| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Soybean Meal | SP m2003&m2005 |
Hedging-Hedging |
1,330
|
| SP | Soybean Meal | SP m2003&m2005 |
Speculation-Speculation |
1,330
|
| SP | Soybean Meal | SP m2005&m2007 |
Hedging-Hedging |
1,345
|
| SP | Soybean Meal | SP m2005&m2007 |
Speculation-Speculation |
1,345
|
| SP | Soybean Meal | SP m2005&m2009 |
Hedging-Hedging |
1,373.5
|
| SP | Soybean Meal | SP m2005&m2009 |
Speculation-Speculation |
1,373.5
|
| SP | Soybean Meal | SP m2005&m2101 |
Hedging-Hedging |
1,403
|
| SP | Soybean Meal | SP m2005&m2101 |
Speculation-Speculation |
1,403
|
| SP | Soybean Meal | SP m2007&m2009 |
Hedging-Hedging |
1,373.5
|
| SP | Soybean Meal | SP m2007&m2009 |
Speculation-Speculation |
1,373.5
|
| SP | Soybean Meal | SP m2009&m2011 |
Hedging-Hedging |
1,386.5
|
| SP | Soybean Meal | SP m2009&m2011 |
Speculation-Speculation |
1,386.5
|
| SP | Soybean Meal | SP m2009&m2101 |
Hedging-Hedging |
1,403
|
| SP | Soybean Meal | SP m2009&m2101 |
Speculation-Speculation |
1,403
|
| SP | Soybean Meal | SP m2011&m2101 |
Hedging-Hedging |
1,403
|
| SP | Soybean Meal | SP m2011&m2101 |
Speculation-Speculation |
1,403
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2005&m2005 |
Hedging-Hedging |
2,074.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2005&m2005 |
Speculation-Speculation |
2,074.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2009&m2009 |
Hedging-Hedging |
2,042
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2009&m2009 |
Speculation-Speculation |
2,042
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2101&m2101 |
Hedging-Hedging |
1,997
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2101&m2101 |
Speculation-Speculation |
1,997
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2005&m2005 |
Hedging-Hedging |
1,528
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2005&m2005 |
Speculation-Speculation |
1,528
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2009&m2009 |
Hedging-Hedging |
1,559
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2009&m2009 |
Speculation-Speculation |
1,559
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2101&m2101 |
Hedging-Hedging |
1,610.5
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2101&m2101 |
Speculation-Speculation |
1,610.5
|