Margin Requirements

 

 

Margin Rates as of 8/04/2008
Commodity
Mo/Yr
Initial
Maint
Currency
CHICAGO BOARD OF TRADE
BOT RGH RICE
09/08
3,105
2,300
US
CBOT BIG DOW
09/08
17,513
14,010
US
CBOT CORN
09/08
2,025
1,500
US
CBOT DJ-AIGCI
09/08
1,080
800
US
CBOT GOLD
09/08
3,645
2,700
US
CBOT LIQ50CDS
09/08
2,700
2,000
US
CBOT OATS
09/08
1,350
1,000
US
CBOT SILVER
09/08
6,750
5,000
US
CBOT SOYBEANS
09/08
4,725
3,500
US
CBOT WHEAT
09/08
3,645
2,700
US
CBT BEAN MEAL
09/08
2,700
2,000
US
CBT BEAN OIL
09/08
2,025
1,500
US
CBT DJ REALEST
09/08
2,125
1,700
US
CBT ETHANL FW
08/08
2,363
1,750
US
CBT ETHANOL
09/08
4,725
3,500
US
CBT GC ETHANL
09/08
2,700
2,000
US
CBT LA ETHANL
09/08
2,700
2,000
US
CBT MINI CORN
09/08
405
300
US
CBT MINI DOW
09/08
3,503
2,802
US
CBT MINI ED
03/11
338
250
US
CBT MINI GOLD
09/08
1,215
900
US
CBT MINI SILVE
09/08
1,350
1,000
US
CBT MINI SYBN
09/08
945
700
US
CBT MINI WHEAT
09/08
729
540
US
CBT NY ETHANL
09/08
2,700
2,000
US
CBT OTC ETHNOL
09/08
4,725
3,500
US
CBT T-BONDS
09/08
2,160
1,600
US
CBT TNOTE 10Y
09/08
1,620
1,200
US
CBT TNOTE 2Y
09/08
1,215
900
US
CBT TNOTE 5Y
09/08
1,350
1,000
US
CBT 10YR SWAP
09/08
2,295
1,700
US
CBT 30D IN RT
08/08
1,148
850
US
CBT 30YR SWAP
09/08
3,375
2,500
US
CBT 5YR SWAP
09/08
1,485
1,100
US
DOW AVG INDEX
09/08
7,005
5,604
US
S.AM SOYBEANS
08/08
2,025
1,500
US
CHICAGO MERCANTILE EXCHANGE
CME CATTLE
08/08
1,080
800
US
CME CSH BUTTR
08/08
810
600
US
CME DRY WHEY
08/08
1,215
900
US
CME FD CATTLE
08/08
1,485
1,100
US
CME GOLDMAN
08/08
12,000
8,000
US
CME KRFT PULP
08/08
270
200
US
CME LEAN HOGS
08/08
1,215
900
US
CME PORK BEL
08/08
1,620
1,200
US
CME REV LUMBR
09/08
1,650
1,100
US
COMMODITY EXCHANGE, INC.
CMX ASIAN GOLD
09/08
2,440
1,807
US
CMX GOLD
09/08
5,063
3,750
US
CMX HG COPPER
09/08
7,763
5,750
US
CMX MINY COPPR
09/08
3,881
2,875
US
CMX MINY GOLD
09/08
2,531
1,875
US
CMX MINY SILVR
09/08
5,062
3,750
US
CMX SILVER
09/08
10,125
7,500
US
NY COFFEE, SUGAR, & COCOA
CSC COCOA-METR
09/08
2,660
1,900
US
CSC COFFEE C
09/08
4,200
3,000
US
CSC SUGAR 11
10/08
1,120
800
US
CSC SUGAR 14
09/08
980
700
US
NBSK PULP
08/08
665
500
US
NEW YORK MERCANTILE EXCHANGE
AEP DAYTON OFF
08/08
3,659
2,710
US
DME BRENT CASH
09/08
12,825
9,500
US
DME CRUDE CASH
10/08
15,525
11,500
US
DME OMAN CRUDE
10/08
15,525
11,500
US
DOMINION INDEX
09/08
270
200
US
EL PASO INDEX
09/08
675
500
US
EL PASO SWING
08/08
6,075
4,500
US
ERC NORTH MNTH
08/08
19,286
14,286
US
HOUSTON INDEX
09/08
270
200
US
HOUSTON SWING
08/08
2,700
2,000
US
ISO NE OFF-PK
08/08
4,267
3,161
US
KERN RVR SWING
08/08
8,100
6,000
US
MYN SNG180BOM
08/08
29,700
22,000
US
N. ILL OFF-PK
08/08
1,829
1,355
US
NY HEATING OIL
08/08
14,175
10,500
US
NY LT CRUDE
09/08
12,488
9,250
US
NY NATURAL GAS
09/08
11,138
8,250
US
NY PALLADIUM
09/08
3,713
2,750
US
NY PLATINUM
10/08
8,100
6,000
US
NYM BRENT LD
09/08
12,825
9,500
US
NYM BRENT SWP
09/08
12,825
9,500
US
NYM BRENTDUBAI
08/08
3,375
2,500
US
NYM BRENTFLINE
08/08
1,350
1,000
US
NYM CARBON CER
12/08
2,025
1,500
EU
NYM CARBON EUA
12/08
5,400
4,000
EU
NYM CAT FLA
12/08
4,725
3,500
US
NYM CAT TX-ME
12/08
4,725
3,500
US
NYM CAT USA
12/08
10,800
8,000
US
NYM CHGO CTYCT
09/08
2,700
2,000
US
NYM CHGOETHNL
08/08
8,100
6,000
US
NYM CHI INDEX
09/08
169
125
US
NYM CHICABASIS
09/08
540
400
US
NYM CIG SWAP
09/08
3,375
2,500
US
NYM CIN OFFSWP
08/08
3,048
2,258
US
NYM CIN PK SWP
08/08
6,750
5,000
US
NYM CL MACI
01/11
2,430
1,800
US
NYM CLMBIA GL
09/08
108
80
US
NYM CNTRPNT BS
09/08
1,013
750
US
NYM CNTRPNT SS
08/08
2,700
2,000
US
NYM COCOA FUT
09/08
5,400
4,000
US
NYM COFFEE FUT
09/08
6,075
4,500
US
NYM COP INDEX
08/08
4,050
3,000
US
NYM COTTON
10/08
4,050
3,000
US
NYM CSX COAL
08/08
20,250
15,000
US
NYM DATEDBRENT
10/08
8,100
6,000
US
NYM DEMARC IDX
09/08
270
200
US
NYM DJ MID CO
01/10
5,400
4,000
US
NYM DJ P VERDE
08/08
10,286
7,619
US
NYM DOMINION
09/08
270
200
US
NYM DUBAICAL
08/08
14,143
10,476
US
NYM EMINI CRUD
09/08
6,244
4,625
US
NYM EMINI GAS
09/08
2,784
2,062
US
NYM ERUGAS OEC
08/08
4,050
3,000
US
NYM EU NAP CRK
08/08
8,100
6,000
US
NYM EUR UNLGAS
09/08
67,500
50,000
US
NYM EUROJETNW
08/08
102,857
76,190
US
NYM EURONAPTHA
08/08
90,000
66,667
US
NYM EUR3.5 MED
08/08
51,428
38,095
US
NYM EUR3.5 ROT
08/08
51,428
38,095
US
NYM FLGAS3 SWP
09/08
945
700
US
NYM FO CAR/BAR
08/08
13,500
10,000
US
NYM FUEL3.5CRK
10/08
4,050
3,000
US
NYM FUEL3.5MED
08/08
4,050
3,000
US
NYM G UNJL CRK
08/08
5,786
4,286
US
NYM GAS ARGUS
08/08
64,286
47,619
US
NYM GAS 0.1 RT
08/08
108,000
80,000
US
NYM GASOIL CAL
08/08
121,500
90,000
US
NYM GASOIL CRK
08/08
13,500
10,000
US
NYM GASOIL SWP
09/08
121,500
90,000
US
NYM GC DIESEL
09/08
8,100
6,000
US
NYM GC GAS
09/08
5,400
4,000
US
NYM JUANBASIS
09/08
1,350
1,000
US
NYM KERN RV WY
11/08
3,375
2,500
US
NYM LACARBDSL
08/08
2,700
2,000
US
NYM LACARBOB
08/08
5,400
4,000
US
NYM LACRBVNYMG
08/08
771
571
US
NYM NY DIESEL
09/08
5,738
4,250
US
NYM NYETHANOL
08/08
9,450
7,000
US
NYM NYGS/RBOB
10/08
2,700
2,000
US
NYM NYH ETHANL
08/08
5,400
4,000
US
NYM PRB COAL
09/08
3,375
2,500
US
NYM RBB CALNDR
08/08
11,571
8,571
US
NYM RBB CRACK
08/08
3,664
2,714
US
NYM RBB H/OIL
08/08
9,000
6,667
US
NYM RBB UPDOWN
08/08
1,543
1,143
US
NYM RBOB FIN
09/08
12,825
9,500
US
NYM RBOB GAS
08/08
12,825
9,500
US
PANHANDLE INDX
09/08
270
200
US
PANHANDLE SWNG
08/08
4,050
3,000
US
PG&E CTGTE IDX
09/08
270
200
US
ROCKIES INDEX
09/08
270
200
US
SAN JUAN SWING
08/08
5,400
4,000
US
SING 380FO PHY
09/08
6,075
4,500
US
SO CAL INDEX
09/08
270
200
US
SOCALSWNG
08/08
4,725
3,500
US
TETCO M-3 IDX
09/08
1,350
1,000
US
TEXAS M3 INDEX
08/08
5,400
4,000
US
TRANSCO Z6 IDX
09/08
2,700
2,000
US
UD GC LSD HO
08/08
2,430
1,800
US
UD GC ULSD HO
08/08
2,025
1,500
US
KANSAS CITY BOARD OF TRADE
KC WHEAT
09/08
2,500
2,000
US
NEW YORK COTTON EXCHANGE
NYC COTTON
10/08
2,520
1,800
US
NYC USD IDX
09/08
1,064
800
US
NYCE FCOJ-A
09/08
1,820
1,300
US
INTERNATIONAL MONETARY MARKET
BRAZ REAL
09/08
2,800
2,000
US
CME PWRSHRQQQ
08/08
1,781
1,781
US
CME RUSL2K ETF
08/08
2,810
2,810
US
CME SPDR ETF
08/08
2,504
2,504
US
CRDT CH3
12/12
750
750
US
CRDT CH4
06/13
750
750
US
EMINI S&P 500
09/08
4,500
3,600
US
FROSTMTH AMST
11/08
350
350
EU
FROSTSEA AMST
03/09
13,290
13,290
EU
IMM AUD/EURO
09/08
4,050
3,000
AD
IMM AUST DLR
09/08
1,823
1,350
US
IMM AVG CIN 3
08/08
6,000
6,000
US
IMM B-POUNDS
09/08
1,890
1,400
US
IMM CAD/AUD
09/08
3,240
2,400
CD
IMM CAD/EURO
09/08
3,645
2,700
CD
IMM CANADIAN $
09/08
1,620
1,200
US