DCE 20220126 Arbitrage Margining Parameter Concession

Arbitrage StrategyProductArbitrage Contract Portfolio Speculation/HedgingTrading Margin(Lot)
SPSoybean MealSP m2203&m2205 Hedging-Hedging 2,384.2
SPSoybean MealSP m2203&m2205 Speculation-Speculation 2,724.8
SPSoybean MealSP m2205&m2207 Hedging-Hedging 2,263.8
SPSoybean MealSP m2205&m2207 Speculation-Speculation 2,587.2
SPSoybean MealSP m2205&m2209 Hedging-Hedging 2,293.2
SPSoybean MealSP m2205&m2209 Speculation-Speculation 2,620.8
SPSoybean MealSP m2207&m2208 Hedging-Hedging 2,296
SPSoybean MealSP m2207&m2208 Speculation-Speculation 2,624
SPSoybean MealSP m2207&m2209 Hedging-Hedging 2,293.2
SPSoybean MealSP m2207&m2209 Speculation-Speculation 2,620.8
SPCNo.1 Soybeans&Soybean MealSPC a2203&m2203 Hedging-Hedging 4,888
SPCNo.1 Soybeans&Soybean MealSPC a2203&m2203 Speculation-Speculation 7,332
SPCNo.1 Soybeans&Soybean MealSPC a2205&m2205 Hedging-Hedging 4,876.8
SPCNo.1 Soybeans&Soybean MealSPC a2205&m2205 Speculation-Speculation 7,315.2
SPCNo.1 Soybeans&Soybean MealSPC a2207&m2207 Hedging-Hedging 4,853.6
SPCNo.1 Soybeans&Soybean MealSPC a2207&m2207 Speculation-Speculation 7,280.4
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