DCE 20190923 Arbitrage Margining Parameter Concession

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
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