DCE 20220126 Arbitrage Margining Parameter Concession
| Arbitrage Strategy | Product | Arbitrage Contract |
Portfolio Speculation/Hedging | Trading Margin(Lot) |
|---|
| SP | Soybean Oil | SP y2203&y2205 |
Hedging-Hedging |
6,745.2
|
| SP | Soybean Oil | SP y2203&y2205 |
Speculation-Speculation |
7,708.8
|
| SP | Soybean Oil | SP y2205&y2209 |
Hedging-Hedging |
6,543.6
|
| SP | Soybean Oil | SP y2205&y2209 |
Speculation-Speculation |
7,478.4
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2203&p2203 |
Hedging-Hedging |
8,096
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2203&p2203 |
Speculation-Speculation |
10,120
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2205&p2205 |
Hedging-Hedging |
7,524.8
|
| SPC | Soybean Oil&RBD Palm Olein | SPC y2205&p2205 |
Speculation-Speculation |
9,406
|