Exchange Minimum Margins
Updated on 12/2/19

Grains                                              Initial         Maint
@C                  Corn                            1100            1000
@S                  Soybeans                        1859            1690
@W                  Wheat - Chicago                 1595            1450
@KW                 Wheat - Kansas City             1595            1450
@MW                 Wheat - Minn                    1320            1200
@O                  Oats                            798              725
@SM                 Soybean Meal                    1122            1020
@BO                 Soybean Oil                     622              565
@RR                 Rough Rice                      825              750

Livestock
@LE                 Live Cattle                     1980            1800
@GF                 Feeder Cattle                   3713            3375
@HE                 Lean Hogs                       2420            2200
@DA                 Milk Class 3                    682              620
@DK                 Milk Class 4                    743              675

Other Ag
@CT                 Cotton                          2915            2650
@SB                 Sugar #11                       1064             952
@SFI                Sugar #16                       678              616
@KC                 Coffee                          3300            3000
@OJ                 Orange Juice                    1386            1260
@CC                 Cocoa                           2090            1900
@LB                 Lumber                          2475            2250


Financials
@US                 Treasury Bond                   2970            2700
@TY                 10 Year T-Note                  1265            1150
@FV                 5 Year T-Note                   770              700
@TU                 2 Year T-Note                   594              540
@FF                 30 Day Fed Funds                407              370
@ED                 Eurodollar                      330              300
@EY                 Euroyen                        22000y          20000y

Indexes
@NQ                 E-Mini Nasdaq 100 Index         7920            7200
SP                  S&P 500 Index                  34650            31500
@ES                 E mini S&P Index                6930            6300
@RTY                Mini Russell 2000 CME           3300            3000
@DX                 US Dollar Index                 1815            1650


Metals
QGC                 Comex Gold                      4950            4500
QSI                 Comex Silver                    5720            5200
QHG                 Hi Grade Copper                 2640            2400
QPL                 Platinum                        2420            2200
QPA                 Palladium                      14575            13250
@YG                 Mini-Sized Gold                 1336            1214
@YI                 Mini-Sized Silver               852              774

Energies
QCL                 Crude Oil                       4400            4000
QHO                 New York Harbor ULSD            4895            4450
QNG                 Natural Gas                     2420            2200
QRB                 RBOB                            5225            4750

Currencies
@AD                 Australian Dollar               1320            1200
@BP                 British Pound                   2310            2100
@CD                 Canadian Dollar                 1100            1000
@EU                 Euro FX                         1980            1800
@JY                 Japanese Yen                    2365            2150
@SF                 Swiss Franc                     3410            3100
@PX                 Mexican Peso                    1320            1200


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