|
|
EXCHANGE
|
INITIAL
|
MAINT.
|
TRADING
HOURS
(Exchange Local)
|
MINIMUM
FLUCTUATION
|
|
|
Currencies
|
|
Australian Dollar
|
IMM
|
5,400
|
4,000
|
7:20-14:00, 17:00-16:00
|
0.01 c/A$ = $10
|
|
British Pound
|
IMM
|
4,590
|
3,400
|
7:20-14:00, 17:00-16:00
|
0.01 c/£= $6.25
|
|
Canadian Dollar
|
IMM
|
4,455
|
3,300
|
7:20-14:00, 17:00-16:00
|
0.01 c/C$ = $10
|
|
Euro Currency
|
IMM
|
6,075
|
4,500
|
7:20-14:00, 17:00-16:00
|
0.01 c/EUR = $12.50
|
|
Japanese Yen
|
IMM
|
6,075
|
4,500
|
7:20-14:00, 17:00-16:00
|
0.0001 c/¥ = $12.50
|
|
Swiss Franc
|
IMM
|
3,105
|
2,300
|
7:20-14:00, 17:00-16:00
|
0.01 c/SF = $12.50
|
|
|
|
|
Interest Rates
|
|
US T-Bonds
|
CBOT
|
4,320
|
3,200
|
7:20-14:00, 19:00-16:00
|
1/32 = $31.25
|
|
10 Year Notes
|
CBOT
|
2,970
|
2,200
|
7:20-14:00, 19:00-16:00
|
1/2 of 1/32 = $15.625
|
|
5 Year Notes
|
CBOT
|
2,295
|
1,700
|
7:20-14:00, 19:00-16:00
|
1/2 of 1/32 = $15.625
|
|
Eurodollars
|
IMM
|
1,485
|
1,100
|
7:20-14:00, 17:00-16:00
|
0.01=$25.00
|
|
|
|
|
Indices
|
|
S&P 500
|
IMM
|
30,938
|
24,750
|
8:30-15:15, 15:30-8:15, 15:30-16:30
|
0.1 = $25
|
|
E-Mini S&P
|
IMM
|
6,188
|
4,950
|
17:00-15:15, 15:30-16:30
|
0.25 = $12.50
|
|
Nasdaq 100
|
IMM
|
20,000
|
16,000
|
8:30-15:15, 17:00-8:15, 15:30-16:30
|
0.25 = $25
|
|
E-Mini Nasdaq
|
IMM
|
4,000
|
3,200
|
17:00-15:15, 15:30-16:30
|
0.5 = $10
|
|
Dow Jones
|
CBOT
|
13,750
|
11,000
|
7:20-15:15, 19:15-7:00
|
1 = $10
|
|
E-Mini Dow
|
CBOT
|
6,875
|
5,500
|
7:20-15:15, 19:15-7:00
|
1 = $5
|
|
Dollar Index
|
ICE
|
2,660
|
2,000
|
8:05-15:00, 19-22, 3-8
|
0.01 = $10
|
|
|
|
|
Energy
|
|
Crude Oil*
|
NYMEX
|
10,463
|
7,750
|
10:00-14:30, 15:15-9:30
|
$0.01/bbl = $10
|
|
Heating Oil*
|
NYMEX
|
11,475
|
8,500
|
10:00-14:30, 15:15-9:30
|
0.01C/gal.= $4.20
|
|
Natural Gas*
|
NYMEX
|
9,788
|
7,250
|
10:00-14:30, 15:15-9:30
|
0.1c/mmBtu = $10
|
|
|
|
|
Metals
|
|
Comex Gold
|
COMEX
|
5,808
|
4,302
|
8:20-13:30, 14:00-8:00
|
$0.10/OZ = $10
|
|
Nylif Gold
|
NYSE-LIFFE
|
5,808
|
4,302
|
19:16-16:00
|
$0.10/OZ = $10
|
|
Comex Silver
|
COMEX
|
10,800
|
8,000
|
8:25-13:25, 14:00-8:00
|
0.005/OZ = $25
|
|
Platinum*
|
NYMEX
|
8,100
|
6,000
|
8:20-13:05, 15:15-8:00
|
$0.01/OZ = $5
|
|
Palladium
|
NYMEX
|
3,713
|
2,750
|
8:30-13:00, 15:15-8:00
|
$0.05/OZ = $5
|
|
HG Copper
|
COMEX
|
7,763
|
5,750
|
8:10-13:00, 14:00-8:00
|
0.05C/lb = $12.50
|
|
|
|
|
Grains
|
|
Corn
|
CBOT
|
2,025
|
1,500
|
9:30-13:15, 19:30-6:00
|
1/4 c/bu = $12.50
|
|
Oats
|
CBOT
|
1,350
|
1,000
|
9:30-13:15, 19:33-6:00
|
1/4 c/bu = $12.50
|
|
Wheat
|
CBOT
|
3,375
|
2,500
|
9:30-13:15, 19:32-6:00
|
1/4 c/bu = $12.50
|
|
Soybeans
|
CBOT
|
4,725
|
3,500
|
9:30-13:15, 19:31-6:00
|
1/4 c/bu = $12.50
|
|
Soy Meal
|
CBOT
|
2,700
|
2,000
|
9:30-13:15, 19:31-6:00
|
$0.10/ton = $10.00
|
|
Soy Oil
|
CBOT
|
2,025
|
1,500
|
9:30-13:15, 19:31-6:00
|
$0.0001/lb = $6.00
|
|
|
|
|
Meats
|
|
Feeder Cattle
|
CME
|
2,025
|
1,500
|
9:05-13:00, 9:05-13:00
|
2.5c/cwt = $12.50
|
|
Live Cattle
|
CME
|
1,620
|
1,200
|
9:05-13:00, 9:05-13:00
|
2.5c/cwt = $10.00
|
|
Lean Hogs
|
CME
|
1,350
|
1,000
|
9:10-13:00, 9:10-13:00
|
2.5c/cwt = $10.00
|
|
Pork Bellies*
|
CME
|
1,890
|
1,400
|
9:10-13:00, 9:10-13:00
|
2.5c/cwt = $10.00
|
|
|
|
|
Softs
|
|
Coffee*
|
CSC
|
3,220
|
2,300
|
9:15-12:30
|
0.05 c/lb = $18.75
|
|
Cocoa*
|
CSC
|
2,660
|
1,900
|
8:00-11:50
|
$1/tonne = $10
|
|
Sugar*
|
CSC
|
1,260
|
900
|
9:00-12:00
|
0.01 c/lb = $11.20
|
|
Orange Juice*
|
NYCE
|
1,400
|
1,000
|
10:00-13:30
|
0.05 c/lb = $7.50
|
|
Cotton*
|
NYCE
|
2,520
|
1,800
|
10:30-14:15
|
0.01 c/lb = $5.00
|
|
Lumber*
|
CME
|
1,650
|
1,100
|
11:50-12:00, 16:45-17:00
|
1/4 c/kg = $50
|
|
|
|
|
|
|
* front month requires more margin
|
|
Margins are subject to change
without notice
|
|
|
|
