DCE 20190923 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| 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
|
| 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
|