|
|
While ALTAVRA attempts to
keep the margin list current,
please note that margins
are subject to change without
notice.
* Indicates a change in
margin. Last
updated May 17th, 2012.
|
Market |
Floor |
Electronic |
Exchange |
Initial |
Maintenance |
|
13 WEEK T-BILL |
TB |
|
CME |
405 |
300 |
|
AUSTRALIAN
DOLLAR |
AD |
6A |
CME |
3,780 |
2,800 |
|
BRAZILIAN REAL |
|
6L |
CME |
4,900 |
3,500 |
|
BRITISH POUND |
BP |
6B |
CME |
2,025 |
1,500 |
|
BUTTER |
DB |
|
CME |
2,160 |
1,600 |
|
CANADIAN DOLLAR |
CD |
6C |
CME |
2,295 |
1,700 |
|
CATTLE, FEEDER |
FC |
GF |
CME |
2,025 |
1,500 |
|
CATTLE, LIVE |
LC |
LE |
CME |
1,620 |
1,200 |
|
COCOA |
CC |
ICC |
ICE |
1,980 |
1,800 |
|
COFFEE |
KC |
IKC |
ICE |
3,905 |
3,550 |
|
COPPER HI-GRADE |
HG |
HG |
COMEX |
5,400 |
4,000 |
|
E-MINI COPPER |
|
QC |
COMEX |
2,700 |
2,000 |
|
CORN |
C |
ZC |
CME |
2,363 |
1,750 |
|
MINI CORN |
YC |
XC |
CME |
473 |
350 |
|
COTTON |
CT |
ICT |
ICE |
2,145 |
1,950 |
|
CRUDE OIL |
CL |
CL |
NYMEX |
6,885 |
5,100 |
|
E-MINI CRUDE OIL |
|
QM |
NYMEX |
3,443 |
2,550 |
|
CRUDE OIL -
BRENT |
|
BC |
ICE EUROPE |
6,000 |
6,000 |
|
CRUDE OIL - WTI |
|
WBS |
ICE EUROPE |
6,000 |
6,000 |
|
DAX |
|
FDAX |
EUREX |
13,250 |
13,250 |
|
US DOLLAR INDEX |
DX |
IDX |
ICE |
1,254 |
1,140 |
|
DOW INDUSTRIAL
INDEX |
DJ |
ZD |
CME |
6,250 |
5,000 |
|
E-MINI DOW
INDUSTRIAL INDEX
$5 |
|
YM |
CME |
3,125 |
2,500 |
|
E-MINI RUSSELL
1000 |
|
TR |
ICE |
3,000 |
3,000 |
|
E-MINI RUSSELL
2000 |
|
TF |
ICE |
6,600 |
6,000 |
|
EMICRO AUD/USD
FUTURES |
|
M6A |
CME |
432 |
320 |
|
EMICRO EUR/USD
FUTURES (M6E) |
|
M6E |
CME |
540 |
400 |
|
EMICRO GBP/USD
FUTURES (M6B) |
|
M6B |
CME |
203 |
150 |
|
EMICRO USD/CAD
FUTURES |
|
M6C |
CME |
270 CAD |
200 CAD |
|
EMICRO USD/CHF
FUTURES (1SF) |
|
M6S |
CME |
338 CHF |
250 CHF |
|
EMICRO USD/JPY
FUTURES (1JY) |
|
M6J |
CME |
261 JPY |
198 JPY |
|
ETHANOL |
|
EH |
CME |
6,413 |
4,750 |
|
EURO BOBL (In
EUR) |
|
FGBS |
EUREX |
1,560 |
1,560 |
|
EURO BUND (In
EUR) |
|
FESX |
EUREX |
2,950 |
2,950 |
|
EURO DOLLAR |
ED |
GE |
CME |
439 |
325 |
|
EURO FX |
EC |
6E |
CME |
4,725 |
3,500 |
|
EMINI EURO FX |
|
E7 |
CME |
2,700 |
2,000 |
|
EURO SCHATZ (In
EUR) |
|
FGBS |
EUREX |
420 |
420 |
|
EURO STOXX (In
EUR) |
|
FESX |
EUREX |
1,823 |
1,823 |
|
EUROYEN (in yen) |
RY |
RY |
CME |
607,500 |
450,000 |
|
FED Funds (30
day) |
FF |
ZQ |
CBOT |
540 |
400 |
|
FROZEN OJ |
OJ |
IOJ |
ICE |
2,838 |
2,580 |
|
GOLD (NYSE)
100oz* |
|
ZG |
NYSE |
10,009 |
9,009 |
|
E-MINI GOLD
(NYSE)* |
|
YG |
NYSE |
3,336 |
3,033 |
|
GOLD (COMEX) |
GC |
GC |
COMEX |
10,125 |
7,500 |
|
miNY Gold 50 oz. |
|
QO |
COMEX |
5,063 |
3,750 |
|
E-MICRO GOLD |
|
MGC |
COMEX |
1,013 |
750 |
|
HEATING OIL |
HO |
HO |
NYMEX |
6,480 |
4,800 |
|
IPE GAS OIL |
|
WTS |
ICE EUROPE |
4,500 |
4,500 |
|
JAPANESE YEN |
JY |
6J |
CME |
4,860 |
3,600 |
|
E-MINI JAPANESE
YEN |
|
J7 |
CME |
2,430 |
1,800 |
|
KC VALUE LINE |
MV |
MV |
KCBT |
1,000 |
800 |
|
LEAN HOGS |
LH |
HE |
CME |
1,688 |
1,250 |
|
LUMBER |
LB |
LBS |
CME |
2,250 |
1,500 |
|
MEXICAN PESO |
ME |
6M |
CME |
3,750 |
3,000 |
|
NASDAQ |
|
ND |
CME |
12,500 |
10,000 |
|
E-MINI NASDAQ
100 |
|
NQ |
GLOBEX |
2,500 |
2,000 |
|
NATURAL GAS Tier
1 |
NG |
NG |
CME |
2,700 |
2,000 |
|
E-MINI NATURAL
GAS |
|
QG |
CME |
709 |
525 |
|
NEW ZEALAND
DOLLAR |
NE |
6N |
CME |
3,375 |
2,500 |
|
OATS |
O |
ZO |
CBOT |
2,835 |
2,100 |
|
PALLADIUM |
PA |
PA |
NYMEX |
5,775 |
5,250 |
|
PLATINUM |
PL |
PL |
NYMEX |
3,850 |
3,500 |
|
PORK BELLIES,
FROZEN |
PB |
GPFB |
CME |
2,025 |
1,500 |
|
PROPANE |
PN |
PN |
NYMEX |
4,388 |
3,250 |
|
RBOB GASOLINE |
RB |
RB |
NYMEX |
8,100 |
6,000 |
|
ROUGH RICE |
RR |
ZR |
CME |
1,350 |
1,000 |
|
RUSSIAN RUBLE |
RU |
6R |
CME |
8,550 |
5,700 |
|
S&P 500 |
SP |
NSP |
CME |
21,875 |
17,500 |
|
EMINI S&P 500 |
|
ES |
CME |
4,375 |
3,500 |
|
S&P MID 400 |
MD |
|
CME |
31,250 |
25,000 |
|
EMINI S&P MIDCAP |
|
EMD |
CME |
6,250 |
5,000 |
|
SILVER 5000
oz.(COMEX)* |
SI |
SI |
COMEX |
15,945 |
14,495 |
|
miNY SILVER 2500
oz.* |
QI |
QI |
NYSE |
3,189 |
2,899 |
|
SILVER
(NYSE)5000oz |
|
ZI |
NYSE |
18,500 |
18,500 |
|
E-MINI SILVER
(NYSE) |
|
YI |
NYSE |
3,700 |
3,700 |
|
SOYBEAN MEAL |
SM |
ZM |
CME |
1,958 |
1,450 |
|
SOYBEAN OIL |
BO |
ZL |
CME |
1,215 |
900 |
|
SOYBEANS |
S |
ZS |
CME |
3,375 |
2,500 |
|
MINI SOYBEANS |
YK |
XK |
CME |
675 |
500 |
|
SUGAR #11 |
SB |
ISB |
CME |
1,595 |
1,450 |
|
SWISS FRANC |
SF |
6S |
CME |
6,210 |
4,600 |
|
US 10 YR T-NOTE |
TY |
ZN |
CBOT |
1,485 |
1,100 |
|
US 2 YR T-NOTE |
TU |
ZU |
CBOT |
540 |
540 |
|
US 5 YR T-NOTE |
FV |
ZF |
CBOT |
878 |
650 |
|
US T-BONDS |
US |
ZB |
CBOT |
3,780 |
2,800 |
|
WHEAT |
W |
ZW |
CME |
3,038 |
2,250 |
|
MINI WHEAT |
YW |
XW |
CME |
608 |
450 |
|
WHEAT KC |
KW |
KE |
KCBT |
3,125 |
2,500 |
|
WHEAT MN |
MW |
MW |
MNSE |
3,445 |
2,650 |
While ALTAVRA attempts to
keep the margin list current,
please note that margins
are subject to change without
notice.
* Indicates a change in
margin. Last
updated May 17th, 2012.
|