|
M
A R G I N G U I D E
|
August 25, 2010
|
||||||||
|
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
|
Change Current
Month
|
||||
|
C O M M
O D I T Y
|
C h a n
g e d
|
I n i t
i a l
|
M a i n
t
|
S p r e
a d
I n i t
i a l
|
S p r e
a d
M a i n
t
|
||
|
CBOT - GRAINS
|
|||||||
|
C
|
Corn
|
07/23/10
|
1283
|
950
|
68
|
50
|
|
|
YC
|
Mini Corn
|
07/23/10
|
257
|
190
|
14
|
10
|
|
|
S
|
Soybeans
|
07/02/10
|
2700
|
2000
|
540
|
400
|
|
|
YK
|
Mini Soybeans
|
07/02/10
|
540
|
400
|
108
|
80
|
|
|
06
|
Soybean Meal
|
07/23/10
|
1485
|
1100
|
473
|
350
|
|
|
07
|
Soybean Oil
|
05/21/10
|
945
|
700
|
101
|
75
|
|
|
30
|
South America Soybeans
|
05/21/10
|
945
|
700
|
101
|
75
|
|
|
W
|
Wheat
|
08/13/10
|
3375
|
2500
|
203
|
150
|
|
|
YW
|
Mini Wheat
|
08/13/10
|
675
|
500
|
41
|
30
|
|
|
O
|
Oats
|
07/02/10
|
1148
|
850
|
203
|
150
|
|
|
14
|
Rough Rice
|
07/02/10
|
1080
|
800
|
203
|
150
|
|
|
EH
|
Ethanol
|
07/02/10
|
2363
|
1750
|
1013
|
750
|
|
|
CBOT - FINANCIAL
|
|||||||
|
17
|
30 Year U.S. Treasury Bond
|
07/20/10
|
3375
|
2500
|
270
|
200
|
|
|
21
|
10 Year U.S. Treasury Note
|
07/20/10
|
1890
|
1400
|
203
|
150
|
|
|
25
|
5 Year U.S. Treasury Note
|
11/27/09
|
1080
|
800
|
203
|
150
|
|
|
26
|
2 Year U.S. Treasury Note
|
07/20/10
|
810
|
600
|
203
|
150
|
|
|
41
|
30 Day Fed Fund
|
07/20/10
|
810
|
600
|
203
|
150
|
|
|
NG
|
5 Year Interest Rate Swap
|
07/20/10
|
1013
|
750
|
|||
|
66
|
10 Year Interest Rate Swap
|
07/20/10
|
1485
|
1100
|
|||
|
11
|
Dow Jones Index
|
04/05/10
|
13000
|
10400
|
150
|
120
|
|
|
YM
|
Mini Dow Jones Index
|
03/20/09
|
6500
|
5200
|
75
|
60
|
|
|
CBOT - METALS
|
|||||||
|
38
|
100 oz Gold
|
03/20/09
|
6500
|
5200
|
75
|
60
|
|
|
63
|
Mini Gold
|
03/20/09
|
6500
|
5200
|
75
|
60
|
|
|
39
|
5000 oz Silver
|
03/20/09
|
6500
|
5200
|
75
|
60
|
|
|
61
|
Mini Silver
|
03/20/09
|
6500
|
5200
|
75
|
60
|
|
|
CME - AGRICULTURAL
|
|||||||
|
48
|
Live Cattle
|
07/02/10
|
945
|
700
|
338
|
250
|
|
|
62
|
Feeder Cattle
|
04/05/10
|
1350
|
1000
|
743
|
550
|
|
|
LN
|
Lean Hogs
|
07/02/10
|
1283
|
950
|
608
|
450
|
|
|
56
|
( x
2.00 ) Pork Bellies
|
07/02/10
|
1283
|
950
|
608
|
450
|
|
|
DK
|
Class IV Milk
|
07/02/10
|
810
|
600
|
945
|
700
|
|
|
DA
|
Milk
|
08/20/10
|
540
|
400
|
1485
|
1100
|
|
|
NF
|
Nonfat Dry
Milk
|
07/02/10
|
1080
|
800
|
1350
|
1000
|
|
|
DB
|
Butter
|
04/05/10
|
1620
|
1200
|
1350
|
1000
|
|
|
LB
|
Lumber
|
07/02/10
|
1650
|
1100
|
1200
|
800
|
|
|
CB
|
Cash Butter
|
10/27/09
|
810
|
600
|
675
|
500
|
|
|
CME - EQUITIES
|
|||||||
|
SP
|
S+P 500
|
04/05/10
|
28125
|
22500
|
188
|
150
|
|
|
ES
|
Mini S+P 500
|
03/20/09
|
5625
|
4500
|
38
|
30
|
|
|
ND
|
Nasdaq 100
|
04/05/10
|
17500
|
14000
|
250
|
200
|
|
|
NQ
|
Mini Nasdaq 100
|
03/20/09
|
3500
|
2800
|
50
|
40
|
|
|
RL
|
Russel 2000
|
03/20/09
|
3500
|
2800
|
50
|
40
|
|
|
ER
|
Mini Russel 2000
|
03/20/09
|
3500
|
2800
|
50
|
40
|
|
|
MD
|
S+P 400 Midcap
|
04/05/10
|
37500
|
30000
|
500
|
400
|
|
|
ME
|
Mini S+P 400 Midcap
|
03/20/09
|
7500
|
6000
|
100
|
80
|
|
|
SG
|
S+P Growth Index
|
03/20/09
|
14375
|
11500
|
625
|
500
|
|
|
SU
|
S+P Value Index
|
03/20/09
|
13750
|
11000
|
688
|
550
|
|
|
GI
|
GSCI
|
07/02/10
|
9000
|
6000
|
1200
|
800
|
|
|
NK
|
Nikkei 225
|
11/11/08
|
6250
|
5000
|
188
|
150
|
|
|
CME - CURRENCY
|
|||||||
|
AD
|
Australian
Dollar
|
08/16/10
|
2970
|
2200
|
101
|
75
|
|
|
BP
|
British Pound
|
05/10/10
|
2430
|
1800
|
101
|
75
|
|
|
C1
|
Canadian Dollar
|
05/10/10
|
2430
|
1800
|
101
|
75
|
|
|
J1
|
Japanese Yen
|
06/07/10
|
5400
|
4000
|
405
|
300
|
|
|
E1
|
SwissFranc
|
05/10/10
|
2430
|
1800
|
101
|
75
|
|
|
EC
|
Euro Currency
|
05/10/10
|
4050
|
3000
|
203
|
150
|
|
|
MP
|
Mexican Peso
|
07/31/09
|
2500
|
2000
|
63
|
50
|
|
|
RA
|
South African
Rand
|
03/09/10
|
2700
|
2000
|
473
|
350
|
|
|
BR
|
Brazilian Real
|
10/13/09
|
4200
|
3000
|
1400
|
1000
|
|
|
NE
|
New Zealand
Dollar
|
03/08/10
|
2700
|
2000
|
101
|
75
|
|
|
RU
|
Russian Ruble
|
06/07/10
|
6000
|
4000
|
3000
|
2000
|
|
|
CME - INTEREST RATES
|
|||||||
|
ED
|
3 Month Eurodollar
|
08/13/10
|
878
|
650
|
135
|
100
|
|
|
EY
|
3 Month Euroyen
|
04/27/10
|
12150
|
9000
|
9450
|
7000
|
|
|
S2
|
2 Year Swap
Rate
|
06/01/09
|
6750
|
5000
|
878
|
650
|
|
|
S5
|
5 Year Swap
Rate
|
06/01/09
|
5535
|
4100
|
1350
|
1000
|
|
|
S0
|
10 Year Swap Rate
|
06/01/09
|
3240
|
2400
|
270
|
200
|
|
|
CU
|
CPI
|
06/20/06
|
1250
|
1000
|
875
|
700
|
|
|
COMEX - METAL
|
|||||||
|
AL
|
Aluminum
|
01/31/08
|
3038
|
2250
|
108
|
80
|
|
|
HG
|
Copper
|
06/07/10
|
6750
|
5000
|
203
|
150
|
|
|
GC
|
Gold
|
04/30/10
|
5739
|
4251
|
135
|
100
|
|
|
SI
|
Silver
|
06/07/10
|
6750
|
5000
|
203
|
150
|
|
|
NYMEX - ENERGY
|
|||||||
|
CL
|
Crude Oil
|
05/21/10
|
5063
|
3750
|
3375
|
2500
|
|
|
HO
|
Heating Oil
|
05/21/10
|
5063
|
3750
|
2025
|
1500
|
|
|
HU
|
Unleaded Gasoline
|
05/21/10
|
5063
|
3750
|
2025
|
1500
|
|
|
QB
|
Mini Brent Crude
|
05/21/10
|
5063
|
3750
|
2025
|
1500
|
|
|
NG
|
Natural Gas
|
07/20/10
|
1013
|
750
|
|||
|
NYMEX - METAL
|
|||||||
|
PL
|
Platinum
|
06/07/10
|
5500
|
5000
|
110
|
100
|
|
|
PA
|
Palladium
|
06/07/10
|
5225
|
4750
|
550
|
500
|
|
|
KCBOT
|
|||||||
|
KW
|
KC Wheat
|
08/06/10
|
2500
|
2000
|
250
|
200
|
|
|
MV
|
Mini Value
Line
|
06/20/06
|
1000
|
800
|
100
|
80
|
|
|
MGE
|
|||||||
|
MW
|
Red Spring
Wheat
|
08/13/10
|
3380
|
2600
|
|||
|
NYBOT - SOFTS
|
|||||||
|
KC
|
Coffee
|
07/13/10
|
4830
|
3450
|
490
|
350
|
|
|
SB
|
Sugar
|
06/21/10
|
1960
|
1400
|
840
|
600
|
|
|
CC
|
Cocoa
|
07/21/10
|
2590
|
1850
|
420
|
300
|
|
|
CT
|
Cotton
|
07/21/10
|
2100
|
1500
|
840
|
600
|
|
|
OJ
|
Frozen Orange
Juice
|
07/28/10
|
1330
|
950
|
420
|
300
|
|
|
NYBOT - CURRENCY
|
|||||||
|
DX
|
Dollar Index
|
08/17/10
|
2062
|
1550
|
200
|
150
|
|
|
|
S P R E
A D
|
C h a n
g e d
|
C r e d
i t
|
I n i t
i a l
|
M a i n
t
|
||
|
SPD
|
Corn (Old/New)
|
04/05/10
|
90.00%
|
270
|
200
|
||
|
SPD
|
Oats (Old/New)
|
06/16/10
|
83.00%
|
270
|
200
|
||
|
SPD
|
Wheat (Old/New)
|
06/16/10
|
83.00%
|
270
|
200
|
||
|
SPD
|
Soybeans (Old/New)
|
06/16/10
|
83.00%
|
270
|
200
|
||
|
SPD
|
Soybean Meal
(Old/New)
|
06/16/10
|
83.00%
|
270
|
200
|
||
|
SPD
|
Soybean Oil
(Old/New)
|
04/05/10
|
95.00%
|
101
|
75
|
||
|
SPD
|
Cattle vs.
Hog
|
04/05/10
|
95.00%
|
101
|
75
|
||
|
SPD
|
Hog vs. belly
(3/2)
|
04/05/10
|
95.00%
|
101
|
75
|
||
|
SPD
|
Feeder vs.
Cattle (2/3)
|
04/05/10
|
95.00%
|
101
|
75
|
||
|
SPD
|
Feeder vs.
Hog (1/2)
|
04/05/10
|
95.00%
|
101
|
75
|
||
|
SPD
|
Cattle vs. Frozen Belly
|
04/05/10
|
95.00%
|
101
|
75
|
||
|
SPD
|
Soybeans vs. Oil
|
04/05/10
|
95.00%
|
101
|
75
|
||
|
SPD
|
Soybeans vs. Meal
|
04/05/10
|
95.00%
|
101
|
75
|
||
|
SPD
|
Soybean/Meal/Oil
|
07/23/10
|
90.00%
|
513
|
380
|
||
|
SPD
|
Meal vs. Oil (2/3)
|
07/23/10
|
90.00%
|
513
|
380
|
||
|
SPD
|
Corn vs. Wheat
|
08/13/10
|
50.00%
|
2329
|
1725
|
||
|
SPD
|
Corn vs. Oats (2/3)
|
03/26/10
|
75.00%
|
4185
|
3100
|
||
|
SPD
|
Corn vs. Feeder vs. Cattle
(1/2/4)
|
03/26/10
|
75.00%
|
4185
|
3100
|
||
|
SPD
|
KCB/CBOT Wheat
|
03/26/10
|
75.00%
|
4185
|
3100
|
||
|
SPD
|
Dow Jones vs. S&P 500 (3/1)
|
04/05/10
|
90.00%
|
6713
|
5370
|
||
|
SPD
|
Dow Jones vs. NASDAQ (3/2)
|
04/05/10
|
90.00%
|
6713
|
5370
|
||
|
SPD
|
Gold vs. Silver
|
04/05/10
|
90.00%
|
6713
|
5370
|
||
|
SPD
|
Pork Belly (Old/New) (x2.00)
|
04/05/10
|
90.00%
|
6713
|
5370
|
||
|
SPD
|
Gold vs. Silver
(2/3)
|
04/05/10
|
90.00%
|
6713
|
5370
|
|
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
|
Change Current
Month
|
||||
|
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. The risk of
trading futures and options can be
substantial. Each investor must consider whether this is a suitable investment. Past performance isnot
indicative of future results.
|