009 Speculation-Speculation 1,384
SPfibre boardSP fb2005&fb2101 Hedging-Hedging 1,403.5
SPfibre boardSP fb2005&fb2101 Speculation-Speculation 1,403.5
SPfibre boardSP fb2009&fb2101 Hedging-Hedging 1,403.5
SPfibre boardSP fb2009&fb2101 Speculation-Speculation 1,403.5
SPIron OreSP i2003&i2005 Hedging-Hedging 5,460
SPIron OreSP i2003&i2005 Speculation-Speculation 5,460
SPIron OreSP i2005&i2007 Hedging-Hedging 5,120
SPIron OreSP i2005&i2007 Speculation-Speculation 5,120
SPIron OreSP i2005&i2009 Hedging-Hedging 5,120
SPIron OreSP i2005&i2009 Speculation-Speculation 5,120
SPIron OreSP i2005&i2101 Hedging-Hedging 5,120
SPIron OreSP i2005&i2101 Speculation-Speculation 5,120
SPIron OreSP i2007&i2009 Hedging-Hedging 5,088
SPIron OreSP i2007&i2009 Speculation-Speculation 5,088
SPIron OreSP i2009&i2011 Hedging-Hedging 5,016
SPIron OreSP i2009&i2011 Speculation-Speculation 5,016
SPIron OreSP i2009&i2101 Hedging-Hedging 5,016
SPIron OreSP i2009&i2101 Speculation-Speculation 5,016
SPIron OreSP i2011&i2101 Hedging-Hedging 4,876
SPIron OreSP i2011&i2101 Speculation-Speculation 4,876
SPCokeSP j2005&j2009 Hedging-Hedging 14,780
SPCokeSP j2005&j2009 Speculation-Speculation 14,780
SPCokeSP j2005&j2101 Hedging-Hedging 14,780
SPCokeSP j2005&j2101 Speculation-Speculation 14,780
SPCokeSP j2009&j2101 Hedging-Hedging 14,736
SPCokeSP j2009&j2101 Speculation-Speculation 14,736
SPeggSP jd2005&jd2009 Hedging-Hedging 3,029.6
SPeggSP jd2005&jd2009 Speculation-Speculation 3,029.6
SPeggSP jd2005&jd2101 Hedging-Hedging 2,929.5
SPeggSP jd2005&jd2101 Speculation-Speculation 2,929.5
SPeggSP jd2009&jd2101 Hedging-Hedging 3,029.6
SPeggSP jd2009&jd2101 Speculation-Speculation 3,029.6
SPHard Coking CoalSP jm2005&jm2009 Hedging-Hedging 6,112.8
SPHard Coking CoalSP jm2005&jm2009 Speculation-Speculation 6,112.8
SPHard Coking CoalSP jm2005&jm2101 Hedging-Hedging 6,112.8
SPHard Coking CoalSP jm2005&jm2101 Speculation-Speculation 6,112.8
SPHard Coking CoalSP jm2009&jm2101 Hedging-Hedging 5,841.6
SPHard Coking CoalSP jm2009&jm2101 Speculation-Speculation 5,841.6
SPLLDPESP l2005&l2009 Hedging-Hedging 1,770
SPLLDPESP l2005&l2009 Speculation-Speculation 1,770
SPLLDPESP l2005&l2101 Hedging-Hedging 1,786.25
SPLLDPESP l2005&l2101 Speculation-Speculation 1,786.25
SPLLDPESP l2009&l2101 Hedging-Hedging 1,786.25
SPLLDPESP l2009&l2101 Speculation-Speculation 1,786.25
SPSoybean MealSP m2003&m2005 Hedging-Hedging 1,328.5
SPSoybean MealSP m2003&m2005 Speculation-Speculation 1,328.5
SPSoybean MealSP m2005&m2007 Hedging-Hedging 1,345.5
SPSoybean MealSP m2005&m2007 Speculation-Speculation 1,345.5
SPSoybean MealSP m2005&m2009 Hedging-Hedging 1,373.5
SPSoybean MealSP m2005&m2009 Speculation-Speculation 1,373.5
SPSoybean MealSP m2005&m2101 Hedging-Hedging 1,402.5
SPSoybean MealSP m2005&m2101 Speculation-Speculation 1,402.5
SPSoybean MealSP m2007&m2009 Hedging-Hedging 1,373.5
SPSoybean MealSP m2007&m2009 Speculation-Speculation 1,373.5
SPSoybean MealSP m2009&m2011 Hedging-Hedging 1,386.5
SPSoybean MealSP m2009&m2011 Speculation-Speculation 1,386.5
SPSoybean MealSP m2009&m2101 Hedging-Hedging 1,402.5
SPSoybean MealSP m2009&m2101 Speculation-Speculation 1,402.5
SPSoybean MealSP m2011&m2101 Hedging-Hedging 1,402.5
SPSoybean MealSP m2011&m2101 Speculation-Speculation 1,402.5
SPRBD Palm OleinSP p2005&p2009 Hedging-Hedging 3,837.4
SPRBD Palm OleinSP p2005&p2009 Speculation-Speculation 3,837.4
SPRBD Palm OleinSP p2005&p2101 Hedging-Hedging 3,837.4
SPRBD Palm OleinSP p2005&p2101 Speculation-Speculation 3,837.4
SPRBD Palm OleinSP p2009&p2101 Hedging-Hedging 3,829
SPRBD Palm OleinSP p2009&p2101 Speculation-Speculation 3,829
SPPolypropyleneSP pp2005&pp2009 Hedging-Hedging 1,788.5
SPPolypropyleneSP pp2005&pp2009 Speculation-Speculation 1,788.5
SPPolypropyleneSP pp2005&pp2101 Hedging-Hedging 1,802
SPPolypropyleneSP pp2005&pp2101 Speculation-Speculation 1,802
SPPolypropyleneSP pp2009&pp2101 Hedging-Hedging 1,802
SPPolypropyleneSP pp2009&pp2101 Speculation-Speculation 1,802
SPPolished Round-grained RiceSP rr2005&rr2009 Hedging-Hedging 1,732
SPPolished Round-grained RiceSP rr2005&rr2009 Speculation-Speculation 1,732
SPPolished Round-grained RiceSP rr2005&rr2101 Hedging-Hedging 1,742.5
SPPolished Round-grained RiceSP rr2005&rr2101 Speculation-Speculation 1,742.5
SPPolished Round-grained RiceSP rr2009&rr2101 Hedging-Hedging 1,742.5
SPPolished Round-grained RiceSP rr2009&rr2101 Speculation-Speculation 1,742.5
SPPVCSP v2005&v2009 Hedging-Hedging 1,593.75
SPPVCSP v2005&v2009 Speculation-Speculation 1,593.75
SPPVCSP v2005&v2101 Hedging-Hedging 1,576.25
SPPVCSP v2005&v2101 Speculation-Speculation 1,576.25
SPPVCSP v2009&v2101 Hedging-Hedging 1,593.75
SPPVCSP v2009&v2101 Speculation-Speculation 1,593.75
SPSoybean OilSP y2005&y2009 Hedging-Hedging 3,011
SPSoybean OilSP y2005&y2009 Speculation-Speculation 3,011
SPSoybean OilSP y2005&y2101 Hedging-Hedging 3,089
SPSoybean OilSP y2005&y2101 Speculation-Speculation 3,089
SPSoybean OilSP y2009&y2101 Hedging-Hedging 3,089
SPSoybean OilSP y2009&y2101 Speculation-Speculation 3,089
SPCNo.1 Soybeans&Soybean MealSPC a2005&m2005 Hedging-Hedging 2,085
SPCNo.1 Soybeans&Soybean MealSPC a2005&m2005 Speculation-Speculation 2,085
SPCNo.1 Soybeans&Soybean MealSPC a2009&m2009 Hedging-Hedging 2,048.5
SPCNo.1 Soybeans&Soybean MealSPC a2009&m2009 Speculation-Speculation 2,048.5
SPCNo.1 Soybeans&Soybean MealSPC a2101&m2101 Hedging-Hedging 2,003.5
SPCNo.1 Soybeans&Soybean MealSPC a2101&m2101 Speculation-Speculation 2,003.5
SPCNo.2 Soybeans&Soybean MealSPC b2005&m2005 Hedging-Hedging 1,525.5
SPCNo.2 Soybeans&Soybean MealSPC b2005&m2005 Speculation-Speculation 1,525.5
SPCNo.2 Soybeans&Soybean MealSPC b2009&m2009 Hedging-Hedging 1,558
SPCNo.2 Soybeans&Soybean MealSPC b2009&m2009 Speculation-Speculation 1,558
SPCNo.2 Soybeans&Soybean MealSPC b2101&m2101 Hedging-Hedging 1,619.5
SPCNo.2 Soybeans&Soybean MealSPC b2101&m2101 Speculation-Speculation 1,619.5
SPCCorn&Corn StarchSPC c2005&cs2005 Hedging-Hedging 1,121.5
SPCCorn&Corn StarchSPC c2005&cs2005 Speculation-Speculation 1,121.5
SPCCorn&Corn StarchSPC c2009&cs2009 Hedging-Hedging 1,161
SPCCorn&Corn StarchSPC c2009&cs2009 Speculation-Speculation 1,161
SPCCorn&Corn StarchSPC c2101&cs2101 Hedging-Hedging 1,178.5
SPCCorn&Corn StarchSPC c2101&cs2101 Speculation-Speculation 1,178.5
SPCLLDPE&PVCSPC l2005&v2005 Hedging-Hedging 1,731.25
SPCLLDPE&PVCSPC l2005&v2005 Speculation-Speculation 1,731.25
SPCLLDPE&PVCSPC l2009&v2009 Hedging-Hedging 1,770
SPCLLDPE&PVCSPC l2009&v2009 Speculation-Speculation 1,770
SPCLLDPE&PVCSPC l2101&v2101 Hedging-Hedging 1,786.25
SPCLLDPE&PVCSPC l2101&v2101 Speculation-Speculation 1,786.25
SPCSoybean Oil&RBD Palm OleinSPC y2005&p2005 Hedging-Hedging 3,837.4
SPCSoybean Oil&RBD Palm OleinSPC y2005&p2005 Speculation-Speculation 3,837.4
SPCSoybean Oil&RBD Palm OleinSPC y2009&p2009 Hedging-Hedging 3,829
SPCSoybean Oil&RBD Palm OleinSPC y2009&p2009 Speculation-Speculation 3,829
SPCSoybean Oil&RBD Palm OleinSPC y2101&p2101 Hedging-Hedging 3,778.6
SPCSoybean Oil&RBD Palm OleinSPC y2101&p2101 Speculation-Speculation 3,778.6