Exchange Minimum Margins
9/19/17

Grains                                              Initial         Maint
@C                  Corn                            935              850
@S                  Soybeans                        2310            1900
@W                  Wheat - Chicago                 1540            1200
@KW                 Wheat - Kansas City             1320            1200
@MW                 Wheat - Minn                    1320            1200
@EU                 EU Wheat                        440              400
@O                  Oats                            880              800
@SM                 Soybean Meal                    1760            1600
@BO                 Soybean Oil                     798              725
@RR                 Rough Rice                      908              825

Livestock
@LE                 Live Cattle                     1925            1750
@GF                 Feeder Cattle                   3520            3200
@HE                 Lean Hogs                       1320            1200
@DA                 Milk Class 3                    495              450
@DK                 Milk Class 4                    550              500

Other Ag
@CT                 Cotton                          2530            2300
@SB                 Sugar #11                       1232            1120
@SFI                Sugar #16                       1319            1199
@KC                 Coffee                          2970            2700
@OJ                 Orange Juice                    1760            1600
@CC                 Cocoa                           1595            1450
@LB                 Lumber                          1595            1450


Financials
@US                 Treasury Bond                   3300            3000
@TY                 10 Year T-Note                  1430            1300
@FV                 5 Year T-Note                   688              625
@TU                 2 Year T-Note                   418              380
@FF                 30 Day Fed Funds                187              170
@ED                 Eurodollar                      220              200
@EY                 Euroyen                        22000y          20000y

Indexes
@NQ                 E-Mini Nasdaq 100 Index         4950            4500
SP                  S&P 500 Index                  24750            22500
@ES                 E mini S&P Index                4950            4500
@TFS                Mini Russell 2000 ICE           2420            2200
@RTY                Mini Russell 2000 CME           3025            2750
@DX                 US Dollar Index                 1980            1800


Metals
QGC                 Comex Gold                      4950            4500
QSI                 Comex Silver                    6490            5900
QHG                 Hi Grade Copper                 3465            3150
QPL                 Platinum                        1925            1750
QPA                 Palladium                      14300            13000
@YG                 Mini-Sized Gold                 1557            1415
@YI                 Mini-Sized Silver               1540            1400

Energies
QCL                 Crude Oil                       2640            2400
QHO                 New York Harbor ULSD            3575            3250
QNG                 Natural Gas                     1980            1800
QRB                 RBOB                            4675            4250

Currencies
@AD                 Australian Dollar               1595            1450
@BP                 British Pound                   1980            1800
@CD                 Canadian Dollar                 1210            1100
@EU                 Euro FX                         2750            2500
@JY                 Japanese Yen                    2750            2500
@SF                 Swiss Franc                     2970            2700
@PX                 Mexican Peso                    1210            1100

ICE Grains
ICN                 Corn                            880              800
IS                  Soybeans                        2200            2000
ISM                 Soybean Meal                    1760            1600
IW                  Wheat                           1925            1750
IBO                 Soybean Oil                     880              800

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