Outright Rates for CME Currency Futures Created by PBIS system
CME SPAN® Minimum Performance Bond Requirements
(SPAN refers to Standard Portfolio Analysis of Risk Performance bond system)
Back to Performance Bond Main
Revised 08/25/2008. An * before the rate type indicates the rate is new since the last revision on 08/18/2008
CME Currency Futures -- Outright Rates (Exchange Minimums)
    Initial Maintenance
Australian Dollar (AD)
Spec $2,025 $1,500
Hedge/Member $1,500 $1,500
Brazilian Real (BR)
Spec $2,800 $2,000
Hedge/Member $2,000 $2,000
British Pound (BP)
* Spec $2,025 $1,500
* Hedge/Member $1,500 $1,500
Canadian Dollar (CD)
* Spec $2,025 $1,500
* Hedge/Member $1,500 $1,500
CME Chinese Renminbi/U.S. Dollar (RMB)
Spec $1,080 $800
Hedge/Member $800 $800
CME Israeli Shekel (IS)
Spec $7,020 $5,200
Hedge/Member $5,200 $5,200
CME Korean Won/US Dollar (KRW)
Spec $2,295 $1,700
Hedge/Member $1,700 $1,700
CME$Index (DR)
Spec $1,958 $1,450
Hedge/Member $1,450 $1,450
Cross Rate Australian Dollar/Canadian Dollar (AC)
Spec CAD3,240 CAD2,400
Hedge/Member CAD2,400 CAD2,400
Cross Rate Australian Dollar/Japanese Yen (AJ)
Spec ¥810,000 ¥600,000
Hedge/Member ¥600,000 ¥600,000
Cross Rate Australian Dollar/New Zealand Dollar (AN)
Spec NZD4,050 NZD3,000
Hedge/Member NZD3,000 NZD3,000
Cross Rate British Pound/Japanese Yen (BY)
Spec ¥675,000 ¥500,000
Hedge/Member $500,000 $500,000
Cross Rate British Pound/Swiss Franc (BF)
Spec CHF5,805 CHF4,300
Hedge/Member CHF4,300 CHF4,300
Cross Rate Canadian Dollar/Japanese Yen (CY)
Spec ¥742,500 ¥550,000
Hedge/Member ¥550,000 ¥550,000
Cross Rate Chinese Renminbi/Euro (RME)
Spec EUR1,485 EUR1,100
Hedge/Member EUR1,100 EUR1,100
Cross Rate Chinese Renminbi/Japanese Yen (RMY)
Spec ¥378,000 ¥280,000
Hedge/Member ¥280,000 ¥280,000
Cross Rate Euro FX /Polish Zloty (Z)
* Spec EUR2,160 EUR1,600
* Hedge/Member EUR1,600 EUR1,600
Cross Rate Euro FX/Australian Dollar (CA)
Spec AUD4,050 AUD3,000
Hedge/Member AUD3,000 AUD3,000
Cross Rate Euro FX/Canadian Dollar (CC)
Spec CAD3,645 CAD2,700
Hedge/Member CAD2,700 CAD2,700
Cross Rate Euro FX/Hungarian Forint (R)
Spec EUR2,700 EUR2,000
Hedge/Member EUR2,000 EUR2,000
Cross Rate Euro FX/Japanese Yen (RY)
Spec ¥405,000 ¥300,000
Hedge/Member ¥300,000 ¥300,000
Cross Rate Euro FX/Norwegian Krone (CN)
Spec NKr27,000 NKr20,000
Hedge/Member NKr20,000 NKr20,000
Cross Rate Euro FX/Swedish Krona (KE)
Spec SEK10,260 SEK7,600
Hedge/Member SEK7,600 SEK7,600
Cross Rate Euro FX/Swiss Franc (RF)
Spec CHF2,025 CHF1,500
Hedge/Member CHF1,500 CHF1,500
Cross Rate EuroFX/British Pound (RP)
Spec £1,485 £1,100
Hedge/Member £1,100 £1,100
Cross Rate Swiss Franc/Japanese Yen (SJ)
Spec ¥405,000 ¥300,000
Hedge/Member ¥300,000 ¥300,000
Crossrate Euro FX/Czech Koruna (K)
Spec EUR3,510 EUR2,600
Hedge/Member EUR2,600 EUR2,600
Czech Koruna (CZ)
Spec $8,910 $6,600
Hedge/Member $6,600 $6,600
Euro FX (EC)
Spec $3,240 $2,400
Hedge/Member $2,400 $2,400
E-Mini Euro FX (E7)
Spec $1,620 $1,200
Hedge/Member $1,200 $1,200
Hungarian Forint (FR)
Spec $6,750 $5,000
Hedge/Member $5,000 $5,000
Japanese Yen (JY)
Spec $2,700 $2,000
Hedge/Member $2,000 $2,000
E-Mini Japanese Yen (J7)
Spec $1,890 $1,400
Hedge/Member $1,400 $1,400
Mexican Peso (MP)
Spec $1,875 $1,500
Hedge/Member $1,500 $1,500
New Zealand Dollar (NE)
Spec $1,755 $1,300
Hedge/Member $1,300 $1,300
Norwegian Krone (UN)
Spec $9,720 $7,200
Hedge/Member $7,200 $7,200
Polish Zloty (PZ)
* Spec $4,725 $3,500
* Hedge/Member $3,500 $3,500
Russian Ruble (RU)
Spec $3,000 $2,000
Hedge/Member $2,000 $2,000
South African Rand (RA)
Spec $3,105 $2,300
Hedge/Member $2,300 $2,300
Swedish Krona (SE)
Spec $6,075 $4,500
Hedge/Member $4,500 $4,500
Swiss Franc (SF)
Spec $2,565 $1,900
Hedge/Member $1,900 $1,900