DCE 20220701 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPNo.1 SoybeansSP a2209&a2301 Hedging-Hedging 4,796.8
SPNo.1 SoybeansSP a2209&a2301 Speculation-Speculation 7,195.2
SPCNo.1 Soybeans&Soybean MealSPC a2207&m2207 Hedging-Hedging 12,072
SPCNo.1 Soybeans&Soybean MealSPC a2207&m2207 Speculation-Speculation 12,072
SPCNo.1 Soybeans&Soybean MealSPC a2209&m2209 Hedging-Hedging 4,796.8
SPCNo.1 Soybeans&Soybean MealSPC a2209&m2209 Speculation-Speculation 7,195.2
SPCNo.1 Soybeans&Soybean MealSPC a2211&m2211 Hedging-Hedging 4,685.6
SPCNo.1 Soybeans&Soybean MealSPC a2211&m2211 Speculation-Speculation 7,028.4
SPCNo.1 Soybeans&Soybean MealSPC a2301&m2301 Hedging-Hedging 4,659.2
SPCNo.1 Soybeans&Soybean MealSPC a2301&m2301 Speculation-Speculation 6,988.8