DCE 20190923 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPSoybean MealSP m1911&m2001 Hedging-Hedging 1,448
SPSoybean MealSP m1911&m2001 Speculation-Speculation 1,448
SPSoybean MealSP m2001&m2003 Hedging-Hedging 1,429.5
SPSoybean MealSP m2001&m2003 Speculation-Speculation 1,429.5
SPSoybean MealSP m2001&m2005 Hedging-Hedging 1,429.5
SPSoybean MealSP m2001&m2005 Speculation-Speculation 1,429.5
SPSoybean MealSP m2001&m2009 Hedging-Hedging 1,429.5
SPSoybean MealSP m2001&m2009 Speculation-Speculation 1,429.5
SPSoybean MealSP m2003&m2005 Hedging-Hedging 1,418.5
SPSoybean MealSP m2003&m2005 Speculation-Speculation 1,418.5
SPSoybean MealSP m2005&m2007 Hedging-Hedging 1,386
SPSoybean MealSP m2005&m2007 Speculation-Speculation 1,386
SPSoybean MealSP m2005&m2009 Hedging-Hedging 1,399.5
SPSoybean MealSP m2005&m2009 Speculation-Speculation 1,399.5
SPSoybean MealSP m2007&m2009 Hedging-Hedging 1,399.5
SPSoybean MealSP m2007&m2009 Speculation-Speculation 1,399.5
SPCNo.1 Soybeans&Soybean MealSPC a2001&m2001 Hedging-Hedging 1,720.5
SPCNo.1 Soybeans&Soybean MealSPC a2001&m2001 Speculation-Speculation 1,720.5
SPCNo.1 Soybeans&Soybean MealSPC a2005&m2005 Hedging-Hedging 1,832.5
SPCNo.1 Soybeans&Soybean MealSPC a2005&m2005 Speculation-Speculation 1,832.5
SPCNo.1 Soybeans&Soybean MealSPC a2009&m2009 Hedging-Hedging 1,843
SPCNo.1 Soybeans&Soybean MealSPC a2009&m2009 Speculation-Speculation 1,843
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