Exchange Minimum Margins
Updated on 11/7/18

Grains                                              Initial         Maint
@C                  Corn                            792              720
@S                  Soybeans                        2255            2050
@W                  Wheat - Chicago                 1375            1250
@KW                 Wheat - Kansas City             1430            1300
@MW                 Wheat - Minn                    1320            1200
@O                  Oats                            633              575
@SM                 Soybean Meal                    1595            1450
@BO                 Soybean Oil                     550              500
@RR                 Rough Rice                      1375            1250

Livestock
@LE                 Live Cattle                     1650            1500
@GF                 Feeder Cattle                   3080            2800
@HE                 Lean Hogs                       1485            1350
@DA                 Milk Class 3                    352              320
@DK                 Milk Class 4                    413              375

Other Ag
@CT                 Cotton                          2915            2650
@SB                 Sugar #11                       1064             952
@SFI                Sugar #16                       616              560
@KC                 Coffee                          2805            2550
@OJ                 Orange Juice                    960              872
@CC                 Cocoa                           2090            1900
@LB                 Lumber                          3025            2750


Financials
@US                 Treasury Bond                   2530            2300
@TY                 10 Year T-Note                  1155            1050
@FV                 5 Year T-Note                   748              680
@TU                 2 Year T-Note                   506              460
@FF                 30 Day Fed Funds                176              160
@ED                 Eurodollar                      165              150
@EY                 Euroyen                        22000y          20000y

Indexes
@NQ                 E-Mini Nasdaq 100 Index         7700            7000
SP                  S&P 500 Index                  30800            28000
@ES                 E mini S&P Index                6160            5600
@RTY                Mini Russell 2000 CME           3905            3550
@DX                 US Dollar Index                 1980            1800


Metals
QGC                 Comex Gold                      3740            3400
QSI                 Comex Silver                    3960            3600
QHG                 Hi Grade Copper                 3410            3100
QPL                 Platinum                        1870            1700
QPA                 Palladium                       6050            5500
@YG                 Mini-Sized Gold                 1595            1450
@YI                 Mini-Sized Silver               1430            1300

Energies
QCL                 Crude Oil                       3410            3100
QHO                 New York Harbor ULSD            4180            3800
QNG                 Natural Gas                     2475            2250
QRB                 RBOB                            4400            3800

Currencies
@AD                 Australian Dollar               1595            1450
@BP                 British Pound                   1815            1650
@CD                 Canadian Dollar                 1430            1300
@EU                 Euro FX                         2530            2300
@JY                 Japanese Yen                    2200            2000
@SF                 Swiss Franc                     3300            3000
@PX                 Mexican Peso                    1485            1350


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