Straits Financial Margin Rates Table
Financials |
Effective Date |
Spec Initial |
Spec Maint |
Hedge Initial |
Hedge Maint |
Spread Spec Initial |
Spread Spec Maint |
Spread Spec Initial |
Spread Spec Maint |
CBOT-Chicago Board of Trade |
|
|
|
|
|
Spec-Old/New Crop |
Hedge-Old/New Crop |
Spec-Same Crop year |
Hedge-Same Crop Year |
Grains |
C-Corn |
02/05/21 |
$1,650 |
$1,500 |
$1,500 |
$1,500 |
$248 |
$225 |
$248 |
$225 |
O-Oats |
01/06/21 |
$990 |
$900 |
$900 |
$900 |
$633 |
$575 |
$633 |
$575 |
14-Rough Rice |
02/11/21 |
$1,815 |
$1,650 |
$1,650 |
$1,650 |
$1,155 |
$1,050 |
$1,155 |
$1,050 |
S-Soybeans |
01/26/21 |
$3,300 |
$3,000 |
$3,000 |
$3,000 |
$495 |
$450 |
$495 |
$450 |
06-Soybean Meal |
01/26/21 |
$2,310 |
$2,100 |
$2,100 |
$2,100 |
$523 |
$475 |
$523 |
$475 |
07-Soybean Oil |
02/05/21 |
$1,705 |
$1,550 |
$1,550 |
$1,550 |
$275 |
$250 |
$275 |
$250 |
W-Wheat |
02/05/21 |
$2,090 |
$1,900 |
$1,900 |
$1,900 |
$385 |
$350 |
$385 |
$350 |
KW-CBT
KC Red Wheat |
02/05/21 |
$2,035 |
$1,850 |
$1,850 |
$1,850 |
$605 |
$550 |
$605 |
$550 |
EH-Ethanol |
02/04/21 |
$3,300 |
$3,000 |
$3,000 |
$3,000 |
$2,750 |
$2,500 |
$2,750 |
$2,500 |
YW-Mini-sized
Wheat |
02/05/21 |
$418 |
$380 |
$380 |
$380 |
$77 |
$70 |
$77 |
$70 |
YC-Mini-sized
Corn |
02/05/21 |
$330 |
$300 |
$300 |
$300 |
$50 |
$45 |
$50 |
$45 |
YK-Mini-sized
Soybean |
01/26/21 |
$660 |
$600 |
$600 |
$600 |
$99 |
$90 |
$99 |
$90 |
Financials |
17-30 Yr Tbond |
01/08/21 |
$4,400 |
$4,000 |
$4,000 |
$4,000 |
$715 |
$650 |
$715 |
$650 |
26-2-Year T-Note |
12/11/20 |
$330 |
$300 |
$300 |
$300 |
$193 |
$175 |
$193 |
$175 |
25-5-Year T-Note |
01/08/21 |
$605 |
$550 |
$550 |
$550 |
$220 |
$200 |
$220 |
$200 |
21-10-Year T-Note |
01/08/21 |
$1,375 |
$1,250 |
$1,250 |
$1,250 |
$275 |
$250 |
$275 |
$250 |
Indexes |
YM-Mini-sized
Dow ($5) |
12/11/20 |
$9,900 |
$9,000 |
$9,000 |
$9,000 |
$1,650 |
$1,500 |
$1,650 |
$1,500 |
CME-Chicago Mercantile
Exchange |
|
|
|
|
|
|
|
|
|
Currency |
AD-Australian
Dollar |
01/29/21 |
$1,760 |
$1,600 |
$1,600 |
$1,600 |
$50 |
$45 |
$50 |
$45 |
BR-Brazilian
Real |
12/01/20 |
$1,375 |
$1,250 |
$1,250 |
$1,250 |
$715 |
$650 |
$715 |
$650 |
BP-British
Pound |
02/19/21 |
$2,640 |
$2,400 |
$2,400 |
$2,400 |
$66 |
$60 |
$66 |
$60 |
C1-Canadian
Dollar |
01/29/21 |
$1,210 |
$1,100 |
$1,100 |
$1,100 |
$50 |
$45 |
$50 |
$45 |
EC-Euro
FX |
01/14/21 |
$2,200 |
$2,000 |
$2,000 |
$2,000 |
$83 |
$75 |
$83 |
$75 |
E7-Euro
FX E-mini |
10/09/20 |
$1,595 |
$1,450 |
$1,450 |
$1,450 |
$44 |
$40 |
$40 |
$40 |
J1-Japanese
Yen |
01/29/21 |
$2,750 |
$2,500 |
$2,500 |
$2,500 |
$121 |
$110 |
$121 |
$110 |
J7-Japanese
Yen E-mini |
11/13/20 |
$1,980 |
$1,800 |
$1,800 |
$1,800 |
$77 |
$70 |
$70 |
$70 |
MP-Mexican
Peso |
01/14/21 |
$1,540 |
$1,400 |
$1,400 |
$1,400 |
$61 |
$55 |
$61 |
$55 |
NE-New
Zealand Dollar |
12/01/20 |
$1,595 |
$1,450 |
$1,450 |
$1,450 |
$55 |
$50 |
$55 |
$50 |
E1-Swiss
Franc |
01/14/21 |
$3,630 |
$3,300 |
$3,300 |
$3,300 |
$209 |
$190 |
$209 |
$190 |
BTC-Bitcoin |
02/01/19 |
110% of Maint. |
37% of settle price X 5 |
|
|
|
|
|
|
Indexes |
SP-S&P 500 Index |
09/11/20 |
$66,000 |
$60,000 |
$60,000 |
$60,000 |
$6,050 |
$5,500 |
$5,500 |
$5,500 |
ES-S&P 500
Index-Emini |
09/11/20 |
$13,200 |
$12,000 |
$12,000 |
$12,000 |
$1,210 |
$1,100 |
$1,100 |
$1,100 |
NQ-NASDAQ 100-Emini |
11/13/20 |
$18,700 |
$17,000 |
$17,000 |
$17,000 |
$1,210 |
$1,100 |
$1,100 |
$1,100 |
GI-GSCI |
11/13/20 |
$5,500 |
$5,000 |
$5,000 |
$5,000 |
$2,365 |
$2,150 |
$2,150 |
$2,150 |
NK-NIKKEI 225 |
08/28/20 |
$8,250 |
$7,500 |
$7,500 |
$7,500 |
$908 |
$825 |
$825 |
$825 |
Interest Rates |
ED-3
Month Eurodollar |
09/25/20 |
$248 |
$225 |
$225 |
$225 |
$171 |
$155 |
$155 |
$155 |
Meats |
48-Live Cattle |
09/01/20 |
$1,980 |
$1,800 |
$1,800 |
$1,800 |
$1,375 |
$1,250 |
$1,250 |
$1,250 |
62-Feeder Cattle |
09/01/20 |
$3,713 |
$3,375 |
$3,375 |
$3,375 |
$1,760 |
$1,600 |
$1,600 |
$1,600 |
LN-Lean Hogs |
04/17/20 |
$3,135 |
$2,850 |
$2,850 |
$2,850 |
$1,650 |
$1,500 |
$1,500 |
$1,500 |
Agriculture |
DK-Class
IV Milk |
09/18/20 |
$1,034 |
$940 |
$940 |
$940 |
$2,112 |
$1,920 |
$1,920 |
$1,920 |
DA-Milk |
09/11/20 |
$1,320 |
$1,200 |
$1,200 |
$1,200 |
$1,980 |
$1,800 |
$1,800 |
$1,800 |
NF-Nonfat
Dry Milk |
09/18/20 |
$1,606 |
$1,460 |
$1,460 |
$1,460 |
$2,794 |
$2,540 |
$2,540 |
$2,540 |
LB-Lumber
10 |
08/01/19 |
$2,475 |
$2,250 |
$2,250 |
$2,250 |
$1,925 |
$1,750 |
$1,750 |
$1,750 |
CMX-COMEX |
|
|
|
|
|
|
|
|
|
Metals |
GC-Gold |
10/16/20 |
$12,650 |
$11,500 |
$11,500 |
$11,500 |
$660 |
$600 |
$600 |
$600 |
SI-Silver |
11/17/20 |
$16,500 |
$15,000 |
$15,000 |
$15,000 |
$495 |
$450 |
$450 |
$450 |
HG-High Grade Copper |
10/29/20 |
$4,620 |
$4,200 |
$4,200 |
$4,200 |
$605 |
$550 |
$550 |
$550 |
CME
Metals |
|
|
|
|
|
|
|
|
|
QO-Gold
Mini 50 oz |
10/02/20 |
$5,775 |
$5,250 |
$5,250 |
$5,250 |
$330 |
$300 |
$300 |
$300 |
QI-Silver Mini 2,500oz |
10/02/20 |
$8,250 |
$7,500 |
$7,500 |
$7,500 |
$248 |
$225 |
$225 |
$225 |
ICT-CME Iron Ore |
11/01/19 |
$3,604 |
$3,276 |
$3,276 |
$3,276 |
$1,430 |
$1,300 |
$1,300 |
$1,300 |
Eurex |
|
|
|
|
|
|
|
|
|
FDAX-DAX Futures |
12/01/19 |
$22,740 |
$22,740 |
$22,740 |
$22,740 |
- |
- |
- |
- |
Hong
Kong Futures Exchange Limited (HKEX) |
|
|
|
|
|
|
|
|
|
Hang
Seng Index |
10/01/20 |
HK$82,900 |
HK$82,900 |
HK$82,900 |
HK$82,900 |
HK$19,100 |
HK$19,100 |
HK$19,100 |
HK$19,100 |
Mini
- Hang Seng Index |
10/01/20 |
HK$16,580 |
HK$16,580 |
HK$16,580 |
HK$16,580 |
HK$3,820 |
HK$3,820 |
HK$3,820 |
HK$3,820 |
USD/CNH |
10/01/20 |
CNY 14,172 |
CNY 14,172 |
CNY 14,172 |
CNY 14,172 |
CNY 4,881 |
CNY 3,904 |
CNY 3,904 |
CNY 3,904 |
H-Shares |
10/01/20 |
HK$24,300 |
HK$24,300 |
HK$24,300 |
HK$24,300 |
HK$7,290 |
HK$7,290 |
HK$7,290 |
HK$7,290 |
LIFFE-New
York Liffe |
|
|
|
|
|
|
|
|
|
RC-Robusta
Coffee, 10 tonnes |
11/01/19 |
$847 |
$770 |
$770 |
$770 |
$290 |
$264 |
$264 |
$264 |
Matif |
|
|
|
|
|
|
|
|
|
EBM-Paris
Milling Wheat |
11/01/19 |
€ 350 |
€ 350 |
€ 350 |
€ 350 |
€ 172 |
€ 172 |
€ 172 |
€ 172 |
Metals |
LME-London
Metals Exchange |
|
|
|
|
|
|
|
|
|
AHD-Aluminum
HG, 25 tonnes |
09/30/20 |
$2,750 |
$2,750 |
$2,750 |
$2,750 |
$350 |
$350 |
$350 |
$350 |
CAD-Copper
"A" Grade, 25 tonnes |
09/07/20 |
$10,400 |
$10,400 |
$10,400 |
$10,400 |
$375 |
$375 |
$375 |
$375 |
NID-Primary
Nickel, 6 tonnes |
11/24/20 |
$7,722 |
$7,722 |
$7,722 |
$7,722 |
$96 |
$96 |
$96 |
$96 |
PBD-Lead,
25 tonnes |
07/31/20 |
$4,075 |
$4,075 |
$4,075 |
$4,075 |
$300 |
$300 |
$300 |
$300 |
SND-Tin,
5 tonnes |
11/23/20 |
$7,520 |
$7,520 |
$7,520 |
$7,520 |
$220 |
$220 |
$220 |
$220 |
ZSD-SHG
Zinc, 25 tonnes |
10/12/20 |
$4,100 |
$4,100 |
$4,100 |
$4,100 |
$525 |
$525 |
$525 |
$525 |
MGE-Minneapolis Grain
Exchange |
|
|
|
|
|
|
|
|
|
MW-
Wheat Red Spring |
10/13/20 |
$1,560 |
$1,200 |
$1,200 |
$1,200 |
$390 |
$300 |
$300
|
$300 |
NYMEX-New York Mercantile
Exchange |
|
|
|
|
|
|
|
|
|
Energy |
CL-Crude
Oil WTI |
11/20/20 |
$5,225 |
$4,750 |
$4,750 |
$4,750 |
$743 |
$675 |
$675 |
$675 |
QM-WTI
Crude Oil-Emini |
11/20/20 |
$2,613 |
$2,375 |
$2,375 |
$2,375 |
$371 |
$338 |
$338 |
$338 |
HO-NY
Harbor ULSD (Heating Oil) |
11/06/20 |
$4,400 |
$4,000 |
$4,000 |
$4,000 |
$825 |
$750 |
$750 |
$750 |
RB-Gasoline
RBOB |
11/20/20 |
$4,950 |
$4,500 |
$4,500 |
$4,500 |
$825 |
$750 |
$750 |
$750 |
QU-Gasoline
RBOB-Emini |
11/20/20 |
$2,475 |
$2,250 |
$2,250 |
$2,250 |
$413 |
$375 |
$375 |
$375 |
NG-Natural
Gas |
10/28/20 |
$3,465 |
$3,150 |
$3,150 |
$3,150 |
$825 |
$750 |
$750 |
$750 |
QG-Natural
Gas-Emini |
11/24/20 |
$798 |
$725 |
$725 |
$725 |
$82 |
$75 |
$75 |
$75 |
Metals |
PA-Palladium |
10/02/20 |
$33,000 |
$30,000 |
$30,000 |
$30,000 |
$5,060 |
$4,600 |
$4,600 |
$4,600 |
PL-Platinum |
11/13/20 |
$3,850 |
$3,500 |
$3,500 |
$3,500 |
$550 |
$500 |
$500 |
$500 |
ICE
US |
|
|
|
|
|
|
|
|
|
CC-Cocoa |
11/18/20 |
$3,564 |
$3,240 |
$3,240 |
$3,240 |
$1,475 |
$1,341 |
$1,341 |
$1,341 |
KC-Coffee |
11/13/20 |
$4,455 |
$4,050 |
$4,050 |
$4,050 |
$288 |
$262 |
$262 |
$262 |
CT-Cotton |
11/13/20 |
$2,915 |
$2,650 |
$2,650 |
$2,650 |
$502 |
$456 |
$456 |
$456 |
OJ-FCOJ |
11/13/20 |
$1,386 |
$1,260 |
$1,260 |
$1,260 |
$756 |
$687 |
$687 |
$687 |
SB-Sugar
No. 11 |
11/13/20 |
$1,047 |
$952 |
$952 |
$952 |
$252 |
$229 |
$229 |
$229 |
DX-U.S.
Dollar Index |
11/13/20 |
$2,090 |
$1,900 |
$1,900 |
$1,900 |
$63 |
$57 |
$57 |
$57 |
TF-Russell
2000 Mini Index |
05/16/18 |
$6,028 |
$5,480 |
$5,480 |
$5,480 |
|
|
|
|
YG-mini-Sized
Gold (33.2 oz) |
11/01/19 |
$1,422 |
$1,293 |
$1,293 |
$1,293 |
|
|
|
|
YI-mini-Sized
Silver (1,000 oz) |
11/01/19 |
$993 |
$903 |
$903 |
$903 |
|
|
|
|
B-Brent Crude |
11/16/20 |
$4,620 |
$4,200 |
$4,200 |
$4,200 |
$801 |
$728 |
$728 |
$728 |
SICOM-Singapore
Commodity Exchange |
|
|
|
|
|
|
|
|
|
TF-TSR20
Rubber Futures |
09/03/18 |
$605 |
$550 |
$550 |
$550 |
$152 |
$138 |
$138 |
$138 |
SGX-Singapore
Exchange (Asiaclear) |
|
|
|
|
|
|
|
|
|
FEF-Iron
Ore Future |
10/01/20 |
$594 |
$540 |
$540 |
$540 |
|
|
|
|
RSS3
Rubber |
10/01/20 |
$660 |
$600 |
$600 |
$600 |
|
|
|
|
CN-FTSE
China A50 Index |
10/01/20 |
$1,320 |
$1,200 |
$1,200 |
$1,200 |
|
|
|
|
CY-CNY/USD |
10/01/20 |
$1,100 |
$1,000 |
$1,000 |
$1,000 |
|
|
|
|
HY-USD/CNH |
01/31/19 |
CNY 9,900 |
CNY 9,000 |
CNY 9,000 |
CNY 9,000 |
|
|
|
|
MDEX-Malaysian
Derivative Exchange |
|
|
|
|
|
|
|
|
|
Palm
Oil (MDEX) |
03/01/19 |
$4,000 |
$4,000 |
$4,000 |
$4,000 |
|
|
|
|
TOCOM-Tokyo
Commodity Exchange |
|
|
|
|
|
|
|
|
|
Gold |
10/16/20 |
¥246,000 |
¥246,000 |
¥246,000 |
¥246,000 |
¥13,000 |
¥13,000 |
¥13,000 |
¥13,000 |
RSS3 Rubber |
10/16/20 |
¥68,500 |
¥68,500 |
¥68,500 |
¥68,500 |
¥9,500 |
¥9,500 |
¥9,500 |
¥9,500 |
TSR20 Rubber |
10/16/20 |
¥86,000 |
¥86,000 |
¥86,000 |
¥86,000 |
¥98,500 |
¥98,500 |
¥98,500 |
¥98,500 |