DCE 20200221 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPNo.2 SoybeansSP b2003&b2005 Hedging-Hedging 3,028
SPNo.2 SoybeansSP b2003&b2005 Speculation-Speculation 3,028
SPNo.2 SoybeansSP b2005&b2007 Hedging-Hedging 1,551.5
SPNo.2 SoybeansSP b2005&b2007 Speculation-Speculation 1,551.5
SPNo.2 SoybeansSP b2005&b2009 Hedging-Hedging 1,561
SPNo.2 SoybeansSP b2005&b2009 Speculation-Speculation 1,561
SPNo.2 SoybeansSP b2005&b2101 Hedging-Hedging 1,613.5
SPNo.2 SoybeansSP b2005&b2101 Speculation-Speculation 1,613.5
SPNo.2 SoybeansSP b2007&b2009 Hedging-Hedging 1,561
SPNo.2 SoybeansSP b2007&b2009 Speculation-Speculation 1,561
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 1,613.5
SPNo.2 SoybeansSP b2009&b2101 Speculation-Speculation 1,613.5
SPNo.2 SoybeansSP b2011&b2101 Hedging-Hedging 1,613.5
SPNo.2 SoybeansSP b2011&b2101 Speculation-Speculation 1,613.5
SPCNo.2 Soybeans&Soybean MealSPC b2005&m2005 Hedging-Hedging 1,529
SPCNo.2 Soybeans&Soybean MealSPC b2005&m2005 Speculation-Speculation 1,529
SPCNo.2 Soybeans&Soybean MealSPC b2009&m2009 Hedging-Hedging 1,561
SPCNo.2 Soybeans&Soybean MealSPC b2009&m2009 Speculation-Speculation 1,561
SPCNo.2 Soybeans&Soybean MealSPC b2101&m2101 Hedging-Hedging 1,613.5
SPCNo.2 Soybeans&Soybean MealSPC b2101&m2101 Speculation-Speculation 1,613.5