| |
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|
Margins |
|
|
|
| Contract |
SYM
|
XCG |
Intra-Day |
Initial |
Maint. |
Cal. Spread |
Contract Size |
Tick Size |
Type |
| CME |
| 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 |
| MGEX |
| 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 |
| KCBT |
| 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 |
| WCE / ICE Canada |
| Canola |
RS |
WCE |
C$220 |
C$594 |
C$440 |
C$180 |
20 tonnes |
C$.10/ton = C$2.00 |
Grains |
| Western Barley |
AB |
WCE |
C$200 |
C$311 |
C$230 |
C$115 |
20 tonnes |
C$.10/ton = C$2.00 |
Grains |
| Feed Wheat |
WW |
WCE |
C$120 |
C$216 |
C$160 |
C$75 |
20 tonnes |
C$.10/ton = C$2.00 |
Grains |
| |
|
|
Margins |
|
|
|
| Contract |
SYM
|
XCG |
Intra-Day |
Initial |
Maint. |
Cal. Spread |
Contract Size |
Tick Size |
Type |
| NYMEX |
| Crude Oil (Light Sweet) |
CL |
NYMEX |
$4,375 |
$11,813 |
$8,750 |
$450 |
1000 barrels |
1¢/barrel = $10.00 |
Energies |
| miNY Crude Oil (Light Sweet) |
QM |
NYMEX |
$1,650 |
$6,244 |
$4,625 |
$225 |
500 barrels |
2.5¢/barrel = $12.50 |
Energies |
| Natural Gas (Henry Hub) |
NG |
NYMEX |
$4,125 |
$11,138 |
$8,250 |
$750 |
10,000 mmBtu |
.001 = $10.00 |
Energies |
| miNY Natural Gas |
QG |
NYMEX |
$1,100 |
$2,784 |
$2,062 |
$188 |
2500 mmBtu |
.005 = $12.50 |
Energies |
| Heating Oil |
HO |
NYMEX |
$5,125 |
$13,838 |
$10,250 |
$250 |
42,000 gal |
.0001 = $4.20 |
Energies |
| miNY Heating Oil |
QH |
NYMEX |
$2,050 |
$6,919 |
$5,125 |
$125 |
21,000 gal |
.001 = $21 |
Energies |
| RBOB Gasoline (Unleaded Gas) |
RB |
NYMEX |
$4,500 |
$12,150 |
$9,000 |
$200 |
42,000 gal |
.0001 = $4.20 |
Energies |
| miNY RBOB Gasoline (Unleaded Gas) |
QU |
NYMEX |
$2,250 |
$6,075 |
$4,500 |
$100 |
21,000 gal |
.001 = $21 |
Energies |
| Brent Crude Oil |
BZ |
NYMEX |
$4,750 |
$12,825 |
$9,500 |
$450 |
1,000 barrels |
1¢/barrel = $10.00 |
Energies |
| ICE_IPE |
| 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 |
1¢/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 |
25¢/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 |
|