Contract * Last Move Spec Init Spec Mnt Sprd Init Sprd Mnt
LN – LEAN HOG 02/26/16 $1320 $1200 $1045 Ã $950 Ã
DK – CLASS IV MILK 05/11/16 $935 Ã $850 Ã $1925 $1750
48 – LIVE CATTLE 10/08/15 $1980 È $1800 È $1155 È $1050 È
62 – FEEDER CATTLE 04/08/16 $3713 $3375 $2090 È $1900 È
LB – LUMBER110 04/08/16 $1540 $1400 $1375 È $1250 È
DA – MILK 05/11/16 $660 Ã $600 Ã $990 $900
NF – NONFAT DRY MILK 10/23/15 $2475 $2250 $2090 È $1900 È
Agriculture Margin Requirements
CME – Chicago Mercantile Exchange Margin Requirements
25 – 5YR T-NOTE 04/08/16 $880 Ã $800 Ã * *
26 – 2YR T-NOTE 04/20/16 $605 Ã $550 Ã * *
17 – 30YR T-BOND 04/08/16 $4015 Ã $3650 Ã * *
21 – 10YR T-NOTE 04/08/16 $1375 Ã $1250 Ã * *
11 – DOW JONES INDEX 02/06/15 $8580 $7800 * *
YM – DJ INDEX – MINI 05/06/16 $3575 Ã $3250 Ã * *
NG – 5YR INT RATE SWAP 07/10/13 $1210 È $1100 È * *
66 – 10YR INT RATE SWAP 07/10/13 $1870 È $1700 È * *
Financial Margin Requirements
YK – SOYBEANS – MINI 05/11/16 $506 È $460 È * *
06 – SOYBEAN MEAL 05/11/16 $1980 È $1800 È * *
S – SOYBEANS 05/11/16 $2530 È $2300 È * *
C – CORN 04/29/16 $1155 $1050 * *
YC – CORN – MINI 04/29/16 $231 $210 * *
07 – SOYBEAN OIL 05/04/16 $825 $750 * *
14 – ROUGH RICE 04/20/16 $1100 Ã $1000 Ã * *
EH – ETHANOL 05/11/16 $2251 Ã $2046 Ã * *
O – OATS 04/08/16 $660 Ã $600 Ã * *
W – WHEAT 04/25/16 $1540 È $1400 È * *
YW – WHEAT – MINI 04/25/16 $308 È $280 È * *
Agriculture Margin Requirements
KW – KC WHEAT FUTURES 04/25/16 $1540 È $1400 È * *
CBT – Chicago Board of Trade Margin Requirements
Contract * Last Move Spec Init Spec Mnt Sprd Init Sprd Mnt
EY – 3MO EUROYEN 04/17/15 Â¥22000 È Â¥20000 È Â¥7700 Â¥7000
ED – 3MO EURODOLLAR 05/16/16 $275 $250 $308 È $280 È
S5 – 5YR SWAP RATE 06/01/09 $5535 $4100 $1350 $1000
S2 – 2YR SWAP RATE 06/01/09 $6750 $5000 $878 $650
Interest Rate Margin Requirements
J1 – JAPANESE YEN 10/30/15 $2970 Ã $2700 Ã $132 $120
E1 – SWISS FRANC 05/06/16 $3960 Ã $3600 Ã $286 $260
C1 – CANADIAN DOLLAR 04/15/16 $1595 Ã $1450 Ã $72 $65
AD – AUSTRALIAN DOLLAR 10/30/15 $1980 Ã $1800 Ã $66 $60
BP – BRITISH POUND 02/26/16 $2255 È $2050 È $77 È $70 È
EC – EURO FUTURE 04/15/16 $3685 Ã $3350 Ã $132 $120
NE – NEW ZEALAND 04/24/15 $2090 Ã $1900 Ã $132 $120
RU – RUSSIAN RUBLE 05/06/16 $6270 Ã $5700 Ã $3300 $3000
BR – BRAZILIAN REAL 05/06/16 $2750 Ã $2500 Ã $990 $900
MP – MEXICAN PESO 05/06/16 $1705 Ã $1550 Ã $165 $150
RA – AFRICAN RAND 04/15/16 $1815 Ã $1650 Ã $138 $125
Currency Margin Requirements
NQ – NASDAQ 100 – E-MINI 05/06/16 $4400 Ã $4000 Ã $110 $100
MD – S&P 400 MIDCAP 07/25/14 $36850 $33500
ND – NASDAQ 100 10/31/14 $19800 $18000
SP – S&P 500 05/06/16 $23100 Ã $21000 Ã $303 $275
ES – S&P 500 – EMINI 05/06/16 $4620 Ã $4200 Ã $61 $55
GI – GSCI 02/07/14 $7700 $7000 $880 $800
NK – NIKKEI 225 04/08/16 $5500 Ã $5000 Ã $385 $350
SU – S&P VALUE INDEX 05/06/16 $9900 Ã $9000 Ã $605 $550
ME – S&P 400 MIDCAP – EMINI 05/06/16 $6270 Ã $5700 Ã $275 $250
SG – S&P GROWTH INDEX 05/06/16 $13200 Ã $12000 Ã $440 $400
Equities Margin Requirements
CB – CASH BUTTER 01/08/16 $2860 $2600 $2750 È $2500 È
Agriculture Margin Requirements
CME – Chicago Mercantile Exchange Margin Requirements
Contract * Last Move Spec Init Spec Mnt Sprd Init Sprd Mnt
PBD – LEAD USD 01/25/16 $4290 È $3900 È
AHD – HG ALUMINIUM USD 02/22/16 $3725 Ã $3725 Ã $275 $275
CAD – COPPER A USD 02/22/16 $14100 $14100 $275 Ã $275 Ã
ZSD – SPECIAL HG ZINC USD 05/04/16 $3925 $3925 $225 Ã $225 Ã
NID – NICKEL USD 01/25/16 $10092 $10092 $54 Ã $54 Ã
LME – London Metal Exchange Margin Requirements
B – BRENT CRUDE OIL 02/01/16 $4400 Ã $4000 Ã $2449 Ã $2226 Ã
Energy Margin Requirements
IPE – Intercontinental Exchange Margin Requirements
MW – WHEAT RED SPRING 05/05/16 $1755 È $1350 È $1430 $1100
Agriculture Margin Requirements
MGE – Minneapolis Grain Exchange Margin Requirements
PL – PLATINUM 05/13/16 $2640 È $2400 È $248 $225
PA – PALLADIUM 03/11/16 $4620 $4200 $385 È $350 È
Metal Margin Requirements
HO – HEATING OIL 03/21/16 $4620 à $4200 à $2541 È $2310 È
QH – HEATING OIL – EMINY 03/21/16 $2310 à $2100 à $1271 È $1155 È
CL – CRUDE OIL 04/07/16 $3740 Ã $3400 Ã $2321 Ã $2110 Ã
QM – WTI CRUDE – EMINI 05/12/16 $1870 $1700 $1084 Ã $985 Ã
NG – NATURAL GAS 05/05/16 $1815 $1650 $3740 È $3400 È
QG – NAT GAS – EMINI 05/05/16 $454 $413 $935 È $850 È
RB – RBOB GASOLINE 05/13/16 $4950 $4500 $4631 È $4210 È
QU – RBOB GASOLINE – MINI 05/13/16 $2475 $2250 $2316 È $2105 È
Energy Margin Requirements
NYM – New York Mercantile Exchange Margin Requirements
GC – GOLD 02/26/16 $4950 È $4500 È $143 $130
HG – COPPER 05/06/16 $2530 Ã $2300 Ã $660 $600
ALI – ALUMINUM 11/25/15 $1870 $1700 $660 $600
SI – SILVER 04/08/16 $5280 Ã $4800 Ã $132 $120
Metal Margin Requirements
CMX – COMEX Margin Requirements
Contract * Last Move Spec Init Spec Mnt Sprd Init Sprd Mnt
RS – CANOLA 03/16/16 $484 $440 $ $
WCE – Winnipeg Commodity Exchange Margin Requirements
NK225F – NIKKEI 225 FUT 11/17/14 Â¥720000 È Â¥720000 È
OSE – Osaka Securities Exchange Margin Requirements
DX – DOLLAR INDEX 03/10/16 $2200 Ã $2000 Ã $330 $300
Currency Margin Requirements
CC – COCOA 05/11/16 $1430 Ã $1300 Ã $55 Ã $50 Ã
CT – COTTON 05/09/16 $1320 $1200 $1045 È $950 È
OJ – FCOJ-A 05/11/16 $1650 $1500 $275 È $250 È
KC – COFFEE 05/19/16 $2640 $2400 $715 Ã $650 Ã
SB – ICEUS SUGAR NO. 11 05/03/16 $1478 $1344 $550 È $500 È
Softs Margin Requirements
RF – RUSSELL 1000 MINI INDEX 08/31/15 $4620 È $4200 È $110 $100
TF – RUSSELL 2K-MINI 08/31/15 $5940 È $5400 È $385 $350
NYB – New York Board of Trade Margin Requirements
SND – TIN USD 09/04/15 $9614 È $8740 $ $
LME – London Metal Exchange Margin Requirements
Contract * Last Move Spec Init Spec Mnt Sprd Init Sprd Mnt
Dow Jones vs. S&P 500 (3/1) 07/25/14 90.00% $5104 È $4640 È
Financial Margin Requirements
Corn vs. Wheat 04/25/16 50.00% $1348 È $1225 È
Corn vs. Oats (2/3) 03/26/10 75.00% $4185 È $3100 È
Soybean/Meal/Oil 08/28/15 80.00% $1265 È $1150 È
Agriculture Margin Requirements
CME – Chicago Mercantile Exchange Margin Requirements
Spread Margin Requirements
The information contained on this report is compiled for the convenience of site visitors and is
furnished without responsibility for accuracy. The information and data on the page was
obtained from sources believed to be reliable but we do not guarantee its accuracy. Site visitors
are advised that margin levels are subject to change at any time.