CME Index Futures
Outright Rates (Exchange Minimums) |
|
|
Initial |
Maintenance |
Nasdaq Composite Index (QN) |
|
Spec |
$4,500 |
$3,600 |
|
Hedge/Member |
$3,600 |
$3,600 |
S&P 500 Stock Index (SP) |
|
Spec |
$17,500 |
$14,000 |
|
Hedge/Member |
$14,000 |
$14,000 |
E-Mini S&P 500 (ES) |
|
Spec |
$3,500 |
$2,800 |
|
Hedge/Member |
$2,800 |
$2,800 |
Nasdaq-100 Index (ND) |
|
Spec |
$16,250 |
$13,000 |
|
Hedge/Member |
$13,000 |
$13,000 |
E-Mini Nasdaq 100 (NQ) |
|
Spec |
$3,250 |
$2,600 |
|
Hedge/Member |
$2,600 |
$2,600 |
E-Mini Nasdaq Biotechnology Index Futures (BQ) |
|
Spec |
$3,750 |
$3,000 |
|
Hedge/Member |
$3,000 |
$3,000 |
S&P Midcap 400 (MD) |
|
Spec |
$18,750 |
$15,000 |
|
Hedge/Member |
$15,000 |
$15,000 |
E-mini S&P Midcap 400 (ME) |
|
Spec |
$3,750 |
$3,000 |
|
Hedge/Member |
$3,000 |
$3,000 |
E-mini Russell 1000 (RS) |
|
Spec |
$3,625 |
$2,900 |
|
Hedge/Member |
$2,900 |
$2,900 |
Russell 2000 Stock Index (RL) |
|
Spec |
$20,000 |
$16,000 |
|
Hedge/Member |
$16,000 |
$16,000 |
E-Mini Russell 2000 Index (ER) |
|
Spec |
$4,000 |
$3,200 |
|
Hedge/Member |
$3,200 |
$3,200 |
NIKKEI 225 Stock Index (NK) |
|
Spec |
$5,000 |
$4,000 |
|
Hedge/Member |
$4,000 |
$4,000 |
S&P Small Cap 600 (EP) |
|
Spec |
$3,500 |
$2,800 |
|
Hedge/Member |
$2,800 |
$2,800 |
E-Mini S&P Asia 50 Stock Index (PA) |
|
Spec |
$2,500 |
$2,000 |
|
Hedge/Member |
$2,000 |
$2,000 |
CME Currency Futures
Outright Rates (Exchange Minimums) |
|
|
Initial |
Maintenance |
CME Israeli Shekel (IS) |
|
Spec |
$6,750 |
$5,000 |
|
Hedge/Member |
$5,000 |
$5,000 |
Czech Koruna (CZ) |
|
Spec |
$3,780 |
$2,800 |
|
Hedge/Member |
$2,800 |
$2,800 |
Australian Dollar (AD) |
|
Spec |
$1,148 |
$850 |
|
Hedge/Member |
$850 |
$850 |
CME$Index (DR) |
|
Spec |
$1,958 |
$1,450 |
|
Hedge/Member |
$1,450 |
$1,450 |
Cross Rate Australian Dollar/Canadian Dollar (AC) |
|
Spec |
CAD3,375 |
CAD2,500 |
|
Hedge/Member |
CAD2,500 |
CAD2,500 |
Cross Rate Australian Dollar/Japanese Yen (AJ) |
|
Spec |
¥540,000 |
¥400,000 |
|
Hedge/Member |
¥400,000 |
¥400,000 |
Cross Rate Australian Dollar/New Zealand Dollar (AN) |
|
Spec |
NZD3,645 |
NZD2,700 |
|
Hedge/Member |
NZD2,700 |
NZD2,700 |
Cross Rate British Pound/Japanese Yen (BY) |
|
Spec |
¥607,500 |
¥450,000 |
|
Hedge/Member |
¥450,000 |
¥450,000 |
Cross Rate British Pound/Swiss Franc (BF) |
|
Spec |
CHF4,320 |
CHF3,200 |
|
Hedge/Member |
CHF3,200 |
CHF3,200 |
Cross Rate Canadian Dollar/Japanese Yen (CY) |
|
Spec |
¥540,000 |
¥400,000 |
|
Hedge/Member |
¥400,000 |
¥400,000 |
Cross Rate Euro FX/Australian Dollar (CA) |
|
Spec |
AUD3,240 |
AUD2,400 |
|
Hedge/Member |
AUD2,400 |
AUD2,400 |
Cross Rate Euro FX/Canadian Dollar (CC) |
|
Spec |
CAD3,645 |
CAD2,700 |
|
Hedge/Member |
CAD2,700 |
CAD2,700 |
Cross Rate Swiss Franc/Japanese Yen (SJ) |
|
Spec |
¥405,000 |
¥300,000 |
|
Hedge/Member |
¥300,000 |
¥300,000 |
Norwegian Krone (UN) |
|
Spec |
$6,750 |
$5,000 |
|
Hedge/Member |
$5,000 |
$5,000 |
Swedish Krona (SE) |
|
Spec |
$5,400 |
$4,000 |
|
Hedge/Member |
$4,000 |
$4,000 |
British Pound (BP) |
|
Spec |
$1,688 |
$1,250 |
|
Hedge/Member |
$1,250 |
$1,250 |
Canadian Dollar (CD) |
|
Spec |
$1,148 |
$850 |
|
Hedge/Member |
$850 |
$850 |
Euro FX (EC) |
|
Spec |
$2,025 |
$1,500 |
|
Hedge/Member |
$1,500 |
$1,500 |
E-Mini Euro FX (E7) |
|
Spec |
$1,013 |
$750 |
|
Hedge/Member |
$750 |
$750 |
Japanese Yen (JY) |
|
Spec |
$2,700 |
$2,000 |
|
Hedge/Member |
$2,000 |
$2,000 |
E-Mini Japanese Yen (J7) |
|
Spec |
$1,350 |
$1,000 |
|
Hedge/Member |
$1,000 |
$1,000 |
Swiss Franc (SF) |
|
Spec |
$1,485 |
$1,100 |
|
Hedge/Member |
$1,100 |
$1,100 |
Mexican Peso (MP) |
|
Spec |
$1,875 |
$1,500 |
|
Hedge/Member |
$1,500 |
$1,500 |
Brazilian Real (BR) |
|
Spec |
$2,800 |
$2,000 |
|
Hedge/Member |
$2,000 |
$2,000 |
CME Korean Won/US Dollar (KRW) |
|
Spec |
$2,295 |
$1,700 |
|
Hedge/Member |
$1,700 |
$1,700 |
New Zealand Dollar (NE) |
|
Spec |
$1,350 |
$1,000 |
|
Hedge/Member |
$1,000 |
$1,000 |
Russian Ruble (RU) |
|
Spec |
$3,000 |
$2,000 |
|
Hedge/Member |
$2,000 |
$2,000 |
South African Rand (RA) |
|
Spec |
$2,700 |
$2,000 |
|
Hedge/Member |
$2,000 |
$2,000 |
Cross Rate EuroFX/British Pound (RP) |
|
Spec |
£945 |
£700 |
|
Hedge/Member |
£700 |
£700 |
Cross Rate Euro FX/Japanese Yen (RY) |
|
Spec |
¥270,000 |
¥200,000 |
|
Hedge/Member |
¥200,000 |
¥200,000 |
CME Chinese Renminbi/U.S. Dollar (RMB) |
|
Spec |
$540 |
$400 |
|
Hedge/Member |
$400 |
$400 |
Cross Rate Chinese Renminbi/Euro (RME) |
|
Spec |
EUR2,160 |
EUR1,600 |
|
Hedge/Member |
EUR1,600 |
EUR1,600 |
Cross Rate Chinese Renminbi/Japanese Yen (RMY) |
|
Spec |
¥310,500 |
¥230,000 |
|
Hedge/Member |
¥230,000 |
¥230,000 |
Euro/Czech Koruna Cross-Rate (K) |
|
Spec |
EUR2,025 |
EUR1,500 |
|
Hedge/Member |
EUR1,500 |
EUR1,500 |
Euro/Hungarian Forint Cross-Rate (R) |
|
Spec |
EUR3,375 |
EUR2,500 |
|
Hedge/Member |
EUR2,500 |
EUR2,500 |
Euro/Polish Zloty Cross-Rate (Z) |
|
Spec |
EUR1,688 |
EUR1,250 |
|
Hedge/Member |
EUR1,250 |
EUR1,250 |
Cross Rate Euro FX/Swiss Franc (RF) |
|
Spec |
CHF1,485 |
CHF1,100 |
|
Hedge/Member |
CHF1,100 |
CHF1,100 |
CME Agricultural Futures
Outright Rates (Exchange Minimums) |
|
|
Initial |
Maintenance |
CME Dry Whey Futures (DY) |
|
Spec |
$1,620 |
$1,200 |
|
Hedge/Member |
$1,200 |
$1,200 |
Live Cattle (LC) |
|
Spec |
$1,013 |
$750 |
|
Hedge/Member |
$750 |
$750 |
|
Delivery Month - Spec |
$1,013 |
$750 |
|
Delivery Month - Hedge/Member |
$750 |
$750 |
Feeder Cattle (FC) |
|
Spec |
$1,620 |
$1,200 |
|
Hedge/Member |
$1,200 |
$1,200 |
|
Delivery Month - Spec |
$1,620 |
$1,200 |
|
Delivery Month - Hedge/Member |
$1,200 |
$1,200 |
CME Cash-Settled Butter Futures (CB) |
|
Spec |
$608 |
$450 |
|
Hedge/Member |
$450 |
$450 |
CME Ethanol Futures (ET) |
|
Spec |
$6,075 |
$4,500 |
|
Hedge/Member |
$4,500 |
$4,500 |
Lean Hogs (LN) |
|
Spec |
$945 |
$700 |
|
Hedge/Member |
$700 |
$700 |
Frozen Pork Bellies (PB) |
|
Spec |
$1,620 |
$1,200 |
|
Hedge/Member |
$1,200 |
$1,200 |
|
Delivery Month - Spec |
$3,240 |
$2,400 |
|
Delivery Month - Hedge/Member |
$2,400 |
$2,400 |
Butter (DB) |
|
Spec |
$1,215 |
$900 |
|
Hedge/Member |
$900 |
$900 |
Nonfat Dry Milk (NF) |
|
Spec |
$2,700 |
$2,000 |
|
Hedge/Member |
$2,000 |
$2,000 |
Goldman Sachs Commodity Index (GI) |
|
Spec |
$6,000 |
$4,000 |
|
Hedge/Member |
$4,000 |
$4,000 |
Diammonium Phosphate (DP) |
|
Spec |
$540 |
$400 |
|
Hedge/Member |
$400 |
$400 |
Urea Ammonium Nitrate (UL) |
|
Spec |
$608 |
$450 |
|
Hedge/Member |
$450 |
$450 |
CME Forest Product Futures
Outright Rates (Exchange Minimums) |
|
|
Initial |
Maintenance |
Lumber (LB) |
|
Spec |
$1,650 |
$1,100 |
|
Hedge/Member |
$1,100 |
$1,100 |
|
Delivery Month - Spec |
$2,700 |
$1,800 |
|
Delivery Month - Hedge/Member |
$1,800 |
$1,800 |
*Overnight margin rates are subject to change. To verify margin rates, consult your Mirus Futures broker or the exchange website. |
