|
M A R G
I N G U I D E
|
Effective
Date: 12/20/2024
|
|
U n C h a
n g e d M a r g i n
|
I n c r e
a s e d M a r g i n
| ||
|
D e c r
e a s e d M a r g i n
|
Current Month
Change
| ||
|
COMMODITY
|
Chgd
|
Initial
|
Maint
|
Sprd
Initial
|
Sprd
Maint
| |
|
CBOT - GRAINS
|
||||||
|
C
|
Corn
|
10/22/24
|
1155
|
1050
|
275
|
250
|
|
YC
|
Mini Corn
|
10/22/24
|
231
|
210
|
55
|
50
|
|
S
|
Soybeans
|
10/22/24
|
2200
|
2000
|
660
|
600
|
|
YK
|
Mini Soybeans
|
10/22/24
|
440
|
400
|
132
|
120
|
|
06
|
Soybean Meal
|
10/04/24
|
2310
|
2100
|
880
|
800
|
|
07
|
Soybean Oil
|
10/25/24
|
1870
|
1700
|
660
|
600
|
|
W
|
Wheat
|
10/22/24
|
1925
|
1750
|
413
|
375
|
|
YW
|
Mini Wheat
|
10/22/24
|
385
|
350
|
83
|
75
|
|
KW
|
KC Wheat
|
08/02/24
|
2090
|
1900
|
825
|
750
|
|
O
|
Oats
|
10/25/24
|
1375
|
1250
|
1100
|
1000
|
|
14
|
Rough Rice
|
10/25/24
|
1540
|
1400
|
1760
|
1600
|
|
EH
|
Ethanol
|
12/05/24
|
5390
|
4900
|
3190
|
2900
|
|
CBOT - FINANCIAL
|
||||||
|
17
|
30Year US
Bond
|
11/14/24
|
4070
|
3700
|
275
|
250
|
|
21
|
10Year US
Note
|
11/14/24
|
2200
|
2000
|
220
|
200
|
|
25
|
5Year US Note
|
11/14/24
|
1430
|
1300
|
176
|
160
|
|
26
|
2Year US Note
|
11/01/24
|
1320
|
1200
|
187
|
170
|
|
CME - AG
|
||||||
|
48
|
Live Cattle
|
10/25/24
|
2420
|
2200
|
880
|
800
|
|
62
|
Feeder Cattle
|
04/12/24
|
4538
|
4125
|
1210
|
1100
|
|
LN
|
Lean Hogs
|
09/08/23
|
1650
|
1500
|
1760
|
1600
|
|
DK
|
Milk (Class
IV)
|
09/13/24
|
770
|
700
|
1650
|
1500
|
|
DA
|
Milk (Class III)
|
09/13/24
|
1320
|
1200
|
2156
|
1960
|
|
NF
|
Nonfat Dry Milk
|
01/19/24
|
990
|
900
|
2640
|
2400
|
|
CB
|
Cash Butter
|
01/19/24
|
1210
|
1100
|
2860
|
2600
|
|
CME - EQUITIES
|
||||||
|
SP
|
S+P 500
|
09/10/21
|
63250
|
57500
|
7700
|
7000
|
|
ES
|
Mini S+P 500
|
09/20/24
|
16060
|
14600
|
165
|
150
|
|
YM
|
Mini $5 Dow
|
12/18/24
|
11440
|
10400
|
386
|
351
|
|
NQ
|
Mini Nasdaq
100
|
09/20/24
|
24420
|
22200
|
275
|
250
|
|
ME
|
Mini S+P 400
Midcap
|
09/20/24
|
20240
|
18400
|
682
|
620
|
|
SG
|
S+P Growth
Index
|
09/20/24
|
53350
|
48500
|
1650
|
1500
|
|
SU
|
S+P Value
Index
|
09/20/24
|
26950
|
24500
|
1980
|
1800
|
|
RTY
|
Russell 2000 Index
|
09/20/24
|
8360
|
7600
|
132
|
120
|
|
GI
|
GSCI
|
02/16/24
|
7700
|
7000
|
4510
|
4100
|
|
NK
|
Nikkei 225
|
10/25/24
|
14300
|
13000
|
1320
|
1200
|
|
CME - CURRENCY
|
||||||
|
AD
|
Australian Dollar
|
11/14/24
|
1683
|
1530
|
55
|
50
|
|
BP
|
British Pound
|
11/14/24
|
2365
|
2150
|
66
|
60
|
|
C1
|
Canadian Dollar
|
11/14/24
|
1249
|
1135
|
50
|
45
|
|
J1
|
Japanese Yen
|
11/14/24
|
3608
|
3280
|
110
|
100
|
|
E1
|
SwissFranc
|
11/14/24
|
4070
|
3700
|
198
|
180
|
|
EC
|
Euro Currency
|
11/14/24
|
2822
|
2565
|
99
|
90
|
|
MP
|
Mexican Peso
|
12/06/24
|
1540
|
1400
|
44
|
40
|
|
RA
|
South African Rand
|
11/03/23
|
1540
|
1400
|
54
|
49
|
|
BR
|
Brazilian Real
|
06/07/24
|
935
|
850
|
220
|
200
|
|
NE
|
New Zealand Dollar
|
11/14/24
|
1430
|
1300
|
55
|
50
|
|
RU
|
Russian Ruble
|
11/03/23
|
13640
|
12400
|
8800
|
8000
|
|
CME-INTEREST RATES
|
||||||
|
ED
|
3 Month Eurodollar
|
05/15/23
|
957
|
870
|
||
|
EY
|
3 Month Euroyen
|
|||||
|
COMEX - METAL
|
||||||
|
HG
|
Copper
|
11/27/24
|
6600
|
6000
|
880
|
800
|
|
GC
|
Gold
|
11/01/24
|
12650
|
11500
|
330
|
300
|
|
SI
|
Silver (x1.25)
|
11/14/24
|
12650
|
11500
|
330
|
300
|
|
NYMEX - ENERGY
|
||||||
|
CL
|
Crude Oil
|
09/11/24
|
5720
|
5200
|
633
|
575
|
|
QM
|
Mini - WTI
Crude
|
12/19/24
|
2860
|
2600
|
316
|
288
|
|
HO
|
Heating Oil
|
08/20/24
|
6820
|
6200
|
1100
|
1000
|
|
QH
|
Mini - Heating
Oil
|
11/29/24
|
3410
|
3100
|
550
|
500
|
|
RB
|
RBOB Gas
|
11/29/24
|
6050
|
5500
|
1056
|
960
|
|
QU
|
Mini - RBOB
Gas
|
11/29/24
|
3025
|
2750
|
528
|
480
|
|
NG
|
Natual Gas
|
08/18/23
|
6050
|
5500
|
715
|
650
|
|
QG
|
Mini - Natural Gas
|
11/26/24
|
1513
|
1375
|
179
|
163
|
|
NYMEX - METAL
|
||||||
|
PL
|
Platinum
|
10/11/24
|
3080
|
2800
|
440
|
400
|
|
PA
|
Palladium
|
10/25/24
|
13750
|
12500
|
1540
|
1400
|
|
MGE
|
||||||
|
MW
|
Red Spring Wheat
|
12/19/24
|
1870
|
1700
|
330
|
300
|
|
NYBOT - SOFTS
|
||||||
|
KC
|
Coffee
|
12/19/24
|
9686
|
8805
|
901
|
819
|
|
SB
|
Sugar
|
12/13/24
|
1565
|
1422
|
272
|
247
|
|
CC
|
Cocoa
|
12/16/24
|
12639
|
11490
|
4038
|
3670
|
|
CT
|
Cotton
|
12/13/24
|
2063
|
1875
|
498
|
453
|
|
OJ
|
Frozen Orange Juice
|
12/13/24
|
6356
|
5778
|
2813
|
2557
|
|
NYBOT - CURRENCY
|
||||||
|
DX
|
Dollar Index
|
12/17/24
|
1857
|
1688
|
45
|
41
|
|
|
S P R E
A D
|
Changed
|
Credit
|
Initial
|
Maint
| |
|
SPD
|
Bean Meal vs. Bean Oil
|
|||||
|
SPD
|
Beans vs. Bean Oil
|
|||||
|
SPD
|
Corn vs. Wheat
|
10/22/24
|
45.00%
|
1694
|
1540
| |
|
SPD
|
Feeder vs Cattle
|
|
NOTE: Margin
rates on spreads may vary depending on the contract months. Contact your broker for verification.
|
|
DISCLAIMER: This information is not to be construed
as an offer to sell or a solicitation or an offer to buy the commodities herein
named. The factual information of this report has been obtained from sources believed to be reliable,
but is not necessarily all-inclusive
and is not guaranteed as to the accuracy, and is not to be construed as representation by our firm. Past performance isnot indicative of
future results.
|