NOVEMBER 17, 2015
NEW MARGIN REQUIREMENTS
New York, NY (November 17, 2015) – Effective with the open of business Wednesday, November 18,
2015 and thereafter, the margin requirements are as follows:
AGRICULTURE
Sugar #11 (SB)
New Maintenance Requirement
1,008 USD
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Change
+45 USD
Initial Margin
1,008 USD
Maintenance Margin
1,008 USD
1,109 USD
1,008 USD
Cotton #2 (CT)
New Maintenance Requirement
1,300 USD
Change
-200 USD
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Initial Margin
1,300 USD
Maintenance Margin
1,300 USD
1,430 USD
1,300 USD
FCOJ (OJ)
New Maintenance Requirement
1,500 USD
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Change
+150 USD
Initial Margin
1,500 USD
Maintenance Margin
1,500 USD
1,650 USD
1,500 USD
NOVEMBER 17, 2015
CURRENCY
AUD/NZD (AR)
New Maintenance Requirement
5,200 NZD
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Initial Margin
5,200 NZD
Maintenance Margin
5,200 NZD
5,720 NZD
5,200 NZD
AUD/USD (KAU)
New Maintenance Requirement
1,600 USD
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Maintenance Margin
1,600 USD
1,760 USD
1,600 USD
Change
-4,000 USD
Initial Margin
16,000 USD
Maintenance Margin
16,000 USD
17,600 USD
16,000 USD
CAD/JPY (HY)
New Maintenance Requirement
500,000 JPY
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Change
-400 USD
Initial Margin
1,600 USD
Million AUD/USD (IAU)
New Maintenance Requirement
16,000 USD
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Change
-350 NZD
Change
-162,000 JPY
Initial Margin
500,000 JPY
Maintenance Margin
500,000 JPY
550,000 JPY
500,000 JPY
NOVEMBER 17, 2015
GBP/NOK (PK)
New Maintenance Requirement
37,000 NOK
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Initial Margin
37,000 NOK
Maintenance Margin
37,000 NOK
40,700 NOK
37,000 NOK
JPY/USD (KSN)
New Maintenance Requirement
2,500 USD
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Maintenance Margin
2,500 USD
2,750 USD
2,500 USD
Change
-925,000 JPY
Initial Margin
2,750,000 JPY
Maintenance Margin
2,750,000 JPY
3,025,000 JPY
2,750,000 JPY
GBP/JPY (SY)
New Maintenance Requirement
500,000 JPY
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Change
-500 USD
Initial Margin
2,500 USD
Million USD/JPY (ISN)
New Maintenance Requirement
2,750,000 JPY
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Change
+2,000 NOK
Change
-105,000 JPY
Initial Margin
500,000 JPY
Maintenance Margin
500,000 JPY
550,000 JPY
500,000 JPY
NOVEMBER 17, 2015
TRY/USD (TRM)
New Maintenance Requirement
5,400 USD
Customer Type
Member, Customer
Omnibus & Hedge
Accounts
All other customer
accounts
Change
-200 USD
Initial Margin
5,400 USD
Maintenance Margin
5,400 USD
5,940 USD
5,400 USD
A complete grid of margin rates for all ICE Futures U.S. Agricultural and Financial Products is available on
our web page @ www.theice.com
FOR MORE INFORMATION:
David Farrell
David.Farrell@theice.com
(212) 748-4200
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