Speculative Margin Requirements

Futures Margin Rates 20120530

Indexes Eurex Currencies Interest Rates Metals Energies Agriculture Meats Softs Other
Description Symbol Root Initial Margin Maint. Margin Day Trading Rate
Indexes
E-MINI S&P 500 * ES $4,375 $3,500 25% of initial
E-MINI MIDCAP 400 * EMD $6,250 $5,000 25% of initial
MINI RUSSELL 2000 (ICE)* TF $6,600 $6,000 25% of initial
E-MINI NASDAQ 100 * NQ $2,500 $2,000 25% of initial
MINI DOW JONES ($5) * YM $3,125 $2,500 25% of initial
S&P 500 (CME) SP $21,875 $17,500 NONE
NASDAQ 100 (CME) ND $12,500 $10,000 NONE
DOW JONES ($10) (CBOT) DJ $6,250 $5,000 NONE
NIKKEI ($ BASED) (CME) NK $3,750 $3,000 NONE
VIX VX $7,425 $6,750 NONE
EUREX
DAX* FDAX €11,785 €11,785 25% of initial
DJ STOXX 50 INDEX* FESX €1,592 €1,592 25% of initial
DJ EURO STOXX BANKS FESB €455 €455 NONE
DJ STOXX 600 BANKS FSTB €530 €530 NONE
DJ STOXX 600 INDST G&S FSTG €1,065 €1,065 NONE
EURO-SCHATZ FGBS €400 €400 NONE
EURO-BOBL FGBM €1,550 €1,550 NONE
EURO-BUND* FGBL €3,030 €3,030 25% of initial
EURO-BUXL* FGBX €5,430 €5,430 25% of initial
DJ STOXX 600 UTILITY* FSTU €910 €910 25% of initial
CURRENCIES (CME)
AUSTRALIAN DLR. AD $3,780 $2,800 NONE
BRITISH POUND BP $2,025 $1,500 NONE
CANADIAN DLR. CD $2,295 $1,700 NONE
EURO CURRENCY EC $4,725 $3,500 NONE
JAPANESE YEN JY $4,860 $3,600 NONE
MEXICAN PESO MP1 $3,750 $3,000 NONE
NEW ZEALAND DLR. NE1 $2,700 $2,000 NONE
SWISS FRANC SF $6,210 $4,600 NONE
DOLLAR INDEX (ICE) DX $1,320 $1,200 NONE
MINI EURO E7 $2,363 $1,750 NONE
MINI YEN J7 $2,430 $1,800 NONE
E-MICRO AUD/USD M6A $378 $280 NONE
E-MICRO GBP/USD M6B $203 $150 NONE
E-MICRO EUR/USD M6E $473 $350 NONE
INTEREST RATES (CBOT)
30-YR T-BOND US $3,780 $2,800 NONE
10-YR T-NOTE TY $1,485 $1,100 NONE
5-YR T-NOTE FV $878 $650 NONE
2-YR T-NOTE TU $371 $275 NONE
EURODOLLAR (CME) ED $439 $325 NONE
METALS
GOLD (COMEX) GC $10,125 $7,500 NONE
GOLD (NYSE LIFFE) ZG $10,009 $9,099 NONE
SILVER (COMEX) SI $18,900 $14,000 NONE
SILVER (NYSE LIFFE) ZI $15,945 $14,495 NONE
COPPER (COMEX) HG $5,400 $4,000 NONE
PALLADIUM (NYMEX) PA $5,225 $4,750 NONE
PLATINUM (NYMEX) PL $3,850 $3,500 NONE
MINI GOLD (NYSE LIFFE) YG $3,336 $3,033 NONE
MINI SILVER (NYSE LIFFE) YI $3,189 $2,899 NONE
ENERGIES (NYMEX)
CRUDE OIL CL $6,885 $5,100 NONE
NATURAL GAS NG $2,835 $2,100 NONE
HEATING OIL HO $6,480 $4,800 NONE
RBOB GASOLINE RB $8,100 $6,000 NONE
E-MINY CRUDE OIL QM $3,443 $2,550 NONE
E-MINY NATURAL GAS QN $709 $525 NONE
E-MINY HEATING OIL QH $3,240 $2,400 NONE
E-MINY RBOB GASOLINE QU $4,050 $3,000 NONE
AGRICULTURE (CBOT)
WHEAT W $3,038 $2,250 NONE
CORN C $2,363 $1,750 NONE
OATS O $1,013 $750 NONE
SOYBEANS S $3,375 $2,500 NONE
SOYBEAN OIL BO $1,215 $900 NONE
SOYBEAN MEAL SM $1,958 $1,958 NONE
ROUGH RICE RR $1,350 $1,000 NONE
MILK (CME) DA $2,025 $1,500 NONE
BUTTER (CME) CB $1,620 $1,200 NONE
MINI WHEAT YW $608 $450 NONE
MINI CORN YC $473 $350 NONE
MINI SOYBEANS YK $675 $500 NONE
MEATS (CME)
LEAN HOGS LH $1,688 $1,250 NONE
LIVE CATTLE LC $1,620 $1,200 NONE
FEEDER CATTLE FC $2,025 $1,500 NONE
SOFTS (ICE)
COFFEE KC $3,905 $3,550 NONE
COTTON CT $2,200 $2,000 NONE
FROZEN OJ OJ $1,518 $1,380 NONE
COCOA CC $1,375 $1,250 NONE
SUGAR #11 SB $1,595 $1,450 NONE
OTHER
LUMBER (CME) LB $2,250 $1,500 NONE