Read New Margin Requirements 102711 text version

NOTICE

October 27, 2011

New Margin Requirem ents

New York, NY ( October 27, 2011 ) ­ Effective with the opening of business Monday, October 31, 2011, and thereafter, the margin requirements are as follows:

New Inter-Commodity Spread Credit

Summary of Content: Margin Changes

US Dollar Index(DX) : EUR/USD(KEO) : GBP/USD(MP) long-long-long(6:2:1) New Spread Credit 85% US Dollar Index(DX) : SF/USD(KMF) : EUR/USD(KEO) long-long-long(30:1:9) New Spread Credit 80% US Dollar Index(DX) : SF/USD(KMF) : GBP/USD(MP) long-long-long(10:1:5) New Spread Credit 60% US Dollar Index(DX) : JPY/USD(KSN) : EUR/USD(KEO) long-long-long(15:1:5) New Spread Credit 80% US Dollar Index(DX) : JPY/USD(KSN) : CAD/USD(KSV) long-long-long(3:1:1) New Spread Credit 60% US Dollar Index(DX) : JPY/USD(KSN) : GBP/USD(MP) long-long-long(5:1:2) New Spread Credit 50% US Dollar Index(DX) : CAD/USD(KSV) long-long(2:1) New Spread Credit 60% US Dollar Index(DX) : CAD/USD(KSV) : EUR/USD(KEO) long-long-long(15:1:5) New Spread Credit 85%

For more information please contact:

William O'Brien 212-748-4031

[email protected]

Media Inquiries:

Lee Underwood 770-857-0342

[email protected]

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ICE Futures U.S. Exchange Notice

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US Dollar Index(DX) : CAD/USD(KSV) : GBP/USD(MP) long-long-long(5:1:2) New Spread Credit 65% US Dollar Index(DX) : USD/SEK(KX) long-short(2:1) New Spread Credit 70% US Dollar Index(DX) : USD/SEK(KX) : EUR/USD(KEO) long-short-long(30:1:9) New Spread Credit 80% US Dollar Index(DX) : USD/SEK(KX) : SF/USD(KMF) long-short-long(2:1:1) New Spread Credit 40% US Dollar Index(DX) : USD/SEK(KX) : JPY/USD(KSN) long-short-long(4:1:2) New Spread Credit 60% US Dollar Index(DX) : USD/SEK(KX) : CAD/USD(KSV) long-short-long(10:1:2) New Spread Credit 55% US Dollar Index(DX) : USD/SEK(KX) : GBP/USD(MP) long-short-long(10:1:5) New Spread Credit 65% US Dollar Index(DX) : JPY/USD(KSN) long-long(1:1) New Spread Credit 14% US Dollar Index(DX) : SF/USD(KMF) long-long(1:1) New Spread Credit 4%

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

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ICE Futures U.S. Exchange Notice

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Information

New Margin Requirements 102711

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