|
| [ Welcome ] [ About ] [ Products ] [ Affiliate ] [ Privacy ] [ Terms ] [ Testimonials ] [ Guarantee ] [ Contact ] |
The following is a list of typical commodity futures trading margins and maintenance amounts required for a trade. They are in Commodity Price Chart sequence. Check with your broker for current margin requirements.
As of Dec 05, 2008
INITIAL MAINT.
COMMODITY MARGIN MARGIN
----------------------------- ------- -------
Corn (CBOT) ................. $ 2,025 1,500
Soybeans (CBOT) ............. 4,725 3,500
Soybean Meal (CBOT) ......... 2,700 2,000
Soybean Oil (CBOT) .......... 2,025 1,500
Wheat (CBOT) ................ 3,375 2,500
Oats (CBOT) ................. 1,350 1,000
Cotton (ICE) ................ 2,520 1,800
Orange Juice (ICE) .......... 1,400 1,000
Cocoa (ICE) ................. 2,660 1,900
Coffee (ICE) ................ 3,220 2,300
Sugar (ICE) ................. 1,260 900
Cattle Feeder (CME) ......... 2,025 1,500
Cattle Live (CME) ........... 1,620 1,500
Hogs, Lean (CME) ............ 1,350 1,000
Pork Bellies, Frozen (CME) .. 1,890 1,400
Mexican Peso (IMM) .......... 3,000 2,400
Australian Dollar (IMM) ..... 5,400 4,000
British Pound (IMM) ......... 4,590 3,400
Canadian Dollar (IMM) ....... 4,455 3,300
Euro FX (IMM) ............... 6,075 4,500
Japanese Yen (IMM) .......... 6,075 4,500
Swiss Franc (IMM) ........... 3,105 2,300
US Dollar Index (ICE) ....... 2,295 1,700
Eurodollars (IMM) ........... 1,485 1,100
T-Notes 10yr (CBOT) ......... 2,970 2,200
T-Bonds 30yr (CBOT) ......... 3,645 2,700
Copper H.G. (COMEX) ......... 7,763 5,750
Gold (COMEX) ................ 5,808 4,302
Platinum (NYMEX) ............ 8,100 6,000
Silver (COMEX) .............. 8,640 6,400
RBOB Gasoline (NYMEX) ....... 10,800 8,000
Heating Oil (NYMEX) ......... 11,475 8,500
Crude Oil (NYMEX) ........... 10,463 7,750
Natural Gas (NYMEX) ......... 9,788 7,250
S&P 500 (IOM) ............... 30,938 24,750
The following Futures Multiplier Table is presented in Commodity Price Chart sequence. There are two sections. In the top section, the Multipl(ier) column contains the value to multiply the change in price (as reported in Investor's Business Daily to determine the value of the price move. The $400 stop column identifies a price value that represents $400 of risk. The Commodities column contains the commodities to which this line of data applies. T-notes and T-bonds are presented separately because the value reported is in 32nds. The bottom section contains three columns: the current Marg/Maint for each commodity, Daily Limit shows the maximum amount price may move in one trading day, VAL shows the amount the daily limit move represents (in dollars).
FUTURES MULTIPLIER TABLE
======================================================================================
| <----------- Value ------------> | $400
Multipl | 1.0 0.1 .01 .001 .0001 | stop Commodities
------- | ------- ------ ----- ----- ----- | ------ ----------------------------------
10 | 10 ****** ***** ***** ***** | 40. cocoa
50 | 5,000 500 50 5 ***** | 8.00 corn,oat,soybean,wheat,plat,silver
100 | 100 10 1 ***** ***** | 4.00 soymeal, gold
150 | 150 15 1.50 ***** ***** | 2.67 orange juice
250 | 250 25 ***** ***** ***** | 1.6 S&P 500
250 | 250 25 2.50 ***** ***** | 1.60 copper
375 | 375 37.50 3.75 ***** ***** | 1.07 coffee
400 | 400 40 4 ***** ***** | 1.00 cattle(live),hogs,pork bellies
420 | 420 42 4.20 ***** ***** | .95 heating oil,unleaded gas
500 | 500 50 5 ***** ***** | .80 cattle(feeder),cotton
600 | 600 60 6 ***** ***** | .67 soybean oil
1,000 | 1,000 100 10 ***** ***** | .40 US dollar index,crude oil
1,120 | 1,120 112 11.20 ***** ***** | .36 sugar
2,500 | 2,500 250 25 ***** ***** | .16 Eurodollar
10,000 | 10,000 1,000 100 10 ***** | .040 natural gas
62,500 | 62,500 6,250 625 62.50 6.25 | .0064 british pound
100,000 | 100,000 10,000 1,000 100 10 | .0040 canadian dollar,australian dollar
125,000 | 125,000 12,500 1,250 125 12.50 | .0032 Euro FX,japanese yen,swiss franc
500,000 | 500,000 50,000 5,000 500 50 | .0008 mexican peso
| <----------- Value ------------> |
Multipl | 1.0 0-08 0-04 0-02 0-01 | Commodities
------- | ------- ------ ----- ----- ----- | ------ ----------------------------------
1,000 | 1,000 250 125 62.50 31.25 0-13 t-note(10 yr),t-bond(30 yr)
======================================================================================
Daily Daily
(Dec 05, 2008) Marg/ Maint Limit VAL Margin Limit VAL
-------------------------- --------- ---------------------------- -------------
Corn......... 2,025/1,500 12¢/ 600 Mexican Peso. 3,000/ 2,400 none
Soybeans..... 4,725/3,500 30¢/1,500 Austral. Doll 5,400/ 4,000
Soy Meal..... 2,700/2,000 $10/1,000 British Pound 4,590/ 3,400 (2) 5,000
Soy Oil...... 2,025/1,500 1¢/ 600 Canadian Doll 4,455/ 3,300 (2) 4,000
Wheat........ 3,375/2,500 20¢/1,000 Euro FX...... 6,075/ 4,500 (2) 5,000
Oats......... 1,350/1,000 10¢/ 500 Japanese Yen. 6,075/ 4,500 (2) 5,000
Cotton....... 2,520/1,800 3¢/1,500 Swiss Franc.. 3,105/ 2,300 (2) 5,000
Orange Juice. 1,400/1,000 5¢/ 750(1) US Dol Index. 2,295/ 1,700 none
Cocoa........ 2,660/1,900 none Eurodollar... 1,485/ 1,100 none
Coffee....... 3,220/2,300 none T-Note (10).. 2,970/ 2,200 96/32/ 3,000
Sugar........ 1,260/ 900 none T-Bond (30).. 3,645/ 2,700 96/32/ 3,000
Feed Cattle.. 2,025/1,500 1.5¢/ 750 Copper....... 7,763/ 5,750 20¢/ 5,000
Live Cattle.. 1,620/1,500 1.5¢/ 600 Gold......... 5,808/ 4,302 $75/ 7,500
Hogs (lean).. 1,350/1,000 2.0¢/ 800 Platinum..... 8,100/ 6,000 $25/ 2,500
Pork Bellies. 1,890/1,400 3¢/1,200 Silver....... 8,640/ 6,400 1.50/ 7,500
(1) no daily limit for front month RBOB Gas..... 10,800/ 8,000 4¢/ 1,680
(2) none 7:20-7:35/1:45-2:00, Heating Oil.. 11,475/ 8,500 20¢(3)/8,400
then 400 pts expandable Crude Oil.... 10,463/ 7,750 1.50/ 1,500
(3) nearest 2 contracts, Natural Gas.. 9,780/ 7,250 10¢/ 1,000
400 pts remaining ones S&P 500...... 30,938/24,750 none
© 1995 -
Offer content and all products copyright by Learn-Futures.com. All rights reserved worldwide.