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| Margin Sheet 9/07/04 |
A/C/E =
Alliance/CBOT/Eurex |
| Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST |
Point Value |
Tick Fluctuation |
| Currencies |
| Swiss Franc* |
125,000 SF |
2,228 |
1,650 |
400 |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
| Japanese Yen* |
12,500,000 JY |
2,700 |
2,000 |
600 |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
| E-Mini Japanese Yen* |
6,250,000 JY |
1,350 |
1,000 |
300 |
2:15-2:00 |
1 PT = $6.25 |
1 PT = $6.25 |
| British Pound* |
62,500 BP |
2,093 |
1,550 |
300 |
7:20-2:00 |
1 PT = $6.25 |
2 PT = $12.50 |
| Canadian Dollar* |
100,000 |
1,350 |
1,000 |
200 |
7:20-2:00 |
1 PT = $10.00 |
1 PT = $10.00 |
| French Franc* |
500,000 FF |
1,283 |
950 |
250 |
7:20-2:00 |
1 PT = $5.00 |
2 PT = $10.00 |
| Australian Dollar* |
100,000 AD |
2,363 |
1,750 |
250 |
7:20-2:00 |
1 PT = $10.00 |
1 PT = $10.00 |
| Euro Currency* |
125,000 ECU |
3,240 |
2,400 |
400 |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
| E-Mini Euro Currency** |
62,500 ECU |
1,620 |
1,200 |
200 |
2:15-2:00 |
1 PT = $6.25 |
1 PT = $6.25 |
| Mexican Peso(New)* |
500,000 MP |
6,250 |
1,875 |
1,500 |
7:20-2:00 |
1 PT = $5.00 |
2.5 PT = $12.50 |
| Brazilian Real* |
100,000 BR |
4,200 |
3,500 |
2,000 |
7:20-2:00 |
1 PT = $10.00 |
1 PT = $10.00 |
| Russian Ruble* |
2,500,000 Rubles |
3,000 |
3,000 |
2,000 |
7:20-2:00 |
1 PT = $25.00 |
1 PT = $25.00 |
| US Dollar Index*** |
1,000 x USDX |
1,730 |
1,300 |
399 |
7:05-2:00 |
1 PT = $10.00 |
1 PT = $10.00 |
| Swiss Franc/J. Yen |
- |
2,295 |
1,700 |
- |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
| Swiss Franc/D. Mark |
- |
642 |
475 |
- |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
| Swiss Franc/B. Pound |
- |
1,620 |
1,200 |
- |
7:20-2:00 |
- |
- |
| D. Mark/J. Yen |
- |
2,430 |
1,800 |
- |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
| D. Mark/B. Pound |
- |
1,215 |
900 |
- |
7:20-2:00 |
- |
- |
| J. Yen/B. Pound |
- |
1,958 |
1,450 |
- |
7:20-2:00 |
- |
- |
| J. Yen/Euro Currency |
- |
2,700 |
2,000 |
- |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
| Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST |
Point Value |
Tick Fluctuation |
| Interest Rates |
| Eurodollar* |
$1,000,000 |
945 |
700 |
- |
7:20-2:00 |
1 PT = $25.00 |
1/2 PT = $12.50 |
| Treasury Bills |
$1,000,000 |
405 |
300 |
150 |
7:20-2:00 |
1 PT = $25.00 |
1/2 PT = $12.50 |
| Mid-Am T-Bill |
$500,000 |
149 |
110 |
100 |
7:20-3:15 |
1 PT = $12.50 |
1/2 PT = $6.25 |
| Treasury Bonds** |
$100,000 |
2,160 |
1,600 |
300 |
7:20-2:00 |
1 PT = $1,000.00 |
1/32 PT = $31.25 |
| Ace Mini-Treasury Bonds |
$50,000 |
1,080 |
800 |
150 |
7:20-3:15 |
1 PT = $500.00 |
1/32 PT = $15.62 |
| 10 Yr T. Notes** |
$100,000 |
1,620 |
1,200 |
150 |
7:20-2:00 |
1 PT = $1,000.00 |
1/2 of 1/32 PT = $15.62 |
| Ace Mini-Ten Year |
$50,000 |
810 |
600 |
270 |
7:20-3:15 |
1 PT = $500.00 |
1/32 PT = $15.62 |
| Ace Mini Eurodollar** |
500,000 |
338 |
250 |
100 |
8:00-4:00 |
1 PT = $12.50 |
1/2 PT = $6.25 |
| Fed.30-day Funds |
5,000,000 |
475 |
350 |
100 |
7:20-2:00 |
1 PT = $4,167.00 |
.01 = $41.67 |
| Municipal Bond |
$100,000 |
1,013 |
750 |
135 |
7:20-2:00 |
1 PT = $1,000.00 |
1/32 PT = $31.25 |
| Five Year** |
$100,000 |
945 |
700 |
338 |
7:20-2:00 |
1 PT = $1,000.00 |
1/2 of 1/32 PT = $15.62 |
| Two Year |
$200,000 |
810 |
600 |
270 |
7:20-2:00 |
1 PT = $2,000.00 |
1/4 of 1/32 PT = $15.62 |
| Midcurve |
$1,000,000 |
810 |
600 |
270 |
7:20-2:00 |
1 PT = $25.00 |
1/2 PT = $12.50 |
| Notes/Bonds |
$100,000 |
760 |
500 |
- |
7:20-2:00 |
1 PT = $1,000.00 |
1/32 PT = $31.25 |
| Munis/Bonds |
$100,000 |
635 |
550 |
- |
7:20-2:00 |
1 PT = $1,000.00 |
1/32 PT = $31.25 |
| Ted Spread (T-Bills/Euros) |
$1,000,000 |
709 |
525 |
- |
7:20-2:00 |
1 PT = $25.00 |
1/2 PT = $12.50 |
| EuroYen (front month) |
100 Million Yen |
30,375 |
22,500 |
- |
7:20-2:00 |
1 PT = $2,500JY |
1 PT = $2,500JY |
| Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST |
Point Value |
Tick Fluctuation |
| Grains/Oil Seeds |
| Corn* |
5,000 BU |
541 |
400 |
135 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Cbt mini-Corn |
1,000 BU |
108 |
80 |
27 |
9:30-1:45 |
1 Cent = $10.00 |
1/4 Cent = $2.50 |
| Oats* |
5,000 BU |
405 |
300 |
270 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Soybeans* |
5,000 BU |
2,160 |
1,600 |
602 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Cbt mini-Soybeans |
1,000 BU |
432 |
320 |
45 |
9:30-1:45 |
1 Cent = $10.00 |
1/4 Cent = $2.50 |
| Soymeal* |
100 Tons |
1,688 |
1,250 |
405 |
9:30-1:15 |
1 Cent = $100.00 |
10 Cents = $10.00 |
| Soybean Oil* |
60,000 lbs. |
878 |
650 |
135 |
9:30-1:15 |
1 PT = $6.00 |
1 PT = $6.00 |
| Wheat* |
5,000 BU |
675 |
500 |
371 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Wheat (mini) |
1,000 BU |
135 |
100 |
74 |
9:30-1:45 |
1 Cent = $10.00 |
1/4 Cent = $2.50 |
| Kansas City Wheat* |
5,000 BU |
1,125 |
900 |
125 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Minneapolis Wheat* |
5,000 BU |
1,170 |
900 |
338 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Rough Rice* |
100 Tons |
1,215 |
900 |
270 |
9:15-1:30 |
1 Cent = $20.00 |
1/2 Cent = $10.00 |
| Canola* |
20 Metric Tons |
270 CD |
200 CD |
50 CD |
9:30-1:15 |
1 Cent = $0.2 CD |
10 Cents = $2 CD |
| Flaxseed* |
20 Metric Tons |
170 CD |
125 CD |
50 CD |
9:30-1:15 |
1 Cent = $0.2 CD |
10 Cents = $2 CD |
| KC Wheat/CBOT Wheat |
10,000 BU |
813 |
650 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Corn (Old/New crop spread) |
10,000 BU |
540 |
400 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Oats (Old/New crop spread) |
10,000 BU |
338 |
250 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Soybeans (Old/New crop) |
10,000 BU |
1,000 |
750 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| mini-sized Soybeans (Old/New crop) |
10,000 BU |
0 |
0 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Soymeal (Old/New crop) |
10,000 BU |
0 |
0 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Wheat (Old/New crop spread) |
10,000 BU |
540 |
400 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
| Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST |
Point Value |
Tick Fluctuation |
| Indexes |
| NYSE Composite |
500 x NFYE |
20,000 |
20,000 |
600 |
8:30-3:15 |
1 PT = $5.00 |
5 PT = $25.00 |
| S&P 500* |
250 x S&P 500 |
20,000 |
14,250 |
200 |
8:30-3:15 |
1 PT = $2.50 |
10 PT = $25.00 |
| E-mini S&P** |
50 x S&P 500 |
4,000 |
2,850 |
50 |
3:45-3:15 |
1 PT = $0.50 |
25 PT = $12.50 |
| Value Line |
500 x VL |
13,125 |
10,500 |
375 |
8:30-3:15 |
1 PT = $5.00 |
5 PT = $25.00 |
| Mini Value Line |
100 x VL |
4,500 |
4,000 |
1250 |
8:30-3:15 |
1 PT = $1.00 |
5 PT = $5.00 |
| KCBOT INDEX |
25 x Index |
3,750 |
3,000 |
150 |
8:30-3:15 |
1 PT = $1.00 |
5 PT = $5.00 |
| CRB Index |
500 x Index |
2,125 |
1,500 |
- |
8:40-1:45 |
1 PT = $1.00 |
5 PT = $25.00 |
| Nikkei Stock Index |
500 x Index |
4,065 |
3,250 |
170 |
8:00-3:15 |
1 PT = $5.00 |
5 PT = $25.00 |
| Goldman Index |
250 x Index |
4,125 |
2,750 |
563 |
8:30-3:15 |
1 PT = $2.50 |
5 PT = $12.50 |
| Mid Cap |
500 x Index |
17,500 |
14,000 |
844 |
8:30-3:15 |
1 PT = $5.00 |
5 PT = $25.00 |
| Nasdaq 100* |
100 x Nasdaq 100 |
18,750 |
15,000 |
255 |
8:30-3:15 |
1 PT = $1.00 |
5 PT = $50.00 |
| E-mini Nasdaq** |
20 x Nasdaq 100 |
3,750 |
1,800 |
51 |
3:45-3:15 |
1 PT = $0.20 |
50 PT = $10.00 |
| Russell 1000 |
100 x Russell 1000 |
3,625 |
2,900 |
200 |
3:45-3:15 |
10 PT = $10.00 |
10 PT = $10.00 |
| Russell 2000 |
500 x Index |
17,500 |
30,000 |
844 |
8:30-3:15 |
1 PT = $5.00 |
5 PT = $25.00 |
| Dow Jones**** |
10 x DJIA |
5,000 |
4,000 |
500 |
7:20-3:15 |
1 PT = $10.00 |
1 PT = $10.00 |
| A/C/E Mini 5$ Dow*** |
5 x DJIA |
2,500 |
2,000 |
200 |
8:15-4:00 |
1 PT = $5.00 |
5 PT = $5.00 |
| Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST |
Point Value |
Tick Fluctuation |
| Livestock |
| Feeder Cattle |
50,000 Lbs. |
1,688 |
1,250 |
473 |
9:05-1:00 |
1 PT = $5.00 |
2.5 PT = $12.50 |
| Live Cattle |
40,000 Lbs. |
1,418 |
1,050 |
338 |
9:05-1:00 |
1 PT = $4.00 |
2.5 PT = $10.00 |
| Lean Hogs |
40,000 Lbs. |
1,080 |
800 |
700 |
9:10-1:00 |
1 PT = $4.00 |
2.5 PT = $10.00 |
| Frozen Bellies |
40,000 Lbs. |
1,620 |
1,200 |
810 |
9:10-1:00 |
1 PT = $4.00 |
2.5 PT = $10.00 |
| E-MINI FEEDERS |
10,000 Lbs. |
108 |
80 |
119 |
9:05-1:00 |
1 PT = $10.00 |
1 PT = $10.00 |
| E-MINI HOGS |
25,000 Lbs. |
230 |
170 |
122 |
9:10-1:05 |
1 PT = 2.50 |
5 PT = $12.50 |
| Bellies/Hogs |
40,000 Lbs. |
1,645 |
1,230 |
- |
9:10-1:00 |
1 PT = $4.00 |
2.5 PT = $10.00 |
| Cattle/Hogs |
40,000 Lbs. |
1,350 |
1,012 |
- |
9:10-1:00 |
1 PT = $4.00 |
2.5 PT = $10.00 |
| Feeders/Live Cattle |
- |
1,950 |
1,465 |
- |
9:10-1:00 |
- |
- |
| Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST |
Point Value |
Tick Fluctuation |
| Foods/Fibers/Lumber |
| Cocoa |
10 M Tons |
1,190 |
850 |
210 |
7:00-10:50 |
1 PT = $10.00 |
1 PT = $10.00 |
| Coffee "C" |
37,500 Lbs. |
2,240 |
1,600 |
500 |
8:15-11:30 |
1 PT = $3.75 |
5 PT = $18.75 |
| Cotton #2 |
50,000 Lbs. |
2,240 |
1,600 |
298 |
9:30-1:15 |
1 PT = $5.00 |
1 PT = $5.00 |
| Orange Juice |
15,000 Lbs. |
1,120 |
800 |
250 |
9:00-12:30 |
1 PT = $1.50 |
5 PT = $7.50 |
| Sugar #11 |
112,000 Lbs. |
700 |
500 |
140 |
8:00-11:00 |
1 PT = $11.20 |
1 PT = $11.20 |
| Lumber |
110,000 bd ft |
1,650 |
1,300 |
900 |
9:00-1:05 |
1 PT = $1.10 |
10 PT = $11.00 |
| New Milk (CME) |
200,000 Lbs. |
2,025 |
1,500 |
300 |
8:00-1:10 |
1 PT = $20.00 |
1 PT = $20.00 |
| Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST |
Point Value |
Tick Fluctuation |
| Metals |
| Copper |
25,000 Lbs. |
2,700 |
2,000 |
202 |
7:10-12:00 |
1 PT = $2.50 |
5 PT =$12.50 |
| Gold |
100 Troy oz. |
2,025 |
1,500 |
608 |
7:20-12:30 |
1 Doll = $100.00 |
10 Cent = $10.00 |
| Mini New York Gold* |
33.2 Troy Oz. |
405 |
300 |
135 |
8:15-1:45 |
1 Doll = $33.20 |
10 Cent = $3.32 |
| Platinum |
50 Troy Oz. |
2,700 |
2,000 |
500 |
7:20-12:05 |
1 Doll = $50.00 |
10 Cent = $5.00 |
| Palladium |
100 Troy Oz. |
2,700 |
2,000 |
404 |
7:30-12:00 |
1 Doll = $100.00 |
5 Cent = $5.00 |
| Silver/5000 OZ |
5,000 Troy Oz. |
2,700 |
2,000 |
470 |
7:25-12:25 |
1 Cent = $50.00 |
1/2 Cent = $25.00 |
| Mini New York Silver* |
1,000 Troy Oz. |
540 |
400 |
338 |
8:15-1:45 |
1 Cent = $10.00 |
1/10 Cent = $1.00 |
| Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST |
Point Value |
Tick Fluctuation |
| Energies |
| Crude Oil |
1,000 Barrels |
3,375 |
2,500 |
1,000 |
9:00-1:30 |
1 Cent = $10.00 |
1 Cent = $10.00 |
| Unleaded Gas |
42,000 Gal. |
4,725 |
3,500 |
1,000 |
9:05-1:30 |
1 PT = $4.20 |
1 PT = $4.20 |
| Heating Oil |
42,000 Gal. |
3,375 |
2,500 |
1,000 |
9:05-1:30 |
1 PT = $4.20 |
1 PT = $4.20 |
| Natural Gas |
10,000 MM Btu |
5,400 |
4,000 |
3,375 |
9:00-1:30 |
1 PT = $10.00 |
1 PT = $10.00 |
| Heating Oil/Unleaded Gas |
- |
3,000 |
2,000 |
- |
9:00-1:30 |
- |
- |
| Crude Oil/Heating Oil |
- |
3,000 |
2,000 |
- |
9:00-1:30 |
- |
- |
| Crude Oil/Natural Gas |
- |
3,000 |
2,000 |
- |
9:00-1:30 |
- |
- |
| Commodity Contract |
Contract Size |
Initial Margin |
Maint. Margin |
Spread Margin |
Trading Hour - CST |
Point Value |
Tick Fluctuation |
| Foreigns |
| LIFFE FTSE 100 |
25 BP x FTSE Index |
3,500 BP |
3,500 BP |
- |
2:00A-11:30A |
1 PT = 2.5 BP |
5 PT = 12.5 BP |
| LIFFE Gilt |
100,000 BP |
1,900 BP |
1,900 BP |
- |
2:00A-12:00A |
1 PT = 10 BP |
1 PT = 10 BP |
| LIFFE Euro-BTP (Italian Bond) |
100,000 ECU |
1,500 ECU |
1,500 ECU |
- |
1:55A-11:58A |
1 PT = 10 ECU |
1 PT = 10 ECU |
| Eurex Bond |
100,000 ECU |
2,045 ECU |
2,045 ECU |
- |
1:30A-11:56A |
1 PT = 10 ECU |
1 PT = 10 ECU |
| Eurex DAX |
25 x DAX Index |
10,000 ECU |
7,500 ECU |
- |
2:30A-9:00A |
1 PT = 25 ECU |
0.5 PT = 12.5 ECU |
| SIMEX Nikkei |
500JY x Nikkei index |
562,500 JY |
450,000 JY |
- |
6:00P-12:15A |
1 PT = 500 JY |
5 PT = 2,500 JY |
| SIMEX Hang Seng Index |
HK$50 x Index |
90,000 HK$ |
90,000 HK$ |
- |
8:00P-2:00A |
1 PT = HK$50 |
1 PT = HK$50 |
| MATIF CAC40 |
10 ECU x Index |
2,750 |
2,750 |
- |
3:00A-10:00A |
1 PT = 10 ECU |
0.5 PT = 5 ECU |
| MATIF Euro 10-Yr |
100,000 ECU |
1,500 ECU |
1,500 ECU |
- |
2:30A-9:30A |
1 PT = 10 ECU |
1 PT = 10 ECU |
| SFE Ordinaries Prices Index |
25 AD x Index |
10,000 AD |
8,000 AD |
- |
4:20P-10:40P |
1 PT = 25 AD |
1 PT = 25 AD |
| SFE Australian 10-Yr Bond |
100,000 AD |
2,400 AD |
2,400 AD |
- |
4:20P-12:30A |
1% = 88 AD |
0.5 % = 44 AD |
|
* All margins are subject to
change without notice.
All margins are SPAN minimums except some spreads and delivery months which may be higher.
Alaron 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. |
Wiring Instructions:
Harris Trust and Savings
111 W. Monroe
Chicago, IL 60603 |
ABA # 071-000-288
Credit: Alaron Trading Corporation Customer Segregated Funds Account
Account # 165-083-7
Further Credit to: [Your name and account number] |
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