Margins
EXCHANGE MIN. SPEC MARGINS
DATE:12/11/09
| CBOT 30 YEAR T BONDS | $ | 4,320 | CME BRITISH POUND | $ | 2,700 | |
| CBOT 10 YEAR T NOTES | $ | 2,430 | CME SWISS FRANC | $ | 3,713 | |
| CBOT 5 YEAR T-NOTES | $ | 1,350 | CME JAPANESE YEN | $ | 4,050 | |
| CBOT 2YEAR T-NOTES | $ | 1,080 | CME CANADIAN DOLLAR | $ | 2,430 | |
| CBOT DOW JONES | $ | 13,000 | CME EURO CURRENCY | $ | 4,050 | |
| CBOT MINI-DOW | $ | 6,500 | CME AUSTRALIAN DOLLAR | $ | 3,375 | |
| CBOT SOYA BEAN | $ | 3,713 | CME MEXICAN PESO | $ | 2,500 | |
| CBOT SOYA OIL | $ | 1,350 | CME NEW ZEALAND DOLLAR | $ | 2,700 | |
| CBOT SOYA MEAL | $ | 2,025 | CME SOUTH AFRICAN RAND | $ | 4,050 | |
| CBOT CORN | $ | 1,485 | CME EURODOLLAR | $ | 1,013 | |
| CBOT WHEAT OLD CROP | $ | 2,363 | CME EURO FX/BRITISH POUND | £ | 3,375 | |
| CBOT WHEAT NEW CROP | $ | 2,363 | CME EURO FX/JAPANESE YEN | ¥ | 810,000 | |
| CBOT OATS | $ | 1,080 | CME EURO FX/SWISS FRANC | CHF | 3,375 | |
| CBOT ROUGH RICE | $ | 1,688 | CME BRITISH POUND/JAPANESE YEN | ¥ | 1,350,000 | |
| CBOT MINI-BEANS | $ | 743 | CME S&P 500 INDEX | $ | 28,125 | |
| CBOT MINI-WHEAT | $ | 540 | CME E-MINI S&P 500 | $ | 5,625 | |
| CBOT MINI CORN | $ | 297 | CME NASDAQ | $ | 17,500 | |
| CME MINI-NASDAQ | $ | 3,500 | ||||
| NYBOT ICE COTTON | $ | 2,100 | CME NIKKEI DOW | $ | 6,250 | |
| NYBOT ICE ORANGE JUICE | $ | 1,085 | CME YEN-BASED NIKKEI | ¥ | 625,000 | |
| NYBOT ICE SUGAR | $ | 2,520 | CME LEAN HOGS | $ | 1,418 | |
| NYBOT ICE COCOA | $ | 2,240 | CME LIVE CATTLE | $ | 1,080 | |
| NYBOT ICE COFFEE | $ | 3,080 | CME PORK BELLIES | $ | 1,620 | |
| NYBOT ICE PULP | $ | 700 | CME FEEDER CATTLE | $ | 1,350 | |
| NYBOT ICE DOLLAR INDEX | $ | 1,596 | CME LUMBER | $ | 1,650 | |
| CME ETHANOL | $ | 3,375 | ||||
| NYMEX CRUDE (front month) | $ | 6,075 | ||||
| NYMEX CRUDE (all other months) | $ | 7,088 | COMEX GLOBEX GOLD | $ | 4,500 | |
| NYMEX HEATING OIL | $ | 6,750 | COMEX GLOBEX COPPER | $ | 6,075 | |
| NYMEX NATURAL GAS | $ | 6,750 | COMEX GLOBEX SILVER | $ | 5,400 | |
| NYMEX RBOB GASOLINE | $ | 6,750 | COMEX GLOBEX E-MINI GOLD | $ | 1,485 | |
| NYMEX MINI-HEATING OIL | $ | 2,750 | COMEX GLOBEX MINI COPPER | $ | 3,882 | |
| NYMEX MINI-RBOB GASOLINE | $ | 2,750 | COMEX GLOBEX E-MINI SILVER | $ | 1,080 | |
| NYMEX MINI CRUDE | $ | 3,881 | ||||
| NYMEX MINI-NATURAL GAS | $ | 1,688 | CME MINI J-YEN | $ | 2024 | |
| NYMEX URANIUM | $ | 1,620 | CME MINI FX-EURO | $ | 2363 | |
| NYMEX BRENT CRUDE OIL | $ | 7,425 | ||||
| LIFFE COCOA | £ | 1,700 | ||||
| NYMEX GLOBEX PALLADIUM | $ | 2,363 | LIFFE ROBUSTA COFFEE | $ | 1,100 | |
| NYMEX GLOBEX PLATINUM | $ | 6,075 | LIFFE WHEAT | £ | 650 | |
| LIFFE SUGAR | $ | 2,250 | ||||
| AEX INDEX FUTURE | € | 3,842 | LIFFE FTSE 100 | £ | 2,475 | |
| LIFFE LONG GILT | £ | 2,500 | ||||
| EUREX DAX | € | 15,728 | LIFFE SHORT STERLING | £ | 475 | |
| EUREX BUND | € | 2,250 | LIFFE EURIBOR | € | 775 | |
| EUREX BOBL | € | 1,240 | ||||
| EUREX SCHATZ | € | 490 | EURONEXT PARIS CAC-40 | € | 2,247 | |
| EUREX EURO STOXX | € | 3,194 | EURONEXT PARIS RAPESEED | € | 1,150 | |
| EUREX SMI | CHF | 5,553 | ||||
| ICE RUSSELL 2000 INDEX | $ | 26,000 | ||||
| ICE E-MINI RUSSELL 1000 | $ | 3,000 | ||||
| ICE E-MINI RUSSELL 2000 | $ | 4,000 | ||||
| ICE BRENT CRUDE | $ | 4,300 | ||||
| ICE WTI CRUDE | $ | 4,500 | ||||
| ICE GASOIL | $ | 3,400 |
THESE INITIAL MARGINS MAY BE ALTERED WITHOUT NOTICE E+O.E.
DATE: 12/11/09
| SGX YEN NIKKEI-225 | ¥ | 437,500 | SFE SPI200TM | $ | 6,000 | ||||
| SGX MINI NIKKEI-225 | ¥ | 87,500 | SFE 90-DAY BANK ACCEPTED BILL | $ | 1,200 | ||||
| SGX USD NIKKEI-225 | $ | 5,250 | SFE 30-DAY INTERBANK CASH RATE | $ | 1,050 | ||||
| SGX CNX NIFTY INDEX | $ | 1,750 | SFE 3-YEAR GOVERNMENT BOND 6% | $ | 1,150 | ||||
| SFE 10-YEAR GOVERNMENT BOND 6% | $ | 2,900 | |||||||
| ME 30-DAY OVERNIGHT REPO RATE | $ | 1,250 | SFE BOND INDEX FUTURE | $ | 1,330 | ||||
| ME 3-MONTH CANADIAN BANKERS' | $ | 550 | |||||||
| ME 2-YEAR CANADIAN BOND | $ | 1,500 | |||||||
| ME 10-YEAR CANADIAN BOND | $ | 2,650 | |||||||
| ME 30-YEAR CANADIAN BOND | $ | 4,300 | |||||||
| HKEX HANG SENG INDEX | HKD | 90,500 |
THESE INITIAL MARGINS MAY BE ALTERED WITHOUT NOTICE E+O.E.
LME Margins
| Commodity | Code | Scanning Range | Date of Last Change | |
|---|---|---|---|---|
| $ Per Tonne | $ Per Lot | |||
| Aluminium Alloy20 tonnes | AAD | 140 | 2800 | 25-Aug-09 |
| Aluminium HG25 Tonnes | AHD | 170 | 4250 | 25-Aug-09 |
| Mini Aluminium HG5 Tonnes | MAD | 170 | 850 | 25-Aug-09 |
| Copper 'A' Grade25 Tonnes | CAD | 550 | 13750 | 9-Feb-09 |
| Mini Copper 'A' Grade5 Tonnes | MCD | 550 | 2750 | 9-Feb-09 |
| LME Index$10 per point | MXD | 230 (index points) | 2300 | 25-Aug-09 |
| NASAAC20 tonnes | NAD | 140 | 2800 | 28-Jan-09 |
| Primary Nickel6 Tonnes | NID | 2200 | 13200 | 25-Aug-09 |
| Lead25 Tonnes | PBD | 250 | 6250 | 9-Sep-09 |
| Tin5 Tonnes | SND | 2000 | 10000 | 4-Aug-09 |
| SHG Zinc25 Tonnes | ZSD | 190 | 4750 | 4-Aug-09 |
| Mini Zinc5 Tonnes | MZD | 190 | 950 | 5-Mar-09 |
| Mediterranean Steel Billet65 Tonnes | FMD | 50 | 3250 | 10-Jun-09 |
| Far East Steel Billet65 Tonnes | FFD | 50 | 3250 | 10-Jun-09 |