| |
|
|
Margins |
|
|
|
| Contract |
SYM
|
XCG |
Intra-Day |
Initial |
Maint. |
Cal.
Spread |
Contract
Size |
Tick
Size |
Type |
| CME |
| E-Mini S&P 500 |
ES |
CME |
$700 |
$6,188 |
$4,950 |
$30 |
$50 x Index |
.25 =$12.50 |
Indices |
| E-Mini NASDAQ 100 |
NQ |
CME |
$500 |
$4,000 |
$3,200 |
$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 S&P Midcap 400 |
EMD |
CME |
$750 |
$6,750 |
$5,400 |
$30 |
$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 |
| Euro Based E-mini S&P 500 |
EME |
CME |
€2,475 |
€6,188 |
€4,950 |
€38 |
€50 x Index |
.25 = €12.50 |
Indices |
| S&P 500 (Full Size) |
SP |
CME |
$9,000 |
$30,938 |
$24,750 |
$150 |
$250 x Index |
.10 = $25 |
Indices |
| NASDAQ 100 (Full Size) |
ND |
CME |
$5,500 |
$20,000 |
$16,000 |
$125 |
$100 x Index |
.25 = $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 |
$33,750 |
$27,000 |
$50 |
$500 x Index |
.05 = $25.00 |
Indices |
| Nikkei 225 ($) |
NKD |
CME |
$2,000 |
$6,250 |
$5,000 |
$100 |
$5 x Index |
1pt. = $5.00 |
Indices |
| Nikkei 225 (¥) |
NIY |
CME |
¥235,000 |
¥625,000 |
¥500,000 |
¥20,000 |
¥500 x Index |
.05 = ¥25 |
Indices |
| E-mini MSCI EAFE |
EFE |
CME |
$2,500 |
$11,250 |
$9,000 |
$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 |
| NYBOT / ICE_US |
| Russell 2000 (Full Size) |
TO |
ICE |
$7,500 |
$18,750 |
$15,000 |
$250 |
$500 x Index |
.05 = $25 |
Indices |
| Mini Russell 2000 |
TF |
ICE |
$1,500 |
$3,750 |
$3,000 |
$50 |
$100 x Index |
.10 = $10.00 |
Indices |
| Russell 1000 (Full Size) |
R |
ICE |
$6,500 |
$16,250 |
$13,000 |
$250 |
$500 x Index |
.05 = $25 |
Indices |
| 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 |
| Eurex |
| DJ Euro Stoxx 50 |
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 |
| Euronext Liffe |
| FTSE 100 |
Z |
LIFFE |
£1,300 |
£4,000 |
£4,000 |
£95 |
€10 x Index |
.5 = €5.00 |
Indices |
| MATIF |
| CAC 40 Index |
PIL |
MATIF |
€1,500 |
€3,000 |
€3,000 |
€400 |
€10 x Index |
.5 = €5.00 |
Indices |
| IDEM |
| 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 |
|
