DCE 20200219 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPSoybean MealSP m2003&m2005 Hedging-Hedging 1,330
SPSoybean MealSP m2003&m2005 Speculation-Speculation 1,330
SPSoybean MealSP m2005&m2007 Hedging-Hedging 1,345
SPSoybean MealSP m2005&m2007 Speculation-Speculation 1,345
SPSoybean MealSP m2005&m2009 Hedging-Hedging 1,373.5
SPSoybean MealSP m2005&m2009 Speculation-Speculation 1,373.5
SPSoybean MealSP m2005&m2101 Hedging-Hedging 1,403
SPSoybean MealSP m2005&m2101 Speculation-Speculation 1,403
SPSoybean MealSP m2007&m2009 Hedging-Hedging 1,373.5
SPSoybean MealSP m2007&m2009 Speculation-Speculation 1,373.5
SPSoybean MealSP m2009&m2011 Hedging-Hedging 1,386.5
SPSoybean MealSP m2009&m2011 Speculation-Speculation 1,386.5
SPSoybean MealSP m2009&m2101 Hedging-Hedging 1,403
SPSoybean MealSP m2009&m2101 Speculation-Speculation 1,403
SPSoybean MealSP m2011&m2101 Hedging-Hedging 1,403
SPSoybean MealSP m2011&m2101 Speculation-Speculation 1,403
SPCNo.1 Soybeans&Soybean MealSPC a2005&m2005 Hedging-Hedging 2,074.5
SPCNo.1 Soybeans&Soybean MealSPC a2005&m2005 Speculation-Speculation 2,074.5
SPCNo.1 Soybeans&Soybean MealSPC a2009&m2009 Hedging-Hedging 2,042
SPCNo.1 Soybeans&Soybean MealSPC a2009&m2009 Speculation-Speculation 2,042
SPCNo.1 Soybeans&Soybean MealSPC a2101&m2101 Hedging-Hedging 1,997
SPCNo.1 Soybeans&Soybean MealSPC a2101&m2101 Speculation-Speculation 1,997
SPCNo.2 Soybeans&Soybean MealSPC b2005&m2005 Hedging-Hedging 1,528
SPCNo.2 Soybeans&Soybean MealSPC b2005&m2005 Speculation-Speculation 1,528
SPCNo.2 Soybeans&Soybean MealSPC b2009&m2009 Hedging-Hedging 1,559
SPCNo.2 Soybeans&Soybean MealSPC b2009&m2009 Speculation-Speculation 1,559
SPCNo.2 Soybeans&Soybean MealSPC b2101&m2101 Hedging-Hedging 1,610.5
SPCNo.2 Soybeans&Soybean MealSPC b2101&m2101 Speculation-Speculation 1,610.5