CBOT Equity Index Futures
Overnight Margins -- Outright Rates (Exchange Minimums)
|
|
|
Initial |
Maintenance |
$25 BIG Dow (DO) |
|
Spec |
$14,063 |
$11,250 |
|
Hedge/Member |
$11,250 |
$11,250 |
Mini-Dow Jones (CBOT) (YM) |
|
Spec |
$2,813 |
$2,250 |
|
Hedge/Member |
$2,250 |
$2,250 |
CBOT Interest Rate Futures
Outright Rates (Exchange Minimums)
|
|
|
Initial |
Maintenance |
30 Year Swap (CBOT) (I3) |
|
Spec |
$1,485 |
$1,100 |
|
Hedge/Member |
$1,100 |
$1,100 |
10 Year Treasury Note (21) |
|
Spec |
$878 |
$650 |
|
Hedge/Member |
$650 |
$650 |
5 Year Treasury Note (25) |
|
Spec |
$608 |
$450 |
|
Hedge/Member |
$450 |
$450 |
2 Year Treasury Note (26) |
|
Spec |
$608 |
$450 |
|
Hedge/Member |
$450 |
$450 |
US Long Bond (17) |
|
Spec |
$1,350 |
$1,000 |
|
Hedge/Member |
$1,000 |
$1,000 |
10 Year Swap (CBOT) (66) |
|
Spec |
$878 |
$650 |
|
Hedge/Member |
$650 |
$650 |
5 Year Swap (CBOT) (NG) |
|
Spec |
$709 |
$525 |
|
Hedge/Member |
$525 |
$525 |
Fed Funds (CBOT) (41) |
|
Less than 21 days to expire |
$304 |
$225 |
|
Less than 14 days to expire |
$203 |
$150 |
|
Less than 7 days to expire |
$101 |
$75 |
Fed Funds (CBOT) (41) Mths 1-4 |
|
Spec |
$338 |
$250 |
|
Hedge/Member |
$250 |
$250 |
Fed Funds (CBOT) (41) Mths 5-12 |
|
Spec |
$675 |
$500 |
|
Hedge/Member |
$500 |
$500 |
Mini-Eurodollar (YE) |
|
Spec |
$338 |
$250 |
|
Hedge/Member |
$250 |
$250 |
CBOT Agricultural Futures
Outright Rates (Exchange Minimums)
|
|
|
Initial |
Maintenance |
Corn (CBOT) (C) |
|
Speculative - Old Crop |
$1,350 |
$1,000 |
|
Hedge/Member - Old Crop |
$1,000 |
$1,000 |
|
Speculative - New Crop |
$1,350 |
$1,000 |
|
Hedge/Member - New Crop |
$1,000 |
$1,000 |
Mini-Corn (CBOT) (YC) |
|
Speculative - Old Crop |
$270 |
$200 |
|
Hedge/Member - Old Crop |
$200 |
$200 |
|
Speculative - New Crop |
$270 |
$200 |
|
Hedge/Member - New Crop |
$200 |
$200 |
Wheat (CBOT) (W) |
|
Spec |
$1,553 |
$1,150 |
|
Hedge/Member |
$1,150 |
$1,150 |
Mini-Wheat (CBOT) (YW) |
|
Spec |
$311 |
$230 |
|
Hedge/Member |
$230 |
$230 |
CBOT Ethanol Futures (EH) |
|
Spec |
$4,050 |
$3,000 |
|
Hedge/Member |
$3,000 |
$3,000 |
Oats (CBOT) (O) |
|
Spec |
$743 |
$550 |
|
Hedge/Member |
$550 |
$550 |
Soybean (CBOT) (S) |
|
Speculative - Old Crop |
$1,350 |
$1,000 |
|
Hedge/Member - Old Crop |
$1,000 |
$1,000 |
|
Speculative - New Crop |
$1,350 |
$1,000 |
|
Hedge/Member - New Crop |
$1,000 |
$1,000 |
Mini-Soybean (CBOT) (YK) |
|
Speculative - Old Crop |
$270 |
$200 |
|
Hedge/Member - Old Crop |
$200 |
$200 |
|
Speculative - New Crop |
$270 |
$200 |
|
Hedge/Member - New Crop |
$200 |
$200 |
CBOT Metal Futures
Outright Rates (Exchange Minimum |
|
|
Initial |
Maintenance |
100 oz. Gold Futures (38) |
|
Spec |
$2,349 |
$1,740 |
|
Hedge/Member |
$1,740 |
$1,740 |
Mini- Gold (63) |
|
Spec |
$783 |
$580 |
|
Hedge/Member |
$580 |
$580 |
5000 oz. Silver Futures (39) |
|
Spec |
$4,050 |
$3,000 |
|
Hedge/Member |
$3,000 |
$3,000 |
Mini- Silver (61) |
|
Spec |
$810 |
$600 |
|
Hedge/Member |
$600 |
$600 |
|
