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Speculative Margins |
Last updated: September 27, 2011
Please be aware that the margin requirements for the spot month are often higher (in some cases significantly higher) than the margins quoted here.
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Grains & Oilseeds |
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Initial |
Maint. |
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Corn |
CBOT |
2363 |
1750 |
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Wheat |
CBOT |
3038 |
2250 |
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Oats |
CBOT |
1350 |
1000 |
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Soybeans |
CBOT |
3375 |
2500 |
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Soy Meal |
CBOT |
1688 |
1250 |
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Soy Oil |
CBOT |
1350 |
1000 |
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KC Wheat |
KBOT |
3125 |
2500 |
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Rice |
CBOT |
1688 |
1250 |
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Meats |
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Initial |
Maint. |
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Live Cattle |
CME |
1620 |
1200 |
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Feeder Cattle |
CME |
2025 |
1500 |
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Lean Hogs |
CME |
1688 |
1250 |
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Metals |
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Initial |
Maint. |
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Gold |
COMEX |
11475 |
8500 |
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Silver |
COMEX |
24975 |
18500 |
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Copper |
COMEX |
6750 |
5000 |
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Platinum |
NYMEX |
3850 |
3500 |
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Palladium |
NYMEX |
5775 |
5250 |
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Energy |
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Initial |
Maint. |
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Crude Oil* |
NYMEX |
8100 |
6000 |
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RBOB Gas* |
NYMEX |
10463 |
7750 |
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Heating Oil* |
NYMEX |
8775 |
6500 |
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Natural Gas* |
NYMEX |
3713 |
2750 |
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Tropicals & Cotton |
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Initial |
Maint. |
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Coffee |
CSCE |
7560 |
5400 |
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Cocoa |
CSCE |
1750 |
1250 |
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Sugar |
CSCE |
3150 |
2250 |
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Cotton |
NYCE |
5880 |
4200 |
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Orange Juice |
NYCE |
2590 |
1850 |
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Currencies |
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Initial |
Maint. |
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Austr. Dollar |
IMM |
3510 |
2600 |
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British Pound |
IMM |
1620 |
1200 |
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Canadian Dollar |
IMM |
2430 |
1800 |
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Dollar Index |
NYCE |
1929 |
1450 |
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Euro |
IMM |
5400 |
4000 |
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Japanese Yen |
IMM |
5400 |
4000 |
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Mexican Peso |
IMM |
2813 |
2450 |
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Swiss Frank |
IMM |
5400 |
4000 |
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Interest Rates |
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|
Initial |
Maint. |
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US T-Bonds |
CBOT |
3915 |
2900 |
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10 Year Notes |
CBOT |
2160 |
1600 |
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5 Year Notes |
CBOT |
1215 |
900 |
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Eurodollars |
IMM |
608 |
450 |
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Indices |
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Initial |
Maint. |
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S&P 500 Index |
CME |
25000 |
20000 |
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E-Mini S&P |
CME |
5000 |
4000 |
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Nasdaq 100 Ind. |
CME |
17500 |
14000 |
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E-Mini Nasdaq |
CME |
3500 |
2800 |
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Dow Jones |
CBOT |
10000 |
8000 |
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E-Mini Dow |
CBOT |
5000 |
4000 |
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Nikkei Index |
CME |
5313 |
4250 |
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Woods |
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Initial |
Maint. |
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Lumber |
CME |
2250 |
1500 |
Margins are subject to change without notice.