DCE 20220126 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPNo.2 SoybeansSP b2202&b2203 Hedging-Hedging 4,400
SPNo.2 SoybeansSP b2202&b2203 Speculation-Speculation 4,400
SPNo.2 SoybeansSP b2202&b2204 Hedging-Hedging 4,400
SPNo.2 SoybeansSP b2202&b2204 Speculation-Speculation 4,400
SPNo.2 SoybeansSP b2203&b2204 Hedging-Hedging 3,451.2
SPNo.2 SoybeansSP b2203&b2204 Speculation-Speculation 3,882.6
SPNo.2 SoybeansSP b2203&b2205 Hedging-Hedging 3,451.2
SPNo.2 SoybeansSP b2203&b2205 Speculation-Speculation 3,882.6
SPNo.2 SoybeansSP b2205&b2209 Hedging-Hedging 3,339.2
SPNo.2 SoybeansSP b2205&b2209 Speculation-Speculation 3,756.6
SPCNo.2 Soybeans&Soybean MealSPC b2203&m2203 Hedging-Hedging 3,451.2
SPCNo.2 Soybeans&Soybean MealSPC b2203&m2203 Speculation-Speculation 3,882.6
SPCNo.2 Soybeans&Soybean MealSPC b2205&m2205 Hedging-Hedging 3,299.2
SPCNo.2 Soybeans&Soybean MealSPC b2205&m2205 Speculation-Speculation 3,711.6
SPCNo.2 Soybeans&Soybean MealSPC b2207&m2207 Hedging-Hedging 3,247.2
SPCNo.2 Soybeans&Soybean MealSPC b2207&m2207 Speculation-Speculation 3,653.1