Net Position
Spreads
|
|||||
| 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 |
405 675 405 1,823 725 650 945 1,080 878 |
300 500 300 1,350 600 500 700 800 650 |
**135 **237 **203 **203 100 - 203 **338 **405 |
**100 **175 **150 **150 100 - 150 **250 **300 |
| Margins are subject to
change without notice. * Margins involving the spot month may be significantly higher. ** Margins are for interyear spreads. |
|||||
Net Position
Spreads
|
|||||
| 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 |
1,080 878 1,620 1,823 3,150 |
800 650 1,200 1,350 2,100 |
1,215 945 **743 608 525 |
900 700 **550 450 350 |
| Margins are subject to
change without notice. * Margins involving the spot month may be significantly higher. |
|||||
Net Position
Spreads
|
|||||
| 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 |
2,025 405 2,700 405 2,700 2,700 2,700 |
1,500 300 2,000 300 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. |
|||||
Net Position
Spreads
|
|||||
| 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 |
4,725 4,725 5,400 2,625 10,125 |
3,500 3,500 4,000 1,750 7,500 |
540 675 338 1,050 1,350 |
400 500 250 700 1,000 |
| Margins are subject to
change without notice. * Margins involving the spot month may be significantly higher. |
|||||
Net Position
Spreads
|
|||||
| NET POSITIONS | SPREADS | ||||
CONTRACT |
EXCH. |
INITIAL MARGIN |
MAINT. MARGIN |
INITIAL MARGIN |
MAINT. MARGIN |
| Coffee* Cocoa* Sugar* Cotton* Orange Juice* |
NYBOT NYBOT NYBOT NYBOT NYBOT |
1,960 1,190 700 2,380 1,260 |
1,400 850 500 1,700 900 |
280 280 210 1,700 210 |
200 200 150 1,700 150 |
| Margins are subject to
change without notice. * Margins involving the spot month may be significantly higher. |
|||||
Net Position
Spreads
|
|||||
| 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 1,890 1,350 1,729 2,700 2,430 1,875 1,958 |
1,750 1,400 1,000 1,300 2,000 1,800 1,500 1,450 |
34 68 34 200 68 34 250 34 |
25 50 25 150 50 25 200 25 |
| Margins are subject to
change without notice. |
|||||
Net Position
Spreads
|
|||||
| 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 |
1,755 1,215 810 1,215 945 405 6,750 |
1,300 900 600 900 700 300 5,000 |
- - - - 135 405 4,050 |
- - - - 100 300 3,000 |
| Margins are subject to
change without notice. |
|||||
Net Position
Spreads
|
|||||
| 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 4,500 17,500 17,500 4,063 2,000 5,000 |
16,000 3,200 15,000 3,000 3,600 14,000 14,000 3,250 2,000 4,000 |
63 13 125 25 313 313 375 63 460 - |
50 10 100 20 250 250 300 50 350 - |
| Margins are subject to
change without notice. |
|||||