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Margins

Commodity
Contract

Trading Hr.
Central Time

  Point
  Value

Tick
Fluctuation

Contract
Size

Initial
Margin

 

Maint.
Margin

 

Spread
Margin

EXTENDED TRADING HOURS CENTRAL TIME

 

RTH

 

 

 

 

 

 

 

 

ETH

Currencies                           Most currencies are available to trade 24 hours a day.                                                                                         

 

Swiss Franc*

7:20-2:00

1 Pt.=$12.50

1 Pt.=$12.50

125,000 SF

1,485

 

1,100

 

400

_________________
GLOBEX 2*

MON - THURS.
2:30PM-7:05AM
SUNDAY
5:30PM-7:05AM

GLOBEX 2**

MON-THURS
2:30PM-2:00PM
SUNDAY
5:30PM-2:00PM


DOLLAR INDEX***
N.Y. 6PM-9PM
DUBLIN 2AM-7AM

Mid-Am Swiss Franc

7:20-2:15

1 Pt.=$6.25

1 Pt.=$6.25

62,500 SF

945

 

700

 

200

Deutschemark**

2:30-2:00

1 Pt.=$12.50

1 Pt.=$12.50

125,000 DM

1,080

 

800

 

400

Mid-Am Deutschemark

7:20-2:15

1 Pt.=$6.25

1 Pt.=$6.25

62,500 DM

675

 

500

 

200

Japanese Yen*

7:20-2:00

1 Pt.=$12.50

1 Pt.=$12.50

12,500,000 JY

3,645

 

2,700

 

600

Mid-Am Japanese Yen

7:20-2:15

1 Pt.=$6.25

1 Pt.=$6.25

6,250,000 JY

2,106

 

1,560

 

300

Emini Japanese Yen**

2:30-2:00

1 Pt.=$6.25

1 Pt.=$6.25

6,250,000 JY

1,823

 

1,350

 

300

British Pound

7:20-2:00

1 Pt.=$6.25

2 Pts.=$12.50

62,500 BP

1,360

 

1,000

 

300

Mid-Am British Pound

7:20-2:15

1 Pt.=$1.25

2 Pt.=$2.50

12,500 BP

365

 

270

 

100

Canadian Dollar*

7:20-2:00

1 Pt.=$10.00

1 Pt.=$10.00

100,000 CD

608

 

450

 

200

Mid-Am Canadian Dollar

7:20-2:15

1 Pt.=$5.00

1 Pt.=$5.00

50,000 CD

351

 

260

 

100

French Franc*

7:20-2:00

1 Pt.=$5.00

2 Pts.=$10.00

500,000 FF

1,283

 

950

 

250

Australian Dollar*

7:20-2:00

1 Pt.=$10.00

1 Pt.=$10.00

100,000 AD

1,182

 

875

 

250

Euro Currency**

7:20-2:00

1 Pt.=$12.50

1 Pt.=$12.50

125,000 ECU

2,025

 

1,500

 

400

Emini Euro Currency**

2:30-2:00

1 Pt.=$6.25

1 Pt.=$6.25

62,500 ECU

1,013

 

750

 

200

Mexican Peso (new)**

7:20-2:00

1 Pt.=$5.00

2.5 Pt.=$12.50

500,000 MP

5,000

 

4,000

 

625

 

Brazilian Real*

7:20-2:00

1 Pt.= $10.00

1 Pt. = $10.00

100,000 BR

4,200

 

3,000

 

1,260

 

Russian Ruble*

7:20 2:00

1 Pt.=$12.50

1 Pt.=$12.50

500,000 Rubles

15,000

 

10,000

 

4,000

 

US Dollar Index***

7:05-2:00

1 Pt.=$10.00

1 Pt. = $10.00

1,000 x USDX

1,330

 

1,000

 

399

 

Swiss Franc/J. Yen

7:20-2:00

1 Pt.=$12.50

1 Pt.=$12.50

-

2,565

 

1,900

 

-

 

Swiss Franc/D. Mark

7:20-2:00

1 Pt.=$12.50

1 Pt.=$12.50

-

642

 

475

 

-

 

Swiss Franc/B. Pound

7:20-2:00

-

-

-

1,688

 

1,250

 

-

 

D. Mark/J. Yen

7:20-2:00

1 Pt.=$12.50

1 Pt.=$12.50

-

2.430

 

1,800

 

-

 

D. Mark/B. Pound

7:20-2:00

-

-

-

1,215

 

900

 

-

 

J. Yen/B. Pound

7:20-2:00

-

-

-

2,430

 

1,800

 

-

 

J. Yen/Euro Currency

7:20-2:00

1 Pt.=$12.50

1 Pt.=$12.50

-

3,105

 

2,300

 

-

 

 

 

 

 

 

 

 

 

 

 

 

Interest Rates                          Most interest rate products are available to trade 24 hours a day.                                                                       

 

Eurodollar*

7:20-2:00

1 Pt.=$25.00

1/2 Pt.=$12.50

$1,000,000

675

 

500

 

-

__________________
GLOBEX 2*
MON-THURS
4:30PM-4:00PM NXT DAY
SUNDAY
5:30PM-4:00PM NXT DAY

A/C/E**
SUN-THURS 10:00PM-4:00PM
 

Treasury Bills

7:20-2:00

1 Pt.=$25.00

1/2 Pt.=$12.50

$1,000,000

270

 

200

 

150

Mid-Am T-Bill

7:20-3:15

1 Pt. =$12.50

1/2 Pt.= $6.25

$500,000

149

 

110

 

100

Treasury Bonds**

7:20-2:00

1 Pt.=$1,000.00

1/32 = $31.25

$100,000

2,025

 

1,500

 

300

Mid-Am Treasury Bonds

7:20-3:15

1 Pt.=$500.00

1/32 = $15.62

$50,000

1,013

 

750

 

150

10 Yr T. Notes**

7:20-2:00

1 Pt.=$1,000.00

1/32 = $31.25

$100,000

1,350

 

1,000

 

150

Mid-Am Ten Year

7:20-3:15

1 Pt.= $500.00

1/32 = $15.62

$50,000

675

 

500

 

270

Fed. 30-day Funds

7:20-2:00

1 Pt.=$4,167.00

.01=$41.67

$5,000,000

270

 

200

 

100

Municipal Bond

7:20-2:00

1 Pt.=$1,000.00

1/32 = $31.25

$100,000

1,350

 

1,000

 

135

Five Year**

7:20-2:00

1 Pt.=$2,000.00

1/2 of 1/32=$15.62

$50,000

878

 

650

 

338

Two Year

7:20-2:00

1 Pt.=$2,000.00

1/4 of 1/32=$15.62

$200,000

675

 

500

 

270

Midcurve

7:20-2:00

1 Pt.=$25.00

1/2 Pt.=$12.50

$1,000,000

675

 

375

 

270

Notes/Bonds

7:20-2:00

1 Pt.=$1,000.00

1/32 = $31.25

$100,000

1,029

 

762

 

-

Munis/Bonds

7:20-2:00

1 Pt.=$1,000.00

1/32 = $31.25

$100,000

1,350

 

1,000

 

-

Ted Spread (T-Bills/Euros)

7:20-2:00

1 Pt.=$25.00

1/2 Pt.=$12.50

$1,000,000

338

 

250

 

-

EuroYen (front month)

7:20-2:00

1 Pt.=2,500JY

1 Pt.=2,500JY

100 Million Yen

17,550 JY

 

13,000 JY

 

-

 

 

 

 

 

 

 

 

 

 

 

 

Grains/Oilseeds

 

 

 

 

 

 

 

 

 

 

Corn*

9:30-1:15

1 Cent = $50.00

1/4 Cent = $12.50

5,000 BU

473

c

350

c

135

__________________
A/C/E*
SUN-THURS
10:10PM-6:00AM
 

Mid-Am Corn

9:30-1:45

1 Cent = $10.00

1/4 Cent = $2.50

1,000 BU

95

c

70

c

27

Oats*

9:30-1:15

1 Cent = $50.00

1/4 Cent = $12.50

5,000 BU

270

 

200

 

135

Mid-Am Oats

9:30-1:45

1 Cent = $10.00

1/4 Cent = $2.50

1,000 BU

54

 

40

 

27

Soybeans*

9:30-1:15

1 Cent = $50.00

1/4 Cent = $12.50

5,000 BU

1,215

 

900

 

250

Mid-Am Soybeans

9:30-1:45

1 Cent = $10.00

1/4 Cent = $2.50

1,000 BU

243

 

180

 

45

 

Soymeal*

9:30-1:15

1 Doll. = $100.00

10 Cents = $10.00

100 Tons

810

 

600

 

320

 

Mid-Am Soymeal

9:30-1:45

1 Doll. = $50.00

10 Cents = $5.00

50 Tons

405

 

300

 

175

 

Soybean Oil*

9:30-1:15

1 Pt. = $6.00

1 Pt. = $6.00

60,000 Lbs.

540

 

400

 

135

 

Mid-Am Oil

9:30-1:45

1 Pt. = $3.00

1 Pt. = $3.00

30,000 Lbs.

270

 

200

 

67

 

Wheat*

9:30-1:15

1 Cent = $50.00

1/4 Cent = $12.50

5,000 BU

675

c

500

c

371

 

Mid-Am Wheat

9:30-1:45

1 Cent = $10.00

1/4 Cent = $2.50

1,000 BU

135

c

100

c

74

 

Kansas City Wheat*

9:30-1:15

1 Cent = $50.00

1/4 Cent = $12.50

5,000 BU

500

 

400

 

125

 

Minneapolis Wheat*

9:30-1:15

1 Cent = $50.00

1/4 Cent = $12.50

5,000 BU

500

 

400

 

338

 

Rough Rice*

9:15-1:30

1 Cent = $20.00

1/2 Cent = $10.00

100 Tons

675

 

500

 

270

 

Canola*

9:30-1:15

1 Cent = $2 CD

10 Cents = $20 CD

20 Metric Tons

142 CD

 

142 CD

 

50 CD

 

Flaxseed*

9:30-1:15

1 Cent = $0.2 CD

10 Cents = $2 CD

20 Metric Tons

105 CD

 

105 CD

 

50 CD

 

KC Wheat/CBOT Wheat

9:30-1:15

1 Cent = $50.00

1/4 Cent = $12.50

10,000 BU

350

 

245

 

-

 

Corn (Old/New crop spread)

9:30-1:15

1 Cent = $50.00

1/4 Cent = $12.50

10,000 BU

270

 

200

 

-

 

Oats (Old/New crop spread)

9:30-1:15

1 Cent = $50.00

1/4 Cent = $12.50

10,000 BU

135

 

100

 

-

 

Soybeans (Old/New crop)

9:30-1:15

1 Cent = $50.00

1/4 Cent = $12.50

10,000 BU

405

 

300

 

-

 

Wheat (Old/New spread)

9:30-1:15

1 Cent = $50.00

1/4 Cent = $12.50

10,000 BU

270

 

200

 

-

 

 

 

 

 

 

 

 

 

 

 

 

Indexes                           S&P contracts are available to trade 24 hours a day.