DCE 20200219 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Soybean Oil | SP y2005&y2009 |
Hedging-Hedging |
3,030
|
| SP | Soybean Oil | SP y2005&y2009 |
Speculation-Speculation |
3,030
|
| SP | Soybean Oil | SP y2005&y2101 |
Hedging-Hedging |
3,104
|
| SP | Soybean Oil | SP y2005&y2101 |
Speculation-Speculation |
3,104
|
| SP | Soybean Oil | SP y2009&y2101 |
Hedging-Hedging |
3,104
|
| SP | Soybean Oil | SP y2009&y2101 |
Speculation-Speculation |
3,104
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2005&p2005 |
Hedging-Hedging |
3,883.6
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2005&p2005 |
Speculation-Speculation |
3,883.6
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2009&p2009 |
Hedging-Hedging |
3,858.4
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2009&p2009 |
Speculation-Speculation |
3,858.4
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2101&p2101 |
Hedging-Hedging |
3,799.6
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2101&p2101 |
Speculation-Speculation |
3,799.6
|