NOTICE New Margin Requirements
New York, NY ( August 16, 2010 ) – Effective with the opening of August 16, 2010 business Tuesday, August 17, 2010, and thereafter, the margin requirements are as follows:
U.S. DOLLAR INDEX (DX) Summary of Content: Initial Maintenance Margin Changes
Spec (Per Contract) 2,062 USD (+133) 1,550 USD (+100)
Hedge (Per Contract) 1,550 USD (+100) 1,550 USD (+100)
For more information EURO/JAPANESE YEN (EJ) please contact: Initial Maintenance William O’Brien
212-748-4031 [email protected] Spec (Per Contract) 399,000 JY (+66,500) 300,000 JY (+50,000) Hedge (Per Contract) 300,000 JY (+50,000) 300,000 JY (+50,000)
Media Inquiries: MILLION EURO – JAPANESE YEN (IEJ)
Initial Maintenance Lee Underwood 770-857-0342 Spec (Per Contract) 3,990,000 JY (+665,000) 3,000,000 JY (+500,000) [email protected] Hedge (Per Contract) 3,000,000 JY (+500,000) 3,000,000 JY (+500,000)
EURO/U.S. DOLLAR (EO)
Initial Maintenance To sign up to receive Exchange Notices automatically, please Spec (Per Contract) 4,522 USD (+532) 3,400 USD (+400) go to our Subscriptions Hedge (Per Contract) 3,400 USD (+400) 3,400 USD (+400) page at: MILLION EURO – U.S. DOLLAR (IEO) https://www.theice.com /subscribe.jhtml Initial Maintenance
Spec (Per Contract) 45,220 USD (+5,320) 34,000 USD (+4,000) Hedge (Per Contract) 34,000 USD (+4,000) 34,000 USD (+4,000)
EURO/CANADIAN DOLLAR (EP)
Initial Maintenance
Spec (Per Contract) 3,724 CAD (-1,995) 2,800 CAD (-1,500) Hedge (Per Contract) 2,800 CAD (-1,500) 2,800 CAD (-1,500)
ICE Futures U.S. Exchange Notice 1
MILLION EURO – CANADIAN DOLLAR (IEP)
Initial Maintenance
Spec (Per Contract) 37,240 CAD (-19,950) 28,000 CAD (-15,000) Hedge (Per Contract) 28,000 CAD (-15,000) 28,000 CAD (-15,000)
STERLING/NEW ZEALAND DOLLAR (GN)
Initial Maintenance
Spec (Per Contract) 7,315 NZD (-4,256) 5,500 NZD (-3,200) Hedge (Per Contract) 5,500 NZD (-3,200) 5,500 NZD (-3,200)
EURO/HUNGARIAN FORINT (HR)
Initial Maintenance
Spec (Per Contract) 864,500 HF (-332,500) 650,000 HF (-250,000) Hedge (Per Contract) 650,000 HF (-250,000) 650,000 HF (-250,000)
NORWEGIAN KRONE/SWEDISH KRONA (NJ)
Initial Maintenance
Spec (Per Contract) 8,246 SEK (-3,990) 6,200 SEK (-3,000) Hedge (Per Contract) 6,200 SEK (-3,000) 6,200 SEK (-3,000)
STERLING/SOUTH AFRICIAN RAND (PZ)
Initial Maintenance
Spec (Per Contract) 46,550 SAR (-19,950) 35,000 SAR (-15,000) Hedge (Per Contract) 35,000 SAR (-15,000) 35,000 SAR (-15,000)
EURO/SWEDISH KRONA (RK)
Initial Maintenance
Spec (Per Contract) 17,290 SEK (-6,650) 13,000 SEK (-5,000) Hedge (Per Contract) 13,000 SEK (-5,000) 13,000 SEK (-5,000)
MILLION EURO – SWEDISH KRONA (IRK)
Initial Maintenance
Spec (Per Contract) 172,900 SEK (-66,500) 130,000 SEK (-50,000) Hedge (Per Contract) 130,000 SEK (-50,000) 130,000 SEK (-50,000)
U.S. DOLLAR/CANADIAN DOLLAR (SV)
Initial Maintenance
Spec (Per Contract) 2,660 CD (-1,330) 2,000 CD (-1,000) Hedge (Per Contract) 2,000 CD (-1,000) 2,000 CD (-1,000)
ICE Futures U.S. Exchange Notice 2
MILLION U.S. DOLLAR – CANADIAN DOLLAR (ISV)
Initial Maintenance
Spec (Per Contract) 26,600 CAD (-13,300) 20,000 CAD (-10,000) Hedge (Per Contract) 20,000 CAD (-10,000) 20,000 CAD (-10,000)
U.S. DOLLAR/HUNGARIAN FORINT (VU)
Initial Maintenance
Spec (Per Contract) 997,500 HF (-399,000) 750,000 HF (-300,000) Hedge (Per Contract) 750,000 HF (-300,000) 750,000 HF (-300,000)
EURO/SOUTH AFRICAN RAND (YZ)
Initial Maintenance
Spec (Per Contract) 29,925 SAR (-12,901) 22,500 SAR (-9,700) Hedge (Per Contract) 22,500 SAR (--9,700) 22,500 SAR (-9,700)
U.S. DOLLAR/SOUTH AFRICAN RAND (ZR)
Initial Maintenance
Spec (Per Contract) 19,950 SAR (-16,625) 15,000 SAR (-12,500) Hedge (Per Contract) 15,000 SAR (-12,500) 15,000 SAR (-12,500)
A complete grid of margin rates for all ICE Futures U.S. products is available on our web page @ www.theice.com
ICE Futures U.S. Exchange Notice 3