Exchange Minimum Margins
1/31/18

Grains                                              Initial         Maint
@C                  Corn                            605              550
@S                  Soybeans                        1595            1450
@W                  Wheat - Chicago                 1045             950
@KW                 Wheat - Kansas City             990              900
@MW                 Wheat - Minn                    1320            1200
@EU                 EU Wheat                        440              400
@O                  Oats                            633              575
@SM                 Soybean Meal                    1320            1200
@BO                 Soybean Oil                     660              600
@RR                 Rough Rice                      990              900

Livestock
@LE                 Live Cattle                     1650            1500
@GF                 Feeder Cattle                   3080            2800
@HE                 Lean Hogs                       1100            1000
@DA                 Milk Class 3                    534              485
@DK                 Milk Class 4                    880              800

Other Ag
@CT                 Cotton                          2530            2300
@SB                 Sugar #11                       1064             952
@SFI                Sugar #16                       801              728
@KC                 Coffee                          2310            2100
@OJ                 Orange Juice                    1320            1200
@CC                 Cocoa                           1265            1150
@LB                 Lumber                          1760            1600


Financials
@US                 Treasury Bond                   2750            2500
@TY                 10 Year T-Note                  1045             950
@FV                 5 Year T-Note                   616              560
@TU                 2 Year T-Note                   374              340
@FF                 30 Day Fed Funds                127              115
@ED                 Eurodollar                      165              150
@EY                 Euroyen                        22000y          20000y

Indexes
@NQ                 E-Mini Nasdaq 100 Index         5720            5200
SP                  S&P 500 Index                  27775            25250
@ES                 E mini S&P Index                5555            5050
@TFS                Mini Russell 2000 ICE           2420            2200
@RTY                Mini Russell 2000 CME           3245            2950
@DX                 US Dollar Index                 1980            1800


Metals
QGC                 Comex Gold                      3850            3500
QSI                 Comex Silver                    4400            4000
QHG                 Hi Grade Copper                 3410            3100
QPL                 Platinum                        1925            1750
QPA                 Palladium                       8250            7500
@YG                 Mini-Sized Gold                 1595            1450
@YI                 Mini-Sized Silver               1430            1300

Energies
QCL                 Crude Oil                       2145            1950
QHO                 New York Harbor ULSD            3080            2800
QNG                 Natural Gas                     2420            2200
QRB                 RBOB                            3080            2800

Currencies
@AD                 Australian Dollar               1595            1450
@BP                 British Pound                   1760            1600
@CD                 Canadian Dollar                 1430            1300
@EU                 Euro FX                         2750            2500
@JY                 Japanese Yen                    2200            2000
@SF                 Swiss Franc                     2970            2700
@PX                 Mexican Peso                    990              900

ICE Grains
ICN                 Corn                            715              650
IS                  Soybeans                        1595            1450
ISM                 Soybean Meal                    1265            1150
IW                  Wheat                           935              850
IBO                 Soybean Oil                     716              651

LME Metals                                       Per Tonne         Per Lot
MAA                 Aluminum Alloy                  140             2800
MAL                 Aluminum High Grade             165             4125
MCU                 Copper                          630             15750
MNA                 NA Aluminum Alloy               150             3000
MNI                 Nickel                          2400            14400
MPB                 Lead                            225             5625
MSN                 Tin                             1900            9500
MZN                 Zinc                            240             6000