|
Contract Specifications
|
|
Currency
|
|
Exchange
|
Commodity
|
Curr-ency
|
Size
|
Min Fluct-uation
|
Initial Margin
|
Maintenance
|
|
CME
|
Euro FX
|
USD
|
125,000
|
.01c = $12.50
|
5,400
|
4,800
|
|
CME
|
British Pound
|
USD
|
62,500
|
.0001 = $6.25
|
2,025
|
1,800
|
|
CME
|
Japanese Yen
|
USD
|
12,500,000
|
.000001 = $12.50
|
5,400
|
4,800
|
|
CME
|
Swiss Francs
|
USD
|
125,000
|
.01c = $12.50
|
8,100
|
7,200
|
|
CME
|
Australian Dollar
|
USD
|
100,000
|
.01c = $10.00
|
4,320
|
3,840
|
|
CME
|
Canadian Dollar
|
USD
|
100,000
|
.01c = $10.00
|
3,105
|
2,760
|
|
CME
|
New Zealand Dollar
|
USD
|
100,000
|
.01c = $10.00
|
3,375
|
3,000
|
|
|
|
|
Financial Instruments
|
|
Exchange
|
Commodity
|
Curr-ency
|
Size
|
Min Fluct-uation
|
Initial Margin
|
Maintenance
|
|
CME
|
Eurodollar
|
USD
|
1,000,000
|
0.005 = $12.5
|
1,013
|
900
|
|
CBOT
|
Treasury Bond
|
USD
|
100,000
|
1/32 = $31.25
|
4,185
|
3,720
|
|
CBOT
|
10 yr Treasury Notes
|
USD
|
100,000
|
1/64 = $15.625
|
2,160
|
1,920
|
|
CBOT
|
5 yr Treasury Notes
|
USD
|
100,000
|
1/128 = $7.8125
|
1,215
|
1,080
|
|
SIMEX
|
3M Euroyen
|
JPY
|
100,000,000
|
0.0001 = $250,000
|
15,000
|
15,000
|
|
SIMEX
|
10Y JGB
|
JPY
|
10,000,000
|
0.000001 = $10,000
|
510,000
|
510,000
|
|
|
|
|
Indices
|
|
Exchange
|
Commodity
|
Curr-ency
|
Size
|
Min Fluct-uation
|
Initial Margin
|
Maintenance
|
|
CME
|
S&P 500 Index
|
USD
|
250 x index
|
.10 = $25.00
|
25,000
|
24,000
|
|
CME
|
Mini S&P 500 Index
|
USD
|
50 x index
|
.25 = $12.50
|
5,000
|
4,800
|
|
CME
|
Nasdaq 100
|
USD
|
100 x index
|
.25 = $25.00
|
17,500
|
16,800
|
|
CME
|
Mini Nasdaq
|
USD
|
20 x index
|
.25 = $5.00
|
3,500
|
3,360
|
|
CBOT
|
Dow Jones
|
USD
|
10 x index
|
1 pt = $10.00
|
8,750
|
8,400
|
|
CBOT
|
Mini Dow Jones
|
USD
|
5 x index
|
1 pt = $5.00
|
4,375
|
4,200
|
|
EUREX
|
E-DAX
|
EUR
|
25 x index
|
.5 = $12.50
|
11,788
|
11,788
|
|
LIFFE
|
FTSE 100
|
GBP
|
10 x index
|
.5 = $5.00
|
4,400
|
4,400
|
|
HKFE
|
HSI FUTURES
|
HKD
|
50 x Index
|
1 pt = $50.00
|
79,050
|
63,250
|
|
HKFE
|
MHI FUTURES
|
HKD
|
10 x Index
|
1 pt = $10.00
|
15,810
|
12,650
|
|
HKFE
|
H-Shares Index
|
HKD
|
50 x Index
|
1 pt = $50.00
|
52,750
|
42,200
|
|
HKFE
|
Mini H-Shares Index
|
HKD
|
10 x Index
|
1 pt = $10.00
|
10,550
|
8,440
|
|
SIMEX
|
Nikkei 225 Index
|
JPY
|
500 x Index
|
5 pt = $2,500
|
200,000
|
192,000
|
|
|
|
|
Metals
|
|
Exchange
|
Commodity
|
Curr-ency
|
Size
|
Min Fluct-uation
|
Initial Margin
|
Maintenance
|
|
COMEX
|
High Grade Copper
|
USD
|
25000 lbs
|
.05c = $12.50
|
7,763
|
6,900
|
|
COMEX
|
Gold
|
USD
|
100 troy ozs
|
10c = $10.00
|
11,475
|
11,475
|
|
COMEX
|
Silver
|
USD
|
5000 troy ozs
|
.01 = $50.00
|
24,975
|
24,975
|
|
NYMEX
|
Platinum
|
USD
|
50 troy ozs
|
10c = $5.00
|
4,950
|
4,950
|
|
NYMEX
|
Palladium
|
USD
|
100 troy ozs
|
5c = $5.00
|
5,775
|
5,775
|
|
|
|
|
Energy
|
|
Exchange
|
Commodity
|
Curr-ency
|
Size
|
Min Fluct-uation
|
Initial Margin
|
Maintenance
|
|
NYMEX
|
Crude Oil
|
USD
|
1000 barrels
|
1c = $10.00
|
7,560
|
6,720
|
|
NYMEX
|
Unleaded Gasoline
|
USD
|
42000 gallons
|
.01c = $4.20
|
8,100
|
7,200
|
|
NYMEX
|
Heating Oil
|
USD
|
42000 gallons
|
.01c = $4.20
|
7,155
|
6,360
|
|
NYMEX
|
Natural Gas
|
USD
|
10000 MMBtu
|
.001 = $10.00
|
3,375
|
3,000
|
|
|
|
|
Contract Specifications & Margin Requirement Table
|
|
Grains
|
|
Exchange
|
Commodity
|
Curr-ency
|
Size
|
Min Fluct-uation
|
Initial Margin
|
Maintenance
|
|
CBOT
|
Corn
|
USD
|
5000 bu
|
1/4 c = $12.50
|
2,363
|
2,100
|
|
CBOT
|
Wheat
|
USD
|
5000 bu
|
1/4 c = $12.50
|
3,038
|
2,700
|
|
CBOT
|
Soybeans
|
USD
|
5000 bu
|
1/4 c = $12.50
|
3,375
|
3,000
|
|
CBOT
|
Soybeans Meal
|
USD
|
100 tons
|
10c = $10.00
|
1,688
|
1,500
|
|
CBOT
|
Soybean Oil
|
USD
|
60000 lbs
|
.01c = $6.00
|
1,350
|
1,200
|
|
|
|
|
Livestock & Meats
|
|
Exchange
|
Commodity
|
Curr-ency
|
Size
|
Min Fluct-uation
|
Initial Margin
|
Maintenance
|
|
CME
|
Live Cattle
|
USD
|
40000 lbs
|
.025c = $10.00
|
1,620
|
1,440
|
|
CME
|
Pork Pellies
|
USD
|
40000 lbs
|
.025c = $12.50
|
2,025
|
1,800
|
|
CME
|
Lean Hogs
|
USD
|
40000 lbs
|
.025c = $10.00
|
1,688
|
1,500
|
|
|
|
|
Food
|
|
Exchange
|
Commodity
|
Curr-ency
|
Size
|
Min Fluct-uation
|
Initial Margin
|
Maintenance
|
|
NYBOT
|
Sugar
|
USD
|
112,000 lbs
|
.01c = $11.20
|
3,150
|
2,700
|
|
NYBOT
|
Coffee
|
USD
|
37500 lbs
|
.05c = $18.75
|
7,560
|
6,480
|
|
NYBOT
|
Orange Juice
|
USD
|
15000 lbs
|
.05c = $7.50
|
2,590
|
2,220
|
|
NYBOT
|
Cotton
|
USD
|
50000 lbs
|
.01c = $5.00
|
3,780
|
3,240
|
|
|
|
|
Note:
|
Margins are subjected to change and/or revision at any time without our prior notice. Please contact us for the most current rate. Contact No.: 3420 1056 / 3420 1451
* Investments inherently involve risks, please refer to client agreements for further details before investing.
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Abbreviation note
|
|
HKFE
|
: Hong Kong Futures Exchange
|
|
CBOT
|
: Chicago Broad of Trade
|
|
CME
|
: Chicago Mercantile Exchange
|
|
COMEX
|
: Commodity Exchange Inc, New York
|
|
LIFFE
|
: London International Financial Futures Exchange
|
|
NYBOT
|
: New York Broad of Trade
|
|
NYFE
|
: New York Futures Exchange
|
|
NYMEX
|
: New York Mercantile Exchange
|
|
SIMEX
|
: Singapore International Monetary Exchange
|
|
|
|
|
|
|
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Bank Information for Margin Deposit
|
|
Bank Name
|
Currency
|
Account No
|
|
Bank of China
|
HKD
|
012-875-0-039195-1
|
|
Bank of China
|
USD
|
012-555-0-800723-1
|
|
Hang Seng Bank
|
HKD
|
239-253552-883
|
|
Standard Chartered Bank
|
HKD
|
406-1-033881-1
|
|
Standard Chartered Bank
|
USD
|
406-1-033902-8
|
SP domain: sp.gloryskygroup.com
please email the deposit receipt to:futures.op@glorysky.ws
|
