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Ninjatrader Futures Contract Details

This document provides default initial margins, maintenance margins, intraday margins, position limits, and all-in exchange rates for various futures contracts traded on the CME Group exchange. It lists over 30 contracts across asset classes including equity indexes, interest rates, metals, energies, agriculturals, and FX. The margins and rates are subject to change by the respective exchanges.

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matusalemcassim
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1K views3 pages

Ninjatrader Futures Contract Details

This document provides default initial margins, maintenance margins, intraday margins, position limits, and all-in exchange rates for various futures contracts traded on the CME Group exchange. It lists over 30 contracts across asset classes including equity indexes, interest rates, metals, energies, agriculturals, and FX. The margins and rates are subject to change by the respective exchanges.

Uploaded by

matusalemcassim
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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UPDATED 11/3/2017

Default All In Rates1


Exchange Product Product Initial Intraday Position (License Level)
CME Group Code Product Margin Maint. Marg Margin Limits Specs Lifetime Lease Direct
Equity Indexes
EMD EMINI MIDCAP FUTURES 6600 6000 500 25 More Info 3.64 4.04 4.48
ES E-MINI S&P 500 FUTURES 4950 4500 500 100 More Info 3.64 4.04 4.48
RTY E-MINI RUSSELL 2000 3025 2750 500 50 More Info 3.64 4.04 4.48
NQ E-MINI NASDAQ 100 FUTURES 4950 4500 500 50 More Info 3.64 4.04 4.48
YM E-MINI DOW JONES INDEX 3685 3350 500 50 More Info 3.60 4.00 4.44
Interest Rates
GE EURODOLLAR FUTURES 165 150 500 50 More Info 3.78 4.18 4.62
TN ULTRA 10-YEAR U S TREASURY NOTE FUT 1430 1300 500 25 More Info 2.78 3.18 3.62
UB LONG TERM U.S. TREASURY BOND FUTURE 4070 3700 1000 25 More Info 2.98 3.38 3.82
ZB 30 YR U.S. TREASURY BOND FUTURES 2970 2700 500 25 More Info 2.88 3.28 3.72
ZF 5 YR TREASURY NOTE FUTURES 687.5 625 500 50 More Info 2.58 2.98 3.42
ZN 10Y TREASURY NOTE FUTURES 1155 1050 500 50 More Info 2.78 3.18 3.62
ZQ 30 DAY FED FUND FUTURES 750 500 500 10 More Info 3.20 3.60 4.04
ZT 2 YEAR TREASURY NOTE FUTURES 418 380 500 50 More Info 2.48 2.88 3.32
Metals (COMEX)
GC COMEX 100 GOLD FUTURES 5390 4900 1000 10 More Info 4.28 4.68 5.12
HG COMEX COPPER FUTURES 3465 3150 1000 25 More Info 4.28 4.68 5.12
MGC 10 TROY OZ GOLD FUTURES 539 490 250 25 More Info 1.68 2.08 2.52
QI COMEX MINY SILVER FUTURES 3245 2950 2500 10 More Info 2.78 3.18 3.62
QO E-MINI GOLD FUTURES 2695 2450 500 10 More Info 2.78 3.18 3.62
SI COMEX 5000 SILVER FUTURES 6490 5900 5000 10 More Info 4.28 4.68 5.12
Energies (NYMEX)
BZ BRENT LAST DAY CONTRACT 2530 2300 1000 20 More Info 4.28 4.68 5.12
CL CRUDE OIL FUTURE NYMEX 2475 2250 1000 20 More Info 4.28 4.68 5.12
HO NY HARBOR ULSD FUT 3410 3100 2000 10 More Info 4.28 4.68 5.12
NG NATURAL GAS HENRY HUB FUTURE 2090 1900 1000 10 More Info 4.28 4.68 5.12
QG E-MINI NATURAL GAS FUTURES 522.5 475 500 10 More Info 2.28 2.68 3.12
QM E-MINI CRUDE OIL FUTURES 1237.5 1125 500 10 More Info 3.68 4.08 4.52
RB RBOB GASOLINE FUTURES 4125 3750 2000 10 More Info 4.28 4.68 5.12

CME Group Products Continued Next Page >

Contract information is subject to change by the respective exchanges. Please refer to the exchange website for most current product information.

1
Includes $0.10 per contract routing fee for use of Continuum (default). Use of Rithmic (available by request) incurs a $0.25 per contract routing fee.
2
For NinjaTrader Static SuperDOM users, the listed rates do not include the additional $0.20 per round turn TT licensing fee.
UPDATED 11/3/2017

Default All In Rates1


Exchange Product Product Initial Intraday Position (License Level)
CME Group Code Product Margin Maint. Marg Margin Limits Specs Lifetime Lease Direct
Agriculturals
GF FEEDER CATTLE FUTURES 3080 2800 1000 10 More Info 5.34 5.74 6.18
HE LEAN HOG FUTURES 1320 1200 1000 10 More Info 5.34 5.74 6.18
LE LIVE CATTLE FUTURES 1650 1500 1000 10 More Info 5.34 5.74 6.18
XC MINI-SIZED CORN FUTURES 165 150 250 5 More Info 3.34 3.74 4.18
ZC CORN FUTURES 825 750 1000 25 More Info 5.18 5.58 6.02
ZL SOYBEAN OIL FUTURES 797.5 725 1000 25 More Info 5.18 5.58 6.02
ZM SOYBEAN MEAL FUTURES 1540 1400 1000 25 More Info 5.18 5.58 6.02
ZO OATS FUTURES 797.5 725 1000 25 More Info 5.18 5.58 6.02
ZS SOYBEAN FUTURES 2090 1900 1500 25 More Info 5.18 5.58 6.02
ZW WHEAT FUTURES 1210 1100 1000 25 More Info 5.18 5.58 6.02
FX
6A AUSTRALIAN DOLLAR FUTURES 1595 1450 500 25 More Info 4.48 4.88 5.32
6B BRITISH POUND FUTURES 2200 2000 500 25 More Info 4.48 4.88 5.32
6C CANADIAN DOLLAR FUTURES 1210 1100 500 25 More Info 4.48 4.88 5.32
6E EURO FUTURE 2310 2100 500 25 More Info 4.48 4.88 5.32
6J JAPANESE YEN FUTURES 2750 2500 500 25 More Info 4.48 4.88 5.32
6M MEXICAN PESO FUTURES 1210 1100 1000 5 More Info 4.48 4.88 5.32
6N NEW ZEALAND FUTURES 1650 1500 1000 10 More Info 4.48 4.88 5.32
6S SWISS FRANC FUTURES 2970 2700 500 25 More Info 4.48 4.88 5.32
E7 E-MINI EURO FX FUTURE 1155 1050 400 10 More Info 2.98 3.38 3.82
J7 E-MINI J-YEN FUTURE 1375 1250 500 10 More Info 2.98 3.38 3.82
M6A E-MICRO AUD/USD FUTURES 159.5 145 250 10 More Info 1.60 2.00 2.44
M6B E-MICRO GBP/USD FUTURES 220 200 250 10 More Info 1.60 2.00 2.44
M6E E-MICRO EUR/USD FUTURES 231 210 250 25 More Info 1.60 2.00 2.44
MICD E-MICRO CAD/USD FUTURES 121 110 250 10 More Info 1.60 2.00 2.44
MIJY E-MICRO JPY/USD 275 250 250 10 More Info 1.60 2.00 2.44

Continued Next Page >

Contract information is subject to change by the respective exchanges. Please refer to the exchange website for most current product information.

1Includes $0.10 per contract routing fee for use of Continuum (default). Use of Rithmic (available by request) incurs a $0.25 per contract routing fee.
2
For NinjaTrader Static SuperDOM users, the listed rates do not include the additional $0.20 per round turn TT licensing fee.
UPDATED 11/3/2017

Default All In Rates1


Exchange Product Product Initial Intraday Position (License Level)
EUREX Group Code Product Margin (€) Maint. Marg Margin ($) Limits Specs Lifetime (€) Lease (€) Direct (€)
Indices
FDAX DAX 23375 23375 2500 10 More Info 2.61 3.01 3.45
FDXM MINI DAX 4675 4675 1000 25 More Info 2.03 2.43 2.87
(all rates
FESX STOXX 2619 2619 1000 25 More Info 2.21 2.61 3.05
quoted in
EUR) Interest Rates
FGBL EURO BUND (10YR) 2280 2280 1000 25 More Info 2.01 2.41 2.85
FGBM EURO BOBL (5YR) 1085 1085 685 25 More Info 2.01 2.41 2.85
FGBS EURO SCHATZ (2YR) 395 395 685 25 More Info 2.01 2.41 2.85

Exchange Agriculturals
ICE CC ICE COCOA 1595 1450 1000 10 More Info 5.28 5.68 6.12
CT ICE COTTON 2200 2000 1000 10 More Info 5.28 5.68 6.12
KC ICE COFFEE 2970 2700 2000 10 More Info 5.28 5.68 6.12
SB ICE SUGAR #11 1232 1120 1000 10 More Info 5.28 5.68 6.12
Indices
DX ICE DOLLAR INDEX 1980 1800 500 25 More Info 3.98 4.38 4.82
MME MINI MSCI EMERGING MARKET INDEX 2200 2000 1000 10 More Info 3.68 4.08 4.52
TF ICE MINI RUSSELL 3630 3300 500 100 More Info 2.58 2.98 3.42

Exchange Index
ICE UK Z ICE FTSE 100 (*rates quoted in GBP) 3261 3261 1000 25 More Info 2.64 3.04 3.48
Energies
B ICE BRENT CRUDE 3300 3300 1000 25 More Info 3.72 4.12 4.56
G ICE GASOLINE OIL 3200 3200 1000 25 More Info 3.72 4.12 4.56
T ICE WTI CRUDE OIL 3800 3800 1000 25 More Info 3.72 4.12 4.56

Contract information is subject to change by the respective exchanges. Please refer to the exchange website for most current product information.

1Includes $0.10 per contract routing fee for use of Continuum (default). Use of Rithmic (available by request) incurs a $0.25 per contract routing fee.
2
For NinjaTrader Static SuperDOM users, the listed rates do not include the additional $0.20 per round turn TT licensing fee.

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