| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | No.1 Soybeans | SP a2001&a2005 |
Hedging-Hedging |
1,832.5
|
| SP | No.1 Soybeans | SP a2001&a2005 |
Speculation-Speculation |
1,832.5
|
| SP | No.1 Soybeans | SP a2001&a2009 |
Hedging-Hedging |
1,843
|
| SP | No.1 Soybeans | SP a2001&a2009 |
Speculation-Speculation |
1,843
|
| SP | No.1 Soybeans | SP a2005&a2009 |
Hedging-Hedging |
1,843
|
| SP | No.1 Soybeans | SP a2005&a2009 |
Speculation-Speculation |
1,843
|
| SP | No.2 Soybeans | SP b1911&b2001 |
Hedging-Hedging |
1,611
|
| SP | No.2 Soybeans | SP b1911&b2001 |
Speculation-Speculation |
1,611
|
| SP | No.2 Soybeans | SP b2001&b2003 |
Hedging-Hedging |
1,611
|
| SP | No.2 Soybeans | SP b2001&b2003 |
Speculation-Speculation |
1,611
|
| SP | No.2 Soybeans | SP b2001&b2005 |
Hedging-Hedging |
1,611
|
| SP | No.2 Soybeans | SP b2001&b2005 |
Speculation-Speculation |
1,611
|
| SP | No.2 Soybeans | SP b2001&b2009 |
Hedging-Hedging |
1,613.5
|
| SP | No.2 Soybeans | SP b2001&b2009 |
Speculation-Speculation |
1,613.5
|
| SP | No.2 Soybeans | SP b2003&b2005 |
Hedging-Hedging |
1,581.5
|
| SP | No.2 Soybeans | SP b2003&b2005 |
Speculation-Speculation |
1,581.5
|
| SP | No.2 Soybeans | SP b2005&b2007 |
Hedging-Hedging |
1,597.5
|
| SP | No.2 Soybeans | SP b2005&b2007 |
Speculation-Speculation |
1,597.5
|
| SP | No.2 Soybeans | SP b2005&b2009 |
Hedging-Hedging |
1,613.5
|
| SP | No.2 Soybeans | SP b2005&b2009 |
Speculation-Speculation |
1,613.5
|
| SP | No.2 Soybeans | SP b2007&b2009 |
Hedging-Hedging |
1,613.5
|
| SP | No.2 Soybeans | SP b2007&b2009 |
Speculation-Speculation |
1,613.5
|
| SP | block board | SP bb2001&bb2005 |
Hedging-Hedging |
15,555
|
| SP | block board | SP bb2001&bb2005 |
Speculation-Speculation |
15,555
|
| SP | block board | SP bb2001&bb2009 |
Hedging-Hedging |
15,555
|
| SP | block board | SP bb2001&bb2009 |
Speculation-Speculation |
15,555
|
| SP | block board | SP bb2005&bb2009 |
Hedging-Hedging |
15,555
|
| SP | block board | SP bb2005&bb2009 |
Speculation-Speculation |
15,555
|
| SP | Corn | SP c1911&c2001 |
Hedging-Hedging |
928
|
| SP | Corn | SP c1911&c2001 |
Speculation-Speculation |
928
|
| SP | Corn | SP c2001&c2003 |
Hedging-Hedging |
938.5
|
| SP | Corn | SP c2001&c2003 |
Speculation-Speculation |
938.5
|
| SP | Corn | SP c2001&c2005 |
Hedging-Hedging |
962
|
| SP | Corn | SP c2001&c2005 |
Speculation-Speculation |
962
|
| SP | Corn | SP c2001&c2009 |
Hedging-Hedging |
983.5
|
| SP | Corn | SP c2001&c2009 |
Speculation-Speculation |
983.5
|
| SP | Corn | SP c2003&c2005 |
Hedging-Hedging |
962
|
| SP | Corn | SP c2003&c2005 |
Speculation-Speculation |
962
|
| SP | Corn | SP c2005&c2007 |
Hedging-Hedging |
972
|
| SP | Corn | SP c2005&c2007 |
Speculation-Speculation |
972
|
| SP | Corn | SP c2005&c2009 |
Hedging-Hedging |
983.5
|
| SP | Corn | SP c2005&c2009 |
Speculation-Speculation |
983.5
|
| SP | Corn | SP c2007&c2009 |
Hedging-Hedging |
983.5
|
| SP | Corn | SP c2007&c2009 |
Speculation-Speculation |
983.5
|
| SP | Corn Starch | SP cs2001&cs2005 |
Hedging-Hedging |
1,154
|
| SP | Corn Starch | SP cs2001&cs2005 |
Speculation-Speculation |
1,154
|
| SP | Corn Starch | SP cs2001&cs2009 |
Hedging-Hedging |
1,182
|
| SP | Corn Starch | SP cs2001&cs2009 |
Speculation-Speculation |
1,182
|
| SP | Corn Starch | SP cs2005&cs2009 |
Hedging-Hedging |
1,182
|
| SP | Corn Starch | SP cs2005&cs2009 |
Speculation-Speculation |
1,182
|
| SP | ethylene glycol | SP eg1909&eg2001 |
Hedging-Hedging |
10,420
|
| SP | ethylene glycol | SP eg1909&eg2001 |
Speculation-Speculation |
10,420
|
| SP | ethylene glycol | SP eg1909&eg2005 |
Hedging-Hedging |
10,420
|
| SP | ethylene glycol | SP eg1909&eg2005 |
Speculation-Speculation |
10,420
|
| SP | ethylene glycol | SP eg2001&eg2005 |
Hedging-Hedging |
3,034.8
|
| SP | ethylene glycol | SP eg2001&eg2005 |
Speculation-Speculation |
3,034.8
|
| SP | fibre board | SP fb2001&fb2005 |
Hedging-Hedging |
6,485
|
| SP | fibre board | SP fb2001&fb2005 |
Speculation-Speculation |
6,485
|
| SP | fibre board | SP fb2001&fb2009 |
Hedging-Hedging |
6,585
|
| SP | fibre board | SP fb2001&fb2009 |
Speculation-Speculation |
6,585
|
| SP | fibre board | SP fb2005&fb2009 |
Hedging-Hedging |
6,585
|
| SP | fibre board | SP fb2005&fb2009 |
Speculation-Speculation |
6,585
|
| SP | Iron Ore | SP i1911&i2001 |
Hedging-Hedging |
5,836
|
| SP | Iron Ore | SP i1911&i2001 |
Speculation-Speculation |
5,836
|
| SP | Iron Ore | SP i2001&i2003 |
Hedging-Hedging |
5,060
|
| SP | Iron Ore | SP i2001&i2003 |
Speculation-Speculation |
5,060
|
| SP | Iron Ore | SP i2001&i2005 |
Hedging-Hedging |
5,060
|
| SP | Iron Ore | SP i2001&i2005 |
Speculation-Speculation |
5,060
|
| SP | Iron Ore | SP i2001&i2009 |
Hedging-Hedging |
5,060
|
| SP | Iron Ore | SP i2001&i2009 |
Speculation-Speculation |
5,060
|
| SP | Iron Ore | SP i2003&i2005 |
Hedging-Hedging |
4,740
|
| SP | Iron Ore | SP i2003&i2005 |
Speculation-Speculation |
4,740
|
| SP | Iron Ore | SP i2005&i2007 |
Hedging-Hedging |
4,468
|
| SP | Iron Ore | SP i2005&i2007 |
Speculation-Speculation |
4,468
|
| SP | Iron Ore | SP i2005&i2009 |
Hedging-Hedging |
4,468
|
| SP | Iron Ore | SP i2005&i2009 |
Speculation-Speculation |
4,468
|
| SP | Iron Ore | SP i2007&i2009 |
Hedging-Hedging |
4,272
|
| SP | Iron Ore | SP i2007&i2009 |
Speculation-Speculation |
4,272
|
| SP | Coke | SP j2001&j2005 |
Hedging-Hedging |
15,552
|
| SP | Coke | SP j2001&j2005 |
Speculation-Speculation |
15,552
|
| SP | Coke | SP j2001&j2009 |
Hedging-Hedging |
15,552
|
| SP | Coke | SP j2001&j2009 |
Speculation-Speculation |
15,552
|
| SP | Coke | SP j2005&j2009 |
Hedging-Hedging |
14,896
|
| SP | Coke | SP j2005&j2009 |
Speculation-Speculation |
14,896
|
| SP | egg | SP jd1909&jd2001 |
Hedging-Hedging |
9,870
|
| SP | egg | SP jd1909&jd2001 |
Speculation-Speculation |
9,870
|
| SP | egg | SP jd1909&jd2005 |
Hedging-Hedging |
9,870
|
| SP | egg | SP jd1909&jd2005 |
Speculation-Speculation |
9,870
|
| SP | egg | SP jd2001&jd2005 |
Hedging-Hedging |
3,192.7
|
| SP | egg | SP jd2001&jd2005 |
Speculation-Speculation |
3,192.7
|
| SP | Hard Coking Coal | SP jm2001&jm2005 |
Hedging-Hedging |
6,244.8
|
| SP | Hard Coking Coal | SP jm2001&jm2005 |
Speculation-Speculation |
6,244.8
|
| SP | Hard Coking Coal | SP jm2001&jm2009 |
Hedging-Hedging |
6,244.8
|
| SP | Hard Coking Coal | SP jm2001&jm2009 |
Speculation-Speculation |
6,244.8
|
| SP | Hard Coking Coal | SP jm2005&jm2009 |
Hedging-Hedging |
5,906.4
|
| SP | Hard Coking Coal | SP jm2005&jm2009 |
Speculation-Speculation |
5,906.4
|
| SP | LLDPE | SP l2001&l2005 |
Hedging-Hedging |
1,928.75
|
| SP | LLDPE | SP l2001&l2005 |
Speculation-Speculation |
1,928.75
|
| SP | LLDPE | SP l2001&l2009 |
Hedging-Hedging |
1,928.75
|
| SP | LLDPE | SP l2001&l2009 |
Speculation-Speculation |
1,928.75
|
| SP | LLDPE | SP l2005&l2009 |
Hedging-Hedging |
1,855
|
| SP | LLDPE | SP l2005&l2009 |
Speculation-Speculation |
1,855
|
| SP | Soybean Meal | SP m1911&m2001 |
Hedging-Hedging |
1,448
|
| SP | Soybean Meal | SP m1911&m2001 |
Speculation-Speculation |
1,448
|
| SP | Soybean Meal | SP m2001&m2003 |
Hedging-Hedging |
1,429.5
|
| SP | Soybean Meal | SP m2001&m2003 |
Speculation-Speculation |
1,429.5
|
| SP | Soybean Meal | SP m2001&m2005 |
Hedging-Hedging |
1,429.5
|
| SP | Soybean Meal | SP m2001&m2005 |
Speculation-Speculation |
1,429.5
|
| SP | Soybean Meal | SP m2001&m2009 |
Hedging-Hedging |
1,429.5
|
| SP | Soybean Meal | SP m2001&m2009 |
Speculation-Speculation |
1,429.5
|
| SP | Soybean Meal | SP m2003&m2005 |
Hedging-Hedging |
1,418.5
|
| SP | Soybean Meal | SP m2003&m2005 |
Speculation-Speculation |
1,418.5
|
| SP | Soybean Meal | SP m2005&m2007 |
Hedging-Hedging |
1,386
|
| SP | Soybean Meal | SP m2005&m2007 |
Speculation-Speculation |
1,386
|
| SP | Soybean Meal | SP m2005&m2009 |
Hedging-Hedging |
1,399.5
|
| SP | Soybean Meal | SP m2005&m2009 |
Speculation-Speculation |
1,399.5
|
| SP | Soybean Meal | SP m2007&m2009 |
Hedging-Hedging |
1,399.5
|
| SP | Soybean Meal | SP m2007&m2009 |
Speculation-Speculation |
1,399.5
|
| SP | RBD Palm Olein | SP p2001&p2005 |
Hedging-Hedging |
2,533
|
| SP | RBD Palm Olein | SP p2001&p2005 |
Speculation-Speculation |
2,533
|
| SP | RBD Palm Olein | SP p2001&p2009 |
Hedging-Hedging |
2,563
|
| SP | RBD Palm Olein | SP p2001&p2009 |
Speculation-Speculation |
2,563
|
| SP | RBD Palm Olein | SP p2005&p2009 |
Hedging-Hedging |
2,563
|
| SP | RBD Palm Olein | SP p2005&p2009 |
Speculation-Speculation |
2,563
|
| SP | Polypropylene | SP pp2001&pp2005 |
Hedging-Hedging |
2,054
|
| SP | Polypropylene | SP pp2001&pp2005 |
Speculation-Speculation |
2,054
|
| SP | Polypropylene | SP pp2001&pp2009 |
Hedging-Hedging |
2,054
|
| SP | Polypropylene | SP pp2001&pp2009 |
Speculation-Speculation |
2,054
|
| SP | Polypropylene | SP pp2005&pp2009 |
Hedging-Hedging |
1,962.25
|
| SP | Polypropylene | SP pp2005&pp2009 |
Speculation-Speculation |
1,962.25
|
| SP | Polished Round-grained Rice | SP rr2001&rr2005 |
Hedging-Hedging |
1,835.5
|
| SP | Polished Round-grained Rice | SP rr2001&rr2005 |
Speculation-Speculation |
1,835.5
|
| SP | Polished Round-grained Rice | SP rr2005&rr2009 |
Hedging-Hedging |
1,790.5
|
| SP | Polished Round-grained Rice | SP rr2005&rr2009 |
Speculation-Speculation |
1,790.5
|
| SP | PVC | SP v2001&v2005 |
Hedging-Hedging |
1,630
|
| SP | PVC | SP v2001&v2005 |
Speculation-Speculation |
1,630
|
| SP | PVC | SP v2001&v2009 |
Hedging-Hedging |
1,630
|
| SP | PVC | SP v2001&v2009 |
Speculation-Speculation |
1,630
|
| SP | PVC | SP v2005&v2009 |
Hedging-Hedging |
1,591.25
|
| SP | PVC | SP v2005&v2009 |
Speculation-Speculation |
1,591.25
|
| SP | Soybean Oil | SP y2001&y2005 |
Hedging-Hedging |
3,042
|
| SP | Soybean Oil | SP y2001&y2005 |
Speculation-Speculation |
3,042
|
| SP | Soybean Oil | SP y2001&y2009 |
Hedging-Hedging |
3,057
|
| SP | Soybean Oil | SP y2001&y2009 |
Speculation-Speculation |
3,057
|
| SP | Soybean Oil | SP y2005&y2009 |
Hedging-Hedging |
3,057
|
| SP | Soybean Oil | SP y2005&y2009 |
Speculation-Speculation |
3,057
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2001&m2001 |
Hedging-Hedging |
1,720.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2001&m2001 |
Speculation-Speculation |
1,720.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2005&m2005 |
Hedging-Hedging |
1,832.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2005&m2005 |
Speculation-Speculation |
1,832.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2009&m2009 |
Hedging-Hedging |
1,843
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2009&m2009 |
Speculation-Speculation |
1,843
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2001&m2001 |
Hedging-Hedging |
1,611
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2001&m2001 |
Speculation-Speculation |
1,611
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2005&m2005 |
Hedging-Hedging |
1,581.5
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2005&m2005 |
Speculation-Speculation |
1,581.5
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2009&m2009 |
Hedging-Hedging |
1,613.5
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2009&m2009 |
Speculation-Speculation |
1,613.5
|
| SPC | Corn&Corn Starch | SPC c2001&cs2001 |
Hedging-Hedging |
1,119
|
| SPC | Corn&Corn Starch | SPC c2001&cs2001 |
Speculation-Speculation |
1,119
|
| SPC | Corn&Corn Starch | SPC c2005&cs2005 |
Hedging-Hedging |
1,154
|
| SPC | Corn&Corn Starch | SPC c2005&cs2005 |
Speculation-Speculation |
1,154
|
| SPC | Corn&Corn Starch | SPC c2009&cs2009 |
Hedging-Hedging |
1,182
|
| SPC | Corn&Corn Starch | SPC c2009&cs2009 |
Speculation-Speculation |
1,182
|
| SPC | fibre board&block board | SPC fb2001&bb2001 |
Hedging-Hedging |
15,320
|
| SPC | fibre board&block board | SPC fb2001&bb2001 |
Speculation-Speculation |
15,320
|
| SPC | fibre board&block board | SPC fb2005&bb2005 |
Hedging-Hedging |
15,555
|
| SPC | fibre board&block board | SPC fb2005&bb2005 |
Speculation-Speculation |
15,555
|
| SPC | fibre board&block board | SPC fb2009&bb2009 |
Hedging-Hedging |
15,555
|
| SPC | fibre board&block board | SPC fb2009&bb2009 |
Speculation-Speculation |
15,555
|
| SPC | LLDPE&PVC | SPC l2001&v2001 |
Hedging-Hedging |
1,928.75
|
| SPC | LLDPE&PVC | SPC l2001&v2001 |
Speculation-Speculation |
1,928.75
|
| SPC | LLDPE&PVC | SPC l2005&v2005 |
Hedging-Hedging |
1,855
|
| SPC | LLDPE&PVC | SPC l2005&v2005 |
Speculation-Speculation |
1,855
|
| SPC | LLDPE&PVC | SPC l2009&v2009 |
Hedging-Hedging |
1,832.5
|
| SPC | LLDPE&PVC | SPC l2009&v2009 |
Speculation-Speculation |
1,832.5
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2001&p2001 |
Hedging-Hedging |
3,027
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2001&p2001 |
Speculation-Speculation |
3,027
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2005&p2005 |
Hedging-Hedging |
3,042
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2005&p2005 |
Speculation-Speculation |
3,042
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2009&p2009 |
Hedging-Hedging |
3,057
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2009&p2009 |
Speculation-Speculation |
3,057
|