Dodatek 2: Ukázkové marginy
Příklady marginů futures kontraktů. POZOR! každá brokerská společnost má své marginy, ty se navíc mění v čase.
Tj. tuto tabulku berte prosím velmi orientačně. Aktuální marginy vždy nejlépe zjistíte u svého brokera.
| Commodity | Exch. | Initial | Maintenance | |||
| CURRENCIES | ||||||
| Australian Dollar | IMM | $1,688.00 | $1,250.00 | |||
| British Pound | IMM | $1,890.00 | $1,400.00 | |||
| Canadian Dollar | IMM | $1,485.00 | $1,100.00 | |||
| Euro FX | IMM | $2,970.00 | $2,200.00 | |||
| E-Mini Euro FX | IMM | $1,485.00 | $1,100.00 | |||
| Japanese Yen | IMM | $2,565.00 | $1,900.00 | |||
| E-Mini Yen | IMM | $1,114.00 | $825.00 | |||
| Mexican Peso | IMM | $1,875.00 | $1,500.00 | |||
| Swiss Franc | IMM | $2,565.00 | $1,900.00 | |||
| US $ Index | NYCE | $1,330.00 | $1,000.00 | |||
| FINANCIAL INSTRUMENTS | ||||||
| Eurodollar | IMM | $945.00 | $700.00 | |||
| mini Eurodollar | XCBOT | $337.00 | $250.00 | |||
| Euroyen (quoted in Yen) | IMM | JPY 23,625.00 | JPY 23,625.00 | |||
| Treasury Bills | IMM | $675.00 | $500.00 | |||
| Treasury Bonds 30 yr. | CBOT | $1,890.00 | $1,400.00 | |||
| mini T-Bonds | XCBOT | $945.00 | $700.00 | |||
| Treasury Notes 10 yr. | CBOT | $1,148.00 | $850.00 | |||
| Treasury Notes 5 yr. | CBOT | $743.00 | $550.00 | |||
| Treasury Notes 2 yr | CBOT | $608.00 | $450.00 | |||
| Municipal Bonds | CBOT | $1,215.00 | $900.00 | |||
| Fed Funds (30 days) | CBOT | $304.00 | $225.00 | |||
| STOCK INDEX | ||||||
| Dow Jones Average | CBOT | $4,875.00 | $3,900.00 | |||
| $5.00 mini Dow Jones | XCBOT | $2,438.00 | $1,950.00 | |||
| S&P 500 index | IOM | $19,688.00 | $15,750.00 | |||
| S&P E-Mini | IOM | $3,938.00 | $3,150.00 | |||
| Nasdaq 100 | IOM | $18,750.00 | $15,000.00 | |||
| Nasdaq E-Mini | IOM | $3,750.00 | $3,000.00 | |||
| Nikkei | IOM | $4,063.00 | $3,250.00 | |||
| Value Line, Mini | KCBT | $4,500.00 | $3,600.00 | |||
| NYSE Index Comp | NYFE | $20,000.00 | $20,000.00 | |||
| S&P Mid Cap 400 | IOM | $16,875.00 | $13,500.00 | |||
| Russell 2000 | IOM | $16,875.00 | $13,500.00 | |||
| Mini Russell 2000 | IOM | $3,375.00 | $2,700.00 | |||
| Goldman Sachs Index | IOM | $600.00 | $400.00 | |||
| OTHER INDICES | ||||||
| CRB Index | NYFE | $2,400.00 | $2,400.00 | |||
| METALS | ||||||
| Copper, High Grade | COMEX | $2,700.00 | $2,100.00 | |||
| Gold | COMEX | $2,025.00 | $1,500.00 | |||
| Gold | ECBOT | $1,296.00 | $960.00 | |||
| mini Gold | XCBOT | $432.00 | $320.00 | |||
| Silver | COMEX | $2,700.00 | $2,000.00 | |||
| Silver | ECBOT | $2,160.00 | $1,600.00 | |||
| mini Silver | XCBOT | $432.00 | $320.00 | |||
| Platinum | NYMEX | $2,700.00 | $2,200.00 | |||
| Palladium | NYMEX | $2,700.00 | $2,000.00 | |||
| ENERGY | ||||||
| Crude Oil | NYMEX | $4,725.00 | $4,200.00 | |||
| E-Mini Crude Oil | NYMEX | $2,363.00 | $2,000.00 | |||
| Gasoline, Unleaded | NYMEX | $4,725.00 | $3,850.00 | |||
| Heating Oil | NYMEX | $5,400.00 | $4,000.00 | |||
| Natural Gas | NYMEX | $9,450.00 | $8,100.00 | |||
| E-Mini Natural Gas | NYMEX | $4,725.00 | $4,100.00 | |||
| GRAINS/FIBER | ||||||
| Corn | CBOT | $439.00 | $325.00 | |||
| mini Corn | XCBOT | $88.00 | $65.00 | |||
| Wheat | CBOT | $608.00 | $450.00 | |||
| mini Wheat | XCBOT | $122.00 | $100.00 | |||
| Wheat | MPLS | $650.00 | $500.00 | |||
| Wheat | KCBT | $625.00 | $500.00 | |||
| Soybeans | CBOT | $1,215.00 | $900.00 | |||
| mini Soybeans | XCBOT | $243.00 | $180.00 | |||
| Soybean Meal | CBOT | $743.00 | $550.00 | |||
| Soybean Oil | CBOT | $642.00 | $475.00 | |||
| Oats | CBOT | $405.00 | $300.00 | |||
| Rough Rice | CBOT | $878.00 | $650.00 | |||
| Cotton | NYCE | $1,400.00 | $1,000.00 | |||
| LIVESTOCK & MEATS | ||||||
| Cattle, Live | CME | $1,418.00 | $1,050.00 | |||
| Cattle Feeder | CME | $1,823.00 | $1,350.00 | |||
| Pork Bellies | CME | $1,620.00 | $1,200.00 | |||
| Hogs, Lean | CME | $743.00 | $550.00 | |||
| FOODS | ||||||
| Sugar | CSCE | $700.00 | $500.00 | |||
| Coffee "C" | CSCE | $2,520.00 | $1,800.00 | |||
| mini Coffee | CSCE | $840.00 | $600.00 | |||
| Cocoa (Metric) | CSCE | $1,120.00 | $800.00 | |||
| Orange Juice | CSCE | $840.00 | $600.00 | |||
| FOREST PRODUCTS | ||||||
| Lumber | CME | $1,650.00 | $1,100.00 | |||
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