DCE 20220126 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | No.2 Soybeans | SP b2202&b2203 |
Hedging-Hedging |
4,400
|
| SP | No.2 Soybeans | SP b2202&b2203 |
Speculation-Speculation |
4,400
|
| SP | No.2 Soybeans | SP b2202&b2204 |
Hedging-Hedging |
4,400
|
| SP | No.2 Soybeans | SP b2202&b2204 |
Speculation-Speculation |
4,400
|
| SP | No.2 Soybeans | SP b2203&b2204 |
Hedging-Hedging |
3,451.2
|
| SP | No.2 Soybeans | SP b2203&b2204 |
Speculation-Speculation |
3,882.6
|
| SP | No.2 Soybeans | SP b2203&b2205 |
Hedging-Hedging |
3,451.2
|
| SP | No.2 Soybeans | SP b2203&b2205 |
Speculation-Speculation |
3,882.6
|
| SP | No.2 Soybeans | SP b2205&b2209 |
Hedging-Hedging |
3,339.2
|
| SP | No.2 Soybeans | SP b2205&b2209 |
Speculation-Speculation |
3,756.6
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2203&m2203 |
Hedging-Hedging |
3,451.2
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2203&m2203 |
Speculation-Speculation |
3,882.6
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2205&m2205 |
Hedging-Hedging |
3,299.2
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2205&m2205 |
Speculation-Speculation |
3,711.6
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2207&m2207 |
Hedging-Hedging |
3,247.2
|
| SPC | No.2 Soybeans&Soybean Meal | SPC b2207&m2207 |
Speculation-Speculation |
3,653.1
|