| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Soybean Meal | SP m1911&m2001 |
Hedging-Hedging |
1,448
|
| SP | Soybean Meal | SP m1911&m2001 |
Speculation-Speculation |
1,448
|
| SP | Soybean Meal | SP m2001&m2003 |
Hedging-Hedging |
1,429.5
|
| SP | Soybean Meal | SP m2001&m2003 |
Speculation-Speculation |
1,429.5
|
| SP | Soybean Meal | SP m2001&m2005 |
Hedging-Hedging |
1,429.5
|
| SP | Soybean Meal | SP m2001&m2005 |
Speculation-Speculation |
1,429.5
|
| SP | Soybean Meal | SP m2001&m2009 |
Hedging-Hedging |
1,429.5
|
| SP | Soybean Meal | SP m2001&m2009 |
Speculation-Speculation |
1,429.5
|
| SP | Soybean Meal | SP m2003&m2005 |
Hedging-Hedging |
1,418.5
|
| SP | Soybean Meal | SP m2003&m2005 |
Speculation-Speculation |
1,418.5
|
| SP | Soybean Meal | SP m2005&m2007 |
Hedging-Hedging |
1,386
|
| SP | Soybean Meal | SP m2005&m2007 |
Speculation-Speculation |
1,386
|
| SP | Soybean Meal | SP m2005&m2009 |
Hedging-Hedging |
1,399.5
|
| SP | Soybean Meal | SP m2005&m2009 |
Speculation-Speculation |
1,399.5
|
| SP | Soybean Meal | SP m2007&m2009 |
Hedging-Hedging |
1,399.5
|
| SP | Soybean Meal | SP m2007&m2009 |
Speculation-Speculation |
1,399.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2001&m2001 |
Hedging-Hedging |
1,720.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2001&m2001 |
Speculation-Speculation |
1,720.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2005&m2005 |
Hedging-Hedging |
1,832.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2005&m2005 |
Speculation-Speculation |
1,832.5
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2009&m2009 |
Hedging-Hedging |
1,843
|
| SPC | No.1 Soybeans&Soybean Meal | SPC a2009&m2009 |
Speculation-Speculation |
1,843
|
| 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
|