Exchange Minimum Margins
Updated on 7/30/18

Grains                                              Initial         Maint
@C                  Corn                            880              800
@S                  Soybeans                        2255            2050
@W                  Wheat - Chicago                 1705            1550
@KW                 Wheat - Kansas City             1788            1625
@MW                 Wheat - Minn                    1320            1200
@O                  Oats                            633              575
@SM                 Soybean Meal                    1650            1500
@BO                 Soybean Oil                     660              600
@RR                 Rough Rice                      1375            1250

Livestock
@LE                 Live Cattle                     1650            1500
@GF                 Feeder Cattle                   3080            2800
@HE                 Lean Hogs                       1320            1200
@DA                 Milk Class 3                    352              320
@DK                 Milk Class 4                    413              375

Other Ag
@CT                 Cotton                          2750            2500
@SB                 Sugar #11                       1064             952
@SFI                Sugar #16                       801              728
@KC                 Coffee                          2310            2100
@OJ                 Orange Juice                    1320            1200
@CC                 Cocoa                           1870            1700
@LB                 Lumber                          1760            1600


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         6380            5800
SP                  S&P 500 Index                  30800            28000
@ES                 E mini S&P Index                6160            5600
@RTY                Mini Russell 2000 CME           3795            3450
@DX                 US Dollar Index                 1980            1800


Metals
QGC                 Comex Gold                      3410            3100
QSI                 Comex Silver                    3960            3600
QHG                 Hi Grade Copper                 3080            2800
QPL                 Platinum                        1870            1700
QPA                 Palladium                       7150            6500
@YG                 Mini-Sized Gold                 1595            1450
@YI                 Mini-Sized Silver               1430            1300

Energies
QCL                 Crude Oil                       3795            3450
QHO                 New York Harbor ULSD            4620            4200
QNG                 Natural Gas                     1320            1200
QRB                 RBOB                            4840            4400

Currencies
@AD                 Australian Dollar               1595            1450
@BP                 British Pound                   1760            1600
@CD                 Canadian Dollar                 1430            1300
@EU                 Euro FX                         2530            2300
@JY                 Japanese Yen                    2200            2000
@SF                 Swiss Franc                     2970            2700
@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