Current Margins and Contract Specifications* October 12, 2020 Chicago Mercantile Exchange Margin/Performance Bonds Contract Symbol Initial Maintenance E-mini S&P 500 ES $8,360 $7,600 E-mini Nasdaq- 100 NQ $9,900 $9,000 E-mini S&P Midcap 400 ME $4,950 $4,500 S&P 500 SP $41,800 $38,000 Eurodollar GE $413 $375 Australian Dollar 6A $1,210 $1,100 British Pound 6B $2,640 $2,400 Canadian Dollar 6C $990 $900 Japanese Yen 6J $2,640 $2,400 Mexican Peso 6M $1,210 $1,100 Swiss Franc 6S $2,640 $2,400 Euro FX 6E $1,980 $1,800 E-mini Euro FX E7 $990 $900 E-Livestock Live Cattle LE $1,980 $1,800 Lean Hog HE $2,420 $2,200 E-Micro AUD/USD M6A $121 $110 E-Micro GBP/USD M6B $264 $240 E-Micro USD/CAD M6C CA$198 CA$180 E-Micro EUR/USD M6E $198 $180 E-Micro USD/JPY M6J ¥16,500 ¥15,000 E-Micro USD/CHF M6S SF363 SF330 Chicago Board of Trade Margin/Performance Bonds Contract Symbol Initial Maintenance Mini-sized Dow Futures ($5) YM $9,075 $8,250 30 Year US Treasury Bond Futures ZB $3,245 $2,950 10 Year US Treasury Note Futures ZN $1,430 $1,275 5 Year US Treasury Note Futures ZF $847 $700 2 Year US Treasury Note Futures ZT $671 $610 Wheat Futures ZW $1,375 $1,250 Corn Futures ZC $1,100 $1,000 Soybean Futures ZS $1,650 $1,500 Soybean Oil Futures ZL $677 $650 Soybean Meal Futures ZM $1,122 $1,122 Mini Wheat Futures XW $275 $250 Mini Corn Futures XC $220 $200 Mini Soybean Futures XK $330 $200 New York Mercantile Exchange/COMEX Margin/Performance Bonds Contract Symbol Initial Maintenance COMEX Gold Futures (100 oz) GC $6,600 $6,000 COMEX Silver Futures (5,000 oz) SI $6,600 $6,000 COMEX Copper Futures HG $2,970 $2,700 NYMEX Palladium PA $4,400 $4,000 NYMEX Platinum PL $2,750 $2,500 NYMEX Natural Gas NG $1,650 $1,500 Light Sweet Crude Oil CL $3,850 $3,500 Heating Oil HO $4,510 $4,100 New York Harbor RBOB Gasoline RB $5,500 $5,000 NYMEX miNY Natural Gas QG $646 $587 NYMEX miNY WTI Crude Oil QM $3,850 $3,500 Intercontinental Exchange Futures U.S. (ICE) Margin/Performance Bonds Contract Symbol Initial Maintenance Russell 2000 Mini Index Futures TF $4,125 $3,750 U.S. Dollar Index Futures DX $1,815 $1,650 Cocoa Futures CC $2,090 $1,900 Coffee "C" Futures KC $4,455 $4,050 Cotton No. 2 Futures CT $2,915 $2,650 FCOJ-A Futures OJ $1,386 $1,260 Sugar No. 11 Futures SB $1,074 $952 NYSE Liffe U.S. Margin/Performance Bonds Contract Symbol Initial Maintenance 100 oz Gold Futures ZG $6,600 $6,000 5,000 oz Silver Futures ZI $6,600 $6,000 mini-sized Gold Futures (33.2 oz) YG $2,475 $2,250 mini-sized Silver Futures (1,000 oz) YI $2,860 $2,600 CBOE Futures Exchange Margin/Performance Bonds Contract Symbol Initial Maintenance CBOE Volatility Index VX $8,800 $8,000 CBOE Mini Volatility Index VM $572 $520 ONE Chicago Margin/Performance Bonds Contract Symbol Initial Maintenance Single Stock Futures 20% of the underlying value of the contract <

* All margins and contract specifications are subject to change without notice.
  All margins are SPAN minimums except some spreads and delivery months which may be higher.
  Alpha One reserves the right to change margins at any time.
  The information contained herein is provided as a courtesy and Alaron Trading Corporation or its agents assume no liability for its accuracy.
**Due to the new Euro currency, some contract specs will change for the June contract and beyond.  The affected contracts will be changed on the next margin sheet.

There is risk of loss in trading futures and options.

c Margin change since previous publishing.