DCE Arbitrage Margining Parameter Concession

Date: 20190923

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPNo.1 SoybeansSP a2001&a2005 Hedging-Hedging 1,832.5
SPNo.1 SoybeansSP a2001&a2005 Speculation-Speculation 1,832.5
SPNo.1 SoybeansSP a2001&a2009 Hedging-Hedging 1,843
SPNo.1 SoybeansSP a2001&a2009 Speculation-Speculation 1,843
SPNo.1 SoybeansSP a2005&a2009 Hedging-Hedging 1,843
SPNo.1 SoybeansSP a2005&a2009 Speculation-Speculation 1,843
SPNo.2 SoybeansSP b1911&b2001 Hedging-Hedging 1,611
SPNo.2 SoybeansSP b1911&b2001 Speculation-Speculation 1,611
SPNo.2 SoybeansSP b2001&b2003 Hedging-Hedging 1,611
SPNo.2 SoybeansSP b2001&b2003 Speculation-Speculation 1,611
SPNo.2 SoybeansSP b2001&b2005 Hedging-Hedging 1,611
SPNo.2 SoybeansSP b2001&b2005 Speculation-Speculation 1,611
SPNo.2 SoybeansSP b2001&b2009 Hedging-Hedging 1,613.5
SPNo.2 SoybeansSP b2001&b2009 Speculation-Speculation 1,613.5
SPNo.2 SoybeansSP b2003&b2005 Hedging-Hedging 1,581.5
SPNo.2 SoybeansSP b2003&b2005 Speculation-Speculation 1,581.5
SPNo.2 SoybeansSP b2005&b2007 Hedging-Hedging 1,597.5
SPNo.2 SoybeansSP b2005&b2007 Speculation-Speculation 1,597.5
SPNo.2 SoybeansSP b2005&b2009 Hedging-Hedging 1,613.5
SPNo.2 SoybeansSP b2005&b2009 Speculation-Speculation 1,613.5
SPNo.2 SoybeansSP b2007&b2009 Hedging-Hedging 1,613.5
SPNo.2 SoybeansSP b2007&b2009 Speculation-Speculation 1,613.5
SPblock boardSP bb2001&bb2005 Hedging-Hedging 15,555
SPblock boardSP bb2001&bb2005 Speculation-Speculation 15,555
SPblock boardSP bb2001&bb2009 Hedging-Hedging 15,555
SPblock boardSP bb2001&bb2009 Speculation-Speculation 15,555
SPblock boardSP bb2005&bb2009 Hedging-Hedging 15,555
SPblock boardSP bb2005&bb2009 Speculation-Speculation 15,555
SPCornSP c1911&c2001 Hedging-Hedging 928
SPCornSP c1911&c2001 Speculation-Speculation 928
SPCornSP c2001&c2003 Hedging-Hedging 938.5
SPCornSP c2001&c2003 Speculation-Speculation 938.5
SPCornSP c2001&c2005 Hedging-Hedging 962
SPCornSP c2001&c2005 Speculation-Speculation 962
SPCornSP c2001&c2009 Hedging-Hedging 983.5
SPCornSP c2001&c2009 Speculation-Speculation 983.5
SPCornSP c2003&c2005 Hedging-Hedging 962
SPCornSP c2003&c2005 Speculation-Speculation 962
SPCornSP c2005&c2007 Hedging-Hedging 972
SPCornSP c2005&c2007 Speculation-Speculation 972
SPCornSP c2005&c2009 Hedging-Hedging 983.5
SPCornSP c2005&c2009 Speculation-Speculation 983.5
SPCornSP c2007&c2009 Hedging-Hedging 983.5
SPCornSP c2007&c2009 Speculation-Speculation 983.5
SPCorn StarchSP cs2001&cs2005 Hedging-Hedging 1,154
SPCorn StarchSP cs2001&cs2005 Speculation-Speculation 1,154
SPCorn StarchSP cs2001&cs2009 Hedging-Hedging 1,182
SPCorn StarchSP cs2001&cs2009 Speculation-Speculation 1,182
SPCorn StarchSP cs2005&cs2009 Hedging-Hedging 1,182
SPCorn StarchSP cs2005&cs2009 Speculation-Speculation 1,182
SPethylene glycolSP eg1909&eg2001 Hedging-Hedging 10,420
SPethylene glycolSP eg1909&eg2001 Speculation-Speculation 10,420
SPethylene glycolSP eg1909&eg2005 Hedging-Hedging 10,420
SPethylene glycolSP eg1909&eg2005 Speculation-Speculation 10,420
SPethylene glycolSP eg2001&eg2005 Hedging-Hedging 3,034.8
SPethylene glycolSP eg2001&eg2005 Speculation-Speculation 3,034.8
SPfibre boardSP fb2001&fb2005 Hedging-Hedging 6,485
SPfibre boardSP fb2001&fb2005 Speculation-Speculation 6,485
SPfibre boardSP fb2001&fb2009 Hedging-Hedging 6,585
SPfibre boardSP fb2001&fb2009 Speculation-Speculation 6,585
SPfibre boardSP fb2005&fb2009 Hedging-Hedging 6,585
SPfibre boardSP fb2005&fb2009 Speculation-Speculation 6,585
SPIron OreSP i1911&i2001 Hedging-Hedging 5,836
SPIron OreSP i1911&i2001 Speculation-Speculation 5,836
SPIron OreSP i2001&i2003 Hedging-Hedging 5,060
SPIron OreSP i2001&i2003 Speculation-Speculation 5,060
SPIron OreSP i2001&i2005 Hedging-Hedging 5,060
SPIron OreSP i2001&i2005 Speculation-Speculation 5,060
SPIron OreSP i2001&i2009 Hedging-Hedging 5,060
SPIron OreSP i2001&i2009 Speculation-Speculation 5,060
SPIron OreSP i2003&i2005 Hedging-Hedging 4,740
SPIron OreSP i2003&i2005 Speculation-Speculation 4,740
SPIron OreSP i2005&i2007 Hedging-Hedging 4,468
SPIron OreSP i2005&i2007 Speculation-Speculation 4,468
SPIron OreSP i2005&i2009 Hedging-Hedging 4,468
SPIron OreSP i2005&i2009 Speculation-Speculation 4,468
SPIron OreSP i2007&i2009 Hedging-Hedging 4,272
SPIron OreSP i2007&i2009 Speculation-Speculation 4,272
SPCokeSP j2001&j2005 Hedging-Hedging 15,552
SPCokeSP j2001&j2005 Speculation-Speculation 15,552
SPCokeSP j2001&j2009 Hedging-Hedging 15,552
SPCokeSP j2001&j2009 Speculation-Speculation 15,552
SPCokeSP j2005&j2009 Hedging-Hedging 14,896
SPCokeSP j2005&j2009 Speculation-Speculation 14,896
SPeggSP jd1909&jd2001 Hedging-Hedging 9,870
SPeggSP jd1909&jd2001 Speculation-Speculation 9,870
SPeggSP jd1909&jd2005 Hedging-Hedging 9,870
SPeggSP jd1909&jd2005 Speculation-Speculation 9,870
SPeggSP jd2001&jd2005 Hedging-Hedging 3,192.7
SPeggSP jd2001&jd2005 Speculation-Speculation 3,192.7
SPHard Coking CoalSP jm2001&jm2005 Hedging-Hedging 6,244.8
SPHard Coking CoalSP jm2001&jm2005 Speculation-Speculation 6,244.8
SPHard Coking CoalSP jm2001&jm2009 Hedging-Hedging 6,244.8
SPHard Coking CoalSP jm2001&jm2009 Speculation-Speculation 6,244.8
SPHard Coking CoalSP jm2005&jm2009 Hedging-Hedging 5,906.4
SPHard Coking CoalSP jm2005&jm2009 Speculation-Speculation 5,906.4
SPLLDPESP l2001&l2005 Hedging-Hedging 1,928.75
SPLLDPESP l2001&l2005 Speculation-Speculation 1,928.75
SPLLDPESP l2001&l2009 Hedging-Hedging 1,928.75
SPLLDPESP l2001&l2009 Speculation-Speculation 1,928.75
SPLLDPESP l2005&l2009 Hedging-Hedging 1,855
SPLLDPESP l2005&l2009 Speculation-Speculation 1,855
SPSoybean MealSP m1911&m2001 Hedging-Hedging 1,448
SPSoybean MealSP m1911&m2001 Speculation-Speculation 1,448
SPSoybean MealSP m2001&m2003 Hedging-Hedging 1,429.5
SPSoybean MealSP m2001&m2003 Speculation-Speculation 1,429.5
SPSoybean MealSP m2001&m2005 Hedging-Hedging 1,429.5
SPSoybean MealSP m2001&m2005 Speculation-Speculation 1,429.5
SPSoybean MealSP m2001&m2009 Hedging-Hedging 1,429.5
SPSoybean MealSP m2001&m2009 Speculation-Speculation 1,429.5
SPSoybean MealSP m2003&m2005 Hedging-Hedging 1,418.5
SPSoybean MealSP m2003&m2005 Speculation-Speculation 1,418.5
SPSoybean MealSP m2005&m2007 Hedging-Hedging 1,386
SPSoybean MealSP m2005&m2007 Speculation-Speculation 1,386
SPSoybean MealSP m2005&m2009 Hedging-Hedging 1,399.5
SPSoybean MealSP m2005&m2009 Speculation-Speculation 1,399.5
SPSoybean MealSP m2007&m2009 Hedging-Hedging 1,399.5
SPSoybean MealSP m2007&m2009 Speculation-Speculation 1,399.5
SPRBD Palm OleinSP p2001&p2005 Hedging-Hedging 2,533
SPRBD Palm OleinSP p2001&p2005 Speculation-Speculation 2,533
SPRBD Palm OleinSP p2001&p2009 Hedging-Hedging 2,563
SPRBD Palm OleinSP p2001&p2009 Speculation-Speculation 2,563
SPRBD Palm OleinSP p2005&p2009 Hedging-Hedging 2,563
SPRBD Palm OleinSP p2005&p2009 Speculation-Speculation 2,563
SPPolypropyleneSP pp2001&pp2005 Hedging-Hedging 2,054
SPPolypropyleneSP pp2001&pp2005 Speculation-Speculation 2,054
SPPolypropyleneSP pp2001&pp2009 Hedging-Hedging 2,054
SPPolypropyleneSP pp2001&pp2009 Speculation-Speculation 2,054
SPPolypropyleneSP pp2005&pp2009 Hedging-Hedging 1,962.25
SPPolypropyleneSP pp2005&pp2009 Speculation-Speculation 1,962.25
SPPolished Round-grained RiceSP rr2001&rr2005 Hedging-Hedging 1,835.5
SPPolished Round-grained RiceSP rr2001&rr2005 Speculation-Speculation 1,835.5
SPPolished Round-grained RiceSP rr2005&rr2009 Hedging-Hedging 1,790.5
SPPolished Round-grained RiceSP rr2005&rr2009 Speculation-Speculation 1,790.5
SPPVCSP v2001&v2005 Hedging-Hedging 1,630
SPPVCSP v2001&v2005 Speculation-Speculation 1,630
SPPVCSP v2001&v2009 Hedging-Hedging 1,630
SPPVCSP v2001&v2009 Speculation-Speculation 1,630
SPPVCSP v2005&v2009 Hedging-Hedging 1,591.25
SPPVCSP v2005&v2009 Speculation-Speculation 1,591.25
SPSoybean OilSP y2001&y2005 Hedging-Hedging 3,042
SPSoybean OilSP y2001&y2005 Speculation-Speculation 3,042
SPSoybean OilSP y2001&y2009 Hedging-Hedging 3,057
SPSoybean OilSP y2001&y2009 Speculation-Speculation 3,057
SPSoybean OilSP y2005&y2009 Hedging-Hedging 3,057
SPSoybean OilSP y2005&y2009 Speculation-Speculation 3,057
SPCNo.1 Soybeans&Soybean MealSPC a2001&m2001 Hedging-Hedging 1,720.5
SPCNo.1 Soybeans&Soybean MealSPC a2001&m2001 Speculation-Speculation 1,720.5
SPCNo.1 Soybeans&Soybean MealSPC a2005&m2005 Hedging-Hedging 1,832.5
SPCNo.1 Soybeans&Soybean MealSPC a2005&m2005 Speculation-Speculation 1,832.5
SPCNo.1 Soybeans&Soybean MealSPC a2009&m2009 Hedging-Hedging 1,843
SPCNo.1 Soybeans&Soybean MealSPC a2009&m2009 Speculation-Speculation 1,843
SPCNo.2 Soybeans&Soybean MealSPC b2001&m2001 Hedging-Hedging 1,611
SPCNo.2 Soybeans&Soybean MealSPC b2001&m2001 Speculation-Speculation 1,611
SPCNo.2 Soybeans&Soybean MealSPC b2005&m2005 Hedging-Hedging 1,581.5
SPCNo.2 Soybeans&Soybean MealSPC b2005&m2005 Speculation-Speculation 1,581.5
SPCNo.2 Soybeans&Soybean MealSPC b2009&m2009 Hedging-Hedging 1,613.5
SPCNo.2 Soybeans&Soybean MealSPC b2009&m2009 Speculation-Speculation 1,613.5
SPCCorn&Corn StarchSPC c2001&cs2001 Hedging-Hedging 1,119
SPCCorn&Corn StarchSPC c2001&cs2001 Speculation-Speculation 1,119
SPCCorn&Corn StarchSPC c2005&cs2005 Hedging-Hedging 1,154
SPCCorn&Corn StarchSPC c2005&cs2005 Speculation-Speculation 1,154
SPCCorn&Corn StarchSPC c2009&cs2009 Hedging-Hedging 1,182
SPCCorn&Corn StarchSPC c2009&cs2009 Speculation-Speculation 1,182
SPCfibre board&block boardSPC fb2001&bb2001 Hedging-Hedging 15,320
SPCfibre board&block boardSPC fb2001&bb2001 Speculation-Speculation 15,320
SPCfibre board&block boardSPC fb2005&bb2005 Hedging-Hedging 15,555
SPCfibre board&block boardSPC fb2005&bb2005 Speculation-Speculation 15,555
SPCfibre board&block boardSPC fb2009&bb2009 Hedging-Hedging 15,555
SPCfibre board&block boardSPC fb2009&bb2009 Speculation-Speculation 15,555
SPCLLDPE&PVCSPC l2001&v2001 Hedging-Hedging 1,928.75
SPCLLDPE&PVCSPC l2001&v2001 Speculation-Speculation 1,928.75
SPCLLDPE&PVCSPC l2005&v2005 Hedging-Hedging 1,855
SPCLLDPE&PVCSPC l2005&v2005 Speculation-Speculation 1,855
SPCLLDPE&PVCSPC l2009&v2009 Hedging-Hedging 1,832.5
SPCLLDPE&PVCSPC l2009&v2009 Speculation-Speculation 1,832.5
SPCSoybean Oil&RBD Palm OleinSPC y2001&p2001 Hedging-Hedging 3,027
SPCSoybean Oil&RBD Palm OleinSPC y2001&p2001 Speculation-Speculation 3,027
SPCSoybean Oil&RBD Palm OleinSPC y2005&p2005 Hedging-Hedging 3,042
SPCSoybean Oil&RBD Palm OleinSPC y2005&p2005 Speculation-Speculation 3,042
SPCSoybean Oil&RBD Palm OleinSPC y2009&p2009 Hedging-Hedging 3,057
SPCSoybean Oil&RBD Palm OleinSPC y2009&p2009 Speculation-Speculation 3,057