DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPNo.2 SoybeansSP b1911&b2001 Hedging-Hedging 1,611
SPNo.2 SoybeansSP b1911&b2001 Speculation-Speculation 1,611
SPNo.2 SoybeansSP b2001&b2003 Hedging-Hedging 1,611
SPNo.2 SoybeansSP b2001&b2003 Speculation-Speculation 1,611
SPNo.2 SoybeansSP b2001&b2005 Hedging-Hedging 1,611
SPNo.2 SoybeansSP b2001&b2005 Speculation-Speculation 1,611
SPNo.2 SoybeansSP b2001&b2009 Hedging-Hedging 1,613.5
SPNo.2 SoybeansSP b2001&b2009 Speculation-Speculation 1,613.5
SPNo.2 SoybeansSP b2003&b2005 Hedging-Hedging 1,581.5
SPNo.2 SoybeansSP b2003&b2005 Speculation-Speculation 1,581.5
SPNo.2 SoybeansSP b2005&b2007 Hedging-Hedging 1,597.5
SPNo.2 SoybeansSP b2005&b2007 Speculation-Speculation 1,597.5
SPNo.2 SoybeansSP b2005&b2009 Hedging-Hedging 1,613.5
SPNo.2 SoybeansSP b2005&b2009 Speculation-Speculation 1,613.5
SPNo.2 SoybeansSP b2007&b2009 Hedging-Hedging 1,613.5
SPNo.2 SoybeansSP b2007&b2009 Speculation-Speculation 1,613.5
SPCNo.2 Soybeans&Soybean MealSPC b2001&m2001 Hedging-Hedging 1,611
SPCNo.2 Soybeans&Soybean MealSPC b2001&m2001 Speculation-Speculation 1,611
SPCNo.2 Soybeans&Soybean MealSPC b2005&m2005 Hedging-Hedging 1,581.5
SPCNo.2 Soybeans&Soybean MealSPC b2005&m2005 Speculation-Speculation 1,581.5
SPCNo.2 Soybeans&Soybean MealSPC b2009&m2009 Hedging-Hedging 1,613.5
SPCNo.2 Soybeans&Soybean MealSPC b2009&m2009 Speculation-Speculation 1,613.5