| |
CURRENT MARGINS
Our Intraday Margins on most of our electronic products are $500.
| Current Margins and Contract Specifications* |
|
|
|
Margin Sheet 10/02/2006 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Commodity |
Trading Hour |
|
Point |
|
Tick |
|
Contract |
Initial |
|
Maint. |
|
Spread |
| Contract |
Central Time |
|
Value |
|
Fluctuation |
|
Size |
Margin |
|
Margin |
|
Margin |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currencies |
|
|
|
|
|
|
|
|
|
|
|
|
| Swiss Franc* |
7:20-2:00 |
|
1 Pt.=$12.50 |
|
1 Pt.=$12.50 |
|
125,000 SF |
1,890 |
|
1,400 |
|
400 |
| Japanese Yen* |
7:20-2:00 |
|
1 Pt.=$12.50 |
|
1 Pt.=$12.50 |
|
12,500,000 JY |
2,700 |
|
2,000 |
|
600 |
| E-Mini Japanese Yen* |
2:15-2:00 |
|
1 Pt.=$6.25 |
|
1 Pt.=$6.25 |
|
6,250,000 JY |
1,350 |
|
1,000 |
|
300 |
| British Pound* |
7:20-2:00 |
|
1 Pt.=$6.25 |
|
2 Pts.=$12.50 |
|
62,500 BP |
1,755 |
|
1,300 |
|
300 |
| Canadian Dollar* |
7:20-2:00 |
|
1 Pt.=$10.00 |
|
1 Pt.=$10.00 |
|
100,000 CD |
1,755 |
|
1,300 |
|
200 |
| Australian Dollar* |
7:20-2:00 |
|
1 Pt.=$10.00 |
|
1 Pt.=$10.00 |
|
100,000 AD |
1,485 |
|
1,100 |
|
250 |
| Euro Currency* |
7:20-2:00 |
|
1 Pt.=$12.50 |
|
1 Pt.= $12.50 |
|
125,000 ECU |
2,835 |
|
2,100 |
|
400 |
| E-Mini Euro Currency** |
2:15-2:00 |
|
1 Pt.= $6.25 |
|
1 Pt.= $6.25 |
|
62,500 ECU |
1,418 |
|
1,050 |
|
200 |
| Mexican Peso(New)* |
7:20-2:00 |
|
1 Pt.=$5.00 |
|
2.5 Pt.=$12.50 |
|
500,000 MP |
1,875 |
|
1,500 |
|
625 |
| Brazilian Real* |
7:20-2:00 |
|
1 Pt.= $10.00 |
|
1 Pt. = $10.00 |
|
100,000 BR |
3,500 |
|
2,500 |
|
1,260 |
| Russian Ruble* |
7:20 2:00 |
|
1 Pt.=$25.00 |
|
1 Pt.=$25.00 |
|
2,500,000 Rubles |
3,000 |
|
2,000 |
|
2,000 |
| US Dollar Index*** |
7:05-2:00 |
|
1 Pt.=$10.00 |
|
1 Pt. = $10.00 |
|
1,000 x USDX |
1,330 |
C |
1,000 |
C |
399 |
| Interest Rates |
|
|
|
|
|
|
|
|
|
|
|
|
| Eurodollar* |
7:20-2:00 |
|
1 Pt.=$25.00 |
|
1/2 Pt.=$12.50 |
|
$1,000,000 |
945 |
|
700 |
|
- |
| Treasury Bills |
7:20-2:00 |
|
1 Pt.=$25.00 |
|
1/2 Pt.=$12.50 |
|
$1,000,000 |
405 |
|
300 |
|
150 |
| Treasury Bonds** |
7:20-2:00 |
|
1 Pt.=$1,000.00 |
|
1/32 = $31.25 |
|
$100,000 |
1,215 |
|
900 |
|
300 |
| 10 Yr T. Notes** |
7:20-2:00 |
|
1 Pt.=$1,000.00 |
|
1/2 of 1/32 = $15.62 |
|
$100,000 |
810 |
|
600 |
|
150 |
| Mini Eurodollar** |
8:00-4:00 |
|
1Pt. =$12.50 |
|
1/2 Pt. = $6.25 |
|
500,000 |
338 |
|
250 |
|
100 |
| Fed.30-day Funds |
7:20-2:00 |
|
1Pt.=$4,167.00 |
|
.01=$41.67 |
|
5,000,000 |
475 |
|
350 |
|
100 |
| Municipal Bond |
7:20-2:00 |
|
1 Pt.=$1,000.00 |
|
1/32 = $31.25 |
|
$100,000 |
878 |
|
650 |
|
135 |
| Five Year** |
7:20-2:00 |
|
1 Pt.=$1,000.00 |
|
1/2 of 1/32=$15.62 |
|
$100,000 |
540 |
|
400 |
|
338 |
| Two Year |
7:20-2:00 |
|
1 Pt.=$2,000.00 |
|
1/4 of 1/32=$15.62 |
|
$200,000 |
473 |
|
350 |
|
270 |
| Midcurve |
7:20-2:00 |
|
1 Pt.=$25.00 |
|
1/2 Pt.=$12.50 |
|
$1,000,000 |
810 |
|
600 |
|
270 |
| Notes/Bonds |
7:20-2:00 |
|
1 Pt.=$1,000.00 |
|
1/32 = $31.25 |
|
$100,000 |
760 |
|
500 |
|
- |
| Munis/Bonds |
7:20-2:00 |
|
1 Pt.=$1,000.00 |
|
1/32 = $31.25 |
|
$100,000 |
635 |
|
550 |
|
- |
| Ted Spread (T-Bills/Euros) |
7:20-2:00 |
|
1 Pt.=$25.00 |
|
1/2 Pt.=$12.50 |
|
$1,000,000 |
709 |
|
525 |
|
- |
| EuroYen (front month) |
7:20-2:00 |
|
1 Pt.=2,500JY |
|
1 Pt.=2,500JY |
|
100 Million Yen |
22,275 |
|
16,500 |
|
|
| Grains/Oilseeds |
|
|
|
|
|
|
|
|
|
|
|
|
| Corn* |
9:30-1:15 |
|
1 Cent = $50.00 |
|
1/4 Cent = $12.50 |
|
5,000 BU |
608 |
|
450 |
|
135 |
| Cbt mini- Corn |
9:30-1:45 |
|
1 Cent = $10.00 |
|
1/4 Cent = $2.50 |
|
1,000 BU |
122 |
|
90 |
|
27 |
| Oats* |
9:30-1:15 |
|
1 Cent = $50.00 |
|
1/4 Cent = $12.50 |
|
5,000 BU |
540 |
|
400 |
|
270 |
| Soybeans* |
9:30-1:15 |
|
1 Cent = $50.00 |
|
1/4 Cent = $12.50 |
|
5,000 BU |
1,013 |
|
750 |
|
200 |
| Cbt mini- Soybeans |
9:30-1:45 |
|
1 Cent = $10.00 |
|
1/4 Cent = $2.50 |
|
1,000 BU |
230 |
|
175 |
|
45 |
| Soymeal* |
9:30-1:15 |
|
1 Doll. = $100.00 |
|
10 Cents = $10.00 |
|
100 Tons |
675 |
|
500 |
|
405 |
| Soybean Oil* |
9:30-1:15 |
|
1 Pt. = $6.00 |
|
1 Pt. = $6.00 |
|
60,000 Lbs. |
540 |
|
400 |
|
135 |
| Wheat* |
9:30-1:15 |
|
1 Cent = $50.00 |
|
1/4 Cent = $12.50 |
|
5,000 BU |
1,080 |
C |
800 |
C |
371 |
| Wheat (mini) |
9:30-1:45 |
|
1 Cent = $10.00 |
|
1/4 Cent = $2.50 |
|
1,000 BU |
216 |
C |
160 |
C |
74 |
| Kansas City Wheat* |
9:30-1:15 |
|
1 Cent = $50.00 |
|
1/4 Cent = $12.50 |
|
5,000 BU |
1,125 |
|
900 |
|
125 |
| Minneapolis Wheat* |
9:30-1:15 |
|
1 Cent = $50.00 |
|
1/4 Cent = $12.50 |
|
5,000 BU |
650 |
|
500 |
|
338 |
| Rough Rice* |
9:15-1:30 |
|
1 Cent = $20.00 |
|
1/2 Cent = $10.00 |
|
100 Tons |
675 |
|
500 |
|
270 |
| Canola* |
9:30-1:15 |
|
1 Cent = $0.2 CD |
|
10 Cents = $2 CD |
|
20 Metric Tons |
412 |
CD |
305 |
CD |
50 CD |
| Flaxseed* |
9:30-1:15 |
|
1 Cent = $0.2 CD |
|
10 Cents = $2 CD |
|
20 Metric Tons |
170 |
CD |
125 |
CD |
50 CD |
| KC Wheat/CBOT Wheat |
9:30-1:15 |
|
1 Cent = $50.00 |
|
1/4 Cent = $12.50 |
|
10,000 BU |
508 |
|
390 |
|
- |
| Corn (Old/New crop spread) |
9:30-1:15 |
|
1 Cent = $50.00 |
|
1/4 Cent = $12.50 |
|
10,000 BU |
203 |
C |
150 |
C |
- |
| Oats (Old/New crop spread) |
9:30-1:15 |
|
1 Cent = $50.00 |
|
1/4 Cent = $12.50 |
|
10,000 BU |
169 |
|
125 |
|
- |
| Soybeans (Old/New crop) |
9:30-1:15 |
|
1 Cent = $50.00 |
|
1/4 Cent = $12.50 |
|
10,000 BU |
405 |
|
300 |
|
- |
| Wheat (Old/New crop spread) |
9:30-1:15 |
|
1 Cent = $50.00 |
|
1/4 Cent = $12.50 |
|
10,000 BU |
236 |
C |
175 |
C |
- |
| (Old crop margins can be higher) |
|
|
|
|
|
|
|
|
|
|
|
| Commodity |
Trading Hour |
|
Point |
|
Tick |
|
Contract |
Initial |
|
Maint. |
|
Spread |
|
| Contract |
Central Time |
|
Value |
|
Fluctuation |
|
Size |
Margin |
|
Margin |
|
Margin |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Indexes |
|
|
|
|
|
|
|
|
|
|
|
|
|
| NYSE Composite |
8:30-3:15 |
|
1 Pt.=$5.00 |
|
5 Pts. = $25.00 |
|
500 x NYFE |
20,000 |
|
20,000 |
|
600 |
|
| S&P 500* |
8:30-3:15 |
|
1 Pt.=$2.50 |
|
10 Pts. = $25.00 |
|
250 x S&P 500 |
19,688 |
|
15,750 |
|
200 |
|
| E-mini S&P** |
3:45-3:15 |
|
1 Pt.=$0.50 |
|
25 Pts.=$12.50 |
|
50 x S&P 500 |
3,938 |
|
3,150 |
|
50 |
|
| Mini Value Line |
8:30-3:15 |
|
1 Pt.=$1.00 |
|
5 Pts. = $5.00 |
|
100 x VL |
4,500 |
|
3,600 |
|
125 |
|
| CRB Index |
8:40-1:45 |
|
1 Pt.=$5.00 |
|
5 Pts. = $25.00 |
|
500 x CRB |
4,750 |
|
4,750 |
|
125 |
|
| Nikkei Stock Index |
8:00-3:15 |
|
1 Pt.=$5.00 |
|
5 Pts. = $25.00 |
|
500 x Index |
4,709 |
|
3,600 |
|
170 |
|
| Goldman Index |
8:30-2:15 |
|
1 Pt.=$2.50 |
|
5 Pts. = $12.50 |
|
250 x Index |
4,125 |
|
2,750 |
|
563 |
|
| Mid Cap |
8:30-3:15 |
|
1 Pt.=$5.00 |
|
5 Pts. = $25.00 |
|
500 x Index |
16,875 |
|
13,500 |
|
844 |
|
| Nasdaq 100* |
8:30-3:15 |
|
1 Pt.=$1.00 |
|
5 Pts. = $50.00 |
|
100 x Nasdaq 100 |
18,750 |
|
15,000 |
|
255 |
|
| E-mini Nasdaq 100** |
3:45-3:15 |
|
1 Pt.=$0.20 |
|
50 Pts.=$10.00 |
|
20 x Nasdaq 100 |
3,750 |
|
3,000 |
|
51 |
|
| E-mini Russell 1000 |
3:45-3:15 |
|
10Pt=$10.00 |
|
10Pt=$10.00 |
|
100XRussell1000 |
3,625 |
|
2,900 |
|
200 |
|
| E-mini Russell 2000 |
8:30-3:15 |
|
1 Pt.=$5.00 |
|
5 Pts. = $25.00 |
|
500 x Index |
3,375 |
|
2,700 |
|
844 |
|
| Dow Jones**** |
7:20-3:15 |
|
1 Pt. =$10.00 |
|
1 Pt. = $10.00 |
|
10 x DJIA |
4,875 |
|
3,900 |
|
500 |
|
| Mini 5$ Dow*** |
8:15-4:00 |
|
1Pt. =$5.00 |
|
1Pt. =$5.00 |
|
5 x DJIA |
2,438 |
|
1,950 |
|
200 |
|
| Livestock |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Feeder Cattle |
9:05-1:00 |
|
1 Pt. = $5.00 |
|
2.5 Pts. = $12.50 |
|
50,000 Lbs. |
1,350 |
|
1,000 |
|
743 |
|
| Live Cattle |
9:05-1:00 |
|
1 Pt. = $4.00 |
|
2.5 Pts. = $10.00 |
|
40,000 Lbs. |
1,148 |
|
850 |
|
1,215 |
|
| Lean Hogs |
9:10-1:00 |
|
1 Pt. = $4.00 |
|
2.5 Pts. = $10.00 |
|
40,000 Lbs. |
1,080 |
|
800 |
|
700 |
|
| Frozen Bellies |
9:10-1:00 |
|
1 Pt. = $4.00 |
|
2.5 Pts. = $10.00 |
|
40,000 Lbs. |
1,620 |
|
1,200 |
|
810 |
|
| Bellies/Hogs |
9:10-1:00 |
|
1 Pt. = $4.00 |
|
2.5 Pts. = $10.00 |
|
40,000 Lbs. |
1,645 |
|
1,230 |
|
- |
|
| Cattle/Hogs |
9:10-1:00 |
|
1 Pt. = $4.00 |
|
2.5 Pts. = $10.00 |
|
40,000 Lbs. |
1,350 |
|
1,012 |
|
- |
|
| Feeders/Live Cattle |
9:10-1:00 |
|
- |
|
- |
|
- |
1,950 |
|
1,465 |
|
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Foods/Fibers/Lumber |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Cocoa |
7:00-10:50 |
|
1 Pt. = $10.00 |
|
1 Pt. = $10.00 |
|
10 M Tons |
1,120 |
|
800 |
|
210 |
|
| Coffee "C" |
8:15-11:30 |
|
1 Pt. = $3.75 |
|
5 Pts. = $18.75 |
|
37,500 Lbs. |
2,520 |
|
1,800 |
|
500 |
|
| Cotton #2 |
09:30-1:15 |
|
1 Pt. = $5.00 |
|
1 Pt. = $5.00 |
|
50,000 Lbs. |
1,260 |
|
900 |
|
298 |
|
| Orange Juice |
09:00-12:30 |
|
1 Pt. = $1.50 |
|
5 Pts. = $7.50 |
|
15,000 Lbs. |
1,960 |
|
1,400 |
|
250 |
|
| Sugar #11 |
8:00-11:00 |
|
1 Pt. = $11.20 |
|
1 Pt. = $11.20 |
|
112,000 Lbs. |
1,330 |
C |
950 |
C |
140 |
|
| Lumber |
9:00-1:05 |
|
1 Pt = $1.10 |
|
10 Pts = $11.00 |
|
110,000 bd ft |
1,650 |
|
1,100 |
|
900 |
|
| New Milk (CME) |
8:00-1:10 |
|
1 Pt. = $20.00 |
|
1 Pt. = $20.00 |
|
200,000 Lbs. |
945 |
|
700 |
|
300 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Metals |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Copper |
7:10-12:00 |
|
1 Pt. = $2.50 |
|
5 Pts. = $12.50 |
|
25,000 Lbs. |
8,100 |
|
6,000 |
|
202 |
|
| Gold |
7:20-12:30 |
|
1 Doll. = $100.00 |
|
10 Cents. = $10.00 |
|
100 Troy Oz. |
3,038 |
|
2,250 |
|
108 |
|
| Mini New York Gold* |
8:15-1:45 |
|
1 Doll. = $33.20 |
|
10 Cents = $3.32 |
|
33.2 Troy Oz. |
1,013 |
|
750 |
|
135 |
|
| Platinum |
7:20-12:05 |
|
1 Doll. = $50.00 |
|
10 Cents. = $5.00 |
|
50 Troy Oz. |
2,700 |
|
2,000 |
|
500 |
|
| Palladium |
7:30-12:00 |
|
1 Doll. = $100.00 |
|
5 Cents. = $5.00 |
|
100 Troy Oz. |
2,700 |
|
2,000 |
|
404 |
|
| Silver/5000 OZ |
7:25-12:25 |
|
1 Cent = $50.00 |
|
1/2 Ct. = $25.00 |
|
5,000 Troy Oz. |
5,400 |
|
5,000 |
|
470 |
|
| Mini New York Silver* |
8:15-1:45 |
|
1 Cent = $10.00 |
|
1/10 Cent = $1.00 |
|
1,000 Troy Oz. |
1,080 |
|
800 |
|
338 |
|
| Ecbot 100oz Gold |
|
|
1 Doll. = $100.00 |
|
|
|
100 Troy Oz. |
3,767 |
|
2,790 |
|
|
|
| Ecbot 5000 oz Silver |
|
|
1 Cent = $50.00 |
|
|
|
5,000 Troy Oz. |
5,400 |
|
4,000 |
|
450 |
|
| Energies |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Crude Oil |
9:00-1:30 |
|
1 Cent = $10.00 |
|
1 Cent = $10.00 |
|
1,000 Barrels |
4,050 |
|
3,000 |
|
1,000 |
|
| Mini Crude |
9:00-1:30* |
|
1 Cent = $5.00 |
|
1 Cent = $5.00 |
|
500 Barrels |
2,025 |
|
1,500 |
|
|
|
| Unleaded Gas |
9:05-1:30 |
|
1 Pt. = $4.20 |
|
1 Pt. = $4.20 |
|
42,000 Gal. |
6,750 |
C |
5,000 |
C |
1,000 |
|
| Heating Oil |
9:05-1:30 |
|
1 Pt. = $4.20 |
|
1 Pt. = $4.20 |
|
42,000 Gal. |
6,075 |
C |
4,500 |
C |
1,000 |
|
| Natural Gas |
9:00-1:30 |
|
1 Pt. = $10.00 |
|
1 Pt. = $10.00 |
|
10,000 MM Btu |
10,800 |
|
8,000 |
|
3,375 |
|
| Mini Natural Gas |
9:00-1:30* |
|
1 Pt. = $2.50 |
|
1 Pt. = $2.50 |
|
2500 MM Btu |
2,700 |
|
2,000 |
|
3,375 |
|
| Heating Oil/Unleaded Gas |
9:00-1:30 |
|
- |
|
- |
|
- |
3,000 |
|
2,000 |
|
- |
|
| Crude Oil/Heating Oil |
9:00-1:30 |
|
- |
|
- |
|
- |
3,000 |
|
2,000 |
|
- |
|
| Crude Oil/Unleaded Gas |
9:00-1:30 |
|
- |
|
- |
|
- |
3,000 |
|
2,000 |
|
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Foreigns |
|
|
|
|
|
|
|
|
|
|
|
|
| LIFFE FTSE 100 |
2:00A-11:30A |
|
1 Pt. = 2.5 BP |
|
5 Pts. - 12.5 BP |
|
25 BP X FTSE Index |
3500BP |
|
3,500 |
BP |
|
|
| LIFFE Gilt |
2:00A-12:00P |
|
1 Pt. = 10 BP |
|
1 Pt. = 10 BP |
|
100,000 BP |
1900 BP |
|
1,900 |
BP |
|
|
| LIFFE Euro-BTP (Italian Bond) |
1:55A-11:58A |
|
1 Pt. = 10 ECU |
|
1 Pt. = 10 ECU |
|
100,000 ECU |
1,500 ECU |
1,500 ECU - |
| Eurex Bund |
1:30A-11:56A |
|
1 Pt. = 10 ECU |
|
1 Pt. = 10 ECU |
|
100,000 ECU |
2,045 ECU |
2,045 ECU - |
| Eurex DAX |
2:30A- 9:00A |
|
1 Pt. = 25 ECU |
|
0.5 Pt. = 12.5 ECU |
|
25 X DAX Index |
11,400 ECU |
11,400 ECU |
|
|
| SIMEX Nikkei |
6:00P-12:15A |
|
1 Pt. = 500 JY |
|
5 Pts. = 2,500 JY |
|
500JY X Nikkei Index |
562,500 J |
Y |
450,000 JY c - |
JY |
|
|
| SIMEX Hang Seng Index |
8:00P-2:00A |
|
1 Pt. = HK$50 |
|
1 Pt. = HK$50 |
|
HK$50 X Index |
90,000 HK$ |
90,000 HK$ - |
| MATIF CAC40 |
3:00A-10:00A |
|
1 Pt. = 10 ECU |
|
0.5 Pt. = 5 ECU |
|
10 ECU X Index |
2,750 |
|
2,750 |
|
|
|
| MATIF Euro 10-Yr |
2:30A- 9:30A |
|
1 Pt. = 10 ECU |
|
1 Pt. = 10 ECU |
|
100,000 ECU |
1,500 ECU |
1,500 ECU - |
| SFE Ordinaries Price Index |
4:20P-10:40P |
|
1 Pt. = 25 AD |
|
1 Pt. = 25 AD |
|
25 AD X Index |
10,000 AD |
8,000 AD - |
| SFE Australian 10 Yr Bond |
4:30P-12:30A |
|
1% = 88 AD |
|
0.5% = 44 AD |
|
100,000 AD |
2,400 AD |
2,400 AD - |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| * All margins and contract specifications are subject to change without notice. |
|
|
|
|
|
|
|
|
| All margins are SPAN minimums except some spreads and delivery months which may be higher. |
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|