New Inter-commodity Spread Credits September 2011
Effective with the opening of business on Tuesday, September 27, 2011 and thereafter are the following New Inter-commodity Spread Credits.
New Inter-commodity Spread Credits
| Commodities | Position | Spread Credit |
| AUD/CAD(AS) : AUD/USD(KAU) : USD/CAD(SV) | long-short-short (1:1:1) | 75% |
| AUD/USD(KAU) : NZD/USD(ZX) : UAD/NZD(AR) | long-short-short (4:1:1) | 70% |
| AUD/USD(KAU) : NZD/USD(KZX) : AUD/NZD(AR) | long-short-short (4:2:1) | 70% |
| EUR/USD(KEO) : EUR/CAD(KEP) : USD/CAD(SV) | short-long-short (1:2:1) | 70% |
| EUR/USD(KEO) : EUR/GBP(KGB) : GBP/USD(MP) | long-short-short (2:1:2) | 75% |
| EUR/JPY(KEJ) : EUR/CHF(KRZ) : CHF/JPY(KZY) | long-short-short (4:2:1) | 90% |
| EUR/CHF(KRZ) : GBP/CHF(SS) : EUR/GBP(KGB) | long-short-short (2:1:1) | 80% |
| EUR/CHF(KRZ) : USD/CHF(MF) : EUR/USD(KEO) | long-short-short (2:1:1) | 65% |
| NZD/USD(KZX) : NZD/USD (ZX) | long-short (2:1) | 100% |
| EUR/USD(KEO) : US DOLLAR INDEX(DX) | long-long(2:3) | 75% |
Inter-commodity Spread Credit Changes
| Commodities | Position | New Spread Credit | Change |
| EUR/USD(KEO) : EUR/CAD(KEP) : CAD/USD(KSV) | long-short-short (2:1:1) | 65% | -5% |
| AUD/CAD(AS) : AUD/USD(KAU) : CAD/USD(KSV) | long-short-long (1:3:1) | 70% | +5% |
| Russell 1000 Index Mini (RF) : Russell 1000 Index Growth Mini (RG) | long-short (1:1) | 90% | +5% |
| Russell 1000 Index Growth Mini (RG) : Russell 1000 Index Value Mini (RV) | long-short (1:1) | 90% | +5% |
| Russell 2000 Index Mini (TF) : Russell 1000 Index Mini (RF) | long-short (1:1) | 85% | +10% |
| Russell 2000 Index mini (TF) : Russell 1000 Index Growth Mini (RG) | long-short (1:1) | 80% | +10% |
| Russell 2000 Index Mini (TF) : Russell 1000 Index Value Mini (RV) | long-short (1:1) | 85% | +15% |
By Ilan
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