DCE 20211203 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPNo.1 SoybeansSP a2201&a2205 Hedging-Hedging 4,897.6
SPNo.1 SoybeansSP a2201&a2205 Speculation-Speculation 7,346.4
SPCNo.1 Soybeans&Soybean MealSPC a2201&m2201 Hedging-Hedging 4,897.6
SPCNo.1 Soybeans&Soybean MealSPC a2201&m2201 Speculation-Speculation 7,346.4
SPCNo.1 Soybeans&Soybean MealSPC a2203&m2203 Hedging-Hedging 4,867.2
SPCNo.1 Soybeans&Soybean MealSPC a2203&m2203 Speculation-Speculation 7,300.8
SPCNo.1 Soybeans&Soybean MealSPC a2205&m2205 Hedging-Hedging 4,872
SPCNo.1 Soybeans&Soybean MealSPC a2205&m2205 Speculation-Speculation 7,308