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CONTRACT SPECS
Our Intraday Margins on most of our electronic products are $500.
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Margin Sheet 8/01/05 |
A/C/E = Alliance/CBOT/Eurex | ||||||
| Commodity Contract | Contract Size | Initial Margin | Maint. Margin | Spread Margin | Trading Hour - CST | Point Value | Tick Fluctuation |
| Currencies | |||||||
|
Swiss Franc* |
125,000 SF |
1,890 |
1,400 |
400 |
7:20-2:00 | 1 PT = $12.50 | 1 PT = $12.50 |
|
Japanese Yen* |
12,500,000 JY |
2,700 |
2,000 |
600 |
7:20-2:00 | 1 PT = $12.50 | 1 PT = $12.50 |
|
E-Mini Japanese Yen* |
6,250,000 JY |
1,350 |
1,000 |
300 |
2:15-2:00 | 1 PT = $6.25 | 1 PT = $6.25 |
|
British Pound* |
62,500 BP |
1,755 |
1,300 |
300 |
7:20-2:00 | 1 PT = $6.25 | 2 PT = $12.50 |
|
Canadian Dollar* |
100,000 |
1,215 |
900 |
200 |
7:20-2:00 | 1 PT = $10.00 | 1 PT = $10.00 |
|
Australian Dollar* |
100,000 AD |
1,418 |
1,050 |
250 |
7:20-2:00 | 1 PT = $10.00 | 1 PT = $10.00 |
|
Euro Currency* |
125,000 ECU |
2,105 |
2,300 |
400 |
7:20-2:00 | 1 PT = $12.50 | 1 PT = $12.50 |
|
E-Mini Euro Currency** |
62,500 ECU |
1,553 |
1,150 |
200 |
2:15-2:00 | 1 PT = $6.25 | 1 PT = $6.25 |
|
Mexican Peso (New)* |
500,000 MP |
1,875 |
1,500 |
625 |
7:20-2:00 | 1 PT = $5.00 | 2.5 PT = $12.50 |
|
Brazilian Real* |
100,000 BR |
3,500 |
2,500 |
1,260 |
7:20-2:00 | 1 PT = $10.00 | 1 PT = $10.00 |
|
Russian Ruble* |
2,500,000 Rubles |
3,000 |
2,000 |
2,000 |
7:20-2:00 | 1 PT = $25.00 | 1 PT = $25.00 |
|
US Dollar Index*** |
1,000 x USDX |
1,463 |
1,100 |
399 |
7:05-2:00 | 1 PT = $10.00 | 1 PT = $10.00 |
|
Swiss Franc/J. Yen |
- |
1,630 |
1,207 |
- |
7:20-2:00 | 1 PT = $12.50 | 1 PT = $12.50 |
|
Swiss Franc/B. Pound |
- |
1,215 |
900 |
- |
7:20-2:00 |
- |
- |
|
J. Yen/B. Pound |
- |
1,647 |
1,220 |
- |
7:20-2:00 | - | - |
|
Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST | Point Value | Tick Fluctuation |
|
Interest Rates |
|||||||
|
Eurodollar* |
$1,000,000 |
945 |
700 |
- |
7:20-2:00 | 1 PT = $25.00 | 1/2 PT = $12.50 |
|
Treasury Bills |
$1,000,000 |
405 |
300 |
150 |
7:20-2:00 | 1 PT = $25.00 | 1/2 PT = $12.50 |
|
Treasury Bonds** |
$100,000 |
1,553 |
1,150 |
300 |
7:20-2:00 | 1 PT = $1,000.00 | 1/32 PT = $31.25 |
|
Mini-Treasury Bonds |
$50,000 |
776 |
575 |
150 |
7:20-3:15 | 1 PT = $500.00 | 1/32 PT = $15.62 |
|
10 Yr T. Notes** |
$100,000 |
1,013 |
750 |
150 |
7:20-2:00 | 1 PT = $1,000.00 | 1/2 of 1/32 PT = $15.62 |
|
Mini Eurodollar** |
500,000 |
338 |
250 |
100 |
8:00-4:00 | 1 PT = $12.50 | 1/2 PT = $6.25 |
|
Fed.30-day Funds |
5,000,000 |
475 |
350 |
100 |
7:20-2:00 | 1 PT = $4,167.00 | .01 = $41.67 |
|
Municipal Bond |
$100,000 |
878 |
650 |
135 |
7:20-2:00 | 1 PT = $1,000.00 | 1/32 PT = $31.25 |
|
Five Year** |
$100,000 |
743 |
550 |
338 |
7:20-2:00 | 1 PT = $1,000.00 | 1/2 of 1/32 PT = $15.62 |
|
Two Year |
$200,000 |
608 |
450 |
270 |
7:20-2:00 | 1 PT = $2,000.00 | 1/4 of 1/32 PT = $15.62 |
|
Midcurve |
$1,000,000 |
810 |
600 |
270 |
7:20-2:00 | 1 PT = $25.00 | 1/2 PT = $12.50 |
|
Notes/Bonds |
$100,000 |
760 |
500 |
- |
7:20-2:00 | 1 PT = $1,000.00 | 1/32 PT = $31.25 |
|
Munis/Bonds |
$100,000 |
635 |
550 |
- |
7:20-2:00 | 1 PT = $1,000.00 | 1/32 PT = $31.25 |
|
Ted Spread (T-Bills/Euros) |
$1,000,000 |
709 |
525 |
- |
7:20-2:00 | 1 PT = $25.00 | 1/2 PT = $12.50 |
|
EuroYen (front month) |
100 Million Yen |
10,175 |
7,500 |
- |
7:20-2:00 | 1 PT = $2,500JY | 1 PT = $2,500JY |
|
Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST | Point Value | Tick Fluctuation |
|
Grains/Oil Seeds |
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|
Corn* |
5,000 BU |
675 |
500 |
135 |
9:30-1:15 | 1 Cent = $50.00 | 1/4 Cent = $12.50 |
|
Cbt mini-Corn |
1,000 BU |
135 |
100 |
27 |
9:30-1:45 | 1 Cent = $10.00 | 1/4 Cent = $2.50 |
|
Oats* |
5,000 BU |
405 |
300 |
270 |
9:30-1:15 | 1 Cent = $50.00 | 1/4 Cent = $12.50 |
|
Soybeans* |
5,000 BU |
2,295 |
1,700 |
602 |
9:30-1:15 | 1 Cent = $50.00 | 1/4 Cent = $12.50 |
|
Cbt mini-Soybeans |
1,000 BU |
459 |
340 |
45 |
9:30-1:45 | 1 Cent = $10.00 | 1/4 Cent = $2.50 |
|
Soymeal* |
100 Tons |
1,485 |
1,100 |
405 |
9:30-1:15 | 1 Cent = $100.00 | 10 Cents = $10.00 |
|
Soybean Oil* |
60,000 lbs. |
1,080 |
800 |
135 |
9:30-1:15 | 1 PT = $6.00 | 1 PT = $6.00 |
|
Wheat* |
5,000 BU |
945 |
700 |
371 |
9:30-1:15 | 1 Cent = $50.00 | 1/4 Cent = $12.50 |
|
Wheat (mini) |
1,000 BU |
189 |
140 |
74 |
9:30-1:45 | 1 Cent = $10.00 | 1/4 Cent = $2.50 |
|
Kansas City Wheat* |
5,000 BU |
750 |
600 |
125 |
9:30-1:15 | 1 Cent = $50.00 | 1/4 Cent = $12.50 |
|
Minneapolis Wheat* |
5,000 BU |
650 |
500 |
338 |
9:30-1:15 | 1 Cent = $50.00 | 1/4 Cent = $12.50 |
|
Rough Rice* |
100 Tons |
743 |
550 |
270 |
9:15-1:30 | 1 Cent = $20.00 | 1/2 Cent = $10.00 |
|
Canola* |
20 Metric Tons |
412 |
305 |
50 |
9:30-1:15 | 1 Cent = $0.2 CD | 10 Cents = $2 CD |
|
Flaxseed* |
20 Metric Tons |
170 |
125 |
50 |
9:30-1:15 | 1 Cent = $0.2 CD | 10 Cents = $2 CD |
|
KC Wheat/CBOT Wheat |
10,000 BU |
508 |
390 |
- |
9:30-1:15 | 1 Cent = $50.00 | 1/4 Cent = $12.50 |
|
Corn (Old/New crop spread) |
10,000 BU |
203 |
150 |
- |
9:30-1:15 | 1 Cent = $50.00 | 1/4 Cent = $12.50 |
|
Oats (Old/New crop spread) |
10,000 BU |
270 |
200 |
- |
9:30-1:15 | 1 Cent = $50.00 | 1/4 Cent = $12.50 |
|
Soybeans (Old/New crop) |
10,000 BU |
1,000 |
750 |
- |
9:30-1:15 | 1 Cent = $50.00 | 1/4 Cent = $12.50 |
|
Wheat (Old/New crop spread) |
10,000 BU |
270 |
200 |
- |
9:30-1:15 | 1 Cent = $50.00 | 1/4 Cent = $12.50 |
|
(Old crop margins can be higher) |
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|
Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST | Point Value | Tick Fluctuation |
|
Indexes |
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|
NYSE Composite |
500 x NFYE |
20,000 |
20,000 |
600 |
8:30-3:15 | 1 PT = $5.00 | 5 PT = $25.00 |
|
S&P 500* |
250 x S&P 500 |
19,688 |
15,750 |
200 |
8:30-3:15 | 1 PT = $2.50 | 10 PT = $25.00 |
|
E-mini S&P** |
50 x S&P 500 |
3,938 |
3,150 |
50 |
3:45-3:15 | 1 PT = $0.50 | 25 PT = $12.50 |
|
Mini Value Line |
100 x VL |
4,500 |
3,600 |
125 |
8:30-3:15 | 1 PT = $1.00 | 5 PT = $5.00 |
|
CRB Index |
500 x Index |
1,500 |
1,500 |
125 |
8:40-1:45 | 1 PT = $5.00 | 5 PT = $25.00 |
|
CRB Index |
500 x CRB |
2,250 |
2,250 |
8:40-1:45 | 1 PT = $1.00 | 5 PT = $25.00 | |
|
Nikkei Stock Index |
500 x Index |
4,065 |
3,250 |
170 |
8:00-3:15 | 1 PT = $5.00 | 5 PT = $25.00 |
|
Goldman Index |
250 x Index |
4,125 |
2,750 |
563 |
8:30-3:15 | 1 PT = $2.50 | 5 PT = $12.50 |
|
Mid Cap |
500 x Index |
16,875 |
13,500 |
844 |
8:30-3:15 | 1 PT = $5.00 | 5 PT = $25.00 |
|
Nasdaq 100* |
100 x Nasdaq 100 |
18,750 |
15,000 |
255 |
8:30-3:15 | 1 PT = $1.00 | 5 PT = $50.00 |
|
E-mini Nasdaq 100** |
20 x Nasdaq 100 |
3,750 |
3,000 |
51 |
3:45-3:15 | 1 PT = $0.20 | 50 PT = $10.00 |
|
Russell 1000 |
100 x Russell 1000 |
3,625 |
2,900 |
200 |
3:45-3:15 | 10 PT = $10.00 | 10 PT = $10.00 |
|
Russell 2000 |
500 x Index |
17,500 |
14,000 |
844 |
8:30-3:15 | 1 PT = $5.00 | 5 PT = $25.00 |
|
Dow Jones**** |
10 x DJIA |
4,875 |
3,900 |
500 |
7:20-3:15 | 1 PT = $10.00 | 1 PT = $10.00 |
|
Mini 5$ Dow*** |
5 x DJIA |
2,438 |
1,950 |
200 |
8:15-4:00 | 1 PT = $5.00 | 5 PT = $5.00 |
|
Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST | Point Value | Tick Fluctuation |
|
Livestock |
|||||||
|
Feeder Cattle |
50,000 Lbs. |
1,485 |
1,100 |
743 |
9:05-1:00 | 1 PT = $5.00 | 2.5 PT = $12.50 |
|
Live Cattle |
40,000 Lbs. |
1,080 |
800 |
1,215 |
9:05-1:00 | 1 PT = $4.00 | 2.5 PT = $10.00 |
|
Lean Hogs |
40,000 Lbs. |
1,080 |
800 |
700 |
9:10-1:00 | 1 PT = $4.00 | 2.5 PT = $10.00 |
|
Frozen Bellies |
40,000 Lbs. |
1,620 |
1,200 |
810 |
9:10-1:00 | 1 PT = $4.00 | 2.5 PT = $10.00 |
|
Bellies/Hogs |
40,000 Lbs. |
1,645 |
1,230 |
- |
9:10-1:00 | 1 PT = $4.00 | 2.5 PT = $10.00 |
|
Cattle/Hogs |
40,000 Lbs. |
1,350 |
1,012 |
- |
9:10-1:00 | 1 PT = $4.00 | 2.5 PT = $10.00 |
|
Feeders/Live Cattle |
- |
1,950 |
1,465 |
- |
9:10-1:00 |
- |
- |
|
Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST | Point Value | Tick Fluctuation |
|
Foods/Fibers/Lumber |
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|
Cocoa |
10 M Tons |
980 |
700 |
210 |
7:00-10:50 | 1 PT = $10.00 | 1 PT = $10.00 |
|
Coffee "C" |
37,500 Lbs. |
2,800 |
2,000 |
500 |
8:15-11:30 | 1 PT = $3.75 | 5 PT = $18.75 |
|
Cotton #2 |
50,000 Lbs. |
1,680 |
1,200 |
298 |
9:30-1:15 | 1 PT = $5.00 | 1 PT = $5.00 |
|
Orange Juice |
15,000 Lbs. |
910 |
650 |
250 |
9:00-12:30 | 1 PT = $1.50 | 5 PT = $7.50 |
|
Sugar #11 |
112,000 Lbs. |
700 |
500 |
140 |
8:00-11:00 | 1 PT = $11.20 | 1 PT = $11.20 |
|
Lumber |
110,000 bd ft |
1,650 |
1,100 |
900 |
9:00-1:05 | 1 PT = $1.10 | 10 PT = $11.00 |
|
New Milk (CME) |
200,000 Lbs. |
2,025 |
1,500 |
300 |
8:00-1:10 | 1 PT = $20.00 | 1 PT = $20.00 |
|
Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST | Point Value | Tick Fluctuation |
|
Metals |
|||||||
|
Copper |
25,000 Lbs. |
2,700 |
2,000 |
202 |
7:10-12:00 | 1 PT = $2.50 | 5 PT =$12.50 |
|
Gold |
100 Troy oz. |
2,025 |
1,500 |
608 |
7:20-12:30 | 1 Doll = $100.00 | 10 Cent = $10.00 |
|
Mini New York Gold* |
33.2 Troy Oz. |
432 |
320 |
135 |
8:15-1:45 | 1 Doll = $33.20 | 10 Cent = $3.32 |
|
Platinum |
50 Troy Oz. |
2,700 |
2,000 |
500 |
7:20-12:05 | 1 Doll = $50.00 | 10 Cent = $5.00 |
|
Palladium |
100 Troy Oz. |
2,700 |
2,000 |
404 |
7:30-12:00 | 1 Doll = $100.00 | 5 Cent = $5.00 |
|
Silver/5000 OZ |
5,000 Troy Oz. |
2,700 |
2,000 |
470 |
7:25-12:25 | 1 Cent = $50.00 | 1/2 Cent = $25.00 |
|
Mini New York Silver* |
1,000 Troy Oz. |
432 |
320 |
338 |
8:15-1:45 | 1 Cent = $10.00 | 1/10 Cent = $1.00 |
|
Ecbot 100oz Gold |
100 Troy Oz. |
952 |
705 |
- |
- |
1 Doll = $100.00 |
- |
|
Ecbot 5000oz Silver |
5,000 Troy Oz. |
1,620 |
1,200 |
- |
- |
1 Cent = $50.00 |
- |
|
Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
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