CMEGroup.com


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Effective Monday, May 10, 2010, the links to the Outright Rates Report will revert back to HTML format and be broken out by product groupings as before. The .csv format (comma separated value format, designed for downloading into Excel) is now available via the link below.
View Complete List of Outright Margins (.CSV format)

Revised 07/29/2010.
Spread Calculation Example
CBOT STOCK INDEX FUTURES -- OutrightRates
    Initial Maintenance
DOW JONES (11)-$25 DOW JONES FUTURES (DO)
Spec $32,500 $26,000
Hedge/Member $26,000 $26,000
DOW JONES (11)-$10DOW JONES FUTURES (11)
Spec $13,000 $10,400
Hedge/Member $10,400 $10,400
DOW JONES (11)-MINI DOW JONES INDEX (YM)
Spec $6,500 $5,200
Hedge/Member $5,200 $5,200