Current Margins and Contract
Specifications*
JULY 10, 2006
A/C/E = Alliance/CBOT/Eurex
Commoditiy
Contract |
Trading Hr.
Cntrl Time |
Point
Value |
Tick
Fluctuation |
Contract
Size |
Initial
Margin |
|
Maint.
Margin |
|
Spread
Margin |
EXTENDED TRADING HOURS
CENTRAL TIME |
|
RTH |
|
|
|
|
|
|
|
|
ETH |
Currencies
Most currencies are available to trade at ALPHA ONE TRADING 24 hours a day.
|
Swiss
Franc* |
7:20-2:00 |
1
Pt.=$12.50 |
1
Pt.=$12.50 |
125,000
SF |
1,800 |
C |
1,400 |
C |
400 |
_________________
GLOBEX 2*
MON - THURS.
2:30PM-7:05AM
SUNDAY
5:30PM-7:05AM
GLOBEX 2**
MON-THURS
2:30PM-2:00PM
SUNDAY
5:30PM-2:00PM
RECESSES MON-THURS
10:00PM-11:00PM
DOLLAR INDEX***
N.Y. 7PM-10PM
DUBLIN 2AM-7AM
N.Y. 7AM-2PM
GTC work in all Sessions |
Mid-Am
Deutschemark |
7:20-2:15 |
1
Pt.=$6.25 |
1
Pt.=$6.25 |
62,500
DM |
912 |
|
750 |
|
200 |
Japanese
Yen* |
7:20-2:00 |
1
Pt.=$12.50 |
1
Pt.=$12.50 |
12,500,000
JY |
2,700 |
|
2,000 |
|
600 |
| Emini Japanese Yen** |
2:30-2:00 |
1
Pt.=$6.25 |
1
Pt.=$6.25 |
6,250,000
JY |
1,350 |
|
1,000 |
|
300 |
British
Pound* |
7:20-2:00 |
1
Pt.=$6.25 |
2
Pts.=$12.50 |
62,500
BP |
1,755 |
|
1,300 |
|
300 |
Canadian
Dollar* |
7:20-2:00 |
1
Pt.=$10.00 |
1
Pt.=$10.00 |
100,000
CD |
1,350 |
C |
1,000 |
C |
200 |
French
Franc* |
7:20-2:00 |
1
Pt.=$5.00 |
2
Pts.=$10.00 |
500,000
FF |
1,283 |
|
950 |
|
250 |
Australian
Dollar* |
7:20-2:00 |
1
Pt.=$10.00 |
1
Pt.=$10.00 |
100,000
AD |
1,148 |
|
800 |
|
250 |
| Euro Currency* |
7:20-2:00 |
1
Pt.=$12.50 |
1
Pt.=$12.50 |
125,000
ECU |
2,835 |
|
4 2,100 |
|
400 |
| Emini Euro Currency** |
2:30-2:00 |
1
Pt.=$6.25 |
1
Pt.=$6.25 |
62,500
ECU |
1,418 |
|
1,050 |
|
200 |
Mexican
Peso* |
7:20-2:00 |
1
Pt.=$5.00 |
2.5
Pt.=$12.50 |
500,000
MP |
1,875 |
C |
1,500 |
C |
625 |
|
Brazilian
Real* |
7:20-2:00 |
1
Pt.= $10.00 |
1
Pt. = $10.00 |
100,000
BR |
3.500 |
C |
1,260 |
C |
1,260
|
|
Russian
Ruble* |
7:20
2:00 |
1
Pt.=$25.00 |
1
Pt.=$25.00 |
25,000
Rubles |
3,000 |
|
2,000 |
|
2,000
|
|
US
Dollar Index*** |
7:05-2:00 |
1
Pt.=$10.00 |
1
Pt. = $10.00 |
1,000
x USDX |
1,463 |
|
1,100 |
|
399 |
|
Swiss
Franc/J. Yen |
7:20-2:00 |
1
Pt.=$12.50 |
1
Pt.=$12.50 |
- |
1,630 |
|
1,207 |
|
- |
Swiss
Franc/B. Pound |
7:20-2:00 |
- |
- |
- |
1,215 |
|
900 |
|
- |
J.
Yen/B. Pound |
7:20-2:00 |
- |
- |
- |
1.647 |
|
1,220 |
|
- |
| J. Yen/Euro Currency |
7:20-2:00 |
1
Pt.=$12.50 |
1
Pt.=$12.50 |
- |
2,700 |
|
2,000 |
|
- |
|
|
|
|
|
|
|
|
|
|
|
Interest Rates
Most interest rate products are available to trade at Alaron 24 hours a day.
|
Eurodollar* |
7:20-2:00 |
1
Pt.=$25.00 |
1/2
Pt.=$12.50 |
$1,000,000 |
945 |
|
700 |
|
- |
__________________
GLOBEX 2*
MON-THURS
4:30PM-4:00PM NXT DAY
SUNDAY
5:30PM-4:00PM
RECESSES MON-THURS
10:00PM-11:00PM
A/C/E**
SUNDAY-THURS
8:00PM-6:00AM*
RECESSES MON-THURS
10:00PM-11:00PM
*New Hours |
Treasury
Bills |
7:20-2:00 |
1
Pt.=$25.00 |
1/2
Pt.=$12.50 | $1,000,000 |
4675 |
|
405 |
|
300 |
Mid-Am
T-Bill |
7:20-3:15 |
1 Pt.
=$12.50 |
1/2
Pt.= $6.25 |
$500,000 |
149 |
|
110 |
|
100 |
Treasury
Bonds** |
7:20-2:00 |
1
Pt.=$1,000.00 |
1/32
= $31.25 |
$100,000 |
1.350 |
C |
1,000 |
C |
300 |
Ace Mid-Am
Treasury Bonds |
7:20-3:15 |
1
Pt.=$500.00 |
1/32
= $15.62 |
$50,000 |
775 |
|
575 |
|
150 |
10 Yr
T. Notes ** |
7:20-2:00 |
1
Pt.=$1,000.00 |
1/32
= $31.25 |
$100,000 |
878 |
C |
650 |
C |
150 |
Ace MiNI
Ten Year |
7:20-3:15 |
1
Pt.= $500.00 |
1/32
= $15.62 |
$50,000 |
574 |
|
425 |
|
270 |
Ace Mid-Am
Eurodollars |
8:00-4:00 |
1
Pt.= $12.50 |
1/2
= $6.25 |
$500,000 |
338 |
|
260 |
|
100 |
| Fed.30-day Funds |
7:20-2:00 |
1
Pt.=$4,167.00 |
.01=$41.67 |
5,000,000 | 475 |
|
350 |
|
100 |
Municipal
Bond |
7:20-2:00 |
1
Pt.=$1,000.00 |
1/32
= $31.25 |
$100,000 |
878 |
|
650 |
|
135 |
Five
Year** |
7:20-2:00 |
1
Pt.=$2,000.00 |
1/2
of 1/32=$15.62 |
$100,000 |
1,148 |
|
854 |
C |
C 400 |
Two
Year |
7:20-2:00 |
1
Pt.=$2,000.00 |
1/4
of 1/32=$15.62 |
$200,000 |
473 |
C |
350 |
C |
450 |
Midcurve | 7:20-2:00 |
1
Pt.=$25.00 |
1/2
Pt.=$12.50 |
$1,000,000 |
810 |
|
600 |
|
270 |
Notes/Bonds |
7:20-2:00 |
1
Pt.=$1,000.00 |
1/32
= $31.25 |
$100,000 |
760 |
|
500 |
|
- |
Munis/Bonds |
7:20-2:00 |
1
Pt.=$1,000.00 |
1/32
= $31.25 |
$100,000 |
635 |
|
550 |
|
- |
Ted
Spread (T-Bills/Euros) |
7:20-2:00 |
1
Pt.=$25.00 |
1/2
Pt.=$12.50 | $1,000,000 |
709 |
| 525 |
|
- |
EuroYen
(front month) |
7:20-2:00 |
1
Pt.=2,500JY |
1
Pt.=2,500JY |
100
Million Yen |
22.275
JY |
|
16,500
JY |
|
|
|
|
|
|
|
|
|
|
|
|
|
Grains/Oilseeds |
|
|
|
|
|
|
|
|
|
|
Corn* |
9:30-1:15 |
1
Cent = $50.00 |
1/4
Cent = $12.50 |
5,000
BU |
540 |
| C 400 |
| 135 |
__________________
A/C/E*
SUNDAY-THURS
8:30PM-6:00AM*
*New Hours |
Mid-Am
Corn |
9:30-1:45 |
1
Cent = $10.00 |
1/4
Cent = $2.50 |
1,000
BU |
95 |
|
70 |
|
27 |
Oats* |
9:30-1:15 |
1
Cent = $50.00 |
1/4
Cent = $12.50 |
5,000
BU |
540 |
|
400 |
|
270 |
Mid-Am
Oats |
9:30-1:45 |
1
Cent = $10.00 |
1/4
Cent = $2.50 |
1,000
BU |
135 |
|
100 |
|
27 |
Soybeans* |
9:30-1:15 |
1
Cent = $50.00 |
1/4
Cent = $12.50 |
5,000
BU |
1,013 |
|
750 |
|
602 |
E MINI
Soybeans |
9:30-1:45 |
1
Cent = $10.00 |
1/4
Cent = $2.50 |
1,000
BU |
230 |
|
175 |
|
45 |
|
Soymeal* |
9:30-1:15 |
1
Doll. = $100.00 |
10
Cents = $10.00 |
100
Tons |
810 |
C |
600 |
C |
1,080
|
Mid-Am
Soymeal |
9:30-1:45 |
1
Doll. = $50.00 |
10
Cents = $5.00 |
50
Tons |
338 |
|
250 |
|
175 |
Soybean
Oil* |
9:30-1:15 |
1 Pt.
= $6.00 |
1
Pt. = $6.00 |
60,000
Lbs. |
540 |
C |
400 |
C |
135 |
Wheat* |
9:30-1:15 |
1
Cent = $50.00 |
1/4
Cent = $12.50 |
5,000
BU |
1,283 |
C |
950 |
C |
371 |
Wheat
(mini) |
9:30-1:45 |
1
Cent = $10.00 |
1/4
Cent = $2.50 |
1000
BU |
1257 |
C |
190 |
C |
74 |
Kansas City Wheat* |
9:30-1:15 |
1
Cent = $50.00 |
1/4
Cent = $12.50 |
5,000
BU |
1,125 |
|
900 |
|
125 |
Minneapolis
Wheat* |
9:30-1:15 |
1
Cent = $50.00 |
1/4
Cent = $12.50 |
5,000
BU |
650 |
|
500 |
|
338 |
Rough
Rice* |
9:15-1:30 |
1
Cent = $20.00 |
1/2
Cent = $10.00 |
100
Tons |
581 |
C |
430 |
C |
270 |
Canola* |
9:30-1:15 |
1
Cent = $2 CD |
10
Cents = $2 CD |
20
Metric Tons |
412 CD |
|
305
CD |
|
50 CD |
Flaxseed* |
9:30-1:15 |
1
Cent = $0.2 CD |
10
Cents = $2 CD |
20
Metric Tons |
170
CD |
|
125
CD |
|
50 CD |
KC
Wheat/CBOT Wheat |
9:30-1:15 |
1
Cent = $50.00 |
1/4
Cent = $12.50 |
10,000
BU |
508 |
|
300 |
|
- |
Corn
(Old/New crop spread) | 9:30-1:15 |
1
Cent = $50.00 |
1/4
Cent = $12.50 |
10,000
BU |
203 |
|
150 |
|
- |
Oats
(Old/New crop spread) |
9:30-1:15 |
1
Cent = $50.00 |
1/4
Cent = $12.50 |
10,000
BU |
169 |
|
125 |
|
- |
Soybeans
(Old/New crop) |
9:30-1:15 |
1
Cent = $50.00 |
1/4
Cent = $12.50 |
10,000
BU |
270 |
|
200 |
|
- |
Wheat
(Old/New spread) |
9:30-1:15 |
1
Cent = $50.00 |
1/4
Cent = $12.50 |
10,000
BU |
135 |
|
100 |
|
- |
|
|
|
|
|
|
|
|
|
|
Indexes
S&P contracts are available to trade at Alaron 24 hours a day.
|
NYSE
Composite |
8:30-3:15 |
1
Pt.=$5.00 |
5
Pts. = $25.00 |
500 x
NYFE |
20,000 |
|
20,000 |
|
600 |
___________________
GLOBEX *
MON-THURS 3:45PM-8:15AM
SUNDAY 5:30PM-8:15AM
GLOBEX **
MON-THURS 3:45PM-3:15PM
SUNDAY 5:30PM-3:15PM
A/C/E***
SUNDAY-THURS
8:15PM-4:00PM*
A/C/E****
SUNDAY-THURS
8:15PM-7:00AM
*New Hours
|
S&P
500* |
8:30-3:15 |
1
Pt.=$2.50 |
10
Pts. = $25.00 |
250 x
S&P 500 |
19,688 |
|
15,750 |
|
200 |
E-mini
S&P** |
3:30-3:15 |
1
Pt.=$0.50 |
25
Pts.=$12.50 |
50 x
S&P 500 |
3,938 |
|
3,150 |
|
50 |
Value
Line |
8:30-3:15 |
1
Pt.=$5.00 |
5
Pts. = $25.00 |
500 x
VL |
13,125 |
|
10,500 |
|
375 |
Mini
Value Line |
8:30-3:15 |
1
Pt.=$1.00 |
5
Pts. = $5.00 |
100 x
VL |
4,500 |
|
3,600 |
|
125 |
| KCBOT ISDEX |
8:30-3:15 |
1
Pt.=$1.00 |
5
Pts.=$5.00 |
100 x
Index |
3,750 |
|
3,000 |
|
150 |
CRB
Index |
8:40-1:45
c |
1
Pt.=$5.00 |
5
Pts. = $25.00 |
500 x
CRB |
4,750 |
|
4,750 |
|
125 |
Nikkei
Stock Index |
8:00-3:15 |
1
Pt.=$5.00 |
5
Pts. = $25.00 |
500 x
Index |
4,709
|
|
3,600 |
|
170 |
Goldman
Index |
8:30-2:15 |
1
Pt.=$2.50 |
10
Pts. = $12.50 |
250 x
Index |
4,125 |
|
2,750 |
|
563 |
Mid
Cap |
8:30-3:15 |
1
Pt.=$5.00 |
5
Pts. = $25.00 |
500 x
Index |
16,875 |
|
13,500 |
|
844 |
Nasdaq
100* |
8:30-3:15 |
1
Pt.=$1.00 |
5
Pts. = $5.00 |
100 x
NQ 100 |
18,750 |
|
15,000 |
|
255 |
| E-mini Nasdaq 100** |
3:30-3:45 |
1
Pt.=$0.20 |
50
Pts.=$10.00 |
20 x
Nasdaq 100 |
3,750 |
|
3,000 |
|
51 |
E MINIRussell
1000 |
3:45-3:15 |
10
Pt.=$10.00 |
1
Pts. = $10.00 |
100 x
Index |
3,625 |
|
2,900 |
|
200 |
E MIN Russell
2000 |
8:30-3:15 |
1
Pt.=$5.00 |
5
Pts. = $25.00 |
500 x
Index |
3,375 |
|
2,700 |
|
844 |
Dow
Jones**** |
7:20-3:15 |
1 Pt.
= $10.00 |
1
Pt. = $10.00 |
10 x
DJIA |
4,875 |
|
3,900 |
|
500 |
| Pacific Tech Index |
8:30-3:15 |
1 Pt.
= $10.00 |
1
Pt.= $10.00 |
100 x
Index |
7,500 |
|
7,500 |
|
- |
| A/C/E Mini 5$ Dow*** |
8:15-4:00 |
1 Pt.
= $5.00 |
1
Pt.= $5.00 |
5x
DJIA |
2,438 |
|
1,950 |
|
200 |
|
|
|
|
|
|
|
|
|
|
Livestock |
|
|
|
|
|
|
|
|
|
|
Feeder
Cattle |
9:05-1:00 |
1 Pt.
= $5.00 |
2.5
Pts. = $12.50 |
50,000 Lbs. |
1,350 |
|
1,000 |
|
473 |
___________________
N
O
E
T
H
M
A
R
K
E
T |
Live
Cattle | 9:05-1:00 |
1 Pt.
= $4.00 |
2.5
Pts. = $10.00 |
40,000
Lbs. |
945 |
|
700 |
|
338 |
Mid-Am
Cattle |
9:05-1:15 |
1 Pt.
= $2.00 |
2.5
Pts. = $5.00 |
20,000
Lbs. |
405 |
|
300 |
|
135 |
Lean
Hogs |
9:10-1:00 |
1 Pt.
= $4.00 |
2.5
Pts. = $10.00 |
40,000
Lbs. |
1,080 |
| 800 |
|
608 |
Mid-Am
Hogs |
9:10-1:15 |
1 Pt.
= $2.00 |
2.5
Pts. = $5.00 |
20,000
Lbs. |
475 | |
350 |
|
304 |
Frozen
Bellies |
9:10-1:00 |
1 Pt.
= $4.00 |
2.5
Pts. = $10.00 |
40,000
Lbs. |
1,620 |
|
1,200 |
|
810 |
E-MINI
FEEDERS |
9:05-1:00 |
1 Pt.
= $10.00 |
1
Pt. = $10.00 |
10,000
Lbs. |
108 |
|
80 |
|
75 |
| E-MINI HOGS |
9:10-1:05 |
1 Pt.
= $2.50 |
5
Pts. = $12.50 |
25,000
Lbs. |
230 |
|
170 |
|
100 |
Bellies/Hogs |
9:10-1:00 | 1 Pt.
= $4.00 |
2.5
Pts. = $10.00 |
40,000
Lbs. |
1,645 |
|
1,230 |
|
- |
Cattle/Hogs |
9:10-1:00 |
1 Pt.
= $4.00 |
2.5
Pts. = $10.00 |
40,000
Lbs. |
1,350 |
|
1,012 |
|
- |
Feeders/Live
Cattle |
9:10-1:00 |
- |
- |
- |
1,950 |
| 1,465 |
|
- |
|
|
|
|
|
|
|
|
|
|
|
|
Foods/Fibers/Lumber |
|
|
|
|
|
|
|
|
|
|
Cocoa |
7:00-10:50
c |
1 Pt.
= $10.00 |
1
Pt. = $10.00 |
10 M
Tons |
840 |
| p align="right">600
|
210 |
____________________
N
O
E
T
H
M
A
R
K
E
T |
Coffee
"C" |
8:15-11:30
c |
1 Pt.
= $3.75 |
5
Pts. = $18.75 |
37,500
Lbs. | 2,520 |
|
1,800 |
|
500
|
Cotton
#2 |
09:30-1:15 |
1 Pt.
= $5.00 |
1
Pt. = $5.00 |
50,000
Lbs. |
1,260 |
C |
900 |
C |
298 |
Orange
Juice |
09:00-12:30 |
1 Pt.
= $1.50 |
5
Pts. = $7.50 |
15,000
Lbs. |
1,470 |
C |
1,050 |
C |
250 |
Sugar
#11 |
8:00-11:00 |
1 Pt.
= $11.20 |
1
Pt. = $11.20 |
112,000
Lbs. |
1,120 |
C |
800 |
C |
140 |
Lumber |
9:00-1:05 |
1 Pt.
= $11.00 |
10
Pts. = $110.00 |
110,000
Bd. Ft.** |
1,650 |
|
1,400 |
|
900 |
New
Milk (CME) |
8:00-1:10 | 1 Pt.
= $20.00 |
1
Pt. = $20.00 |
200,000
Lbs. |
945 |
|
700 |
|
300 |
Strand
Board |
9:00-1:05 |
1 Pt.
= $10.00 |
10
Pts. = $100.00 |
100,000
Sq. Feet |
3,000 |
|
2,000 |
|
1,463
|
Cotton
#2 (Old/New crop) |
11:30-2:00 |
1 Pt.
= $10.00 |
1
Pt. = $10.00 |
100,000
Lbs |
796 |
|
590 |
|
- |
|
|
|
|
|
|
|
|
|
|
Metals
Most metals contracts are available to trade at Alaron 24 hours a day.
|
Copper |
7:10-1:00 |
1 Pt.
= $2.50 |
5
Pts. = $12.50 |
25,000
Lbs. |
12,150
|
C. |
9,000
|
C. |
202 |
___________________
ACCESS/EFP
MON-THURS
3PM-7AM
SUNDAY
6PM-7AM
A/C/E*
SUNDAY-THURSDAY
8:15PM-4:00PM*
* New Hours |
Gold |
7:20-1:30 |
1
Doll. = $100.00 |
10 Cents. = $10.00 |
100
Troy Oz. |
4,050 |
C. |
3,000 |
C. |
608 |
Gold/ACE NY(CBOT)* |
7:20-1:40 |
1
Doll. = $32.15 |
10
Cents. = $3.22 |
32.15
Troy Oz. |
1,012 |
. |
787 |
. |
125 |
Ace Mid-Am
New York Gold |
8:15-1:45 |
1
Doll. = $33.20 |
10
Cents = $3.32 |
33.2
Troy Oz. |
1,256 |
C. |
930 |
C. |
135 |
Platinum |
7:20-1:30 |
1
Doll. = $50.00 |
10
Cents. = $5.00 |
50
Troy Oz. |
3,375 |
C |
2,500 |
C |
500 |
Palladium |
7:10-1:20 |
1
Doll. = $100.00 |
5
Cents. = $5.00 |
100
Troy Oz. |
3,375 |
C |
2,500 |
|
C 404 |
Silver/5000
OZ |
7:25-1:25 |
1
Cent = $50.00 |
1/2
Ct. = $25.00 |
5,000
Troy Oz. |
6,075 |
C. |
4,500 |
C. |
470 |
Silver/1000
OZ (CBOT)* |
7:25-1:25 |
1
Cent = $10.00 |
1/2
Ct. = $5.00 |
1,000
Troy Oz. |
1,215 |
. |
900 |
. |
338 |
Ace Mid-Am
New York Silver |
8:15-1:45 |
1
Cent = $10.00 |
1/10
Cent = $1.00 |
1,000
Troy Oz. |
1,800 |
. |
1,350 |
. |
338 |
|
| |
|
|
|
|
|
|
|
|
|
ECBOT 100 OZ Gold |
23HR |
1
Doll. = $100.00 |
10 Cents. = $10.00 |
100
Troy Oz. |
3,767 |
. |
2,790 |
. |
608 |
ECBOT 5000 SILVER
|
23HR |
1
Cent = $50.00 |
1/2
Ct. = $25.00 |
5,000
Troy Oz. |
9,000 |
. |
6,750 |
. |
470 |
Energies
Most energy contracts are available to trade at Alaron 24 hours a day.
|
Crude
Oil |
9:00-1:30 |
1
Cent = $10.00 |
1
Cent = $10.00 |
1,000
Barrels |
4,725 |
|
3,500 |
|
1,000
|
___________________
ACCESS/EFP
MON-THURS
3PM-8AM
SUNDAY
6PM-8AM |
MINI CRUDE
|
9:00-1:30 |
1 CENT
= $5.00 |
1
Pt. = $5.00 |
500
BARRELS. |
2,363 |
|
1,750 |
|
1,000
|
Unleaded
Gas |
9:00-1:30 |
1 Pt.
= $4.20 |
1
Pt. = $4.20 |
42,000
Gal. |
8,100 |
|
6,000 |
|
1,000
|
Heating
Oil |
9:00-1:30 |
1 Pt.
= $4.20 |
1
Pt. = $4.20 |
42,000
Gal. |
6,750 |
|
5,000 |
|
1,000 |
Natural
Gas |
9:00-1:30 |
1 Pt.
= $10.00 |
1
Pt. = $10.00 |
10,000
MM Btu |
12,150 |
|
9,000 |
|
3,375 |
MINI Natural
Gas |
9:00-1:30 |
1 Pt.
= $2.50 |
1
Pt. = $12.50 |
2,500
MM Btu |
3,038 |
|
2,250 |
|
3,375 |
Heating
Oil/Unleaded Gas |
9:00-1:30 |
- |
- | - |
9,450 |
|
7,000 |
|
- |
| Crude Oil/Heating Oil |
9:00-1:30 |
- |
- |
- |
3,000 |
|
2,000 |
|
- |
| Crude Oil/Unleaded
Gas |
9:00-1:30 |
- |
- |
- |
3,000 |
|
2,000 |
|
- |
|
|
|
|
|
|
|
|
|
|
|
|
Foreigns |
|
|
|
|
|
|
|
|
|
|
LIFFE
FTSE 100 |
2:35A-11:30A |
1 Pt.
= 2.5 BP |
5
Pts. - 12.5 BP |
25 BP
X FTSE Index |
3,500
BP |
. |
3,500
BP |
. |
- |
|
LIFFE
Gilt |
2:00A-10:15A |
1 Pt.
=10 BP |
1
Pt.= 10 BP |
100,000
BP |
1900
BP |
. |
1900
BP |
. |
- |
|
LIFFE
Euro-BTP (Italian Bond) |
1:55A-11:58A |
1 Pt.
= 10 ECU |
1 Pt
= 10 ECU |
100,000
ECU |
1,500
ECU |
. |
1,500
ECU |
. |
- |
|
Eurex
Bund |
1:30A-11:56A |
1 Pt.
= 10 ECU |
1
Pt. = 10 ECU |
100,000
ECU |
2,045
ECU |
. |
2,045
ECU |
. |
- |
|
Eurex
DAX |
2:30A-
9:00A |
1 Pt.
= 25 ECU |
0.5
Pt. = 12.5 ECU |
25 X
DAX Index |
20000
ECU |
. |
20000
ECU |
. |
- |
|
SIMEX
Nikkei |
6:00P-12:15A |
1 Pt.
= 500 JY |
5
Pts. = 2,500 JY |
500JY
X Nikkei Index |
562,500
JY |
. |
450,000
JY |
. |
- |
|
SIMEX
Hang Seng Index |
8:00P-2:00A |
1 Pt.
= HK$50 |
1
Pt. = HK$50 |
HK$50
X Index |
90,000
HK$ |
. |
90,000
HK$ |
. |
|
|
MATIF
CAC40 |
3:00A-10:00A |
1 Pt.
= 10 ECU |
0.5
Pt. = 5 ECU |
10
ECU X Index |
21,340
ECU |
. |
21,340
ECU |
. |
- |
|
| MATIF Euro 10-Yr |
2:30A-9:30A |
1 Pt. =
10 ECU |
1 Pt. =
10 ECU |
100,000
ECU |
1,500
ECU |
. |
1,500
ECU |
. |
|
|
SFE
Ordinaries Price Index |
4:20P-10:40P |
1 Pt.
= 25 AD |
1
Pt. = 25 AD |
25 AD
X Index |
10,000 AD |
. |
8,000
AD |
. |
- |
|
SFE
Australian 10 Yr Bond |
4:30P-12:30A |
1% =
88 AD |
0.5%
= 44 AD |
100,000
AD |
2,400
AD |
. |
2,400
AD |
. |
- |
|
|
|
|
|
|
|
| |
|
|
|
* 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.
|
