Global Futures Margin Requirement

Transcription

1 Global Futures Margin Requirement Update: Index Futures Products Exchanges Futures Trader Contract Size Initial Margin Mainteance Minimum {Electronic Trading Hours} [Outcry Trading Hours] Product Code (USD) Margin (USD) Price Fluctuations HKT, Summer Time (Winter Time - 1 Hour Delayed) USA Dow Jones (DJIA - $10) CBOT DJ USD 10 x Index 8,580 7,800 1 = USD 10 { , } [ ] Mini Dow Jones (DJIA - $5) CBOT YM USD 5 x Index 6,413 5,323 1 = USD 5 { , } S&P 500 CME SP USD 250 x Index 35,090 29, = USD 25 { , } [ ] Mini S&P 500 CME ES USD 50 x Index 7,018 5, = USD 12.5 { , } Nasdaq-100 CME ND USD 100 x Index 18,150 16, = USD 25 { , } [ ] Mini Nasdaq-100 CME NQ USD 20 x Index 7,018 5, = USD 5 { , } US Index ICE DX US1000 x Index 2,420 2, = USD5 { } Europe Germany DAX Futures EUREX FDAX EUR 25 x Index EUR 26,998 EUR 22, = EUR DJ Euro StoXX Futures EUREX FESX EUR 10 x Index EUR 3,540 EUR 2,974 1 = EUR FTSE 100 INDEX LIFFE FFI GBP10 x INDEX GBP 4,264 GBP 3, =GBP 5 { , } Asia Nikkei 225 Stock Index SGX SSI JPY 500 x Index JPY 528,000 JPY 443,520 5 = JPY 2, , (No Winter Time) Nikkei 225 Stock Index CME NIY JPY 500 x Index JPY 629,200 JPY 522,236 5 = JPY 2, , MSCI Taiwan Index SGX STW USD 100 x Index 2,112 1, = USD , (No Winter Time) SCO /07 1

2 Currency Futures Euro FX CME 6E EUR 125,000 2,541 2, = USD British Pound CME 6B GBP 62,500 2,178 1, = USD Japanese Yen CME 6J JPY 12,500,000 2,420 2, = USD Swiss Franc CME 6S CHF 125,000 3,267 2, = USD Australian Dollar CME 6A AUD 100,000 1,755 1, = USD New Zealand Dollar CME 6N NZD 100,000 1,815 1, = USD Canadian Dollar CME 6C CAD 100,000 1,573 1, = USD Chinese RMB / USD CME RMB RMB 1,000,000 2,360 1, = USD Energy and Metal Futures Crude Oil NYMEX CL 1,000 Barrels 2,541 2, = USD MiNY Crude Oil NYMEX QM 500 Barrels 1,271 1, = USD Heating Oil NYMEX HO 42,000 Gallons 4,719 3, = USD COMEX Gold NYMEX GC 100 oz 4,235 3, = USD Gold -NYSE Liffe U.S. NYSE ZG 100 oz 7,920 6, = USD COMEX Silver NYMEX SI 5,000 oz 4,356 3, = USD Silver -NYSE Liffe U.S. NYSE ZI 5,000 oz 10,890 8, = USD COMEX Copper NYMEX HG 25,000 Pounds 3,751 3, = USD Platinum NYMEX PL 50 oz 1,815 1, = USD Palladium NYMEX PA 100 oz 6,655 5, = USD

3 SCO /07 Aluminium - 3m LME LAH3M 25 Tonnes 2,856 2, =USD Copper - 3m LME LCA3M 25 Tonnes 15,030 12, =USD Lead - 3m LME LPB3M 25 Tonnes 6,000 5, =USD Nickel - 3m LME LNI3M 6 Tonnes 8,475 7,119 1=USD Tin - 3m LME LSN3M 5 Tonnes 13,680 10,944 1=USD Zinc - 3m LME LZS3M 25 Tonnes 5,910 4, =USD Commodities Futures Sugar #11 ICE SB 112,000 Pounds 1,258 1, = USD Coffee ICE KC 37,500 Pounds 2,772 2, = USD Cocoa ICE CC 10 Tonnes 1,716 1,442 1 = USD Cotton #2 ICE CT 50,000Pounds 2,640 2, = USD Orange Juice ICE OJ 15,000Pounds 2,114 1, = USD Wheat CBOT ZW 5,000 Bushels 1,210 1, = USD , Corn CBOT ZC 5,000 Bushels = USD , Soybeans CBOT ZS 5,000 Bushels 1,694 1, = USD , Soybean Oil CBOT ZL 60,000Pounds = USD , Soybean Meal CBOT ZM 100 Tonnes 1,452 1, = USD , Rough Rice CBOT ZR 2,000 Hundredweights 1, = USD ,

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5 Interest Rate Futures US T-Bonds (30years) CBOT ZB USD 100,000 3,267 2,712 1/64 = USD US T-Notes (10years) CBOT ZN USD 100,000 1,271 1,055 1/64 = USD Disclaimer: The margin table is provided by Sun Hung Kai Commodities Limited. Sun Hung Kai Commodities Limited is a licensed corporation for Type 2 regulated activity (dealing in futures contracts) under the Securities and Futures Ordinance. The information in the Margin Table is for general reference only and the information contained therein may NOT be up-to-date. It is our intention to update the information monthly. In the interval between the monthly updates, the relevant information may have been changed. Furthermore, due to market fluctuation or change in exchange requirements, the margin requirements relating to particular contracts may be subject to sudden changes with very short notice or without notice at all. We make NO warranty whatsoever as to the accuracy, completeness and timeliess of the information contained in the Margin Table. We DISCLAIM ALL OF OUR LIABILITY whatsoever in relation to the information contained therein. You should not rely on the information contained therein for trading purpose or any other purpose. SCO /07 5