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CBOT Margin Changes

By: CBOT


-- Posted 9 March, 2007 | | Source: SilverSeek.com

The following margin changes will become effective with the close of business on Monday, March 12, 2007

I. Changes to Margin Requirements

 

From

To

Commodity

Initial/Maintenance/Hedge

Initial/Maintenance/Hedge

100 oz. Gold
$2,552/$1,890/$1,890
$2,714/$2,010/$2,010
Mini-Sized Gold
$851/$630/$630
$905/$670/$670
5,000 Oz. Silver
$4,050/$3,000/$3,000
$4,725/$3,500/$3,500
Mini-Sized Silver
$810/$600/$600
$945/$700/$700

V. Changes to Inter-Commodity Spreads

From

From

To

To

Ratio

Spread

Spread Credit %

Initial/Maintenance/Hedge

Spread Credit %

Initial/Maintenance/Hedge

5:2
Corn vs. Soybean
55%
$4,253/$3,150/$3,150

65%

$3,308/$2,450/$2,450
25:2
Mini-Sized Corn vs. Soybean
55%
$4,253/$3,150/$3,150

65%

$3,308/$2,450/$2,450
1:2
Corn vs. Mini-Sized Soybean
55%
$851/$630/$630

65%

$662/$490/$490
5:2
Mini-Sized Corn vs. Mini-Sized Soybean
55%
$851/$630/$630

65%

$662/$490/$490
1:1
Soybean vs. Soybean Oil
55%
$882/$653/$653

65%

$686/$508/$508
5:1
Mini-Sized Soybean vs. Soybean Oil
55%
$882/$653/$653

65%

$686/$508/$508
2:3
Soybean Meal vs. Soybean Oil
50%
$1,991/$1,475/$1,475

60%

$1,593/$1,180/$1,180
1:1
Gold vs. Silver
70%
$1,980/$1,467/$1,467

75%

$1,860/$1,378/$1,378
1:5
Gold vs. Mini-sized Silver
70%
$1,980/$1,467/$1,467

75%

$1,860/$1,378/$1,378
3:1
Mini-sized Gold vs. Silver
70%
$1,980/$1,467/$1,467

75%

$1,860/$1,378/$1,378
3:5
Mini-sized Gold vs. Mini-sized Silver
70%
$1,980/$1,467/$1,467

75%

$1,860/$1,378/$1,378

-- Posted 9 March, 2007 | |



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