Changes to Margins on CBOT Futures
| From | To |
| Initial/Maintenance/Hedge | Initial/Maintenance/Hedge |
| 100 oz. Gold | | |
| Mini-sized Gold | $743/$550/$550 | $837/$620/$620 |
New Inter-Exchange Spread Margin Changes to Implied Volatility Scan Range
| Ratio | Spread | Spread Credit % |
| 1:3 | 100 oz. Gold vs. Dubai Gold | |
| 1:1 | Mini-sized Gold vs. Dubai Gold | 60% |
In setting margins levels, the Chicago Board of Trade Margin Committee along with the CME Clearing House monitors current and historical price movements covering short-term, intermediate and longer-term data using statistical and parametric and non-parametric analysis. Futures maintenance margin levels are typically set to cover at least the maximum one-day price move on 95% to 99% of the days during these time periods.
