Commodity Margin Sheet

Note: Margins rates may change without notice.
Exchange Abbreviations
CBOT Chicago Board of Trade COMX Commodity Exchange
CME Chicago Merchantile Exchange CSCE Coffee, Sugar and Cocoa Exchange
IMM International Money Market NQLX Nasdaq Liffe Markets
KCBT Kansas City Board of Trade NYCE New York Cotton Exchange
NYFE New York Futures Exchange ONEC One Chicago
NYME New York Merchantile Exchange    
 
Contract Month Symbols
F January G February H March J April
K May M June N July Q August
U September V October X November Z December
 
Margins by Exchange
Exchange Commodity
Description		 Initial
Margin		 Maintenance
Margin		 Initial
Hedge Margin		 Maintenance
Hedge Margin		 Delivery
Month
CBOT CBOT DJIA 6250 5000 5000 5000 MUZ
CBOT CBOT ETHAN 3375 2500 2500 2500 JKMNQUVXZ
CBOT CBOT GOLD 2025 1500 1500 1500 JKMNQUVXZ
CBOT CBOT M-WHT 405 300 300 300 KNUZ
CBOT CBOT MBEAN 540 400 400 400 KNQUX
CBOT CBOT MCORN 216 160 160 160 KNUZ
CBOT CBOT-M-SIL 675 500 500 500 JKMNQUVXZ
CBOT CBT BARGE 675 500 500 500 KNVZ
CBOT CBT CORN 1080 800 800 800 KNUXZ
CBOT CBT CRN US 4050 3000 3000 3000 UVX
CBOT CBT E-DOW 15625 12500 12500 12500 MUZ
CBOT CBT M-EURO 338 250 250 250 MUZ
CBOT CBT MEAL 1823 1350 1350 1350 KNQUVZ
CBOT CBT NH3 100 100 100 100 MUZ
CBOT CBT O-NOTE 1215 900 900 900 MUZ
CBOT CBT OATS 1013 750 750 750 KNUZ
CBOT CBT SOYBNS 2700 2000 2000 2000 KNQUX
CBOT CBT SOYOIL 945 700 700 700 KNQUVZ
CBOT CBT T-BOND 1620 1200 1200 1200 MUZ
CBOT CBT T-NOTE 1148 850 850 850 MUZ
CBOT CBT WHEAT 2025 1500 1500 1500 KNUZ
CBOT CBT 2YR NT 878 650 650 650 MUZ
CBOT CBT 30-DAY 675 500 500 500 JKMNQUVXZ
CBOT CBT 5YR TN 878 650 650 650 MUZ
CBOT CBT 5000OZ 3375 2500 2500 2500 JKMNQUVXZ
CBOT CBT-M-GOLD 675 500 500 500 JKMNQUVXZ
CBOT CBTM5$ DOW 3125 2500 2500 2500 MUZ
CBOT MORTG 11% 1688 1250 1250 1250 JKMNQUVXZ
CBOT MORTG 8.5% 1080 800 800 800 JKMNQUVXZ
CBOT N CATAS IN 3584 2655 2655 2655 MNUZ
CBOT ROUGH RICE 810 600 600 600 KNUX
CFE CFE DJ VOL 3250 2600 2600 2600 JKMNQUVXZ
CFE CFE VOL IX 2250 1800 1800 1800 JKMNQUVXZ
CME CME BELLY 1620 1200 1200 1200 KNQUX
CME CME BUTTER 1215 900 900 900 KNUVZ
CME CME CATTLE 1080 800 800 800 JKMNQUVXZ
CME CME CS BUT 608 450 450 450 JKMNQUVXZ
CME CME FEEDER 1350 1000 1000 1000 JKQUVX
CME CME HS BOS 1688 1250 1250 1250 KQX
CME CME HS IDX 1350 1000 1000 1000 KQX
CME CME HS LAV 2025 1500 1500 1500 KQX
CME CME HS LAX 2025 1500 1500 1500 KQX
CME CME HS MIA 2025 1500 1500 1500 KQX
CME CME HS SDG 2025 1500 1500 1500 JKMNQUVXZ
CME CME HS SFR 2025 1500 1500 1500 KQX
CME CME HS WDC 2025 1500 1500 1500 KQX
CME CME MIDBFP 1013 750 750 750 JKMNQUVXZ
CME CME NW LUM 1650 1100 1100 1100 KNUX
CME CME NWMILK 2025 1500 1500 1500 JKMNQUVXZ
CME LEAN HOGS 1215 900 900 900 JKMNQVZ
COMX CMX ALUM 2700 2000 2000 2000 JKMNQUVXZ
COMX CMX GOLD 3375 2500 2500 2500 JKMNQUVXZ
COMX CMX HI-GRD 6413 4750 4750 4750 JKMNQUVXZ
COMX CMX MINYCO 3206 2375 2375 2375 JKMNQUVXZ
COMX CMX MINYGO 1688 1250 1250 1250 JKMNQUVXZ
COMX CMX MINYSL 2025 1500 1500 1500 JKMNQUVXZ
COMX CMX SILVER 4050 3000 3000 3000 JKMNQUVXZ
CSCE COCOA METR 1260 900 900 900 KNUZ
CSCE COFFEE C 3500 2500 2500 2500 KNUZ
CSCE CSC CHEESE 46550 35000 35000 35000 KNUX
CSCE CSC NFMILK 1550 1550 1550 1550 KNUX
CSCE SUGAR #11 910 650 650 650 KNV
CSCE SUGAR #14 980 700 700 700 KNUX
IMM IMM A-DLLR 2430 1800 1800 1800 MUZ
IMM IMM B REAL 2800 2000 2000 2000 JKMNQUVXZ
IMM IMM B-PDS 1485 1100 1100 1100 MUZ
IMM IMM BP WK3 1485 1100 1100 1100 MUZ
IMM IMM C-DLLR 1755 1300 1300 1300 MUZ
IMM IMM CD WK4 1755 1300 1300 1300 MUZ
IMM IMM CD/JY 675000 500000 500000 500000 MUZ
IMM IMM D-MARK 410 304 304 304 MUZ
IMM IMM E-MIDC 4000 3200 3200 3200 MUZ
IMM IMM E-MINI 3938 3150 3150 3150 MUZ
IMM IMM E-NASC 4500 3600 3600 3600 MUZ
IMM IMM E-NASD 3250 2600 2600 2600 MUZ
IMM IMM E-RSSL 4250 3400 3400 3400 MUZ
IMM IMM E-YEN 18900 14000 14000 14000 MUZ
IMM IMM ECU 2025 1500 1500 1500 MUZ
IMM IMM ED 5YR 1485 1100 1100 1100 JKMNQUVXZ
IMM IMM EURDLR 743 550 550 550 JKMNQUVXZ
IMM IMM FFRANC 4050 3000 3000 3000 MUZ
IMM IMM GSCI 5250 3500 3500 3500 JKMNQUVXZ
IMM IMM J-YEN 2700 2000 2000 2000 MUXZ
IMM IMM JY WK3 2700 2000 2000 2000 MUZ
IMM IMM LIBOR 473 350 350 350 JKMNQUVXZ
IMM IMM M PESO 1875 1500 1500 1500 MUZ
IMM IMM MIDC 1 743 550 550 550 MUZ
IMM IMM MIDCAP 20000 16000 16000 16000 MUZ
IMM IMM MINIED 74 55 55 55 JKMNQUVXZ
IMM IMM MINIFX 1013 750 750 750 MUZ
IMM IMM NAS100 16250 13000 13000 13000 MUZ
IMM IMM NBAR G 8750 7000 7000 7000 MUZ
IMM IMM NIK JY 587500 470000 470000 470000 MUZ
IMM IMM NIKKEI 5000 4000 4000 4000 MUZ
IMM IMM NZ DOL 2700 2000 2000 2000 JKMNQUVXZ
IMM IMM RAND 2363 1750 1750 1750 JMNUVZ
IMM IMM RMB US 1350 1000 1000 1000 JKMNQUVXZ
IMM IMM RUBLE 3000 2000 2000 2000 JKMNQUVXZ
IMM IMM RUSSEL 21250 17000 17000 17000 MUZ
IMM IMM RUSSIK 3500 3500 3500 3500 MUZ
IMM IMM S&P 19688 15750 15750 15750 MUZ
IMM IMM S-FRNC 1350 1000 1000 1000 MUZ
IMM IMM T-BILL 405 300 300 300 MUZ
KCBT KC WHEAT 1875 1500 1500 1500 KNUZ
NYCE COTTON 1680 1200 1200 1200 JKMNQUVXZ
NYCE FNX AD/US 4921 3700 3700 3700 MUZ
NYCE FNX AD/YEN 997500 750000 750000 750000 MUZ
NYCE FNX BP/DM 1796 1350 1350 1350 MUZ
NYCE FNX BP/SF 4123 3100 3100 3100 MUZ
NYCE FNX DM/FF 1862 1400 1400 1400 MUZ
NYCE FNX EU/BP 998 750 750 750 MUZ
NYCE FNX EURO 1875 1500 1500 1500 MUZ
NYCE FROZEN OJ 1890 1350 1350 1350 KNUX
NYCE NYBT PULP 665 500 500 500 JMQVZ
NYCE US$ INDEX 1131 850 850 850 MUZ
NYFE CRB INDEX 1600 1600 1600 1600 KNUXZ
NYFE NYBT CCI 4000 4000 4000 4000 JMQX
NYFE NYBT M RUS 1300 1300 1300 1300 MUZ
NYFE NYSE SC-IX 23940 18000 18000 18000 MUZ
NYME HEAT OIL 6075 4500 6075 4500 JKMNQUVXZ
NYME NATURALGAS 8775 6500 8775 6500 JKMNQUVXZ
NYME NY CRUDE 4050 3000 4050 3000 JKMNQUVXZ
NYME NYME COFFE 2700 2000 2700 2000 KNUZ
NYME NYME E CL 2025 1500 2025 1500 JKMNQUVXZ
NYME NYME E NG 2194 1625 2194 1625 JKMNQUVXZ
NYME NYME HO/CL 4050 3000 4050 3000 JKMNQUVXZ
NYME NYME HOMNY 3038 2250 3038 2250 JKMNQUVXZ
NYME NYME NATGS 8775 6500 8775 6500 JKMNQUVXZ
NYME NYME RBOB 6075 4500 6075 4500 JKMNQUVXZ
NYME NYME ULGNY 3038 2250 3038 2250 JKMNQUVXZ
NYME NYME WTI 4050 3000 4050 3000 JKMNQUVXZ