UPDATED 1/22/2016
Exchange Product Product Initial Intraday Position All-In Roundturn Rates
Group Code Margin Maint. Marg Margin Limits (License Level)
CME
Product Specs Lifetime Lease Direct
Equity Indexes
EMD E-mini S&P MidCap 400 Futures 7370 6700 500 25 More Info 3.42 3.82 4.26
3.42 3.82 4.26
ES E-mini S&P 500 Futures 5060 4600 500 100 More Info 5.28 5.68 6.12
3.42 3.82 4.26
NKD Nikkei/USD Futures 4950 4500 2000 10 More Info 3.40 3.80 4.24
NQ E-mini NASDAQ 100 Futures 4840 4400 500 50 More Info
YM E-mini Dow ($5) Futures 4290 3900 500 50 More Info
Interest Rates
GE Eurodollar Futures 302.5 275 500 50 More Info 3.58 3.98 4.42
2.68 3.08 3.52
ZB U.S. Treasury Bond Futures 3960 3600 500 25 More Info 2.38 2.78 3.22
2.58 2.98 3.42
ZF 5-Year T-Note Futures 990 900 500 50 More Info 3.00 3.40 3.84
2.28 2.68 3.12
ZN 10-Year T-Note Futures 1485 1350 500 50 More Info
ZQ 30 Day Federal Funds Futures 750 500 500 10 More Info
ZT 2-Year T-Note Futures 715 650 500 50 More Info
Metals (COMEX)
GC Gold Futures 4125 3750 1000 10 More Info 3.98 4.38 4.82
3.98 4.38 4.82
HG Copper Futures 3410 3100 1000 25 More Info 1.88 2.28 2.72
2.58 2.98 3.42
MGC E-micro Gold Futures 412.5 375 500 25 More Info 2.58 2.98 3.42
3.98 4.38 4.82
QI miNY Silver Futures 2860 2600 2500 10 More Info
QO miNY Gold Futures 2062.5 1875 1000 10 More Info
SI Silver Futures 5720 5200 5000 10 More Info
Energies (NYMEX)
CL Crude Oil Futures 4400 4000 1000 20 More Info 3.98 4.38 4.82
3.98 4.38 4.82
HO NY Harbor ULSD Futures (Heating Oil) 5060 4600 2000 10 More Info 3.98 4.38 4.82
2.08 2.48 2.92
NG Natural Gas (Henry Hub) Futures 2475 2250 1000 10 More Info 3.48 3.88 4.32
3.98 4.38 4.82
QG E-mini Natural Gas Futures 618.2 562 500 10 More Info
QM E-mini Crude Oil Futures 2200 2000 500 10 More Info
RB RBOB Gasoline Physical Futures 4950 4500 2000 10 More Info
CME Group Products Continued Next Page
Contract information is subject to change by the respective exchanges. Please refer to the exchange website for most current product information.
Use of Rithmic as data provider will include an additional $.50 per round turn.
For NinjaTrader Static SuperDOM users, the listed rates do not include the additional $0.20 per round turn TT licensing fee.
UPDATED 1/22/2016
Exchange Product Product Initial Intraday Position All-In Roundturn Rates
Group Code Margin Maint. Marg Margin Limits (License Level)
CME
Product Specs Lifetime Lease Direct
Agriculturals
GF Feeder Cattle Futures 3712.5 3375 1000 10 More Info 5.14 5.54 5.98
5.14 5.54 5.98
HE Lean Hog Futures 1320 1200 1000 10 More Info 5.14 5.54 5.98
3.14 3.54 3.98
LE Live Cattle Futures 1980 1800 1000 10 More Info 4.98 5.38 5.82
4.98 5.38 5.82
XC Mini-Corn Futures 220 200 500 5 More Info 4.98 5.38 5.82
4.98 5.38 5.82
ZC Corn Futures 1100 1000 1000 25 More Info 4.98 5.38 5.82
4.98 5.38 5.82
ZL Soybean Oil Futures 1045 950 1000 25 More Info
ZM Soybean Meal Futures 1980 1800 1000 25 More Info
ZO Oats Futures 770 700 1000 25 More Info
ZS Soybean Futures 2310 2100 1500 25 More Info
ZW Wheat Futures 1650 1500 1000 25 More Info
FX
6A Australian Dollar Futures 1980 1800 1000 25 More Info 4.28 4.68 5.12
4.28 4.68 5.12
6B British Pound Futures 2035 1850 500 25 More Info 4.28 4.68 5.12
4.28 4.68 5.12
6C Canadian Dollar Futures 1705 1550 1000 25 More Info 4.28 4.68 5.12
4.28 4.68 5.12
6E Euro FX Futures 3905 3550 500 25 More Info 4.28 4.68 5.12
4.28 4.68 5.12
6J Japanese Yen Futures 2970 2700 1000 25 More Info 2.78 3.18 3.62
2.78 3.18 3.62
6M Mexican Peso Futures 5060 4600 1000 5 More Info 1.40 1.80 2.24
1.40 1.80 2.24
6N New Zealand Dollar Futures 2090 1900 1000 10 More Info 1.40 1.80 2.24
1.40 1.80 2.24
6S Swiss Franc Futures 4950 4500 1000 25 More Info 1.40 1.80 2.24
1.40 1.80 2.24
E7 E-mini Euro FX Futures 1952.5 1775 500 10 More Info
J7 E-mini Japanese Yen Futures 1485 1350 500 10 More Info
M6A E-micro Australian Dollar/American Dollar Futures 198 180 250 10 More Info
M6B E-micro British Pound/American Dollar Futures 203.5 185 250 10 More Info
M6E E-micro Euro/American Dollar Futures 390.5 355 250 25 More Info
MCD E-micro Canadian Dollar/American Dollar Futures 170.5 155 250 10 More Info
MJY E-micro Japanese Yen/American Dollar Futures 297 270 250 10 More Info
MSF E-micro Swiss Franc/American Dollar Futures 495 450 250 10 More Info
Contract information is subject to change by the respective exchanges. Please refer to the exchange website for most current product information.
Use of Rithmic as data provider will include an additional $.50 per round turn.
For NinjaTrader Static SuperDOM users, the listed rates do not include the additional $0.20 per round turn TT licensing fee.
UPDATED 1/22/2016
Exchange Product Product Initial Intraday Position All-In Roundturn Rates
Code Limits (License Level)
EUREX Group Product Margin (€) Maint. Marg Margin ($) Specs
Lifetime (€) Lease (€) Direct (€)
DAX Futures
(all rates in EUR) Indices Mini DAX Futures
Euro Stoxx 50 Index Futures
FDAX 18788 - 2500 10 More Info 2.41 2.81 3.25
Euro-Bund Futures 3757.6 - 1000 25 More Info 1.89 2.29 2.73
FDXM Euro-Bobl Futures - 1000 25 More Info 2.01 2.41 2.85
Euro-Schatz Futures 2233
FESX
Cocoa Futures
Interest Rates Cotton
Coffee Futures
FGBL Sugar No 11 Futures 2370 - 1000 25 More Info 1.81 2.21 2.65
1085 - 685 25 More Info 1.81 2.21 2.65
FGBM US Dollar Index Futures - 685 25 More Info 1.81 2.21 2.65
Mini Russell 2000 Futures 395
FGBS
FTSE 100
Exchange Agriculturals CC 1265 1150 1000 10 More Info 5.08 5.48 5.92
Indices CT Brent Crude Futures 1430 1300 1000 10 More Info 5.08 5.48 5.92
ICE KC GasOil Futures 3300 3000 2000 10 More Info 5.08 5.48 5.92
SB WTI Crude Futures 1109 1008 1000 10 More Info 5.08 5.48 5.92
DX CAC40 3080 2800 500 25 More Info 3.78 4.18 4.62
TF 5940 5400 500 100 More Info 3.68 4.08 4.52
Exchange Index LFZ 4387.9 - 1000 10 More Info 2.54 2.94 3.38
Energies
ICE UK BRN 4500 - 1000 10 More Info 4.38 4.78 5.22
GAS 2600 - 1000 10 More Info 7.33 7.73 8.17
W BS 4500 - 1000 10 More Info 4.38 4.78 5.22
Exchange Index CAC40 5487.5 4390 1000 10 More Info 2.44 2.84 3.28
Euronext
Contract information is subject to change by the respective exchanges. Please refer to the exchange website for most current product information.
Use of Rithmic as data provider will include an additional $.50 per round turn.
For NinjaTrader Static SuperDOM users, the listed rates do not include the additional $0.20 per round turn TT licensing fee.