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» Home » Commissions & Margins
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Deep Discount Futures Commissions |
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| Equity Indices |
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Margins |
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| Contract |
SYM
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XCG |
Intra-Day |
Initial |
Maint. |
Cal. Spread |
Contract Size |
Tick Size |
Type |
| E-Mini S&P 500 |
ES |
CME |
$700 |
$4,500 |
$3,600 |
$30 |
$50 x Index |
.25 =$12.50 |
Indices |
| E-Mini NASDAQ 100 |
NQ |
CME |
$500 |
$2,750 |
$2,200 |
$25 |
$20 x Index |
.25 = $5.00 |
Indices |
| Mini Dow Jones $5 |
YM |
CME |
$550 |
$3,503 |
$2,802 |
$25 |
$5 x Index |
1pt. = $5.00 |
Indices |
| E-Mini Russell 2000 |
ER2 |
CME |
$750 |
$5,250 |
$4,200 |
$50 |
$100 x Index |
.10 = $10.00 |
Indices |
| E-mini NASDAQ Composite |
QCN |
CME |
$600 |
$4,500 |
$3,600 |
$250 |
$20 x Index |
.50 = $10.00 |
Indices |
| E-Mini S&P Midcap 400 |
EMD |
CME |
$750 |
$4,000 |
$3,200 |
$30 |
$100 x Index |
.10 = $10.00 |
Indices |
| S&P 500 (Full Size) |
SP |
CME |
$9,000 |
$22,500 |
$18,000 |
$150 |
$250 x Index |
.10 = $25 |
Indices |
| NASDAQ 100 (Full Size) |
ND |
CME |
$5,500 |
$13,750 |
$11,000 |
$125 |
$100 x Index |
.25 = $25.00 |
Indices |
| S&P 500 (Full Size) |
ER2 |
CME |
¼ Maint. |
$0.91 |
$0.01 |
¥23,000 |
= |
X |
Indices |
| Russell 2000 (Full Size) |
RL |
CME |
$10,500 |
$26,250 |
$21,000 |
$50 |
$500 x Index |
.05 = $25.00 |
Indices |
| Dow Jones $10 |
ZD |
CME |
$2,802 |
$7,005 |
$5,604 |
$25 |
$10 x Index |
1pt. = $10.00 |
Indices |
| Dow Jones $25 (Big Dow) |
DD |
CME |
$7,005 |
$17,513 |
$14,010 |
$25 |
$25 x Index |
1pt. = $25.00 |
Indices |
| S&P Midcap 400 (Full Size) |
EMD |
CME |
$8,000 |
$20,000 |
$16,000 |
$50 |
$500 x Index |
.05 = $25.00 |
Indices |
| Nikkei 225 ($) |
NKD |
CME |
$2,000 |
$5,000 |
$4,000 |
$100 |
$5 x Index |
1pt. = $5.00 |
Indices |
| Nikkei 225 (¥) |
NIY |
CME |
¥235,000 |
¥587,500 |
¥470,000 |
¥20,000 |
¥500 x Index |
.05 = ¥25 |
Indices |
| E-mini MSCI EAFE |
EFE |
CME |
$2,500 |
$6,250 |
$5,000 |
$125 |
$50 x Index |
0.10 = $5.00 |
Indices |
| E-mini MSCI Emerging Markets |
EMI |
CME |
$2,500 |
$6,250 |
$5,000 |
$125 |
$50 x Index |
0.10 = $5.00 |
Indices |
| DJ-AIG Commodity Index ER. |
AW |
CME |
$550 |
$1,350 |
$1,100 |
$135 |
$100 x Index |
.1 pt. = $10.00 |
Indices |
| PIMCO SPTR TRAKRS Index |
PST |
CME |
$3 |
$4 |
$3 |
- |
$1 x Index |
.01 = $.01 |
Indices |
| Rogers Intl. Comdty. TRAKRS |
RCI |
CME |
$4 |
$5 |
$4 |
- |
$1 x Index |
.01 = $.01 |
Indices |
| ICE Russell 2000 (Full Size) |
TO |
ICE |
$7,500 |
$18,750 |
$15,000 |
$250 |
$500 x Index |
.05 = $25 |
Indices |
| ICE Mini Russell 2000 |
TF |
ICE |
$1,500 |
$3,750 |
$3,000 |
$50 |
$100 x Index |
.10 = $10.00 |
Indices |
| ICE Russell 1000 (Full Size) |
R |
ICE |
$6,500 |
$16,250 |
$13,000 |
$250 |
$500 x Index |
.05 = $25 |
Indices |
| ICE Mini Russell 1000 |
RF |
ICE |
$1,300 |
$3,250 |
$2,600 |
$50 |
$100 x Index |
.05 = $5 |
Indices |
| Continuous Commodity Index (CCI) |
CI |
ICE |
$3,000 |
$6,000 |
$6,000 |
$500 |
$500 x Index |
.05 = $25 |
Indices |
| Revised NYSE Comp. |
YU |
ICE |
$7,750 |
$15,500 |
$15,500 |
$250 |
$50 x Index |
.50 = $25 |
Indices |
| DJ Euro Stoxx |
FESX |
EUREX |
€800 |
€2,794 |
€2,794 |
€47 |
€10 x Index |
1 pt. = €10.00 |
Indices |
| Dax |
FDAX |
EUREX |
€3,500 |
€13,039 |
€13,039 |
€98 |
€25 x Index |
.5 = €12.50 |
Indices |
| FTSE 100 |
Z |
LIFFE |
£1,300 |
£4,000 |
£4,000 |
£95 |
€10 x Index |
.5 = €5.00 |
Indices |
| CAC 40 Index |
PIL |
LIFFE |
€1,500 |
€3,000 |
€3,000 |
€400 |
€10 x Index |
.5 = €5.00 |
Indices |
| S&P/MIB |
SPMIB |
IDEM |
€3,500 |
€12,500 |
€12,500 |
€130 |
€5 x Index |
5 pts. = €25 |
Indices |
| Mini S&P/MIB |
MINI |
IDEM |
€800 |
€2,500 |
€2,500 |
€26 |
€1 x Index |
5 pts. = €5 |
Indices |
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Margins |
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| Contract |
SYM
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XCG |
Intra-Day |
Initial |
Maint. |
Cal. Spread |
Contract Size |
Tick Size |
Type |
| Euro FX |
EC |
CME |
$1,100 |
$3,105 |
$2,300 |
$75 |
€125,000 |
.0001 = $12.50 |
Currencies |
| E-Mini Euro FX |
E7 |
CME |
$610 |
$1,553 |
$1,150 |
$19 |
€62,500 |
.0001 = $6.25 |
Currencies |
| Australian Dollar |
AD |
CME |
$675 |
$2,160 |
$1,600 |
$50 |
A$100,000 |
.0001 = $10.00 |
Currencies |
| British Pound |
BP |
CME |
$950 |
$2,025 |
$1,500 |
$50 |
£62,500 |
.0001 = $6.25 |
Currencies |
| Canadian Dollar |
CD |
CME |
$500 |
$2,363 |
$1,750 |
$50 |
C$100,000 |
.0001 = $10.00 |
Currencies |
| Japanese Yen |
JY |
CME |
$1,150 |
$3,375 |
$2,500 |
$25 |
¥12,500,000 |
.000001 = $12.50 |
Currencies |
| E-Mini Japanese Yen |
J7 |
CME |
$610 |
$1,890 |
$1,400 |
$25 |
¥6,250,000 |
.000001 = $6.25 |
Currencies |
| Swiss Franc |
SF |
CME |
$600 |
$2,700 |
$2,000 |
$50 |
SF 125,000 |
.0001 = $12.50 |
Currencies |
| New Zealand Dollar |
NE |
CME |
$700 |
$1,890 |
$1,400 |
$50 |
NZ$100,000 |
.0001 = $10.00 |
Currencies |
| Russian Ruble |
RU |
CME |
$1,000 |
$3,000 |
$2,000 |
$2,000 |
RR 2,500,000 |
.00001 = $25.00 |
Currencies |
| Mexican Peso |
MP |
CME |
$750 |
$1,875 |
$1,500 |
$100 |
MP 500,000 |
.000025 = $12.50 |
Currencies |
| South African Rand |
RA |
CME |
$1,150 |
$3,105 |
$2,300 |
$600 |
SAR 500,000 |
.00001 = $12.50 |
Currencies |
| U.S. Dollar Index |
DX |
ICE |
$500 |
$1,064 |
$800 |
$150 |
$1,000 x index |
.01 = $10 |
Currencies |
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| Interest Rates |
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Margins |
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| Contract |
SYM
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XCG |
Intra-Day |
Initial |
Maint. |
Cal. Spread |
Contract Size |
Tick Size |
Type |
| 30 Year T-Bond |
ZB |
CME |
$877 |
$2,430 |
$1,800 |
$125 |
$100,000 |
.01 = $31.25 |
Interest Rates |
| 10 Year T-Note |
ZN |
CME |
$400 |
$1,890 |
$1,400 |
$125 |
$100,000 |
.005 = $15.625 |
Interest Rates |
| 5 Year T-Note |
ZF |
CME |
$300 |
$1,350 |
$1,000 |
$125 |
$100,000 |
.005 = $15.625 |
Interest Rates |
| 2 Year T-Note |
ZT |
CME |
$473 |
$1,215 |
$900 |
$200 |
$200,000 |
.005 = $15.625 |
Interest Rates |
| EuroDollar |
GE |
CME |
$300 |
$1,013 |
$750 |
$500 |
$1,000,000 |
.005 = $12.50 |
Interest Rates |
| Mini Eurodollar |
YE |
CME |
$150 |
$338 |
$250 |
$250 |
$500,000 |
.005 = $6.25 |
Interest Rates |
| 10 Year Swap Note |
SR |
CME |
$1,148 |
$2,295 |
$1,700 |
- |
$100,000 |
.005 = $15.625 |
Interest Rates |
| 30-Day Fed Fund |
ZQ |
CME |
$450 |
$1,148 |
$850 |
$500 |
$5,000,000 |
.005 = $20.835 |
Interest Rates |
| EuroYen |
EJ |
CME |
¥5,000 |
¥13,500 |
¥10,000 |
¥23,000 |
¥100M |
.005 = ¥1250 |
Interest Rates |
| LIBOR |
GLB |
CME |
$300 |
$608 |
$450 |
$350 |
$3,000,000 |
.0025 = $6.25 |
Interest Rates |
| Euro Bund (10-Year Note) |
FGBL |
EUREX |
€300 |
€1,700 |
€1,700 |
€100 |
€100,000 |
.01 = €10.00 |
Interest Rates |
| Euro Bobl (5-Year Note) |
FGBM |
EUREX |
€300 |
€1,040 |
€1,040 |
€120 |
€100,000 |
.01 = € 10.00 |
Interest Rates |
| Euro Schatz (2-Year Note) |
FGBS |
EUREX |
€350 |
€470 |
€470 |
€90 |
€100,000 |
.005 = €5.00 |
Interest Rates |
| Buxl (30-Year Bond) |
FGBX |
EUREX |
€1,395 |
€2,790 |
€2,790 |
€310 |
€100,000 |
.02 = € 20.00 |
Interest Rates |
| Short Sterling (3-Month Sterling) |
L |
LIFFE |
£275 |
£688 |
£550 |
N/A |
£500,000 |
.01 = £12.50 |
Interest Rates |
| Euribor (3-Month Euro) |
I |
LIFFE |
€500 |
€1,250 |
€1,000 |
N/A |
€1,000,000 |
.005 = €12.50 |
Interest Rates |
| Long Gilt |
R |
LIFFE |
£1,060 |
£2,650 |
£2,120 |
N/A |
£100,000 |
.01 = £10.00 |
Interest Rates |
| Euroswiss (3-Month) |
S |
LIFFE |
SF375 |
SF938 |
SF750 |
N/A |
SF1,000,000 |
.01 = SF25.00 |
Interest Rates |
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Margins |
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| Contract |
SYM
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XCG |
Intra-Day |
Initial |
Maint. |
Cal. Spread |
Contract Size |
Tick Size |
Type |
| Light Sweet Crude Oil |
CL |
NYMEX |
$4,375 |
$11,813 |
$8,750 |
$450 |
1000 barrels |
1¢/barrel = $10.00 |
Energies |
| Brent Crude Oil |
BZ |
NYMEX |
$4,750 |
$12,825 |
$9,500 |
$450 |
1,000 barrels |
1¢/barrel = $10.00 |
Energies |
| Natural Gas (Henry Hub) |
NG |
NYMEX |
$4,125 |
$11,138 |
$8,250 |
$750 |
10,000 mmBtu |
.001 = $10.00 |
Energies |
| Heating Oil |
HO |
NYMEX |
$5,125 |
$13,838 |
$10,250 |
$250 |
42,000 gal |
.0001 = $4.20 |
Energies |
| RBOB Gasoline (Unleaded Gas) |
RB |
NYMEX |
$4,500 |
$12,150 |
$9,000 |
$200 |
42,000 gal |
.0001 = $4.20 |
Energies |
| miNY Crude Oil (Light Sweet) |
QM |
NYMEX |
$1,650 |
$6,244 |
$4,625 |
$225 |
500 barrels |
.025 = $12.50 |
Energies |
| miNY Heating Oil |
QH |
NYMEX |
$2,050 |
$6,919 |
$5,125 |
$125 |
21,000 gal |
.001 = $21 |
Energies |
| miNY RBOB Gasoline (Unleaded Gas) |
QU |
NYMEX |
$2,250 |
$6,075 |
$4,500 |
$100 |
21,000 gal |
.001 = $21 |
Energies |
| miNY Natural Gas |
QG |
NYMEX |
$1,100 |
$2,784 |
$2,062 |
$188 |
2500 mmBtu |
.005 = $12.50 |
Energies |
| WTI Light Sweet Crude Oil |
WTI |
ICE |
$7,000 |
$17,500 |
$14,000 |
N/A |
1,000 barrels |
1¢/barrel = $10.00 |
Energies |
| Brent Crude |
COIL |
ICE |
$7,000 |
$16,875 |
$13,500 |
N/A |
1,000 barrels |
US1¢/barrel = $10.00 |
Energies |
| Heating Oil |
HOIL |
ICE |
$7,000 |
$17509 |
$14007 |
N/A |
42,000 gal |
.01¢/gal. = $4.20 |
Energies |
| NYH RBOB Gasoline (Unleaded Gas) |
RBOB |
ICE |
$5,550 |
$13,860 |
$11,088 |
N/A |
42,000 gal |
.01¢/gal. = $4.20 |
Energies |
| Gas Oil |
GOIL |
ICE |
$5,700 |
$14,250 |
$11,400 |
N/A |
100 met. tons |
US25¢/ton = $25.00 |
Energies |
| UK Natural Gas |
NGF |
ICE |
£590 |
£1,470 |
£1,176 |
N/A |
1,000 thrms/ctrdy |
.01p/therm = £10.00 |
Energies |
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| Grains |
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Margins |
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| Contract |
SYM
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XCG |
Intra-Day |
Initial |
Maint. |
Cal. Spread |
Contract Size |
Tick Size |
Type |
| Corn |
ZC |
CME |
$500 |
$2,025 |
$1,500 |
$50 |
5000 bu |
.0025 = $12.50 |
Grains |
| Mini-Corn |
XC |
CME |
$135 |
$405 |
$300 |
$50 |
1000 bu |
.00125 = $1.25 |
Grains |
| Wheat |
ZW |
CME |
$950 |
$4,050 |
$3,000 |
$200 |
5000 bu |
.0025 = $12.50 |
Grains |
| Mini-Wheat |
XW |
CME |
$300 |
$810 |
$600 |
$200 |
1000 bu |
.00125 = $1.25 |
Grains |
| Soybeans |
ZS |
CME |
$945 |
$4,725 |
$3,500 |
$260 |
5000 bux |
.0025 = $12.50 |
Grains |
| Mini-Soybeans |
XB |
CME |
$122 |
$945 |
$700 |
$52 |
1000 bu |
.00125 = $1.25 |
Grains |
| Soybean Oil |
ZL |
CME |
$425 |
$2,025 |
$1,500 |
$300 |
60,000 lbs |
.0001 = $6.00 |
Grains |
| Soybean Meal |
ZM |
CME |
$746 |
$2,700 |
$2,000 |
$900 |
100 tons |
.1 = $10.00 |
Grains |
| S.Amer. Soybeans |
ZK |
CME |
$750 |
$2,025 |
$1,500 |
$300 |
5000 bu |
.0025 = $12.50 |
Grains |
| Ethanol |
ZE |
CME |
$1,750 |
$4,725 |
$3,500 |
$1,800 |
29,000 gal |
.001 = $29 |
Grains |
| Rough Rice |
ZR |
CME |
$1,150 |
$3,105 |
$2,300 |
$1,400 |
2000 cwt |
.5 = $10.00 |
Grains |
| Oats |
ZO |
CME |
$500 |
$1,350 |
$1,000 |
$550 |
5000 bu |
.0025 = $12.50 |
Grains |
| Hard Red Spring Wheat |
MWE |
MGEX |
$2,000 |
$5,200 |
$4,000 |
N/A |
5000 bu |
.0025 = $12.50 |
Grains |
| Hard Red Spring Wheat Index |
IP |
MGEX |
$1,850 |
$3,510 |
$2,700 |
N/A |
5000 bu |
.0025 = $12.50 |
Grains |
| Hard Red Winter Wheat Index |
IH |
MGEX |
$1,850 |
$3,510 |
$2,700 |
N/A |
5000 bu |
.0025 = $12.50 |
Grains |
| Soft Red Winter Wheat Index |
IW |
MGEX |
$1,850 |
$3,510 |
$2,700 |
N/A |
5000 bu |
.0025 = $12.50 |
Grains |
| National Corn Index |
IC |
MGEX |
$500 |
$1,300 |
$1,000 |
N/A |
5000 bu |
.0025 = $12.50 |
Grains |
| National Soybean Index |
IS |
MGEX |
$1,000 |
$2,600 |
$2,000 |
N/A |
5000 bu |
.0025 = $12.50 |
Grains |
| KC Hard Red Winter Wheat |
KE |
KCBOT |
$1,000 |
$2,500 |
$2,000 |
$2,000 |
5000 bu |
.0025 = $12.50 |
Grains |
| ValueLine Index |
MV |
KCBOT |
$400 |
$1,000 |
$800 |
N/A |
$25 x Index |
.50 = $12.50 |
Grains |
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Margins |
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| Contract |
SYM
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XCG |
Intra-Day |
Initial |
Maint. |
Cal. Spread |
Contract Size |
Tick Size |
Type |
| Cocoa |
CC |
ICE |
$950 |
$2,660 |
$1,900 |
$300 |
10 metric tons |
1.00 = $10.00 |
Softs |
| Coffee "C" |
KC |
ICE |
$950 |
$4,200 |
$3,000 |
$400 |
37,500 lbs |
.05 = $18.75 |
Softs |
| Cotton #2 |
CT |
ICE |
$900 |
$2,520 |
$1,800 |
$300 |
50,000 lbs |
.01 = $5 |
Softs |
| Orange Juice "A" (FCOJ) |
OJ |
ICE |
$650 |
$1,820 |
$1,300 |
$300 |
15,000 lbs |
.05 = $7.50 |
Softs |
| Sugar #11 |
SB |
ICE |
$400 |
$1,120 |
$800 |
$200 |
112,000 lbs |
.01 = $11.20 |
Softs |
| Sugar #14 |
TH |
ICE |
$350 |
$980 |
$700 |
$250 |
112,000 lbs |
.01 = $11.20 |
Softs |
| Pulp |
P |
CME |
$250 |
$665 |
$500 |
$350 |
20 metric tons |
$.25/metric ton = $5.00 |
Softs |
| Random Length Lumber |
LB |
CME |
$550 |
$1,650 |
$1,100 |
$550 |
110,000bdft |
.10 = $10 |
Softs |
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| Livestock |
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Margins |
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| Contract |
SYM
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XCG |
Intra-Day |
Initial |
Maint. |
Cal. Spread |
Contract Size |
Tick Size |
Type |
| Live Cattle |
LC |
CME |
$400 |
$1,080 |
$800 |
$400 |
40,000 lbs |
.00025 = $10 |
Livestock |
| Feeder Cattle |
FC |
CME |
$500 |
$1,350 |
$1,000 |
$350 |
50,000 lbs |
.00025 = $12.50 |
Livestock |
| Lean Hogs |
LH |
CME |
$450 |
$1,215 |
$900 |
$700 |
40,000 lbs |
.00025 = $10 |
Livestock |
| Frozen Pork Bellies |
PB |
CME |
$600 |
$1,620 |
$1,200 |
$500 |
40,000 lbs |
.00025 = $10 |
Livestock |
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