NOTICE
New Margin Requirem ents
July 2, 2012
New York, NY ( July 2, 2012 ) – Effective with the open of business
Thursday, July 5, 2012, and thereafter, the margin requirements are as
follows:
Summary of Content:
AGRICULTURE:
SUGAR #11 (SB)
Margin Changes
Initial
For more information
please contact:
Spec (Per Contract) 1,485 USD (+55)
Hedge (Per Contract) 1,350 USD (+50)
1,350 USD (+50)
1,350 USD (+50)
CLEARED-ONLY SUGAR #11 SWAP (SBC)
William O’Brien
212-748-4031
Initial
[email protected]
Media Inquiries:
Maintenance
Spec (Per Contract) 1,485 USD (+55)
Hedge (Per Contract) 1,350 USD (+50)
Maintenance
1,350 USD (+50)
1,350 USD (+50)
CASH SETTLED U.S. SOYBEAN FUTURES (IS)
Lee Underwood
770-857-0342
Initial
[email protected]
Maintenance
Spec (Per Contract) 3,355 USD (+165) 3,050 USD (+150)
Hedge (Per Contract) 3,050 USD (+150) 3,050USD (+150)
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CASH SETTLED U.S. SOYBEAN OIL FUTURES (IBO)
Initial
Maintenance
Spec (Per Contract) 1,320 USD (+165) 1,200 USD (+150)
Hedge (Per Contract) 1,200 USD (+150) 1,200 USD (+150)
INDICES:
U.S. DOLLAR INDEX (DX)
Initial
Maintenance
Spec (Per Contract) 1,716 USD (+396) 1,560 USD (+360)
Hedge (Per Contract) 1,560 USD (+360) 1,560 USD (+360)
REUTER/JEFFERIES CRB INDEX (CR)
Initial
Spec (Per Contract) 715 USD (+330)
Hedge (Per Contract) 650 USD (+300)
ICE Futures U.S. Exchange Notice
Maintenance
650 USD (+300)
650 USD (+300)
1
CURRENCIES:
AUSTRALIAN DOLLAR/U.S. DOLLAR (KAU)
Initial
Maintenance
Spec (Per Contract) 2,585 USD (+715) 2,350 USD (+650)
Hedge (Per Contract) 2,350 USD (+650) 2,350 USD (+650)
MILLION AUSTRALIAN DOLLAR – U.S. DOLLAR (IAU)
Initial
Maintenance
Spec (Per Contract) 25,850 USD (+7,150) 23,500 USD (+6,500)
Hedge (Per Contract) 23,500 USD (+6,500) 23,500 USD (+6,500)
COLOMBIAN PESO/U.S. DOLLAR (KCU)
Initial
Spec (Per Contract)
Hedge (Per Contract)
990 USD (+55)
900 USD (+50)
Maintenance
900 USD (+50)
900 USD (+50)
EURO/JAPANESE YEN (KEJ)
Initial
Maintenance
Spec (Per Contract) 331,650 JY (+29,150) 301,500 JY (+26,500)
Hedge (Per Contract) 301,500 JY (+26,500) 301,500 JY (+26,500)
MILLION EURO – JAPANESE YEN (IEJ)
Initial
Maintenance
Spec (Per Contract) 2,653,200 JY (+233,200) 2,412,000 JY (+212,000)
Hedge (Per Contract) 2,412,000 JY(+212,000) 2,412,000 JY (+212,000)
EURO/U.S. DOLLAR (KEO)
Initial
Spec (Per Contract) 3,190 USD (+1,045)
Hedge (Per Contract) 2,900 USD (+950)
Maintenance
2,900 USD (+950)
2,900 USD (+950)
MILLION EURO – U.S. DOLLAR (IEO)
Initial
Maintenance
Spec (Per Contract) 25,520 USD (+8,360) 23,200 USD (+7,600)
Hedge (Per Contract) 23,200 USD (+7,600) 23,200 USD (+7,600)
EURO/HUNGARIAN FORINT (HR)
Initial
Maintenance
Spec (Per Contract) 629,200 HF (+26,400) 572,000 HF (+24,000)
Hedge (Per Contract) 572,000 HF (+24,000) 572,000 HF (+24,000)
ICE Futures U.S. Exchange Notice
2
CANADIAN DOLLAR/JAPANESE YEN (HY)
Initial
Maintenance
Spec (Per Contract) 402,600 JPY (+57,750) 366,000 JPY (+52,500)
Hedge (Per Contract) 366,000 JPY (+52,500) 366,000 JPY (+52,500)
SWISS FRANC/U.S. DOLLAR (KMF)
Initial
Maintenance
Spec (Per Contract) 2,695 USD (+385) 2,450 USD (+350)
Hedge (Per Contract) 2,450 USD (+350) 2,450 USD (+350)
MEXICAN PESO/U.S. DOLLAR (KMP)
Initial
Maintenance
Spec (Per Contract) 990 USD (+220)
Hedge (Per Contract) 900 USD (+200)
900 USD (+200)
900 USD (+200)
U.S. DOLLAR/BRITISH POUND (MP)
Initial
Maintenance
Spec (Per Contract) 1,265 USD (+165)
Hedge (Per Contract) 1,150 USD (+150)
1,150 USD (+150)
1,150 USD (+150)
MILLION BRITISH POUND – U.S. DOLLAR (IMP)
Initial
Maintenance
Spec (Per Contract) 20,240 USD (+2,640) 18,400 USD (+2,400)
Hedge (Per Contract) 18,400 USD (+2,400) 18,400 USD (+2,400)
U.S. DOLLAR/NORWEGIAN KRONE (NT)
Initial
Maintenance
Spec (Per Contract) 12,100 NOK (+2,365) 11,000 NOK (+2,150)
Hedge (Per Contract) 11,000 NOK (+2,150) 11,000 NOK (+2,150)
EURO/NORWEGIAN KRONE (KOL)
Initial
Spec (Per Contract) 7,590 NK (-3,960)
Hedge (Per Contract) 6,900 NK (-3,600)
Maintenance
6,900 NK (-3,600)
6,900 NK (-3,600)
EURO/SWISS FRANC (KRZ)
Initial
Spec (Per Contract) 165 SF (-55)
Hedge (Per Contract) 150 SF (-50)
ICE Futures U.S. Exchange Notice
Maintenance
150 SF (-50)
150 SF (-50)
3
MILLION EURO – SWISS FRANC (IRZ)
Initial
Maintenance
Spec (Per Contract) 1,320 SF (-440)
Hedge (Per Contract) 1,200 SF (-400)
1,200 SF (-400)
1,200 SF (-400)
CANADIAN DOLLAR/U.S. DOLLAR (KSV)
Initial
Spec (Per Contract)
Hedge (Per Contract)
Maintenance
1,925 USD (+660) 1,750 USD (+600)
1,750 USD (+600) 1,750 USD (+600)
U.S. DOLLAR/CZECH KORUNA (VC)
Initial
Spec (Per Contract) 64,900 CK (+13,200)
Hedge (Per Contract) 59,000 CK (+12,000)
Maintenance
59,000 CK (+12,000)
59,000 CK (+12,000)
U.S. DOLLAR/HUNGARIAN FORINT (VU)
Initial
Maintenance
Spec (Per Contract) 933,900 HF (+180,950) 849,000 HF (+164,500)
Hedge (Per Contract) 849,000 HF(+164,500) 849,000 HF (+164,500)
AUSTRALIAN DOLLAR/JAPANESE YEN (YA)
Initial
Maintenance
Spec (Per Contract) 501,600 JY (+90,200) 456,000 JY (+82,000)
Hedge (Per Contract) 456,000 JY (+82,000) 456,000 JY (+82,000)
NEW ZEALAND DOLLAR/JAPANESE YEN (ZJ)
Initial
Maintenance
Spec (Per Contract) 379,500 JY (+47,300) 345,000 JY (+43,000)
Hedge (Per Contract) 345,000 JY (+43,000) 345,000 JY (+43,000)
U.S. DOLLAR/SOUTH AFRICAN RAND (ZR)
Initial
Maintenance
Spec (Per Contract) 30,800 SAR (+11,000) 28,000 SAR (+10,000)
Hedge (Per Contract) 28,000 SAR (+10,000) 28,000 SAR (+10,000)
NEW ZEALAND DOLLAR/U.S. DOLLAR (KZX)
Initial
Spec (Per Contract) 1,925 USD (+220)
Hedge (Per Contract) 1,750 USD (+200)
ICE Futures U.S. Exchange Notice
Maintenance
1,750 USD (+200)
1,750 USD (+200)
4
SWISS FRANC/JAPANESE YEN (KZY)
Initial
Maintenance
Spec (Per Contract) 551,650 JY (+124,300) 501,500 JY (+113,000)
Hedge (Per Contract) 501,500 JY (+113,000) 501,500 JY (+113,000)
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
5