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Bloomberg Commodity Index Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 10 B All dates 80%
CME SES - SP GSCI SWAP FUTURES 1 A All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 5 A All dates 45%
CME GI - S&P-GSCI COMMODITY INDEX FUTURE 1 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 10 A All dates 45%
CME GA - GSCI ER FUTURES 1 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 10 B All dates 75%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 12 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 2 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 23 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 8 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 14 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 999 A All dates
CBT AGRICULTURE C - CORN FUTURES 24 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 5 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 7 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 6 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 10 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 10 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 7 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 9 B All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 4 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B All dates 75%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 1 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 1 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 100 A All dates
CBT AGRICULTURE C - CORN FUTURES 4 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A All dates 70%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 1 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 1 A All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 100 B All dates
CBT AGRICULTURE C - CORN FUTURES 4 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates