Current Margins and Contract
Specifications*
August 13 , 2013
Chicago Mercantile Exchange |
|
Margin/Performance Bonds |
Contract |
Symbol |
Initial |
Maintenance |
E-mini S&P 500 |
ES |
$3,850 |
$3,500 |
E-mini Nasdaq- 100 |
NQ |
$2,420 |
$2,200 |
E-mini S&P Midcap 400 |
ME |
$4,950 |
$4,500 |
S&P 500 |
SP |
$19,250 |
$17,500 |
Eurodollar |
GE |
$880 |
$800 |
Australian Dollar |
6A |
$2,013 |
$1,830 |
British Pound |
6B |
$1,815 |
$1,650 |
Canadian Dollar |
6C |
$1,265 |
$1,150 |
Japanese Yen |
6J |
$3,850 |
$3,500 |
Mexican Peso |
6M |
$2,035 |
$1,850 |
Swiss Franc |
6S |
$2,640 |
$2,400 |
Euro FX |
6E |
$2,750 |
$2,500 |
E-mini Euro FX |
E7 |
$1,375 |
$1,250 |
E-Livestock Live Cattle |
LE |
$1,350 |
$1,000 |
Lean Hog |
HE |
$1,688 |
$1,250 |
E-Micro AUD/USD |
M6A |
$201 |
$183 |
E-Micro GBP/USD |
M6B |
$182 |
$165 |
E-Micro USD/CAD |
M6C |
CA$187 |
CA$170 |
E-Micro EUR/USD |
M6E |
$275 |
$250 |
E-Micro USD/JPY |
M6J |
¥16,500 |
¥15,000 |
E-Micro USD/CHF |
M6S |
SF363 |
SF330 |
Chicago Board of Trade |
|
Margin/Performance Bonds |
Contract |
Symbol |
Initial |
Maintenance |
Mini-sized Dow Futures ($5) |
YM |
$2,750 |
$2,500 |
30 Year US Treasury Bond Futures |
ZB |
$2,750 |
$2,500 |
10 Year US Treasury Note Futures |
ZN |
$1,623 |
$1,475 |
5 Year US Treasury Note Futures |
ZF |
$990 |
$900 |
2 Year US Treasury Note Futures |
ZT |
$248 |
$225 |
Wheat Futures |
ZW |
$3,240 |
$2,400 |
Corn Futures |
ZC |
$2,700 |
$2,000 |
Soybean Futures |
ZS |
$4,590 |
$3,400 |
Soybean Oil Futures |
ZL |
$1,688 |
$1,250 |
Soybean Meal Futures |
ZM |
$2,700 |
$2,000 |
Mini Wheat Futures |
XW |
$648 |
$480 |
Mini Corn Futures |
XC |
$540 |
$400 |
Mini Soybean Futures |
XK |
$918 |
$680 |
New York Mercantile Exchange/COMEX |
|
Margin/Performance Bonds |
Contract |
Symbol |
Initial |
Maintenance |
COMEX Gold Futures (100 oz) |
GC |
$8,800 |
$8,000 |
COMEX Silver Futures (5,000 oz) |
SI |
$12,375 |
$11,250 |
COMEX Copper Futures |
HG |
$4,400 |
$4,000 |
NYMEX Palladium |
PA |
$4,400 |
$4,000 |
NYMEX Platinum |
PL |
$3,465 |
$3,150 |
NYMEX Natural Gas |
NG |
$2,310 |
$2,100 |
Light Sweet Crude Oil |
CL |
$4,510 |
$4,100 |
Heating Oil |
HO |
$4,290 |
$3,900 |
New York Harbor RBOB Gasoline |
RB |
$5,500 |
$5,000 |
NYMEX miNY Natural Gas |
QG |
$646 |
$587 |
NYMEX miNY WTI Crude Oil |
QM |
$2,255 |
$2,050 |
Intercontinental Exchange Futures U.S. (ICE) |
|
Margin/Performance Bonds |
Contract |
Symbol |
Initial |
Maintenance |
Russell 2000 Mini Index Futures |
TF |
$5,280 |
$4,800 |
U.S. Dollar Index Futures |
DX |
$1,760 |
$1,600 |
Cocoa Futures |
CC |
$880 |
$800 |
Coffee "C" Futures |
KC |
$2,750 |
$2,500 |
Cotton No. 2 Futures |
CT |
$2,200 |
$2,000 |
FCOJ-A Futures |
OJ |
$1,595 |
$1,450 |
Sugar No. 11 Futures |
SB |
$825 |
$750 |
NYSE Liffe U.S. |
|
Margin/Performance Bonds |
Contract |
Symbol |
Initial |
Maintenance |
100 oz Gold Futures |
ZG |
$14,128 |
$8,000 |
5,000 oz Silver Futures |
ZI |
$14,985 |
$11,250 |
mini-sized Gold Futures (33.2 oz) |
YG |
$4,690 |
$2,656 |
mini-sized Silver Futures (1,000 oz) |
YI |
$2,997 |
$2,250 |
CBOE Futures Exchange |
|
Margin/Performance Bonds |
Contract |
Symbol |
Initial |
Maintenance |
CBOE Volatility Index |
VX |
$5,720 |
$5,200 |
CBOE Mini Volatility Index |
VM |
$572 |
$520 |
ONE Chicago |
|
Margin/Performance Bonds |
Contract |
Symbol |
Initial |
Maintenance |
Single Stock Futures |
|
20% of the underlying value of the contract |
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