CME
EQUITY INDEX
PRODUCT CODE |
PRODUCT |
INITIAL MARGIN |
MAINT. MARGIN |
INTRADAY MARGIN |
EMD |
Mini S&P Mid-Cap |
7370 |
6700 |
500 |
ES |
Mini S&P 500 |
5060 |
4600 |
500 |
NKD |
NIKKEI 225 Stock Index |
4400 |
4000 |
2000 |
NQ |
Mini Nasdaq |
3960 |
3600 |
500 |
YM |
Mini Dow |
4290 |
3900 |
500 |
INTEREST RATES
PRODUCT CODE |
PRODUCT |
INITIAL MARGIN |
MAINT. MARGIN |
INTRADAY MARGIN |
GE |
Eurodollar |
176 |
160 |
500 |
ZB |
U.S. Treasury Bonds |
2310 |
2100 |
500 |
ZF |
5yr Notes |
990 |
900 |
500 |
ZN |
10yr Notes |
1320 |
1200 |
500 |
ZQ |
30-Day Fed. Funds |
750 |
500 |
500 |
ZT |
2yr Note |
506 |
460 |
500 |
METALS (COMEX)
PRODUCT CODE |
PRODUCT |
INITIAL MARGIN |
MAINT. MARGIN |
INTRADAY MARGIN |
GC |
Gold |
4400 |
4000 |
1000 |
HG |
Copper |
3190 |
2900 |
1000 |
MGC |
Micro Gold |
440 |
400 |
500 |
QI |
miNY Silver |
3575 |
3250 |
2500 |
QO |
miNY Gold |
2200 |
2000 |
1000 |
SI |
Silver |
7150 |
6500 |
5000 |
PRODUCT CODE |
PRODUCT |
INITIAL MARGIN |
MAINT. MARGIN |
INTRADAY MARGIN |
CL |
Light Sweet Crude Oil |
4895 |
4450 |
1000 |
HO |
Heating Oil |
5033 |
4575 |
2000 |
NG |
Henry Hub NATURAL GAS |
4455 |
4050 |
1000 |
QG |
Mini Nat Gas |
1113 |
1012 |
500 |
QM |
Mini Crude |
2448 |
2225 |
500 |
RB |
RBOB Gasoline |
5170 |
4700 |
2000 |
AGRICULTURALS
PRODUCT CODE |
PRODUCT |
INITIAL MARGIN |
MAINT. MARGIN |
INTRADAY MARGIN |
GF |
Feeder Cattle |
2475 |
2250 |
1000 |
HE |
Lean Hogs |
1320 |
1200 |
1000 |
LE |
Live Cattle |
1320 |
1200 |
1000 |
XC |
Mini-Corn |
220 |
200 |
500 |
ZC |
Corn |
1100 |
1000 |
1000 |
ZL |
Soybean Oil |
880 |
800 |
1000 |
ZM |
Soybean Meal |
2750 |
2500 |
1000 |
ZO |
Oats |
1210 |
1100 |
1000 |
ZS |
Soybeans |
2750 |
2500 |
1500 |
ZW |
Wheat |
1430 |
1300 |
1000 |
FX
PRODUCT CODE |
PRODUCT |
INITIAL MARGIN |
MAINT. MARGIN |
INTRADAY MARGIN |
6A
|
Aussie Dollar |
1793 |
1630 |
1000 |
6B |
British Pound |
1485 |
1350 |
500 |
6C |
Canadian Dollar |
1430 |
1300 |
1000 |
6E |
Euro Future |
2640 |
2400 |
500 |
6J |
Japanese Yen |
2475 |
2250 |
1000 |
6M |
Mexican Peso |
1760 |
1600 |
1000 |
6N |
New Zealand Dollar |
1650 |
1500 |
1000 |
6S |
Swiss Franc |
2475 |
2250 |
1000 |
E7 |
Mini Euro |
1320 |
1200 |
500 |
J7 |
Mini Yen |
1238 |
1125 |
500 |
M6A |
Micro Aussie Dollar |
179 |
163 |
250 |
M6B |
Micro British Pound |
149 |
135 |
250 |
M6E |
Micro Euro |
264 |
240 |
250 |
MCD |
Micro Canadian Dollar |
143 |
130 |
250 |
MJY |
Micro Yen |
248 |
225 |
250 |
MSF |
Micro Swiss Franc |
248 |
225 |
250 |
EUREX
PRODUCT CODE |
PRODUCT |
INITIAL MARGIN (€) |
MAINT. MARGIN |
INTRADAY MARGIN ($) |
FDAX
|
Dax Futures |
17798 |
0 |
2500 |
FESX |
Euro Stoxx |
2253 |
0 |
1000 |
LFZ |
FTSE 100 |
4388 |
0 |
1000 |
INTEREST RATES
PRODUCT CODE |
PRODUCT |
INITIAL MARGIN (€) |
MAINT. MARGIN |
INTRADAY MARGIN ($) |
FGBL |
Euro-Bund (10 yr) |
2200 |
0 |
1000 |
FGBM |
Euro-Bobl (5yr) |
1070 |
0 |
685 |
FGBS |
Euro-Schatz (2yr) |
390 |
0 |
685 |
ICE/NYBOT
AGRICULTURALS
PRODUCT CODE |
PRODUCT |
INITIAL MARGIN |
MAINT. MARGIN |
INTRADAY MARGIN |
CC |
Cocoa |
1430 |
1300 |
1000 |
CT |
Cotton |
1320 |
1200 |
1000 |
KC |
Coffee |
6050 |
5500 |
2000 |
SB |
Sugar #11 |
1045 |
950 |
1000 |
INDICIES
PRODUCT CODE |
PRODUCT |
INITIAL MARGIN |
MAINT. MARGIN |
INTRADAY MARGIN |
DX |
US Dollar Index |
1485 |
1350 |
500 |
TF |
Mini Russell 2000 |
5610 |
5100 |
500 |
ICE UK
ENERGIES (ICE-UK)
PRODUCT CODE |
PRODUCT |
INITIAL MARGIN (£) |
MAINT. MARGIN |
INTRADAY MARGIN ($) |
BRN |
Brent Crude |
4150 |
0 |
1000 |
GAS |
Gasoline |
2600 |
0 |
1000 |
WBS |
WTI Crude |
3900 |
0 |
1000 |