DCE 20190722 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage ContractPriorityPortfolio Speculation/HedgingTrading Margin(Lot)
SPCorn StarchSP cs1909&cs20011Hedging-Hedging 1,202.5
SPCorn StarchSP cs1909&cs20012Hedging-Speculation 1,202.5
SPCorn StarchSP cs1909&cs20013Speculation-Hedging 1,202.5
SPCorn StarchSP cs1909&cs20014Speculation-Speculation 1,202.5
SPCorn StarchSP cs1909&cs20055Hedging-Hedging 1,221.5
SPCorn StarchSP cs1909&cs20056Hedging-Speculation 1,221.5
SPCorn StarchSP cs1909&cs20057Speculation-Hedging 1,221.5
SPCorn StarchSP cs1909&cs20058Speculation-Speculation 1,221.5
SPCorn StarchSP cs2001&cs20059Hedging-Hedging 1,221.5
SPCorn StarchSP cs2001&cs200510Hedging-Speculation 1,221.5
SPCorn StarchSP cs2001&cs200511Speculation-Hedging 1,221.5
SPCorn StarchSP cs2001&cs200512Speculation-Speculation 1,221.5
SPCCorn&Corn StarchSPC c1909&cs190913Hedging-Hedging 1,173.5
SPCCorn&Corn StarchSPC c1909&cs190914Hedging-Speculation 1,173.5
SPCCorn&Corn StarchSPC c1909&cs190915Speculation-Hedging 1,173.5
SPCCorn&Corn StarchSPC c1909&cs190916Speculation-Speculation 1,173.5
SPCCorn&Corn StarchSPC c2001&cs200117Hedging-Hedging 1,202.5
SPCCorn&Corn StarchSPC c2001&cs200118Hedging-Speculation 1,202.5
SPCCorn&Corn StarchSPC c2001&cs200119Speculation-Hedging 1,202.5
SPCCorn&Corn StarchSPC c2001&cs200120Speculation-Speculation 1,202.5
SPCCorn&Corn StarchSPC c2005&cs200521Hedging-Hedging 1,221.5
SPCCorn&Corn StarchSPC c2005&cs200522Hedging-Speculation 1,221.5
SPCCorn&Corn StarchSPC c2005&cs200523Speculation-Hedging 1,221.5
SPCCorn&Corn StarchSPC c2005&cs200524Speculation-Speculation 1,221.5