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.

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 twice 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	4687.50	N/A	4687.50	3750	EUR	Yes²	4687.50	3750

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	530	N/A	530	424	CAD	Yes²	530	424
CDE	CGB	10 Year Government of Canada Bonds	CGB	3407.50	N/A	3407.50	2726	CAD	No	3407.50	2726
CDE	CGF	5 Year Government of Canada Bonds	CGF	1386.25	N/A	1386.25	1109	CAD	No	1386.25	1109
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	16337.49	N/A	16337.49	13070.00	CAD	No	16337.49	13070.00
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	19975	N/A	19975	15980	CAD	Yes	19975	15980
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	4963.77	N/A	4963.77	3971.01	CAD	No	4963.77	3971.01

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	AMB90	CBOE Three-Month AMERIBOR Compound Average Rate Index	AMB3	625	N/A	625	500	USD	No	625	500
CFE	IBXXIBHY	iBoxx iShares $ High Yield Corporate Bond Index TR	IBHY	19875	N/A	19875	15900	USD	No	19875	15900
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	14625	N/A	14625	11700	USD	No	14625	11700
CFE	VIX	CBOE Volatility Index	VX	17895	N/A	17895	14316	USD	No	19334.75	15467.80
CFE	VIX	CBOE Volatility Index	VX38	18828.125	N/A	18828.125	15062.50	USD	No	21156.25	16925
CFE	VIX	CBOE Volatility Index	VX39	18828.125	N/A	18828.125	15062.50	USD	No	20656.25	16525
CFE	VIX	CBOE Volatility Index	VX40	18828.125	N/A	18828.125	15062.50	USD	No	20101.875	16081.50
CFE	VIX	CBOE Volatility Index	VX41	18796.875	N/A	18796.875	15037.50	USD	No	20101.875	16081.50
CFE	VIX	CBOE Volatility Index	VX43	16590.12	N/A	16590.12	13272.10	USD	No	17925	14340
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	1789.50	N/A	1789.50	1431.60	USD	No	1933.48	1546.78

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	8999.75	N/A	8999.75	7199.80	CAD	No	8999.75	7199.80
CME	AUD	-	AD	2739.75	N/A	2739.75	2191.80	USD	No	2739.75	2191.80
CME	AJY	-	AJY	1250018.75	N/A	1250018.75	1000015	JPY	No	1250018.52	1000014.81
CME	GBP	-	BP	5065.23	N/A	5065.23	4052.19	USD	No	5065.23	4052.19
CME	BRE	-	BR	1875	N/A	1875	1500	USD	No	1875	1500
CME	CAD	-	CD	2846.38	N/A	2846.38	2277.10	USD	No	2846.50	2277.20
CME	CZK	-	CKO	16750	N/A	16750	13400	USD	No	16750	13400
CME	EUR	-	EC	5559.84	N/A	5559.84	4447.875	USD	No	5559.84	4447.875
CME	ECK	-	ECZ	11000	N/A	11000	8800	EUR	No	11000	8800
CME	GE	-	ED	343.75	N/A	343.75	275	USD	No	343.75	275
CME	EHF	-	EHU	5737.50	N/A	5737.50	4590	EUR	No	5737.50	4590
CME	EM	-	EM	937.294	N/A	937.294	749.835	USD	No	937.297	749.838
CME	EPZ	-	EPL	7002.50	N/A	7002.50	5602	EUR	No	7002.50	5602
CME	GF	-	FC	4218.75	N/A	4218.75	3375	USD	No	4218.75	3375
CME	GSCI	-	GI	7500	N/A	7500	6000	USD	No	7500	6000
CME	HUF	-	HFO	10500	N/A	10500	8400	USD	No	10500	8400
CME	JPY	-	JY	4500	N/A	4500	3600	USD	No	4500	3600
CME	LE	-	LC	2470.10	N/A	2470.10	1976.08	USD	No	2470.10	1976.08
CME	HE	-	LH	4311.15	N/A	4311.15	3448.92	USD	No	4311.15	3448.92
CME	MXP	-	MP	3230	N/A	3230	1900	USD	No	3230	1900
CME	NZD	-	NE	2743.25	N/A	2743.25	2194.60	USD	No	2743.25	2194.60
CME	NKD	-	NK	9375	N/A	9375	7500	USD	No	9375	7500
CME	PLN	-	PLZ	9500	N/A	9500	7600	USD	No	9500	7600
CME	ZAR	-	RA	2674.375	N/A	2674.375	2139.50	USD	No	2674.375	2139.50
CME	RF	-	RF	6300.16	N/A	6300.16	5000.125	CHF	No	6300.16	5000.125
CME	RP	-	RP	7146.09	N/A	7146.09	5716.875	GBP	No	7146.09	5716.875
CME	RUR	-	RU	6171.875	N/A	6171.875	4937.50	USD	No	6171.875	4937.50
CME	RY	-	RY	581437.50	N/A	581437.50	465150	JPY	Yes²	581437.50	465150
CME	CHF	-	SF	5169.84	N/A	5169.84	4135.875	USD	No	5169.84	4135.875
CME	SPX	-	SP	66000	N/A	66000	60000	USD	Yes	66000	60000

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	34218.75	N/A	34218.75	27375	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	6987.50	N/A	6987.50	5590	EUR	No	6987.50	5590
DTB	AGN	AEGON NV	AENF	55.95	N/A	55.95	44.76	EUR	No	55.95	44.76
DTB	AIB	AIB GROUP PLC	ALBF	125.125	N/A	125.125	100.10	EUR	No	125.125	100.10
DTB	ALV	ALLIANZ SE-REG	ALVG	4484.00	N/A	4484.00	3587.20	EUR	No	4484.00	3587.20
DTB	VNA	VONOVIA SE	ANNF	1509.00	N/A	1509.00	1207.20	EUR	No	1509.00	1207.20
DTB	CS	AXA SA	AXAG	421.25	N/A	421.25	337	EUR	No	421.25	337
DTB	BAS	BASF SE	BASG	1378.75	N/A	1378.75	1103.00	EUR	No	1378.75	1103
DTB	BMW3	BAYERISCHE MOTOREN WERKE-PRF	BM3F	1267.50	N/A	1267.50	1014	EUR	No	1267.50	1014
DTB	BMW	BAYERISCHE MOTOREN WERKE AG	BMWF	1620.25	N/A	1620.25	1296.20	EUR	No	1620.25	1296.20
DTB	BNP	BNP PARIBAS	BNPH	885.625	N/A	885.625	708.50	EUR	No	885.625	708.50
DTB	BN	DANONE	BSNH	1442.50	N/A	1442.50	1154	EUR	No	1442.50	1154
DTB	EN	BOUYGUES SA	BYGG	795	N/A	795	636	EUR	No	795	636
DTB	CA	CARREFOUR SA	CARG	345.75	N/A	345.75	276.60	EUR	No	345.75	276.60
DTB	CBK	COMMERZBANK AG	CBKH	115.65	N/A	115.65	92.52	EUR	No	115.65	92.52
DTB	DAI	DAIMLER AG-REGISTERED SHARES	DAIF	1160.00	N/A	1160.00	928.00	EUR	No	1160	928
DTB	DEC	JC DECAUX SA	DCSG	400.50	N/A	400.50	320.40	EUR	No	400.50	320.40
DTB	DPW	DEUTSCHE POST AG-REG	DPWF	988.75	N/A	988.75	791	EUR	No	988.75	791
DTB	DSM	KONINKLIJKE DSM NV	DSMF	3398.75	N/A	3398.75	2719	EUR	No	3398.75	2719
DTB	DTE	DEUTSCHE TELEKOM AG-REG	DTEF	379.75	N/A	379.75	303.80	EUR	No	379.75	303.80
DTB	EUN2	ISHARES CORE EURO STOXX 50	EUNF	840.375	N/A	840.375	672.30	EUR	No	840.375	672.30
DTB	EXS1	ISHARES CORE DAX UCITS ETF D	EXSF	4013.21	N/A	4013.21	3210.57	EUR	No	2813.00	2250.40
DTB	MDAX	Midcap DAX	F2MX	20866.25	N/A	20866.25	16693	EUR	Yes	20866.25	16693
DTB	BTP	Euro-BTP Italian Government Bond	FBTP	6087.50	N/A	6087.50	4870	EUR	No	6087.50	4870
DTB	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2425	N/A	2425	1940	EUR	No	2425	1940
DTB	DJUBS	Dow Jones-UBS Commodity Index	FCCO	1453.125	N/A	1453.125	1162.50	USD	No	1453.125	1162.50
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDAX	52230	N/A	52230	41784	EUR	Yes	52230	41784
DTB	DDAX	DivDAX Price Index	FDIV	8112.50	N/A	8112.50	6490	EUR	Yes²	8112.50	6490
DTB	DDXDIVPT	DivDAX Dividend Points Index	FDVD	1562.50	N/A	1562.50	1250	EUR	No	1562.50	1250
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDXM	10446.00	N/A	10446.00	8356.80	EUR	No	10446.00	8356.80
DTB	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	3623.75	N/A	3623.75	2899	EUR	Yes²	3623.75	2899
DTB	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	4335	N/A	4335	3468	EUR	Yes²	4335	3468
DTB	SX7E	Dow Jones Euro STOXX Banks Index	FESB	685	N/A	685	548	EUR	Yes	685	548
DTB	SX4E	Dow Jones Euro STOXX Chemicals	FESC	8383.75	N/A	8383.75	6707	EUR	Yes²	8383.75	6707
DTB	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	2285	N/A	2285	1828	EUR	Yes²	2285	1828
DTB	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	4160	N/A	4160	3328	EUR	Yes²	4160	3328
DTB	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	7980	N/A	7980	6384	EUR	Yes²	7980	6384
DTB	SXDE	Dow Jones Euro STOXX Healthcare	FESH	5428.75	N/A	5428.75	4343	EUR	Yes²	5428.75	4343
DTB	ESI	Dow Jones Euro STOXX Insurance	FESI	2918.75	N/A	2918.75	2335	EUR	Yes²	2918.75	2335
DTB	ESM	Dow Jones Euro STOXX Media Index	FESM	1235	N/A	1235	988	EUR	Yes²	1235	988
DTB	SXOE	Dow Jones Euro STOXX Construction	FESN	4398.75	N/A	4398.75	3519	EUR	Yes²	4398.75	3519
DTB	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	3153.75	N/A	3153.75	2523	EUR	Yes²	3153.75	2523
DTB	SXRE	Dow Jones Euro STOXX Retail	FESR	3715.625	N/A	3715.625	2972.50	EUR	Yes²	3715.625	2972.50
DTB	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	1440.625	N/A	1440.625	1152.50	EUR	Yes²	1440.625	1152.50
DTB	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1456.25	N/A	1456.25	1165	EUR	Yes²	1456.25	1165
DTB	ESU	Dow Jones Euro STOXX Utilities Index	FESU	2333.75	N/A	2333.75	1867	EUR	Yes	2333.75	1867
DTB	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	1480	N/A	1480	1184	EUR	Yes²	1480	1184
DTB	ESTX50	Dow Jones Euro STOXX50	FESX	5498.75	N/A	5498.75	4399	EUR	Yes	5498.75	4399
DTB	SX8E	Dow Jones Euro STOXX Technology	FESY	5700	N/A	5700	4560	EUR	Yes²	5700	4560
DTB	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	7485	N/A	7485	5988	EUR	Yes²	7485	5988
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	2085	N/A	2085	1668	EUR	Yes	2085	1668
DTB	OMXH25	OMX Helsinki 25 Index	FFOX	5021.75	N/A	5021.75	4017.40	EUR	Yes²	5021.75	4017.40
DTB	GBL	Euro Bund (10 Year Bond)	FGBL	3462.50	N/A	3462.50	2770	EUR	Yes	3462.50	2770
DTB	GBM	Euro Bobl (5 Year Bond)	FGBM	1375	N/A	1375	1100	EUR	Yes	1375	1100
DTB	GBS	Euro Schatz (2 Year Bond)	FGBS	500	N/A	500	400	EUR	Yes	500	400
DTB	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	11462.50	N/A	11462.50	9170	EUR	No	11462.50	9170
DTB	DJESL	Euro Stoxx Large	FLCE	2803.75	N/A	2803.75	2243	EUR	No	2803.75	2243
DTB	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	2662.50	N/A	2662.50	2130	EUR	No	2662.50	2130
DTB	DJESM	Euro Stoxx Mid	FMCE	3152.50	N/A	3152.50	2522	EUR	No	3152.50	2522
DTB	DJ200	Dow Jones STOXX MID 200 Index	FMCP	3508.75	N/A	3508.75	2807	EUR	Yes²	3508.75	2807
DTB	FME	FRESENIUS MEDICAL CARE AG &	FMEH	1817.00	N/A	1817.00	1453.60	EUR	No	1817.00	1453.60
DTB	M7EU	MSCI Europe Net Return EUR Index	FMEU	3067.50	N/A	3067.50	2454	EUR	No	3067.50	2454
DTB	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	8352.13	N/A	8352.13	6681.70	USD	No	8352.13	6681.70
DTB	MXRU	MSCI Russia Index	FMRU	1225.50	N/A	1225.50	980.40	USD	No	1225.50	980.40
DTB	MBWO	MSCI World Net EUR Index 1	FMWN	4136.25	N/A	4136.25	3309	EUR	No	4136.25	3309
DTB	M1WO	MSCI World NETR USD Index	FMWO	11092.87	N/A	11092.87	8874.30	USD	No	11092.87	8874.30
DTB	OAT	Euro-OAT French Government Bond	FOAT	3625	N/A	3625	2900	EUR	No	3625	2900
DTB	FRA	FRAPORT AG FRANKFURT AIRPORT	FRAG	958.00	N/A	958.00	766.40	EUR	No	958.00	766.40
DTB	RDXUSD	Russian Depositary (USD)	FRDX	2827.88	N/A	2827.88	2262.30	USD	No	2827.88	2262.30
DTB	DJESS	Euro Stoxx Small	FSCE	1718.75	N/A	1718.75	1375	EUR	No	1718.75	1375
DTB	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	2115	N/A	2115	1692	EUR	No	2115	1692
DTB	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	4506.25	N/A	4506.25	3605	EUR	Yes²	4506.25	3605
DTB	SX7P	Dow Jones STOXX 600 Banks	FSTB	891.25	N/A	891.25	713	EUR	Yes	891.25	713
DTB	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	7286.25	N/A	7286.25	5829	EUR	Yes²	7286.25	5829
DTB	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	2332.50	N/A	2332.50	1866	EUR	Yes	2332.50	1866
DTB	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	5228.75	N/A	5228.75	4183	EUR	Yes²	5228.75	4183
DTB	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	5118.75	N/A	5118.75	4095	EUR	Yes²	5118.75	4095
DTB	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	4997.50	N/A	4997.50	3998	EUR	Yes²	4997.50	3998
DTB	SXIP	Dow Jones STOXX 600 Insurance	FSTI	2811.25	N/A	2811.25	2249	EUR	Yes²	2811.25	2249
DTB	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	1336.25	N/A	1336.25	1069	EUR	No	1336.25	1069
DTB	SXMP	Dow Jones STOXX 600 Media	FSTM	1861.25	N/A	1861.25	1489	EUR	Yes²	1861.25	1489
DTB	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	4222.50	N/A	4222.50	3378	EUR	Yes²	4222.50	3378
DTB	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	3883.75	N/A	3883.75	3107	EUR	Yes²	3883.75	3107
DTB	SXRP	Dow Jones STOXX 600 Retail	FSTR	2258.125	N/A	2258.125	1806.50	EUR	Yes²	2258.125	1806.50
DTB	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	3435	N/A	3435	2748	EUR	Yes	3435	2748
DTB	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	1312.50	N/A	1312.50	1050	EUR	Yes²	1312.50	1050
DTB	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1980	N/A	1980	1584	EUR	Yes	1980	1584
DTB	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	2265.625	N/A	2265.625	1812.50	EUR	Yes²	2265.625	1812.50
DTB	STX	Dow Jones STOXX50	FSTX	4461.25	N/A	4461.25	3569	EUR	Yes²	4461.25	3569
DTB	SX8P	Dow Jones STOXX 600 Technology	FSTY	4808.75	N/A	4808.75	3847	EUR	Yes²	4808.75	3847
DTB	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	5481.25	N/A	5481.25	4385	EUR	Yes²	5481.25	4385
DTB	TDX	TECDAX	FTDX	4362.50	N/A	4362.50	3490	EUR	Yes²	4362.50	3490
DTB	ORA	ORANGE	FTEF	241.50	N/A	241.50	193.20	EUR	No	241.50	193.20
DTB	V2TX	VSTOXX Volatility Index	FVS	1551.00	N/A	1551.00	1240.80	EUR	Yes	2103.54	1682.84
DTB	4GLD	XETRA-GOLD	FXGL	66162.50	N/A	66162.50	52930.00	EUR	No	66162.50	52930.00
DTB	DJES	Dow Jones Euro STOXX Price Index	FXXE	2741.25	N/A	2741.25	2193	EUR	No	2741.25	2193
DTB	DJ600	Dow Jones STOXX 600 Index	FXXP	2598.75	N/A	2598.75	2079	EUR	Yes	2598.75	2079
DTB	GALP	GALP ENERGIA SGPS SA	GALF	225.90	N/A	225.90	180.72	EUR	No	225.90	180.72
DTB	SGO	COMPAGNIE DE SAINT-GOBAIN	GOBG	912.50	N/A	912.50	730	EUR	No	912.50	730
DTB	ENGI	ENGIE	GZFG	303.688	N/A	303.688	242.951	EUR	No	303.688	242.951
DTB	HEI1	HEIDELBERGCEMENT AG	HEFG	1392.50	N/A	1392.50	1114	EUR	No	1392.50	1114
DTB	HEN3	HENKEL AG & CO KGAA VORZUG	HENG	2264.00	N/A	2264.00	1811.20	EUR	No	2264.00	1811.20
DTB	HEN	HENKEL AG & CO KGAA	HESF	1951.25	N/A	1951.25	1561.00	EUR	No	1951.25	1561.00
DTB	IFX	INFINEON TECHNOLOGIES AG	IFXG	602.125	N/A	602.125	481.70	EUR	No	602.125	481.70
DTB	INGA	ING GROEP NV	INNG	169.775	N/A	169.775	135.82	EUR	No	169.775	135.82
DTB	ABI	ANHEUSER-BUSCH INBEV SA/NV	ITKG	1225.25	N/A	1225.25	980.20	EUR	No	1225.25	980.20
DTB	KCO	KLOECKNER & CO SE	KCOH	284.433	N/A	284.433	227.547	EUR	No	261.214	208.971
DTB	LHA	DEUTSCHE LUFTHANSA-REG	LHAF	226.35	N/A	226.35	181.08	EUR	No	226.35	181.08
DTB	OR	L'OREAL	LORF	7000	N/A	7000	5600	EUR	No	7000	5600
DTB	LXS	LANXESS AG	LXSF	1296.50	N/A	1296.50	1037.20	EUR	No	1296.50	1037.20
DTB	MAN	MAN SE	MANG	1854.67	N/A	1854.67	1483.73	EUR	No	1522.86	1218.29
DTB	MUV2	MUENCHENER RUECKVER AG-REG	MU2G	6002.50	N/A	6002.50	4802	EUR	No	6002.50	4802
DTB	NDA1	AURUBIS AG	NDAF	1542.50	N/A	1542.50	1234	EUR	No	1542.50	1234
DTB	RI	PERNOD-RICARD SA	PERH	3500	N/A	3500	2800	EUR	No	3500	2800
DTB	PHIA	KONINKLIJKE PHILIPS NV	PH1F	987.50	N/A	987.50	790	EUR	No	987.50	790
DTB	PAH3	PORSCHE AUTOMOBIL HLDG-PRF	PORK	1326.50	N/A	1326.50	1061.20	EUR	No	1326.50	1061.20
DTB	PSM	PROSIEBENSAT.1 MEDIA SE	PSMG	273.625	N/A	273.625	218.90	EUR	No	273.625	218.90
DTB	RDSA	ROYAL DUTCH SHELL PLC-A SHS	R6CF	352.221	N/A	352.221	281.777	EUR	No	352.221	281.777
DTB	RHM	RHEINMETALL AG	RHMG	2041.50	N/A	2041.50	1633.20	EUR	No	2041.50	1633.20
DTB	RNO	RENAULT SA	RNLF	589.625	N/A	589.625	471.70	EUR	No	589.625	471.70
DTB	SAP	SAP SE	SAPI	3388.00	N/A	3388.00	2710.40	EUR	No	3388.00	2710.40
DTB	SCR	SCOR SE	SCOI	675.059	N/A	675.059	540.047	EUR	No	675.059	540.047
DTB	SDF	K+S AG-REG	SDXH	147.05	N/A	147.05	117.64	EUR	No	147.05	117.64
DTB	GLE	SOCIETE GENERALE SA	SGEI	325.70	N/A	325.70	260.56	EUR	No	325.70	260.56
DTB	SIE	SIEMENS AG-REG	SIEG	2976.00	N/A	2976.00	2380.80	EUR	No	2976.00	2380.80
DTB	SU	SCHNEIDER ELECTRIC SE	SNDH	2673.75	N/A	2673.75	2139	EUR	No	2673.75	2139
DTB	SAN	SANOFI	SNWF	2200.75	N/A	2200.75	1760.60	EUR	No	2200.75	1760.60
DTB	SZG	SALZGITTER AG	SZGG	360.875	N/A	360.875	288.70	EUR	No	360.875	288.70
DTB	TKA	THYSSEN-KRUPP AG	TKAG	143.20	N/A	143.20	114.56	EUR	No	143.20	114.56
DTB	FP	TOTAL SE	TOTG	788.375	N/A	788.375	630.70	EUR	No	788.375	630.70
DTB	TUI1	TUI AG-DI	TUIF	84.375	N/A	84.375	67.50	EUR	No	84.375	67.50
DTB	UNA	UNILEVER N.V..	UNIH	1300.50	N/A	1300.50	1040.40	EUR	No	1300.50	1040.40
DTB	VOW	VOLKSWAGEN AG	VOWG	3900	N/A	3900	3120	EUR	No	3900	3120
DTB	ACA	CREDIT AGRICOLE SA	XCAH	209.00	N/A	209.00	167.20	EUR	No	209.00	167.20

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	450	N/A	450	360	USD	No	450	360
ECBOT	B1U	30-Year Deliverable Interest Rate Swap Futures	B1U	10250.01	N/A	10250.01	8200.01	USD	No	10250.02	8200.01
ECBOT	AC	Ethanol -CME	EH	5714.23	N/A	5714.23	4571.39	USD	No	5714.23	4571.39
ECBOT	F1U	5-Year Deliverable Interest Rate Swap Futures	F1U	1187.50	N/A	1187.50	950	USD	No	1187.50	950
ECBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	2128.05	N/A	2128.05	1702.44	USD	Yes	2128.05	1702.44
ECBOT	LIT	2-Year Eris Swap Futures	LIT	251.405	N/A	251.405	201.124	USD	No	251.405	201.124
ECBOT	LIW	5-Year Eris Swap Futures	LIW	64.1787	N/A	64.1787	51.343	USD	No	64.1775	51.342
ECBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	1092.51	N/A	1092.51	950.005	USD	No	1092.51	950.005
ECBOT	N1U	10-Year Deliverable Interest Rate Swap Futures	N1U	2375	N/A	2375	1900	USD	No	2375	1900
ECBOT	DJUSRE	Dow Jones US Real Estate Index	RX	3750.02	N/A	3750.02	3000.01	USD	No	3750.02	3000.01
ECBOT	T1U	2-Year Deliverable Interest Rate Swap Futures	T1U	853.187	N/A	853.187	682.55	USD	No	853.187	682.55
ECBOT	TN	Ultra 10-Year US Treasury Note	TN	3125	N/A	3125	2500	USD	No	3125	2500
ECBOT	UB	Ultra Treasury Bond	UB	12500	N/A	12500	10000	USD	Yes	12500	10000
ECBOT	YC	Mini Sized Corn Futures	XC	282.37	N/A	282.37	225.896	USD	No	282.37	225.896
ECBOT	YK	Mini Sized Soybean Futures	XK	624.236	N/A	624.236	499.389	USD	No	624.236	499.389
ECBOT	YW	Mini Sized Wheat Futures	XW	464.279	N/A	464.279	371.423	USD	No	464.279	371.423
ECBOT	YM	Mini Sized Dow Jones Industrial Average $5	YM	10925.06	N/A	10925.06	9500.05	USD	Yes	10925.06	9500.05
ECBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	7872.34	N/A	7872.34	6297.88	USD	No	7872.34	6297.88
ECBOT	ZB	30 Year US Treasury Bond	ZB	5875.09	N/A	5875.09	4700.08	USD	Yes	5875.09	4700.08
ECBOT	ZC	Corn Futures	ZC	1411.85	N/A	1411.85	1129.48	USD	Yes	1411.85	1129.48
ECBOT	ZF	5 Year US Treasury Note	ZF	812.50	N/A	812.50	650	USD	Yes	812.50	650
ECBOT	ZL	Soybean Oil Futures	ZL	1723.125	N/A	1723.125	1378.50	USD	Yes	1723.125	1378.50
ECBOT	ZM	Soybean Meal Futures	ZM	2474.34	N/A	2474.34	1979.47	USD	Yes	2474.34	1979.47
ECBOT	ZN	10 Year US Treasury Note	ZN	1937.50	N/A	1937.50	1550	USD	Yes	1937.50	1550
ECBOT	ZO	Oat Futures	ZO	1176.56	N/A	1176.56	941.25	USD	Yes	1176.56	941.25
ECBOT	ZQ	30 Day Fed Funds	ZQ	412.50	N/A	412.50	330	USD	Yes²	412.50	330
ECBOT	ZR	Rough Rice Futures	ZR	3500	N/A	3500	2800	USD	Yes	3500	2800
ECBOT	ZS	Soybean Futures	ZS	3121.18	N/A	3121.18	2496.95	USD	Yes	3121.18	2496.95
ECBOT	ZT	2 Year US Treasury Note	ZT	537.50	N/A	537.50	430	USD	Yes	537.50	430
ECBOT	ZW	Wheat Futures	ZW	2321.39	N/A	2321.39	1857.11	USD	Yes	2321.39	1857.11

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	56.175	N/A	56.175	44.94	EUR	No	56.175	44.94
FTA	AD	KONINKLIJKE AHOLD DELHAIZE N	AH6	635	N/A	635	508	EUR	No	635	508
FTA	AKZA	AKZO NOBEL N.V.	AK6	2143.00	N/A	2143.00	1714.40	EUR	No	2143.00	1714.40
FTA	ASML	ASML HOLDING NV	AS6	7673.75	N/A	7673.75	6139	EUR	No	7673.75	6139.00
FTA	LI	KLEPIERRE	CI6	359.20	N/A	359.20	287.36	EUR	No	359.20	287.36
FTA	DSM	KONINKLIJKE DSM NV	DS6	3398.75	N/A	3398.75	2719	EUR	No	3398.75	2719
FTA	AMX	AMX INDEX	FMX	8750	N/A	8750	7000	EUR	No	8750	7000
FTA	EOE	AMS EOE Index	FTI	12500	N/A	12500	10000	EUR	Yes	12500	10000
FTA	FUR	FUGRO NV-CVA	FU6	153.138	N/A	153.138	122.51	EUR	No	153.138	122.51
FTA	HEIA	HEINEKEN NV	HE6	1959.00	N/A	1959.00	1567.20	EUR	No	1959.00	1567.20
FTA	INGA	ING GROEP NV	IN6	169.775	N/A	169.775	135.82	EUR	No	169.775	135.82
FTA	KPN	KONINKLIJKE KPN NV	KP6	53.60	N/A	53.60	42.88	EUR	No	53.60	42.88
FTA	EOE	AMS EOE Index	MFA	1250	N/A	1250	1000	EUR	No	1250	1000
FTA	MT	ARCELORMITTAL	MT6	317.388	N/A	317.388	253.91	EUR	No	317.388	253.91
FTA	PHIA	KONINKLIJKE PHILIPS NV	PH6	987.50	N/A	987.50	790	EUR	No	987.50	790
FTA	PNL	POSTNL NV	PN6	67.3625	N/A	67.3625	53.89	EUR	No	67.3625	53.89
FTA	RAND	RANDSTAD N.V.	RA6	1172.75	N/A	1172.75	938.20	EUR	No	1172.75	938.20
FTA	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD6	306.912	N/A	306.912	245.53	EUR	No	306.912	245.53
FTA	REN	RELX PLC	RE6	490.875	N/A	490.875	392.70	EUR	No	466.331	373.065
FTA	SBMO	SBM OFFSHORE NV	SB6	362.375	N/A	362.375	289.90	EUR	No	362.375	289.90
FTA	URW	UNIBAIL-RODAMCO-WESTFIELD	UB6	971.90	N/A	971.90	777.52	EUR	No	971.90	777.52
FTA	UNA	UNILEVER N.V..	UN6	1300.50	N/A	1300.50	1040.40	EUR	No	1235.48	988.38
FTA	WKL	WOLTERS KLUWER	WK6	1823.00	N/A	1823.00	1458.40	EUR	No	1823.00	1458.40

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	2739.75	N/A	2739.75	2191.80	USD	Yes	2739.75	2191.80
GLOBEX	GBP	British pound	6B	5065.23	N/A	5065.23	4052.19	USD	Yes	5065.23	4052.19
GLOBEX	CAD	Canadian dollar	6C	2846.38	N/A	2846.38	2277.10	USD	Yes	2846.50	2277.20
GLOBEX	EUR	European Monetary Union Euro	6E	5559.84	N/A	5559.84	4447.875	USD	Yes	5559.84	4447.875
GLOBEX	JPY	Japanese yen	6J	4500	N/A	4500	3600	USD	Yes	4500	3600
GLOBEX	BRE	Brazilian Real in US Dollars	6L	1875	N/A	1875	1500	USD	Yes²	1875	1500
GLOBEX	MXP	Mexican Peso	6M	3230	N/A	3230	1900	USD	Yes	3230	1900
GLOBEX	NZD	New Zealand dollar	6N	2743.25	N/A	2743.25	2194.60	USD	Yes²	2743.25	2194.60
GLOBEX	RUR	Russian Ruble in US Dollars	6R	6171.875	N/A	6171.875	4937.50	USD	Yes²	6171.875	4937.50
GLOBEX	CHF	Swiss franc	6S	5169.84	N/A	5169.84	4135.875	USD	Yes	5169.84	4135.875
GLOBEX	ZAR	South African Rand	6Z	2674.375	N/A	2674.375	2139.50	USD	No	2674.375	2139.50
GLOBEX	ACD	Australian dollar	ACD	8999.75	N/A	8999.75	7199.80	CAD	No	8999.75	7199.80
GLOBEX	AJY	Australian dollar	AJY	1250018.75	N/A	1250018.75	1000015	JPY	No	1250018.52	1000014.81
GLOBEX	BQX	CME E-Mini NASDAQ Biotechnology	BIO	42500.09	N/A	42500.09	34000.07	USD	No	42500.09	34000.07
GLOBEX	BOS	Boston Housing Index	BOS	5249.98	N/A	5249.98	4199.98	USD	No	5249.98	4199.98
GLOBEX	CB	CME Cash-Settled Butter Futures	CB	3250	N/A	3250	2600	USD	No	3250	2600
GLOBEX	CHI	Chicago Housing Index	CHI	3250.04	N/A	3250.04	2600.03	USD	No	3250.04	2600.03
GLOBEX	CLP	Chilean peso	CHP	12000	N/A	12000	9600	USD	No	12000	9600
GLOBEX	CJY	Canadian dollar	CJY	1374980.47	N/A	1374980.47	1099984.375	JPY	No	1374980.78	1099984.625
GLOBEX	CNH	United States dollar	CNH	67961.00	N/A	67961.00	54368.80	CNH	No	67961.00	54368.80
GLOBEX	CSC	Cheese	CSC	4279.32	N/A	4279.32	3423.46	USD	No	4279.32	3423.46
GLOBEX	CUS	Housing Index Composite	CUS	5250.04	N/A	5250.04	4200.03	USD	No	5250.04	4200.03
GLOBEX	CZK	Czech koruna	CZK	16750	N/A	16750	13400	USD	Yes²	16750	13400
GLOBEX	DA	MILK CLASS III INDEX	DC	4013.69	N/A	4013.69	3210.95	USD	Yes	4013.69	3210.95
GLOBEX	DEN	Denver Housing Index	DEN	4249.95	N/A	4249.95	3399.96	USD	No	4249.95	3399.96
GLOBEX	DY	CME DRY WHEY INDEX	DY	1050	N/A	1050	840	USD	No	1050	840
GLOBEX	E7	European Monetary Union Euro	E7	2779.92	N/A	2779.92	2223.94	USD	No	2779.92	2223.94
GLOBEX	EAD	European Monetary Union Euro	EAD	13300	N/A	13300	10000	AUD	No	13300	10000
GLOBEX	ECD	European Monetary Union Euro	ECD	8750	N/A	8750	7000	CAD	No	8750	7000
GLOBEX	ECK	Czech koruna	ECK	11000	N/A	11000	8800	EUR	No	11000	8800
GLOBEX	EHF	Hungarian forint	EHF	5737.50	N/A	5737.50	4590	EUR	Yes²	5737.50	4590
GLOBEX	EMD	E-mini S&P Midcap 400 Futures	EMD	16875.05	N/A	16875.05	13500.04	USD	Yes²	16875.05	13500.04
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	ENY	187500	N/A	187500	150000	JPY	No	187500	150000
GLOBEX	EPZ	Polish zloty	EPZ	7002.50	N/A	7002.50	5602	EUR	Yes²	7002.50	5602
GLOBEX	ES	E-mini S&P 500	ES	13200	N/A	13200	12000	USD	Yes	13200	12000
GLOBEX	GSCI	S&P-GSCI Index	GD	7500	N/A	7500	6000	USD	No	7500	6000
GLOBEX	GDK	Class IV Milk - 200k lbs	GDK	2562.50	N/A	2562.50	2050	USD	No	2562.50	2050
GLOBEX	GE	GLOBEX Euro-Dollar	GE	343.75	N/A	343.75	275	USD	Yes	343.75	275
GLOBEX	GF	Feeder Cattle	GF	4218.75	N/A	4218.75	3375	USD	Yes	4218.75	3375
GLOBEX	EM	1 Month LIBOR (Int. Rate)	GLB	937.294	N/A	937.294	749.835	USD	No	937.297	749.838
GLOBEX	NF	NON FAT DRY MILK INDEX	GNF	4200.02	N/A	4200.02	3360.02	USD	No	4200.02	3360.02
GLOBEX	HE	Lean Hogs	HE	4311.15	N/A	4311.15	3448.92	USD	Yes	4311.15	3448.92
GLOBEX	HUF	Hungarian forint	HUF	10500	N/A	10500	8400	USD	Yes²	10500	8400
GLOBEX	IBAA	Bovespa Index - USD	IBV	43474.95	N/A	43474.95	34779.96	USD	No	43474.95	34779.96
GLOBEX	ILS	Israeli Shekel in US Dollar	ILS	21250	N/A	21250	17000	USD	Yes²	21250	17000
GLOBEX	J7	Japanese yen	J7	2250	N/A	2250	1800	USD	No	2250	1800
GLOBEX	KRW	Korean Won	KRW	22656.25	N/A	22656.25	18125	USD	Yes²	14687.50	11750
GLOBEX	LAV	Las Vegas Housing Index	LAV	5249.98	N/A	5249.98	4199.98	USD	No	5249.98	4199.98
GLOBEX	LAX	Los Angeles Housing Index	LAX	5250.07	N/A	5250.07	4200.06	USD	No	5250.07	4200.06
GLOBEX	LB	Random Length Lumber	LBS	14084.10	N/A	14084.10	11267.28	USD	Yes	14084.10	11267.28
GLOBEX	LE	Live Cattle	LE	2470.10	N/A	2470.10	1976.08	USD	Yes	2470.10	1976.08
GLOBEX	M2K	Micro E-Mini Russell 2000 Index	M2K	725	N/A	725	580	USD	No	725	580
GLOBEX	M6A	Australian dollar	M6A	273.975	N/A	273.975	219.18	USD	No	273.975	219.18
GLOBEX	M6B	British pound	M6B	506.523	N/A	506.523	405.219	USD	No	506.523	405.219
GLOBEX	M6E	European Monetary Union Euro	M6E	555.984	N/A	555.984	444.788	USD	No	555.984	444.788
GLOBEX	MCD	Canadian dollar	MCD	284.638	N/A	284.638	227.71	USD	No	284.65	227.72
GLOBEX	MES	Micro E-Mini S&P 500 Stock Price Index	MES	1320	N/A	1320	1200	USD	Yes	1320	1200
GLOBEX	MIA	Miami Housing Index	MIA	6250.03	N/A	6250.03	5000.02	USD	No	6250.03	5000.02
GLOBEX	MIR	Indian Rupee	MIR	1697.50	N/A	1697.50	1358	USD	No	1697.50	1358
GLOBEX	MJY	Japanese yen	MJY	450	N/A	450	360	USD	No	450	360
GLOBEX	MNH	United States dollar	MNH	6796.10	N/A	6796.10	5436.88	CNH	No	6796.10	5436.88
GLOBEX	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	1760	N/A	1760	1600	USD	Yes	1760	1600
GLOBEX	MSF	Swiss franc	MSF	516.984	N/A	516.984	413.587	USD	No	516.984	413.587
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	NIY	937500	N/A	937500	750000	JPY	No	937500	750000
GLOBEX	NKD	Dollar Denominated Nikkei 225 Index	NKD	9375	N/A	9375	7500	USD	No	9375	7500
GLOBEX	NOK	Norwegian krone	NOK	22500	N/A	22500	18000	USD	No	22500	18000
GLOBEX	NQ	E-mini NASDAQ 100 Futures	NQ	17600	N/A	17600	16000	USD	Yes	17600	16000
GLOBEX	NYM	New York Housing Index	NYM	6750.10	N/A	6750.10	2700.04	USD	No	6750.10	2700.04
GLOBEX	PJY	British pound	PJY	1624996.56	N/A	1624996.56	1299997.25	JPY	No	1624996.56	1299997.25
GLOBEX	PLN	Polish zloty	PLN	9500	N/A	9500	7600	USD	Yes²	9500	7600
GLOBEX	PSF	British pound	PSF	15000.16	N/A	15000.16	12000.125	CHF	No	15000.16	12000.125
GLOBEX	RF	European Monetary Union Euro	RF	6300.16	N/A	6300.16	5000.125	CHF	No	6300.16	5000.125
GLOBEX	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	14703.75	N/A	14703.75	11763	USD	Yes²	14703.75	11763
GLOBEX	RME	CME Chinese Renminbi in Euro Cross Rate	RME	17127.50	N/A	17127.50	13702	EUR	Yes²	17127.50	13702
GLOBEX	RP	European Monetary Union Euro	RP	7146.09	N/A	7146.09	5716.875	GBP	No	7146.09	5716.875
GLOBEX	RS1	E-mini Russell 1000 Index Futures	RS1	15000	N/A	15000	12000	USD	No	15000	12000
GLOBEX	RSG	E-mini Russell 1000 Growth Index Futures	RSG	18000.11	N/A	18000.11	14400.09	USD	No	18000.11	14400.09
GLOBEX	RSV	E-Mini Russell 1000 Value Index Futures	RSV	11750.07	N/A	11750.07	9400.05	USD	No	11750.07	9400.05
GLOBEX	RTY	E-Mini Russell 2000 Index	RTY	7250	N/A	7250	5800	USD	Yes	7250	5800
GLOBEX	RY	European Monetary Union Euro	RY	581437.50	N/A	581437.50	465150	JPY	Yes²	581437.50	465150
GLOBEX	SPXDIVAN	S&P 500 Dividend Points (Annual) Index	SDA	3575	N/A	3575	2860	USD	No	3575	2860
GLOBEX	SDG	San Diego Housing Index	SDG	5000.04	N/A	5000.04	4000.03	USD	No	5000.04	4000.03
GLOBEX	SEK	Swedish krona	SEK	13000	N/A	13000	10400	USD	No	13000	10400
GLOBEX	SFR	San Francisco Housing Index	SFR	4500.07	N/A	4500.07	3600.06	USD	No	4500.07	3600.06
GLOBEX	SGX	S&P 500 / Citigroup Growth Index	SG	95000.42	N/A	95000.42	76000.34	USD	No	95000.42	76000.34
GLOBEX	SIR	Indian Rupee	SIR	8487.50	N/A	8487.50	6790	USD	No	8487.50	6790
GLOBEX	SJY	Swiss franc	SJY	2500030.31	N/A	2500030.31	2000024.25	JPY	No	2500030.31	2000024.25
GLOBEX	SMC	E-Mini S&P SmallCap 600 Futures	SMC	19999.92	N/A	19999.92	15999.94	USD	No	19999.92	15999.94
GLOBEX	SONIA	Sterling Overnight Index Average	SON	525.006	N/A	525.006	420.005	GBP	No	525.003	420.003
GLOBEX	SPX	S&P 500 Stock Index	SP	66000	N/A	66000	60000	USD	Yes	66000	60000
GLOBEX	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	624.487	N/A	624.487	499.59	USD	No	624.487	499.59
GLOBEX	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	625.187	N/A	625.187	500.15	USD	No	625.187	500.15
GLOBEX	SVX	S&P 500 / Citigroup Value Index	SU	57499.72	N/A	57499.72	45999.78	USD	No	57499.72	45999.78
GLOBEX	WDC	Washington DC Housing Index	WDC	4250.05	N/A	4250.05	3400.04	USD	No	4250.05	3400.04
GLOBEX	IXB	Materials Select Sector Index	XAB	12999.95	N/A	12999.95	10399.96	USD	No	12999.95	10399.96
GLOBEX	IXE	Energy Select Sector Index	XAE	5875.01	N/A	5875.01	4700.01	USD	No	5875.01	4700.01
GLOBEX	IXM	Financial Select Sector Index	XAF	9812.51	N/A	9812.51	7850.01	USD	No	9812.51	7850.01
GLOBEX	IXI	Industrial Select Sector Index	XAI	16749.97	N/A	16749.97	13399.98	USD	No	16749.97	13399.98
GLOBEX	IXT	Technology Select Sector Index -	XAK	11875.05	N/A	11875.05	9500.04	USD	No	11875.05	9500.04
GLOBEX	IXR	Consumer Staples Select Sector Index	XAP	5000	N/A	5000	4000	USD	No	5000	4000
GLOBEX	IXRE	Real Estate Select Sector Index	XAR	13124.96	N/A	13124.96	10499.97	USD	No	13124.96	10499.97
GLOBEX	IXU	Utilities Select Sector Index	XAU	6875	N/A	6875	5500	USD	No	6875	5500
GLOBEX	IXV	Health Care Select Sector Index	XAV	8875	N/A	8875	7100	USD	No	8875	7100
GLOBEX	IXY	Consumer Discretionary Select Sector Index	XAY	11875.03	N/A	11875.03	9500.02	USD	No	11875.03	9500.02

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	A50	21851.19	N/A	21851.19	17480.95	HKD	No	21851.19	17480.95
HKFE	2018	AAC TECHNOLOGIES HOLDINGS IN	AAC	11288.12	N/A	11288.12	9030.49	HKD	No	11288.11	9030.49
HKFE	1288	AGRICULTURAL BANK OF CHINA-H	ABC	6375.35	N/A	6375.35	5100.28	HKD	No	6375.34	5100.27
HKFE	914	ANHUI CONCH CEMENT CO LTD-H	ACC	7144.14	N/A	7144.14	5715.31	HKD	No	7144.14	5715.31
HKFE	1299	AIA GROUP LTD	AIA	20001.09	N/A	20001.09	16000.87	HKD	No	20001.09	16000.87
HKFE	9988	ALIBABA GROUP HOLDING LTD	ALB	33701.83	N/A	33701.83	26961.47	HKD	No	33701.84	26961.47
HKFE	2600	ALUMINUM CORP OF CHINA LTD-H	ALC	900.05	N/A	900.05	720.04	HKD	No	900.048	720.038
HKFE	3188	CHINAAMC CSI 300 IDX ETF-HKD	AMC	27791.52	N/A	27791.52	22233.21	HKD	No	27791.51	22233.21
HKFE	3988	BANK OF CHINA LTD - H	BCL	627.535	N/A	627.535	502.028	HKD	No	627.534	502.027
HKFE	3328	BANK OF COMMUNICATIONS CO-H	BCM	975.052	N/A	975.052	780.042	HKD	No	975.054	780.043
HKFE	23	BANK OF EAST ASIA LTD	BEA	815.044	N/A	815.044	652.035	HKD	No	815.044	652.036
HKFE	2388	BOC HONG KONG HOLDINGS LTD	BOC	2700.15	N/A	2700.15	2160.12	HKD	No	2700.15	2160.12
HKFE	IBOV	Brazil Bovespa Stock Index	BOV	105069.51	N/A	105069.51	84055.61	HKD	No	105069.51	84055.61
HKFE	1876	BUDWEISER BREWING CO APAC LT	BUD	6125.33	N/A	6125.33	4900.27	HKD	No	6125.33	4900.27
HKFE	939	CHINA CONSTRUCTION BANK-H	CCB	1330.07	N/A	1330.07	1064.06	HKD	No	1330.07	1064.06
HKFE	1800	CHINA COMMUNICATIONS CONST-H	CCC	1062.56	N/A	1062.56	850.046	HKD	No	1062.56	850.047
HKFE	1898	CHINA COAL ENERGY CO - H	CCE	484.375	N/A	484.375	387.50	HKD	No	484.375	387.50
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDA	1875.11	N/A	1875.11	1500.08	HKD	No	1875.10	1500.08
HKFE	1816	CGN POWER CO LTD-H	CGN	4100.22	N/A	4100.22	3280.18	HKD	No	4100.22	3280.18
HKFE	CES120	CES China 120 Index	CHH	57414.75	N/A	57414.75	45931.80	HKD	No	57414.75	45931.80
HKFE	2883	CHINA OILFIELD SERVICES-H	CHO	14200.78	N/A	14200.78	11360.62	HKD	No	14200.78	11360.62
HKFE	941	CHINA MOBILE LTD	CHT	6556.61	N/A	6556.61	5245.29	HKD	No	6556.61	5245.29
HKFE	762	CHINA UNICOM HONG KONG LTD	CHU	2865.16	N/A	2865.16	2292.13	HKD	No	2865.16	2292.12
HKFE	267	CITIC LTD	CIT	1587.59	N/A	1587.59	1270.07	HKD	No	1587.59	1270.07
HKFE	1	CK HUTCHISON HOLDINGS LTD	CKH	6112.83	N/A	6112.83	4890.27	HKD	No	6112.83	4890.27
HKFE	2628	CHINA LIFE INSURANCE CO-H	CLI	4640.25	N/A	4640.25	3712.20	HKD	No	4640.25	3712.20
HKFE	2	CLP HOLDINGS LTD	CLP	9200.50	N/A	9200.50	7360.40	HKD	No	9200.50	7360.40
HKFE	3968	CHINA MERCHANTS BANK - H	CMB	4931.52	N/A	4931.52	3945.22	HKD	No	4931.52	3945.21
HKFE	883	CNOOC LTD	CNC	2072.61	N/A	2072.61	1658.09	HKD	No	2072.61	1658.09
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COG	11750.64	N/A	11750.64	9400.51	HKD	No	11750.64	9400.51
HKFE	688	CHINA OVERSEAS LAND & INVEST	COL	10175.55	N/A	10175.55	8140.44	HKD	No	10175.55	8140.44
HKFE	293	CATHAY PACIFIC AIRWAYS	CPA	1485.08	N/A	1485.08	1188.06	HKD	No	1485.08	1188.06
HKFE	293	CATHAY PACIFIC AIRWAYS	CPB	1705.90	N/A	1705.90	1364.72	HKD	No	1705.90	1364.72
HKFE	386	CHINA PETROLEUM & CHEMICAL-H	CPC	1665.09	N/A	1665.09	1332.07	HKD	No	1665.09	1332.07
HKFE	2601	CHINA PACIFIC INSURANCE GR-H	CPI	5787.81	N/A	5787.81	4630.25	HKD	No	5787.81	4630.25
HKFE	1766	CRRC CORP LTD - H	CRR	8275.45	N/A	8275.45	6620.36	HKD	No	8275.45	6620.36
HKFE	2822	CSOP FTSE CHINA A50 ETF-HKD	CSA	21638.68	N/A	21638.68	17310.95	HKD	No	21638.67	17310.94
HKFE	1088	CHINA SHENHUA ENERGY CO - H	CSE	1707.59	N/A	1707.59	1366.07	HKD	No	1707.59	1366.07
HKFE	998	CHINA CITIC BANK CORP LTD-H	CTB	15850.88	N/A	15850.88	12680.70	HKD	No	15850.85	12680.68
HKFE	728	CHINA TELECOM CORP LTD-H	CTC	1255.07	N/A	1255.07	1004.06	HKD	No	1255.07	1004.05
HKFE	6030	CITIC SECURITIES CO LTD-H	CTS	4325.23	N/A	4325.23	3460.19	HKD	No	4325.23	3460.19
HKFE	CNH	United States dollar	CUS	67931.00	N/A	67931.00	54344.80	CNH	Yes	67931.00	54344.80
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	4841.35	N/A	4841.35	3873.08	HKD	No	4841.35	3873.08
HKFE	HSIDPI	HSI Dividend Point Index	DHS	9995	N/A	9995	7996	HKD	No	9995	7996
HKFE	3333	CHINA EVERGRANDE GROUP	EVG	8250.45	N/A	8250.45	6600.36	HKD	No	8250.45	6600.36
HKFE	656	FOSUN INTERNATIONAL LTD	FOS	22301.23	N/A	22301.23	17840.98	HKD	No	22301.21	17840.97
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAC	7230.39	N/A	7230.39	5784.31	HKD	No	7230.39	5784.32
HKFE	175	GEELY AUTOMOBILE HOLDINGS LT	GAH	19976.09	N/A	19976.09	15980.87	HKD	No	19976.09	15980.87
HKFE	GDR	CNH Gold Futures	GDR	52739.57	N/A	52739.57	42191.65	CNH	No	52739.57	42191.65
HKFE	GDU	USD Gold Futures	GDU	7722.13	N/A	7722.13	6177.70	USD	No	7722.13	6177.70
HKFE	27	GALAXY ENTERTAINMENT GROUP L	GLX	14438.29	N/A	14438.29	11550.63	HKD	No	14438.28	11550.63
HKFE	2333	GREAT WALL MOTOR COMPANY-H	GWM	30534.64	N/A	30534.64	24427.71	HKD	No	25951.41	20761.13
HKFE	6837	HAITONG SECURITIES CO LTD-H	HAI	17225.94	N/A	17225.94	13780.75	HKD	No	17225.94	13780.75
HKFE	6	POWER ASSETS HOLDINGS LTD	HEH	5237.79	N/A	5237.79	4190.23	HKD	No	5237.79	4190.23
HKFE	388	HONG KONG EXCHANGES & CLEAR	HEX	9315.51	N/A	9315.51	7452.41	HKD	No	9315.51	7452.41
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	49181	N/A	49181	39344.80	HKD	Yes	49181	39344.80
HKFE	3	HONG KONG & CHINA GAS	HKA	2982.50	N/A	2982.50	2386.00	HKD	No	2982.50	2386.00
HKFE	5	HSBC HOLDINGS PLC	HKB	3095.17	N/A	3095.17	2476.13	HKD	No	3095.17	2476.13
HKFE	3	HONG KONG & CHINA GAS	HKG	2840.16	N/A	2840.16	2272.12	HKD	No	2840.15	2272.12
HKFE	12	HENDERSON LAND DEVELOPMENT	HLD	7237.89	N/A	7237.89	5790.32	HKD	No	7237.90	5790.32
HKFE	902	HUANENG POWER INTL INC-H	HNP	1550.08	N/A	1550.08	1240.07	HKD	No	1550.08	1240.07
HKFE	11	HANG SENG BANK LTD	HSB	2985.16	N/A	2985.16	2388.13	HKD	No	2985.16	2388.13
HKFE	HSI	Hang Seng Stock Index	HSI	184974	N/A	184974	147979.20	HKD	Yes	184974	147979.20
HKFE	6886	HUATAI SECURITIES CO LTD-H	HTS	31851.74	N/A	31851.74	25481.39	HKD	No	31851.74	25481.39
HKFE	1398	IND & COMM BK OF CHINA - H	ICB	1062.56	N/A	1062.56	850.046	HKD	No	1062.56	850.047
HKFE	9618	JD.COM INC - CL A	JDC	36476.98	N/A	36476.98	29181.59	HKD	No	36476.98	29181.59
HKFE	3888	KINGSOFT CORP LTD	KSO	10250.56	N/A	10250.56	8200.45	HKD	No	10250.56	8200.45
HKFE	823	LINK REIT	LNK	16288.39	N/A	16288.39	13030.71	HKD	No	16288.39	13030.71
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	9836.20	N/A	9836.20	7868.96	HKD	Yes	9836.20	7868.96
HKFE	MCN.HK	MSCI China Free Net Total Return (USD) Index (HKFE)	MCN	5197.83	N/A	5197.83	4158.26	USD	No	5197.83	4158.26
HKFE	3690	MEITUAN DIANPING-CLASS B	MET	37209.38	N/A	37209.38	29767.50	HKD	No	30201.65	24161.32
HKFE	MHI	Mini Hang Seng Index	MHI	36994.80	N/A	36994.80	29595.84	HKD	Yes	36994.80	29595.84
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MID	1109.93	N/A	1109.93	887.943	USD	No	1109.93	887.943
HKFE	1810	XIAOMI CORP-CLASS B	MIU	6057.75	N/A	6057.75	4846.20	HKD	No	5512.80	4410.24
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSB	11100.61	N/A	11100.61	8880.49	HKD	No	11100.60	8880.48
HKFE	66	MTR CORP.	MTR	5044.02	N/A	5044.02	4035.22	HKD	No	5044.02	4035.22
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	3218.72	N/A	3218.72	2574.98	USD	No	3218.72	2574.98
HKFE	1336	NEW CHINA LIFE INSURANCE C-H	NCL	8000.44	N/A	8000.44	6400.35	HKD	No	8000.44	6400.35
HKFE	9999	NETEASE, INC.	NTE	18463.50	N/A	18463.50	14770.80	HKD	No	18463.50	14770.80
HKFE	17	NEW WORLD DEVELOPMENT	NWA	2453.26	N/A	2453.26	1962.61	HKD	No	2453.26	1962.61
HKFE	17	NEW WORLD DEVELOPMENT	NWD	9813.03	N/A	9813.03	7850.43	HKD	No	9813.03	7850.43
HKFE	2318	PING AN INSURANCE GROUP CO-H	PAI	10463.07	N/A	10463.07	8370.46	HKD	No	10463.07	8370.46
HKFE	857	PETROCHINA CO LTD-H	PEC	1210.02	N/A	1210.02	968.014	HKD	No	1210.02	968.016
HKFE	2328	PICC PROPERTY & CASUALTY -H	PIC	2915.16	N/A	2915.16	2332.13	HKD	No	2915.16	2332.13
HKFE	TOP40	FTSE/JSE Africa Top40 Index	SAF	104467.54	N/A	104467.54	83574.03	HKD	No	104467.54	83574.03
HKFE	1928	SANDS CHINA LTD	SAN	3315.18	N/A	3315.18	2652.14	HKD	No	3315.18	2652.14
HKFE	16	SUN HUNG KAI PROPERTIES	SHK	25226.37	N/A	25226.37	20181.10	HKD	No	25226.37	20181.10
HKFE	2382	SUNNY OPTICAL TECH	SNO	30726.67	N/A	30726.67	24581.34	HKD	No	30726.67	24581.34
HKFE	1055	CHINA SOUTHERN AIRLINES CO-H	SOA	11975.65	N/A	11975.65	9580.52	HKD	No	11975.65	9580.52
HKFE	1918	SUNAC CHINA HOLDINGS LTD	SUN	15975.87	N/A	15975.87	12780.70	HKD	No	15975.87	12780.69
HKFE	19	SWIRE PACIFIC LTD - CL A	SWA	4894.02	N/A	4894.02	3915.21	HKD	No	4894.02	3915.21
HKFE	700	TENCENT HOLDINGS LTD	TCH	13125.71	N/A	13125.71	10500.57	HKD	No	13125.71	10500.57
HKFE	2800	TRACKER FUND OF HONG KONG	TRF	315517.13	N/A	315517.13	252413.70	HKD	No	315517.19	252413.75
HKFE	788	CHINA TOWER CORP LTD-H	TWR	3575.20	N/A	3575.20	2860.16	HKD	No	3575.19	2860.15
HKFE	VHSI	Hang Seng Volatility Index	VHS	79031.25	N/A	79031.25	63225	HKD	No	124425	99540
HKFE	4	WHARF HOLDINGS LTD	WHL	3930.21	N/A	3930.21	3144.17	HKD	No	3930.21	3144.17
HKFE	1171	YANZHOU COAL MINING CO-H	YZC	3040.17	N/A	3040.17	2432.13	HKD	No	3040.17	2432.13
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJM	3137.01	N/A	3137.01	2509.61	HKD	No	2955.16	2364.13

ICECRYPTO

Exchange ICECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICECRYPTO	BAKKT	Bakkt Bitcoin	BTM	6890.625	N/A	6890.625	5512.50	USD	No	40000	32000

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	635	N/A	635	508	EUR	No	635	508
ICEEU	AKZA	AKZO NOBEL N.V.	AKZ	2143.00	N/A	2143.00	1714.40	EUR	No	2143.00	1714.40
ICEEU	ASML	ASML HOLDING NV	ASL	7673.75	N/A	7673.75	6139	EUR	No	7673.75	6139.00
ICEEU	SG	Short Gilt	G	462.50	N/A	462.50	370	GBP	No	462.50	370
ICEEU	H	Medium Gilt	H	1762.50	N/A	1762.50	1410	GBP	No	1762.50	1410
ICEEU	HEIA	HEINEKEN NV	HEI	1959.00	N/A	1959.00	1567.20	EUR	No	1959.00	1567.20
ICEEU	I	3 Month EURIBOR Interest Rate	I	297.50	N/A	297.50	238	EUR	Yes	297.50	238
ICEEU	INGA	ING GROEP NV	ING	183.312	N/A	183.312	146.65	EUR	No	183.312	146.65
ICEEU	KPN	KONINKLIJKE KPN NV	KPN	53.60	N/A	53.60	42.88	EUR	No	53.60	42.88
ICEEU	L	3 Month Sterling Interest Rate FUT	L	267.1875	N/A	267.1875	213.75	GBP	Yes	267.1875	213.75
ICEEU	O	5 Year Euro Swapnote	O	1025	N/A	1025	820	EUR	No	1025	820
ICEEU	P	10 Year Euro Swapnote	P	2625	N/A	2625	2100	EUR	No	2625	2100
ICEEU	PHIA	KONINKLIJKE PHILIPS NV	PHI	987.50	N/A	987.50	790	EUR	No	987.50	790
ICEEU	R	Long Gilt	R	4062.50	N/A	4062.50	3250	GBP	No	4062.50	3250
ICEEU	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD	481.463	N/A	481.463	385.17	EUR	No	481.463	385.17
ICEEU	REN	RELX PLC	REN	490.875	N/A	490.875	392.70	EUR	No	466.331	373.065
ICEEU	S	Three Month Euro Swiss Franc Interest Rate	S	687.50	N/A	687.50	550	CHF	No	687.50	550
ICEEU	TWS	2 Year Euro Swapnote	TWS	327.50	N/A	327.50	262	EUR	No	327.50	262
ICEEU	UNA	UNILEVER N.V..	UNA	1300.50	N/A	1300.50	1040.40	EUR	No	1235.48	988.38
ICEEU	USO	Five Year $ Swapnote	USO	3475	N/A	3475	2780	USD	No	3475	2780
ICEEU	USP	Ten Year $ Swapnote	USP	9075	N/A	9075	7260	USD	No	9075	7260
ICEEU	USW	Two Year Dollar Swapnote	USW	2850	N/A	2850	2280	USD	No	2850	2280
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	1205	N/A	1205	482	GBP	No	1205	482
ICEEU	Y	FTSE 250 Index	Y2	8908.00	N/A	8908.00	7126.40	GBP	No	8908.00	7126.40
ICEEU	Z	FTSE 100 Index	Z	8123.75	N/A	8123.75	6499	GBP	Yes	8123.75	6499

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	1825	N/A	1825	1460	GBP	No	1825	1460
ICEEUSOFT	D	Robusta Coffee	RC	1105.53	N/A	1105.53	884.423	USD	No	1105.53	884.423
ICEEUSOFT	T	Wheat	T	975	N/A	975	780	GBP	No	975	780
ICEEUSOFT	W	White Sugar	W	1750.625	N/A	1750.625	1400.50	USD	No	1750.625	1400.50

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	AUD	Australian dollar	KAU	3767.50	N/A	3767.50	3014	USD	No	3767.50	3014
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	660480.41	N/A	660480.41	489244.75	JPY	No	660480.41	489244.75
ICEUS	EO	European Monetary Union Euro	KEO	5559.84	N/A	5559.84	4447.875	USD	No	5559.84	4447.875
ICEUS	ECD	European Monetary Union Euro	KEP	7324.69	N/A	7324.69	5859.75	CAD	No	7324.69	5859.75
ICEUS	GB	Euro in British Pound	KGB	7146.09	N/A	7146.09	5716.875	GBP	No	7146.09	5716.875
ICEUS	EAD	European Monetary Union Euro	KRA	8506.09	N/A	8506.09	6804.875	AUD	No	8506.09	6804.875
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	5040.94	N/A	5040.94	4032.75	CHF	No	5040.94	4032.75
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	1387480	N/A	1387480	1109984	JPY	No	1387480	1109984
ICEUS	MP	British pound	MP	5065.23	N/A	5065.23	4052.19	USD	No	5065.23	4052.19
ICEUS	SS	British Pound in Swiss Franc	SS	9185.16	N/A	9185.16	7348.125	CHF	No	9185.16	7348.125
ICEUS	SY	British Pound in Japanese Yen	SY	1059375	N/A	1059375	847500	JPY	No	1059375	847500

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	1639.90	N/A	1639.90	1311.92	EUR	No	1639.90	1311.92
IDEM	ACE	ACEA SPA	ACE	2257.50	N/A	2257.50	1806.00	EUR	No	2257.50	1806.00
IDEM	AGL	AUTOGRILL SPA	AGL	701.366	N/A	701.366	561.092	EUR	No	701.366	561.092
IDEM	ATL	ATLANTIA SPA	ATL	2456.09	N/A	2456.09	1964.87	EUR	No	2456.09	1964.87
IDEM	BMED	BANCA MEDIOLANUM SPA	BMED	909.562	N/A	909.562	727.65	EUR	No	909.562	727.65
IDEM	BZU	BUZZI UNICEM SPA	BZU	527.00	N/A	527.00	421.60	EUR	No	527.00	421.60
IDEM	CPR	DAVIDE CAMPARI-MILANO NV	CPR	2574.00	N/A	2574.00	2059.20	EUR	No	2574.00	2059.20
IDEM	ENEL	ENEL SPA	ENEL	1026.28	N/A	1026.28	821.025	EUR	No	1026.28	821.025
IDEM	ENI	ENI SPA	ENI	1245.89	N/A	1245.89	996.713	EUR	No	1245.89	996.713
IDEM	ERG	ERG SPA	ERG	2811.37	N/A	2811.37	2249.10	EUR	No	2811.37	2249.10
IDEM	EXO	EXOR NV	EXO	1945.14	N/A	1945.14	1556.11	EUR	No	1945.14	1556.11
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	2006.44	N/A	2006.44	1337.62	EUR	No	2006.44	1337.62
IDEM	FTMIB	FTSE MIB Index	FTMIB	21493.75	N/A	21493.75	17195	EUR	Yes	21493.75	17195
IDEM	G	ASSICURAZIONI GENERALI	G	316.875	N/A	316.875	253.50	EUR	No	316.875	253.50
IDEM	GEO	GEOX SPA	GEO	97.4531	N/A	97.4531	77.9625	EUR	No	97.4531	77.9625
IDEM	ISP	INTESA SANPAOLO	ISP	435.85	N/A	435.85	348.68	EUR	No	435.85	348.68
IDEM	ISP	INTESA SANPAOLO	ISP.1	443.259	N/A	443.259	354.608	EUR	No	443.259	354.608
IDEM	LDO	LEONARDO SPA	LDO	992.062	N/A	992.062	793.65	EUR	No	992.062	793.65
IDEM	MB	MEDIOBANCA SPA	MB	1155.70	N/A	1155.70	924.56	EUR	No	1155.70	924.56
IDEM	FTMIB	FTSE MIB Index	MINI	4298.75	N/A	4298.75	3439	EUR	No	4298.75	3439
IDEM	MS	MEDIASET SPA	MS	455.25	N/A	455.25	364.20	EUR	No	455.25	364.20
IDEM	PRY	PRYSMIAN SPA	PRY	608.00	N/A	608.00	486.40	EUR	No	608.00	486.40
IDEM	SPM	SAIPEM SPA	SPM	552.235	N/A	552.235	441.788	EUR	No	552.235	441.788
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	1360.50	N/A	1360.50	1088.40	EUR	No	1360.50	1088.40
IDEM	SRS	SARAS SPA	SRS	138.247	N/A	138.247	110.598	EUR	No	138.247	110.598
IDEM	STM	STMICROELECTRONICS NV	STM	3629.53	N/A	3629.53	2903.63	EUR	No	3629.53	2903.63
IDEM	TEN	TENARIS SA	TEN	821.734	N/A	821.734	657.387	EUR	No	821.734	657.387
IDEM	TIT	TELECOM ITALIA SPA	TIT	105.206	N/A	105.206	84.165	EUR	No	105.206	84.165
IDEM	TITR	TELECOM ITALIA-RSP	TITR	93.275	N/A	93.275	74.62	EUR	No	93.275	74.62
IDEM	TOD	TOD'S SPA	TOD	832.762	N/A	832.762	666.21	EUR	No	832.762	666.21
IDEM	TRN	TERNA SPA	TRN	1494.50	N/A	1494.50	1195.60	EUR	No	1494.50	1195.60
IDEM	UCG	UNICREDIT SPA	UCG	1012.60	N/A	1012.60	810.08	EUR	No	1012.60	810.08
IDEM	UNI	UNIPOL GRUPPO SPA	UNI	512.75	N/A	512.75	410.20	EUR	No	512.75	410.20
IDEM	US	UNIPOLSAI ASSICURAZIONI SPA	US	601.00	N/A	601.00	480.80	EUR	No	601.00	480.80

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	4575	N/A	4575	3660	USD	No	4575	3660
IPE	COIL	ICE Brent Crude	COIL	6475	N/A	6475	5180	USD	Yes	6475	5180
IPE	ECF	-	ECF	37487.50	N/A	37487.50	29990	EUR	No	37487.50	29990
IPE	GOIL	ICE Gasoil	GOIL	5411.25	N/A	5411.25	4329	USD	No	5411.25	4329
IPE	HOIL	ICE Heating Oil	HOIL	6987.75	N/A	6987.75	5590.20	USD	No	6987.75	5590.20
IPE	NCF	Newcastle Coal Futures	NCF	9675	N/A	9675	7740	USD	No	9675	7740
IPE	NGF	ICE UK Natural Gas	NGF	1585.12	N/A	1585.12	1268.10	GBP	No	1585.12	1268.10
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	8914.50	N/A	8914.50	7131.60	USD	No	8914.50	7131.60
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	8375	N/A	8375	6700	USD	Yes	8375	6700

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	9951562.875	N/A	9951562.875	7961250.30	KRW	Yes	9951562.875	7961250.30
KSE	K200M	Mini KOSPI200 Index	05	1990749.95	N/A	1990749.95	1592599.96	KRW	Yes	1990749.95	1592599.96
KSE	KOSDQ150	KOSDAQ 150 Index	06	1768960.50	N/A	1768960.50	1378400.02	KRW	No	1768960.50	1378400.02
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	184378.44	N/A	184378.44	147502.75	KRW	No	184378.44	147502.75
KSE	017670	SK TELECOM	112	760951.71	N/A	760951.71	608761.37	KRW	No	760951.71	608761.37
KSE	005490	POSCO	113	597261.13	N/A	597261.13	477808.91	KRW	No	597261.13	477808.91
KSE	030200	KTCORPORATION	114	73438.87	N/A	73438.87	58751.09	KRW	No	73438.87	58751.09
KSE	015760	KOREA ELECTRIC POWER CORP	115	64376.20	N/A	64376.20	51500.96	KRW	No	64376.20	51500.96
KSE	005380	HYUNDAI MOTOR CO	116	764287.76	N/A	764287.76	611430.21	KRW	No	578295	453758.48
KSE	016360	SAMSUNG SECURITIES CO LTD	117	97970.57	N/A	97970.57	78376.46	KRW	No	97970.57	78376.46
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	88907.91	N/A	88907.91	71126.33	KRW	No	88907.91	71126.33
KSE	000270	KIA MOTORS CORPORATION	119	150159.05	N/A	150159.05	120127.24	KRW	No	150159.05	120127.24
KSE	012330	HYUNDAI MOBIS CO LTD	120	750013.96	N/A	750013.96	600011.17	KRW	No	750013.96	600011.17
KSE	006400	SAMSUNG SDI CO LTD	122	1415651.37	N/A	1415651.37	1132521.09	KRW	No	1415651.37	1132521.09
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	443758.25	N/A	443758.25	355006.60	KRW	No	443758.25	355006.60
KSE	066570	LG ELECTRONICS INC	124	281255.25	N/A	281255.25	225004.20	KRW	No	281255.25	225004.20
KSE	036460	KOREA GAS CORPORATION	128	77657.70	N/A	77657.70	62126.16	KRW	No	77657.70	62126.16
KSE	004020	HYUNDAI STEEL CO	132	78126.46	N/A	78126.46	62501.17	KRW	No	78126.46	62501.17
KSE	003550	LG CORP	134	246567.09	N/A	246567.09	197253.67	KRW	No	246567.09	197253.67
KSE	078930	GS HOLDINGS	135	102658.17	N/A	102658.17	82126.53	KRW	No	102658.17	82126.53
KSE	033780	KT & G CORPORATION	136	259692.33	N/A	259692.33	207753.87	KRW	No	259692.33	207753.87
KSE	009540	KOREA SHIPBUILDING & OFFSHOR	139	267192.48	N/A	267192.48	213753.98	KRW	No	267192.48	213753.98
KSE	086790	HANA FINANCIAL GROUP	140	88126.64	N/A	88126.64	70501.31	KRW	No	88126.64	70501.31
KSE	096770	SK INNOVATION CO LTD	141	601290	N/A	601290	400860	KRW	No	601290	400860
KSE	001040	CJ CORP	142	267817.50	N/A	267817.50	214254.00	KRW	No	267817.50	214254.00
KSE	034220	LG DISPLAY CO LTD	145	50313.44	N/A	50313.44	40250.75	KRW	No	50313.44	40250.75
KSE	105560	KB FINANCIAL GROUP INC	146	118283.46	N/A	118283.46	94626.77	KRW	No	118283.46	94626.77
KSE	051910	LG CHEM LTD	147	2427675.74	N/A	2427675.74	1942140.59	KRW	No	2097900	1660030.94
KSE	006800	MIRAE ASSET DAEWOO CO LTD	148	23460	N/A	23460	15640	KRW	No	23460	15640
KSE	042670	DOOSAN INFRACORE CO LTD	149	36238.80	N/A	36238.80	28413.35	KRW	No	36238.80	24159.20
KSE	000660	SK HYNIX INC	150	260942.36	N/A	260942.36	208753.89	KRW	No	260942.36	208753.89
KSE	006360	GS ENGINEERING & CONSTRUCT	151	78438.96	N/A	78438.96	62751.17	KRW	No	78438.96	62751.17
KSE	139480	E-MART INC	154	459383.54	N/A	459383.54	367506.84	KRW	No	459383.54	367506.84
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	107814.51	N/A	107814.51	86251.61	KRW	No	107814.51	86251.61
KSE	035420	NAVER CORP	156	931267.38	N/A	931267.38	745013.91	KRW	No	931267.38	745013.91
KSE	003490	KOREAN AIR LINES CO LTD	157	59063.60	N/A	59063.60	47250.88	KRW	No	59063.60	47250.88
KSE	3KTB	3-Year Korea Treasury Bond	165	466250.42	N/A	466250.42	373000.33	KRW	No	466250.42	373000.33
KSE	FLKTB	10-Year Korea Treasury Bond	167	2266092	N/A	2266092	1510728	KRW	No	2266092	1510728
KSE	KWY	United States dollar	175	1450000	N/A	1450000	1160000	KRW	No	2900000	2320000
KSE	032640	LG UPLUS CORP	1B0	36563.18	N/A	36563.18	29250.54	KRW	No	36563.18	29250.54
KSE	010950	S-OILCORPORATION	1B2	170315.67	N/A	170315.67	136252.54	KRW	No	170315.67	136252.54
KSE	010130	KOREA ZINC CO LTD	1B3	1226585.35	N/A	1226585.35	981268.28	KRW	No	1226585.35	981268.28
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	25406.72	N/A	25406.72	20325.38	KRW	No	25406.72	20325.38
KSE	000210	DAELIM INDUSTRIAL CO LTD	1B5	261879.88	N/A	261879.88	209503.91	KRW	No	261879.88	209503.91
KSE	001680	DAESANG CORPORATION	1B6	84376.57	N/A	84376.57	67501.26	KRW	No	84376.57	67501.26
KSE	047050	POSCO INTERNATIONAL CORP	1B7	43594.56	N/A	43594.56	34875.65	KRW	No	43594.56	34875.65
KSE	034020	DOOSAN HEAVY INDUSTRIES	1B9	132975	N/A	132975	100681.78	KRW	No	132975	88650
KSE	023530	LOTTE SHOPPING CO	1BA	248442.14	N/A	248442.14	198753.71	KRW	No	248442.14	198753.71
KSE	011170	LOTTE CHEMICAL CORP	1BB	656262.26	N/A	656262.26	525009.80	KRW	No	656262.26	525009.80
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	196566.16	N/A	196566.16	157252.93	KRW	No	196566.16	157252.93
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	16937.82	N/A	16937.82	13550.25	KRW	No	16937.82	13550.25
KSE	029780	SAMSUNG CARD CO	1BG	90001.68	N/A	90001.68	72001.34	KRW	No	90001.68	72001.34
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	83907.81	N/A	83907.81	67126.25	KRW	No	83907.81	67126.25
KSE	036570	NCSOFTCORPORATION	1BJ	2553172.66	N/A	2553172.66	2042538.125	KRW	No	2553172.66	2042538.125
KSE	000080	HITE JINRO CO LTD	1BK	115314.65	N/A	115314.65	92251.72	KRW	No	115314.65	92251.72
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	300190.36	N/A	300190.36	240152.29	KRW	No	245317.07	196253.65
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	75938.92	N/A	75938.92	60751.13	KRW	No	75938.92	60751.13
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	100314.37	N/A	100314.37	80251.50	KRW	No	100314.37	80251.50
KSE	011210	HYUNDAI WIA CORP	1BP	133439.99	N/A	133439.99	106751.99	KRW	No	133439.99	106751.99
KSE	008770	HOTEL SHILLA CO LTD	1BQ	264595.50	N/A	264595.50	189253.54	KRW	No	264595.50	189253.54
KSE	035250	KANGWON LAND, INC.	1BS	66876.25	N/A	66876.25	53501.00	KRW	No	66876.25	53501.00
KSE	138930	BNK FINANCIAL GROUP INC	1BT	16187.80	N/A	16187.80	12950.24	KRW	No	16187.80	12950.24
KSE	139130	DGB FINANCIAL GROUP INC	1BV	16969.07	N/A	16969.07	13575.25	KRW	No	16969.07	13575.25
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	39844.49	N/A	39844.49	31875.59	KRW	No	39844.49	31875.59
KSE	001120	LG INTERNATIONAL CORP	1BX	52032.22	N/A	52032.22	41625.78	KRW	No	52032.22	41625.78
KSE	011070	LG INNOTEK CO LTD	1BY	504696.92	N/A	504696.92	403757.54	KRW	No	504696.92	403757.54
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	29500.55	N/A	29500.55	23600.44	KRW	No	29500.55	23600.44
KSE	010060	OCI CO LTD	1C0	365496	N/A	365496	243664	KRW	No	365496	243664
KSE	034730	SK HOLDINGS CO LTD	1C1	660949.80	N/A	660949.80	528759.84	KRW	No	660949.80	528759.84
KSE	001740	SK NETWORKS CO LTD	1C2	15594.04	N/A	15594.04	12475.23	KRW	No	15594.04	12475.23
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	321881.01	N/A	321881.01	257504.80	KRW	No	321881.01	257504.80
KSE	002350	NEXEN TIRE CORPORATION	1C4	17656.58	N/A	17656.58	14125.26	KRW	No	17656.58	14125.26
KSE	018260	SAMSUNG SDS CO LTD	1C5	565635.55	N/A	565635.55	452508.44	KRW	No	565635.55	452508.44
KSE	090430	AMOREPACIFIC CORP	1C6	523447.27	N/A	523447.27	418757.81	KRW	No	523447.27	418757.81
KSE	030000	CHEIL WORLDWIDE INC	1C7	65001.21	N/A	65001.21	52000.97	KRW	No	65001.21	52000.97
KSE	028260	SAMSUNG C&T CORP	1C8	342193.87	N/A	342193.87	273755.10	KRW	No	342193.87	273755.10
KSE	000880	HANWHA CORPORATION	1C9	83907.81	N/A	83907.81	67126.25	KRW	No	83907.81	67126.25
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	009830	HANWHA SOLUTIONS CORP	1CB	292053.19	N/A	292053.19	233642.55	KRW	No	137223.75	106376.98
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	464071.14	N/A	464071.14	371256.91	KRW	No	464071.14	371256.91
KSE	010620	HYUNDAIMIPODOCKYARD	1CD	94845.52	N/A	94845.52	75876.42	KRW	No	94845.52	75876.42
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	70782.57	N/A	70782.57	56626.05	KRW	No	70782.57	56626.05
KSE	035720	KAKAO CORP	1CF	1694644.66	N/A	1694644.66	1355715.72	KRW	No	1160959.18	928767.34
KSE	034230	PARADISE CO LTD	1CG	45157.09	N/A	45157.09	36125.67	KRW	No	45157.09	36125.67
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	1CJ	55938.54	N/A	55938.54	44750.83	KRW	No	55938.54	44750.83
KSE	069080	WEBZEN INC	1CK	208737.70	N/A	208737.70	166990.16	KRW	No	147624.75	98416.50
KSE	096530	SEEGENE INC	1CL	3293811.33	N/A	3293811.33	2635049.06	KRW	No	3293811.33	2635049.06
KSE	022100	POSCO ICT CO LTD	1CN	26629.96	N/A	26629.96	21303.97	KRW	No	21312.90	17050.32
KSE	068270	CELLTRION INC	1CP	1831284.18	N/A	1831284.18	1465027.34	KRW	No	1831284.18	1465027.34
KSE	122870	YG ENTERTAINMENT INC	1CQ	259209.86	N/A	259209.86	207367.89	KRW	No	180003.36	144002.69
KSE	051900	LG HOUSEHOLD & HEALTH CARE	1CR	4712587.89	N/A	4712587.89	3770070.31	KRW	No	4712587.89	3770070.31
KSE	002790	AMOREPACIFIC GROUP	1CS	157502.94	N/A	157502.94	126002.35	KRW	No	157502.94	126002.35
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	582823.39	N/A	582823.39	466258.71	KRW	No	582823.39	466258.71
KSE	008930	HANMI SCIENCE CO LTD	1CV	735013.72	N/A	735013.72	588010.98	KRW	No	735013.72	588010.98
KSE	021240	COWAY CO LTD	1CW	248129.64	N/A	248129.64	198503.71	KRW	No	248129.64	198503.71
KSE	128940	HANMI PHARM CO LTD	1CX	3618817.58	N/A	3618817.58	2895054.06	KRW	No	3618817.58	2895054.06
KSE	018880	HANON SYSTEMS	1CY	39526.74	N/A	39526.74	31621.39	KRW	No	39526.74	31621.39
KSE	027410	BGF CO LTD	1CZ	12906.49	N/A	12906.49	10325.19	KRW	No	12906.49	10325.19
KSE	005830	DB INSURANCE CO LTD	1D0	142033.90	N/A	142033.90	113627.12	KRW	No	142033.90	113627.12
KSE	097950	CJ CHEILJEDANG CORP.	1D1	1212522.66	N/A	1212522.66	970018.125	KRW	No	1212522.66	970018.125
KSE	009240	HANSSEM CO LTD	1D2	312193.31	N/A	312193.31	249754.65	KRW	No	312193.31	249754.65
KSE	002380	KCC CORP	1D3	485946.58	N/A	485946.58	388757.27	KRW	No	485946.58	388757.27
KSE	007070	GS RETAIL CO LTD	1D4	103283.18	N/A	103283.18	82626.54	KRW	No	103283.18	82626.54
KSE	012750	S1 CORPORATION	1D5	272817.58	N/A	272817.58	218254.06	KRW	No	272817.58	218254.06
KSE	000100	YUHAN CORPORATION	1D6	837515.625	N/A	837515.625	670012.50	KRW	No	837515.625	670012.50
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	87032.87	N/A	87032.87	69626.30	KRW	No	87032.87	69626.30
KSE	069960	HYUNDAI DEPT STORE CO	1D8	177815.82	N/A	177815.82	142252.66	KRW	No	177815.82	142252.66
KSE	079160	CJ CGV CO LTD	1D9	70782.57	N/A	70782.57	56626.05	KRW	No	70782.57	56626.05
KSE	004370	NONGSHIM CO LTD	1DA	1046894.53	N/A	1046894.53	837515.625	KRW	No	1046894.53	837515.625
KSE	079550	LIG NEX1 CO LTD	1DB	107814.51	N/A	107814.51	86251.61	KRW	No	107814.51	86251.61
KSE	204320	MANDO CORP	1DC	112189.59	N/A	112189.59	89751.67	KRW	No	112189.59	89751.67
KSE	004170	SHINSEGAE INC	1DD	671887.55	N/A	671887.55	537510.04	KRW	No	671887.55	537510.04
KSE	161890	KOLMAR KOREA CO LTD	1DE	145002.71	N/A	145002.71	116002.17	KRW	No	145002.71	116002.17
KSE	111770	YOUNGONE CORP	1DG	91095.45	N/A	91095.45	72876.36	KRW	No	91095.45	72876.36
KSE	008560	MERITZ SECURITIES CO LTD	1DH	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	500009.33	N/A	500009.33	400007.46	KRW	No	500009.33	400007.46
KSE	192820	COSMAX INC	1DK	325006.05	N/A	325006.05	260004.84	KRW	No	325006.05	260004.84
KSE	108670	LG HAUSYS LTD	1DL	186565.98	N/A	186565.98	149252.78	KRW	No	186565.98	149252.78
KSE	023590	DAOU TECHNOLOGY INC	1DM	73126.36	N/A	73126.36	58501.09	KRW	No	73126.36	58501.09
KSE	039130	HANA TOUR SERVICE INC	1DN	120627.25	N/A	120627.25	96501.80	KRW	No	120627.25	96501.80
KSE	086900	MEDY-TOX INC	1DP	3022438.21	N/A	3022438.21	2417950.57	KRW	No	3022438.21	2417950.57
KSE	078340	COM2US CORP	1DR	366569.34	N/A	366569.34	293255.47	KRW	No	366569.34	293255.47
KSE	036490	SK MATERIALS CO LTD	1DS	745326.42	N/A	745326.42	596261.13	KRW	No	745326.42	596261.13
KSE	035760	CJ ENM CO LTD	1DT	461258.59	N/A	461258.59	369006.875	KRW	No	461258.59	369006.875
KSE	056190	SFA ENGINEERING CORP	1DV	112658.35	N/A	112658.35	90126.68	KRW	No	112658.35	90126.68
KSE	241560	DOOSAN BOBCAT INC	1DW	85626.60	N/A	85626.60	68501.28	KRW	No	85626.60	68501.28
KSE	017800	HYUNDAI ELEVATOR CO	1DY	128908.65	N/A	128908.65	103126.92	KRW	No	128908.65	103126.92
KSE	105630	HANSAE CO LTD	1DZ	59686.02	N/A	59686.02	47748.82	KRW	No	53125.99	42500.79
KSE	240810	WONIK IPS CO LTD	1E0	104220.69	N/A	104220.69	83376.55	KRW	No	104220.69	83376.55
KSE	001060	JW PHARMACEUTICAL	1E1	498134.28	N/A	498134.28	398507.42	KRW	No	498134.28	398507.42
KSE	053800	AHNLAB INC	1E2	203441.30	N/A	203441.30	162753.04	KRW	No	203441.30	162753.04
KSE	091700	PARTRON CO LTD	1E3	34375.64	N/A	34375.64	27500.51	KRW	No	34375.64	27500.51
KSE	041510	SM ENTERTAINMENT CO LTD	1E4	112502.10	N/A	112502.10	90001.68	KRW	No	112502.10	90001.68
KSE	251270	NETMARBLE CORP	1E5	735144.96	N/A	735144.96	588115.97	KRW	No	582823.39	466258.71
KSE	091990	CELLTRION HEALTHCARE CO LTD	1E6	1231272.95	N/A	1231272.95	985018.36	KRW	No	1231272.95	985018.36
KSE	003670	POSCO CHEMICAL CO LTD	1E8	285005.32	N/A	285005.32	228004.26	KRW	No	285005.32	228004.26
KSE	003520	YUNGJIN PHARMACEUTICAL CO	1E9	116377.17	N/A	116377.17	93101.74	KRW	No	116377.17	93101.74
KSE	178920	PI ADVANCED MATERIALS CO LTD	1EA	99376.86	N/A	99376.86	79501.48	KRW	No	99376.86	79501.48
KSE	294870	HDC HYUNDAI DEVELOPMENT CO-E	1EC	72188.85	N/A	72188.85	57751.08	KRW	No	72188.85	57751.08
KSE	020150	ILJIN MATERIALS CO LTD	1ED	152659.09	N/A	152659.09	122127.28	KRW	No	152659.09	122127.28
KSE	009420	HANALL BIOPHARMA CO LTD	1EE	457508.54	N/A	457508.54	366006.84	KRW	No	457508.54	366006.84
KSE	035900	JYP ENTERTAINMENT CORP	1EF	159256.46	N/A	159256.46	127405.17	KRW	No	130800	99876.87

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	3468.125	N/A	3468.125	2774.50	USD	No	3468.125	2774.50
LMEOTC	CA	Grade A Copper - LME	CA	12997.50	N/A	12997.50	10398	USD	No	12997.50	10398
LMEOTC	NI	Nickel - LME	NI	9650.55	N/A	9650.55	7720.44	USD	No	9650.55	7720.44
LMEOTC	PB	Lead - LME	PB	5093.125	N/A	5093.125	4074.50	USD	No	5093.125	4074.50
LMEOTC	SNLME	Tin future	SN	9398.06	N/A	9398.06	7518.45	USD	No	9398.06	7518.45
LMEOTC	ZSLME	Special High Grade Zinc	ZS	5546.82	N/A	5546.82	4437.46	USD	No	5546.82	4437.46

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	593.75	N/A	593.75	475	EUR	Yes	593.75	475
MATIF	ECO	European Rapeseed Future	ECO	975	N/A	975	780	EUR	No	975	780
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	63.40	N/A	63.40	50.72	EUR	No	63.40	50.72
MEFFRV	ACS	ACS ACTIVIDADES CONS Y SERV	ACS	529.00	N/A	529.00	423.20	EUR	No	529.00	423.20
MEFFRV	ACX	ACERINOX SA	ACX	177.00	N/A	177.00	141.60	EUR	No	177.00	141.60
MEFFRV	ANA	ACCIONA SA	ANA	2550	N/A	2550	2040	EUR	No	2550	2040
MEFFRV	BBVA	BANCO BILBAO VIZCAYA ARGENTA	BBV	60.45	N/A	60.45	48.36	EUR	No	60.45	48.36
MEFFRV	BKIA	BANKIA SA	BKI	52.7531	N/A	52.7531	42.2025	EUR	No	52.7531	42.2025
MEFFRV	BKT	BANKINTER SA	BKT	110.50	N/A	110.50	88.40	EUR	No	110.50	88.40
MEFFRV	ELE	ENDESA SA	ELE	582.75	N/A	582.75	466.20	EUR	No	582.75	466.20
MEFFRV	ENG	ENAGAS SA	ENA	509.25	N/A	509.25	407.40	EUR	No	509.25	407.40
MEFFRV	FCC	FOMENTO DE CONSTRUC Y CONTRA	FCC	217.00	N/A	217.00	173.60	EUR	No	217.00	173.60
MEFFRV	FER	FERROVIAL SA	FER	567.00	N/A	567.00	453.60	EUR	No	567.00	453.60
MEFFRV	GAM	SIEMENS GAMESA RENEWABLE ENE	GAM	565	N/A	565	452	EUR	No	565	452
MEFFRV	GAS	NATURGY ENERGY GROUP SA	GAS	443.00	N/A	443.00	354.40	EUR	No	443.00	354.40
MEFFRV	GRF	GRIFOLS SA	GRF	1506.25	N/A	1506.25	1205	EUR	No	1506.25	1205.00
MEFFRV	IBE	IBERDROLA SA	IBE	263.50	N/A	263.50	210.80	EUR	No	263.50	210.80
MEFFRV	IBEX35	IBEX 35 Index	IBX	11250	N/A	11250	9000	EUR	No	11250	9000
MEFFRV	IDR	INDRA SISTEMAS S.A.	IDR	167.75	N/A	167.75	134.20	EUR	No	167.75	134.20
MEFFRV	ITX	INDUSTRIA DE DISENO TEXTIL	ITX	655.595	N/A	655.595	524.476	EUR	No	655.595	524.476
MEFFRV	MAP	MAPFRE SA	MAP	52.7531	N/A	52.7531	42.2025	EUR	No	52.7531	42.2025
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	1125	N/A	1125	900	EUR	Yes	1125	900
MEFFRV	MT	ARCELORMITTAL	MTS	330.05	N/A	330.05	264.04	EUR	No	330.05	264.04
MEFFRV	REE	RED ELECTRICA CORPORACION SA	REE	405	N/A	405	324	EUR	No	405	324
MEFFRV	REP	REPSOL SA	REP	163.05	N/A	163.05	130.44	EUR	No	163.05	130.44
MEFFRV	SAB2	BANCO DE SABADELL SA	SAB	52.7531	N/A	52.7531	42.2025	EUR	No	52.7531	42.2025
MEFFRV	SAN1	BANCO SANTANDER SA	SAN	52.7531	N/A	52.7531	42.2025	EUR	No	52.7531	42.2025
MEFFRV	SCYR	SACYR SA	SVO	52.7531	N/A	52.7531	42.2025	EUR	No	52.7531	42.2025
MEFFRV	TEF	TELEFONICA SA	TEF	80.90	N/A	80.90	64.72	EUR	No	80.90	64.72
MEFFRV	TL5	MEDIASET ESPANA COMUNICACION	TL5	87.05	N/A	87.05	69.64	EUR	No	87.05	69.64

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	1304.125	N/A	1304.125	1043.30	MXN	No	1304.125	1043.30
MEXDER	CEMEXCPO	CEMEX SAB-CPO	CXC	1304.125	N/A	1304.125	1043.30	MXN	No	1304.125	1043.30
MEXDER	DEUA	United States dollar	DA	23375.11	N/A	23375.11	18700.09	USD	No	23375.11	18700.09
MEXDER	EURO	European Monetary Union Euro	EU	41750.16	N/A	41750.16	33400.13	MXN	No	41750.16	33400.13
MEXDER	FEMSAUBD	FOMENTO ECONOMICO MEXICA-UBD	FEM	2898.50	N/A	2898.50	2318.80	MXN	No	2898.50	2318.80
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	43750	N/A	43750	35000	MXN	Yes²	43750	35000
MEXDER	BONO10	10 Year Bond	M10	22624.98	N/A	22624.98	18099.99	MXN	No	22624.98	18099.99
MEXDER	BONO3	3 Year Bond	M3	6199.89	N/A	6199.89	4959.91	MXN	No	6199.89	4959.91
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	8750	N/A	8750	7000	MXN	No	8750	7000

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	6500	N/A	6500	5200	EUR	No	6500	5200
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	2815.625	N/A	2815.625	2252.50	EUR	No	2815.625	2252.50
MONEP	CAC40	CAC 40	FCE	6875	N/A	6875	5500	EUR	Yes	6875	5500
MONEP	FEF	FTSEurofirst 80 NEW	FEF	10375	N/A	10375	8300	EUR	No	10375	8300
MONEP	FEO	FTSEurofirst 100 NEW	FEO	8700	N/A	8700	6960	EUR	No	8700	6960
MONEP	CAC40	CAC 40	MFC	687.50	N/A	687.50	550	EUR	No	687.50	550

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	BANDHANBN	BANDHAN BANK LTD	BANDHANBNK	302585.4	N/A	302585.4	242067.6	INR	No	167.94	134.352
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	158354	N/A	158354	126683	INR	Yes	6334.16	5067.32
NSE	EURINR	Euro in Indian Rupee	EURINR	10877.81	N/A	10877.81	8702.25	INR	No	10877.81	8702.25
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	11928.44	N/A	11928.44	9542.75	INR	No	11928.44	9542.75
NSE	GODREJPRO	GODREJ PROPERTIES LTD	GODREJPROP	111952.75	89562.2	223905.5	179124.4	INR	No	343.958	275.166
NSE	HDFCLIFE	HDFC LIFE INSURANCE CO LTD	HDFCLIFE	229984.7	N/A	229984.7	183987.1	INR	No	208.752	167.001
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	8798.75	N/A	8798.75	7039	INR	No	8798.75	7039
NSE	NAUKRI	INFO EDGE INDIA LTD	NAUKRI	312890	N/A	312890	250310	INR	No	1249.64	999.715
NSE	NIFTY50	Nifty 50	NIFTY	190329.75	N/A	190329.75	152264.25	INR	Yes	2537.73	2030.19
NSE	SBILIFE	SBI LIFE INSURANCE CO LTD	SBILIFE	104694.75	83755.5	209389.5	167511.75	INR	No	278.723	222.978
NSE	USDINR	US Dollars in Indian Rupee	USDINR	9184.69	N/A	9184.69	7347.75	INR	Yes	9184.69	7347.75

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	3179.82	N/A	3179.82	2543.86	USD	Yes	3179.82	2543.86
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	2375.01	N/A	2375.01	1900.01	USD	Yes	2375.01	1900.01
NYBOT	NYFANG	NYSE FANG+ Index	FNG	52733.62	N/A	52733.62	42186.90	USD	No	52733.62	42186.89
NYBOT	KC	Coffee "C"	KC	6506.20	N/A	6506.20	5204.96	USD	Yes	6506.20	5204.96
NYBOT	OJ	FC Orange Juice "A"	OJ	1758.43	N/A	1758.43	1406.74	USD	Yes	1758.43	1406.74
NYBOT	RS	Canola	RS	519.559	N/A	519.559	415.647	CAD	No	519.559	415.647
NYBOT	SB	Sugar No. 11	SB	1537.48	N/A	1537.48	1229.98	USD	Yes	1537.48	1229.98
NYBOT	SF	Sugar #16 112000 lbs	SF	912.24	N/A	912.24	729.792	USD	No	912.24	729.792

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	5375	N/A	5375	4300	USD	No	5375	4300
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	5375	N/A	5375	4300	USD	Yes²	5375	4300
NYMEX	CL	Light Sweet Crude Oil	CL	6250	N/A	6250	5000	USD	Yes	6250	5000
NYMEX	GC	Gold	GC	13436.54	N/A	13436.54	10749.23	USD	Yes	13436.54	10749.23
NYMEX	HG	NYMEX Copper Index	HG	6515.97	N/A	6515.97	5212.77	USD	Yes	6515.97	5212.77
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	5024.61	N/A	5024.61	4019.69	USD	No	5024.61	4019.69
NYMEX	HO	Heating Oil	HO	6843.74	N/A	6843.74	5474.99	USD	Yes	6843.74	5474.99
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	5024.61	N/A	5024.61	4019.69	USD	No	5024.61	4019.69
NYMEX	HRC	Hot-Rolled Coil Steel Index	HRC	774.326	N/A	774.326	619.461	USD	No	774.326	619.461
NYMEX	MGC	E-Micro Gold	MGC	1343.65	N/A	1343.65	1074.92	USD	No	1343.65	1074.92
NYMEX	NG	Henry Hub Natural Gas	NG	5024.61	N/A	5024.61	4019.69	USD	Yes	5024.61	4019.69
NYMEX	PA	NYMEX Palladium Index	PA	40000	N/A	40000	32000	USD	No	40000	32000
NYMEX	PL	NYMEX Platinum Index	PL	6162.50	N/A	6162.50	4930	USD	No	6162.50	4930
NYMEX	QC	COMEX MINY Copper	QC	3257.98	N/A	3257.98	2606.39	USD	No	3257.98	2606.39
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	1256.15	N/A	1256.15	1004.92	USD	No	1256.15	1004.92
NYMEX	QH	NYMEX MINY Heating Oil Index	QH	3421.87	N/A	3421.87	2737.50	USD	No	3421.87	2737.50
NYMEX	QI	COMEX MINY Silver	QI	13518.16	N/A	13518.16	10013.45	USD	No	13518.16	10013.45
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	3125	N/A	3125	2500	USD	No	3125	2500
NYMEX	QO	COMEX MINY Gold	QO	6718.27	N/A	6718.27	5374.62	USD	No	6718.27	5374.62
NYMEX	QU	NYMEX MINY Gasoline RBOB Index	QU	3625	N/A	3625	2900	USD	No	3625	2900
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	7250	N/A	7250	5800	USD	Yes	7250	5800
NYMEX	SGC	Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures	SGC	82500.26	N/A	82500.26	66000.21	CNH	No	82500.26	66000.21
NYMEX	SGUF	Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures	SGU	11625.08	N/A	11625.08	9300.07	USD	No	11625.08	9300.07
NYMEX	SI	NYMEX Silver Index	SI	27036.32	N/A	27036.32	20026.90	USD	Yes	27036.32	20026.90
NYMEX	SI	NYMEX Silver Index	SIL	5407.26	N/A	5407.26	4005.38	USD	No	5407.26	4005.38
NYMEX	TT	NYMEX Cotton index	TT	3500	N/A	3500	2800	USD	No	3500	2800
NYMEX	UX	NYMEX Uranium Index	UX	593.75	N/A	593.75	475	USD	No	593.75	475

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	11000	N/A	11000	8800	USD	No	11000	8800
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	6625.00	N/A	6625.00	5300.00	USD	No	6625.00	5300.00
NYSELIFFE	MXUS	MSCI USA Index	MUN	27095.19	N/A	27095.19	21676.15	USD	No	27095.19	21676.15
NYSELIFFE	YG	Mini Sized NY Gold Futures	YG	4328.25	N/A	4328.25	3462.60	USD	Yes²	4328.25	3462.60
NYSELIFFE	YI	Mini Sized NY Silver Futures	YI	5001.03	N/A	5001.03	4000.83	USD	Yes²	5001.03	4000.83
NYSELIFFE	ZG	Gold 100 Troy Oz	ZG	13462.67	N/A	13462.67	10770.14	USD	Yes²	13462.67	10770.14
NYSELIFFE	ZI	CBOT 5000 Oz Silver Futures	ZI	25005.17	N/A	25005.17	20004.13	USD	Yes²	25005.18	20004.14

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	5732.50	N/A	5732.50	4586	SEK	No	5732.50	4586
OMS	ALFA	ALFA LAVAL AB	ALFA.FWD	5460	N/A	5460	4368	SEK	No	5460	4368
OMS	ATCO.A	ATLAS COPCO AB-A SHS	ATCOA.FWD	10442.50	N/A	10442.50	8354	SEK	No	10442.50	8354
OMS	AZN	ASTRAZENECA PLC	AZN.FWD	24752.28	N/A	24752.28	19801.83	SEK	No	23514.67	18811.73
OMS	BOL	BOLIDEN AB	BOLI.FWD	6826.51	N/A	6826.51	5461.20	SEK	No	6826.51	5461.20
OMS	ELUX.B	ELECTROLUX, AB SER. B	ELUXB.FWD	6924.31	N/A	6924.31	5539.45	SEK	No	6924.31	5539.45
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB.FWD	3152.50	N/A	3152.50	2522	SEK	No	3152.50	2522
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB.FWD	5820	N/A	5820	4656	SEK	No	5820	4656
OMS	HOLM.B	HOLMEN AB-B SHARES	HOLMB.FWD	8335	N/A	8335	6668	SEK	No	8335	6668
OMS	HUSQ.B	HUSQVARNA AB-B SHS	HUSQB.FWD	2527.50	N/A	2527.50	2022	SEK	No	2527.50	2022
OMS	INVE.B	INVESTOR AB-B SHS	INVEB	14305.58	N/A	14305.58	11444.46	SEK	No	14305.58	11444.46
OMS	INVE.B	INVESTOR AB-B SHS	INVEB.FWD	14395	N/A	14395	11516	SEK	No	14395	11516
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	LUPE.FWD	11250	N/A	11250	9000	SEK	No	11250	9000
OMS	NDA	NORDEA BANK ABP	NDASE.FWD	2090	N/A	2090	1672	SEK	No	2090	1672
OMS	NOKIASEK	NOKIA OYJ	NOKIA.FWD	1275	N/A	1275	1020	SEK	No	1275	1020
OMS	OMXS30	OMX Index (Sweden)	OMXS30	33318.75	N/A	33318.75	26655	SEK	Yes	33318.75	26655
OMS	SAND	SANDVIK AB	SAND.FWD	4557.50	N/A	4557.50	3646	SEK	No	4557.50	3646
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA.FWD	2423.75	N/A	2423.75	1939	SEK	No	2423.75	1939
OMS	SECU.B	SECURITAS AB-B SHS	SECUB.FWD	3518.75	N/A	3518.75	2815	SEK	No	3518.75	2815
OMS	SHB.A	SVENSKA HANDELSBANKEN-A SHS	SHBA.FWD	1981.48	N/A	1981.48	1585.19	SEK	No	1981.48	1585.19
OMS	SKA.B	SKANSKA AB-B SHS	SKAB.FWD	5055	N/A	5055	4044	SEK	No	5055	4044
OMS	SSAB.A	SSAB AB-A SHARES	SSABA.FWD	870	N/A	870	696	SEK	No	870	696
OMS	STER	STORA ENSO OYJ-R SHS	STER.FWD	3582.04	N/A	3582.04	2865.63	SEK	No	3582.04	2865.63
OMS	SWED.A	SWEDBANK AB - A SHARES	SWEDA.FWD	4292.50	N/A	4292.50	3434	SEK	No	4292.50	3434
OMS	TELIA	TELIA CO AB	TLSN.FWD	866.645	N/A	866.645	693.316	SEK	No	866.645	693.316
OMS	TREL.B	TRELLEBORG AB-B SHS	TRELB.FWD	4925	N/A	4925	3940	SEK	No	4925	3940
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB.FWD	4901.25	N/A	4901.25	3921	SEK	No	4902.50	3922

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	398820.78	N/A	398820.78	319056.62	JPY	No	398820.78	319056.62
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JGBL	1387730.02	N/A	1387730.02	1110184.01	JPY	Yes	1387730.02	1110184.01
OSE.JPN	MJ	Mini 10 Year JGB	JGBLM	138773.00	N/A	138773.00	111018.40	JPY	No	138773.00	111018.40
OSE.JPN	JPNK400	JPX-Nikkei Index 400	JN400	109987.50	N/A	109987.50	87990	JPY	No	109987.50	87990
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTHE	166250	N/A	166250	133000	JPY	No	166250	133000
OSE.JPN	N225	Nikkei 225	NK225	1741500	N/A	1741500	1393200	JPY	Yes	1741500	1393200
OSE.JPN	N225M	Nikkei 225 Mini	NK225M	174150	N/A	174150	139320	JPY	No	174150	139320
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NKVI	153437.50	N/A	153437.50	122750	JPY	No	223405	178724
OSE.JPN	TSEREIT	TSE REIT Index	REIT	970009.40	N/A	970009.40	776007.52	JPY	No	970009.40	776007.52
OSE.JPN	TOPX	TOPIX Index	TOPIX	1224750	N/A	1224750	979800	JPY	No	1224750	979800
OSE.JPN	MNTPX	Japan Mini Topix	TOPIXM	122475	N/A	122475	97980	JPY	No	122475	97980
OSE.JPN	TPXC30	Topix Core30	TPX30	86307.98	N/A	86307.98	69046.38	JPY	No	86307.98	69046.38

QBALGOIEU

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	-	COIL	6475	N/A	6475	5180	USD	No	6475	5180
QBALGOIEU	GOIL	-	GOIL	5411.25	N/A	5411.25	4329	USD	No	5411.25	4329
QBALGOIEU	WTI	-	WTI	8375	N/A	8375	6700	USD	No	8375	6700

QBALGOIUS

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	-	CC	3179.82	N/A	3179.82	2543.86	USD	No	3179.82	2543.86
QBALGOIUS	CT	-	CT	3312.50	N/A	3312.50	2650	USD	No	3312.50	2650
QBALGOIUS	DX	-	DX	2375.01	N/A	2375.01	1900.01	USD	No	2375.01	1900.01
QBALGOIUS	KC	-	KC	6506.20	N/A	6506.20	5204.96	USD	No	6506.20	5204.96
QBALGOIUS	OJ	-	OJ	1758.43	N/A	1758.43	1406.74	USD	No	1758.43	1406.74
QBALGOIUS	SB	-	SB	1537.48	N/A	1537.48	1229.98	USD	No	1537.48	1229.98

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	154998.82	N/A	154998.82	123999.06	JPY	No	154998.82	123999.06
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	1377.27	N/A	1377.27	1101.81	USD	No	1377.27	1101.81
SGX	M3CNX	MSCI China Free Price USD Index	CH	7564.50	N/A	7564.50	6051.60	USD	No	7564.50	6051.60
SGX	XINA50	FTSE/Xinhua China A50	CN	2341.125	N/A	2341.125	1872.90	USD	No	2341.125	1872.90
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	7363.50	N/A	7363.50	5890.80	USD	No	7363.50	5890.80
SGX	SCI	SGX TSI Iron Ore Futures	FEF	1327.21	N/A	1327.21	1061.77	USD	No	1327.21	1061.77
SGX	WIIDN	FTSE Indonesia Index	FID	1501.11	N/A	1501.11	1200.89	USD	No	1501.11	1200.89
SGX	MXID	MSCI Indonesia Index	ID	1437.50	N/A	1437.50	1150	USD	No	1437.50	1150
SGX	NIFTY	CNX Nifty Index	IN	2625	N/A	2625	2100	USD	Yes	2625	2100
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3403.25	N/A	3403.25	2722.60	USD	No	3403.25	2722.60
SGX	SGB	SGX Mini JGB Index	JB	150057.23	N/A	150057.23	120045.79	JPY	No	150057.23	120045.79
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	281031.25	N/A	281031.25	224825	JPY	No	281031.25	224825
SGX	KRW	Korean Won	KRW	5677.76	N/A	5677.76	4542.21	USD	No	5677.76	4542.21
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	1135.55	N/A	1135.55	908.441	USD	No	1135.55	908.441
SGX	MXMY	MSCI Malaysia Index	MY	1370.93	N/A	1370.93	1096.74	USD	No	1370.93	1096.74
SGX	M1CNX	MSCI China Free Net Total Return (USD) Index	NCH	10566.42	N/A	10566.42	8453.14	USD	No	10566.42	8453.14
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1046250	N/A	1046250	807000	JPY	No	1046250	807000
SGX	SGXNK	SGX: Nikkei 225	NK	967711.94	N/A	967711.94	774169.55	JPY	Yes	967711.94	774169.55
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	193542.39	N/A	193542.39	154833.91	JPY	No	193542.39	154833.91
SGX	N225U	SGX: USD Nikkei 225 Index	NU	9672.82	N/A	9672.82	7738.25	USD	No	9672.82	7738.25
SGX	SSG	MSCI Singapore Free Index	SGP	2503.46	N/A	2503.46	2002.77	SGD	Yes²	2503.46	2002.77
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	2250	N/A	2250	1800	SGD	No	2250	1800
SGX	STI	SGX Straits Times Index	ST	3745.50	N/A	3745.50	2996.40	SGD	No	3745.50	2996.40
SGX	TSR20	SICOM Rubber	TF	760.893	N/A	760.893	608.715	USD	No	760.893	608.715
SGX	MXTH	MSCI Thailand index	TH	2123.76	N/A	2123.76	1699.01	USD	No	2123.76	1699.01
SGX	STW	MSCI Taiwan Index	TW	3162.50	N/A	3162.50	2530	USD	Yes	3162.50	2530
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2840.67	N/A	2840.67	2272.54	USD	No	2840.67	2272.54
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	67895	N/A	67895	54316	CNH	No	67895	54316
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	2987361.27	N/A	2987361.27	2389889.02	JPY	No	2987361.27	2389889.02
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	562.50	N/A	562.50	450	SGD	No	562.50	450
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	597472.25	N/A	597472.25	477977.80	JPY	No	597472.25	477977.80
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1849.49	N/A	1849.49	1479.60	SGD	No	1849.49	1479.59
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	2505.38	N/A	2505.38	2004.30	SGD	No	2505.38	2004.30
SGX	G13	GENTING SINGAPORE LTD	YGEN	862.85	N/A	862.85	690.28	SGD	No	862.844	690.275
SGX	BN4	KEPPEL CORP LTD	YKEP	3211.28	N/A	3211.28	2569.03	SGD	No	3211.28	2569.03
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	4249.19	N/A	4249.19	3399.36	SGD	No	4249.19	3399.36
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2761.11	N/A	2761.11	2208.88	SGD	No	2761.10	2208.88
SGX	Y92	THAI BEVERAGE PCL	YTBE	1513.11	N/A	1513.11	1210.49	SGD	No	1513.10	1210.48
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	4800.67	N/A	4800.67	3840.53	SGD	No	4800.67	3840.53
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	5462.18	N/A	5462.18	4369.74	SGD	No	5462.18	4369.74
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	2498.50	N/A	2498.50	1998.80	SGD	No	2498.50	1998.80
SGX	AMBUJACEM	AMBUJA CEMENTS LIMITED	ZACE	2200.67	N/A	2200.67	1760.54	USD	No	2200.67	1760.54
SGX	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ZADS	3579.59	N/A	3579.59	2863.67	USD	No	3579.59	2863.67
SGX	ASIANPAIN	ASIAN PAINTS LTD	ZAPN	5072.54	N/A	5072.54	4058.04	USD	No	5072.54	4058.04
SGX	AUROPHARM	AUROBINDO PHARMA LTD	ZARB	10354.40	N/A	10354.40	8283.52	USD	No	10354.40	8283.52
SGX	AXISBANK	AXIS BANK LTD	ZAXS	2217.43	N/A	2217.43	1773.94	USD	No	2217.43	1773.94
SGX	BAJFINANC	BAJAJ FINANCE LTD	ZBAF	8765.47	N/A	8765.47	7012.37	USD	No	8689.64	6951.72
SGX	BHARTIART	BHARTI AIRTEL LIMITED	ZBHA	4081.28	N/A	4081.28	3265.02	USD	No	4081.28	3265.02
SGX	INFRATEL	BHARTI INFRATEL LTD	ZBHI	1246.32	N/A	1246.32	997.053	USD	No	1246.32	997.053
SGX	BAJAJ-AUT	BAJAJ AUTO LIMITED	ZBJA	3814.85	N/A	3814.85	3051.88	USD	No	3814.85	3051.88
SGX	BOSCHLTD	BOSCH LIMITED	ZBOS	3268.64	N/A	3268.64	2614.92	USD	No	3268.64	2614.92
SGX	BPCL	BHARAT PETROLEUM CORP LTD	ZBPC	2997.25	N/A	2997.25	2397.80	USD	No	2997.25	2397.80
SGX	CIPLA	CIPLA LTD	ZCIP	15121.79	N/A	15121.79	12097.43	USD	No	15121.79	12097.43
SGX	COALINDIA	COAL INDIA LTD	ZCOA	927.657	N/A	927.657	742.126	USD	No	927.657	742.126
SGX	DRREDDY	DR. REDDY'S LABORATORIES	ZDRR	33343.59	N/A	33343.59	26674.87	USD	No	33343.59	26674.87
SGX	EICHERMOT	EICHER MOTORS LTD	ZEIM	5384.01	N/A	5384.01	4307.21	USD	No	5384.01	4307.21
SGX	GAIL	GAIL INDIA LTD	ZGAI	1842.56	N/A	1842.56	1474.05	USD	No	1842.56	1474.05
SGX	HCLTECH	HCL TECHNOLOGIES LTD	ZHCL	4054.23	N/A	4054.23	3243.39	USD	No	4054.23	3243.39
SGX	HDFCBANK	HDFC BANK LIMITED	ZHDB	5288.11	N/A	5288.11	4230.49	USD	No	5288.11	4230.49
SGX	HDFC	HOUSING DEVELOPMENT FINANCE	ZHDF	4311.31	N/A	4311.31	3449.05	USD	No	4311.31	3449.05
SGX	HEROMOTOC	HERO MOTOCORP LIMITED	ZHMC	3892.00	N/A	3892.00	3113.60	USD	No	3892.00	3113.60
SGX	HINDALCO	HINDALCO INDUSTRIES LIMITED	ZHND	2244.43	N/A	2244.43	1795.55	USD	No	2244.43	1795.55
SGX	HINDPETRO	HINDUSTAN PETROLEUM CORP	ZHPC	1213.18	N/A	1213.18	970.545	USD	No	1213.18	970.545
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	5248.35	N/A	5248.35	4198.68	USD	No	5248.35	4198.68
SGX	ICICIBANK	ICICI BANK LTD	ZICI	3696.63	N/A	3696.63	2957.30	USD	No	3696.63	2957.30
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	437.50	N/A	437.50	350	USD	No	437.50	350
SGX	INDUSINDB	INDUSIND BANK LIMITED	ZIIB	812.50	N/A	812.50	650	USD	No	812.50	650
SGX	INFY	INFOSYS LTD	ZINF	5012.28	N/A	5012.28	4009.82	USD	No	5012.28	4009.82
SGX	IOC	INDIAN OIL CORPORATION LTD	ZIOC	968.674	N/A	968.674	774.939	USD	No	968.674	774.939
SGX	ITC	ITC LTD	ZITC	1791.55	N/A	1791.55	1433.24	USD	No	1791.55	1433.24
SGX	KOTAKBANK	KOTAK MAHINDRA BANK LTD	ZKMB	3193.72	N/A	3193.72	2554.98	USD	No	3193.72	2554.98
SGX	LUPIN	LUPIN LTD	ZLPC	6788.94	N/A	6788.94	5431.15	USD	No	6788.94	5431.15
SGX	LT	LARSEN & TOUBRO LIMITED	ZLT	2252.44	N/A	2252.44	1801.95	USD	No	2252.44	1801.95
SGX	MM	MAHINDRA & MAHINDRA LIMITED	ZMM	4113.20	N/A	4113.20	3290.56	USD	No	3271.75	2617.40
SGX	MARUTI	MARUTI SUZUKI INDIA LTD	ZMSI	1741.72	N/A	1741.72	1393.37	USD	No	1741.72	1393.37
SGX	NTPC	NTPC LIMITED	ZNTP	1630.40	N/A	1630.40	1304.32	USD	No	1630.40	1304.32
SGX	ONGC	OIL & NATURAL GAS CORP LTD	ZONG	1057.83	N/A	1057.83	846.262	USD	No	1057.83	846.262
SGX	POWERGRID	POWER GRID CORP. OF INDIA LTD.	ZPWG	2579.28	N/A	2579.28	2063.43	USD	No	2579.28	2063.43
SGX	RELIANCE	RELIANCE INDUSTRIES LIMITED	ZRIL	17125.72	N/A	17125.72	13700.58	USD	No	11532.01	9225.61
SGX	SBIN	STATE BANK OF INDIA	ZSBI	2408.23	N/A	2408.23	1926.59	USD	No	2408.23	1926.59
SGX	SUNPHARMA	SUN PHARMACEUTICAL INDUS	ZSUN	2617.55	N/A	2617.55	2094.04	USD	No	2617.55	2094.04
SGX	TATASTEEL	TATA STEEL LTD	ZTAT	1483.58	N/A	1483.58	1186.86	USD	No	1483.58	1186.86
SGX	TCS	TATA CONSULTANCY SVCS LTD	ZTCS	6126.61	N/A	6126.61	4901.29	USD	No	6126.61	4901.29
SGX	TECHM	TECH MAHINDRA LTD	ZTEC	4024.48	N/A	4024.48	3219.58	USD	No	4024.48	3219.58
SGX	TATAMOTOR	TATA MOTORS LTD	ZTTM	991.685	N/A	991.685	793.348	USD	No	739.725	591.78
SGX	UPL	UPL LTD	ZUPL	4030.98	N/A	4030.98	3224.78	USD	No	4030.98	3224.78
SGX	ULTRACEMC	ULTRATECH CEMENT LTD	ZUTC	5004.77	N/A	5004.77	4003.82	USD	No	5004.77	4003.82
SGX	VEDL	VEDANTA LTD	ZVED	1013.27	N/A	1013.27	810.615	USD	No	982.424	785.939
SGX	WIPRO	WIPRO LTD	ZWPR	4194.90	N/A	4194.90	3355.92	USD	No	4194.90	3355.92
SGX	YESBANK	YES BANK LTD	ZYES	625	N/A	625	500	USD	No	625	500
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	1348.32	N/A	1348.32	1078.65	USD	No	1101.84	881.468

SMFE

Exchange SMFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SMFE	FXSME	Small US Dollar Index	SFX	836.25	N/A	836.25	669	USD	No	836.25	669
SMFE	75SME	Small Stocks 75 Index	SM75	1283.75	N/A	1283.75	1027	USD	No	1283.75	1027
SMFE	PRESME	Small Precious Metals Index	SPRE	1186.25	N/A	1186.25	949	USD	No	1186.25	949
SMFE	STXSME	Small Technology 60 Index	STIX	526.25	N/A	526.25	421	USD	No	526.25	421

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	SPI	S&P/ASX 200 Index (Australia)	AP	15707.60	N/A	15707.60	12566.08	AUD	Yes	15707.60	12566.08
SNFE	IB	30 Day Interbank Cash Rate	IB	540	N/A	540	432	AUD	No	540	432
SNFE	IR	90 Day Bills	IR	1102.50	N/A	1102.50	882	AUD	No	1102.50	882
SNFE	XT	10 Year Treasury Bond 6%	XT	4002.50	N/A	4002.50	3202	AUD	No	4002.50	3202
SNFE	YT	3 Year Treasury Bond 6%	YT	1000	N/A	1000	800	AUD	No	1000	800

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	592.50	N/A	592.50	474	CHF	No	592.50	474
SOFFEX	ADEN	ADECCO GROUP AG-REG	ADEF	1315.00	N/A	1315.00	1052.00	CHF	No	1315	1052
SOFFEX	BAER	JULIUS BAER GROUP LTD	BAEI	1006.50	N/A	1006.50	805.20	CHF	No	1006.50	805.20
SOFFEX	BALN	BALOISE HOLDING AG - REG	BALF	3645	N/A	3645	2916	CHF	No	3645	2916
SOFFEX	CFR	CIE FINANCIERE RICHEMO-A REG	CFRI	1626.00	N/A	1626.00	1300.80	CHF	No	1626.00	1300.80
SOFFEX	CLN	CLARIANT AG-REG	CLNF	562.154	N/A	562.154	449.723	CHF	No	562.154	449.723
SOFFEX	CONF	Swiss Federal Long-Term Bonds	CONF	3912.50	N/A	3912.50	3130	CHF	No	3912.50	3130
SOFFEX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	2029.375	N/A	2029.375	1623.50	CHF	Yes²	2029.375	1623.50
SOFFEX	SMIDP	SMI Dividend Points Index	FSMD	8272.50	N/A	8272.50	6618	CHF	No	8272.50	6618
SOFFEX	SMI	Swiss Market Index	FSMI	12113.50	N/A	12113.50	9690.80	CHF	Yes	12113.50	9690.80
SOFFEX	SMIM	Swiss Mid-cap Index	FSMM	3544.13	N/A	3544.13	2835.30	CHF	Yes²	3544.13	2835.30
SOFFEX	GAM	GAM HOLDING AG	GAMF	245.25	N/A	245.25	196.20	CHF	No	245.25	196.20
SOFFEX	GEBN	GEBERIT AG-REG	GBRI	13225	N/A	13225	10580	CHF	No	13225	10580
SOFFEX	GIVN	GIVAUDAN-REG	GIVG	10145	N/A	10145	8116	CHF	No	10145	8116
SOFFEX	KUD	KUDELSKI SA-BR	KUDG	446.25	N/A	446.25	357.00	CHF	No	446.25	357.00
SOFFEX	NESN	NESTLE SA-REG	NESG	2735	N/A	2735	2188	CHF	No	2735	2188
SOFFEX	NORB	NOVN: NOVARTIS AG-REG: ADJ	NOVF	2321.36	N/A	2321.36	1857.09	CHF	No	2321.36	1857.09
SOFFEX	ROG	ROCHE HOLDING AG-GENUSSCHEIN	ROGF	8422.50	N/A	8422.50	6738	CHF	No	8422.50	6738
SOFFEX	SCMN	SWISSCOM AG-REG	SCMH	1251.50	N/A	1251.50	1001.20	CHF	No	1251.50	1001.20
SOFFEX	SGSN	SGS SA-REG	SGSL	6120	N/A	6120	4896	CHF	No	6120	4896
SOFFEX	SLHN	SWISS LIFE HOLDING AG-REG	SLHG	9290	N/A	9290	7432	CHF	No	9290	7432
SOFFEX	STMN	STRAUMANN HOLDING AG-REG	STMF	2321.00	N/A	2321.00	1856.80	CHF	No	2321.00	1856.80
SOFFEX	UHR	SWATCH GROUP AG/THE-BR	UHFF	541.50	N/A	541.50	433.20	CHF	No	541.50	433.20
SOFFEX	UHRN	SWATCH GROUP AG/THE-REG	UHRF	1031.50	N/A	1031.50	825.20	CHF	No	1031.50	825.20
SOFFEX	CSSMI	ISHARES SMI ETF CH	XMTF	2733.50	N/A	2733.50	2186.80	CHF	No	2733.50	2186.80
SOFFEX	ZURN	ZURICH INSURANCE GROUP AG	ZURF	852.50	N/A	852.50	682	CHF	No	852.50	682

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)

Chicago Mercantile Exchange (CME)

Chicago Mercantile Exchange (CMECRYPTO)

Eurex (DTB)

CBOT (ECBOT)

Euronext NL (FTA)

CME (GLOBEX)

Hong Kong Futures Exchange (HKFE)

ICECRYPTO

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)

QBALGOIEU

QBALGOIUS

Singapore Exchange (SGX)

SMFE

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