DCE 20200219 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPSoybean OilSP y2005&y2009 Hedging-Hedging 3,030
SPSoybean OilSP y2005&y2009 Speculation-Speculation 3,030
SPSoybean OilSP y2005&y2101 Hedging-Hedging 3,104
SPSoybean OilSP y2005&y2101 Speculation-Speculation 3,104
SPSoybean OilSP y2009&y2101 Hedging-Hedging 3,104
SPSoybean OilSP y2009&y2101 Speculation-Speculation 3,104
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