Contract * Last Move Spec Init Spec Mnt Sprd Init Sprd Mnt
CBOT – Chicago Board of Trade Margin Requirements
Agriculture Margin Requirements
C – CORN * 04/29/16 $1155 ^ $1050 ^ $220 ^ $200 v
YC – CORN – MINI * 04/29/16 $231 ^ $210 ^ $44 ^ $40 v
S – SOYBEAN * 05/11/16 $2530 ^ $2300 ^ $303 v $275 v
YK – SOYBEANS – MINI * 05/11/16 $506 ^ $460 ^ $61 v $55 v
06 – SOYBEAN MEAL * 05/20/16 $2200 ^ $2000 ^ $550 ^ $500 ^
07 – SOYBEAN OIL * 04/20/16 $825 v $750 v $110 $100
W – WHEAT * 04/25/16 $1540 ^ $1400 ^ $275 ^ $250 v
YW – WHEAT – MINI * 04/25/16 $308 ^ $280 ^ $55 ^ $50 v
KW – KC WHEAT * 04/25/16 $1540 ^ $1400 ^ $275 ^ $250 v
O – OATS * 04/08/16 $660 v $600 v $715 $650
14 – ROUGH RICE * 04/20/16 $1100 v $1000 v $330 $300
EH – ETHANOL * 05/11/16 $2251 v $2046 v $752 v $684 v
Financial Margin Requirements
17 – 30YR T-BOND * 04/08/16 $4015 v $3650 v $798 ^ $725 v
21 – 10YR T-NOTE * 04/08/16 $1375 v $1250 v $330 $300
25 – 5YR T-NOTE * 04/08/16 $880 v $800 v $198 $180
26 – 2YR T-NOTE * 04/20/16 $605 v $550 v $303 ^ $275 ^
YM – DJ INDEX – MINI * 05/06/16 $3575 v $3250 v $204 ^ $185 v
CME – Chicago Mercantile Exchange Margin Requirements
Agriculture Margin Requirements
48 – LIVE CATTLE 03/10/16 $1980 $1800 $1155 $1050
62 – FEEDER CATTLE 04/08/16 $3713 $3375 $2090 ^ $1900 ^
LN – LEAN HOG 03/10/16 $1320 $1200 $1045 $950
DK – MILK (CLASS IV) 05/11/16 $935 v $850 v $1925 $1750
DA – MILK (CLASS III) 05/11/16 $660 v $600 v $990 $900
NF – NONFAT DRY MILK 03/10/16 $2475 $2250 $2090 $1900
LB – LUMBER110 04/08/16 $1540 $1400 $1375 ^ $1250 ^
CB – CASH BUTTER 03/10/16 $2860 $2600 $2750 $2500
Equities Margin Requirements
SP – S&P 500 05/06/16 $23100 v $21000 v $303 $275
Contract * Last Move Spec Init Spec Mnt Sprd Init Sprd Mnt
CME – Chicago Mercantile Exchange
Equities Margin Requirements
ES – S&P 500 – EMINI 05/06/16 $4620 v $4200 v $61 $55
NQ – NASDAQ 100 – E-MINI 05/06/16 $4400 v $4000 v $110 $100
ME – S&P 400 MIDCAP – EMINI 05/06/16 $6270 v $5700 v $275 $250
SG – S&P GROWTH INDEX 05/06/16 $13200 v $12000 v $440 $400
SU – S&P VALUE INDEX 05/06/16 $9900 v $9000 v $605 $550
GI – GSCI 03/10/16 $7700 $7000 $880 $800
NK – NIKKEI 225 04/08/16 $5500 v $5000 v $385 $350
Currency Margin Requirements
AD – AUSTRALIAN DOLLAR 03/10/16 $1980 $1800 $66 $60
BP – BRITISH POUND 03/10/16 $2255 $2050 $77 $70
C1 – CANADIAN DOLLAR 04/15/16 $1595 v $1450 v $72 $65
J1 – JAPANESE YEN 03/10/16 $2970 $2700 $132 $120
E1 – SWISS FRANC 05/06/16 $3960 v $3600 v $286 $260
EC – EURO 04/15/16 $3685 v $3350 v $132 $120
MP – MEXICAN PESO 05/06/16 $1705 v $1550 v $165 $150
RA – AFRICAN RAND 04/15/16 $1815 v $1650 v $138 $125
BR – BRAZILIAN REAL 05/06/16 $2750 v $2500 v $990 $900
NE – NEW ZEALAND 03/10/16 $2090 $1900 $132 $120
RU – RUSSIAN RUBLE 05/06/16 $6270 v $5700 v $3300 $3000
Interest Rate Margin Requirements
ED – 3MO EURODOLLAR 04/21/16 $275 v $250 v $55 v $50 v
EY – 3MO EUROYEN 05/23/16 Â¥22000 Â¥20000 Â¥7200 ^ Â¥6546 ^
CMX – COMEX Margin Requirements
Metal Margin Requirements
HG – COPPER 05/06/16 $2530 v $2300 v $440 v $400 v
GC – GOLD 03/10/16 $4950 $4500 $143 $130
SI – SILVER 04/08/16 $5280 v $4800 v $132 $120
NYMEX – New York Mercantile Exchange
Energy Margin Requirements
CL – CRUDE OIL 04/07/16 $3740 v $3400 v $627 ^ $570 v
Contract * Last Move Spec Init Spec Mnt Sprd Init Sprd Mnt
NYMEX – New York Mercantile Exchange Margin Requirements
Energy Margin Requirements
QM – WTI CRUDE – EMINI 05/20/16 $1870 v $1700 v $627 ^ $570 v
HO – HEATING OIL 03/21/16 $4620 v $4200 v $660 v $600 v
QH – HEATING OIL – EMINY 04/29/16 $2310 v $2100 v $660 v $600 v
RB – RBOB GASOLINE 05/13/16 $4950 $4500 $1139 v $1035 v
QU – RBOB GASOLINE – MINI 05/13/16 $2475 $2250 $1139 v $1035 v
NG – NATURAL GAS 05/05/16 $1815 v $1650 v $523 ^ $475 v
QG – NAT GAS – EMINI 05/05/16 $454 v $413 v $523 ^ $475 ^
Metal Margin Requirements
PL – PLATINUM 05/13/16 $2640 ^ $2400 ^ $248 $225
PA – PALLADIUM 03/11/16 $4620 $4200 $385 ^ $350 v
MGE – Minneapolis Grain Exchange Margin Requirements
Agriculture Margin Requirements
MW – WHEAT RED SPRING 05/05/16 $1755 ^ $1350 ^ $390 $300
ICE – Intercontinental Exchange Margin Requirements
Energy Margin Requirements
B – BRENT CRUDE OIL 03/10/16 $4400 $4000 $550 $500
LME – London Metal Exchange Margin Requirements
CAD – COPPER A USD 03/10/16 $14100 $14100 $275 $275
AHD – HG ALUMINIUM USD 03/10/16 $3725 $3725 $275 $275
PBD – LEAD USD 05/04/16 $4290 $3900 $165 v $150 v
NID – NICKEL USD 03/10/16 $10092 $10092 $54 $54
ZSD – SPECIAL HG ZINC USD 05/04/16 $3925 $3925 $225 v $225 v
SND – TIN USD 03/10/16 $9614 $8740 $264 $240
ICE US – NYBOT Margin Requirements
RF – RUSSELL 1000 MINI INDEX 03/10/16 $4620 $4200 $110 $100
TF – RUSSELL 2K-MINI 03/10/16 $5940 $5400 $385 $350
Contract * Last Move Spec Init Spec Mnt Sprd Init Sprd Mnt
ICE US – NYBOT Margin Requirements
Softs Margin Requirements
KC – COFFEE 03/22/16 $2640 $2400 $110 ^ $100 v
SB – ICEUS SUGAR NO. 11 05/03/16 $1478 $1344 $165 v $150 v
CC – COCOA 05/11/16 $1430 v $1300 v $55 $50
CT – COTTON 05/04/16 $1320 ^ $1200 ^ $385 ^ $350 ^
OJ – FCOJ-A 05/20/16 $1926 ^ $1751 ^ $165 v $150 v
Currency Margin Requirements
DX – DOLLAR INDEX 03/10/16 $2200 $2000 $330 $300
WCE – Winnipeg Commodity Exchange Margin Requirements
RS – CANOLA 05/20/16 $484 $440 $308 $280
* Spreads are tier based, the listed rate is based on the nearest calendar spread.
Spread Margin Requirements
Credit Initial Maint
CME – Chicago Board of Trade Spread Margin Requirements
Agriculture Spread Margin Requirements
Soybean Meal vs. Soybean Oil 04/22/16 35.00% $1573 ^ $1430 ^
Soybeans vs. Soybean Oil 05/13/16 20.00% v $3344 ^ $3040 ^
Corn vs. Wheat 04/25/16 50.00% $1348 ^ $1225 ^
Feeder Cattle vs Live Cattle 03/10/16 50.00% $6683 $6075
* Spreads are tier based, the listed rate is based on the nearest calendar spread.
Information furnished in this guide is taken from sources believed to be reliable.CCS does not guarantee accuracy of the information and is not responsible for any errors or omissions. The information
depicted in this guide represents the minimum margin requirements set by the applicable Exchanges based on a single contract. Additional charges may apply and margins are subject to change at any time
without notice. Customer margins may differ from Exchange minimums based on certain factors including but not limited to credit evaluation.