| Sort By: | ||
| Indices | ||||||||||
| NET POSITIONS | SPREADS | |||||||||
Contract |
Sym. |
Exch. |
Initial Margin |
Maint. Margin |
Intraday Margin |
Initial Margin |
Maint. Margin |
|||
| E-Mini S&P 500 | ES | CME | $4,500 | $3,600 |  |
$500 | $38 | $30 | ||
| E-Mini NASDAQ 100 | NQ | CME | $3,250 | $2,600 | |
$500 | $31 | $25 | ||
| Mini Dow Jones $5 | YM | CME | $3,503 | $2,802 | |
$500 | $25 | $25 | ||
| E-Mini Russell 2000 | ER2 | CME | $5,250 | $4,200 | |
$700 | $63 | $50 | ||
| S&P 500 | SP | CME | $22,500 | $18,000 | - | $188 | $150 | |||
| NASDAQ 100 | ND | CME | $16,250 | $13,000 | - | $156 | $125 | |||
| Russell 2000 | RL | CME | $26,250 | $21,000 | - | $313 | $250 | |||
| Dow Jones $10 | DJ | eCBOT | $7,005 | $5,604 | $4,700 | $50 | $50 | |||
| S&P Midcap 400 | MD | CME | $20,000 | $16,000 | - | $313 | $250 | |||
| E-Mini Midcap 400 | SMC | CME | $4,000 | $3,200 | $500 | $38 | $30 | |||
| Dax | FDAX | Eurex | €14,734 | €14,700 | |
€2,500 | €98 | €98 | ||
| Dow Jones EuroSTOXX 50 | FESX | Eurex | €2,750 | €2,750 | |
€700 | €47 | €47 | ||
| S&P MIB | SPMIB | IDEM | €12,500 | €12,500 | €3,500 | - | - | |||
| S&P Mini MIB | MINI | IDEM | €2,500 | €2,500 | €800 | - | - | |||
| CAC 40 Index | FCE | Euronext | €3,508 | €3,508 | |
€1,000 | - | - | ||
| FTSE 100 | Z | Euronext | £3,000 | £3,000 | |
£750 | - | - | ||
| Hang Seng Index | HHA | HKFE | 16,050 HKD | 16,050 HKD | - | - | - | |||
| Nikkei 225 Index (USD) | NK | CME | $5,000 | $4,000 | $2,500 | $125 | $100 | |||
| Nikkei 225 Index (JPY) | N1 | CME | ¥587,500 | ¥470,000 | $2,500 | ¥25,000 | ¥20,000 | |||
Margins are subject to change without notice. = indicates high volume electronic contract. |
||||||||||
| Interest Rates | ||||||||
| NET POSITIONS | SPREADS | |||||||
Contract |
Exch. |
Initial Margin |
Maint. Margin |
Intraday 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 |
625 875 350 2,300 600 500 700 1,800 850 |
- - - - 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 |
Intraday 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 |
625 875 350 2,300 600 500 700 1,800 850 |
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 |
Intraday 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 |
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 |
Intraday 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 |
625 875 350 2,300 600 500 700 1,800 850 |
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 |
Intraday 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 |
625 875 350 2,300 600 500 700 1,800 850 |
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 |
Intraday 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 |
625 875 350 2,300 600 500 700 1,800 850 |
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 |
Intraday 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 |
625 875 350 2,300 600 500 700 1,800 850 |
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. |
||||||||
