|
DATE
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M
A R G I N G U I D E
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Effective Date: 2/2/2012
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U n C h a
n g e d M a r g i n
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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
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||||
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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
|
||
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CBOT - GRAINS
|
|||||||
|
C
|
Corn
|
11/17/11
|
2363
|
1750
|
|||
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YC
|
Mini Corn
|
11/17/11
|
473
|
350
|
|||
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S
|
Soybeans
|
11/17/11
|
3375
|
2500
|
|||
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YK
|
Mini Soybeans
|
11/17/11
|
675
|
500
|
|||
|
06
|
Soybean Meal
|
11/17/11
|
1688
|
1250
|
338
|
250
|
|
|
07
|
Soybean Oil
|
11/17/11
|
1350
|
1000
|
270
|
200
|
|
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W
|
Wheat
|
11/17/11
|
3038
|
2250
|
|||
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YW
|
Mini Wheat
|
11/17/11
|
608
|
450
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|||
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O
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Oats
|
11/17/11
|
1350
|
1000
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473
|
350
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|
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14
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Rough Rice
|
11/17/11
|
1688
|
1250
|
270
|
200
|
|
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EH
|
Ethanol
|
01/17/12
|
4725
|
3500
|
1688
|
1250
|
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CBOT - FINANCIAL
|
|||||||
|
17
|
30 Year U.S.
Treasury Bond
|
12/19/11
|
4185
|
3100
|
608
|
450
|
|
|
21
|
10 Year U.S.
Treasury Note
|
01/17/12
|
1755
|
1300
|
270
|
200
|
|
|
25
|
5 Year U.S.
Treasury Note
|
01/17/12
|
1013
|
750
|
405
|
300
|
|
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26
|
2 Year U.S.
Treasury Note
|
01/17/12
|
540
|
400
|
304
|
225
|
|
|
41
|
30 Day Fed
Fund
|
||||||
|
NG - 5
|
5 Year Interest
Rate Swap
|
11/17/11
|
1215
|
900
|
|||
|
66
|
10 Year Interest
Rate Swap
|
01/17/12
|
2160
|
1600
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|||
|
11
|
Dow Jones Index
|
11/17/11
|
8750
|
7000
|
150
|
120
|
|
|
YM
|
Mini Dow Jones
Index
|
11/17/11
|
4375
|
3500
|
75
|
60
|
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CME - AGRICULTURAL
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|||||||
|
48
|
Live Cattle
|
11/17/11
|
1620
|
1200
|
810
|
600
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|
|
62
|
Feeder Cattle
|
11/17/11
|
2025
|
1500
|
1080
|
800
|
|
|
LN
|
Lean Hogs
|
11/17/11
|
1688
|
1250
|
1350
|
1000
|
|
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DK
|
Class IV Milk
|
11/17/11
|
1080
|
800
|
1080
|
800
|
|
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DA
|
Milk
|
01/20/12
|
675
|
500
|
1350
|
1000
|
|
|
NF
|
Nonfat Dry Milk
|
11/17/11
|
2025
|
1500
|
1350
|
1000
|
|
|
DB
|
Butter
|
11/19/10
|
2700
|
2000
|
1350
|
1000
|
|
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LB
|
Lumber
|
11/17/11
|
2250
|
1500
|
1500
|
1000
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|
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CB
|
Cash Butter
|
11/17/11
|
1620
|
1200
|
1080
|
800
|
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CME - EQUITIES
|
|||||||
|
SP
|
S+P 500
|
11/17/11
|
25000
|
20000
|
313
|
250
|
|
|
ES
|
Mini S+P 500
|
11/17/11
|
5000
|
4000
|
63
|
50
|
|
|
ND
|
Nasdaq 100
|
11/17/11
|
17500
|
14000
|
500
|
400
|
|
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NQ
|
Mini Nasdaq
100
|
11/17/11
|
3500
|
2800
|
100
|
80
|
|
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MD
|
S+P 400 Midcap
|
11/17/11
|
37500
|
30000
|
688
|
550
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|
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ME
|
Mini S+P 400
Midcap
|
11/17/11
|
7500
|
6000
|
138
|
110
|
|
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SG
|
S+P Growth
Index
|
11/17/11
|
12500
|
10000
|
625
|
500
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|
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SU
|
S+P Value Index
|
11/17/11
|
12500
|
10000
|
688
|
550
|
|
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GI
|
GSCI
|
12/22/11
|
10500
|
7000
|
1200
|
800
|
|
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NK
|
Nikkei 225
|
11/17/11
|
5313
|
4250
|
250
|
200
|
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CME - CURRENCY
|
|||||||
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AD
|
Australian Dollar
|
01/17/12
|
3780
|
2800
|
135
|
100
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|
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BP
|
British Pound
|
11/17/11
|
2025
|
1500
|
101
|
75
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|
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C1
|
Canadian Dollar
|
01/17/12
|
2700
|
2000
|
101
|
75
|
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J1
|
Japanese Yen
|
01/17/12
|
4860
|
3600
|
405
|
300
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|
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E1
|
SwissFranc
|
01/17/12
|
7290
|
5400
|
203
|
150
|
|
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EC
|
Euro Currency
|
12/19/11
|
5400
|
4000
|
238
|
176
|
|
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MP
|
Mexican Peso
|
11/17/11
|
3750
|
3000
|
500
|
400
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RA
|
South African Rand
|
01/17/12
|
4860
|
3600
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743
|
550
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BR
|
Brazilian Real
|
12/09/11
|
5600
|
4000
|
1400
|
1000
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NE
|
New Zealand Dollar
|
01/17/12
|
2700
|
2000
|
101
|
75
|
|
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RU
|
Russian Ruble
|
11/17/11
|
8550
|
5700
|
2250
|
1500
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CME - INTEREST RATES
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|||||||
|
ED
|
3 Month Eurodollar
|
01/17/12
|
506
|
375
|
270
|
200
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EY
|
3 Month Euroyen
|
11/17/11
|
12150
|
9000
|
9450
|
7000
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S2
|
2 Year Swap Rate
|
06/01/09
|
6750
|
5000
|
878
|
650
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S5
|
5 Year Swap Rate
|
06/01/09
|
5535
|
4100
|
1350
|
1000
|
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S0
|
10 Year Swap
Rate
|
06/01/09
|
3240
|
2400
|
270
|
200
|
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CU
|
CPI
|
06/20/06
|
1250
|
1000
|
875
|
700
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COMEX - METAL
|
|||||||
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AL
|
Aluminum
|
01/31/08
|
3038
|
2250
|
108
|
80
|
|
|
HG
|
Copper
|
11/17/11
|
7763
|
5750
|
203
|
150
|
|
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GC
|
Gold
|
12/30/11
|
11475
|
8500
|
169
|
125
|
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SI
|
Silver (x1.25)
|
11/17/11
|
24975
|
18500
|
236
|
175
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NYMEX - ENERGY
|
|||||||
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CL
|
Crude Oil
|
12/12/11
|
7560
|
5600
|
1553
|
1150
|
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QM
|
Mini - WTI
Crude
|
12/12/11
|
3780
|
2800
|
776
|
575
|
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HO
|
Heating Oil
|
12/12/11
|
7155
|
5300
|
2025
|
1500
|
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QH
|
Mini - Heating
Oil
|
12/12/11
|
3578
|
2650
|
1013
|
750
|
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RB
|
RBOB Gasoline
|
11/18/11
|
8100
|
6000
|
3038
|
2250
|
|
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QU
|
Mini - RBOB
Gasoline
|
11/18/11
|
4050
|
3000
|
1519
|
1125
|
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NG - N
|
Natual Gas
|
01/17/12
|
2835
|
2100
|
3645
|
2700
|
|
|
QG
|
Mini - Natural Gas
|
01/17/12
|
709
|
525
|
911
|
675
|
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NYMEX - METAL
|
|||||||
|
PL
|
Platinum
|
11/11/11
|
4950
|
4500
|
660
|
600
|
|
|
PA
|
Palladium
|
11/11/11
|
5775
|
5250
|
770
|
700
|
|
|
KCBOT
|
|||||||
|
KW
|
KC Wheat
|
11/15/11
|
3125
|
2500
|
250
|
200
|
|
|
MV
|
Mini Value Line
|
06/20/06
|
1000
|
800
|
100
|
80
|
|
|
MGE
|
|||||||
|
MW
|
Red Spring Wheat
|
11/17/11
|
2860
|
2200
|
|||
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NYBOT - SOFTS
|
|||||||
|
KC
|
Coffee
|
02/01/12
|
3905
|
3550
|
1980
|
1800
|
|
|
SB
|
Sugar
|
02/01/12
|
1595
|
1450
|
1100
|
1000
|
|
|
CC
|
Cocoa
|
02/01/12
|
1980
|
1800
|
165
|
150
|
|
|
CT
|
Cotton
|
02/01/12
|
2970
|
2700
|
1650
|
1500
|
|
|
OJ
|
Frozen Orange Juice
|
02/01/12
|
3960
|
3600
|
990
|
900
|
|
|
NYBOT - CURRENCY
|
|||||||
|
DX
|
Dollar Index
|
02/01/12
|
1980
|
1800
|
110
|
100
|
|
|
|
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)
|
11/17/11
|
74.00%
|
1215
|
900
|
||
|
SPD
|
Oats (Old/New)
|
11/17/11
|
73.00%
|
743
|
550
|
||
|
SPD
|
Soybeans (Old/New)
|
11/17/11
|
82.00%
|
1215
|
900
|
||
|
SPD
|
Wheat (Old/New)
|
11/17/11
|
82.00%
|
1080
|
800
|
||
|
SPD
|
Soybean Meal (Old/New)
|
11/17/11
|
74.00%
|
878
|
650
|
||
|
SPD
|
Soybean Oil (Old/New)
|
11/17/11
|
90.00%
|
270
|
200
|
||
|
SPD
|
Soybean/Meal/Oil
|
11/17/11
|
90.00%
|
641
|
475
|
||
|
SPD
|
Corn vs. Wheat
|
||||||
|
SPD
|
Corn vs. Oats
(2/3)
|
03/26/10
|
75.00%
|
4185
|
3100
|
|
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
|
||||
|
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
loss when trading futures and options
is substantial. Each investor must consider whether this is a suitable investment. Past performance
isnot indicative of future results.
|