DCE 20200219 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPRBD Palm OleinSP p2005&p2009 Hedging-Hedging 3,883.6
SPRBD Palm OleinSP p2005&p2009 Speculation-Speculation 3,883.6
SPRBD Palm OleinSP p2005&p2101 Hedging-Hedging 3,883.6
SPRBD Palm OleinSP p2005&p2101 Speculation-Speculation 3,883.6
SPRBD Palm OleinSP p2009&p2101 Hedging-Hedging 3,858.4
SPRBD Palm OleinSP p2009&p2101 Speculation-Speculation 3,858.4
SPCSoybean Oil&RBD Palm OleinSPC y2005&p2005 Hedging-Hedging 3,883.6
SPCSoybean Oil&RBD Palm OleinSPC y2005&p2005 Speculation-Speculation 3,883.6
SPCSoybean Oil&RBD Palm OleinSPC y2009&p2009 Hedging-Hedging 3,858.4
SPCSoybean Oil&RBD Palm OleinSPC y2009&p2009 Speculation-Speculation 3,858.4
SPCSoybean Oil&RBD Palm OleinSPC y2101&p2101 Hedging-Hedging 3,799.6
SPCSoybean Oil&RBD Palm OleinSPC y2101&p2101 Speculation-Speculation 3,799.6