NOTICE
New Margin Requirem ents
October 22, 2010
New York, NY ( October 22, 2010 ) – Effective with the opening of
business Monday, October 25, 2010, and thereafter, the margin
requirements are as follows:
COFFEE (KC)
Summary of Content:
Initial
Margin Changes
Maintenance
Spec (Per Contract) 6,300 USD (+700)
Hedge (Per Contract) 4,500 USD (+500)
For more information
please contact:
William O’Brien
212-748-4031
[email protected]
CLEARED-ONLY COFFEE SWAP (KCC)
Initial
[email protected]
Maintenance
Spec (Per Contract) 6,300 USD (+700) 4,500 USD (+500)
Hedge (Per Contract) 4,500 USD (+500) 4,500 USD (+500)
Media Inquiries:
Lee Underwood
770-857-0342
4,500 USD (+500)
4,500 USD (+500)
SUGAR #11 (SB)
Initial
Spec (Per Contract) 3,010 USD (+420)
Hedge (Per Contract) 2,150 USD (+300)
Maintenance
2,150 USD (+300)
2,150 USD (+300)
CLEARED-ONLY SUGAR #11 SWAP (SBC)
To sign up to receive
Exchange Notices
automatically, please
go to our Subscriptions
page at:
Initial
Maintenance
Spec (Per Contract) 3,010 USD (+420)
Hedge (Per Contract) 2,150 USD (+300)
2,150 USD (+300)
2,150 USD (+300)
COCOA (CC)
https://www.theice.com
/subscribe.jhtml
Initial
Spec (Per Contract) 1,400 USD (-700)
Hedge (Per Contract) 1,000 USD (-500)
Maintenance
1,000 USD (-500)
1,000 USD (-500)
CLEARED-ONLY COCOA SWAP (CCC)
Initial
Maintenance
Spec (Per Contract) 1,400 USD (-700) 1,000 USD (-500)
Hedge (Per Contract) 1,000 USD (-500) 1,000 USD (-500)
ICE Futures U.S. Exchange Notice
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COCOA (CC)
Tier 1 = Months 1-4
Tier 2 = Months 5 Initial
Maintenance
Tier 1-Tier 2 Spec-Straddle 420 USD (-280) 300 USD (-200)
Hedge-Straddle
300 USD (-200) 300 USD (-200)
Tier 2-Tier 2 Spec-Straddle 280 USD (-210) 200 USD (-150)
Hedge-Straddle 200 USD (-150) 200 USD (-150)
CLEARED-ONLY COCOA SWAP (CCC)
Tier 1 = Months 1-4
Tier 2 = Months 5 Initial
Maintenance
Tier 1-Tier 2 Spec-Straddle 420 USD (-280) 300 USD (-200)
Hedge-Straddle
300 USD (-200) 300 USD (-200)
Tier 2-Tier 2 Spec-Straddle 280 USD (-210) 200 USD (-150)
Hedge-Straddle
200 USD (-150) 200 USD (-150)
REUTER/JEFFERIES CRB INDEX (CR)
Initial
Spec (Per Contract) 400 USD (+100)
Hedge (Per Contract) 400 USD (+100)
Maintenance
400 USD (+100)
400 USD (+100)
CONTINUOUS COMMODITY INDEX (CI)
Initial
Maintenance
Spec (Per Contract) 8,500 USD (+2,800) 8,500 USD (+2,800)
Hedge (Per Contract) 8,500 USD (+2,800) 8,500 USD (+2,800)
U.S. DOLLAR INDEX (DX)
Initial
Spec (Per Contract) 1,729 USD (+133)
Hedge (Per Contract) 1,300 USD (+100)
Maintenance
1,300 USD (+100)
1,300 USD (+100)
AUSTRALIAN DOLLAR/U.S. DOLLAR (AU)
Initial
Spec (Per Contract) 6,517 USD (+798)
Hedge (Per Contract) 4,900 USD (+600)
ICE Futures U.S. Exchange Notice
Maintenance
4,900 USD (+600)
4,900 USD (+600)
2
MILLION AUSTRALIAN DOLLAR – U.S. DOLLAR (IAU)
Initial
Maintenance
Spec (Per Contract) 32,585 USD (+3,990) 24,500 USD (+3,000)
Hedge (Per Contract) 24,500 USD (+3,000) 24,500 USD (+3,000)
EURO/JAPANESE YEN (EJ)
Initial
Maintenance
Spec (Per Contract) 332,500 JY (-133,000) 250,000 JY (-100,000)
Hedge (Per Contract) 250,000 JY(-100,000) 250,000 JY (-100,000)
MILLION EURO – JAPANESE YEN (IEJ)
Initial
Maintenance
Spec (Per Contract) 3,325,000 JY (-1,330,000) 2,500,000 JY (-1,000,000)
Hedge (Per Contract) 2,500,000 JY (-1,000,000) 2,500,000 JY (-1,000,000)
EURO/U.S. DOLLAR (EO)
Initial
Maintenance
Spec (Per Contract) 3,458 USD (+133) 2,600 USD (+100)
Hedge (Per Contract) 2,600 USD (+100) 2,600 USD (+100)
MILLION EURO – U.S. DOLLAR (IEO)
Initial
Maintenance
Spec (Per Contract) 34,580 USD (+1,330) 26,000 USD (+1,000)
Hedge (Per Contract) 26,000 USD (+1,000) 26,000 USD (+1,000)
EURO/HUNGARIAN FORINT (HR)
Initial
Maintenance
Spec (Per Contract) 598,500 HF (-266,000) 450,000 HF (-200,000)
Hedge (Per Contract) 450,000 HF (-200,000) 450,000 HF (-200,000)
U.S. DOLLAR/SWEDISH KRONA (KX)
Initial
Maintenance
Spec (Per Contract) 23,674 SEK (+1,064) 17,800 SEK (+800)
Hedge (Per Contract) 17,800 SEK (+800) 17,800 SEK (+800)
MILLION U.S. DOLLAR – SWEDISH KRONA (IKX)
Initial
Maintenance
Spec (Per Contract) 236,740 SEK (+10,640) 178,000 SEK (+8,000)
Hedge (Per Contract) 178,000 SEK (+8,000) 178,000 SEK (+8,000)
ICE Futures U.S. Exchange Notice
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NORWEGIAN KRONE/SWEDISH KRONA (NJ)
Initial
Maintenance
Spec (Per Contract) 9,310 SEK (-3,990)
Hedge (Per Contract) 7,000 SEK (-3,000)
7,000 SEK (-3,000)
7,000 SEK (-3,000)
EURO/AUSTRALIAN DOLLAR (RA)
Initial
Maintenance
Spec (Per Contract) 2,793 AUD (-1,197) 2,100 AUD (-900)
Hedge (Per Contract) 2,100 AUD (-900) 2,100 AUD (-900)
EURO/SWEDISH KRONA (RK)
Initial
Maintenance
Spec (Per Contract) 13,300 SEK (+931) 10,000 SEK (+700)
Hedge (Per Contract) 10,000 SEK (+700) 10,000 SEK (+700)
MILLION EURO – SWEDISH KRONA (IRK)
Initial
Maintenance
Spec (Per Contract) 133,000 SEK (+9,310) 100,000 SEK (+7,000)
Hedge (Per Contract) 100,000 SEK (+7,000) 100,000 SEK (+7,000)
AUSTRALIAN DOLLAR/JAPANESE YEN (YA)
Initial
Maintenance
Spec (Per Contract) 492,100 JY (-239,400) 370,000 JY (-180,000)
Hedge (Per Contract) 370,000 JY (-180,000) 370,000 JY (-180,000)
SWISS FRANC/JAPANESE YEN (ZY)
Initial
Maintenance
Spec (Per Contract) 399,000 JY (+22,610) 300,000 JY (+17,000)
Hedge (Per Contract) 300,000 JY (+17,000) 300,000 JY (+17,000)
A complete grid of margin rates for all ICE Futures U.S. products is
available on our web page @ www.theice.com
ICE Futures U.S. Exchange Notice
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