Margin Requirements
Indices |
|
|
NET POSITIONS |
|
SPREADS |
CONTRACT |
EXCH. |
INITIAL
MARGIN |
MAINT.
MARGIN |
|
INITIAL
MARGIN |
MAINT.
MARGIN |
S&P 500 Index
E-Mini S&P Index
NASDAQ 100
E-Mini NASDAQ 100
NASDAQ Composite
Mid Cap 400
Russell 2000
Nikkei Index
CRB Index
Dow Jones Index
|
CME
CME
CME
CME
CME
CME
CME
CME
NYBOT
CBOT
|
20,000
4,000
18,750
3,750
3,500
17,500
17,500
4,063
2,000
5,000
|
16,000
3,200
15,000
3,000
2,800
14,000
14,000
3,250
2,000
4,000
|
|
63
13
63
13
313
125
375
63
460
-
|
50
10
50
10
250
100
300
50
350
-
|
| Margins are subject to change without notice. |
Interest Rates |
|
|
NET POSITIONS |
|
SPREADS |
CONTRACT |
EXCH. |
INITIAL
MARGIN |
MAINT.
MARGIN |
|
INITIAL
MARGIN |
MAINT.
MARGIN |
U.S. T-Bonds
10 Year Notes
5 Year Notes
Muni Bond Index
Eurodollars
T-Bills
EuroYen (in Yen)
|
CBOT
CBOT
CBOT
CBOT
IMM
IMM
IMM
|
2,160
1,620
945
1,013
945
405
6,750
|
1,600
1,200
700
750
700
300
5,000
|
|
-
-
-
-
135
405
4,050
|
-
-
-
-
100
300
3,000
|
| Margins are subject to change without notice. |
Currencies |
|
|
NET POSITIONS |
|
SPREADS |
CONTRACT |
EXCH. |
INITIAL
MARGIN |
MAINT.
MARGIN |
|
INITIAL
MARGIN |
MAINT.
MARGIN |
Aust Dollar
British Pound
Canadian Dollar
Dollar Index
Euro Currency
Japanese Yen
Mexican Peso
Swiss Franc
|
IMM
IMM
IMM
NYBOT
IMM
IMM
IMM
IMM
|
2,363
2,295
1,350
1,729
2,498
3,105
1,875
2,228
|
1,750
1,700
1,000
1,300
1,850
2,300
1,500
1,650
|
|
34
68
34
200
68
34
250
34
|
25
50
25
150
50
25
200
25
|
Margins are subject to change without notice.
|
Grains & Oilseeds |
|
|
NET POSITIONS |
|
SPREADS |
CONTRACT |
EXCH. |
INITIAL
MARGIN |
MAINT.
MARGIN |
|
INITIAL MARGIN |
MAINT. MARGIN |
Corn*
Wheat*
Oats*
Soybeans*
KC Wheat*
Minn.Wheat*
Rough Rice*
Soy Meal*
Soy Oil*
|
CBOT
CBOT
CBOT
CBOT
KCBOT
MGE
CBOT
CBOT
CBOT
|
844
1,182
473
3,105
725
650
945
2,430
1,148
|
625
875
350
2,300
600
500
700
1,800
850
|
|
**237
**540
**338
**1,215
100
-
135
**1,013
**338
|
**175
**400
**250
**825
100
-
100
**750
**250
|
Margins are subject to change without notice.
* Margins involving the spot month may be significantly higher.
** Margins are for interyear spreads. |
Meats |
|
|
NET POSITIONS |
|
SPREADS |
CONTRACT |
EXCH. |
INITIAL
MARGIN |
MAINT.
MARGIN |
|
INITIAL
MARGIN |
MAINT.
MARGIN |
Live Cattle*
Lean Hogs*
Pork Bellies*
Feeder Cattle
GSCI Index
|
CME
CME
CME
CME
CME
|
1,080
810
1,620
1,485
3,150
|
800
600
1,200
1,100
2,100
|
|
1,080
945
**743
945
525
|
800
700
**550
700
350
|
Margins are subject to change without notice.
* Margins involving the spot month may be significantly higher.
|
Metals |
|
|
NET POSITIONS |
|
SPREADS |
CONTRACT |
EXCH. |
INITIAL
MARGIN |
MAINT.
MARGIN |
|
INITIAL
MARGIN |
MAINT.
MARGIN |
Gold
Mini Gold
Silver
Mini Silver
Copper
Platinum
Palladium*
|
COMEX
CBOT
COMEX
CBOT
COMEX
NYMEX
NYMEX
|
2,025
540
3,375
608
2,700
2,700
2,700
|
1,500
400
2,500
450
2,000
2,000
2,000
|
|
68
-
108
-
108
405
405
|
50
-
80
-
80
300
300
|
Margins are subject to change without notice.
* Margins involving the spot month may be significantly higher.
|
Energy |
|
|
NET POSITIONS |
|
SPREADS |
CONTRACT |
EXCH. |
INITIAL
MARGIN |
MAINT.
MARGIN |
|
INITIAL
MARGIN |
MAINT.
MARGIN |
Crude Oil*
Unleaded Gas*
Heating Oil*
Lumber*
Natural Gas*
|
NYMEX
NYMEX
NYMEX
CME
NYMEX
|
3,375
4,725
3,375
2,625
5,400
|
2,500
3,500
2,500
1,750
4,000
|
|
338
405
338
750
1,250
|
250
300
250
500
1,000
|
Margins are subject to change without notice.
* Margins involving the spot month may be significantly higher.
|
Tropicals |
|
|
NET POSITIONS |
|
SPREADS |
CONTRACT |
EXCH. |
INITIAL
MARGIN |
MAINT.
MARGIN |
|
INITIAL
MARGIN |
MAINT.
MARGIN |
Coffee*
Cocoa*
Sugar*
Cotton*
Orange Juice*
|
NYBOT
NYBOT
NYBOT
NYBOT
NYBOT
|
1,680
1,190
560
2,240
560
|
1,200
850
400
1,600
400
|
|
280
280
210
1,540
350
|
200
200
150
1,100
250
|
Margins are subject to change without notice.
* Margins involving the spot month may be significantly higher.
|
|
|