Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

As a resident of Europe trading futures and FOPs in US you are subjected to Risk-based margin and Portfolio Margin. Interactive Brokers will calculate both methodologies and assess the higher of the two to your account. The complete margin requirement details are listed in the sections below.

Futures Margin

Futures margin requirements are based on risk-based algorithms. All margin requirements are expressed in the currency of the traded product and can change frequently. Risk-based margin algorithms define a standard set of market outcome scenarios with a one-day time horizon. A price scanning range is defined for each product by the respective clearing house.

In addition to the exchange scanning ranges, we will consider additional scenarios which incorporate extreme moves in the underlying. Accordingly, we may require margin over and above the exchange-mandated margin on short options in order to account for the risk inherent in an extreme market move. You can view the current projected margin requirements on a specific option or futures order that you are considering before you submit the order by creating the order in our trading platform and using the right-click menu to "Check Margin" before you transmit.

Note that for commodities including futures, single-stock futures and futures options, margin is the amount of cash a client must put up as collateral to support a futures contract. For securities, margin is the amount of cash a client borrows.

Futures margin trading in an Individual Retirement Account (IRA) is subject to substantially higher margin requirements than in a non-IRA margin account. Margin rates in an IRA margin account may meet or exceed three times the overnight futures margin requirement imposed in a non-IRA margin account.

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

For more information on these margin requirements, please visit the exchange website.

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 Index	BXF	3087.50	N/A	3087.50	2470	EUR	Yes²	3087.50	2470

Montreal Exchange (CDE)

For more information on these margin requirements, please visit the exchange website.

Exchange CDE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CDE	BAX	3 Month Canadian Bankers' Acceptance Futures	BAX	335.625	268.50	671.25	537	CAD	Yes²	671.25	537
CDE	CGB	10 Year Government of Canada Bonds	CGB	1284.375	1027.50	2568.75	2055	CAD	No	2568.75	2055
CDE	CGF	5 Year Government of Canada Bonds	CGF	958.125	766.50	1916.25	1533	CAD	No	1916.25	1533
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	5313.75	4251	10627.50	8502	CAD	No	10627.50	8502
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	5816.875	4653.50	11633.75	9307	CAD	Yes	11633.75	9307
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	1454.375	1163.50	2908.75	2327	CAD	No	2908.75	2327

CBOE Futures Exchange (CFE)

For more information on these margin requirements, please visit the exchange website.

Exchange CFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFE	VIX	CBOE Volatility Index	VX	9188.28	N/A	9188.28	7350.62	USD	No	27853.75	22283
CFE	VIX	CBOE Volatility Index	VX13	10000	N/A	10000	8000	USD	No	30141.875	24113.50
CFE	VIX	-	VX14	10000	N/A	10000	8000	USD	No	29947.12	23957.70
CFE	VIX	-	VX15	10000	N/A	10000	8000	USD	No	29665.87	23732.70
CFE	VIX	-	VX17	10000	N/A	10000	8000	USD	No	25687.12	20549.70

CBOE Futures Exchange (CFECRYPTO)

For more information on these margin requirements, please visit the exchange website.

Exchange CFECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFECRYPTO	GXBT	-	XBT	2396.875	N/A	2396.875	1917.50	USD	No	40000	32000

Chicago Mercantile Exchange (CME)

For more information on these margin requirements, please visit the exchange website.

Exchange CME	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CME	ACD	-	ACD	6500	N/A	6500	5200	CAD	No	6500	5200
CME	AUD	-	AD	2658.75	N/A	2658.75	2127	USD	No	2658.75	2127
CME	AJY	-	AJY	1000000	N/A	1000000	800000	JPY	No	1000000	800000
CME	GBP	-	BP	7427.58	N/A	7427.58	5942.06	USD	No	7427.58	5942.06
CME	BRE	-	BR	1500	N/A	1500	1200	USD	No	1500	1200
CME	CAD	-	CD	2621.75	N/A	2621.75	2097.40	USD	No	2621.75	2097.40
CME	CZK	-	CKO	13851.25	N/A	13851.25	11081	USD	No	13851.25	11081
CME	EUR	-	EC	6942.34	N/A	6942.34	5553.875	USD	No	6942.34	5553.875
CME	ECK	-	ECZ	12993.75	N/A	12993.75	10395	EUR	No	12993.75	10395
CME	GE	-	ED	225	180	450	360	USD	No	450	360
CME	EHF	-	EHU	4721.25	N/A	4721.25	3777	EUR	No	4721.25	3777
CME	EM	-	EM	437.50	N/A	437.50	350	USD	No	437.50	350
CME	EPZ	-	EPL	5617.50	N/A	5617.50	4494	EUR	No	5617.50	4494
CME	GF	-	FC	3500	N/A	3500	2800	USD	No	3500	2800
CME	GSCI	-	GI	6250	N/A	6250	5000	USD	No	6250	5000
CME	HUF	-	HFO	8000	N/A	8000	6400	USD	No	8000	6400
CME	JPY	-	JY	3953.125	N/A	3953.125	3162.50	USD	No	3953.125	3162.50
CME	LE	-	LC	1875	N/A	1875	1500	USD	No	1875	1500
CME	HE	-	LH	2258.75	N/A	2258.75	1807	USD	No	2258.75	1807
CME	MXP	-	MP	1700	N/A	1700	1000	USD	No	1700	1000
CME	NZD	-	NE	3018.75	N/A	3018.75	2415	USD	No	3018.75	2415
CME	NKD	-	NK	3808.125	3046.50	7616.25	6093	USD	No	7616.25	6093
CME	PLN	-	PLZ	8000	N/A	8000	6400	USD	No	8000	6400
CME	ZAR	-	RA	2000	N/A	2000	1600	USD	No	2000	1600
CME	RF	-	RF	6300	N/A	6300	5000	CHF	No	6300	5000
CME	RP	-	RP	9070	N/A	9070	7256	GBP	No	9070	7256
CME	RUR	-	RU	2826.25	N/A	2826.25	2261	USD	No	2826.25	2261
CME	RY	-	RY	739718.75	N/A	739718.75	591775	JPY	Yes²	739718.75	591775
CME	CHF	-	SF	5983.125	N/A	5983.125	4786.50	USD	No	5983.125	4786.50
CME	SPX	-	SP	21143.125	16914.50	42286.25	33829	USD	Yes	42286.25	33829

Chicago Mercantile Exchange (CMECRYPTO)

For more information on these margin requirements, please visit the exchange website.

Exchange CMECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CMECRYPTO	BRR	CME CF Bitcoin Reference Rate	BTC	12015.625	N/A	12015.625	9612.50	USD	No	200000	160000

Eurex (DTB)

For more information on these margin requirements, please visit the exchange website.

Exchange DTB	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
DTB	ADS	ADIDAS AG	ADSG	3839.94	N/A	3839.94	3071.95	EUR	No	3839.94	3071.95
DTB	AGN	AEGON NV	AENF	84.9361	N/A	84.9361	67.9489	EUR	No	84.9362	67.949
DTB	AIB	AIB GROUP PLC	ALBF	399.994	N/A	399.994	399.989	EUR	No	499.986	399.989
DTB	ALV	ALLIANZ SE-REG	ALVG	3720.69	N/A	3720.69	2976.55	EUR	No	3720.69	2976.55
DTB	VNA	VONOVIA SE	ANNF	859.862	N/A	859.862	687.889	EUR	No	859.862	687.889
DTB	G	ASSICURAZIONI GENERALI	ASGG	2964.375	N/A	2964.375	2371.50	EUR	No	2964.375	2371.50
DTB	CS	AXA SA	AXAG	418.306	N/A	418.306	334.645	EUR	No	418.306	334.645
DTB	BAS	BASF SE	BASG	1257.73	N/A	1257.73	1006.18	EUR	No	1257.73	1006.18
DTB	BAYN	-	BAYF	1296.35	N/A	1296.35	1037.08	EUR	No	1296.35	1037.08
DTB	BMW3	BAYERISCHE MOTOREN WERKE-PRF	BM3F	1199.04	N/A	1199.04	959.235	EUR	No	1199.04	959.235
DTB	BMW	BAYERISCHE MOTOREN WERKE AG	BMWF	1380.54	N/A	1380.54	1104.43	EUR	No	1380.54	1104.43
DTB	BNP	BNP PARIBAS	BNPH	816.644	N/A	816.644	653.315	EUR	No	816.644	653.315
DTB	BN	DANONE	BSNH	1274.04	N/A	1274.04	1019.23	EUR	No	1274.04	1019.23
DTB	EN	BOUYGUES SA	BYGG	593.616	N/A	593.616	474.893	EUR	No	593.616	474.893
DTB	CA	CARREFOUR SA	CARG	321.276	N/A	321.276	257.021	EUR	No	321.276	257.021
DTB	CBK	COMMERZBANK AG	CBKH	132.092	N/A	132.092	105.673	EUR	No	132.092	105.673
DTB	DAI	DAIMLER AG-REGISTERED SHARES	DAIF	953.985	N/A	953.985	763.188	EUR	No	953.985	763.188
DTB	DEC	JC DECAUX SA	DCSG	493.117	N/A	493.117	394.494	EUR	No	493.117	394.494
DTB	DPW	DEUTSCHE POST AG-REG	DPWF	540.179	N/A	540.179	432.143	EUR	No	540.179	432.143
DTB	DSM	KONINKLIJKE DSM NV	DSMF	1812.35	N/A	1812.35	1449.88	EUR	No	1812.35	1449.88
DTB	DTE	DEUTSCHE TELEKOM AG-REG	DTEF	283.308	N/A	283.308	226.646	EUR	No	283.308	226.646
DTB	ENEL	ENEL SPA	ENLG	1028.63	N/A	1028.63	822.90	EUR	No	1028.63	822.90
DTB	ENI	ENI SPA	ENTG	2914.50	N/A	2914.50	2331.60	EUR	No	2914.50	2331.60
DTB	EUN2	ISHARES CORE EURO STOXX 50	EUNF	632.334	N/A	632.334	505.867	EUR	No	632.334	505.867
DTB	EXS1	ISHARES CORE DAX UCITS ETF D	EXSF	3004.93	N/A	3004.93	2403.95	EUR	No	1872.91	1498.33
DTB	MDAX	Midcap DAX	F2MX	11618.95	N/A	11618.95	9295.16	EUR	Yes	11618.95	9295.16
DTB	BTP	Euro-BTP Italian Government Bond	FBTP	5500	N/A	5500	4400	EUR	No	5500	4400
DTB	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2412.50	N/A	2412.50	1930	EUR	No	2412.50	1930
DTB	DJUBS	Dow Jones-UBS Commodity Index	FCCO	587.50	N/A	587.50	470	USD	No	587.50	470
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDAX	13544.83	10835.87	27089.67	21671.73	EUR	Yes	27089.67	21671.73
DTB	DDAX	DivDAX Price Index	FDIV	7482.65	N/A	7482.65	5986.12	EUR	Yes²	7482.65	5986.12
DTB	DDXDIVPT	DivDAX Dividend Points Index	FDVD	647.364	N/A	647.364	647.362	EUR	No	3112.33	1244.93
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDXM	2708.97	2167.17	5417.93	4334.35	EUR	No	5417.93	4334.35
DTB	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	4662.31	N/A	4662.31	3729.84	EUR	Yes²	4662.31	3729.84
DTB	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	2196.38	N/A	2196.38	1757.10	EUR	Yes²	2196.38	1757.10
DTB	SX7E	Dow Jones Euro STOXX Banks Index	FESB	446.139	N/A	446.139	356.911	EUR	Yes	446.139	356.911
DTB	SX4E	Dow Jones Euro STOXX Chemicals	FESC	4848.25	N/A	4848.25	3878.60	EUR	Yes²	4848.25	3878.60
DTB	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	1603.60	N/A	1603.60	1282.88	EUR	Yes²	1603.60	1282.88
DTB	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	2021.66	N/A	2021.66	1617.33	EUR	Yes²	2021.66	1617.33
DTB	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	3806.22	N/A	3806.22	3044.97	EUR	Yes²	3806.22	3044.97
DTB	SXDE	Dow Jones Euro STOXX Healthcare	FESH	3562.87	N/A	3562.87	2850.30	EUR	Yes²	3562.87	2850.30
DTB	ESI	Dow Jones Euro STOXX Insurance	FESI	1291.62	N/A	1291.62	1033.29	EUR	Yes²	1291.62	1033.29
DTB	ESM	Dow Jones Euro STOXX Media Index	FESM	1073.23	N/A	1073.23	858.583	EUR	Yes²	1073.23	858.583
DTB	SXOE	Dow Jones Euro STOXX Construction	FESN	1953.03	N/A	1953.03	1562.42	EUR	Yes²	1953.03	1562.42
DTB	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	2701.79	N/A	2701.79	2161.43	EUR	Yes²	2701.79	2161.43
DTB	SXRE	Dow Jones Euro STOXX Retail	FESR	2439.72	N/A	2439.72	1951.78	EUR	Yes²	2439.72	1951.78
DTB	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	954.674	N/A	954.674	763.74	EUR	Yes²	954.674	763.74
DTB	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1372.73	N/A	1372.73	1098.19	EUR	Yes²	1372.73	1098.19
DTB	ESU	Dow Jones Euro STOXX Utilities Index	FESU	1435.13	N/A	1435.13	1148.11	EUR	Yes	1435.13	1148.11
DTB	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	886.038	N/A	886.038	708.83	EUR	Yes²	886.038	708.83
DTB	ESTX50	Dow Jones Euro STOXX50	FESX	1555.56	1244.45	3111.12	2488.89	EUR	Yes	3111.12	2488.89
DTB	SX8E	Dow Jones Euro STOXX Technology	FESY	2289.97	N/A	2289.97	1831.98	EUR	Yes²	2289.97	1831.98
DTB	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	4205.56	N/A	4205.56	3364.45	EUR	Yes²	4205.56	3364.45
DTB	EU3	Three Month EURIBOR	FEU3	625	N/A	625	500	EUR	Yes	625	500
DTB	DESX5	Dow Jones EURO STOXX 50 Index-Dividenden	FEXD	3035	N/A	3035	2428	EUR	Yes	3035	2428
DTB	OMXH25	OMX Helsinki 25 Index	FFOX	3883.20	N/A	3883.20	3106.56	EUR	Yes²	3883.20	3106.56
DTB	GBL	Euro Bund (10 Year Bond)	FGBL	1443.75	1155	2887.50	2310	EUR	Yes	2887.50	2310
DTB	GBM	Euro Bobl (5 Year Bond)	FGBM	681.25	545	1362.50	1090	EUR	Yes	1362.50	1090
DTB	GBS	Euro Schatz (2 Year Bond)	FGBS	250	200	500	400	EUR	Yes	500	400
DTB	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	4162.50	3330	8325	6660	EUR	No	8325	6660
DTB	DJESL	Euro Stoxx Large	FLCE	1722.16	N/A	1722.16	1377.73	EUR	No	1722.16	1377.73
DTB	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	1759.60	N/A	1759.60	1407.68	EUR	No	1759.60	1407.68
DTB	DJESM	Euro Stoxx Mid	FMCE	2015.42	N/A	2015.42	1612.34	EUR	No	2015.42	1612.34
DTB	DJ200	Dow Jones STOXX MID 200 Index	FMCP	2158.94	N/A	2158.94	1727.15	EUR	Yes²	2158.94	1727.15
DTB	FME	FRESENIUS MEDICAL CARE AG &	FMEH	1307.60	N/A	1307.60	1046.08	EUR	No	1307.60	1046.08
DTB	M7EU	MSCI Europe Net Return EUR Index	FMEU	1452.50	N/A	1452.50	1162	EUR	No	1452.50	1162
DTB	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5623.62	N/A	5623.62	4498.90	USD	No	5623.62	4498.90
DTB	MXRU	MSCI Russia Index	FMRU	591.25	N/A	591.25	473	USD	No	591.25	473
DTB	MBWO	MSCI World Net EUR Index 1	FMWN	1522.49	N/A	1522.49	1217.99	EUR	No	1522.49	1217.99
DTB	M1WO	MSCI World NETR USD Index	FMWO	7732.50	N/A	7732.50	3093	USD	No	7732.50	3093
DTB	OAT	Euro-OAT French Government Bond	FOAT	1375	1100	2750	2200	EUR	No	2750	2200
DTB	FRA	FRAPORT AG FRANKFURT AIRPORT	FRAG	1339.48	N/A	1339.48	1071.58	EUR	No	1339.48	1071.58
DTB	RDXUSD	Russian Depositary (USD)	FRDX	1371.68	N/A	1371.68	1097.34	USD	No	1371.68	1097.34
DTB	DJESS	Euro Stoxx Small	FSCE	1185.54	N/A	1185.54	948.435	EUR	No	1185.54	948.435
DTB	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	1335.30	N/A	1335.30	1068.24	EUR	No	1335.30	1068.24
DTB	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	2296.21	N/A	2296.21	1836.97	EUR	Yes²	2296.21	1836.97
DTB	SX7P	Dow Jones STOXX 600 Banks	FSTB	667.648	N/A	667.648	534.119	EUR	Yes	667.648	534.118
DTB	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	4243.00	N/A	4243.00	3394.40	EUR	Yes²	4243.00	3394.40
DTB	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	1584.88	N/A	1584.88	1267.91	EUR	Yes	1584.88	1267.91
DTB	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	2177.66	N/A	2177.66	1742.12	EUR	Yes²	2177.66	1742.12
DTB	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	2396.05	N/A	2396.05	1916.84	EUR	Yes²	2396.05	1916.84
DTB	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	3631.51	N/A	3631.51	2905.21	EUR	Yes²	3631.51	2905.21
DTB	SXIP	Dow Jones STOXX 600 Insurance	FSTI	1366.49	N/A	1366.49	1093.20	EUR	Yes²	1366.49	1093.20
DTB	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	817.401	N/A	817.401	653.921	EUR	No	817.401	653.921
DTB	SXMP	Dow Jones STOXX 600 Media	FSTM	1335.30	N/A	1335.30	1068.24	EUR	Yes²	1335.30	1068.24
DTB	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	2009.18	N/A	2009.18	1607.35	EUR	Yes²	2009.18	1607.35
DTB	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	3294.56	N/A	3294.56	2635.65	EUR	Yes²	3294.56	2635.65
DTB	SXRP	Dow Jones STOXX 600 Retail	FSTR	1472.57	N/A	1472.57	1178.06	EUR	Yes²	1472.57	1178.06
DTB	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	2152.70	N/A	2152.70	1722.16	EUR	Yes	2152.70	1722.16
DTB	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	1148.11	N/A	1148.11	918.484	EUR	Yes²	1148.11	918.484
DTB	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1472.57	N/A	1472.57	1178.06	EUR	Yes	1472.57	1178.06
DTB	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	1110.67	N/A	1110.67	888.534	EUR	Yes²	1110.67	888.534
DTB	STX	Dow Jones STOXX50	FSTX	2870.26	N/A	2870.26	2296.21	EUR	Yes²	2870.26	2296.21
DTB	SX8P	Dow Jones STOXX 600 Technology	FSTY	2090.30	N/A	2090.30	1672.24	EUR	Yes²	2090.30	1672.24
DTB	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	3756.30	N/A	3756.30	3005.04	EUR	Yes²	3756.30	3005.04
DTB	FT25	Tel Aviv 35 Index	FT25	4879.27	N/A	4879.27	3903.42	USD	No	4879.27	3903.42
DTB	TDX	TECDAX	FTDX	2484.65	N/A	2484.65	1987.72	EUR	Yes²	2484.65	1987.72
DTB	ORA	ORANGE	FTEF	254.809	N/A	254.809	203.847	EUR	No	254.809	203.847
DTB	V2TX	VSTOXX Volatility Index	FVS	902.50	N/A	902.50	722	EUR	Yes	2755	2204
DTB	4GLD	XETRA-GOLD	FXGL	37213.43	N/A	37213.43	37212.86	EUR	No	46516.07	37212.86
DTB	DJES	Dow Jones Euro STOXX Price Index	FXXE	1709.68	N/A	1709.68	1367.74	EUR	No	1709.68	1367.74
DTB	DJ600	Dow Jones STOXX 600 Index	FXXP	1759.60	N/A	1759.60	1407.68	EUR	No	1759.60	1407.68
DTB	GALP	GALP ENERGIA SGPS SA	GALF	272.808	N/A	272.808	218.247	EUR	No	272.808	218.247
DTB	SGO	COMPAGNIE DE SAINT-GOBAIN	GOBG	603.46	N/A	603.46	482.768	EUR	No	603.46	482.768
DTB	ENGI	ENGIE	GZFG	250.027	N/A	250.027	200.022	EUR	No	250.027	200.022
DTB	HEI1	HEIDELBERGCEMENT AG	HEFG	1216.48	N/A	1216.48	973.185	EUR	No	1216.48	973.185
DTB	HEN3	HENKEL AG & CO KGAA VORZUG	HENG	1682.97	N/A	1682.97	1346.38	EUR	No	1682.97	1346.38
DTB	HEN	HENKEL AG & CO KGAA	HESF	1561.85	N/A	1561.85	1249.48	EUR	No	1561.85	1249.48
DTB	ISP	INTESA SANPAOLO	IESI	403.969	N/A	403.969	323.175	EUR	No	403.969	323.175
DTB	IFX	INFINEON TECHNOLOGIES AG	IFXG	356.151	N/A	356.151	284.921	EUR	No	356.151	284.921
DTB	INGA	ING GROEP NV	INNG	202.834	N/A	202.834	162.268	EUR	No	202.834	162.268
DTB	ABI	ANHEUSER-BUSCH INBEV SA/NV	ITKG	1333.67	N/A	1333.67	1066.93	EUR	No	1333.67	1066.93
DTB	KCO	KLOECKNER & CO SE	KCOH	128.717	N/A	128.717	102.973	EUR	No	128.717	102.973
DTB	LHA	DEUTSCHE LUFTHANSA-REG	LHAF	428.056	N/A	428.056	342.445	EUR	No	428.056	342.445
DTB	LIN	-	LING	5659.89	N/A	5659.89	4527.92	EUR	No	5659.89	4527.92
DTB	OR	L'OREAL	LORF	4291.81	N/A	4291.81	3433.45	EUR	No	4291.81	3433.45
DTB	LXS	LANXESS AG	LXSF	934.111	N/A	934.111	747.289	EUR	No	934.111	747.289
DTB	MAN	MAN SE	MANG	1513.10	N/A	1513.10	1210.48	EUR	No	1513.10	1210.48
DTB	MUV2	MUENCHENER RUECKVER AG-REG	MU2G	3924.31	N/A	3924.31	3139.45	EUR	No	3924.31	3139.45
DTB	NDA1	AURUBIS AG	NDAF	894.174	N/A	894.174	715.339	EUR	No	894.174	715.339
DTB	RI	PERNOD-RICARD SA	PERH	2912.77	N/A	2912.77	2330.21	EUR	No	2912.77	2330.21
DTB	PHIA	KONINKLIJKE PHILIPS NV	PH1F	666.459	N/A	666.459	533.167	EUR	No	666.459	533.167
DTB	PAH3	PORSCHE AUTOMOBIL HLDG-PRF	PORK	1055.98	N/A	1055.98	844.787	EUR	No	1055.98	844.787
DTB	PSM	PROSIEBENSAT.1 MEDIA SE	PSMG	282.183	N/A	282.183	225.747	EUR	No	282.183	225.747
DTB	RDSA	ROYAL DUTCH SHELL PLC-A SHS	R6CF	518.055	N/A	518.055	414.444	EUR	No	518.055	414.444
DTB	RHM	RHEINMETALL AG	RHMG	1867.10	N/A	1867.10	1493.68	EUR	No	1867.10	1493.68
DTB	RNO	RENAULT SA	RNLF	1105.86	N/A	1105.86	884.686	EUR	No	1105.86	884.686
DTB	RWE	-	RWEG	426.568	N/A	426.568	341.254	EUR	No	426.567	341.254
DTB	SAP	SAP SE	SAPI	1807.47	N/A	1807.47	1445.98	EUR	No	1807.47	1445.98
DTB	SCR	SCOR SE	SCOI	731.614	N/A	731.614	585.291	EUR	No	731.614	585.291
DTB	SDF	K+S AG-REG	SDXH	287.902	N/A	287.902	230.321	EUR	No	287.902	230.322
DTB	GLE	SOCIETE GENERALE SA	SGEI	501.18	N/A	501.18	400.944	EUR	No	501.18	400.944
DTB	SIE	SIEMENS AG-REG	SIEG	1802.97	N/A	1802.97	1442.38	EUR	No	1802.97	1442.38
DTB	SU	SCHNEIDER ELECTRIC SE	SNDH	1301.23	N/A	1301.23	1040.98	EUR	No	1301.23	1040.98
DTB	SAN	SANOFI	SNWF	1458.73	N/A	1458.73	1166.98	EUR	No	1458.73	1166.98
DTB	SZG	SALZGITTER AG	SZGG	530.992	N/A	530.992	424.793	EUR	No	530.992	424.793
DTB	TKA	THYSSEN-KRUPP AG	TKAG	233.34	N/A	233.34	186.672	EUR	No	233.34	186.672
DTB	FP	TOTAL SA	TOTG	960.173	N/A	960.173	768.138	EUR	No	960.173	768.138
DTB	TIT	TELECOM ITALIA SPA	TQIF	98.1375	N/A	98.1375	78.51	EUR	No	98.1375	78.51
DTB	TUI1	TUI AG-DI	TUIF	183.372	N/A	183.372	146.698	EUR	No	183.372	146.698
DTB	UNA	UNILEVER N.V..	UNIH	1160.17	N/A	1160.17	928.136	EUR	No	1160.17	928.136
DTB	VOW	VOLKSWAGEN AG	VOWG	2812.46	N/A	2812.46	2249.97	EUR	No	2812.46	2249.97
DTB	ACA	CREDIT AGRICOLE SA	XCAH	206.284	N/A	206.284	165.027	EUR	No	206.284	165.027

CBOT (ECBOT)

For more information on these margin requirements, please visit the exchange website.

Exchange ECBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ECBOT	AIGCI	Bloomberg Commodity Index	AW	375	N/A	375	300	USD	No	375	300
ECBOT	B1U	30-Year Deliverable Interest Rate Swap Futures	B1U	4500	N/A	4500	3600	USD	No	4500	3600
ECBOT	AC	Ethanol -CME	EH	1750	N/A	1750	1400	USD	No	1750	1400
ECBOT	F1U	5-Year Deliverable Interest Rate Swap Futures	F1U	1033.75	N/A	1033.75	827	USD	No	1033.75	827
ECBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	1625	N/A	1625	1300	USD	Yes	1625	1300
ECBOT	LIT	2-Year Eris Swap Futures	LIT	750	N/A	750	600	USD	No	750	600
ECBOT	LIW	5-Year Eris Swap Futures	LIW	1125	N/A	1125	900	USD	No	1125	900
ECBOT	N1U	10-Year Deliverable Interest Rate Swap Futures	N1U	1875	N/A	1875	1500	USD	No	1875	1500
ECBOT	DJUSRE	Dow Jones US Real Estate Index	RX	1707.50	N/A	1707.50	1366	USD	No	1707.50	1366
ECBOT	T1U	2-Year Deliverable Interest Rate Swap Futures	T1U	500	N/A	500	400	USD	No	500	400
ECBOT	TN	Ultra 10-Year US Treasury Note	TN	1028.75	823	2057.50	1646	USD	No	2057.50	1646
ECBOT	UB	Ultra Treasury Bond	UB	2281.25	1825	4562.50	3650	USD	Yes	4562.50	3650
ECBOT	YC	Mini Sized Corn Futures	XC	175	N/A	175	140	USD	No	175	140
ECBOT	YK	Mini Sized Soybean Futures	XK	437.50	N/A	437.50	350	USD	No	437.50	350
ECBOT	YW	Mini Sized Wheat Futures	XW	312.50	N/A	312.50	250	USD	No	312.50	250
ECBOT	YM	Mini Sized Dow Jones Industrial Average $5	YM	3937.83	3150.26	7875.65	6300.52	USD	Yes	7875.65	6300.52
ECBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	687.50	550	1375	1100	USD	No	1375	1100
ECBOT	ZB	30 Year US Treasury Bond	ZB	1606.875	1285.50	3213.75	2571	USD	Yes	3213.75	2571
ECBOT	ZC	Corn Futures	ZC	875	N/A	875	700	USD	Yes	875	700
ECBOT	ZF	5 Year US Treasury Note	ZF	488.125	390.50	976.25	781	USD	Yes	976.25	781
ECBOT	ZL	Soybean Oil Futures	ZL	937.125	N/A	937.125	749.70	USD	Yes	937.125	749.70
ECBOT	ZM	Soybean Meal Futures	ZM	1500	N/A	1500	1200	USD	Yes	1500	1200
ECBOT	ZN	10 Year US Treasury Note	ZN	777.50	622	1555	1244	USD	Yes	1555	1244
ECBOT	ZO	Oat Futures	ZO	906.25	N/A	906.25	725	USD	Yes	906.25	725
ECBOT	ZQ	30 Day Fed Funds	ZQ	100	80	200	160	USD	Yes²	200	160
ECBOT	ZR	Rough Rice Futures	ZR	1250	N/A	1250	1000	USD	Yes	1250	1000
ECBOT	ZS	Soybean Futures	ZS	2187.50	N/A	2187.50	1750	USD	Yes	2187.50	1750
ECBOT	ZT	2 Year US Treasury Note	ZT	406	324.80	812	649.60	USD	Yes	812	649.60
ECBOT	ZW	Wheat Futures	ZW	1562.50	N/A	1562.50	1250	USD	Yes	1562.50	1250

Euronext NL (FTA)

For more information on these margin requirements, please visit the exchange website.

Exchange FTA	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
FTA	AGN	AEGON NV	AE6	84.9361	N/A	84.9361	67.9489	EUR	No	84.9362	67.949
FTA	AD	KONINKLIJKE AHOLD DELHAIZE N	AH6	423.087	N/A	423.087	338.47	EUR	No	423.087	338.47
FTA	AKZA	AKZO NOBEL N.V.	AK6	1506.73	N/A	1506.73	1205.38	EUR	No	1506.73	1205.38
FTA	ASML	ASML HOLDING NV	AS6	3035.95	N/A	3035.95	2428.76	EUR	No	3035.95	2428.76
FTA	LI	KLEPIERRE	CI6	568.116	N/A	568.116	454.493	EUR	No	568.116	454.493
FTA	DSM	KONINKLIJKE DSM NV	DS6	1812.35	N/A	1812.35	1449.88	EUR	No	1812.35	1449.88
FTA	FED	-	FED	1890	N/A	1890	1512	USD	No	1890	1512
FTA	AMX	AMX INDEX	FMX	6250	N/A	6250	5000	EUR	No	6250	5000
FTA	EOE	AMS EOE Index	FTI	3750	3000	7500	6000	EUR	Yes	7500	6000
FTA	FUR	FUGRO NV-CVA	FU6	184.647	N/A	184.647	147.718	EUR	No	184.647	147.718
FTA	HEIA	HEINEKEN NV	HE6	1706.22	N/A	1706.22	1364.98	EUR	No	1706.22	1364.98
FTA	INGA	ING GROEP NV	IN6	203.787	N/A	203.787	163.03	EUR	No	203.787	163.03
FTA	KPN	KONINKLIJKE KPN NV	KP6	55.16875	N/A	55.16875	44.135	EUR	No	55.16875	44.135
FTA	EOE	AMS EOE Index	MFA	375	300	750	600	EUR	No	750	600
FTA	MT	ARCELORMITTAL	MT6	362.169	N/A	362.169	289.736	EUR	No	362.169	289.736
FTA	PHIA	KONINKLIJKE PHILIPS NV	PH6	666.459	N/A	666.459	533.167	EUR	No	666.459	533.167
FTA	PNL	POSTNL NV	PN6	55.16875	N/A	55.16875	44.135	EUR	No	55.16875	44.135
FTA	RAND	RANDSTAD N.V.	RA6	867.737	N/A	867.737	694.189	EUR	No	867.737	694.189
FTA	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD6	518.055	N/A	518.055	414.444	EUR	No	518.055	414.444
FTA	REN	RELX PLC	RE6	456.468	N/A	456.468	365.174	EUR	No	456.468	365.174
FTA	SBMO	SBM OFFSHORE NV	SB6	324.557	N/A	324.557	259.646	EUR	No	324.557	259.646
FTA	URW	UNIBAIL-RODAMCO-WESTFIELD	UB6	2728.08	N/A	2728.08	2182.47	EUR	No	2728.08	2182.47
FTA	UNA	UNILEVER N.V..	UN6	1160.17	N/A	1160.17	928.136	EUR	No	1160.17	928.136
FTA	WKL	WOLTERS KLUWER	WK6	1092.73	N/A	1092.73	874.187	EUR	No	1092.73	874.187

CME (GLOBEX)

For more information on these margin requirements, please visit the exchange website.

Exchange GLOBEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
GLOBEX	AUD	Australian dollar	6A	2658.75	N/A	2658.75	2127	USD	Yes	2658.75	2127
GLOBEX	GBP	British pound	6B	7427.58	N/A	7427.58	5942.06	USD	Yes	7427.58	5942.06
GLOBEX	CAD	Canadian dollar	6C	2621.75	N/A	2621.75	2097.40	USD	Yes	2621.75	2097.40
GLOBEX	EUR	European Monetary Union Euro	6E	6942.34	N/A	6942.34	5553.875	USD	Yes	6942.34	5553.875
GLOBEX	JPY	Japanese yen	6J	3953.125	N/A	3953.125	3162.50	USD	Yes	3953.125	3162.50
GLOBEX	BRE	Brazilian Real in US Dollars	6L	1500	N/A	1500	1200	USD	Yes²	1500	1200
GLOBEX	MXP	Mexican Peso	6M	1700	N/A	1700	1000	USD	Yes	1700	1000
GLOBEX	NZD	New Zealand dollar	6N	3018.75	N/A	3018.75	2415	USD	Yes²	3018.75	2415
GLOBEX	RUR	Russian Ruble in US Dollars	6R	2826.25	N/A	2826.25	2261	USD	Yes²	2826.25	2261
GLOBEX	CHF	Swiss franc	6S	5983.125	N/A	5983.125	4786.50	USD	Yes	5983.125	4786.50
GLOBEX	ZAR	South African Rand	6Z	2000	N/A	2000	1600	USD	No	2000	1600
GLOBEX	ACD	Australian dollar	ACD	6500	N/A	6500	5200	CAD	No	6500	5200
GLOBEX	AJY	Australian dollar	AJY	1000000	N/A	1000000	800000	JPY	No	1000000	800000
GLOBEX	BQX	CME E-Mini NASDAQ Biotechnology	BIO	23125	N/A	23125	18500	USD	No	23125	18500
GLOBEX	BOS	Boston Housing Index	BOS	3125	N/A	3125	2500	USD	No	3125	2500
GLOBEX	CB	CME Cash-Settled Butter Futures	CB	562.50	N/A	562.50	450	USD	No	562.50	450
GLOBEX	CHI	Chicago Housing Index	CHI	3750	N/A	3750	1500	USD	No	3750	1500
GLOBEX	CLP	Chilean peso	CHP	9490	N/A	9490	7592	USD	No	9490	7592
GLOBEX	CJY	Canadian dollar	CJY	900000	N/A	900000	720000	JPY	No	900000	720000
GLOBEX	CNH	United States dollar	CNH	101670	N/A	101670	81336	CNH	No	101670	81336
GLOBEX	CSC	Cheese	CSC	500	N/A	500	400	USD	No	500	400
GLOBEX	CUS	Housing Index Composite	CUS	5000	N/A	5000	2000	USD	No	5000	2000
GLOBEX	CZK	Czech koruna	CZK	13851.25	N/A	13851.25	11081	USD	Yes²	13851.25	11081
GLOBEX	DA	MILK CLASS III INDEX	DC	434.6875	N/A	434.6875	347.75	USD	Yes	434.6875	347.75
GLOBEX	DEN	Denver Housing Index	DEN	1875	N/A	1875	1500	USD	No	1875	1500
GLOBEX	DY	CME DRY WHEY INDEX	DY	687.50	N/A	687.50	550	USD	No	687.50	550
GLOBEX	E7	European Monetary Union Euro	E7	3471.17	N/A	3471.17	2776.94	USD	No	3471.17	2776.94
GLOBEX	EAD	European Monetary Union Euro	EAD	9576	N/A	9576	7200	AUD	No	9576	7200
GLOBEX	ECD	European Monetary Union Euro	ECD	9036.25	N/A	9036.25	7229	CAD	No	9036.25	7229
GLOBEX	ECK	Czech koruna	ECK	12993.75	N/A	12993.75	10395	EUR	No	12993.75	10395
GLOBEX	EHF	Hungarian forint	EHF	4721.25	N/A	4721.25	3777	EUR	Yes²	4721.25	3777
GLOBEX	EMD	E-mini S&P Midcap 400 Futures	EMD	11581.25	N/A	11581.25	9265	USD	Yes²	11581.25	9265
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	ENY	152600	N/A	152600	122080	JPY	No	152600	122080
GLOBEX	EPZ	Polish zloty	EPZ	5617.50	N/A	5617.50	4494	EUR	Yes²	5617.50	4494
GLOBEX	ES	E-mini S&P 500	ES	4228.625	3382.90	8457.25	6765.80	USD	Yes	8457.25	6765.80
GLOBEX	GSCI	S&P-GSCI Index	GD	6250	N/A	6250	5000	USD	No	6250	5000
GLOBEX	GDK	Class IV Milk - 200k lbs	GDK	515.625	N/A	515.625	412.50	USD	No	515.625	412.50
GLOBEX	GE	GLOBEX Euro-Dollar	GE	225	180	450	360	USD	Yes	450	360
GLOBEX	GF	Feeder Cattle	GF	3500	N/A	3500	2800	USD	Yes	3500	2800
GLOBEX	EM	1 Month LIBOR (Int. Rate)	GLB	437.50	N/A	437.50	350	USD	No	437.50	350
GLOBEX	NF	NON FAT DRY MILK INDEX	GNF	1312.50	N/A	1312.50	1050	USD	No	1312.50	1050
GLOBEX	HE	Lean Hogs	HE	2258.75	N/A	2258.75	1807	USD	Yes	2258.75	1807
GLOBEX	HUF	Hungarian forint	HUF	8000	N/A	8000	6400	USD	Yes²	8000	6400
GLOBEX	IBAA	Bovespa Index - USD	IBV	42575	N/A	42575	34060	USD	No	42575	34060
GLOBEX	ILS	Israeli Shekel in US Dollar	ILS	25942.50	N/A	25942.50	20754	USD	Yes²	25942.50	20754
GLOBEX	J7	Japanese yen	J7	1976.56	N/A	1976.56	1581.25	USD	No	1976.56	1581.25
GLOBEX	KRW	Korean Won	KRW	23437.50	N/A	23437.50	18750	USD	Yes²	15156.25	12125
GLOBEX	LAV	Las Vegas Housing Index	LAV	7500	N/A	7500	3000	USD	No	7500	3000
GLOBEX	LAX	Los Angeles Housing Index	LAX	2500	N/A	2500	2000	USD	No	2500	2000
GLOBEX	LB	Random Length Lumber	LBS	3575.56	N/A	3575.56	2860.45	USD	Yes	3575.56	2860.45
GLOBEX	LE	Live Cattle	LE	1875	N/A	1875	1500	USD	Yes	1875	1500
GLOBEX	M6A	Australian dollar	M6A	265.875	N/A	265.875	212.70	USD	No	265.875	212.70
GLOBEX	M6B	British pound	M6B	742.758	N/A	742.758	594.206	USD	No	742.758	594.206
GLOBEX	M6E	European Monetary Union Euro	M6E	694.234	N/A	694.234	555.388	USD	No	694.234	555.388
GLOBEX	MCD	Canadian dollar	MCD	262.175	N/A	262.175	209.74	USD	No	262.175	209.74
GLOBEX	MIA	Miami Housing Index	MIA	3750	N/A	3750	3000	USD	No	3750	3000
GLOBEX	MIR	Indian Rupee	MIR	1751.75	N/A	1751.75	1401.40	USD	No	1751.75	1401.40
GLOBEX	MJY	Japanese yen	MJY	395.3125	N/A	395.3125	316.25	USD	No	395.3125	316.25
GLOBEX	MNH	United States dollar	MNH	10167	N/A	10167	8133.60	CNH	No	10167	8133.60
GLOBEX	MSF	Swiss franc	MSF	598.312	N/A	598.312	478.65	USD	No	598.312	478.65
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	NIY	763000	N/A	763000	610400	JPY	No	763000	610400
GLOBEX	NKD	Dollar Denominated Nikkei 225 Index	NKD	3808.125	3046.50	7616.25	6093	USD	No	7616.25	6093
GLOBEX	NOK	Norwegian krone	NOK	13250	N/A	13250	10600	USD	No	13250	10600
GLOBEX	NQ	E-mini NASDAQ 100 Futures	NQ	5864.56	4691.65	11729.12	9383.30	USD	Yes	11729.12	9383.30
GLOBEX	NYM	New York Housing Index	NYM	3562.50	N/A	3562.50	1600	USD	No	3562.50	1600
GLOBEX	PJY	British pound	PJY	1756172.50	N/A	1756172.50	1404938	JPY	No	1756172.50	1404938
GLOBEX	PLN	Polish zloty	PLN	8000	N/A	8000	6400	USD	Yes²	8000	6400
GLOBEX	PSF	British pound	PSF	14337.50	N/A	14337.50	11470	CHF	No	14337.50	11470
GLOBEX	RF	European Monetary Union Euro	RF	6300	N/A	6300	5000	CHF	No	6300	5000
GLOBEX	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	22185	N/A	22185	17748	USD	Yes²	22185	17748
GLOBEX	RME	CME Chinese Renminbi in Euro Cross Rate	RME	21038.75	N/A	21038.75	16831	EUR	Yes²	21038.75	16831
GLOBEX	RP	European Monetary Union Euro	RP	9070	N/A	9070	7256	GBP	No	9070	7256
GLOBEX	RS1	E-mini Russell 1000 Index Futures	RS1	9000	N/A	9000	7200	USD	No	9000	7200
GLOBEX	RSG	E-mini Russell 1000 Growth Index Futures	RSG	9000	N/A	9000	7200	USD	No	9000	7200
GLOBEX	RSV	E-Mini Russell 1000 Value Index Futures	RSV	6000	N/A	6000	4800	USD	No	6000	4800
GLOBEX	RTY	E-Mini Russell 2000 Index	RTY	2457.00	1965.60	4914.00	3931.20	USD	Yes	4914.00	3931.20
GLOBEX	RY	European Monetary Union Euro	RY	739718.75	N/A	739718.75	591775	JPY	Yes²	739718.75	591775
GLOBEX	SDG	San Diego Housing Index	SDG	3750	N/A	3750	3000	USD	No	3750	3000
GLOBEX	SEK	Swedish krona	SEK	14500	N/A	14500	11600	USD	No	14500	11600
GLOBEX	SFR	San Francisco Housing Index	SFR	7500	N/A	7500	3000	USD	No	7500	3000
GLOBEX	SGX	S&P 500 / Citigroup Growth Index	SG	46875	N/A	46875	37500	USD	No	46875	37500
GLOBEX	SIR	Indian Rupee	SIR	8758.75	N/A	8758.75	7007	USD	No	8758.75	7007
GLOBEX	SJY	Swiss franc	SJY	1968281.25	N/A	1968281.25	1574625	JPY	No	1968281.25	1574625
GLOBEX	SMC	E-Mini S&P SmallCap 600 Futures	SMC	11250	N/A	11250	9000	USD	No	11250	9000
GLOBEX	SONIA	Sterling Overnight Index Average	SON	937.50	N/A	937.50	750	GBP	No	937.50	750
GLOBEX	SPX	S&P 500 Stock Index	SP	21143.125	16914.50	42286.25	33829	USD	Yes	42286.25	33829
GLOBEX	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	462.50	N/A	462.50	370	USD	No	462.50	370
GLOBEX	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	600	N/A	600	480	USD	No	600	480
GLOBEX	SVX	S&P 500 / Citigroup Value Index	SU	31250	N/A	31250	25000	USD	No	31250	25000
GLOBEX	WDC	Washington DC Housing Index	WDC	2500	N/A	2500	2000	USD	No	2500	2000
GLOBEX	IXB	Materials Select Sector Index	XAB	6375	N/A	6375	5100	USD	No	6375	5100
GLOBEX	IXE	Energy Select Sector Index	XAE	4876.25	N/A	4876.25	3901	USD	No	4876.25	3901
GLOBEX	IXM	Financial Select Sector Index	XAF	4928.75	N/A	4928.75	3943	USD	No	4928.75	3943
GLOBEX	IXI	Industrial Select Sector Index	XAI	8125	N/A	8125	6500	USD	No	8125	6500
GLOBEX	IXT	Technology Select Sector Index -	XAK	5762.50	N/A	5762.50	4610	USD	No	5762.50	4610
GLOBEX	IXR	Consumer Staples Select Sector Index	XAP	3371.25	N/A	3371.25	2697	USD	No	3371.25	2697
GLOBEX	IXRE	Real Estate Select Sector Index	XAR	6000	N/A	6000	4800	USD	No	6000	4800
GLOBEX	IXU	Utilities Select Sector Index	XAU	3501.25	N/A	3501.25	2801	USD	No	3501.25	2801
GLOBEX	IXV	Health Care Select Sector Index	XAV	5635	N/A	5635	4508	USD	No	5635	4508
GLOBEX	IXY	Consumer Discretionary Select Sector Index	XAY	7508.75	N/A	7508.75	6007	USD	No	7508.75	6007

Hong Kong Futures Exchange (HKFE)

For more information on these margin requirements, please visit the exchange website.

Exchange	Underlying	Product description	Trading Class	Intraday Initial¹^,5	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	2823	ISHARES FTSE A50 CHINA INDEX	A50	8740.81	6992.65	17481.61	13985.29	HKD	No	17481.62	13985.29
HKFE	2018	AAC TECHNOLOGIES HOLDINGS IN	AAC	11882.62	N/A	11882.62	9506.10	HKD	No	11316.78	9053.43
HKFE	1288	AGRICULTURAL BANK OF CHINA-H	ABC	9278.51	N/A	9278.51	7422.81	HKD	No	9278.51	7422.81
HKFE	914	ANHUI CONCH CEMENT CO LTD-H	ACC	5552.10	N/A	5552.10	4441.68	HKD	No	5552.10	4441.68
HKFE	1299	AIA GROUP LTD	AIA	19694.95	N/A	19694.95	15755.96	HKD	No	19694.95	15755.96
HKFE	2600	ALUMINUM CORP OF CHINA LTD-H	ALC	1545.59	N/A	1545.59	1236.47	HKD	No	1545.59	1236.47
HKFE	3188	CHINAAMC CSI 300 IDX ETF-HKD	AMC	22058.35	N/A	22058.35	17646.68	HKD	No	22058.35	17646.68
HKFE	3988	BANK OF CHINA LTD - H	BCL	915.346	N/A	915.346	732.277	HKD	No	915.346	732.277
HKFE	3328	BANK OF COMMUNICATIONS CO-H	BCM	1645.62	N/A	1645.62	1316.50	HKD	No	1645.62	1316.50
HKFE	23	BANK OF EAST ASIA LTD	BEA	1292.99	N/A	1292.99	1034.39	HKD	No	1292.99	1034.39
HKFE	2388	BOC HONG KONG HOLDINGS LTD	BOC	4051.53	N/A	4051.53	3241.23	HKD	No	4051.53	3241.23
HKFE	IBOV	Brazil Bovespa Stock Index	BOV	97076.70	N/A	97076.70	77661.36	HKD	No	97076.70	77661.36
HKFE	939	CHINA CONSTRUCTION BANK-H	CCB	1743.16	N/A	1743.16	1394.53	HKD	No	1743.16	1394.53
HKFE	1800	CHINA COMMUNICATIONS CONST-H	CCC	2103.30	N/A	2103.30	1682.64	HKD	No	2103.29	1682.64
HKFE	1898	CHINA COAL ENERGY CO - H	CCE	850.322	N/A	850.322	680.258	HKD	No	850.321	680.257
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDA	2788.55	N/A	2788.55	2230.84	HKD	No	2788.56	2230.84
HKFE	1816	CGN POWER CO LTD-H	CGN	5327.03	N/A	5327.03	4261.62	HKD	No	5327.01	4261.61
HKFE	CES120	CES China 120 Index	CHH	45705	N/A	45705	36564	HKD	No	45705	36564
HKFE	2883	CHINA OILFIELD SERVICES-H	CHO	19832.51	N/A	19832.51	15866.01	HKD	No	19832.50	15866
HKFE	941	CHINA MOBILE LTD	CHT	10691.55	N/A	10691.55	8553.24	HKD	No	10691.55	8553.24
HKFE	762	CHINA UNICOM HONG KONG LTD	CHU	4976.89	N/A	4976.89	3981.51	HKD	No	4976.88	3981.51
HKFE	267	CITIC LTD	CIT	2936.11	N/A	2936.11	2348.89	HKD	No	2936.11	2348.89
HKFE	1	CK HUTCHISON HOLDINGS LTD	CKH	10041.30	N/A	10041.30	8033.04	HKD	No	10041.30	8033.04
HKFE	2628	CHINA LIFE INSURANCE CO-H	CLI	5289.50	N/A	5289.50	4231.60	HKD	No	5289.50	4231.60
HKFE	2	CLP HOLDINGS LTD	CLP	11391.81	N/A	11391.81	9113.45	HKD	No	11391.81	9113.45
HKFE	3968	CHINA MERCHANTS BANK - H	CMB	4514.21	N/A	4514.21	3611.37	HKD	No	4514.21	3611.37
HKFE	883	CNOOC LTD	CNC	3441.30	N/A	3441.30	2753.04	HKD	No	3441.30	2753.04
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COG	13930.27	N/A	13930.27	11144.22	HKD	No	13930.27	11144.22
HKFE	688	CHINA OVERSEAS LAND & INVEST	COL	14105.34	N/A	14105.34	11284.27	HKD	No	14105.34	11284.27
HKFE	293	CATHAY PACIFIC AIRWAYS	CPA	3401.29	N/A	3401.29	2721.03	HKD	No	3401.29	2721.03
HKFE	386	CHINA PETROLEUM & CHEMICAL-H	CPC	3296.25	N/A	3296.25	2637.00	HKD	No	3296.25	2637.00
HKFE	2601	CHINA PACIFIC INSURANCE GR-H	CPI	7352.78	N/A	7352.78	5882.23	HKD	No	7352.78	5882.23
HKFE	1766	CRRC CORP LTD - H	CRR	19982.56	N/A	19982.56	15986.05	HKD	No	19982.56	15986.05
HKFE	2822	CSOP FTSE CHINA A50 ETF-HKD	CSA	17581.66	N/A	17581.66	14065.33	HKD	No	17581.66	14065.33
HKFE	1088	CHINA SHENHUA ENERGY CO - H	CSE	2385.90	N/A	2385.90	1908.72	HKD	No	2385.90	1908.72
HKFE	998	CHINA CITIC BANK CORP LTD-H	CTB	26309.95	N/A	26309.95	21047.96	HKD	No	26309.95	21047.96
HKFE	728	CHINA TELECOM CORP LTD-H	CTC	2140.81	N/A	2140.81	1712.65	HKD	No	2140.81	1712.65
HKFE	6030	CITIC SECURITIES CO LTD-H	CTS	4481.70	N/A	4481.70	3585.36	HKD	No	4481.70	3585.36
HKFE	CNH	United States dollar	CUS	120755.15	N/A	120755.15	96604.12	CNH	Yes	120755.15	96604.12
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	10682.50	N/A	10682.50	4273	HKD	No	10682.50	4273
HKFE	HSIDPI	HSI Dividend Point Index	DHS	25375	N/A	25375	10150	HKD	No	25375	10150
HKFE	3333	CHINA EVERGRANDE GROUP	EVG	12404.69	N/A	12404.69	9923.76	HKD	No	12404.69	9923.76
HKFE	656	FOSUN INTERNATIONAL LTD	FOS	30361.49	N/A	30361.49	24289.19	HKD	No	30361.50	24289.20
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAC	9223.49	N/A	9223.49	7378.80	HKD	No	9223.49	7378.79
HKFE	175	GEELY AUTOMOBILE HOLDINGS LT	GAH	17106.48	N/A	17106.48	13685.18	HKD	No	17106.47	13685.18
HKFE	GDR	CNH Gold Futures	GDR	29472.80	N/A	29472.80	23578.24	CNH	No	29472.80	23578.24
HKFE	GDU	USD Gold Futures	GDU	4282.60	N/A	4282.60	3426.08	USD	No	4282.60	3426.08
HKFE	27	GALAXY ENTERTAINMENT GROUP L	GLX	12892.38	N/A	12892.38	10313.90	HKD	No	12892.38	10313.90
HKFE	2333	GREAT WALL MOTOR COMPANY-H	GWM	13480.10	N/A	13480.10	10784.08	HKD	No	13480.10	10784.08
HKFE	6837	HAITONG SECURITIES CO LTD-H	HAI	25609.69	N/A	25609.69	20487.75	HKD	No	25609.70	20487.76
HKFE	6	POWER ASSETS HOLDINGS LTD	HEH	6846.34	N/A	6846.34	5477.07	HKD	No	6846.34	5477.07
HKFE	388	HONG KONG EXCHANGES & CLEAR	HEX	6812.58	N/A	6812.58	5450.06	HKD	No	6812.58	5450.06
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	41152.50	32922	82305	65844	HKD	Yes	82305	65844
HKFE	5	HSBC HOLDINGS PLC	HKB	6467.45	N/A	6467.45	5173.96	HKD	No	6467.45	5173.96
HKFE	3	HONG KONG & CHINA GAS	HKG	4576.73	N/A	4576.73	3661.39	HKD	No	4576.73	3661.39
HKFE	12	HENDERSON LAND DEVELOPMENT	HLD	11154.22	N/A	11154.22	8923.38	HKD	No	11154.22	8923.38
HKFE	902	HUANENG POWER INTL INC-H	HNP	2420.92	N/A	2420.92	1936.73	HKD	No	2420.92	1936.73
HKFE	11	HANG SENG BANK LTD	HSB	4761.80	N/A	4761.80	3809.44	HKD	No	4761.80	3809.44
HKFE	HSI	Hang Seng Stock Index	HSI	69877.50	55902	139755	111804	HKD	Yes	139755	111804
HKFE	6886	HUATAI SECURITIES CO LTD-H	HTS	38864.71	N/A	38864.71	31091.77	HKD	No	38864.71	31091.77
HKFE	1398	IND & COMM BK OF CHINA - H	ICB	1493.07	N/A	1493.07	1194.45	HKD	No	1493.07	1194.45
HKFE	3888	KINGSOFT CORP LTD	KSO	4471.69	N/A	4471.69	3577.35	HKD	No	4471.69	3577.35
HKFE	494	LI & FUNG LTD	LIF	675.255	N/A	675.255	540.204	HKD	No	675.255	540.204
HKFE	823	LINK REIT	LNK	21845.77	N/A	21845.77	17476.62	HKD	No	21845.77	17476.62
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	8230.50	6584.40	16461	13168.80	HKD	Yes	16461	13168.80
HKFE	INDEXCF	-	MCX	89854.80	N/A	89854.80	71883.84	HKD	No	89854.80	71883.84
HKFE	3690	MEITUAN DIANPING-CLASS B	MET	6039.79	N/A	6039.79	4831.83	HKD	No	6039.79	4831.83
HKFE	MHI	Mini Hang Seng Index	MHI	13975.50	11180.40	27951	22360.80	HKD	Yes	27951	22360.80
HKFE	1810	XIAOMI CORP-CLASS B	MIU	2911.10	N/A	2911.10	2328.88	HKD	No	2911.10	2328.88
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSB	15105.71	N/A	15105.71	12084.57	HKD	No	15105.73	12084.58
HKFE	66	MTR CORP.	MTR	5964.76	N/A	5964.76	4771.81	HKD	No	5964.76	4771.81
HKFE	1336	NEW CHINA LIFE INSURANCE C-H	NCL	9341.04	N/A	9341.04	7472.83	HKD	No	9341.04	7472.83
HKFE	17	NEW WORLD DEVELOPMENT	NWD	3161.20	N/A	3161.20	2528.96	HKD	No	3161.20	2528.96
HKFE	2318	PING AN INSURANCE GROUP CO-H	PAI	10672.79	N/A	10672.79	8538.23	HKD	No	10672.79	8538.23
HKFE	857	PETROCHINA CO LTD-H	PEC	2560.97	N/A	2560.97	2048.78	HKD	No	2560.97	2048.77
HKFE	2328	PICC PROPERTY & CASUALTY -H	PIC	4546.72	N/A	4546.72	3637.38	HKD	No	4546.72	3637.38
HKFE	TOP40	FTSE/JSE Africa Top40 Index	SAF	98632.80	N/A	98632.80	78906.24	HKD	No	98632.80	78906.24
HKFE	1928	SANDS CHINA LTD	SAN	3716.41	N/A	3716.41	2973.13	HKD	No	3716.41	2973.13
HKFE	16	SUN HUNG KAI PROPERTIES	SHK	32312.23	N/A	32312.23	25849.78	HKD	No	32312.23	25849.78
HKFE	2382	SUNNY OPTICAL TECH	SNO	22871.16	N/A	22871.16	18296.93	HKD	No	22871.16	18296.93
HKFE	1055	CHINA SOUTHERN AIRLINES CO-H	SOA	15655.93	N/A	15655.93	12524.74	HKD	No	15655.93	12524.74
HKFE	1918	SUNAC CHINA HOLDINGS LTD	SUN	17056.46	N/A	17056.46	13645.16	HKD	No	17056.46	13645.17
HKFE	19	SWIRE PACIFIC LTD - CL A	SWA	11548.12	N/A	11548.12	9238.50	HKD	No	11548.12	9238.50
HKFE	700	TENCENT HOLDINGS LTD	TCH	8943.39	N/A	8943.39	7154.71	HKD	No	8943.39	7154.71
HKFE	2800	TRACKER FUND OF HONG KONG	TRF	2925	N/A	2925	2925	HKD	No	96159.00	76927.20
HKFE	788	CHINA TOWER CORP LTD-H	TWR	4626.76	N/A	4626.76	3701.41	HKD	No	4626.75	3701.40
HKFE	VHSI	Hang Seng Volatility Index	VHS	51250	N/A	51250	41000	HKD	No	142890.625	114312.50
HKFE	4	WHARF HOLDINGS LTD	WHL	5702.16	N/A	5702.16	4561.73	HKD	No	5702.16	4561.73
HKFE	1171	YANZHOU COAL MINING CO-H	YZC	3851.46	N/A	3851.46	3081.17	HKD	No	3851.46	3081.17
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJM	1615.61	N/A	1615.61	1292.49	HKD	No	1615.61	1292.49

Intercontinental Exchange (ICEEU)

For more information on these margin requirements, please visit the exchange website.

Exchange ICEEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEU	AD	KONINKLIJKE AHOLD DELHAIZE N	AHL	423.087	N/A	423.087	338.47	EUR	No	423.087	338.47
ICEEU	AKZA	AKZO NOBEL N.V.	AKZ	1506.73	N/A	1506.73	1205.38	EUR	No	1506.73	1205.38
ICEEU	ASML	ASML HOLDING NV	ASL	3035.95	N/A	3035.95	2428.76	EUR	No	3035.95	2428.76
ICEEU	ENI	ENI SPA	ENI	2914.50	N/A	2914.50	2331.60	EUR	No	2914.50	2331.60
ICEEU	ENEL	ENEL SPA	ENL	1028.63	N/A	1028.63	822.90	EUR	No	1028.63	822.90
ICEEU	SG	Short Gilt	G	987.50	N/A	987.50	790	GBP	No	987.50	790
ICEEU	G	ASSICURAZIONI GENERALI	GEN	2964.375	N/A	2964.375	2371.50	EUR	No	2964.375	2371.50
ICEEU	H	Medium Gilt	H	1387.50	N/A	1387.50	1110	GBP	No	1387.50	1110
ICEEU	HEIA	HEINEKEN NV	HEI	1706.22	N/A	1706.22	1364.98	EUR	No	1706.22	1364.98
ICEEU	I	3 Month EURIBOR Interest Rate	I	87.50	70	175	140	EUR	Yes	175	140
ICEEU	INGA	ING GROEP NV	ING	202.834	N/A	202.834	162.268	EUR	No	202.834	162.268
ICEEU	KPN	KONINKLIJKE KPN NV	KPN	55.16875	N/A	55.16875	44.135	EUR	No	55.16875	44.135
ICEEU	L	3 Month Sterling Interest Rate FUT	L	126.5625	101.25	253.125	202.50	GBP	Yes	253.125	202.50
ICEEU	MB	MEDIOBANCA SPA	MB	1665	N/A	1665	1332	EUR	No	1665	1332
ICEEU	MS	MEDIASET SPA	MSI	518.063	N/A	518.063	414.45	EUR	No	518.063	414.45
ICEEU	O	5 Year Euro Swapnote	O	825	N/A	825	660	EUR	No	825	660
ICEEU	P	10 Year Euro Swapnote	P	1850	N/A	1850	1480	EUR	No	1850	1480
ICEEU	PHIA	KONINKLIJKE PHILIPS NV	PHI	666.459	N/A	666.459	533.167	EUR	No	666.459	533.167
ICEEU	R	Long Gilt	R	1187.50	950	2375	1900	GBP	No	2375	1900
ICEEU	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD	518.055	N/A	518.055	414.444	EUR	No	518.055	414.444
ICEEU	REN	RELX PLC	REN	456.468	N/A	456.468	365.174	EUR	No	456.468	365.174
ICEEU	S	Three Month Euro Swiss Franc Interest Rate	S	281.25	N/A	281.25	225	CHF	No	281.25	225
ICEEU	STM	STMICROELECTRONICS NV	STM	2617.50	N/A	2617.50	2094	EUR	No	2617.50	2094
ICEEU	TIT	TELECOM ITALIA SPA	TI	98.1375	N/A	98.1375	78.51	EUR	No	98.1375	78.51
ICEEU	TWS	2 Year Euro Swapnote	TWS	247.50	N/A	247.50	198	EUR	No	247.50	198
ICEEU	UCG	UNICREDIT SPA	UC	2171.25	N/A	2171.25	1737	EUR	No	2171.25	1737
ICEEU	UNA	UNILEVER N.V..	UNA	1160.17	N/A	1160.17	928.136	EUR	No	1160.17	928.136
ICEEU	USO	Five Year $ Swapnote	USO	2700	N/A	2700	2160	USD	No	2700	2160
ICEEU	USP	Ten Year $ Swapnote	USP	6800	N/A	6800	5440	USD	No	6800	5440
ICEEU	USW	Two Year Dollar Swapnote	USW	2570	N/A	2570	2056	USD	No	2570	2056
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	1602.50	N/A	1602.50	641	GBP	No	1602.50	641
ICEEU	Y	FTSE 250 Index	Y2	3216.50	N/A	3216.50	2573.20	GBP	No	3216.50	2573.20
ICEEU	Z	FTSE 100 Index	Z	2717.50	2174	5435	4348	GBP	Yes	5435	4348

ICE Agricultural Products (ICEEUSOFT)

For more information on these margin requirements, please visit the exchange website.

Exchange ICEEUSOFT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEUSOFT	C	Cocoa	C	1300	N/A	1300	1040	GBP	No	1300	1040
ICEEUSOFT	D	Robusta Coffee	RC	950	N/A	950	760	USD	No	950	760
ICEEUSOFT	T	Wheat	T	727.50	N/A	727.50	582	GBP	No	727.50	582
ICEEUSOFT	W	White Sugar	W	1368.75	N/A	1368.75	1095	USD	No	1368.75	1095

ICE Futures US (ICEUS)

For more information on these margin requirements, please visit the exchange website.

Exchange ICEUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEUS	IAU	-	IAU	33175	N/A	33175	26540	USD	No	33175	26540
ICEUS	IEJ	-	IEJ	5921100	N/A	5921100	4386000	JPY	No	5921100	4386000
ICEUS	IEO	-	IEO	41850	N/A	41850	33480	USD	No	41850	33480
ICEUS	IGB	-	IGB	72555	N/A	72555	58044	GBP	No	72555	58044
ICEUS	IMP	-	IMP	117530	N/A	117530	94024	USD	No	117530	94024
ICEUS	ISN	-	ISN	4505000	N/A	4505000	3604000	JPY	No	4505000	3604000
ICEUS	AUD	Australian dollar	KAU	3317.50	N/A	3317.50	2654	USD	No	3317.50	2654
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	740137.50	N/A	740137.50	548250	JPY	No	740137.50	548250
ICEUS	EO	European Monetary Union Euro	KEO	5231.25	N/A	5231.25	4185	USD	No	5231.25	4185
ICEUS	ECD	European Monetary Union Euro	KEP	3301.56	N/A	3301.56	2641.25	CAD	No	3301.56	2641.25
ICEUS	GB	Euro in British Pound	KGB	9070	N/A	9070	7256	GBP	No	9070	7256
ICEUS	EAD	European Monetary Union Euro	KRA	8056.25	N/A	8056.25	6445	AUD	No	8056.25	6445
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	5153.125	N/A	5153.125	4122.50	CHF	No	5153.125	4122.50
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	1400000	N/A	1400000	1120000	JPY	No	1400000	1120000
ICEUS	MP	British pound	MP	7346.25	N/A	7346.25	5877	USD	No	7346.25	5877
ICEUS	SS	British Pound in Swiss Franc	SS	7315.625	N/A	7315.625	5852.50	CHF	No	7315.625	5852.50
ICEUS	SY	British Pound in Japanese Yen	SY	1756172.50	N/A	1756172.50	1404938	JPY	No	1756172.50	1404938

Borsa Italiana (IDEM)

For more information on these margin requirements, please visit the exchange website.

Exchange IDEM	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IDEM	A2A	A2A SPA	A2A	1505.13	N/A	1505.13	1204.11	EUR	No	1505.14	1204.11
IDEM	ACE	ACEA SPA	ACE	1400.60	N/A	1400.60	1120.48	EUR	No	1400.60	1120.48
IDEM	AGL	AUTOGRILL SPA	AGL	687.646	N/A	687.646	550.116	EUR	No	687.646	550.116
IDEM	ATL	ATLANTIA SPA	ATL	2458.13	N/A	2458.13	1966.50	EUR	No	2458.13	1966.50
IDEM	BMED	BANCA MEDIOLANUM SPA	BMED	587.803	N/A	587.803	470.243	EUR	No	587.804	470.243
IDEM	BZU	BUZZI UNICEM SPA	BZU	327.745	N/A	327.745	262.196	EUR	No	327.745	262.196
IDEM	CPR	DAVIDE CAMPARI-MILANO SPA	CPR	1529.04	N/A	1529.04	1223.23	EUR	No	1529.04	1223.23
IDEM	ENEL	ENEL SPA	ENEL	514.305	N/A	514.305	411.444	EUR	No	514.304	411.444
IDEM	ENI	ENI SPA	ENI	1457.23	N/A	1457.23	1165.78	EUR	No	1457.23	1165.78
IDEM	ERG	ERG SPA	ERG	1566.54	N/A	1566.54	1253.23	EUR	No	1566.54	1253.23
IDEM	ERG	-	ERG.1	1601.00	N/A	1601.00	1280.80	EUR	No	1601.00	1280.80
IDEM	EXO	EXOR NV	EXO	1022.98	N/A	1022.98	818.388	EUR	No	1022.98	818.387
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	1315.50	N/A	1315.50	877.00	EUR	No	1315.50	877.00
IDEM	FTMIB	FTSE MIB Index	FTMIB	6479.69	5183.75	12959.375	10367.50	EUR	Yes	12959.375	10367.50
IDEM	G	ASSICURAZIONI GENERALI	G	296.433	N/A	296.433	237.146	EUR	No	296.433	237.146
IDEM	GEO	GEOX SPA	GEO	248.505	N/A	248.505	198.804	EUR	No	248.505	198.804
IDEM	ISP	INTESA SANPAOLO	ISP	403.963	N/A	403.963	323.17	EUR	No	403.963	323.17
IDEM	LDO	LEONARDO SPA	LDO	809.425	N/A	809.425	647.54	EUR	No	809.425	647.54
IDEM	MB	MEDIOBANCA SPA	MB	832.487	N/A	832.487	665.99	EUR	No	832.487	665.99
IDEM	FTMIB	FTSE MIB Index	MINI	1295.94	1036.75	2591.875	2073.50	EUR	No	2591.875	2073.50
IDEM	MS	MEDIASET SPA	MS	595.772	N/A	595.772	476.618	EUR	No	595.772	476.618
IDEM	PRY	PRYSMIAN SPA	PRY	304.495	N/A	304.495	243.596	EUR	No	304.495	243.596
IDEM	SPM	SAIPEM SPA	SPM	976.60	N/A	976.60	781.28	EUR	No	976.60	781.28
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	1015.75	N/A	1015.75	812.598	EUR	No	1015.75	812.597
IDEM	SRS	SARAS SPA	SRS	327.75	N/A	327.75	262.20	EUR	No	327.75	262.20
IDEM	STM	STMICROELECTRONICS NV	STM	1330.56	N/A	1330.56	1064.45	EUR	No	1330.56	1064.45
IDEM	TEN	TENARIS SA	TEN	1154.05	N/A	1154.05	923.236	EUR	No	1154.05	923.236
IDEM	TIT	TELECOM ITALIA SPA	TIT	98.1363	N/A	98.1363	78.509	EUR	No	98.1363	78.509
IDEM	TITR	TELECOM ITALIA-RSP	TITR	88.2925	N/A	88.2925	70.634	EUR	No	88.2925	70.634
IDEM	TOD	TOD'S SPA	TOD	802.50	N/A	802.50	642.00	EUR	No	802.50	642.00
IDEM	TRN	TERNA SPA	TRN	1018.48	N/A	1018.48	814.788	EUR	No	1018.48	814.787
IDEM	UBI	UBI BANCA SPA	UBI	231.80	N/A	231.80	185.44	EUR	No	231.80	185.44
IDEM	UCG	UNICREDIT SPA	UCG	1284.66	N/A	1284.66	1027.72	EUR	No	1284.66	1027.72
IDEM	UNI	UNIPOL GRUPPO SPA	UNI	395.356	N/A	395.356	316.285	EUR	No	395.356	316.285
IDEM	US	UNIPOLSAI ASSICURAZIONI SPA	US	610.869	N/A	610.869	488.695	EUR	No	610.869	488.695

Intercontinental Exchange (IPE)

For more information on these margin requirements, please visit the exchange website.

Exchange IPE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IPE	ATW	ICE Rotterdam Coal	ATW	4826.25	N/A	4826.25	3861	USD	No	4826.25	3861
IPE	COIL	ICE Brent Crude	COIL	6806.25	N/A	6806.25	5445	USD	Yes	6806.25	5445
IPE	ECF	-	ECF	22280	N/A	22280	22280	EUR	No	27962.50	22370
IPE	GOIL	ICE Gasoil	GOIL	4774	N/A	4774	3819.20	USD	No	4774	3819.20
IPE	HOIL	ICE Heating Oil	HOIL	6689.02	N/A	6689.02	5351.22	USD	No	6689.02	5351.22
IPE	NCF	Newcastle Coal Futures	NCF	11625	N/A	11625	9300	USD	No	11625	9300
IPE	NGF	ICE UK Natural Gas	NGF	3000	N/A	3000	2400	GBP	No	3000	2400
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	7895.37	N/A	7895.37	6316.30	USD	No	7895.37	6316.30
IPE	UCX	CSX Coal Futures	UCX	8875	N/A	8875	7100	USD	No	8875	7100
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	3467.50	2774	6935	5548	USD	Yes	6935	5548

Korea Stock Exchange (KSE)

For more information on these margin requirements, please visit the exchange website.

Exchange KSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
KSE	K200	KOSPI200 Index	01	4337569.69	3470055.75	8675139.375	6940111.50	KRW	Yes	8675139.375	6940111.50
KSE	K200M	Mini KOSPI200 Index	05	863052.05	690441.64	1726104.11	1380883.28	KRW	Yes	1726104.11	1380883.28
KSE	KOSDQ150	KOSDAQ 150 Index	06	1598086.41	N/A	1598086.41	1278469.125	KRW	No	1598086.41	1278469.125
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	136875	N/A	136875	109500	KRW	No	136875	109500
KSE	017670	SK TELECOM	112	773437.50	N/A	773437.50	618750	KRW	No	773437.50	618750
KSE	005490	POSCO	113	801562.50	N/A	801562.50	641250	KRW	No	801562.50	641250
KSE	030200	KTCORPORATION	114	87187.50	N/A	87187.50	69750	KRW	No	87187.50	69750
KSE	015760	KOREA ELECTRIC POWER CORP	115	111250	N/A	111250	89000	KRW	No	111250	89000
KSE	005380	HYUNDAI MOTOR CO	116	368750	N/A	368750	295000	KRW	No	368750	295000
KSE	016360	SAMSUNG SECURITIES CO LTD	117	106250	N/A	106250	85000	KRW	No	106250	85000
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	137031.25	N/A	137031.25	109625	KRW	No	137031.25	109625
KSE	000270	KIA MOTORS CORPORATION	119	106093.75	N/A	106093.75	84875	KRW	No	106093.75	84875
KSE	012330	HYUNDAI MOBIS CO LTD	120	626562.50	N/A	626562.50	501250	KRW	No	626562.50	501250
KSE	006400	SAMSUNG SDI CO LTD	122	667187.50	N/A	667187.50	533750	KRW	No	667187.50	533750
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	314062.50	N/A	314062.50	251250	KRW	No	314062.50	251250
KSE	066570	LG ELECTRONICS INC	124	242812.50	N/A	242812.50	194250	KRW	No	242812.50	194250
KSE	036460	KOREA GAS CORPORATION	128	159062.50	N/A	159062.50	127250	KRW	No	159062.50	127250
KSE	004020	HYUNDAI STEEL CO	132	146093.75	N/A	146093.75	116875	KRW	No	146093.75	116875
KSE	003550	LG CORP	134	236875	N/A	236875	189500	KRW	No	236875	189500
KSE	078930	GS HOLDINGS	135	166250	N/A	166250	133000	KRW	No	166250	133000
KSE	033780	KT & G CORPORATION	136	331250	N/A	331250	265000	KRW	No	331250	265000
KSE	009540	KOREA SHIPBUILDING & OFFSHOR	139	392187.50	N/A	392187.50	313750	KRW	No	392187.50	313750
KSE	086790	HANA FINANCIAL GROUP	140	118906.25	N/A	118906.25	95125	KRW	No	118906.25	95125
KSE	096770	SK INNOVATION CO LTD	141	596875	N/A	596875	477500	KRW	No	596875	477500
KSE	001040	CJ CORP	142	389062.50	N/A	389062.50	311250	KRW	No	389062.50	311250
KSE	034220	LG DISPLAY CO LTD	145	65468.75	N/A	65468.75	52375	KRW	No	65468.75	52375
KSE	105560	KB FINANCIAL GROUP INC	146	134062.50	N/A	134062.50	107250	KRW	No	134062.50	107250
KSE	051910	LG CHEM LTD	147	1154687.50	N/A	1154687.50	923750	KRW	No	1154687.50	923750
KSE	006800	MIRAE ASSET DAEWOO CO LTD	148	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	042670	DOOSAN INFRACORE CO LTD	149	23718.75	N/A	23718.75	18975	KRW	No	23718.75	18975
KSE	000660	SK HYNIX INC	150	210625	N/A	210625	168500	KRW	No	210625	168500
KSE	006360	GS ENGINEERING & CONSTRUCT	151	130000	N/A	130000	104000	KRW	No	130000	104000
KSE	139480	E-MART INC	154	554687.50	N/A	554687.50	443750	KRW	No	554687.50	443750
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	130781.25	N/A	130781.25	104625	KRW	No	130781.25	104625
KSE	035420	NAVER CORP	156	414062.50	N/A	414062.50	331250	KRW	No	414062.50	331250
KSE	003490	KOREAN AIR LINES CO LTD	157	103125	N/A	103125	82500	KRW	No	103125	82500
KSE	3KTB	3-Year Korea Treasury Bond	165	1311120.02	N/A	1311120.02	1048896.02	KRW	No	1311120.02	1048896.02
KSE	FLKTB	10-Year Korea Treasury Bond	167	4961189.96	N/A	4961189.96	3968951.97	KRW	No	4961189.96	3968951.97
KSE	KWY	United States dollar	175	1418125	N/A	1418125	1134500	KRW	No	2836250	2269000
KSE	032640	LG UPLUS CORP	1B0	46093.75	N/A	46093.75	36875	KRW	No	46093.75	36875
KSE	010950	S-OILCORPORATION	1B2	298125	N/A	298125	238500	KRW	No	298125	238500
KSE	010130	KOREA ZINC CO LTD	1B3	1429687.50	N/A	1429687.50	1143750	KRW	No	1429687.50	1143750
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	44375	N/A	44375	35500	KRW	No	44375	35500
KSE	000210	DAELIM INDUSTRIAL CO LTD	1B5	289062.50	N/A	289062.50	231250	KRW	No	289062.50	231250
KSE	001680	DAESANG CORPORATION	1B6	90937.50	N/A	90937.50	72750	KRW	No	90937.50	72750
KSE	047050	POSCO INTERNATIONAL CORP	1B7	58750	N/A	58750	47000	KRW	No	58750	47000
KSE	034020	DOOSAN HEAVY INDUSTRIES	1B9	24406.25	N/A	24406.25	19525	KRW	No	24406.25	19525
KSE	023530	LOTTE SHOPPING CO	1BA	589062.50	N/A	589062.50	471250	KRW	No	589062.50	471250
KSE	011170	LOTTE CHEMICAL CORP	1BB	912500	N/A	912500	730000	KRW	No	912500	730000
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	268437.50	N/A	268437.50	214750	KRW	No	268437.50	214750
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	28750	N/A	28750	23000	KRW	No	28750	23000
KSE	029780	SAMSUNG CARD CO	1BG	106718.75	N/A	106718.75	85375	KRW	No	106718.75	85375
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	102031.25	N/A	102031.25	81625	KRW	No	102031.25	81625
KSE	036570	NCSOFTCORPORATION	1BJ	1370312.50	N/A	1370312.50	1096250	KRW	No	1370312.50	1096250
KSE	000080	HITE JINRO CO LTD	1BK	58437.50	N/A	58437.50	46750	KRW	No	58437.50	46750
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	194687.50	N/A	194687.50	155750	KRW	No	194687.50	155750
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	113750	N/A	113750	91000	KRW	No	113750	91000
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	157187.50	N/A	157187.50	125750	KRW	No	157187.50	125750
KSE	011210	HYUNDAI WIA CORP	1BP	128906.25	N/A	128906.25	103125	KRW	No	128906.25	103125
KSE	008770	HOTEL SHILLA CO LTD	1BQ	260312.50	N/A	260312.50	208250	KRW	No	260312.50	208250
KSE	035250	KANGWON LAND, INC.	1BS	100156.25	N/A	100156.25	80125	KRW	No	100156.25	80125
KSE	138930	BNK FINANCIAL GROUP INC	1BT	21906.25	N/A	21906.25	17525	KRW	No	21906.25	17525
KSE	139130	DGB FINANCIAL GROUP INC	1BV	26375	N/A	26375	21100	KRW	No	26375	21100
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	71093.75	N/A	71093.75	56875	KRW	No	71093.75	56875
KSE	001120	LG INTERNATIONAL CORP	1BX	54218.75	N/A	54218.75	43375	KRW	No	54218.75	43375
KSE	011070	LG INNOTEK CO LTD	1BY	339062.50	N/A	339062.50	271250	KRW	No	339062.50	271250
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	40156.25	N/A	40156.25	32125	KRW	No	40156.25	32125
KSE	010060	OCI CO LTD	1C0	317187.50	N/A	317187.50	253750	KRW	No	317187.50	253750
KSE	034730	SK HOLDINGS CO LTD	1C1	840625	N/A	840625	672500	KRW	No	840625	672500
KSE	001740	SK NETWORKS CO LTD	1C2	18718.75	N/A	18718.75	14975	KRW	No	18718.75	14975
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	303750	N/A	303750	243000	KRW	No	303750	243000
KSE	002350	NEXEN TIRE CORPORATION	1C4	29500	N/A	29500	23600	KRW	No	29500	23600
KSE	018260	SAMSUNG SDS CO LTD	1C5	707812.50	N/A	707812.50	566250	KRW	No	707812.50	566250
KSE	090430	AMOREPACIFIC CORP	1C6	585937.50	N/A	585937.50	468750	KRW	No	585937.50	468750
KSE	030000	CHEIL WORLDWIDE INC	1C7	71875	N/A	71875	57500	KRW	No	71875	57500
KSE	028260	SAMSUNG C&T CORP	1C8	339062.50	N/A	339062.50	271250	KRW	No	339062.50	271250
KSE	000880	HANWHA CORPORATION	1C9	99218.75	N/A	99218.75	79375	KRW	No	99218.75	79375
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	12656.25	N/A	12656.25	10125	KRW	No	12656.25	10125
KSE	009830	HANWHA SOLUTIONS CORP	1CB	72656.25	N/A	72656.25	58125	KRW	No	72656.25	58125
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	398437.50	N/A	398437.50	318750	KRW	No	398437.50	318750
KSE	010620	HYUNDAIMIPODOCKYARD	1CD	181562.50	N/A	181562.50	145250	KRW	No	181562.50	145250
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	117187.50	N/A	117187.50	93750	KRW	No	117187.50	93750
KSE	035720	KAKAO CORP	1CF	334375	N/A	334375	267500	KRW	No	334375	267500
KSE	068270	CELLTRION INC	1CP	1284375	N/A	1284375	1027500	KRW	No	1284375	1027500
KSE	051900	LG HOUSEHOLD & HEALTH CARE	1CR	4181250	N/A	4181250	3345000	KRW	No	4181250	3345000
KSE	002790	AMOREPACIFIC GROUP	1CS	220625	N/A	220625	176500	KRW	No	220625	176500
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	923437.50	N/A	923437.50	738750	KRW	No	923437.50	738750
KSE	008930	HANMI SCIENCE CO LTD	1CV	809000	N/A	809000	794000	KRW	No	992500	794000
KSE	021240	COWAY CO LTD	1CW	289062.50	N/A	289062.50	231250	KRW	No	289062.50	231250
KSE	128940	HANMI PHARM CO LTD	1CX	4790000	N/A	4790000	4735000	KRW	No	5918750	4735000
KSE	018880	HANON SYSTEMS	1CY	35937.50	N/A	35937.50	28750	KRW	No	35937.50	28750
KSE	027410	BGF CO LTD	1CZ	27218.75	N/A	27218.75	21775	KRW	No	27218.75	21775
KSE	005830	DB INSURANCE CO LTD	1D0	219062.50	N/A	219062.50	175250	KRW	No	219062.50	175250
KSE	097950	CJ CHEILJEDANG CORP.	1D1	1025000	N/A	1025000	820000	KRW	No	1025000	820000
KSE	009240	HANSSEM CO LTD	1D2	281250	N/A	281250	225000	KRW	No	281250	225000
KSE	002380	KCC CORP	1D3	987500	N/A	987500	790000	KRW	No	987500	790000
KSE	007070	GS RETAIL CO LTD	1D4	116406.25	N/A	116406.25	93125	KRW	No	116406.25	93125
KSE	012750	S1 CORPORATION	1D5	312500	N/A	312500	250000	KRW	No	312500	250000
KSE	000100	YUHAN CORPORATION	1D6	2610000	N/A	2610000	2540000	KRW	No	3175000	2540000
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	110625	N/A	110625	88500	KRW	No	110625	88500
KSE	069960	HYUNDAI DEPT STORE CO	1D8	312500	N/A	312500	250000	KRW	No	312500	250000
KSE	079160	CJ CGV CO LTD	1D9	143125	N/A	143125	114500	KRW	No	143125	114500
KSE	004370	NONGSHIM CO LTD	1DA	935937.50	N/A	935937.50	748750	KRW	No	935937.50	748750
KSE	079550	LIG NEX1 CO LTD	1DB	114375	N/A	114375	91500	KRW	No	114375	91500
KSE	204320	MANDO CORP	1DC	95781.25	N/A	95781.25	76625	KRW	No	95781.25	76625
KSE	004170	SHINSEGAE INC	1DD	917187.50	N/A	917187.50	733750	KRW	No	917187.50	733750
KSE	161890	KOLMAR KOREA CO LTD	1DE	242187.50	N/A	242187.50	193750	KRW	No	242187.50	193750
KSE	111770	YOUNGONE CORP	1DG	103281.25	N/A	103281.25	82625	KRW	No	103281.25	82625
KSE	008560	MERITZ SECURITIES CO LTD	1DH	14843.75	N/A	14843.75	11875	KRW	No	14843.75	11875
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	514062.50	N/A	514062.50	411250	KRW	No	514062.50	411250
KSE	192820	COSMAX INC	1DK	454687.50	N/A	454687.50	363750	KRW	No	454687.50	363750
KSE	108670	LG HAUSYS LTD	1DL	205625	N/A	205625	164500	KRW	No	205625	164500
KSE	023590	DAOU TECHNOLOGY INC	1DM	68281.25	N/A	68281.25	54625	KRW	No	68281.25	54625
KSE	039130	HANA TOUR SERVICE INC	1DN	231562.50	N/A	231562.50	185250	KRW	No	231562.50	185250
KSE	241560	DOOSAN BOBCAT INC	1DW	97656.25	N/A	97656.25	78125	KRW	No	97656.25	78125
KSE	017800	HYUNDAI ELEVATOR CO	1DY	263125	N/A	263125	210500	KRW	No	263125	210500
KSE	105630	HANSAE CO LTD	1DZ	78125	N/A	78125	62500	KRW	No	78125	62500
KSE	001060	JW PHARMACEUTICAL	1E1	434000	N/A	434000	433500	KRW	No	541875	433500
KSE	251270	NETMARBLE CORP	1E5	362500	N/A	362500	290000	KRW	No	362500	290000
KSE	079440	-	1E7	117031.25	N/A	117031.25	93625	KRW	No	117031.25	93625
KSE	003520	YUNGJIN PHARMACEUTICAL CO	1E9	74400	N/A	74400	73900	KRW	No	92375	73900

London Metals Exchange (LMEOTC)

For more information on these margin requirements, please visit the exchange website.

Exchange LMEOTC	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
LMEOTC	AH	High-Grade Primary Aluminium	AH	3827.50	N/A	3827.50	3062	USD	No	3827.50	3062
LMEOTC	CA	Grade A Copper - LME	CA	14159.06	N/A	14159.06	11327.25	USD	No	14159.06	11327.25
LMEOTC	NI	Nickel - LME	NI	9343.20	N/A	9343.20	7474.56	USD	No	9343.20	7474.56
LMEOTC	PB	Lead - LME	PB	5912.50	N/A	5912.50	4730	USD	No	5912.50	4730
LMEOTC	SNLME	Tin future	SN	9533.94	N/A	9533.94	7627.15	USD	No	9533.94	7627.15
LMEOTC	ZSLME	Special High Grade Zinc	ZS	6752.81	N/A	6752.81	5402.25	USD	No	6752.81	5402.25

Euronext France (MATIF)

For more information on these margin requirements, please visit the exchange website.

Exchange MATIF	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MATIF	EBM	Milling Wheat Futures	EBM	562.50	N/A	562.50	450	EUR	Yes	562.50	450
MATIF	ECO	European Rapeseed Future	ECO	937.50	N/A	937.50	750	EUR	No	937.50	750
MATIF	EMA	Corn	EMA	625	N/A	625	500	EUR	No	625	500

Mercado Espanol de Futuros Finacial Futures & Options Exchange (MEFFRV)

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	A3M	ATRESMEDIA CORP DE MEDIOS DE	A3T	82.1237	N/A	82.1237	65.699	EUR	No	82.1237	65.699
MEFFRV	ACS	ACS ACTIVIDADES CONS Y SERV	ACS	732.926	N/A	732.926	586.341	EUR	No	732.926	586.341
MEFFRV	ACX	ACERINOX SA	ACX	171.11	N/A	171.11	136.888	EUR	No	171.11	136.888
MEFFRV	ANA	ACCIONA SA	ANA	1740.72	N/A	1740.72	1392.58	EUR	No	1740.72	1392.58
MEFFRV	BBVA	BANCO BILBAO VIZCAYA ARGENTA	BBV	98.9048	N/A	98.9048	79.1238	EUR	No	98.9048	79.1238
MEFFRV	BKIA	BANKIA SA	BKI	55.16875	N/A	55.16875	44.135	EUR	No	55.16875	44.135
MEFFRV	BKT	BANKINTER SA	BKT	131.51	N/A	131.51	105.208	EUR	No	131.51	105.208
MEFFRV	BME	BOLSAS Y MERCADOS ESPANOLES	BME	472.118	N/A	472.118	377.694	EUR	No	472.118	377.694
MEFFRV	ELE	ENDESA SA	ELE	422.618	N/A	422.618	338.095	EUR	No	422.618	338.095
MEFFRV	ENG	ENAGAS SA	ENA	479.993	N/A	479.993	383.994	EUR	No	479.993	383.994
MEFFRV	FCC	FOMENTO DE CONSTRUC Y CONTRA	FCC	226.871	N/A	226.871	181.497	EUR	No	226.871	181.497
MEFFRV	FER	FERROVIAL SA	FER	386.807	N/A	386.807	309.445	EUR	No	386.806	309.445
MEFFRV	GAM	SIEMENS GAMESA RENEWABLE ENE	GAM	300.825	N/A	300.825	240.66	EUR	No	300.825	240.66
MEFFRV	GAS	NATURGY ENERGY GROUP SA	GAS	459.555	N/A	459.555	367.644	EUR	No	459.555	367.644
MEFFRV	GRF	GRIFOLS SA	GRF	1474.98	N/A	1474.98	1179.98	EUR	No	1474.98	1179.98
MEFFRV	IBE	IBERDROLA SA	IBE	142.273	N/A	142.273	113.818	EUR	No	142.273	113.818
MEFFRV	IBEX35	IBEX 35 Index	IBX	4687.50	3750	9375	7500	EUR	No	9375	7500
MEFFRV	IDR	INDRA SISTEMAS S.A.	IDR	186.188	N/A	186.188	148.95	EUR	No	186.188	148.95
MEFFRV	ITX	INDUSTRIA DE DISENO TEXTIL	ITX	480.03	N/A	480.03	384.024	EUR	No	480.03	384.024
MEFFRV	MAP	MAPFRE SA	MAP	55.16875	N/A	55.16875	44.135	EUR	No	55.16875	44.135
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	468.75	375	937.50	750	EUR	Yes	937.50	750
MEFFRV	MT	ARCELORMITTAL	MTS	362.25	N/A	362.25	289.80	EUR	No	362.25	289.80
MEFFRV	REE	RED ELECTRICA CORPORACION SA	REE	357.088	N/A	357.088	285.671	EUR	No	357.088	285.671
MEFFRV	REP	REPSOL SA	REP	280.964	N/A	280.964	224.771	EUR	No	280.964	224.771
MEFFRV	SAB2	BANCO DE SABADELL SA	SAB	55.16875	N/A	55.16875	44.135	EUR	No	55.16875	44.135
MEFFRV	SAN1	BANCO SANTANDER SA	SAN	81.5668	N/A	81.5668	65.2535	EUR	No	81.5668	65.2535
MEFFRV	SCYR	SACYR SA	SVO	66.4125	N/A	66.4125	53.13	EUR	No	66.4125	53.13
MEFFRV	TEF	TELEFONICA SA	TEF	143.809	N/A	143.809	115.047	EUR	No	143.809	115.047
MEFFRV	TL5	MEDIASET ESPANA COMUNICACION	TL5	128.243	N/A	128.243	102.594	EUR	No	128.243	102.594

Mexican Derivatives Exchange (MEXDER)

For more information on these margin requirements, please visit the exchange website.

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	AMXL	AMERICA MOVIL SAB DE C-SER L	AXL	1205.375	N/A	1205.375	964.30	MXN	No	1205.375	964.30
MEXDER	CEMEXCPO	CEMEX SAB-CPO	CXC	913	N/A	913	913	MXN	No	1205.375	964.30
MEXDER	DEUA	United States dollar	DA	16575.00	N/A	16575.00	13260.00	MXN	No	16575.00	13260.00
MEXDER	EURO	European Monetary Union Euro	EU	28507.93	N/A	28507.93	22806.34	MXN	No	28507.93	22806.34
MEXDER	FEMSAUBD	FOMENTO ECONOMICO MEXICA-UBD	FEM	3166.67	N/A	3166.67	2533.34	MXN	No	3166.67	2533.34
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	39500	N/A	39500	31600	MXN	Yes²	39500	31600
MEXDER	BONO10	10 Year Bond	M10	12047.10	N/A	12047.10	9637.68	MXN	No	12047.10	9637.68
MEXDER	BONO3	3 Year Bond	M3	5147.80	N/A	5147.80	4118.24	MXN	No	5147.80	4118.24
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	8238.45	N/A	8238.45	6590.76	MXN	No	8238.45	6590.76

Euronext France (MONEP)

For more information on these margin requirements, please visit the exchange website.

Exchange MONEP	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MONEP	EPEU	FTSE EPRA/NAREIT Euro Zone	EPE	4200	N/A	4200	3360	EUR	No	4200	3360
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	2375	N/A	2375	1900	EUR	No	2375	1900
MONEP	CAC40	CAC 40	FCE	2006.25	1605	4012.50	3210	EUR	Yes	4012.50	3210
MONEP	FEF	FTSEurofirst 80 NEW	FEF	7575	N/A	7575	6060	EUR	No	7575	6060
MONEP	FEO	FTSEurofirst 100 NEW	FEO	7075	N/A	7075	5660	EUR	No	7075	5660
MONEP	CAC40	CAC 40	MFC	200.625	160.50	401.25	321	EUR	No	401.25	321

National Stock Exchange of India (NSE)

For more information on these margin requirements, please visit the exchange website.

Exchange NSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NSE	ACC	ACC LIMITED	ACC	68437.6	54750	136875.2	109500	INR	No	340.60	272.48
NSE	ADANIENT	ADANI ENTERPRISES LTD	ADANIENT	84096.8	67277.2	168193.2	134554.8	INR	No	41.8983	33.5187
NSE	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ADANIPORTS	116416	93132.75	232832.25	186265.75	INR	No	92.7579	74.2063
NSE	ADANIPOWE	ADANI POWER LIMITED	ADANIPOWER	226216	180972.4	452432	361944	INR	No	22.5716	18.0572
NSE	AJANTPHAR	-	AJANTPHARM	257725	257349	515450	514700	INR	No	1286.74	1029.40
NSE	ALBK	-	ALBK	109713.11	87770.41	219425.7	175540.3	INR	No	16.8164	13.4532
NSE	AMARAJABA	AMARA RAJA BATTERIES LTD	AMARAJABAT	58022.86	46418.26	116046	92836.8	INR	No	165.017	132.014
NSE	AMBUJACEM	AMBUJA CEMENTS LIMITED	AMBUJACEM	62301.25	49841	124602.75	99682.25	INR	No	49.6036	39.6828
NSE	APOLLOHOS	APOLLO HOSPITALS ENTERPRISE	APOLLOHOSP	69275	55420	138550	110840	INR	No	275.925	220.74
NSE	APOLLOTYR	APOLLO TYRES LIMITED	APOLLOTYRE	74272.5	59418	148545.3	118836.3	INR	No	49.2901	39.4321
NSE	ARVIND	-	ARVIND	28986.8	23189.4	57973.6	46378.8	INR	No	28.8868	23.1094
NSE	ASHOKLEY	ASHOK LEYLAND LIMITED	ASHOKLEY	44074.8	35259.88	88149.6	70519.6	INR	No	21.9374	17.5499
NSE	ASIANPAIN	ASIAN PAINTS LTD	ASIANPAINT	95628	76502.4	191255.4	153004.2	INR	No	317.272	253.817
NSE	AUROPHARM	AUROBINDO PHARMA LTD	AUROPHARMA	391150	391150	782300	782300	INR	No	1044.75	835.802
NSE	AXISBANK	AXIS BANK LTD	AXISBANK	98756.64	79005.36	197512.8	158011.2	INR	No	163.832	131.066
NSE	BAJAJ-AUT	BAJAJ AUTO LIMITED	BAJAJ-AUTO	83530.75	66824.75	167061.75	133649.25	INR	No	665.134	532.107
NSE	BAJAJFINS	BAJAJ FINSERV LTD	BAJAJFINSV	96154.875	76923.875	192310	153847.5	INR	No	1531.33	1225.06
NSE	BAJFINANC	BAJAJ FINANCE LTD	BAJFINANCE	77958.5	62366.75	155916.75	124733.5	INR	No	620.767	496.614
NSE	BALKRISIN	BALKRISHNA INDUSTRIES LTD	BALKRISIND	82805.6	66244.72	165612	132489.6	INR	No	206.052	164.842
NSE	BANKBAROD	BANK OF BARODA	BANKBARODA	52165.2	41732	104330	83464	INR	No	25.9575	20.766
NSE	BANKINDIA	-	BANKINDIA	69491.4	55592.88	138982.2	111186	INR	No	23.0637	18.451
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	41153.8	32923	82307.4	65846	INR	Yes	4085.50	3268.40
NSE	BATAINDIA	BATA INDIA LTD	BATAINDIA	83042.3	66433.4	166084.05	132867.35	INR	No	300.559	240.447
NSE	BEL	BHARAT ELECTRONICS LTD	BEL	69773.4	55818.66	139546.8	111637.2	INR	No	23.1578	18.5262
NSE	BEML	-	BEML	88493.3	70794.5	176986.6	141589.7	INR	No	251.838	201.471
NSE	BERGEPAIN	BERGER PAINTS INDIA LTD	BERGEPAINT	74819.8	59855.84	149639.6	119711.68	INR	No	67.693	54.1544
NSE	BHARATFIN	-	BHARATFIN	58518.5	46814.95	117037.5	93630	INR	No	232.975	186.38
NSE	BHARATFOR	BHARAT FORGE LIMITED	BHARATFORG	70672.08	56537.64	141344.4	113075.4	INR	No	117.237	93.7895
NSE	BHARTIART	BHARTI AIRTEL LIMITED	BHARTIARTL	74624.05	59699.24	149248.1	119398.48	INR	No	87.443	69.9544
NSE	BHEL	BHARAT HEAVY ELECTRICALS	BHEL	58262.475	46609.95	116525.25	93219.75	INR	No	15.4617	12.3693
NSE	BIOCON	BIOCON LTD	BIOCON	279382.5	278593.2	558765	557186.4	INR	No	773.869	619.096
NSE	BOSCHLTD	BOSCH LIMITED	BOSCHLTD	61863.3	49490.7	123726.6	98981.1	INR	No	4105.06	3284.04
NSE	BPCL	BHARAT PETROLEUM CORP LTD	BPCL	80031.96	64025.46	160063.74	128051.1	INR	No	88.5243	70.8195
NSE	BRITANNIA	BRITANNIA INDUSTRIES LTD	BRITANNIA	69922.6	55938	139845.2	111876.2	INR	No	695.976	556.781
NSE	BSOFT	-	BSOFT	33216.525	26573.175	66433.275	53146.575	INR	No	29.4259	23.5407
NSE	CADILAHC	CADILA HEALTHCARE LTD	CADILAHC	265520	265172.8	531040	530345.6	INR	No	414.332	331.466
NSE	CANBK	CANARA BANK	CANBK	62092.6	49674	124185.2	99348.2	INR	No	61.8301	49.4641
NSE	CANFINHOM	-	CANFINHOME	87555.06	70043.94	175109.94	140088.06	INR	No	96.9458	77.5567
NSE	CASTROLIN	-	CASTROLIND	62843.56	50274.78	125686.78	100549.56	INR	No	36.7917	29.4334
NSE	CEATLTD	-	CEATLTD	50950	40760	101900	81520	INR	No	253.562	202.85
NSE	CENTURYTE	CENTURY TEXTILES & INDS LTD	CENTURYTEX	59414.82	47531.88	118829.4	95064	INR	No	197.137	157.71
NSE	CESC	CESC LIMITED	CESC	44431.475	35545.18	88862.95	71090.25	INR	No	160.819	128.655
NSE	CGPOWER	-	CGPOWER	148026	118421.04	296053.2	236841.6	INR	No	24.6336	19.7068
NSE	CHENNPETR	-	CHENNPETRO	58055.94	46444.86	116111.88	92889.54	INR	No	64.2316	51.3853
NSE	CHOLAFIN	CHOLAMANDALAM INVESTMENT AND	CHOLAFIN	75663.5	60531	151327	121062	INR	No	301.242	240.994
NSE	CIPLA	CIPLA LTD	CIPLA	190545	152436	381091	304873	INR	No	714.848	571.878
NSE	COALINDIA	COAL INDIA LTD	COALINDIA	58569.06	46855.38	117138.12	93710.54	INR	No	52.9946	42.3957
NSE	COLPAL	COLGATE PALMOLIVE (INDIA)	COLPAL	99684.2	79747.5	199367.7	159494.3	INR	No	283.486	226.789
NSE	CONCOR	CONTAINER CORP OF INDIA LTD	CONCOR	88246.8237	70597.4277	176493.96	141194.8554	INR	No	112.395	89.9158
NSE	CUMMINSIN	CUMMINS INDIA LTD	CUMMINSIND	57613.92	46091.15	115227.7	92182.3	INR	No	163.849	131.079
NSE	DABUR	DABUR INDIA LIMITED	DABUR	60984.75	48787.875	121969.5	97575.625	INR	No	97.1256	77.7005
NSE	DCBBANK	-	DCBBANK	100090.8	80072.55	200181.15	160145.1	INR	No	44.2722	35.4178
NSE	DHFL	-	DHFL	68715.15	54972.15	137430.45	109944.3	INR	No	91.4828	73.1862
NSE	DISHTV	-	DISHTV	79438.24	63550.56	158876.8	127100.8	INR	No	19.8221	15.8577
NSE	DIVISLAB	DIVI'S LABORATORIES LTD	DIVISLAB	340460	339756	680920	679512	INR	No	2123.47	1698.78
NSE	DLF	DLF LIMITED	DLF	72532.2	58025.76	145064.66	116051.78	INR	No	55.5941	44.4753
NSE	DRREDDY	DR. REDDY'S LABORATORIES	DRREDDY	332725	332725	665450	665450	INR	No	3552.95	2842.36
NSE	EICHERMOT	EICHER MOTORS LTD	EICHERMOT	69526.5	55621.25	139053.25	111242.5	INR	No	5538.76	4431.01
NSE	ENGINERSI	-	ENGINERSIN	52018.34	41614.59	104037.09	83229.59	INR	No	25.2624	20.2099
NSE	EQUITAS	EQUITAS HOLDINGS LTD/INDIA	EQUITAS	77089.2	61671.2	154178	123342.4	INR	No	38.3945	30.7156
NSE	ESCORTS	ESCORTS LTD	ESCORTS	114127.2	91301.54	228254.4	182603.3	INR	No	206.679	165.343
NSE	EURINR	Euro in Indian Rupee	EURINR	5071.65	4057.32	10143.29	8114.63	INR	No	9965.31	7972.25
NSE	EXIDEIND	EXIDE INDUSTRIES LTD	EXIDEIND	50857	40685.6	101714.2	81371.2	INR	No	50.6196	40.4957
NSE	FEDERALBN	FEDERAL BANK LTD	FEDERALBNK	70036.4	56029.19	140072.8	112058.1	INR	No	19.9104	15.9283
NSE	GAIL	GAIL INDIA LTD	GAIL	104738.1573	83790.4725	209476.0479	167580.945	INR	No	78.1812	62.545
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	5639.52	4511.61	11279.03	9023.23	INR	No	11142.43	8913.95
NSE	GLENMARK	GLENMARK PHARMACEUTICALS LTD	GLENMARK	316950	316343	633900	632687	INR	No	790.858	632.687
NSE	GMRINFRA	GMR INFRASTRUCTURE LTD	GMRINFRA	85868.55	68695.2	171737.55	137389.95	INR	No	3.81309	3.05047
NSE	GODFRYPHL	-	GODFRYPHLP	103756.1	83005.3	207512.9	166010.6	INR	No	295.334	236.268
NSE	GODREJCP	GODREJ CONSUMER PRODUCTS LTD	GODREJCP	47633.22	38106.6	95266.2	76213.2	INR	No	158.027	126.422
NSE	GODREJIND	-	GODREJIND	88665.6	70932.45	177331.5	141864.9	INR	No	117.671	94.1366
NSE	GRASIM	GRASIM INDUSTRIES LTD	GRASIM	69363.9	55491.15	138727.5	110982	INR	No	184.108	147.286
NSE	GSFC	-	GSFC	53763.77	43011.11	107528.01	86022.22	INR	No	22.7783	18.2226
NSE	HAVELLS	HAVELLS INDIA LTD	HAVELLS	83056.9	66445.5	166114	132891	INR	No	165.339	132.271
NSE	HCLTECH	HCL TECHNOLOGIES LTD	HCLTECH	78317.4	62654.2	156635.5	125308.4	INR	No	222.727	178.182
NSE	HDFC	HOUSING DEVELOPMENT FINANCE	HDFC	108659	86927.5	217318.5	173854.5	INR	No	432.612	346.089
NSE	HDFCBANK	HDFC BANK LIMITED	HDFCBANK	61738	49390.5	123476.25	98781	INR	No	491.617	393.294
NSE	HEROMOTOC	HERO MOTOCORP LIMITED	HEROMOTOCO	61128.6	48902.8	122257.2	97805.8	INR	No	608.448	486.759
NSE	HEXAWARE	-	HEXAWARE	56068.05	44854.5	112136.25	89709	INR	No	74.42	59.536
NSE	HINDALCO	HINDALCO INDUSTRIES LIMITED	HINDALCO	78095.5	62476.4	156191	124952.8	INR	No	44.4135	35.5308
NSE	HINDPETRO	HINDUSTAN PETROLEUM CORP	HINDPETRO	72194.64	57755.67	144389.07	115511.34	INR	No	68.4817	54.7854
NSE	HINDUNILV	HINDUSTAN UNILEVER LTD	HINDUNILVR	115810.8	92649	231621.6	185297.4	INR	No	384.249	307.399
NSE	HINDZINC	-	HINDZINC	97329.6	77863.68	194659.2	155727.36	INR	No	60.556	48.4448
NSE	IBULHSGFI	INDIABULLS HOUSING FINANCE L	IBULHSGFIN	77748.5	62199	155497	124397.5	INR	No	310.269	248.215
NSE	ICICIBANK	ICICI BANK LTD	ICICIBANK	118461.2	94769.125	236922.4	189537.975	INR	No	85.7411	68.5929
NSE	ICICIPRUL	ICICI PRUDENTIAL LIFE INSURA	ICICIPRULI	60926.4	48741.15	121852.8	97482.15	INR	No	80.8852	64.7081
NSE	IDBI	-	IDBI	60526.5	48421.2	121053	96842.4	INR	No	12.0678	9.65424
NSE	IDEA	VODAFONE IDEA LTD	IDEA	57405.48	45924.36	114811.08	91848.84	INR	No	9.53009	7.62407
NSE	IDFC	-	IDFC	75099.156	60079.404	150198.84	120158.808	INR	No	11.3412	9.07293
NSE	IDFCFIRST	IDFC FIRST BANK LTD	IDFCFIRSTB	77354.16	61883.28	154708.8	123766.8	INR	No	12.8424	10.2739
NSE	IFCI	-	IFCI	59058.3	47246.5	118116.25	94493	INR	No	3.36225	2.6898
NSE	IGL	INDRAPRASTHA GAS LTD	IGL	89004.575	71203.55	178009.15	142407.375	INR	No	64.4306	51.5445
NSE	INDIACEM	-	INDIACEM	61599.6	49279.5	123198.75	98559	INR	No	27.265	21.812
NSE	INDIANB	-	INDIANB	76216	60972.8	152432	121945.6	INR	No	75.941	60.7528
NSE	INDIGO	INTERGLOBE AVIATION LTD	INDIGO	93042	74433.6	186084.6	148867.8	INR	No	308.804	247.043
NSE	INDUSINDB	INDUSIND BANK LIMITED	INDUSINDBK	55985.1	44788.2	111970.2	89576.1	INR	No	371.497	297.197
NSE	INFIBEAM	-	INFIBEAM	91800	78721.6	183600	157443.2	INR	No	49.151	39.3208
NSE	INFRATEL	BHARTI INFRATEL LTD	INFRATEL	72157.4	57725.8	144314.6	115451.6	INR	No	71.8323	57.4658
NSE	INFY	INFOSYS LTD	INFY	94474.56	75579.6	188949.6	151159.2	INR	No	156.733	125.386
NSE	IOC	INDIAN OIL CORPORATION LTD	IOC	62816.25	50253	125632.5	100506	INR	No	35.7325	28.586
NSE	IRB	-	IRB	74203.84	59363.2	148407.68	118726.08	INR	No	46.2149	36.9719
NSE	ITC	ITC LTD	ITC	78785.76	63028.56	157571.28	126057.12	INR	No	65.3547	52.2838
NSE	JETAIRWAY	-	JETAIRWAYS	91018.18	72814.5	182036.36	145629	INR	No	82.5063	66.005
NSE	JINDALSTE	JINDAL STEEL & POWER LTD	JINDALSTEL	49302	39441.6	98603.775	78882.975	INR	No	43.6489	34.9191
NSE	JISLJALEQ	-	JISLJALEQS	77349.78	61879.86	154699.2	123759.9	INR	No	17.1263	13.7011
NSE	JPASSOCIA	-	JPASSOCIAT	67266.1	53813.1	134532.75	107626.2	INR	No	2.43355	1.94684
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	4074.12	3259.30	8148.25	6518.60	INR	No	8042.04	6433.63
NSE	JSWSTEEL	JSW STEEL LTD	JSWSTEEL	47818.5	38254.8	95636.85	76509.45	INR	No	63.4704	50.7763
NSE	JUBLFOOD	JUBILANT FOODWORKS LTD	JUBLFOOD	74315.5	59452.5	148631	118905	INR	No	295.887	236.71
NSE	JUSTDIAL	JUST DIAL LTD	JUSTDIAL	146794.2	117435.36	293588.4	234871	INR	No	209.056	167.245
NSE	KAJARIACE	-	KAJARIACER	84425.25	67540.2	168850.5	135080.4	INR	No	129.272	103.418
NSE	KOTAKBANK	KOTAK MAHINDRA BANK LTD	KOTAKBANK	112829.6	90264	225660	180528	INR	No	280.762	224.61
NSE	KSCL	-	KSCL	329062.5	329062.5	658125	658125	INR	No	550.459	440.367
NSE	KTKBANK	-	KTKBANK	71905.77	57524.24	143811.07	115048.95	INR	No	30.4731	24.3785
NSE	LTFH	L&T FINANCE HOLDINGS LTD	L&TFH	76396.5	61117.2	152792.55	122233.95	INR	No	33.8039	27.0431
NSE	LICHSGFIN	LIC HOUSING FINANCE LTD	LICHSGFIN	62509.7	50007.76	125019.4	100015.52	INR	No	113.117	90.4932
NSE	LT	LARSEN & TOUBRO LIMITED	LT	57475.125	45980.25	114950.625	91960.5	INR	No	305.11	244.088
NSE	LUPIN	LUPIN LTD	LUPIN	269080	269080	538160	538160	INR	No	1025.45	820.364
NSE	MM	MAHINDRA & MAHINDRA LIMITED	M&M	76132.9	60906.4	152266	121813	INR	No	151.566	121.253
NSE	MMFIN	MAHINDRA & MAHINDRA FIN SECS	M&MFIN	60928.5	48742.75	121857	97485.625	INR	No	97.0481	77.6385
NSE	MANAPPURA	MANAPPURAM FINANCE LTD	MANAPPURAM	78744.6	62995.8	157489.2	125991.6	INR	No	26.1232	20.8986
NSE	MARICO	MARICO LIMITED	MARICO	99997.82	79998.1	199995.38	159996.2	INR	No	76.5588	61.247
NSE	MARUTI	MARUTI SUZUKI INDIA LTD	MARUTI	59049.525	47239.65	118098.75	94479	INR	No	1567.34	1253.87
NSE	MCDOWELL-	UNITED SPIRITS LTD	MCDOWELL-N	81444.375	65155.5	162888.75	130311.25	INR	No	129.711	103.769
NSE	MCX	-	MCX	63995.4	51196.32	127990.8	102392.5	INR	No	182.032	145.625
NSE	MFSL	MAX FINANCIAL SERVICES LTD	MFSL	59254.92	47403.96	118509.72	94807.8	INR	No	98.3081	78.6465
NSE	MGL	MAHANAGAR GAS LTD	MGL	61789.2	49431.48	123578.4	98863.2	INR	No	205.014	164.012
NSE	MINDTREE	MINDTREE LIMITED	MINDTREE	63324	50659.26	126648	101318.4	INR	No	210.093	168.074
NSE	MOTHERSUM	MOTHERSON SUMI SYSTEMS LTD	MOTHERSUMI	65390.97	52312.605	130781.655	104625.495	INR	No	45.7133	36.5707
NSE	MRF	MRF LIMITED	MRF	63537.4	50829.9	127074.9	101659.9	INR	No	12648.45	10118.76
NSE	MRPL	-	MRPL	57593.06	46074.42	115186.4	92148.7	INR	No	16.3802	13.1041
NSE	MUTHOOTFI	MUTHOOT FINANCE LTD	MUTHOOTFIN	103116.3	82492.95	206232	164986.5	INR	No	136.876	109.501
NSE	NATIONALU	NATIONAL ALUMINIUM CO LTD	NATIONALUM	57417.84	45934.24	114836	91868.8	INR	No	14.3045	11.4436
NSE	NBCC	-	NBCC	74603.76	59683.04	149207.2	119366.4	INR	No	18.5884	14.8708
NSE	NCC	NCC LTD	NCC	115653.6	92523.2	231307.2	185046.4	INR	No	28.8009	23.0408
NSE	NESTLEIND	NESTLE INDIA LIMITED	NESTLEIND	59586	47668.75	119172	95337.5	INR	No	2372.35	1897.88
NSE	NHPC	-	NHPC	74257.29	59405.94	148514.58	118811.61	INR	No	5.47554	4.38043
NSE	NIFTY50	Nifty 50	NIFTY	60531.825	48425.475	121063.5	96851.25	INR	Yes	1602.47	1281.98
NSE	NIITTECH	NIIT TECHNOLOGIES LTD	NIITTECH	110010.75	88008.75	220021.5	176016.75	INR	No	291.987	233.589
NSE	NMDC	NMDC LIMITED	NMDC	74569.2	59655.24	149138.4	119310.6	INR	No	24.7314	19.7851
NSE	NTPC	NTPC LIMITED	NTPC	67892.4	54314	135785.2	108628	INR	No	33.7838	27.027
NSE	OFSS	-	OFSS	56270.25	45016.2	112540.5	90032.4	INR	No	746.783	597.426
NSE	OIL	OIL INDIA LTD	OIL	67178.5158	53742.9486	134357.3715	107485.8972	INR	No	39.341	31.4728
NSE	ONGC	OIL & NATURAL GAS CORP LTD	ONGC	62703	50162.25	125406	100324.875	INR	No	33.2916	26.6333
NSE	ORIENTBAN	-	ORIENTBANK	94250.1	75400.5	188500.9	150800.3	INR	No	26.8162	21.4529
NSE	PAGEIND	PAGE INDUSTRIES LTD	PAGEIND	67972.25	54377.75	135944.25	108755.5	INR	No	5413.30	4330.64
NSE	PCJEWELLE	-	PCJEWELLER	113642.75	90914.2	227285.5	181828.4	INR	No	34.8795	27.9036
NSE	PEL	PIRAMAL ENTERPRISES LTD	PEL	90706.606	72565.466	181413.514	145130.63	INR	No	597.969	478.375
NSE	PETRONET	PETRONET LNG LTD	PETRONET	79225.8	63380.7	158451.6	126761.4	INR	No	52.5672	42.0538
NSE	PFC	POWER FINANCE CORPORATION	PFC	76378.42	61102.922	152757.46	122205.72	INR	No	24.5258	19.6206
NSE	PIDILITIN	PIDILITE INDUSTRIES LTD	PIDILITIND	64965.5	51972	129930.5	103944.5	INR	No	258.661	206.929
NSE	PNB	PUNJAB NATIONAL BANK	PNB	75975.9	60780.86	151952.5	121562	INR	No	21.62	17.296
NSE	POWERGRID	POWER GRID CORP. OF INDIA LTD.	POWERGRID	83394	66715.2	166787.6	133430.4	INR	No	41.5094	33.2076
NSE	PVR	PVR LTD	PVR	72606.8	58085.2	145213.2	116170.8	INR	No	361.346	289.077
NSE	RAMCOCEM	RAMCO CEMENTS LTD/THE	RAMCOCEM	63818.88	51055.12	127637.6	102110.4	INR	No	158.81	127.048
NSE	RAYMOND	-	RAYMOND	72453.04	57962.48	144906.4	115924.8	INR	No	180.295	144.236
NSE	RBLBANK	RBL BANK LTD	RBLBANK	84907.8	67926.24	169815.6	135852	INR	No	140.863	112.69
NSE	RECLTD	REC LTD	RECLTD	92345.4	73876.2	184690.2	147752.4	INR	No	30.6442	24.5154
NSE	RELCAPITA	-	RELCAPITAL	60106.35	48085.05	120212.7	96170.25	INR	No	80.1418	64.1135
NSE	RELIANCE	RELIANCE INDUSTRIES LIMITED	RELIANCE	74478	59582.5	148956.5	119165	INR	No	296.525	237.22
NSE	RELINFRA	-	RELINFRA	47102.25	37681.8	94204.5	75363.6	INR	No	72.3275	57.862
NSE	REPCOHOME	-	REPCOHOME	93125.67	74500.47	186250.9	149000.5	INR	No	168.857	135.085
NSE	RPOWER	-	RPOWER	57628.8	46103.04	115257.6	92206.08	INR	No	7.1911	5.75288
NSE	SAIL	STEEL AUTHORITY OF INDIA	SAIL	88429.8	70743.84	176859.6	141487.2	INR	No	14.6883	11.7506
NSE	SBIN	STATE BANK OF INDIA	SBIN	97226.1	77780.7	194452.2	155561.7	INR	No	64.5174	51.6139
NSE	SHREECEM	SHREE CEMENT LIMITED	SHREECEM	98273.5	78618.5	196547	157237.5	INR	No	3912.65	3130.12
NSE	SIEMENS	SIEMENS LTD	SIEMENS	63390.8	50712.585	126781.6	101424.95	INR	No	229.437	183.549
NSE	SOUTHBANK	-	SOUTHBANK	61967.70462	49573.96485	123935.40924	99148.26111	INR	No	3.72714	2.98171
NSE	SRF	SRF LIMITED	SRF	131032	104825.5	262064	209651	INR	No	521.69	417.352
NSE	SRTRANSFI	SHRIRAM TRANSPORT FINANCE	SRTRANSFIN	87622.8	70098.6	175245.6	140196.6	INR	No	290.789	232.631
NSE	STAR	-	STAR	248270	247714.5	496540	495430.1	INR	No	562.988	450.391
NSE	SUNPHARMA	SUN PHARMACEUTICAL INDUS	SUNPHARMA	56996.61	45597.31	113993	91194.62	INR	No	103.143	82.5142
NSE	SUNTV	SUN TV NETWORK LIMITED	SUNTV	75151.7	60121.4	150303	120243	INR	No	149.678	119.743
NSE	SUZLON	-	SUZLON	182866.64	146293.16	365732.52	292586.32	INR	No	4.79977	3.83982
NSE	SYNDIBANK	-	SYNDIBANK	74980.35	59984.25	149960.7	119968.65	INR	No	9.95988	7.9679
NSE	TATACHEM	TATA CHEMICALS LIMITED	TATACHEM	48165.225	38532.225	96330.75	77064.75	INR	No	127.841	102.273
NSE	TATACOMM	-	TATACOMM	67595.3	54076.2	135191	108152	INR	No	134.566	107.652
NSE	TATAELXSI	-	TATAELXSI	42182.8	33746.12	84365.2	67492.4	INR	No	209.926	167.941
NSE	TATAGLOBA	TATA GLOBAL BEVERAGES LTD	TATAGLOBAL	51566.625	41253.3	103133.475	82506.6	INR	No	45.6246	36.4996
NSE	TATAMOTOR	TATA MOTORS LTD	TATAMOTORS	53884.8	43107.8	107769.6	86215.6	INR	No	53.6973	42.9578
NSE	TATAMTRDV	-	TATAMTRDVR	46483.12	37186.572	92966.62	74373.22	INR	No	24.3774	19.5019
NSE	TATAPOWER	TATA POWER CO LTD	TATAPOWER	73105.02	58484.07	146210.4	116968.5	INR	No	16.1706	12.9364
NSE	TATASTEEL	TATA STEEL LTD	TATASTEEL	60983.9458	48787.2203	121968.316	97574.3345	INR	No	114.431	91.5445
NSE	TCS	TATA CONSULTANCY SVCS LTD	TCS	55217.5	44174	110434.75	88348	INR	No	439.689	351.752
NSE	TECHM	TECH MAHINDRA LTD	TECHM	105166.2	84132.96	210332.4	168266.4	INR	No	174.464	139.572
NSE	TITAN	TITAN CO LTD	TITAN	90436.5	72349.125	180873	144698.25	INR	No	240.039	192.031
NSE	TORNTPHAR	TORRENT PHARMACEUTICALS LTD	TORNTPHARM	460675	460675	921350	921350	INR	No	2306.41	1845.12
NSE	TORNTPOWE	TORRENT POWER LTD	TORNTPOWER	85422.6	68338.2	170845.5	136676.4	INR	No	56.686	45.3488
NSE	TV18BRDCS	-	TV18BRDCST	54494.44	43595.63	108989.01	87191.26	INR	No	8.34627	6.67701
NSE	TVSMOTOR	TVS MOTOR CO LTD	TVSMOTOR	54983.8	43987	109968	87974	INR	No	109.468	87.574
NSE	UBL	UNITED BREWERIES LTD	UBL	107087.4	85670.2	214174.8	171339.7	INR	No	304.539	243.631
NSE	UJJIVAN	UJJIVAN FINANCIAL SERVICES L	UJJIVAN	81672.32	65337.92	163344	130675.84	INR	No	101.741	81.3924
NSE	ULTRACEMC	ULTRATECH CEMENT LTD	ULTRACEMCO	88106.4	70485.2	176212.8	140970.2	INR	No	876.964	701.571
NSE	UNIONBANK	-	UNIONBANK	78528.1	62822.62	157056.2	125645.1	INR	No	22.3616	17.8893
NSE	UPL	UPL LTD	UPL	120534	96426.96	241066.8	192854.4	INR	No	199.952	159.962
NSE	USDINR	US Dollars in Indian Rupee	USDINR	4584.06	3667.25	9168.12	7334.49	INR	Yes	9068.60	7254.88
NSE	VEDL	VEDANTA LTD	VEDL	54577.85	43662.28	109155.47	87324.33	INR	No	47.2839	37.8271
NSE	VGUARD	-	VGUARD	71592.9	57274.5	143186.1	114548.7	INR	No	47.5162	38.0129
NSE	VOLTAS	VOLTAS LIMITED	VOLTAS	66896.3	53517	133793	107034	INR	No	133.168	106.534
NSE	WIPRO	WIPRO LTD	WIPRO	91342.4	73073.92	182684.8	146147.84	INR	No	56.814	45.4512
NSE	WOCKPHARM	-	WOCKPHARMA	194985	194722.2	389970	389444.4	INR	No	540.896	432.716
NSE	YESBANK	YES BANK LTD	YESBANK	90870.325	72696.4	181741	145392.625	INR	No	103.589	82.8715
NSE	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZEEL	125489.26	100391.46	250978	200782.4	INR	No	192.585	154.068

ICE Futures U.S. (NYBOT)

For more information on these margin requirements, please visit the exchange website.

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	CC	Cocoa NYBOT	CC	2375	N/A	2375	1900	USD	Yes	2375	1900
NYBOT	CT	Cotton No. 2	CT	3312.50	N/A	3312.50	2650	USD	Yes	3312.50	2650
NYBOT	DX	NYBOT US Dollar FX	DX	3691.58	N/A	3691.58	2953.27	USD	Yes	3691.58	2953.27
NYBOT	NYFANG	NYSE FANG+ Index	FNG	20552.50	N/A	20552.50	16442	USD	No	20552.50	16442
NYBOT	KC	Coffee "C"	KC	3380	N/A	3380	2704	USD	Yes	3380	2704
NYBOT	OJ	FC Orange Juice "A"	OJ	1065.49	N/A	1065.49	852.39	USD	Yes	1065.49	852.39
NYBOT	RS	Canola	RS	425	N/A	425	340	CAD	No	425	340
NYBOT	SB	Sugar No. 11	SB	1200	N/A	1200	960	USD	Yes	1200	960
NYBOT	SF	Sugar #16 112000 lbs	SF	798.56	N/A	798.56	638.848	USD	No	798.56	638.848

New York Mercantile Exchange (NYMEX)

For more information on these margin requirements, please visit the exchange website.

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	BB	NYMEX Brent Financial Futures Index	BB	6555	N/A	6555	5244	USD	No	6555	5244
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	6555	N/A	6555	5244	USD	Yes²	6555	5244
NYMEX	CL	Light Sweet Crude Oil	CL	3052.50	2442	6105	4884	USD	Yes	6105	4884
NYMEX	GC	Gold	GC	2975	2380	4250	3400	USD	Yes	4250	3400
NYMEX	HG	NYMEX Copper Index	HG	3101	2480.80	4430	3544	USD	Yes	4430	3544
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	2169.125	1735.30	3098.75	2479	USD	No	3098.75	2479
NYMEX	HO	Heating Oil	HO	4289.25	3431.40	6127.50	4902	USD	Yes	6127.50	4902
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	2169.125	1735.30	3098.75	2479	USD	No	3098.75	2479
NYMEX	HRC	Hot-Rolled Coil Steel Index	HRC	531.25	N/A	531.25	425	USD	No	531.25	425
NYMEX	MGC	E-Micro Gold	MGC	297.50	238	425	340	USD	No	425	340
NYMEX	NG	Henry Hub Natural Gas	NG	2169.125	1735.30	3098.75	2479	USD	Yes	3098.75	2479
NYMEX	PA	NYMEX Palladium Index	PA	9350	N/A	9350	7480	USD	No	9350	7480
NYMEX	PL	NYMEX Platinum Index	PL	2125	N/A	2125	1700	USD	No	2125	1700
NYMEX	QC	COMEX MINY Copper	QC	1550.50	1240.40	2215	1772	USD	No	2215	1772
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	542.8675	434.294	775.525	620.42	USD	No	775.525	620.42
NYMEX	QH	NYMEX MINY Heating Oil Index	QH	2144.625	1715.70	3063.75	2451	USD	No	3063.75	2451
NYMEX	QI	COMEX MINY Silver	QI	1701	1260	2430	1800	USD	No	2430	1800
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	1526.25	1221	3052.50	2442	USD	No	3052.50	2442
NYMEX	QO	COMEX MINY Gold	QO	1487.50	1190	2125	1700	USD	No	2125	1700
NYMEX	QU	NYMEX MINY Gasoline RBOB Index	QU	2462.25	1969.80	3517.50	2814	USD	No	3517.50	2814
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	4924.50	3939.60	7035	5628	USD	Yes	7035	5628
NYMEX	SI	NYMEX Silver Index	SI	3402	2520	4860	3600	USD	Yes	4860	3600
NYMEX	SI	NYMEX Silver Index	SIL	680.40	504	972	720	USD	No	972	720
NYMEX	TT	NYMEX Cotton index	TT	3750	N/A	3750	3000	USD	No	3750	3000
NYMEX	UX	NYMEX Uranium Index	UX	562.50	N/A	562.50	450	USD	No	562.50	450

New York Stock Exchange/Liffe (NYSE LIFFE)

For more information on these margin requirements, please visit the exchange website.

Exchange NYSELIFFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	5625	N/A	5625	4500	USD	No	5625	4500
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3251.25	N/A	3251.25	2601	USD	No	3251.25	2601
NYSELIFFE	MXUS	MSCI USA Index	MUN	16158.75	N/A	16158.75	12927	USD	No	16158.75	12927
NYSELIFFE	YG	Mini Sized NY Gold Futures	YG	1259.64	N/A	1259.64	1007.71	USD	Yes²	1259.64	1007.71
NYSELIFFE	YI	Mini Sized NY Silver Futures	YI	991.25	N/A	991.25	793	USD	Yes²	991.25	793
NYSELIFFE	ZG	Gold 100 Troy Oz	ZG	3918.00	N/A	3918.00	3134.40	USD	Yes²	3918.00	3134.40
NYSELIFFE	ZI	CBOT 5000 Oz Silver Futures	ZI	4956.25	N/A	4956.25	3965	USD	Yes²	4956.25	3965

Nasdaq OMX - Stockholm (OMS)

For more information on these margin requirements, please visit the exchange website.

Exchange OMS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OMS	ABB	ABB LTD-REG	ABB.FWD	3329.03	N/A	3329.03	2663.23	SEK	No	3329.03	2663.23
OMS	ALFA	ALFA LAVAL AB	ALFA.FWD	3679.65	N/A	3679.65	2943.72	SEK	No	3679.65	2943.72
OMS	ATCO.A	ATLAS COPCO AB-A SHS	ATCOA.FWD	4615.19	N/A	4615.19	3692.15	SEK	No	4615.19	3692.15
OMS	AZN	ASTRAZENECA PLC	AZN.FWD	18557.86	N/A	18557.86	14846.29	SEK	No	18557.86	14846.29
OMS	BOL	BOLIDEN AB	BOLI.FWD	4697.06	N/A	4697.06	3757.65	SEK	No	4697.06	3757.65
OMS	ELUX.B	ELECTROLUX, AB SER. B	ELUXB.FWD	4556.21	N/A	4556.21	3644.97	SEK	No	4556.21	3644.97
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB.FWD	1638.36	N/A	1638.36	1310.69	SEK	No	1638.36	1310.69
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB	3110	N/A	3110	2488	SEK	No	3110	2488
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB.FWD	3110	N/A	3110	2488	SEK	No	3110	2488
OMS	HUSQ.B	HUSQVARNA AB-B SHS	HUSQB.FWD	1388.99	N/A	1388.99	1111.19	SEK	No	1388.99	1111.19
OMS	INVE.B	INVESTOR AB-B SHS	INVEB	7680.05	N/A	7680.05	6144.04	SEK	No	7680.05	6144.04
OMS	INVE.B	INVESTOR AB-B SHS	INVEB.FWD	7685.56	N/A	7685.56	6148.44	SEK	No	7685.56	6148.44
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	LUPE.FWD	6101.95	N/A	6101.95	4881.56	SEK	No	6101.95	4881.56
OMS	NDA	NORDEA BANK ABP	NDASE.FWD	1547.42	N/A	1547.42	1237.94	SEK	No	1547.42	1237.94
OMS	NOKIASEK	NOKIA OYJ	NOKIA.FWD	1064.62	N/A	1064.62	851.692	SEK	No	1064.62	851.692
OMS	OMXS30	OMX Index (Sweden)	OMXS30	16711.25	N/A	16711.25	13369	SEK	Yes	16711.25	13369
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA.FWD	1724.98	N/A	1724.98	1379.99	SEK	No	1724.98	1379.99
OMS	SECU.B	-	SECUB	2771.23	N/A	2771.23	2216.98	SEK	No	2771.22	2216.98
OMS	SECU.B	SECURITAS AB-B SHS	SECUB.FWD	2770.05	N/A	2770.05	2216.04	SEK	No	2770.05	2216.04
OMS	SHB.A	SVENSKA HANDELSBANKEN-A SHS	SHBA.FWD	1934.53	N/A	1934.53	1547.63	SEK	No	1934.53	1547.63
OMS	SKA.B	-	SKAB	3116.78	N/A	3116.78	2493.42	SEK	No	3116.78	2493.42
OMS	SKA.B	SKANSKA AB-B SHS	SKAB.FWD	3118.10	N/A	3118.10	2494.48	SEK	No	3118.10	2494.48
OMS	SKF.B	-	SKFB	2933.41	N/A	2933.41	2346.73	SEK	No	2933.41	2346.73
OMS	SKF.B	SKF AB-B SHARES	SKFB.FWD	2933.41	N/A	2933.41	2346.73	SEK	No	2933.41	2346.73
OMS	SSAB.A	SSAB AB-A SHARES	SSABA.FWD	655.307	N/A	655.307	524.245	SEK	No	655.307	524.245
OMS	STER	STORA ENSO OYJ-R SHS	STER.FWD	2311.85	N/A	2311.85	1849.48	SEK	No	2311.85	1849.48
OMS	SWED.A	SWEDBANK AB - A SHARES	SWEDA.FWD	3266.22	N/A	3266.22	2612.98	SEK	No	3266.22	2612.98
OMS	TEL2.B	TELE2 AB-B SHS	TEL2B.FWD	2332.48	N/A	2332.48	1865.98	SEK	No	2332.48	1865.98
OMS	TELIA	TELIA CO AB	TLSN.FWD	783.931	N/A	783.931	627.144	SEK	No	783.931	627.144
OMS	TREL.B	TRELLEBORG AB-B SHS	TRELB.FWD	2859.35	N/A	2859.35	2287.48	SEK	No	2859.35	2287.48
OMS	VOLV.B	-	VOLVB	2549.98	N/A	2549.98	2039.98	SEK	No	2549.98	2039.98
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB.FWD	2549.98	N/A	2549.98	2039.98	SEK	No	2549.98	2039.98

Osaka Securities Exchange (OSE.JPN)

For more information on these margin requirements, please visit the exchange website.

Exchange OSE.JPN	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	89625	N/A	89625	71700	JPY	No	89625	71700
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JGBL	1910499.95	N/A	1910499.95	1528399.96	JPY	Yes	1910499.95	1528399.96
OSE.JPN	MJ	Mini 10 Year JGB	JGBLM	191049.995	N/A	191049.995	152840.00	JPY	No	191049.995	152840.00
OSE.JPN	JPNK400	JPX-Nikkei Index 400	JN400	102307.39	N/A	102307.39	81845.91	JPY	No	102307.39	81845.91
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTHE	126491.20	N/A	126491.20	101192.96	JPY	No	126491.20	101192.96
OSE.JPN	N225	Nikkei 225	NK225	759161.75	607329.40	1518323.50	1214658.80	JPY	Yes	1518323.50	1214658.80
OSE.JPN	N225M	Nikkei 225 Mini	NK225M	75916.17	60732.94	151832.35	121465.88	JPY	No	151832.35	121465.88
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NKVI	106250	N/A	106250	85000	JPY	No	283475	226780
OSE.JPN	TSEREIT	TSE REIT Index	REIT	68602.41	N/A	68602.41	54881.93	JPY	No	68602.41	54881.93
OSE.JPN	TOPX	TOPIX Index	TOPIX	583391.90	466713.52	1166783.81	933427.05	JPY	No	1166783.81	933427.05
OSE.JPN	MNTPX	Japan Mini Topix	TOPIXM	57617.72	46094.17	115235.43	92188.35	JPY	No	115235.43	92188.35
OSE.JPN	TPXC30	Topix Core30	TPX30	53411.42	N/A	53411.42	42729.13	JPY	No	53411.42	42729.13

Singapore Exchange (SGX)

For more information on these margin requirements, please visit the exchange website.

Exchange SGX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SGX	AJ	SGX Australian Dollar in Japanese Yen Futures	AJ	112596.43	N/A	112596.43	90077.15	JPY	No	112596.43	90077.15
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	874.765	N/A	874.765	699.812	USD	No	874.765	699.812
SGX	M3CNX	MSCI China Free Price USD Index	CH	5727.97	N/A	5727.97	4582.38	USD	No	5727.97	4582.38
SGX	XINA50	FTSE/Xinhua China A50	CN	1413.91	N/A	1413.91	1131.13	USD	No	1413.91	1131.13
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	11055.84	N/A	11055.84	8844.675	USD	No	11055.84	8844.675
SGX	SEY	Euroyen (TIBOR) Index	EY	52500.13	N/A	52500.13	42000.10	JPY	No	52500.13	42000.10
SGX	SCI	SGX TSI Iron Ore Futures	FEF	649.753	N/A	649.753	519.802	USD	No	649.753	519.802
SGX	MXID	MSCI Indonesia Index	ID	875	N/A	875	700	USD	No	875	700
SGX	NIFTY	CNX Nifty Index	IN	1365.03	N/A	1365.03	1092.02	USD	Yes	1365.03	1092.02
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3498.47	N/A	3498.47	2798.78	USD	No	3498.47	2798.78
SGX	SGB	SGX Mini JGB Index	JB	191037.50	N/A	191037.50	152830.00	JPY	No	191037.50	152830.00
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	334254.94	N/A	334254.94	267403.95	JPY	No	334254.94	267403.95
SGX	KU	SGX Korean Won in US Dollar Futures	KU	2803.11	N/A	2803.11	2242.485	USD	No	2803.11	2242.485
SGX	MXMY	MSCI Malaysia Index	MY	1000.65	N/A	1000.65	800.5235	USD	No	1000.65	800.5235
SGX	M1CNX	MSCI China Free Net Total Return (USD) Index	NCH	6181.77	N/A	6181.77	4945.42	USD	No	6181.77	4945.42
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1263172.53	N/A	1263172.53	890538.02	JPY	No	1263172.53	890538.02
SGX	SGXNK	SGX: Nikkei 225	NK	380250	304200	760500	608400	JPY	Yes	760500	608400
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	76553.02	61242.42	153106.04	122484.83	JPY	No	153106.04	122484.83
SGX	N225U	SGX: USD Nikkei 225 Index	NU	7697.07	N/A	7697.07	6157.66	USD	No	7697.07	6157.66
SGX	SSG	MSCI Singapore Free Index	SGP	2245.62	N/A	2245.62	1796.50	SGD	Yes²	2245.62	1796.50
SGX	STI	SGX Straits Times Index	ST	2741.90	N/A	2741.90	2193.52	SGD	No	2741.90	2193.52
SGX	TSR20	SICOM Rubber	TF	687.50	N/A	687.50	550	USD	No	687.50	550
SGX	MXTH	MSCI Thailand index	TH	1000.05	N/A	1000.05	800.038	USD	No	1000.05	800.038
SGX	STW	MSCI Taiwan Index	TW	1125.16	900.125	2250.31	1800.25	USD	Yes	2250.31	1800.25
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	101628.54	N/A	101628.54	81302.83	CNH	No	101628.54	81302.83
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	3722005.72	N/A	3722005.72	2977604.58	JPY	No	3722005.72	2977604.58
SGX	US	SGX US Dollar in Singapore Dollar Futures	US	2127.70	N/A	2127.70	1702.16	SGD	No	2127.70	1702.16
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	744401.14	N/A	744401.14	595520.92	JPY	No	744401.14	595520.92
SGX	AMBUJACEM	AMBUJA CEMENTS LIMITED	ZACE	1000	N/A	1000	800	USD	No	1000	800
SGX	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ZADS	2000	N/A	2000	1600	USD	No	2000	1600
SGX	ASIANPAIN	ASIAN PAINTS LTD	ZAPN	1750	N/A	1750	1400	USD	No	1750	1400
SGX	AUROPHARM	AUROBINDO PHARMA LTD	ZARB	7796.50	N/A	7796.50	7796.50	USD	No	9756.17	7804.94
SGX	AXISBANK	AXIS BANK LTD	ZAXS	1625	N/A	1625	1300	USD	No	1625	1300
SGX	BAJFINANC	BAJAJ FINANCE LTD	ZBAF	3125	N/A	3125	2500	USD	No	3125	2500
SGX	BHARTIART	BHARTI AIRTEL LIMITED	ZBHA	1125	N/A	1125	900	USD	No	1125	900
SGX	INFRATEL	BHARTI INFRATEL LTD	ZBHI	875	N/A	875	700	USD	No	875	700
SGX	BAJAJ-AUT	BAJAJ AUTO LIMITED	ZBJA	1625	N/A	1625	1300	USD	No	1625	1300
SGX	BOSCHLTD	BOSCH LIMITED	ZBOS	2000	N/A	2000	1600	USD	No	2000	1600
SGX	BPCL	BHARAT PETROLEUM CORP LTD	ZBPC	1625	N/A	1625	1300	USD	No	1625	1300
SGX	CIPLA	CIPLA LTD	ZCIP	5006.36	N/A	5006.36	4005.09	USD	No	10012.71	8010.17
SGX	COALINDIA	COAL INDIA LTD	ZCOA	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	DRREDDY	DR. REDDY'S LABORATORIES	ZDRR	13256.75	N/A	13256.75	13256.75	USD	No	16588.56	13270.85
SGX	EICHERMOT	EICHER MOTORS LTD	ZEIM	2875	N/A	2875	2300	USD	No	2875	2300
SGX	GAIL	GAIL INDIA LTD	ZGAI	1405.34	N/A	1405.34	1124.27	USD	No	1405.34	1124.27
SGX	HCLTECH	HCL TECHNOLOGIES LTD	ZHCL	1125	N/A	1125	900	USD	No	1125	900
SGX	HDFCBANK	HDFC BANK LIMITED	ZHDB	2250	N/A	2250	1800	USD	No	2250	1800
SGX	HDFC	HOUSING DEVELOPMENT FINANCE	ZHDF	2125	N/A	2125	1700	USD	No	2125	1700
SGX	HEROMOTOC	HERO MOTOCORP LIMITED	ZHMC	1750	N/A	1750	1400	USD	No	1750	1400
SGX	HINDALCO	HINDALCO INDUSTRIES LIMITED	ZHND	1375	N/A	1375	1100	USD	No	1375	1100
SGX	HINDPETRO	HINDUSTAN PETROLEUM CORP	ZHPC	1250	N/A	1250	1000	USD	No	1250	1000
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	2125	N/A	2125	1700	USD	No	2125	1700
SGX	ICICIBANK	ICICI BANK LTD	ZICI	1625	N/A	1625	1300	USD	No	1625	1300
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	750	N/A	750	600	USD	No	750	600
SGX	INDUSINDB	INDUSIND BANK LIMITED	ZIIB	1000	N/A	1000	800	USD	No	1000	800
SGX	INFY	INFOSYS LTD	ZINF	1407.63	N/A	1407.63	1126.10	USD	No	1407.63	1126.10
SGX	IOC	INDIAN OIL CORPORATION LTD	ZIOC	750.663	N/A	750.663	600.53	USD	No	750.663	600.53
SGX	ITC	ITC LTD	ZITC	1375	N/A	1375	1100	USD	No	1375	1100
SGX	KOTAKBANK	KOTAK MAHINDRA BANK LTD	ZKMB	1625	N/A	1625	1300	USD	No	1625	1300
SGX	LUPIN	LUPIN LTD	ZLPC	3826	N/A	3826	3826	USD	No	4787.56	3830.05
SGX	LT	LARSEN & TOUBRO LIMITED	ZLT	1500	N/A	1500	1200	USD	No	1500	1200
SGX	MM	MAHINDRA & MAHINDRA LIMITED	ZMM	1750	N/A	1750	1400	USD	No	1750	1400
SGX	MARUTI	MARUTI SUZUKI INDIA LTD	ZMSI	1000	N/A	1000	800	USD	No	1000	800
SGX	NTPC	NTPC LIMITED	ZNTP	1062.50	N/A	1062.50	850	USD	No	1062.50	850
SGX	ONGC	OIL & NATURAL GAS CORP LTD	ZONG	1187.50	N/A	1187.50	950	USD	No	1187.50	950
SGX	POWERGRID	POWER GRID CORP. OF INDIA LTD.	ZPWG	1375	N/A	1375	1100	USD	No	1375	1100
SGX	RELIANCE	RELIANCE INDUSTRIES LIMITED	ZRIL	2750	N/A	2750	2200	USD	No	2750	2200
SGX	SBIN	STATE BANK OF INDIA	ZSBI	1625	N/A	1625	1300	USD	No	1625	1300
SGX	SUNPHARMA	SUN PHARMACEUTICAL INDUS	ZSUN	562.50	N/A	562.50	450	USD	No	562.50	450
SGX	TATASTEEL	TATA STEEL LTD	ZTAT	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	TCS	TATA CONSULTANCY SVCS LTD	ZTCS	1974.67	N/A	1974.67	1579.74	USD	No	1974.67	1579.74
SGX	TECHM	TECH MAHINDRA LTD	ZTEC	1875	N/A	1875	1500	USD	No	1875	1500
SGX	TATAMOTOR	TATA MOTORS LTD	ZTTM	662.758	N/A	662.758	530.207	USD	No	662.758	530.207
SGX	UPL	UPL LTD	ZUPL	1795.93	N/A	1795.93	1436.74	USD	No	1795.93	1436.74
SGX	ULTRACEMC	ULTRATECH CEMENT LTD	ZUTC	2250	N/A	2250	1800	USD	No	2250	1800
SGX	VEDL	VEDANTA LTD	ZVED	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	WIPRO	WIPRO LTD	ZWPR	1625	N/A	1625	1300	USD	No	1625	1300
SGX	YESBANK	YES BANK LTD	ZYES	1250	N/A	1250	1000	USD	No	1250	1000
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	2000	N/A	2000	1600	USD	No	2000	1600

ASX24 (SNFE)⁴

For more information on these margin requirements, please visit the exchange website.

Exchange SNFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SNFE	MSPI	ASX Mini SPI 200 Index	AM	936.15	748.92	1872.30	1497.84	AUD	No	1872.30	1497.84
SNFE	SPI	S&P/ASX 200 Index (Australia)	AP	4698.25	3758.60	9396.51	7517.205	AUD	Yes	9396.51	7517.205
SNFE	IB	30 Day Interbank Cash Rate	IB	273.277	N/A	273.277	218.622	AUD	No	273.277	218.622
SNFE	IR	90 Day Bills	IR	397.50	N/A	397.50	318	AUD	No	397.50	318
SNFE	XT	10 Year Treasury Bond 6%	XT	2986.25	N/A	2986.25	2389	AUD	No	2986.25	2389
SNFE	YT	3 Year Treasury Bond 6%	YT	771.25	N/A	771.25	617	AUD	No	771.25	617

Eurex (SOFFEX)

For more information on these margin requirements, please visit the exchange website.

Exchange SOFFEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SOFFEX	ABBN	ABB LTD-REG	ABBF	360.178	N/A	360.178	288.143	CHF	No	360.178	288.143
SOFFEX	ADEN	ADECCO GROUP AG-REG	ADEF	985.85	N/A	985.85	788.68	CHF	No	985.85	788.68
SOFFEX	BAER	JULIUS BAER GROUP LTD	BAEI	814.667	N/A	814.667	651.733	CHF	No	814.667	651.733
SOFFEX	BALN	BALOISE HOLDING AG - REG	BALF	3016.80	N/A	3016.80	2413.44	CHF	No	3016.80	2413.44
SOFFEX	CFR	CIE FINANCIERE RICHEMONT-REG	CFRI	1346.97	N/A	1346.97	1077.57	CHF	No	1346.97	1077.57
SOFFEX	CLN	CLARIANT AG-REG	CLNF	406.115	N/A	406.115	324.892	CHF	No	406.115	324.892
SOFFEX	CONF	Swiss Federal Long-Term Bonds	CONF	2137.50	N/A	2137.50	1710	CHF	No	2137.50	1710
SOFFEX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	1351.55	N/A	1351.55	1081.24	CHF	Yes²	1351.55	1081.24
SOFFEX	SMIDP	SMI Dividend Points Index	FSMD	10532.90	N/A	10532.90	6190.97	CHF	No	15477.43	6190.97
SOFFEX	SMI	Swiss Market Index	FSMI	4383.71	3506.97	8767.43	7013.94	CHF	Yes	8767.43	7013.94
SOFFEX	SMIM	Swiss Mid-cap Index	FSMM	2254.24	N/A	2254.24	1803.40	CHF	Yes²	2254.24	1803.40
SOFFEX	GAM	GAM HOLDING AG	GAMF	201.516	N/A	201.516	161.213	CHF	No	185.198	148.158
SOFFEX	GEBN	GEBERIT AG-REG	GBRI	7548.56	N/A	7548.56	6038.85	CHF	No	7548.56	6038.85
SOFFEX	GIVN	GIVAUDAN-REG	GIVG	4768.00	N/A	4768.00	3814.40	CHF	No	4768.00	3814.40
SOFFEX	KUD	KUDELSKI SA-BR	KUDG	566.9855	N/A	566.9855	566.97	CHF	No	708.713	566.97
SOFFEX	NESN	NESTLE SA-REG	NESG	1752.33	N/A	1752.33	1401.86	CHF	No	1752.33	1401.86
SOFFEX	NOVN	NOVN: NOVARTIS AG-REG: ADJ	NOVF	1714.83	N/A	1714.83	1371.86	CHF	No	1714.83	1371.86
SOFFEX	OERL	-	OERG	243.744	N/A	243.744	194.995	CHF	No	243.744	194.995
SOFFEX	ROG	ROCHE HOLDING AG-GENUSSCHEIN	ROGF	5086.74	N/A	5086.74	4069.40	CHF	No	5086.74	4069.40
SOFFEX	SCMN	SWISSCOM AG-REG	SCMH	900.539	N/A	900.539	720.432	CHF	No	900.539	720.432
SOFFEX	SGSN	SGS SA-REG	SGSL	4814.88	N/A	4814.88	3851.90	CHF	No	4814.88	3851.90
SOFFEX	SLHN	SWISS LIFE HOLDING AG-REG	SLHG	8206.67	N/A	8206.67	6565.33	CHF	No	8206.67	6565.33
SOFFEX	STMN	STRAUMANN HOLDING AG-REG	STMF	1508.40	N/A	1508.40	1206.72	CHF	No	1508.40	1206.72
SOFFEX	UHR	SWATCH GROUP AG/THE-BR	UHFF	549.736	N/A	549.736	439.789	CHF	No	549.736	439.789
SOFFEX	UHRN	SWATCH GROUP AG/THE-REG	UHRF	1060.29	N/A	1060.29	848.228	CHF	No	1060.29	848.228
SOFFEX	CSSMI	ISHARES SMI ETF CH	XMTF	1822.83	N/A	1822.83	1458.26	CHF	No	1822.83	1458.26
SOFFEX	ZURN	ZURICH INSURANCE GROUP AG	ZURF	618.172	N/A	618.172	494.537	CHF	No	618.172	494.537

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

The following table lists intraday margin requirements and hours for futures and futures options. Each day at 'Intraday End Time' the futures contract will revert back to the full overnight margin requirement until the 'Intraday Start Time' the next day. Margin requirements will always be applied at 100% for spread transactions. If an account holds futures, futures options for US products, or future and index options for European products on the same underlying, intraday margin does not apply.

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
ECBOT	ZB	30-year T-BONDS	7:20	15:00
ECBOT	ZN	10-YR TREAS.	7:20	15:00
ECBOT	ZF	5-YR TREAS.	7:20	15:00
ECBOT	ZT	2-YR TREAS.	7:20	15:00
ECBOT	Z3N	3-YR TREAS.	8:30	15:00
ECBOT	ZQ	30 Day Federal Funds	7:20	15:00
ECBOT	TN	10-YR T-NOTES	7:20	15:00
ECBOT	UB	Ultra T-BONDS	7:20	15:00
ECBOT	YM	MINI DJIA	8:30	15:00
ECBOT	MYM	Micro E-mini DJIA	8:30	15:00
GLOBEX	MNQ	Micro E-mini NASDAQ-100	8:30	15:00
GLOBEX	MES	Micro E-mini S&P 500	8:30	15:00
GLOBEX	M2K	Micro E-mini Russell 2000	8:30	15:00
GLOBEX	GE	EURODOLLARS	7:20	15:00
GLOBEX	ES	MINI-S&P 500	8:30	15:00
GLOBEX	NKD	NIKKEI 225	8:00	15:00
GLOBEX	NQ	NASDAQ E-MINI	8:30	15:00
GLOBEX	SP	S&P 500	8:30	15:00
NYMEX	CL	Crude oil	9:00	15:45
NYMEX	GC	Gold	8:20	15:45
NYMEX	HG	Copper	8:10	15:45
NYMEX	HH	Nautral Gas Last Day Financial Future	9:00	15:45
NYMEX	HO	Heating Oil	9:00	15:45
NYMEX	MGC	E-Micro Gold	8:30	15:45
NYMEX	NG	Natural gas	9:00	15:45
NYMEX	QC	Copper	8:10	15:45
NYMEX	QG	Natural gas E-Mini	9:00	15:45
NYMEX	QH	Heating Oil E-Mini	9:00	15:45
NYMEX	QI	Silver Mini	8:25	15:45
NYMEX	QM	Crude oil E-Mini	9:00	15:45
NYMEX	QO	Gold	8:20	15:45
NYMEX	QU	Unleaded Gasoline E-Mini	9:00	15:45
NYMEX	RB	RBOB Gasoline	9:00	15:45
NYMEX	SI	Silver	8:25	15:45
NYMEX	SIL	Silver	8:25	15:45
NYBOT	TF	RUSSELL 2000	9:30	16:00

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
CDE	BAX	Bankers Acceptance	6:00	15:45
CDE	CGB	10-year Canadian Government Bond	6:00	15:45
CDE	CGF	5-year Canadian Government Bond	6:00	15:45
CDE	SCF	S&P/TSX Composite	9:30	15:45
CDE	SXF	S&P 60	9:30	15:45
CDE	SXM	Mini S&P 60	9:30	15:45

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
IDEM	FTMIB	S&P MIB30 Index	9:00	17:35
IDEM	MINI	Mini S&P MIB30 Index	9:00	17:35
DTB	FDAX	DAX Index	7:50	21:45
DTB	FDXM	DAX Index Mini	7:50	21:45
DTB	FESX	DJ EURO STOXX	7:50	21:45
DTB	FGBL	Euro BUND	7:50	21:45
DTB	FGBM	Euro BOBL	7:50	21:45
DTB	FGBS	Euro SCHATZ	7:50	21:45
DTB	FGBX	Euro BUXL	7:50	18:45
DTB	FOAT	Euro-OAT French Government Bond Index	7:50	18:45
SOFFEX	FSMI	Swiss Market Index	8:00	17:15
ICEEU	I	EURIBOR THREE MONTH EURO	7:00	16:15
ICEEU	L	THREE MONTH SHORT STERLING	7:30	16:15
ICEEU	R	Long Gilt	8:00	16:15
ICEEU	Z	FTSE 100 (NEW STYLE)	7:00	20:45
IPE	WTI	Light WTI Crude	1:00	20:45
MEFFRV	IBX	IBEX-35	9:00	17:15
MEFFRV	MIX	IBEX-MINI	9:00	17:15
FTA	FTI	AEX INDEX FUT	8:00	18:15
FTA	MFA	AEX INDEX FUT	8:00	18:00
MONEP	FCE	CAC 40	8:00	18:00
MONEP	MFC	CAC 40	8:00	18:00

Exchange	Symbol	Description	Intraday Start Time⁵	Intraday End Time⁵
SNFE	AM	SPI 200 Mini	9:50	16:15
SNFE	AP	SPI 200	9:50	16:15

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
HKFE	A50⁵	ISHARES FTSE A50 CHINA INDEX	9:00	15:45
HKFE	HHI⁵	HSCEI INDEX	8:45	16:00
HKFE	HSI⁵	HANG SENG INDEX	8:45	16:00
HKFE	MCH⁵	HSCEI INDEX	8:45	16:00
HKFE	MHI⁵	HANG SENG INDEX	8:45	16:00

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
OSE.JPN	NK225	NIKKEI 225	08:45	14:55
OSE.JPN	NK225M	NIKKEI 225 MINI	08:45	14:55
OSE.JPN	TOPIX	TOPIX	08:45	15:00
OSE.JPN	TOPIXM	TOPIX Mini	08:45	15:00

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
NSE	NIFTY	S&P CNX NIFTY	9:15	15:15

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
SGX	NK	NIKKEI 225	7:45	14:10
SGX	NS	NIKKEI 225 mini	7:45	13:45
SGX	TW	MSCI Taiwan	8:45	13:30

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
KSE	01	KOSPI	9:00	15:20
KSE	05	KOSPI mini	9:00	15:20

Maintenance Margin Minimums

Futures:
50 USD /contract

Short Options:
50 USD/contract for 100 delta units
25 USD/contract for 0 delta units

Minimums for deltas between 100 and 0 will be interpolated based on the above schedule. Eurex contracts always assume a delta of 100.

Initial Margin Minimums

125% of Maintenance Margin

Notes

4. The times listed in 'Intraday Start Time' and 'Intraday End Time' columns are shown in local exchange time.

Risk Margin Overview

What is risk based margining?

A risk based margin system evaluates your portfolio to set your margin requirements. The risk valuations of your positions are created using simulated market movements that anticipate possible outcomes. As a result, a more accurate margin model is created, allowing the investor to increase their leverage.

How are correlated risks offset?

Within a group of positions with the same underlying, 100% of the gain at any one valuation point is allowed to offset another positions loss at the same valuation point.

Example: An account holds a long stock position in stock ABC and a long put option contract in ABC. If a theoretical worst case scenario causes the underlying asset to drop 15%, then the loss that on the long stock position would be offset by the gain on the long put position.

What are my eligibility requirements?

Eligibility requirements vary according to the investor’s personal information, region, and exchange.

What positions are eligible?

All positions in margin equity securities (including foreign equity securities and options on foreign equity securities, listed options on an equity security or index of equity securities, security futures products, unlisted derivatives on an equity security or index of equity securities, warrants on an equity security or index of equity securities, broad-based index futures, and options on broad-based index futures.

Portfolio Margin

Under SEC-approved Portfolio Margin rules and using our real-time margin system, our customers are able in certain cases to increase their leverage beyond Reg T margin requirements. For decades margin requirements for securities (stocks, options and single stock futures) accounts have been calculated under a Reg T rules-based policy. This calculation methodology applies fixed percents to predefined combination strategies. With Portfolio Margin, margin requirements are determined using a "risk-based" pricing model that calculates the largest potential loss of all positions in a product class or group across a range of underlying prices and volatilities. This model, known as the Theoretical Intermarket Margining System ("TIMS"), is applied each night to U.S. stocks, OCC stock and index options and U.S. single stock futures positions by the federally-chartered Options Clearing Corporation("OCC") and is disseminated by the OCC to participating brokerage firms each night. The minimum margin requirement in a Portfolio Margin account is static during the day because the OCC only disseminates the TIMS parameter requirements once per day.

However, Portfolio Margin compliance is updated by us throughout the day based on the real-time price of the equity positions in the Portfolio Margin account. Please note, at this time, Portfolio Margin is not available for U.S. commodities futures and futures options, U.S. bonds, Mutual Funds, or Forex positions, but U.S. regulatory bodies may consider inclusion of these products at a future date.

Portfolio or risk based margin has been utilized for many years in both commodities and many non-U.S. securities markets, with great success. Dependent upon the composition of the trading account, Portfolio Margin may require a lower margin than that required under Reg T rules, which translates to greater leverage. Trading with greater leverage involves greater risk of loss. There is also the possibility that, given a specific portfolio composed of positions considered as having higher risk, the requirement under Portfolio Margin may be higher than the requirement under Reg T. Part of the reasoning behind the creation of Portfolio Margin is that the margin requirements would more accurately reflect the actual risk of the positions in an account. Thus, it is possible that, in a highly concentrated account, a Portfolio Margin approach may result in higher margin requirements than under Reg T. One of the main goals of Portfolio Margin is to reflect the lower risk inherent in a balanced portfolio of hedged positions. Conversely, Portfolio Margin must assess proportionately larger margin for accounts with positions which represent a concentration in a relatively small number of stocks.

Portfolio Margin Eligibility

Customers must meet the following eligibility requirements to open a Portfolio Margin account:

An existing account must have at least USD 110,000 (or USD equivalent) in Net Liquidation Value to be eligible to upgrade to a Portfolio Margin account (in addition to being approved for uncovered option trading). Existing customers may apply for a Portfolio Margin account on the Account Type page in Account Management at any time and your account will be upgraded upon approval. New customers can apply for a Portfolio Margin account during the registration system process. It should be noted that if your account drops below USD 100,000 you will be restricted from doing any margin-increasing trades. Therefore if you do not intend to maintain at least USD 100,000 in your account, you should not apply for a Portfolio Margin account.
New customer accounts requesting Portfolio Margin may take up to 2 business days (under normal business circumstances) to have this capability assigned after initial account approval. It should be noted that if your account is subsequently funded with less than USD 100,000 in Net Liquidation Value (or USD equivalent), you will be restricted from doing any margin-increasing trades until the Net Liquidation Value exceeds USD 100,000. Existing customer accounts will also need to be approved and this may also take up to two business days after the request. Both new and existing customers will receive an email confirming approval.

Those institutions who wish to execute some trades away from us and use us as a prime broker will be required to maintain at least USD 1,000,000 (or USD equivalent).
Customers in Canada are not eligible for Portfolio Margin accounts due to IDA restrictions. In addition, all Canadian stock, stock options, index options, European stock, and Asian stock positions will be calculated under standard rules-based margin rules so Portfolio Margin will not be available for these products.
Non-U.S. Omnibus Broker (Long Position/Short Position) accounts are not eligible for Portfolio Margin accounts.
Accounts reporting equity below the $100,000 minimum will be subject to a margin surcharge, the effect of which will be to gradually transition the account to margin levels approximating those of the Reg. T methodology as equity continues to decline.

Portfolio Margin Mechanics

Under Portfolio Margin, trading accounts are broken into three component groups: Class groups, which are all positions with the same underlying; Product groups, which are closely related classes; and Portfolio groups, which are closely related products. Examples of classes would include IBM, SPX, and OEX. A product example would be a Broad Based Index composed of SPX, OEX, etc. A portfolio could include such products as Broad Based Indices, Growth Indices, Small Cap Indices, and FINRA Indices.

The portfolio margin calculation begins at the lowest level, the class. All positions with the same class are grouped and stressed (underlying price and implied volatility are changed) together with the following parameters:

A standardized stress of the underlying.
- For stock, equity options, narrow based indices and single stock futures, the stress parameter is plus or minus 15%, with eight other points within that range.
- For U.S. market small caps and FINRA market indices the stress parameter is plus 10%, minus 10% as well as eight other points in-between.
- For Broad Based Indices and Growth indices the stress parameter is plus 6%, minus 8% as well as eight other points in-between.

A market-based stress of the underlying. A five standard deviation historical move is computed for each class. This five standard deviation move is based on 30 days of high, low, open, and close data from Bloomberg excluding holidays and weekends. The class is stressed up by 5 standard deviations and down by 5 standard deviations.
For Broad Based Indices the implied volatility factor is increased 75% and decreased by 75%.
For all other classes, the implied volatility for each options class is increased by 150% and decreased by 150%

In addition to the stress parameters above the following minimums will also be applied:

Classes with large single concentrations will have a margin requirement of 30% applied to the concentrated position.
A $0.375 multiplied by the index per contract minimum is computed.

The same special margin requirements for OTCBB, Pink Sheet and low cap stocks that apply under Reg T, will still apply under Portfolio Margin.
Initial margin will be 110% of Maintenance Margin.

All of the above stresses are applied and the worst case loss is the margin requirement for the class. Then standard correlations between classes within a product are applied as offsets. As an example, within the Broad Based Index product 90% offset is allowed between SPX and OEX. Lastly standard correlations between products are applied as offsets. An example would be a 50% offset between Broad Based Indices and Small Cap Indices. For stocks and Single Stock Futures offsets are only allowed within a class and not between products and portfolios. After all the offsets are taken into account all the worst case losses are combined and this number is the margin requirement for the account. For a complete list of products and offsets, see the Appendix-Product Groups and Stress Parameters section at the end of this document.

Our real-time, intra-day margining system enables us to apply the Day Trading Margin Rules to Portfolio Margin accounts based on real-time equity, so Pattern Day Trading Accounts will always be able to trade based on their full, real-time buying power.

Because of the complexity of Portfolio Margin calculations it would be extremely difficult to calculate margin requirements manually. We encourage those interested in Portfolio Margin to use our TWS Portfolio Margin Demo to understand the impact of Portfolio Margin requirement under different scenarios.

Click here for the OCC's published list of Product Groups and Offset Parameters.

Additional US Margin Requirements for
Residents of Europe

Use the following links to view any of our other US margin requirements:

Stocks

Options

SSF - Single Stock Futures

You can change your location setting by clicking here

Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

CBOE Futures Exchange (CFECRYPTO)

Chicago Mercantile Exchange (CME)

Chicago Mercantile Exchange (CMECRYPTO)

Eurex (DTB)

CBOT (ECBOT)

Euronext NL (FTA)

CME (GLOBEX)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

Mercado Espanol de Futuros Finacial Futures & Options Exchange (MEFFRV)

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

Singapore Exchange (SGX)

ASX24 (SNFE)4

Eurex (SOFFEX)

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Portfolio Margin

Portfolio Margin Eligibility

Portfolio Margin Mechanics

Additional US Margin Requirements for Residents of Europe

Further Reading

Disclosures

ASX24 (SNFE)⁴

Additional US Margin Requirements for
Residents of Europe