Exchange Minimum Margins
Revised 12/21/16

Grains                                              Initial         Maint
@C                  Corn                            990              900
@S                  Soybeans                        2640            2400
@W                  Wheat - Chicago                 1100            1000
@KW                 Wheat - Kansas City             990              900
@MW                 Wheat - Minn                    1560            1200
@EU                 EU Wheat                        440              400
@O                  Oats                            660              600
@SM                 Soybean Meal                    1980            1800
@BO                 Soybean Oil                     793              715
@RR                 Rough Rice                      1045             950

Livestock
@LE                 Live Cattle                     1980            1800
@GF                 Feeder Cattle                   3713            3375
@HE                 Lean Hogs                       1320            1200
@DA                 Milk Class 3                    1430            1300
@DK                 Milk Class 4                    1320            1200

Other Ag
@CT                 Cotton                          1650            1500
@WCT                World Cotton                    1430            1300
@SB                 Sugar #11                       1540            1400
@SFI                Sugar #16                       1602            1456
@KC                 Coffee                          2970            2700
@OJ                 Orange Juice                    2145            1950
@CC                 Cocoa                           1430            1300
@LB                 Lumber                          1100            1000


Financials
@US                 Treasury Bond                   4840            4400
@TY                 10 Year T-Note                  1595            1450
@FV                 5 Year T-Note                   935              850
@TU                 2 Year T-Note                   660              600
@FF                 30 Day Fed Funds                198              180
@ED                 Eurodollar                      248              225
@EY                 Euroyen                        22000y          20000y

Indexes
@NQ                 E-Mini Nasdaq 100 Index         4400            4000
SP                  S&P 500 Index                  26125            23750
@ES                 E mini S&P Index                5225            4750
@TFS                Mini Russell 2000 Index         3630            3300
@DX                 US Dollar Index                 1980            1800


Metals
QGC                 Comex Gold                      6600            6000
QSI                 Comex Silver                    7150            6500
QHG                 HGrade Copper                   3025            2750
QPL                 Platinum                        2640            2400
QPA                 Palladium                       4400            4000
@YG                 Mini-Sized Gold                 2122            1929
@YI                 Mini-Sized Silver               1782            1620

Energies
QCL                 Crude Oil                       3520            3200
QHO                 New York Harbor ULSD            4125            3750
QNG                 Natural Gas                     2805            2550
QRB                 RBOB                            4620            4200

Currencies
@AD                 Australian Dollar               2200            2000
@BP                 British Pound                   3960            3600
@CD                 Canadian Dollar                 1925            1750
@EU                 Euro FX                         4043            3675
@JY                 Japanese Yen                    4950            4500
@SF                 Swiss Franc                     3960            3600
@PX                 Mexican Peso                    1925            1750

ICE Grains
ICN                 Corn                            1100            1000
IS                  Soybeans                        3080            2800
ISM                 Soybean Meal                    3080            2800
IW                  Wheat                           1540            1400
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