Exchange Minimum Margins
Revised 5/22/17

Grains                                              Initial         Maint
@C                  Corn                            825              750
@S                  Soybeans                        2310            2100
@W                  Wheat - Chicago                 1320            1200
@KW                 Wheat - Kansas City             1375            1250
@MW                 Wheat - Minn                    1560            1200
@EU                 EU Wheat                        440              400
@O                  Oats                            688              625
@SM                 Soybean Meal                    1980            1800
@BO                 Soybean Oil                     793              950
@RR                 Rough Rice                      908              825

Livestock
@LE                 Live Cattle                     1980            1800
@GF                 Feeder Cattle                   3713            3375
@HE                 Lean Hogs                       1320            1200
@DA                 Milk Class 3                    1485            1350
@DK                 Milk Class 4                    1045             950

Other Ag
@CT                 Cotton                          1650            1500
@WCT                World Cotton                    1430            1300
@SB                 Sugar #11                       1232            1120
@SFI                Sugar #16                       1540            1400
@KC                 Coffee                          2970            2700
@OJ                 Orange Juice                    2145            1950
@CC                 Cocoa                           1595            1450
@LB                 Lumber                          1595            1450


Financials
@US                 Treasury Bond                   3850            3500
@TY                 10 Year T-Note                  1430            1300
@FV                 5 Year T-Note                   825              750
@TU                 2 Year T-Note                   517              470
@FF                 30 Day Fed Funds                198              180
@ED                 Eurodollar                      275              250
@EY                 Euroyen                        22000y          20000y

Indexes
@NQ                 E-Mini Nasdaq 100 Index         4290            3900
SP                  S&P 500 Index                  25300            23000
@ES                 E mini S&P Index                5060            4600
@TFS                Mini Russell 2000 Index         3630            3300
@DX                 US Dollar Index                 1980            1800


Metals
QGC                 Comex Gold                      4620            4200
QSI                 Comex Silver                    5500            5000
QHG                 HGrade Copper                   3410            2750
QPL                 Platinum                        2640            2400
QPA                 Palladium                       4400            4000
@YG                 Mini-Sized Gold                 1557            1415
@YI                 Mini-Sized Silver               1540            1400

Energies
QCL                 Crude Oil                       2970            2700
QHO                 New York Harbor ULSD            3300            3000
QNG                 Natural Gas                     2090            1900
QRB                 RBOB                            4290            3900

Currencies
@AD                 Australian Dollar               1650            1500
@BP                 British Pound                   2640            2400
@CD                 Canadian Dollar                 1155            1050
@EU                 Euro FX                         2750            2500
@JY                 Japanese Yen                    3300            3000
@SF                 Swiss Franc                     3438            3125
@PX                 Mexican Peso                    1485            1350

ICE Grains
ICN                 Corn                            880              800
IS                  Soybeans                        2200            2000
ISM                 Soybean Meal                    2200            2000
IW                  Wheat                           1100            1000
IBO                 Soybean Oil                     1100            1000

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