CERZ6 | ECX CER — Dec 2016 | 56 | AFBX6 | EA Feed Barley — Nov 2016 | 205 | IBZ6 | 30 Day Interbank Cash Rate — Dec 2016 | 227 | BAXZ6 | 3 Month Bankers' Acceptance — Dec 2016 | 364 | M6EZ6 | E-micro EURUSD — Dec 2016 | 404 | FGBSZ6 | Euro-Schatz — Dec 2016 | 442 | FVSZ6 | VSTOXX® Mini — Dec 2016 | 470 | FESBZ6 | EURO STOXX® Bank Index — Dec 2016 | 493 | IRZ6 | 90 Day Bank Accepted Bills — Dec 2016 | 500 | FESZ6 | 3 Month Euroswiss — Dec 2016 | 513 | GEZ6 | 3 Month Eurodollar — Dec 2016 | 580 | FSSZ6 | 3 Month Short Sterling — Dec 2016 | 599 | QGX6 | E-mini Natural Gas — Nov 2016 | 610 | QGZ6 | E-mini Natural Gas — Dec 2016 | 610 | EMAX6 | Maize — Nov 2016 | 616 | FEIZ6 | 3 Month Euribor — Dec 2016 | 664 | FEXDZ6 | EURO STOXX® 50 Index Dividend Index — Dec 2016 | 672 | YTZ6 | 3 Year T-Bond — Dec 2016 | 682 | EBMZ6 | Milling Wheat — Dec 2016 | 700 | ZTZ6 | 2-Year U.S. Treasury Note — Dec 2016 | 770 | ZOZ6 | Oats — Dec 2016 | 770 | FAPPX6 | European Processing Potato Futures — Nov 2016 | 773 | FSTLZ6 | STOXX® Europe 600 Real Estate Index — Dec 2016 | 784 | ZQZ6 | 30-Day Federal Funds — Dec 2016 | 840 | FESSZ6 | EURO STOXX® Basic Resources Index — Dec 2016 | 840 | FESVZ6 | EURO STOXX® Travel & Leisure — Dec 2016 | 851 | ZFZ6 | 5-Year U.S. Treasury Note — Dec 2016 | 880 | ZLZ6 | Soybean Oil — Dec 2016 | 880 | FESIZ6 | EURO STOXX Insurance Index — Dec 2016 | 885 | FESMZ6 | EURO STOXX® Media Index — Dec 2016 | 930 | GZ6 | Short Gilt — Dec 2016 | 933 | FSTIZ6 | STOXX® Europe 600 Insurance Index — Dec 2016 | 952 | RCX6 | Robusta Coffee — Nov 2016 | 990 | FASMZ6 | Skimmed Milk Powder — Dec 2016 | 1 008 | CFIZ6 | ECX EUA — Dec 2016 | 1 008 | FSTVZ6 | STOXX® Europe 600 Travel & Leis. Index — Dec 2016 | 1 030 | FESLZ6 | EURO STOXX® Real Estate Index — Dec 2016 | 1 053 | MFMIV6 | Mini IBEX 35 — Oct 2016 | 1 120 | FESUZ6 | EURO STOXX® Utilities Index — Dec 2016 | 1 131 | FESEZ6 | EURO STOXX® Oil & Gas Index — Dec 2016 | 1 210 | FGBMZ6 | Euro-BOBL — Dec 2016 | 1 221 | FSTEZ6 | STOXX® Europe 600 Oil & Gas Index — Dec 2016 | 1 221 | FSTMZ6 | STOXX® Europe 600 Media Index — Dec 2016 | 1 232 | RRX6 | Rough Rice — Nov 2016 | 1 270 | ECOX6 | Rapeseed Euro — Nov 2016 | 1 277 | FSTRZ6 | STOXX® Europe 600 Retail Index — Dec 2016 | 1 299 | FSTUZ6 | STOXX® Europe 600 Utilities Index — Dec 2016 | 1 310 | KEZ6 | KCBT Hard Red Winter Wheat — Dec 2016 | 1 320 | ZWZ6 | Wheat — Dec 2016 | 1 320 | FSTSZ6 | STOXX® Europe 600 Basic Resources Index — Dec 2016 | 1 366 | FEXFZ6 | EURO STOXX® 50 ex. Financials Index — Dec 2016 | 1 378 | FSTTZ6 | STOXX® Europe 600 Telecomm. Index — Dec 2016 | 1 378 | FESTZ6 | EURO STOXX® Telecom. Index — Dec 2016 | 1 456 | FXXPZ6 | Stoxx Europe 600 Index — Dec 2016 | 1 456 | FTDXZ6 | TecDAX® Index — Dec 2016 | 1 467 | FESFZ6 | EURO STOXX® Financial Services Index — Dec 2016 | 1 478 | TNZ6 | Ultra 10-Year U.S. Treasury Note — Dec 2016 | 1 490 | ZNZ6 | 10-Year U.S. Treasury Note — Dec 2016 | 1 490 | CZ6 | Cocoa — Dec 2016 | 1 519 | FSMMZ6 | SMIM® Index — Dec 2016 | 1 529 | ZCZ6 | Corn — Dec 2016 | 1 540 | LBX6 | Random Length Lumber — Nov 2016 | 1 540 | FSTZZ6 | STOXX® Europe 600 Pers. & Househ. Index — Dec 2016 | 1 568 | XAPZ6 | E-mini Consumer Staples Select Sector — Dec 2016 | 1 595 | FESNZ6 | EURO STOXX® Construction & Matls Index — Dec 2016 | 1 613 | HEZ6 | Lean Hogs — Dec 2016 | 1 620 | FSTYZ6 | STOXX® Europe 600 Technology Index — Dec 2016 | 1 635 | FESYZ6 | EURO STOXX® Technology Index — Dec 2016 | 1 669 | MPZ6 | MXNUSD — Dec 2016 | 1 710 | RAZ6 | South African Rand — Dec 2016 | 1 710 | FSTFZ6 | STOXX® Europe 600 Financial Serv. Index — Dec 2016 | 1 725 | TX6 | Feed Wheat — Nov 2016 | 1 745 | FSTNZ6 | STOXX® Europe 600 Constr. & Mat. Index — Dec 2016 | 1 758 | CTZ6 | Cotton No. 2 — Dec 2016 | 1 760 | DCV6 | Class III Milk — Oct 2016 | 1 760 | WZ6 | White Sugar — Dec 2016 | 1 800 | CCZ6 | Cocoa — Dec 2016 | 1 815 | CDZ6 | CADUSD — Dec 2016 | 1 837 | CGBZ6 | 10 Year Government of Canada Bond — Dec 2016 | 1 843 | XAKZ6 | E-mini Technology Select Sector — Dec 2016 | 1 870 | QMZ6 | E-mini Light Sweet Crude Oil — Dec 2016 | 1 925 | FESAZ6 | EURO STOXX® Autom. & Parts Index — Dec 2016 | 1 926 | FSTGZ6 | STOXX® Europe 600 Ind. Goods & Serv. — Dec 2016 | 1 926 | CONFZ6 | SOFFEX Swiss government Bond — Dec 2016 | 1 949 | DXZ6 | US Dollar Index — Dec 2016 | 1 980 | ADZ6 | AUDUSD — Dec 2016 | 1 980 | CSCV6 | Cheese Cash-settled — Oct 2016 | 1 980 | LEZ6 | Live Cattle — Dec 2016 | 1 980 | FESRZ6 | EURO STOXX® Retail Index — Dec 2016 | 1 982 | AXZ6 | ATX® Index — Dec 2016 | 2 016 | E7Z6 | E-mini EURUSD — Dec 2016 | 2 021 | NEZ6 | NZDUSD — Dec 2016 | 2 090 | OJX6 | Orange Juice — Nov 2016 | 2 090 | XAIZ6 | E-mini Industrial Select Sector — Dec 2016 | 2 200 | FBTSZ6 | Short-Term-Euro-BTP — Dec 2016 | 2 218 | EHZ6 | Ethanol — Dec 2016 | 2 250 | XTZ6 | 10 Year T-Bond — Dec 2016 | 2 274 | FRDXZ6 | RDX® USD Index — Dec 2016 | 2 280 | FSTXZ6 | STOXX® 50 Index — Dec 2016 | 2 408 | XABZ6 | E-mini Materials Select Sector — Dec 2016 | 2 420 | NGZ6 | Henry Hub Natural Gas — Dec 2016 | 2 420 | FMASZ6 | MSCI AC Asia Pacific ex Japan Index — Dec 2016 | 2 450 | GNFX6 | Non-fat Dry Milk — Nov 2016 | 2 475 | ZMZ6 | Soybean Meal — Dec 2016 | 2 480 | HGZ6 | Copper — Dec 2016 | 2 530 | FESOZ6 | EURO STOXX® Food & Beverage Index — Dec 2016 | 2 632 | FESXZ6 | EURO STOXX® 50 Index — Dec 2016 | 2 654 | FOATZ6 | Euro-OAT — Dec 2016 | 2 677 | FSTOZ6 | STOXX® Europe 600 Food & Beverage Index — Dec 2016 | 2 755 | FGBLZ6 | Euro-Bund — Dec 2016 | 2 800 | CBV6 | Butter Cash-settled — Oct 2016 | 2 860 | FESZZ6 | EURO STOXX® Pers. & Househ. Goods Index — Dec 2016 | 2 957 | XAVZ6 | E-mini Health Care Select Sector — Dec 2016 | 2 970 | KCZ6 | Coffee C — Dec 2016 | 3 140 | XAFZ6 | E-mini Financial Select Sector — Dec 2016 | 3 190 | FPZ6 | Low Sulphur Gasoil — Dec 2016 | 3 200 | FSTHZ6 | STOXX® Europe 600 Health Care Index — Dec 2016 | 3 209 | XAYZ6 | E-mini Consumer Discretionary Sector — Dec 2016 | 3 300 | MINIZ6 | Mini FTSE MIB Index — Dec 2016 | 3 360 | FSTCZ6 | STOXX® Europe 600 Chemicals Index — Dec 2016 | 3 394 | FESHZ6 | EURO STOXX® Health Index — Dec 2016 | 3 405 | ZSX6 | Soybeans — Nov 2016 | 3 410 | FLGZ6 | Long Gilt — Dec 2016 | 3 464 | XAEZ6 | E-mini Energy Select Sector — Dec 2016 | 3 630 | GFX6 | Feeder Cattle — Nov 2016 | 3 713 | ECDZ6 | EURCAD — Dec 2016 | 3 749 | CLZ6 | Light Sweet Crude Oil (WTI) — Dec 2016 | 3 850 | FESCZ6 | EURO STOXX® Chemicals Index — Dec 2016 | 3 875 | YMZ6 | E-mini Dow ($5) — Dec 2016 | 3 905 | NQZ6 | E-mini NASDAQ-100 — Dec 2016 | 3 960 | BPZ6 | GBPUSD — Dec 2016 | 3 960 | LCOZ6 | Brent Crude — Dec 2016 | 4 000 | WBSZ6 | WTI Light Sweet Crude Oil — Dec 2016 | 4 000 | FMJPZ6 | MSCI Japan Index — Dec 2016 | 4 020 | ECZ6 | EURUSD — Dec 2016 | 4 043 | HOZ6 | NY Harbor ULSD — Dec 2016 | 4 290 | ZBZ6 | 30-Year U.S. Treasury Bond — Dec 2016 | 4 400 | SFZ6 | CHFUSD — Dec 2016 | 4 400 | JYZ6 | JPYUSD — Dec 2016 | 4 510 | MFSZ6 | Mini MSCI EAFE Index — Dec 2016 | 4 620 | ESZ6 | E-mini S&P 500 (Dollar) — Dec 2016 | 4 620 | PLV6 | Platinum — Oct 2016 | 4 660 | EADZ6 | EURAUD — Dec 2016 | 4 794 | RFZ6 | EURCHF — Dec 2016 | 4 797 | RBZ6 | RBOB Gasoline — Dec 2016 | 4 950 | APZ6 | ASX SPI 200 Index — Dec 2016 | 5 079 | UBZ6 | Ultra T-Bond — Dec 2016 | 5 280 | FFIZ6 | FTSE 100 Index — Dec 2016 | 5 422 | FBTPZ6 | Euro-BTP — Dec 2016 | 5 566 | PAZ6 | Palladium — Dec 2016 | 5 710 | SIZ6 | Silver — Dec 2016 | 5 720 | GCZ6 | Gold — Dec 2016 | 5 940 | TFZ6 | Russell 2000 Index Mini — Dec 2016 | 6 050 | FSMIZ6 | SMI® Index — Dec 2016 | 6 382 | SXFZ6 | S&P/TSX 60 Index — Dec 2016 | 6 583 | 6RZ6 | RUBUSD — Dec 2016 | 6 600 | NKDZ6 | Nikkei 225 (Dollar) — Dec 2016 | 6 600 | FBZ6 | 10 Year Spanish Government Bonds — Dec 2016 | 6 720 | EMDZ6 | E-Mini S&P MidCap 400 — Dec 2016 | 6 820 | VXZ6 | CBOE Volatility Index (VIX) — Dec 2016 | 6 837 | FBONZ6 | Euro-BONO — Dec 2016 | 7 123 | NOZ6 | NOKUSD — Dec 2016 | 7 370 | SEZ6 | SEKUSD — Dec 2016 | 7 410 | FGBXZ6 | Euro-BUXL — Dec 2016 | 7 795 | F2MXZ6 | MDAX® Index — Dec 2016 | 9 162 | IBVV6 | USD Denominated Ibovespa — Oct 2016 | 9 790 | AEXZ6 | AEX Index — Dec 2016 | 10 976 | RMBZ6 | RMBUSD — Dec 2016 | 12 520 | SPMIBZ6 | FTSE MIB Index — Dec 2016 | 16 755 | FDXZ6 | DAX® Index — Dec 2016 | 23 430 |
вот https://yadi.sk/i/OBNann-UupzY5
Если волатильность на рынке товара растет, биржа поднимает сумму Performance Bond, волатильность падает, сумму снижают. Причем поднять сумму обеспечения могут моментально — за ночь. Пример: в июне 2016 года была резко в два раза увеличена маржа на фьючерсы на английский фунт.
Принцип роста увеличения маржи один: растет рыночный ажиотаж — растет маржа, падает ажиотаж — маржа становится в пределах обычных нормальных сумм
www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_performance_bonds.html#sortField=exchange&sortAsc=true&clearingCode=ES§or=EQUITY+INDEX&exchange=CME&pageNumber=1
Short Option Minimum (SOM) Maintenance SOM Rate = минимальная ставка для маржи по проданным опционам.