DCE 20200221 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | No.2 Soybeans | SP b2003&b2005 |
Hedging-Hedging |
3,028
|
| SP | No.2 Soybeans | SP b2003&b2005 |
Speculation-Speculation |
3,028
|
| SP | No.2 Soybeans | SP b2005&b2007 |
Hedging-Hedging |
1,551.5
|
| SP | No.2 Soybeans | SP b2005&b2007 |
Speculation-Speculation |
1,551.5
|
| SP | No.2 Soybeans | SP b2005&b2009 |
Hedging-Hedging |
1,561
|
| SP | No.2 Soybeans | SP b2005&b2009 |
Speculation-Speculation |
1,561
|
| SP | No.2 Soybeans | SP b2005&b2101 |
Hedging-Hedging |
1,613.5
|
| SP | No.2 Soybeans | SP b2005&b2101 |
Speculation-Speculation |
1,613.5
|
| SP | No.2 Soybeans | SP b2007&b2009 |
Hedging-Hedging |
1,561
|
| SP | No.2 Soybeans | SP b2007&b2009 |
Speculation-Speculation |
1,561
|
| SP | No.2 Soybeans | SP b2009&b2011 |
Hedging-Hedging |
1,582.5
|
| SP | No.2 Soybeans | SP b2009&b2011 |
Speculation-Speculation |
1,582.5
|
| SP | No.2 Soybeans | SP b2009&b2101 |
Hedging-Hedging |
1,613.5
|
| SP | No.2 Soybeans | SP b2009&b2101 |
Speculation-Speculation |
1,613.5
|
| SP | No.2 Soybeans | SP b2011&b2101 |
Hedging-Hedging |
1,613.5
|
| SP | No.2 Soybeans | SP b2011&b2101 |
Speculation-Speculation |
1,613.5
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2005&m2005 |
Hedging-Hedging |
1,529
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2005&m2005 |
Speculation-Speculation |
1,529
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2009&m2009 |
Hedging-Hedging |
1,561
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2009&m2009 |
Speculation-Speculation |
1,561
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2101&m2101 |
Hedging-Hedging |
1,613.5
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2101&m2101 |
Speculation-Speculation |
1,613.5
|