Margin Requirements

Month Codes for Futures Contracts are as follows:

Jan F Feb G Mar H Apr J May K Jun M Jul N Aug Q Sep U Oct V Nov X Dec Z

Currencies

Name Symbol Exchange Init. Margin Day
Aussie Dollar 6A CME $ 3510 20%
Aussie Dollar (Pit) AD CME $ 2013 20%
Brazilian Real 6L CME $ 3000 20%
Brazilian Real (Pit) BR CME $ 9100 20%
British Pound 6B CME $ 1815 20%
British Pound (Pit) BP CME $ 2025 20%
British Pound/Japanese Yen Cross Rate PJY CME ¥ 405000 20%
Canadian Dollar 6C CME $ 1265 20%
Canadian Dollar (Pit) CD CME $ 2700 20%
Chinese Renminbi RMB CME $ 1080 20%
E-Mini Euro FX E7 CME $ 2700 20%
E-mini Japanese Yen J7 CME $ 2194 20%
Euro FX Currencies 6E CME $ 2750 20%
Euro FX Currencies (Pit) EC CME $ 5400 20%
Euro FX/BP Cross RP CME £ 2025 20%
Euro FX/JY Cross RY CME ¥ 607500 20%
Euro FX/SF Cross RF CME CHF. 5400 20%
Japanese Yen 6J CME $ 3850 20%
Japanese Yen (Pit) JY CME $ 4388 20%
Korean Won KRW CME $ 4050 20%
Mexican Peso 6M CME $2035 20%
Mexican Peso (Pit) MP CME $ 3750 20%
Micro Australian Dollar M6A CME $ 351 20%
Micro British Pound M6B CME $ 202 20%
Micro Canadian Dollar M6C CME $ 270 20%
Micro Euro FX M6E CME $ 540 20%
Micro Japeneese Yen M6J CME ¥ 20250 20%
Micro Swiss Franc M6S CME CHF. 338 20%
New Zealand Dollar 6N CME $ 3375 20%
New Zealand Dollar (Pit) NE CME $ 3375 20%
Polish Zloty PLN CME $ 9450 20%
South African Rand 6Z CME $ 5400 20%
South African Rand (Pit) RA CME $ 5400 20%
Swedish Krona SEK CME $ 10800 20%
Swiss Franc 6S CME $ 2640 20%
Swiss Franc (Pit) SF CME $ 8100 20%
Turkish Lira – Euro TRE CME € 2000 20%
Turkish Lira – USD TRY CME $ 6600 20%
US Dollar Index DX-M ICE $ 1760 20%

Energies

Name Symbol Exchange Init. Margin Day
Crude Oil GCL NYMEX $ 4510 20%
Crude Oil (Penultimate) WS NYMEX $ 4510 20%
Crude Oil TAS CLT NYMEX $ 4510 20%
Gulf Coast Gasoline GLR NYMEX $ 4290 20%
Gulf Coast Ultra Low Sulfur Diesel GLU NYMEX $ 4290 20%
Heating Oil GHO NYMEX $ 4290 20%
Heating Oil Penult. BH NYMEX $ 4290 20%
Heating Oil TAS HOT NYMEX $ 4290 20%
HH Natural Gas TAS NGT NYMEX $ 3375 20%
ICE (RBOB) Gasoline Futures RBOB-M ICE $ 7001 20%
ICE (RBOB) Gasoline Futures RBOB-Q ICE $ 7001 20%
ICE Brent Crude Futures Monthly NSEA-M ICE $ 6000 20%
ICE Brent Crude Futures Quarterly NSEA-Q ICE $ 6000 20%
ICE Brent Crude Futures Yearly NSEA-Y ICE $ 6000 20%
ICE Gasoil Futures ARA-M ICE $ 4286 20%
ICE Gasoil Futures ARA-Q ICE $ 4286 20%
ICE Heating Oil Futures Monthly NYH-M ICE $ 6002 20%
ICE Heating Oil Futures Quarterly NYH-Q ICE $ 6002 20%
ICE WTI Crude Monthly Futures WTI-M ICE $ 6000 20%
ICE WTI Crude Quarterly Futures WTI-Q ICE $ 6000 20%
ICE WTI Crude Yearly Futures WTI-Y ICE $ 6000 20%
miNY Crude Oil QM NYMEX $ 4050 20%
miNY Heating Oil QH NYMEX $ 3915 20%
miNY Natural Gas QG NYMEX $ 844 20%
miNY RBOB Gasoline QU NYMEX $ 3375 20%
Natural Gas GNG NYMEX $ 2585 20%
Natural Gas (Last-Day) HH NYMEX $ 2585 20%
Natural Gas (Penultimate) HP NYMEX $ 2585 20%
New York Harbor Ultra Low Sulfur Diesel GLH NYMEX $ 6380 20%
RBOB Gasoline GRB NYMEX $ 4100 20%
RBOB Gasoline (Penultimate) RT NYMEX $ 4100 20%
RBOB Gasoline TAS RBT NYMEX $ 4100 20%

Financials

Name Symbol Exchange Init. Margin Day
10 YR Interest Rate Swap SR CBOT $ 2145 20%
10 Yr US T-Note ZN CBOT $ 1485 20%
10 Yr US T-Note (Pit) TY CBOT $ 1485 20%
2 Yr T-Note ZT CBOT $ 715 20%
2 Yr T-Note (Pit) TU CBOT $ 715 20%
3 Month Eurodollar ED.GB LIFFE $ 600 20%
3 Month EuroSwiss EURCHF LIFFE CHF. 950 20%
3 Month Euroyen Tibor EY3TB LIFFE ¥ 22950 20%
3 Yr-TNote Z3N CBOT $ 660 20%
30 Yr US T-Bonds ZB CBOT $ 3,740 20%
30 Yr US T-Bonds (Pit) US CBOT $ 3,740 20%
5 Yr T-Note ZF CBOT $ 990 20%
5 Yr T-Note (Pit) FV CBOT $ 990 20%
ASX 10 Year Treasury Bond XT SFE $ 2600 20%
ASX 3 Year Treasury Bond YT SFE $ 1100 20%
Euro Dollar GE CME $ 715 20%
Euro Dollar (Pit) ED CME $ 715 20%
EuroBobl FGBM EUREX € 1300 20%
EuroBund FGBL EUREX € 2500 20%
Eurozone HICP HC CME € 2700 20%
Fed Fund 30 Day ZQ CBOT $ 908 20%
Fed Fund 30 Day (Pit) FF CBOT $ 908 20%
Libor Futures GLB CME $ 330 20%
Libor Futures (Pit) EM CME $ 330 20%
Long Gilt GLTL LIFFE $ 2720 20%
Mini Japanese Government Bond JB SGX ¥ 102600 20%
Schatz FGBS EUREX € 350 20%
SFE 90 Day Treasury Bill IR SFE $ 1170 20%
Short Sterling STERL LIFFE £ 425 20%
Three-Month Euribor FEU3 LIFFE € 850 20%
Ultra T-Bond UB CBOT $ 4208 20%

Grains

Name Symbol Exchange Init. Margin Day
Corn ZC CME $ 1100 20%
Corn (Pit) C CME $ 1100 20%
Ethanol ZE CME $ 6412 20%
Hard Red Spring Wheat MWE MGE $ 2860 20%
Hard Red Winter Wheat KE KCBT $ 1430 20%
Hard Red Winter Wheat (Pit) KW KCBT $ 1430 20%
Mini Corn XC CME $ 472 20%
Mini Corn (Pit) YC CME $ 405 20%
Mini Soybeans XB CME $ 675 20%
Mini Soybeans (Pit) YK CME $ 270 20%
Mini Wheat XW CME $ 608 20%
Mini Wheat (Pit) YW CME $ 310 20%
Oats ZO CME $ 1210 20%
Oats (Pit) O CME $ 1210 20%
Rough Rice ZR CME $ 880 20%
Rough Rice (Pit) RR CME $ 880 20%
Soybean Oil ZL CME $ 880 20%
Soybean Oil (Pit) BO CME $ 880 20%
Soybeans ZS CME $ 2750 20%
Soybeans (Pit) S CME $ 2750 20%
Soymeal ZM CME $ 2750 20%
Soymeal (Pit) SM CME $ 1688 20%
Wheat WHT LIFFE $ 1430 20%
Wheat ZW CME $ 1430 20%
Wheat (Pit) W CME $ 1430 20%

Indices

Name Symbol Exchange Init. Margin Day
ASX SPI 200 Index AP SFE $ 7000 20%
Big DJIA ($25 multiplier) DD CBOT $ 21875 20%
CAC 40 FCE LIFFE € 3700 20%
Continuous Commodity Index CCI-M ICE $ 11500 20%
DAX FDAX EUREX € 13950 20%
DJ Euro STOXX 50 FESX EUREX € 3150 20%
DJ STOXX 50 FSTX EUREX € 2700 20%
DJ UBS Commodity Index AI CBOT $ 742 20%
DJIA ZDJ CBOT $ 5500 20%
DJIA (Pit) DJ CBOT $ 8750 20%
E-Mini NASDAQ NQ CME $ 3960 20%
E-Mini S&P ES CME $ 5060 20%
E-mini S&P MIDCAP 400 EMD CME $ 7370 20%
Euro-Denominated E-mini S&P 500 EME CME € 5500 20%
FTSE 100 FTSE LIFFE £ 4400 20%
FTSE EuroTop 100 E100 LIFFE £ 3300 20%
FTSE250 FTSE250 LIFFE $ 8140 20%
FTSEuroFirst 100 EF100 LIFFE € 2900 20%
FTSEuroFirst 80 EF80 LIFFE $ 3600 20%
Hang Seng Index HSI HKF HK$ 97400 20%
MDAX futures F2MX EUREX € 3550 20%
Mini DJIA 5 YM CBOT $ 2750 20%
Mini Russell 1000 RSM-M ICE $ 3080 20%
Mini Russell 2000 RLM-M ICE $ 5610 20%
MSCI Euro Index Futures MSCI LIFFE $ 1056 20%
MSCI PAN-Euro MSCIP LIFFE $ 800 20%
NASDAQ ZND CME $ 12100 20%
NASDAQ (Pit) ND CME $ 12100 20%
Nikkei 225 NKD CME $ 4620 20%
Nikkei 225 CME (Yen) NIY CME ¥ 531250 20%
S&P 500 ZSP CME $ 19250 20%
S&P 500 (Pit) SP CME $ 19250 20%
S&P Midcap 400 ZMD CME $ 24750 20%
S&P Midcap 400 (Pit) MD CME $ 24750 20%
SGX MSCI Taiwan Index TW SGX $ 2000 20%
SGX Nikkei 225 Index NK SGX ¥ 170000 ¥ 112500
Washington DC Housing WDC CME $ 2025 20%

Meats

Name Symbol Exchange Init. Margin Day
Feeder Cattle GF CME $ 2025 20%
Feeder Cattle (Pit) FC CME $ 2025 20%
Lean Hog HE CME $ 1350 20%
Lean Hog (Pit) LH CME $ 1350 20%
Live Cattle LE CME $ 1013 20%
Live Cattle (Pit) LC CME $ 1013 20%

Metals

Name Symbol Exchange Init. Margin Day
COMEX Gold GC COMEX $ 4400 20%
COMEX miNY Copper QC COMEX $ 1650 20%
COMEX miNY Gold QO COMEX $ 1650 20%
COMEX miNY Silver QI COMEX $ 4538 20%
COMEX Silver GSI COMEX $ 7150 20%
Copper GHG COMEX $ 3190 20%
E-MICRO GOLD MGC CME $ 880 20%
Gold ZG NLI $ 11474 20%
Mini Gold ZYG NLI $ 3825 20%
Mini Silver YI NLI $ 1375 20%
Palladium GPA NYMEX $ 4400 20%
Platinum GPL NYMEX $ 2200 20%
Silver ZI NLI $ 7150 20%
Uranium UX NYMEX $ 825 20%

Soft

Name Symbol Exchange Init. Margin Day
Canola Oil RS2-M ICE CHF. 513 20%
Cocoa CC-M ICE $ 1750 20%
Cocoa COA LIFFE $ 1210 20%
Cocoa TAS CC-M-S ICE $ 1750 20%
Coffee KC-M ICE $ 7560 20%
Coffee TAS KC-M-S ICE $ 7560 20%
Cotton CT-M ICE $ 3780 20%
Cotton TT NYMEX $ 5500 20%
Cotton TAS CT-M-S ICE $ 3780 20%
Deliverable Nonfat Dry Milk GNP CME $ 2025 20%
Dry Whey DY CME $ 20%
Lumber LBS CME $ 2250 20%
Milk Class III DA CME $ 2025 20%
Orange Juice OJ-M ICE $ 2590 20%
Orange Juice TAS OJ-M-S ICE $ 2590 20%
Robusta Coffee COF10 LIFFE $ 1930 20%
Sugar No. 11 SB-M ICE $ 3150 20%
Western Barley AB-M ICE $ 162 20%
White Sugar WSG LIFFE $ 2900 20%

Disclaimer: The above information was drawn from sources believed to be reliable. Although it is believed that information provided is accurate, no guarantee is made. AGN Futures, LLC assumes no responsibility for any errors or omissions. Day margin may vary.