|
 |
|
| Commodity |
Exchange |
Initial Margin |
Maint. Margin |
Maint. % |
| CME |
|
|
|
|
| E-Mini S&P |
CME |
$3,563 |
$2,850 |
80% |
| Big S&P |
CME |
$17,813 |
$14,250 |
80% |
| Big Nasdaq |
CME |
$11,250 |
$9,000 |
80% |
| Mini Nasdaq |
CME |
$2,250 |
$1,800 |
80% |
| Russell 2000 |
CME |
$15,000 |
$12,000 |
80% |
| Mini Russell 2000 |
CME |
$3,000 |
$2,400 |
80% |
| Nikkei 225 Index |
CME |
$6,250 |
$5,000 |
80% |
| |
|
|
|
|
|
|
|
|
|
| Australian Dollar |
CME |
$1,080 |
$800 |
74% |
| British Pound |
CME |
$1,350 |
$1,000 |
74% |
| Canadian Dollar |
CME |
$1,148 |
$850 |
74% |
| Japanese Yen |
CME |
$2,160 |
$1,600 |
74% |
| Swiss Franc |
CME |
$1,485 |
$1,100 |
74% |
| Mexican Peso |
CME |
$3,125 |
$2,500 |
74% |
| EuroFX |
CME |
$2,700 |
$2,000 |
74% |
| Brazilian Real |
CME |
$5,600 |
$4,000 |
71% |
| New Zealand Dollar |
CME |
$945 |
$700 |
74% |
| |
|
|
|
|
| Live Cattle |
CME |
$810 |
$600 |
74% |
| Feeder Cattle |
CME |
$1,013 |
$750 |
74% |
| Lean Hogs |
CME |
$1,080 |
$800 |
74% |
| Frozen Pork Bellies |
CME |
$1,620 |
$1,200 |
74% |
| Butter |
CME |
$1,620 |
$1,200 |
74% |
| Benzene |
CME |
$1,620 |
$1,200 |
74% |
| Fresh Pork Bellies |
CME |
$2,700 |
$2,000 |
74% |
| |
|
|
|
|
|
|
|
|
|
| Lumber |
CME |
$1,650 |
$1100 |
66% |
| Interest Rates |
|
|
|
|
|
|
|
|
|
| Eurodollar |
CME |
$810 |
$600 |
74% |
| |
|
|
|
|
| CBOT |
|
|
|
|
| Dow Jones (BIG) |
CBOT |
$5,400 |
$4,000 |
74% |
| Dow Jones (ACE) |
CBOT (ACE) |
$5,400 |
$4,000 |
74% |
| Mini-Dow ($5) |
CBOT (ACE) |
$2,700 |
$2,000 |
74% |
| Mini-Dow ($2) |
CBOT (ACE) |
$1,080 |
$800 |
74% |
|
|
|
|
|
| Agricultural |
|
|
|
|
| Corn |
CBOT |
$540 |
$400 |
74% |
| Corn (ACE) |
CBOT (ACE) |
$540 |
$400 |
74% |
| Oats |
CBOT |
$675 |
$500 |
74% |
| Oats (ACE) |
CBOT (ACE) |
$675 |
$500 |
74% |
| Rice |
CBOT |
$675 |
$500 |
74% |
| Rice (ACE) |
CBOT (ACE) |
$675 |
$500 |
74% |
| Soybeans |
CBOT |
$1,148 |
$850 |
74% |
| Soybeans (ACE) |
CBOT (ACE) |
$1,148 |
$850 |
74% |
| Soybean Meal |
CBOT |
$675 |
$500 |
74% |
| Soybean Meal (ACE) |
CBOT (ACE) |
$675 |
$500 |
74% |
| Soybean Oil |
CBOT |
$540 |
$400 |
74% |
| Soybean Oil (ACE) |
CBOT (ACE) |
$540 |
$400 |
74% |
| Wheat |
CBOT |
$750 |
$600 |
88% |
| Wheat (ACE) |
CBOT (ACE) |
$750 |
$600 |
88% |
|
|
|
|
|
|
|
|
|
|
| Financials |
|
|
|
|
| Treasury Bond (30 year) |
CBOT |
$2,430 |
$1,800 |
74% |
| Treasury Bond (ACE) |
CBOT (ACE) |
$2,430 |
$1,800 |
74% |
| 10 Year T-Note |
CBOT |
$1755 |
$1,300 |
74% |
| 10 Year T-Note (ACE) |
CBOT (ACE) |
$1755 |
$1,300 |
74% |
| 5 Year T-Note |
CBOT |
$1,350 |
$1,000 |
74% |
| 5 Year T-Note (ACE) |
CBOT (ACE) |
$1,350 |
$1,000 |
74% |
| 30-day Fed Fund |
CBOT |
$540 |
$400 |
74% |
| 30-day Fed Fund (ACE) |
CBOT (ACE) |
$540 |
$400 |
74% |
| Municipal Bond |
CBOT |
$1,890 |
$1,400 |
74% |
| Municipal Bond (ACE) |
CBOT (ACE) |
$1,890 |
$1,400 |
74% |
| |
|
|
|
|
| NYMEX |
|
|
|
|
| Energies |
|
|
|
|
| Crude Oil |
NYMEX |
$4,050 |
$3,000 |
74% |
| Mini-Crude |
NYMEX |
$1,620 |
$1,215 |
75% |
| Heating Oil |
NYMEX |
$5,400 |
$4,000 |
74% |
| Natural Gas |
NYMEX |
$6,750 |
$5,000 |
74% |
| Unleaded Gas |
NYMEX |
$4,050 |
$3,000 |
74% |
| Propane |
NYMEX |
$2,025 |
$1,500 |
74% |
|
|
|
|
|
|
|
|
|
|
| Metals |
|
|
|
|
| Aluminum |
NYMEX |
$1,080 |
$1,080 |
100% |
| Copper |
NYMEX |
$1,350 |
$1,000 |
74% |
| Gold |
NYMEX |
$2,025 |
$1,500 |
74% |
| Palladium |
NYMEX |
$13,500 |
$13,500 |
74% |
| Platinum |
NYMEX |
$2,160 |
$1,600 |
74% |
| Silver |
NYMEX |
$1,350 |
$1,000 |
74% |
| |
|
|
|
|
| NYBOT |
|
|
|
|
| Cocoa |
NYBOT |
$1,820 |
$1,300 |
71% |
| Coffee |
NYBOT |
$2,100 |
$1,500 |
55% |
| Cotton |
NYBOT |
$1,400 |
$1,000 |
75% |
| Sugar |
NYBOT |
$700 |
$500 |
71% |
| US Dollar Index |
NYBOT |
$1,663 |
$1,250 |
75% |
| Orange Juice |
NYBOT |
$700 |
$500 |
71% |
| CRB Index |
NYBOT |
$1,200 |
$900 |
75% |
| |
|
|
|
|
| KCBOT |
|
|
|
|
| Red Winter Wheat |
KCBT |
$812 |
$650 |
80% |
| |
|
|
|
|
| FOREX |
|
|
|
|
| Forex |
|
$2,000 |
$2,000 |
2% of Contract Size |
| |
|
|
|
|
|
|
|
|
