NEW MARGIN REQUIREMENTS
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1 JANUARY 12, NEW MARGIN REQUIREMENTS New York, NY (January 12, ) Effective with the opening of business Tuesday, January 16, and thereafter, the margin requirements are as follows. AGRICULTURE: CASH SETTLED SOYBEAN FUTURES (IS) 1,450 USD -550 USD Member, Customer Omnibus & Hedge Accounts 1,450 USD 1,450 USD All other customer accounts 1,595 USD 1,450 USD CASH SETTLED SOYBEAN MEAL FUTURES (ISM) 1,150 USD -450 USD Member, Customer Omnibus & Hedge Accounts 1,150 USD 1,150 USD All other customer accounts 1,265 USD 1,150 USD FOREX: SWISS FRANC/JAPANESE YEN FUTURES (KZY) 700,000 JPY -250,000 JPY Member, Customer Omnibus & Hedge Accounts 700,000 JPY 700,000 JPY All other customer accounts 770,000 JPY 700,000 JPY NEW ZEALAND DOLLAR/JAP YEN FUTURES (ZJ) 500,000 JPY -435,0 JPY Member, Customer Omnibus & Hedge Accounts 500,000 JPY 500,000 JPY All other customer accounts 550,000 JPY 500,000 JPY
2 JANUARY 12, US DOLLAR/SOUTH AFRICAN RAND FUTURES (ZR) 45,000 ZAR -46,250 ZAR Member, Customer Omnibus & Hedge Accounts 45,000 ZAR 45,000 ZAR All other customer accounts 49,500 ZAR 45,000 ZAR ISRAELI SHEKEL/US DOLLARS (ILS) 4,550 USD +50 USD Member, Customer Omnibus & Hedge Accounts 4,550 USD 4,550 USD All other customer accounts 5,005 USD 4,550 USD POLISH ZLOTY/US DOLLAR (PLN) 3,900 USD +100 USD Member, Customer Omnibus & Hedge Accounts 3,900 USD 3,900 USD All other customer accounts 4,290 USD 3,900 USD INDEX: Eris CDX IG Credit Swap Future 5 Year (IG5) 300 USD -50 USD Member, Customer Omnibus & Hedge Accounts 300 USD 300 USD All other customer accounts 330 USD 300 USD MSCI Emerging Markets Asia Index Future (ASE) 2,500 USD +150 USD Member, Customer Omnibus & Hedge Accounts 2,500 USD 2,500 USD All other customer accounts 2,750 USD 2,500 USD
3 JANUARY 12, MSCI All Country World Ex-US Index Future (AWE) 2,150 USD +100 USD Member, Customer Omnibus & Hedge Accounts 2,150 USD 2,150 USD All other customer accounts 2,365 USD 2,150 USD FANG+ Index Future (FNG) 6,350 USD +450 USD Member, Customer Omnibus & Hedge Accounts 6,350 USD 6,350 USD All other customer accounts 6,985 USD 6,350 USD MSCI All Country World Index Future (MAW) 3,350 USD +150 USD Member, Customer Omnibus & Hedge Accounts 3,350 USD 3,350 USD All other customer accounts 3,685 USD 3,350 USD MSCI USA Value Index Future (MCU) 5,550 USD +150 USD Member, Customer Omnibus & Hedge Accounts 5,550 USD 5,550 USD All other customer accounts 6,105 USD 5,550 USD MSCI China Free NTR Index (MCY) 3,300 USD +400 USD Member, Customer Omnibus & Hedge Accounts 3,300 USD 3,300 USD All other customer accounts 3,630 USD 3,300 USD
4 JANUARY 12, MSCI EAFE Index Future (MFS) 3,750 USD +150 USD Member, Customer Omnibus & Hedge Accounts 3,750 USD 3,750 USD All other customer accounts 4,125 USD 3,750 USD MSCI India (NTR) Index Future (MIN) 3,450 USD +250 USD Member, Customer Omnibus & Hedge Accounts 3,450 USD 3,450 USD All other customer accounts 3,795 USD 3,450 USD MSCI Emerging Markets Index Future (MME) 2,250 USD +100 USD Member, Customer Omnibus & Hedge Accounts 2,250 USD 2,250 USD All other customer accounts 2,475 USD 2,250 USD MSCI Emerging Markets EMEA (NTR) Index Future (MMM) 1,700 USD +100 USD Member, Customer Omnibus & Hedge Accounts 1,700 USD 1,700 USD All other customer accounts 1,870 USD 1,700 USD MSCI Emerging Markets Net Total Return Index Future (MMN) 2,000 USD +100 USD Member, Customer Omnibus & Hedge Accounts 2,000 USD 2,000 USD All other customer accounts 2,0 USD 2,000 USD
5 JANUARY 12, MSCI All Country World Net Total Return Index Future (MMW) 2,050 USD +50 USD Member, Customer Omnibus & Hedge Accounts 2,050 USD 2,050 USD All other customer accounts 2,255 USD 2,050 USD MSCI USA Growth Index Future (MRG) 8,800 USD +350 USD Member, Customer Omnibus & Hedge Accounts 8,800 USD 8,800 USD All other customer accounts 9,680 USD 8,800 USD MSCI USA Index Future (MUN) 5,650 USD +0 USD Member, Customer Omnibus & Hedge Accounts 5,650 USD 5,650 USD All other customer accounts 6,215 USD 5,650 USD MSCI World Index Future (MWL) 3,700 USD +150 USD Member, Customer Omnibus & Hedge Accounts 3,700 USD 3,700 USD All other customer accounts 4,070 USD 3,700 USD Russell 1000 Mini Index Futures (RF) 3,150 USD +300 USD Member, Customer Omnibus & Hedge Accounts 3,150 USD 3,150 USD All other customer accounts 3,465 USD 3,150 USD
6 JANUARY 12, Russell 1000 Mini Index Futures (RG) 2,600 USD +0 USD Member, Customer Omnibus & Hedge Accounts 2,600 USD 2,600 USD All other customer accounts 2,860 USD 2,600 USD Russell 1000 Value Index Futures (RV) 2,600 USD +150 USD Member, Customer Omnibus & Hedge Accounts 2,600 USD 2,600 USD All other customer accounts 2,860 USD 2,600 USD METALS: Silver Daily Futures (HIO) 2,800 USD -2,750 USD Member, Customer Omnibus & Hedge Accounts 2,800 USD 2,800 USD All other customer accounts 3,080 USD 2,800 USD INTER-COMMODITY SPREAD: AGRICULTURE Spread Action Ratio IBO-IS-ISM Red indicates lower spread credit. long-shortlong 1 TO 1 TO 1 Savings Percentage 85% IBO-IS long-short 2 TO 1 60%
7 JANUARY 12, INTER-COMMODITY SPREAD: INDEX Spread Action Ratio Savings Percentage DX-KMF long-short 1 TO 1 70% HY5-IG5 long-short 1 TO 5 80% HY5-RF long-short 3 TO 2 80% AR-AU-KZX long-shortlong 5 TO 1 TO 10 90% ASE-MME long-short 5 TO 2 70% ASN-AWN long-short 1 TO 1 75% HY5-MRG long-short 3 TO 1 70% HY5-RG long-short 1 TO 1 45% IG5-TF long-short 17 TO 2 70% MCU-MUS long-short 1 TO 3 70% MCY-MME long-short 1 TO 1 55% MME-TF long-short 1 TO 1 35% MRG-MUS long-short 1 TO 4 75% MRG-RV long-short 1 TO 3 75% MUS-TF long-short 3 TO 1 65% MWL-TF long-short 2 TO 3 40% Red indicates lower spread credit. INTER-COMMODITY SPREAD: METALS Red indicates lower spread credit. Spread Action Ratio Savings Percentage AUD-YG long-short 1 TO 1 65%
8 JANUARY 12, INTER-MONTH SPREADS: FOREX Commodity Code ILS KY PK ISN KRU KCU Market ISRAELI SHEKEL/US DOLLARS NORWEGIAN KRONE/JAP ANESE YEN FUTURES BRITISH POUND/NOR WEGEIAN KRONE FUTURES MILLION US DOLLAR/JAP AN YEN FUTURES RUSSIAN RUBLE/US DOLLAR COLOMBIAN PESO/US DOLLAR Currency Current Rate Speculative Speculative New Rate Hedge Hedge USD 3, JPY 43,000 9,900 9,000 9,000 9,000 NOK 2, JPY 944,500 44,000 40,000 40,000 40,000 USD 2, USD INTER-MONTH SPREADS: INDEX Commodity Code MFS AWE MAW MFU Market MSCI EAFE Index Future MSCI All Country World Ex-US Index Future MSCI All Country World Index Future MSCI EAFE Net Total Return Index Future Currency Current Rate Speculative Speculative New Rate Hedge Hedge USD USD USD USD
9 JANUARY 12, INTER-MONTH SPREADS: METALS Commodity Code YI ZI Market Mini-Silver Futures 5000oz Silver Futures Currency Current Rate Speculative Speculative New Rate Hedge Hedge USD USD 2, Please note: In the following matrix, the green color indicates that margin is lowered; red indicates margin is raised and black indicates margin is unchanged INTER-MONTH: Cotton (CT) Oct- Oct ,100 1,300 1,350 1,400 1,350 1,350 1,350 1,400 1, ,050 1,150 1,250 1,0 1,150 1,050 1,050 1, ,000 1,000 1,050 1,050 1, ,400 Oct , , , , ,400 Oct , , ,400 1,400 After Jul vs. Any Tier: 1,400
10 JANUARY 12, Cocoa (CC) Coffee (KC) After Jul vs. Any Tier: 900
11 JANUARY 12, FCOJ (OJ) Nov- Jan Nov Jan Nov Jan- 750 After Mar vs. Any Tier: 750 Sugar 11 (SB) Oct Oct Oct After Oct vs. Any Tier: 700 Oct- Nov- Jan- Oct-
12 Sugar 16 (SF) Nov- Jan- JANUARY 12, Nov Jan Nov- 700 After Jan vs. Any Tier: 700 Cash Settled Soybean Oil Futures (IBO) Aug- Oct- Jan Aug Oct Jan Aug- 250 After Sep vs. Any Tier: 250 Nov- Aug- Jan-
13 Cash Settled Corn Futures (ICN) JANUARY 12, After Jul vs. Any Tier: 450 Cash Settled Soybean Futures (IS) Aug- Nov- Jan Aug Nov Jan Aug After Nov vs. Any Tier: 800 Aug- Nov-
14 Cash Settled Soybean Meal Futures (ISM) Aug- Oct- Jan- JANUARY 12, Aug Oct Jan Aug- 600 After Sep vs. Any Tier: 600 Cash Settled Wheat Futures (IW) After Jul vs. Any Tier: 450 Aug-
15 JANUARY 12, VOLATILITY SCAN RANGES: Commodity Code Commodity Implied Volatility Scan Range DX US DOLLAR INDEX FUTURES 25% BUTTERFLY SPREAD MARGINS: *T1 represents the front month, T2 represents the next contract month, T3 and the rest of the tiers represent subsequent months. **Butterfly Spreads - 1 long vs. 2 short vs. 1 long or 1 short vs. 2 long vs. 1 short. T123 represents 1 long the first month, vs. 2 short the next contract month, vs. 1 long the following contract month. COTTON BUTTERFLY SPREAD MARGINS Tiers Speculative- Speculative- Hedge- Hedge- T T T T T T COFFEE BUTTERFLY SPREAD MARGINS Tiers Speculative- Speculative- Hedge- Hedge- T T T
16 JANUARY 12, ORANGE JUICE BUTTERFLY SPREAD MARGINS Tiers Speculative- Speculative- Hedge- Hedge- T T T T T T T A complete grid of margin rates for all ICE Futures U.S. Agricultural and Financial Products is available on our web FOR MORE INFORMATION: ICE Clear US ICEClearUS@theice.com (212) (312) View All Notices / Contact Us / Media Inquiries Intercontinental Exchange, Inc. The following are trademarks of Intercontinental Exchange, Inc. and/or its affiliated companies: Intercontinental Exchange, ICE, New York Stock Exchange and NYSE. For more information regarding trademarks owned by Intercontinental Exchange, Inc. and/or its affiliated companies see: intercontinentalexchange.com/terms-of-use
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