Trade of the Week Market Watch

Margin Rates
Chicago Mercantile Exchange
Margin/Performance Bonds
Contract Symbol Initial Maintenance
E-mini S&P 500 ES $5,000 $4,000
E-mini Nasdaq- 100 NQ $3,500 $2,800
E-mini S&P Midcap 400 ME $7,500 $6,000
S&P 500 SP $25,000 $20,000
Eurodollar GE $911 $675
Australian Dollar 6A $3,780 $2,800
British Pound 6B $2,025 $1,500
Canadian Dollar 6C $2,700 $2,000
Japanese Yen 6J $4,860 $3,600
Mexican Peso 6M $3,750 $3,000
Swiss Franc 6S $7,290 $5,400
Euro FX 6E $5,400 $4,000
E-mini Euro FX E7 $2,700 $2,000
E-Livestock Live Cattle LE $1,620 $1,200
Lean Hog HE $1,688 $1,250
E-Micro AUD/USD M6A $378 $280
E-Micro GBP/USD M6B $203 $150
E-Micro USD/CAD M6C CA$243 CA$180
E-Micro EUR/USD M6E $540 $340
E-Micro USD/JPY M6J ¥29,700 ¥22,000
E-Micro USD/CHF M6S SF338 SF250
Chicago Board of Trade
Margin/Performance Bonds
Contract Symbol Initial Maintenance
Mini-sized Dow Futures ($5) YM $4,375 $3,500
30 Year US Treasury Bond Futures ZB $3,780 $2,800
10 Year US Treasury Note Futures ZN $1,485 $1,100
5 Year US Treasury Note Futures ZF $878 $650
2 Year US Treasury Note Futures ZT $473 $350
Wheat Futures ZW $3,038 $2,250
Corn Futures ZC $2,363 $1,750
Soybean Futures ZS $3,375 $2,500
Soybean Oil Futures ZL $1,350 $1,000
Soybean Meal Futures ZM $1,688 $1,250
Mini Wheat Futures XW $608 $450
Mini Corn Futures XC $473 $350
Mini Soybean Futures XK $675 $500
New York Mercantile Exchange/COMEX
Margin/Performance Bonds
Contract Symbol Initial Maintenance
COMEX Gold Futures (100 oz) GC $11,475 $8,500
COMEX Silver Futures (5,000 oz) SI $24,975 $18,500
COMEX Copper Futures HG $7,763 $5,750
NYMEX Palladium PA $5,775 $5,250
NYMEX Platinum PL $4,950 $4,500
NYMEX Natural Gas NG $2,835 $2,100
Light Sweet Crude Oil CL $7,560 $5,600
Heating Oil HO $7,115 $5,300
New York Harbor RBOB Gasoline RB $8,100 $6,000
NYMEX miNY Natural Gas QG $709 $525
NYMEX miNY WTI Crude Oil QM $3,780 $2,800
Intercontinental Exchange Futures U.S. (ICE)
Margin/Performance Bonds
Contract Symbol Initial Maintenance
Russell 2000 Mini Index Futures TF $6,850 $6,850
U.S. Dollar Index Futures DX $2,394 $1,800
Cocoa Futures CC $2,520 $1,800
Coffee "C" Futures KC $4,970 $3,550
Cotton No. 2 Futures CT $3,780 $2,700
FCOJ-A Futures OJ $5,040 $3,600
Sugar No. 11 Futures SB $2,030 $1,450
NYSE Liffe U.S.
Margin/Performance Bonds
Contract Symbol Initial Maintenance
100 oz Gold Futures ZG $11,475 $8,500
5,000 oz Silver Futures ZI $24,975 $18,500
mini-sized Gold Futures (33.2 oz) YG $3,825 $2,833
mini-sized Silver Futures (1,000 oz) YI $4,995 $3,700
CBOE Futures Exchange
Margin/Performance Bonds
Contract Symbol Initial Maintenance
CBOE Volatility Index VX $8,600 $6,900
CBOE Mini Volatility Index VM $860 $690
ONE Chicago
Margin/Performance Bonds
Contract Symbol Initial Maintenance
Single Stock Futures 20% of the underlying value of the contract
As of February 3, 2012
TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THERE IS UNLIMITED RISK OF LOSS IN SELLING OPTIONS. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.
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Email: iinvest@chesapeakeinvestment.com