Margins
EXCHANGE MIN. SPEC MARGINS
DATE: 04/06/09
| CBOT 30 YEAR T BONDS | $ | 4,320 | CME BRITISH POUND | $ | 2,700 | |
| CBOT 10 YEAR T NOTES | $ | 2,430 | CME SWISS FRANC | $ | 4,185 | |
| CBOT 5 YEAR T-NOTES | $ | 1,350 | CME JAPANESE YEN | $ | 4,050 | |
| CBOT 2YEAR T-NOTES | $ | 1,080 | CME CANADIAN DOLLAR | $ | 2,430 | |
| CBOT DOW JONES | $ | 13,000 | CME EURO CURRENCY | $ | 4,725 | |
| CBOT MINI-DOW | $ | 6,500 | CME AUSTRALIAN DOLLAR | $ | 3,375 | |
| CBOT 100oz GOLD | $ | 5,400 | CME MEXICAN PESO | $ | 3,000 | |
| CBOT 5000oz SILVER | $ | 8,100 | CME NEW ZEALAND DOLLAR | $ | 2,700 | |
| CBOT MINI-GOLD | $ | 1,800 | CME SOUTH AFRICAN RAND | $ | 6,075 | |
| CBOT MINI-SILVER | $ | 1,620 | CME EURODOLLAR | $ | 1,148 | |
| CBOT SOYA BEAN | $ | 4,050 | CME EURO FX/BRITISH POUND | £ | 4,050 | |
| CBOT SOYA OIL | $ | 2,025 | CME EURO FX/JAPANESE YEN | ¥ | 945,000 | |
| CBOT SOYA MEAL | $ | 2,700 | CME EURO FX/SWISS FRANC | CHF | 3,780 | |
| CBOT CORN | $ | 1,620 | CME BRITISH POUND/JAPANESE YEN | ¥ | 1,755,000 | |
| CBOT WHEAT OLD CROP | $ | 2,700 | CME S&P 500 INDEX | $ | 28,125 | |
| CBOT WHEAT NEW CROP | $ | 2,700 | CME E-MINI S&P 500 | $ | 5,625 | |
| CBOT OATS | $ | 1,080 | CME NASDAQ | $ | 17,500 | |
| CBOT ROUGH RICE | $ | 1,688 | CME MINI-NASDAQ | $ | 3,500 | |
| CBOT MINI-BEANS | $ | 810 | CME NIKKEI DOW | $ | 6,250 | |
| CBOT MINI-WHEAT | $ | 540 | CME YEN-BASED NIKKEI | ¥ | 625,000 | |
| CBOT MINI CORN | $ | 324 | CME LEAN HOGS | $ | 1,418 | |
| CME LIVE CATTLE | $ | 1,620 | ||||
| NYBOT ICE COTTON | $ | 1,820 | CME PORK BELLIES | $ | 1,620 | |
| NYBOT ICE ORANGE JUICE | $ | 980 | CME FEEDER CATTLE | $ | 1,688 | |
| NYBOT ICE SUGAR | $ | 1,260 | CME LUMBER | $ | 1,650 | |
| NYBOT ICE COCOA | $ | 2,660 | CME ETHANOL | $ | 3,375 | |
| NYBOT ICE COFFEE | $ | 3,780 | ||||
| NYBOT ICE PULP | $ | 700 | COMEX GLOBEX GOLD | $ | 5,399 | |
| NYBOT ICE DOLLAR INDEX | $ | 2,261 | COMEX GLOBEX COPPER | $ | 7,763 | |
| COMEX GLOBEX SILVER | $ | 9,450 | ||||
| NYMEX CRUDE (front month) | $ | 7,763 | COMEX GLOBEX MINI GOLD | $ | 2,699 | |
| NYMEX CRUDE (all other months) | $ | 7,763 | COMEX GLOBEX MINI COPPER | $ | 3,882 | |
| NYMEX HEATING OIL | $ | 8,438 | COMEX GLOBEX MINI SILVER | $ | 4,320 | |
| NYMEX NATURAL GAS | $ | 6,750 | ||||
| NYMEX RBOB GASOLINE | $ | 9,450 | CME MINI J-YEN | $ | 2024 | |
| NYMEX MINI-HEATING OIL | $ | 4,219 | CME MINI FX-EURO | $ | 2363 | |
| NYMEX MINI-RBOB GASOLINE | $ | 4,725 | ||||
| NYMEX MINI CRUDE | $ | 3,881 | LIFFE COCOA | £ | 1,610 | |
| NYMEX MINI-NATURAL GAS | $ | 1,688 | LIFFE ROBUSTA COFFEE | $ | 1,100 | |
| NYMEX URANIUM | $ | 1,620 | LIFFE WHEAT | £ | 650 | |
| NYMEX BRENT CRUDE OIL | $ | 12,825 | LIFFE SUGAR | $ | 1,450 | |
| LIFFE FTSE 100 | £ | 3,935 | ||||
| NYMEX GLOBEX PALLADIUM | $ | 3,713 | LIFFE LONG GILT | £ | 4,000 | |
| NYMEX GLOBEX PLATINUM | $ | 8,100 | LIFFE SHORT STERLING | £ | 550 | |
| LIFFE EURIBOR | € | 900 | ||||
| AEX INDEX FUTURE | € | 4,640 | ||||
| EURONEXT PARIS CAC-40 | € | 2,849 | ||||
| EUREX DAX | € | 10,098 | EURONEXT PARIS RAPESEED | € | 1,100 | |
| EUREX BUND | € | 2,280 | ||||
| EUREX BOBL | € | 1,230 | ICE RUSSELL 2000 INDEX | $ | 26,000 | |
| EUREX SCHATZ | € | 530 | ICE E-MINI RUSSELL 1000 | $ | 3,000 | |
| EUREX EURO STOXX | € | 2,064 | ICE E-MINI RUSSELL 2000 | $ | 4,000 | |
| EUREX SMI | CHF | 4,233 | ICE BRENT CRUDE | $ | 7,350 | |
| ICE WTI CRUDE | $ | 8,550 | ||||
| ICE GASOIL | $ | 6,200 |
THESE INITIAL MARGINS MAY BE ALTERED WITHOUT NOTICE E+O.E.
DATE: 05/05/09
| SGX YEN NIKKEI-225 | ¥ | 500,000 | SFE SPI200TM | $ | 6,600 | ||
| SGX MINI NIKKEI-225 | ¥ | 100,000 | SFE 90-DAY BANK ACCEPTED BILL | $ | 1,200 | ||
| SGX USD NIKKEI-225 | $ | 5,250 | SFE 30-DAY INTERBANK CASH RATE | $ | 1,100 | ||
| SGX MSCI AISA APEX | $ | 2,000 | SFE 3-YEAR GOVERNMENT BOND 6% | $ | 1,100 | ||
| SGX MSCI TAIWAN INDEX | $ | 2,375 | SFE 10-YEAR GOVERNMENT BOND 6% | $ | 3,200 | ||
| SGX MSCI SINGAPORE INDEX | S$ | 4,750 | SFE BOND INDEX FUTURE | $ | 1,170 | ||
| SGX HIMSCI | $ | 5,625 | SFE BROAD WOOL | $ | 700 | ||
| SGX CNX NIFTY INDEX | $ | 750 | SFE FINE WOOL | $ | 1,050 | ||
| SGX SINGAPORE DOLLAR INTEREST RATE | S$ | 945 | SFE WOOL DELIVERABLE (GREASY) | $ | 590 | ||
| SGX SINGAPORE BOND (SB) | S$ | 675 | SFE YOUNG CATTLE | $ | 580 | ||
| SGX JAPANESE BOND | ¥ | 1,215,000 | |||||
| SGX MINI JAPANESE BOND | ¥ | 121,500 | DGCX GOLD | $ | 1,500 | ||
| DGCX SILVER | $ | 1,000 | |||||
| ME 30-DAY OVERNIGHT REPO RATE | $ | 1,800 | DGCX EURO | $ | 1,500 | ||
| ME 3-MONTH CANADIAN BANKERS' | $ | 800 | DGCX STERLING POUND | $ | 1,900 | ||
| ME 2-YEAR CANADIAN BOND | $ | 2,200 | DGCX JAPANESE YEN | $ | 1,200 | ||
| ME 10-YEAR CANADIAN BOND | $ | 3,350 | DGCX INDIAN RUPEE | $ | 1,000 | ||
| ME 30-YEAR CANADIAN BOND | $ | 7,700 | DGCX FUJAIRAH FUEL OIL | $ | 1,500 | ||
| ME S&P/TSX 60 INDEX | $ | 16,300 | DGCX STEEL REBAR | $ | 600 | ||
| ME S&P/TSX GLOBAL GOLD INDEX | $ | 15,500 | |||||
| ME S&P/TSX FINANCIALS INDEX | $ | 4,650 | DME OMAN CRUDE OIL | $ | 14,850 | ||
| ME S&P/TSX TECH INDEX | $ | 1,250 | DME OMAN CRUDE OIL FINANCIAL | $ | 14,850 | ||
| ME S&P/TSX ENERGY INDEX | $ | 8,300 | DME BRENT CRUDE OIL FINANCIAL | $ | 11,475 | ||
| ME CARBON DIOXIDE UNITS | $ | 200 |
THESE INITIAL MARGINS MAY BE ALTERED WITHOUT NOTICE E+O.E.
LME Margins
| Commodity | Code | Scanning Range | Date of Last Change | |
|---|---|---|---|---|
| $ Per Tonne | $ Per Lot | |||
| Aluminium Alloy 20 tonnes | AAD | 110 | 2,200 | 9-Feb-09 |
| Aluminium HG 25 Tonnes | AHD | 150 | 3,750 | 29-Apr-09 |
| Mini Aluminium HG 5 Tonnes | MAD | 150 | 750 | 29-Apr-09 |
| Copper 'A' Grade 25 Tonnes | CAD | 550 | 13,750 | 9-Feb-09 |
| Mini Copper 'A' Grade 5 Tonnes | MCD | 550 | 2,750 | 9-Feb-09 |
| LME Index $10 per point | MXD | 234 (index points) | 2,540 | 5-Mar-09 |
| NASAAC 20 tonnes | NAD | 120 | 2,400 | 28-Jan-09 |
| Primary Nickel 6 Tonnes | NID | 2,100 | 12,600 | 29-Apr-09 |
| Lead 25 Tonnes | PBD | 200 | 5,000 | 9-Feb-09 |
| Tin 5 Tonnes | SND | 1,700 | 8,500 | 29-Apr-09 |
| SHG Zinc 25 Tonnes | ZSD | 190 | 4,750 | 5-Mar-09 |
| Mini Zinc 5 Tonnes | MZD | 190 | 950 | 5-Mar-09 |
| Mediterranean Steel Billet 65 Tonnes | FMD | 70 | 4,550 | 29-Apr-09 |
| Far East Steel Billet 65 Tonnes | FFD | 66 | 4,290 | 29-Apr-09 |