Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

As a resident of the US trading futures and FOPs in US you are subjected to Risk-based margin. The complete margin requirement details are listed in the section below.

Futures Margin

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

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

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

Montreal Exchange (CDE)

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

Exchange CDE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CDE	BAX	3 Month Canadian Bankers' Acceptance Futures	BAX	227.50	182	455	364	CAD	Yes²	455	364
CDE	CGB	10 Year Government of Canada Bonds	CGB	1286.875	1029.50	2573.75	2059	CAD	No	2573.75	2059
CDE	CGF	5 Year Government of Canada Bonds	CGF	921.875	737.50	1843.75	1475	CAD	No	1843.75	1475
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	5396.25	4317	10792.50	8634	CAD	No	10792.50	8634
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	6078.75	4863	12157.50	9726	CAD	Yes	12157.50	9726
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	1520	1216	3040	2432	CAD	No	3040	2432

CBOE Futures Exchange (CFE)

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

Exchange CFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFE	VIX	CBOE Volatility Index	VX	10390.625	N/A	10390.625	8312.50	USD	No	28402.38	22721.90
CFE	VIX	CBOE Volatility Index	VX26	10046.875	N/A	10046.875	8037.50	USD	No	29471.13	23576.90
CFE	VIX	CBOE Volatility Index	VX27	10046.875	N/A	10046.875	8037.50	USD	No	29276.50	23421.20
CFE	VIX	CBOE Volatility Index	VX28	10046.875	N/A	10046.875	8037.50	USD	No	28832.00	23065.60
CFE	VIX	CBOE Volatility Index	VX30	10000	N/A	10000	8000	USD	No	26698.25	21358.60
CFE	VIX	CBOE Volatility Index	VX31	10000	N/A	10000	8000	USD	No	24659.13	19727.30

CBOE Futures Exchange (CFECRYPTO)

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

Exchange CFECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFECRYPTO	GXBT	The Gemini Bitcoin Trace Price Index	XBT	5687.50	N/A	5687.50	4550	USD	No	40000	32000

Chicago Mercantile Exchange (CME)

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

Exchange CME	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CME	ACD	-	ACD	6500	N/A	6500	5200	CAD	No	6500	5200
CME	AUD	-	AD	2662.00	N/A	2662.00	2129.60	USD	No	2662.00	2129.60
CME	AJY	-	AJY	1000000	N/A	1000000	800000	JPY	No	1000000	800000
CME	GBP	-	BP	7359.69	N/A	7359.69	5887.75	USD	No	7359.69	5887.75
CME	BRE	-	BR	1250	N/A	1250	1000	USD	No	1250	1000
CME	CAD	-	CD	2610.87	N/A	2610.87	2088.70	USD	No	2610.87	2088.70
CME	CZK	-	CKO	13851.25	N/A	13851.25	11081	USD	No	13851.25	11081
CME	EUR	-	EC	6905.94	N/A	6905.94	5524.75	USD	No	6905.94	5524.75
CME	ECK	-	ECZ	12993.75	N/A	12993.75	10395	EUR	No	12993.75	10395
CME	GE	-	ED	192.50	154	385	308	USD	No	385	308
CME	EHF	-	EHU	4721.25	N/A	4721.25	3777	EUR	No	4721.25	3777
CME	EM	-	EM	437.50	N/A	437.50	350	USD	No	437.50	350
CME	EPZ	-	EPL	5617.50	N/A	5617.50	4494	EUR	No	5617.50	4494
CME	GF	-	FC	3850	N/A	3850	3080	USD	No	3850	3080
CME	GSCI	-	GI	6510	N/A	6510	5208	USD	No	6510	5208
CME	HUF	-	HFO	8000	N/A	8000	6400	USD	No	8000	6400
CME	JPY	-	JY	3953.125	N/A	3953.125	3162.50	USD	No	3953.125	3162.50
CME	LE	-	LC	2062.50	N/A	2062.50	1650	USD	No	2062.50	1650
CME	HE	-	LH	3025	N/A	3025	2420	USD	No	3025	2420
CME	MXP	-	MP	1700	N/A	1700	1000	USD	No	1700	1000
CME	NZD	-	NE	3018.75	N/A	3018.75	2415	USD	No	3018.75	2415
CME	NKD	-	NK	3944.375	3155.50	7888.75	6311	USD	No	7888.75	6311
CME	PLN	-	PLZ	8000	N/A	8000	6400	USD	No	8000	6400
CME	ZAR	-	RA	1750	N/A	1750	1400	USD	No	1750	1400
CME	RF	-	RF	5040	N/A	5040	4000	CHF	No	5040	4000
CME	RP	-	RP	9070	N/A	9070	7256	GBP	No	9070	7256
CME	RUR	-	RU	2380	N/A	2380	1904	USD	No	2380	1904
CME	RY	-	RY	739718.75	N/A	739718.75	591775	JPY	Yes²	739718.75	591775
CME	CHF	-	SF	5954.06	N/A	5954.06	4763.25	USD	No	5954.06	4763.25
CME	SPX	-	SP	22612.50	18090	45225	36180	USD	Yes	45225	36180

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	28484.375	N/A	28484.375	22787.50	USD	No	200000	160000

Eurex (DTB)

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

Exchange DTB	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
DTB	ADS	ADIDAS AG	ADSG	5124.25	N/A	5124.25	4099.40	EUR	No	5124.25	4099.40
DTB	AGN	AEGON NV	AENF	79.8168	N/A	79.8168	63.8534	EUR	No	79.8166	63.8533
DTB	AIB	AIB GROUP PLC	ALBF	355.591	N/A	355.591	355.583	EUR	No	444.478	355.583
DTB	ALV	ALLIANZ SE-REG	ALVG	3957.09	N/A	3957.09	3165.67	EUR	No	3957.09	3165.67
DTB	VNA	VONOVIA SE	ANNF	863.416	N/A	863.416	690.732	EUR	No	863.416	690.733
DTB	G	ASSICURAZIONI GENERALI	ASGG	3104.02	N/A	3104.02	2483.22	EUR	No	3104.02	2483.22
DTB	CS	AXA SA	AXAG	433.489	N/A	433.489	346.791	EUR	No	433.489	346.791
DTB	BAS	BASF SE	BASG	1154.78	N/A	1154.78	923.827	EUR	No	1154.78	923.827
DTB	BMW3	BAYERISCHE MOTOREN WERKE-PRF	BM3F	1012.47	N/A	1012.47	809.979	EUR	No	1012.47	809.98
DTB	BMW	BAYERISCHE MOTOREN WERKE AG	BMWF	1192.66	N/A	1192.66	954.126	EUR	No	1192.66	954.126
DTB	BNP	BNP PARIBAS	BNPH	778.012	N/A	778.012	622.409	EUR	No	778.012	622.409
DTB	BN	DANONE	BSNH	1389.34	N/A	1389.34	1111.47	EUR	No	1389.34	1111.47
DTB	EN	BOUYGUES SA	BYGG	600.922	N/A	600.922	480.738	EUR	No	600.922	480.738
DTB	CA	CARREFOUR SA	CARG	323.711	N/A	323.711	258.969	EUR	No	323.711	258.968
DTB	CBK	COMMERZBANK AG	CBKH	116.397	N/A	116.397	93.1177	EUR	No	116.397	93.1176
DTB	DAI	DAIMLER AG-REGISTERED SHARES	DAIF	912.352	N/A	912.352	729.882	EUR	No	912.352	729.882
DTB	DEC	JC DECAUX SA	DCSG	499.112	N/A	499.112	399.29	EUR	No	499.112	399.29
DTB	DPW	DEUTSCHE POST AG-REG	DPWF	525.268	N/A	525.268	420.214	EUR	No	525.268	420.214
DTB	DSM	KONINKLIJKE DSM NV	DSMF	2043.70	N/A	2043.70	1634.96	EUR	No	2043.70	1634.96
DTB	DTE	DEUTSCHE TELEKOM AG-REG	DTEF	292.08	N/A	292.08	233.664	EUR	No	292.08	233.664
DTB	ENEL	ENEL SPA	ENLG	1169.42	N/A	1169.42	935.538	EUR	No	1169.42	935.538
DTB	ENI	ENI SPA	ENTG	2654.22	N/A	2654.22	2123.37	EUR	No	2654.22	2123.37
DTB	EUN2	ISHARES CORE EURO STOXX 50	EUNF	665.796	N/A	665.796	532.636	EUR	No	665.796	532.637
DTB	EXS1	ISHARES CORE DAX UCITS ETF D	EXSF	3180.25	N/A	3180.25	2544.20	EUR	No	1982.20	1585.76
DTB	MDAX	Midcap DAX	F2MX	12006.57	N/A	12006.57	9605.26	EUR	Yes	12006.57	9605.26
DTB	BTP	Euro-BTP Italian Government Bond	FBTP	5737.50	N/A	5737.50	4590	EUR	No	5737.50	4590
DTB	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2412.50	N/A	2412.50	1930	EUR	No	2412.50	1930
DTB	DJUBS	Dow Jones-UBS Commodity Index	FCCO	637.50	N/A	637.50	510	USD	No	637.50	510
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDAX	14469.95	11575.96	28939.90	23151.92	EUR	Yes	28939.90	23151.92
DTB	DDAX	DivDAX Price Index	FDIV	7494.81	N/A	7494.81	5995.85	EUR	Yes²	7494.81	5995.85
DTB	DDXDIVPT	DivDAX Dividend Points Index	FDVD	1583.43	N/A	1583.43	1246.95	EUR	No	1583.43	1246.95
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDXM	2893.99	2315.19	5787.98	4630.38	EUR	No	5787.98	4630.38
DTB	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	4669.88	N/A	4669.88	3735.91	EUR	Yes²	4669.88	3735.91
DTB	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	2162.45	N/A	2162.45	1729.96	EUR	Yes²	2162.45	1729.96
DTB	SX7E	Dow Jones Euro STOXX Banks Index	FESB	409.365	N/A	409.365	327.492	EUR	Yes	409.365	327.492
DTB	SX4E	Dow Jones Euro STOXX Chemicals	FESC	5049.87	N/A	5049.87	4039.90	EUR	Yes²	5049.87	4039.90
DTB	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	1518.71	N/A	1518.71	1214.97	EUR	Yes²	1518.71	1214.97
DTB	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	2137.45	N/A	2137.45	1709.96	EUR	Yes²	2137.45	1709.96
DTB	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	4106.15	N/A	4106.15	3284.92	EUR	Yes²	4106.15	3284.92
DTB	SXDE	Dow Jones Euro STOXX Healthcare	FESH	3499.91	N/A	3499.91	2799.93	EUR	Yes²	3499.91	2799.93
DTB	ESI	Dow Jones Euro STOXX Insurance	FESI	1343.72	N/A	1343.72	1074.97	EUR	Yes²	1343.72	1074.97
DTB	ESM	Dow Jones Euro STOXX Media Index	FESM	1099.97	N/A	1099.97	879.978	EUR	Yes²	1099.97	879.978
DTB	SXOE	Dow Jones Euro STOXX Construction	FESN	2068.70	N/A	2068.70	1654.96	EUR	Yes²	2068.70	1654.96
DTB	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	2906.18	N/A	2906.18	2324.94	EUR	Yes²	2906.18	2324.94
DTB	SXRE	Dow Jones Euro STOXX Retail	FESR	2462.44	N/A	2462.44	1969.95	EUR	Yes²	2462.44	1969.95
DTB	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	912.477	N/A	912.477	729.982	EUR	Yes²	912.477	729.982
DTB	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1406.21	N/A	1406.21	1124.97	EUR	Yes²	1406.21	1124.97
DTB	ESU	Dow Jones Euro STOXX Utilities Index	FESU	1562.46	N/A	1562.46	1249.97	EUR	Yes	1562.46	1249.97
DTB	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	812.479	N/A	812.479	649.984	EUR	Yes²	812.479	649.984
DTB	ESTX50	Dow Jones Euro STOXX50	FESX	1620.58	1296.47	3241.17	2592.93	EUR	Yes	3241.17	2592.93
DTB	SX8E	Dow Jones Euro STOXX Technology	FESY	2443.69	N/A	2443.69	1954.95	EUR	Yes²	2443.69	1954.95
DTB	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	4837.38	N/A	4837.38	3869.90	EUR	Yes²	4837.38	3869.90
DTB	EU3	Three Month EURIBOR	FEU3	625	N/A	625	500	EUR	Yes	625	500
DTB	DESX5	Dow Jones EURO STOXX 50 Index-Dividenden	FEXD	3035	N/A	3035	2428	EUR	Yes	3035	2428
DTB	OMXH25	OMX Helsinki 25 Index	FFOX	3715.08	N/A	3715.08	2972.06	EUR	Yes²	3715.08	2972.06
DTB	GBL	Euro Bund (10 Year Bond)	FGBL	1518.75	1215	3037.50	2430	EUR	Yes	3037.50	2430
DTB	GBM	Euro Bobl (5 Year Bond)	FGBM	687.50	550	1375	1100	EUR	Yes	1375	1100
DTB	GBS	Euro Schatz (2 Year Bond)	FGBS	250	200	500	400	EUR	Yes	500	400
DTB	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	4562.50	3650	9125	7300	EUR	No	9125	7300
DTB	DJESL	Euro Stoxx Large	FLCE	1781.20	N/A	1781.20	1424.96	EUR	No	1781.20	1424.96
DTB	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	1818.70	N/A	1818.70	1454.96	EUR	No	1818.70	1454.96
DTB	DJESM	Euro Stoxx Mid	FMCE	2037.45	N/A	2037.45	1629.96	EUR	No	2037.45	1629.96
DTB	DJ200	Dow Jones STOXX MID 200 Index	FMCP	2162.45	N/A	2162.45	1729.96	EUR	Yes²	2162.45	1729.96
DTB	FME	FRESENIUS MEDICAL CARE AG &	FMEH	1286.97	N/A	1286.97	1029.57	EUR	No	1286.97	1029.57
DTB	M7EU	MSCI Europe Net Return EUR Index	FMEU	1513.75	N/A	1513.75	1211	EUR	No	1513.75	1211
DTB	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5620.88	N/A	5620.88	4496.70	USD	No	5620.88	4496.70
DTB	MXRU	MSCI Russia Index	FMRU	671.25	N/A	671.25	537	USD	No	671.25	537
DTB	MBWO	MSCI World Net EUR Index 1	FMWN	1598.08	N/A	1598.08	1278.46	EUR	No	1598.08	1278.46
DTB	M1WO	MSCI World NETR USD Index	FMWO	4005	N/A	4005	3204	USD	No	4005	3204
DTB	OAT	Euro-OAT French Government Bond	FOAT	1412.50	1130	2825	2260	EUR	No	2825	2260
DTB	FRA	FRAPORT AG FRANKFURT AIRPORT	FRAG	1427.59	N/A	1427.59	1142.07	EUR	No	1427.59	1142.07
DTB	RDXUSD	Russian Depositary (USD)	FRDX	1571.45	N/A	1571.45	1257.16	USD	No	1571.45	1257.16
DTB	DJESS	Euro Stoxx Small	FSCE	1199.97	N/A	1199.97	959.976	EUR	No	1199.97	959.976
DTB	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	1349.97	N/A	1349.97	1079.97	EUR	No	1349.97	1079.97
DTB	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	2262.44	N/A	2262.44	1809.95	EUR	Yes²	2262.44	1809.95
DTB	SX7P	Dow Jones STOXX 600 Banks	FSTB	624.984	N/A	624.984	499.987	EUR	Yes	624.984	499.987
DTB	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	4449.89	N/A	4449.89	3559.91	EUR	Yes²	4449.89	3559.91
DTB	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	1518.71	N/A	1518.71	1214.97	EUR	Yes	1518.71	1214.97
DTB	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	2324.94	N/A	2324.94	1859.95	EUR	Yes²	2324.94	1859.95
DTB	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	2549.94	N/A	2549.94	2039.95	EUR	Yes²	2549.94	2039.95
DTB	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	3787.40	N/A	3787.40	3029.92	EUR	Yes²	3787.40	3029.92
DTB	SXIP	Dow Jones STOXX 600 Insurance	FSTI	1412.46	N/A	1412.46	1129.97	EUR	Yes²	1412.46	1129.97
DTB	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	812.479	N/A	812.479	649.984	EUR	No	812.479	649.984
DTB	SXMP	Dow Jones STOXX 600 Media	FSTM	1406.21	N/A	1406.21	1124.97	EUR	Yes²	1406.21	1124.97
DTB	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	2124.95	N/A	2124.95	1699.96	EUR	Yes²	2124.95	1699.96
DTB	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	3564.46	N/A	3564.46	2851.57	EUR	Yes²	3564.46	2851.57
DTB	SXRP	Dow Jones STOXX 600 Retail	FSTR	1456.21	N/A	1456.21	1164.97	EUR	Yes²	1456.21	1164.97
DTB	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	2143.70	N/A	2143.70	1714.96	EUR	Yes	2143.70	1714.96
DTB	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	1149.97	N/A	1149.97	919.977	EUR	Yes²	1149.97	919.977
DTB	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1543.71	N/A	1543.71	1234.97	EUR	Yes	1543.71	1234.97
DTB	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	1068.72	N/A	1068.72	854.978	EUR	Yes²	1068.72	854.978
DTB	STX	Dow Jones STOXX50	FSTX	2986.17	N/A	2986.17	2388.94	EUR	Yes²	2986.17	2388.94
DTB	SX8P	Dow Jones STOXX 600 Technology	FSTY	2231.19	N/A	2231.19	1784.95	EUR	Yes²	2231.19	1784.95
DTB	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	4006.15	N/A	4006.15	3204.92	EUR	Yes²	4006.15	3204.92
DTB	FT25	Tel Aviv 35 Index	FT25	4892.86	N/A	4892.86	3914.29	USD	No	4892.86	3914.29
DTB	TDX	TECDAX	FTDX	2667.43	N/A	2667.43	2133.95	EUR	Yes²	2667.43	2133.95
DTB	ORA	ORANGE	FTEF	264.556	N/A	264.556	211.645	EUR	No	264.556	211.645
DTB	V2TX	VSTOXX Volatility Index	FVS	900	N/A	900	720	EUR	Yes	3025.80	2420.64
DTB	4GLD	XETRA-GOLD	FXGL	38719.02	N/A	38719.02	38718.06	EUR	No	48397.57	38718.06
DTB	DJES	Dow Jones Euro STOXX Price Index	FXXE	1762.46	N/A	1762.46	1409.96	EUR	No	1762.46	1409.96
DTB	DJ600	Dow Jones STOXX 600 Index	FXXP	1806.20	N/A	1806.20	1444.96	EUR	Yes	1806.20	1444.96
DTB	GALP	GALP ENERGIA SGPS SA	GALF	245.713	N/A	245.713	196.57	EUR	No	245.713	196.57
DTB	SGO	COMPAGNIE DE SAINT-GOBAIN	GOBG	644.89	N/A	644.89	515.912	EUR	No	644.89	515.912
DTB	ENGI	ENGIE	GZFG	259.082	N/A	259.082	207.266	EUR	No	259.082	207.266
DTB	HEI1	HEIDELBERGCEMENT AG	HEFG	1319.22	N/A	1319.22	1055.37	EUR	No	1319.22	1055.37
DTB	HEN3	HENKEL AG & CO KGAA VORZUG	HENG	1624.46	N/A	1624.46	1299.57	EUR	No	1624.46	1299.57
DTB	HEN	HENKEL AG & CO KGAA	HESF	1523.40	N/A	1523.40	1218.72	EUR	No	1523.40	1218.72
DTB	ISP	INTESA SANPAOLO	IESI	351.258	N/A	351.258	281.006	EUR	No	351.259	281.007
DTB	IFX	INFINEON TECHNOLOGIES AG	IFXG	263.806	N/A	263.806	211.045	EUR	No	263.806	211.045
DTB	INGA	ING GROEP NV	INNG	188.808	N/A	188.808	151.046	EUR	No	188.808	151.046
DTB	ABI	ANHEUSER-BUSCH INBEV SA/NV	ITKG	1451.03	N/A	1451.03	1160.82	EUR	No	1451.03	1160.82
DTB	KCO	KLOECKNER & CO SE	KCOH	483.388	N/A	483.388	483.376	EUR	No	604.22	483.376
DTB	LHA	DEUTSCHE LUFTHANSA-REG	LHAF	286.493	N/A	286.493	229.194	EUR	No	286.493	229.194
DTB	OR	L'OREAL	LORF	4741.76	N/A	4741.76	3793.40	EUR	No	4741.76	3793.40
DTB	LXS	LANXESS AG	LXSF	870.353	N/A	870.353	696.282	EUR	No	870.353	696.282
DTB	MAN	MAN SE	MANG	1195.28	N/A	1195.28	956.226	EUR	No	1195.28	956.226
DTB	MUV2	MUENCHENER RUECKVER AG-REG	MU2G	4218.64	N/A	4218.64	3374.91	EUR	No	4218.64	3374.91
DTB	NDA1	AURUBIS AG	NDAF	740.981	N/A	740.981	592.785	EUR	No	740.981	592.785
DTB	RI	PERNOD-RICARD SA	PERH	3055.24	N/A	3055.24	2444.19	EUR	No	3055.24	2444.19
DTB	PHIA	KONINKLIJKE PHILIPS NV	PH1F	706.295	N/A	706.295	565.036	EUR	No	706.295	565.036
DTB	PAH3	PORSCHE AUTOMOBIL HLDG-PRF	PORK	1075.10	N/A	1075.10	860.078	EUR	No	1075.10	860.078
DTB	PSM	PROSIEBENSAT.1 MEDIA SE	PSMG	277.55	N/A	277.55	222.04	EUR	No	277.55	222.04
DTB	RDSA	ROYAL DUTCH SHELL PLC-A SHS	R6CF	534.83	N/A	534.83	427.864	EUR	No	534.83	427.864
DTB	RHM	RHEINMETALL AG	RHMG	1959.33	N/A	1959.33	1567.46	EUR	No	1959.33	1567.46
DTB	RNO	RENAULT SA	RNLF	1416.10	N/A	1416.10	1132.88	EUR	No	1416.10	1132.88
DTB	SAP	SAP SE	SAPI	2215.44	N/A	2215.44	1772.36	EUR	No	2215.44	1772.36
DTB	SCR	SCOR SE	SCOI	734.419	N/A	734.419	587.535	EUR	No	734.419	587.535
DTB	SDF	K+S AG-REG	SDXH	303.742	N/A	303.742	242.994	EUR	No	303.742	242.994
DTB	GLE	SOCIETE GENERALE SA	SGEI	404.427	N/A	404.427	323.542	EUR	No	404.427	323.542
DTB	SIE	SIEMENS AG-REG	SIEG	1983.70	N/A	1983.70	1586.96	EUR	No	1983.70	1586.96
DTB	SU	SCHNEIDER ELECTRIC SE	SNDH	1451.96	N/A	1451.96	1161.57	EUR	No	1451.96	1161.57
DTB	SAN	SANOFI	SNWF	1452.53	N/A	1452.53	1162.02	EUR	No	1452.53	1162.02
DTB	SZG	SALZGITTER AG	SZGG	449.989	N/A	449.989	359.991	EUR	No	449.989	359.991
DTB	TKA	THYSSEN-KRUPP AG	TKAG	298.539	N/A	298.539	238.831	EUR	No	298.539	238.831
DTB	FP	TOTAL SA	TOTG	903.54	N/A	903.54	722.832	EUR	No	903.54	722.832
DTB	TIT	TELECOM ITALIA SPA	TQIF	88.4612	N/A	88.4612	70.769	EUR	No	88.4612	70.769
DTB	TUI1	TUI AG-DI	TUIF	154.271	N/A	154.271	123.417	EUR	No	154.271	123.417
DTB	UNA	UNILEVER NV-CVA	UNIH	1302.65	N/A	1302.65	1042.12	EUR	No	1302.65	1042.12
DTB	VOW	VOLKSWAGEN AG	VOWG	2768.37	N/A	2768.37	2214.69	EUR	No	2768.37	2214.69
DTB	ACA	CREDIT AGRICOLE SA	XCAH	197.057	N/A	197.057	157.646	EUR	No	197.057	157.646

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	288.75	N/A	288.75	231	USD	No	288.75	231
ECBOT	B1U	30-Year Deliverable Interest Rate Swap Futures	B1U	3250	N/A	3250	2600	USD	No	3250	2600
ECBOT	AC	Ethanol -CME	EH	3300	N/A	3300	2640	USD	No	3300	2640
ECBOT	F1U	5-Year Deliverable Interest Rate Swap Futures	F1U	930	N/A	930	744	USD	No	930	744
ECBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	1993.75	N/A	1993.75	1595	USD	Yes	1993.75	1595
ECBOT	LIT	2-Year Eris Swap Futures	LIT	62.50	N/A	62.50	50	USD	No	62.50	50
ECBOT	LIW	5-Year Eris Swap Futures	LIW	62.50	N/A	62.50	50	USD	No	62.50	50
ECBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	369.274	295.419	738.548	590.839	USD	No	738.548	590.839
ECBOT	N1U	10-Year Deliverable Interest Rate Swap Futures	N1U	1750	N/A	1750	1400	USD	No	1750	1400
ECBOT	DJUSRE	Dow Jones US Real Estate Index	RX	1625	N/A	1625	1300	USD	No	1625	1300
ECBOT	T1U	2-Year Deliverable Interest Rate Swap Futures	T1U	450	N/A	450	360	USD	No	450	360
ECBOT	TN	Ultra 10-Year US Treasury Note	TN	925.625	740.50	1851.25	1481	USD	No	1851.25	1481
ECBOT	UB	Ultra Treasury Bond	UB	2156.25	1725	4312.50	3450	USD	Yes	4312.50	3450
ECBOT	YC	Mini Sized Corn Futures	XC	275	N/A	275	220	USD	No	275	220
ECBOT	YK	Mini Sized Soybean Futures	XK	547.25	N/A	547.25	437.80	USD	No	547.25	437.80
ECBOT	YW	Mini Sized Wheat Futures	XW	398.75	N/A	398.75	319	USD	No	398.75	319
ECBOT	YM	Mini Sized Dow Jones Industrial Average $5	YM	3694.00	2955.20	7387.99	5910.39	USD	Yes	7387.99	5910.39
ECBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	687.50	550	1375	1100	USD	No	1375	1100
ECBOT	ZB	30 Year US Treasury Bond	ZB	1500	1200	3000	2400	USD	Yes	3000	2400
ECBOT	ZC	Corn Futures	ZC	1375	N/A	1375	1100	USD	Yes	1375	1100
ECBOT	ZF	5 Year US Treasury Note	ZF	530	424	1060	848	USD	Yes	1060	848
ECBOT	ZL	Soybean Oil Futures	ZL	931	N/A	931	744.80	USD	Yes	931	744.80
ECBOT	ZM	Soybean Meal Futures	ZM	1815	N/A	1815	1452	USD	Yes	1815	1452
ECBOT	ZN	10 Year US Treasury Note	ZN	700	560	1400	1120	USD	Yes	1400	1120
ECBOT	ZO	Oat Futures	ZO	893.75	N/A	893.75	715	USD	Yes	893.75	715
ECBOT	ZQ	30 Day Fed Funds	ZQ	116.781	93.425	233.5625	186.85	USD	Yes²	233.5625	186.85
ECBOT	ZR	Rough Rice Futures	ZR	1250	N/A	1250	1000	USD	Yes	1250	1000
ECBOT	ZS	Soybean Futures	ZS	2736.25	N/A	2736.25	2189	USD	Yes	2736.25	2189
ECBOT	ZT	2 Year US Treasury Note	ZT	384.375	307.50	768.75	615	USD	Yes	768.75	615
ECBOT	ZW	Wheat Futures	ZW	1993.75	N/A	1993.75	1595	USD	Yes	1993.75	1595

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	79.8168	N/A	79.8168	63.8534	EUR	No	79.8166	63.8533
FTA	AD	KONINKLIJKE AHOLD DELHAIZE N	AH6	393.084	N/A	393.084	314.467	EUR	No	393.084	314.467
FTA	AKZA	AKZO NOBEL N.V.	AK6	1538.77	N/A	1538.77	1231.02	EUR	No	1538.77	1231.02
FTA	ASML	ASML HOLDING NV	AS6	3255.67	N/A	3255.67	2604.53	EUR	No	3255.67	2604.53
FTA	LI	KLEPIERRE	CI6	572.423	N/A	572.423	457.938	EUR	No	572.423	457.939
FTA	DSM	KONINKLIJKE DSM NV	DS6	2043.70	N/A	2043.70	1634.96	EUR	No	2043.70	1634.96
FTA	FED	Euro in US Dollars Index	FED	1890	N/A	1890	1512	USD	No	1890	1512
FTA	AMX	AMX INDEX	FMX	6250	N/A	6250	5000	EUR	No	6250	5000
FTA	EOE	AMS EOE Index	FTI	3750	3000	7500	6000	EUR	Yes	7500	6000
FTA	FUR	FUGRO NV-CVA	FU6	136.384	N/A	136.384	109.107	EUR	No	136.384	109.107
FTA	HEIA	HEINEKEN NV	HE6	1823.20	N/A	1823.20	1458.56	EUR	No	1823.20	1458.56
FTA	INGA	ING GROEP NV	IN6	189.70	N/A	189.70	151.76	EUR	No	189.70	151.76
FTA	KPN	KONINKLIJKE KPN NV	KP6	55.83375	N/A	55.83375	44.667	EUR	No	55.83375	44.667
FTA	EOE	AMS EOE Index	MFA	375	300	750	600	EUR	No	750	600
FTA	MT	ARCELORMITTAL	MT6	286.53	N/A	286.53	229.224	EUR	No	286.53	229.224
FTA	PHIA	KONINKLIJKE PHILIPS NV	PH6	706.295	N/A	706.295	565.036	EUR	No	706.295	565.036
FTA	PNL	POSTNL NV	PN6	55.83375	N/A	55.83375	44.667	EUR	No	55.83375	44.667
FTA	RAND	RANDSTAD N.V.	RA6	936.726	N/A	936.726	749.381	EUR	No	936.726	749.381
FTA	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD6	534.83	N/A	534.83	427.864	EUR	No	534.83	427.864
FTA	REN	RELX PLC	RE6	514.65	N/A	514.65	411.72	EUR	No	514.65	411.72
FTA	SBMO	SBM OFFSHORE NV	SB6	310.867	N/A	310.867	248.694	EUR	No	310.867	248.694
FTA	URW	UNIBAIL-RODAMCO-WESTFIELD	UB6	2560.25	N/A	2560.25	2048.20	EUR	No	2560.25	2048.20
FTA	UNA	UNILEVER NV-CVA	UN6	1302.65	N/A	1302.65	1042.12	EUR	No	1302.65	1042.12
FTA	WKL	WOLTERS KLUWER	WK6	1223.97	N/A	1223.97	979.175	EUR	No	1223.97	979.175

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	2662.00	N/A	2662.00	2129.60	USD	Yes	2662.00	2129.60
GLOBEX	GBP	British pound	6B	7359.69	N/A	7359.69	5887.75	USD	Yes	7359.69	5887.75
GLOBEX	CAD	Canadian dollar	6C	2610.87	N/A	2610.87	2088.70	USD	Yes	2610.87	2088.70
GLOBEX	EUR	European Monetary Union Euro	6E	6905.94	N/A	6905.94	5524.75	USD	Yes	6905.94	5524.75
GLOBEX	JPY	Japanese yen	6J	3953.125	N/A	3953.125	3162.50	USD	Yes	3953.125	3162.50
GLOBEX	BRE	Brazilian Real in US Dollars	6L	1250	N/A	1250	1000	USD	Yes²	1250	1000
GLOBEX	MXP	Mexican Peso	6M	1700	N/A	1700	1000	USD	Yes	1700	1000
GLOBEX	NZD	New Zealand dollar	6N	3018.75	N/A	3018.75	2415	USD	Yes²	3018.75	2415
GLOBEX	RUR	Russian Ruble in US Dollars	6R	2380	N/A	2380	1904	USD	Yes²	2380	1904
GLOBEX	CHF	Swiss franc	6S	5954.06	N/A	5954.06	4763.25	USD	Yes	5954.06	4763.25
GLOBEX	ZAR	South African Rand	6Z	1750	N/A	1750	1400	USD	No	1750	1400
GLOBEX	ACD	Australian dollar	ACD	6500	N/A	6500	5200	CAD	No	6500	5200
GLOBEX	AJY	Australian dollar	AJY	1000000	N/A	1000000	800000	JPY	No	1000000	800000
GLOBEX	BQX	CME E-Mini NASDAQ Biotechnology	BIO	23125	N/A	23125	18500	USD	No	23125	18500
GLOBEX	BOS	Boston Housing Index	BOS	6250	N/A	6250	2500	USD	No	6250	2500
GLOBEX	CB	CME Cash-Settled Butter Futures	CB	1500	N/A	1500	1200	USD	No	1500	1200
GLOBEX	CHI	Chicago Housing Index	CHI	3750	N/A	3750	1500	USD	No	3750	1500
GLOBEX	CLP	Chilean peso	CHP	8980	N/A	8980	7184	USD	No	8980	7184
GLOBEX	CJY	Canadian dollar	CJY	900000	N/A	900000	720000	JPY	No	900000	720000
GLOBEX	CNH	United States dollar	CNH	104161.25	N/A	104161.25	83329	CNH	No	104161.25	83329
GLOBEX	CSC	Cheese	CSC	1136.875	N/A	1136.875	909.50	USD	No	1136.875	909.50
GLOBEX	CUS	Housing Index Composite	CUS	5000	N/A	5000	2000	USD	No	5000	2000
GLOBEX	CZK	Czech koruna	CZK	13851.25	N/A	13851.25	11081	USD	Yes²	13851.25	11081
GLOBEX	DA	MILK CLASS III INDEX	DC	553.125	N/A	553.125	442.50	USD	Yes	553.125	442.50
GLOBEX	DEN	Denver Housing Index	DEN	1875	N/A	1875	1500	USD	No	1875	1500
GLOBEX	DY	CME DRY WHEY INDEX	DY	1100	N/A	1100	880	USD	No	1100	880
GLOBEX	E7	European Monetary Union Euro	E7	3452.97	N/A	3452.97	2762.375	USD	No	3452.97	2762.375
GLOBEX	EAD	European Monetary Union Euro	EAD	9576	N/A	9576	7200	AUD	No	9576	7200
GLOBEX	ECD	European Monetary Union Euro	ECD	9036.25	N/A	9036.25	7229	CAD	No	9036.25	7229
GLOBEX	ECK	Czech koruna	ECK	12993.75	N/A	12993.75	10395	EUR	No	12993.75	10395
GLOBEX	EHF	Hungarian forint	EHF	4721.25	N/A	4721.25	3777	EUR	Yes²	4721.25	3777
GLOBEX	EMD	E-mini S&P Midcap 400 Futures	EMD	11955	N/A	11955	9564	USD	Yes²	11955	9564
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	ENY	157575	N/A	157575	126060	JPY	No	157575	126060
GLOBEX	EPZ	Polish zloty	EPZ	5617.50	N/A	5617.50	4494	EUR	Yes²	5617.50	4494
GLOBEX	ES	E-mini S&P 500	ES	4522.50	3618	9045	7236	USD	Yes	9045	7236
GLOBEX	GSCI	S&P-GSCI Index	GD	6510	N/A	6510	5208	USD	No	6510	5208
GLOBEX	GDK	Class IV Milk - 200k lbs	GDK	468.75	N/A	468.75	375	USD	No	468.75	375
GLOBEX	GE	GLOBEX Euro-Dollar	GE	192.50	154	385	308	USD	Yes	385	308
GLOBEX	GF	Feeder Cattle	GF	3850	N/A	3850	3080	USD	Yes	3850	3080
GLOBEX	EM	1 Month LIBOR (Int. Rate)	GLB	437.50	N/A	437.50	350	USD	No	437.50	350
GLOBEX	NF	NON FAT DRY MILK INDEX	GNF	2250	N/A	2250	1800	USD	No	2250	1800
GLOBEX	HE	Lean Hogs	HE	3025	N/A	3025	2420	USD	Yes	3025	2420
GLOBEX	HUF	Hungarian forint	HUF	8000	N/A	8000	6400	USD	Yes²	8000	6400
GLOBEX	IBAA	Bovespa Index - USD	IBV	42075	N/A	42075	33660	USD	No	42075	33660
GLOBEX	ILS	Israeli Shekel in US Dollar	ILS	25942.50	N/A	25942.50	20754	USD	Yes²	25942.50	20754
GLOBEX	J7	Japanese yen	J7	1976.56	N/A	1976.56	1581.25	USD	No	1976.56	1581.25
GLOBEX	KRW	Korean Won	KRW	22656.25	N/A	22656.25	18125	USD	Yes²	14687.50	11750
GLOBEX	LAV	Las Vegas Housing Index	LAV	7500	N/A	7500	3000	USD	No	7500	3000
GLOBEX	LAX	Los Angeles Housing Index	LAX	2500	N/A	2500	2000	USD	No	2500	2000
GLOBEX	LB	Random Length Lumber	LBS	4583.29	N/A	4583.29	3666.63	USD	Yes	4583.29	3666.63
GLOBEX	LE	Live Cattle	LE	2062.50	N/A	2062.50	1650	USD	Yes	2062.50	1650
GLOBEX	M2K	Micro E-Mini Russell 2000 Index	M2K	246.738	197.39	493.475	394.78	USD	No	493.475	394.78
GLOBEX	M6A	Australian dollar	M6A	266.20	N/A	266.20	212.96	USD	No	266.20	212.96
GLOBEX	M6B	British pound	M6B	735.969	N/A	735.969	588.775	USD	No	735.969	588.775
GLOBEX	M6E	European Monetary Union Euro	M6E	690.594	N/A	690.594	552.475	USD	No	690.594	552.475
GLOBEX	MCD	Canadian dollar	MCD	261.087	N/A	261.087	208.87	USD	No	261.087	208.87
GLOBEX	MES	Micro E-Mini S&P 500 Stock Price Index	MES	452.25	361.80	904.50	723.60	USD	No	904.50	723.60
GLOBEX	MIA	Miami Housing Index	MIA	3750	N/A	3750	3000	USD	No	3750	3000
GLOBEX	MIR	Indian Rupee	MIR	1795.25	N/A	1795.25	1436.20	USD	No	1795.25	1436.20
GLOBEX	MJY	Japanese yen	MJY	395.3125	N/A	395.3125	316.25	USD	No	395.3125	316.25
GLOBEX	MNH	United States dollar	MNH	10416.125	N/A	10416.125	8332.90	CNH	No	10416.125	8332.90
GLOBEX	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	587.729	470.183	1175.46	940.366	USD	No	1175.46	940.366
GLOBEX	MSF	Swiss franc	MSF	595.406	N/A	595.406	476.325	USD	No	595.406	476.325
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	NIY	787875	N/A	787875	630300	JPY	No	787875	630300
GLOBEX	NKD	Dollar Denominated Nikkei 225 Index	NKD	3944.375	3155.50	7888.75	6311	USD	No	7888.75	6311
GLOBEX	NOK	Norwegian krone	NOK	13250	N/A	13250	10600	USD	No	13250	10600
GLOBEX	NQ	E-mini NASDAQ 100 Futures	NQ	5899.00	4719.20	11798.01	9438.41	USD	Yes	11798.01	9438.41
GLOBEX	NYM	New York Housing Index	NYM	2000	N/A	2000	1600	USD	No	2000	1600
GLOBEX	PJY	British pound	PJY	1756172.50	N/A	1756172.50	1404938	JPY	No	1756172.50	1404938
GLOBEX	PLN	Polish zloty	PLN	8000	N/A	8000	6400	USD	Yes²	8000	6400
GLOBEX	PSF	British pound	PSF	14337.50	N/A	14337.50	11470	CHF	No	14337.50	11470
GLOBEX	RF	European Monetary Union Euro	RF	5040	N/A	5040	4000	CHF	No	5040	4000
GLOBEX	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	21568.75	N/A	21568.75	17255	USD	Yes²	21568.75	17255
GLOBEX	RME	CME Chinese Renminbi in Euro Cross Rate	RME	21038.75	N/A	21038.75	16831	EUR	Yes²	21038.75	16831
GLOBEX	RP	European Monetary Union Euro	RP	9070	N/A	9070	7256	GBP	No	9070	7256
GLOBEX	RS1	E-mini Russell 1000 Index Futures	RS1	8000	N/A	8000	6400	USD	No	8000	6400
GLOBEX	RSG	E-mini Russell 1000 Growth Index Futures	RSG	9000	N/A	9000	7200	USD	No	9000	7200
GLOBEX	RSV	E-Mini Russell 1000 Value Index Futures	RSV	5250	N/A	5250	4200	USD	No	5250	4200
GLOBEX	RTY	E-Mini Russell 2000 Index	RTY	2473.26	1978.61	4946.53	3957.22	USD	Yes	4946.53	3957.22
GLOBEX	RY	European Monetary Union Euro	RY	739718.75	N/A	739718.75	591775	JPY	Yes²	739718.75	591775
GLOBEX	SDG	San Diego Housing Index	SDG	3750	N/A	3750	3000	USD	No	3750	3000
GLOBEX	SEK	Swedish krona	SEK	14500	N/A	14500	11600	USD	No	14500	11600
GLOBEX	SFR	San Francisco Housing Index	SFR	7500	N/A	7500	3000	USD	No	7500	3000
GLOBEX	SGX	S&P 500 / Citigroup Growth Index	SG	46875	N/A	46875	37500	USD	No	46875	37500
GLOBEX	SIR	Indian Rupee	SIR	8976.25	N/A	8976.25	7181	USD	No	8976.25	7181
GLOBEX	SJY	Swiss franc	SJY	1968281.25	N/A	1968281.25	1574625	JPY	No	1968281.25	1574625
GLOBEX	SMC	E-Mini S&P SmallCap 600 Futures	SMC	11250	N/A	11250	9000	USD	No	11250	9000
GLOBEX	SONIA	Sterling Overnight Index Average	SON	687.50	N/A	687.50	550	GBP	No	687.50	550
GLOBEX	SPX	S&P 500 Stock Index	SP	22612.50	18090	45225	36180	USD	Yes	45225	36180
GLOBEX	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	600	N/A	600	480	USD	No	600	480
GLOBEX	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	825	N/A	825	660	USD	No	825	660
GLOBEX	SVX	S&P 500 / Citigroup Value Index	SU	31875	N/A	31875	25500	USD	No	31875	25500
GLOBEX	WDC	Washington DC Housing Index	WDC	5000	N/A	5000	2000	USD	No	5000	2000
GLOBEX	IXB	Materials Select Sector Index	XAB	6375	N/A	6375	5100	USD	No	6375	5100
GLOBEX	IXE	Energy Select Sector Index	XAE	4388.75	N/A	4388.75	3511	USD	No	4388.75	3511
GLOBEX	IXM	Financial Select Sector Index	XAF	5206.25	N/A	5206.25	4165	USD	No	5206.25	4165
GLOBEX	IXI	Industrial Select Sector Index	XAI	8125	N/A	8125	6500	USD	No	8125	6500
GLOBEX	IXT	Technology Select Sector Index -	XAK	5186.25	N/A	5186.25	4149	USD	No	5186.25	4149
GLOBEX	IXR	Consumer Staples Select Sector Index	XAP	3693.75	N/A	3693.75	2955	USD	No	3693.75	2955
GLOBEX	IXRE	Real Estate Select Sector Index	XAR	6000	N/A	6000	4800	USD	No	6000	4800
GLOBEX	IXU	Utilities Select Sector Index	XAU	3777.50	N/A	3777.50	3022	USD	No	3777.50	3022
GLOBEX	IXV	Health Care Select Sector Index	XAV	5713.75	N/A	5713.75	4571	USD	No	5713.75	4571
GLOBEX	IXY	Consumer Discretionary Select Sector Index	XAY	7435	N/A	7435	5948	USD	No	7435	5948

Hong Kong Futures Exchange (HKFE)

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

Exchange	Underlying	Product description	Trading Class	Intraday Initial¹^,5	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	2823	ISHARES FTSE A50 CHINA INDEX	A50	9078.54	7262.83	18157.08	14525.67	HKD	No	18157.08	14525.67
HKFE	2018	AAC TECHNOLOGIES HOLDINGS IN	AAC	11066.82	N/A	11066.82	8853.45	HKD	No	11066.82	8853.45
HKFE	1288	AGRICULTURAL BANK OF CHINA-H	ABC	8078.15	N/A	8078.15	6462.52	HKD	No	8078.15	6462.52
HKFE	914	ANHUI CONCH CEMENT CO LTD-H	ACC	5989.84	N/A	5989.84	4791.87	HKD	No	5989.84	4791.87
HKFE	1299	AIA GROUP LTD	AIA	20007.80	N/A	20007.80	16006.24	HKD	No	20007.80	16006.24
HKFE	2600	ALUMINUM CORP OF CHINA LTD-H	ALC	1410.55	N/A	1410.55	1128.44	HKD	No	1410.55	1128.44
HKFE	3188	CHINAAMC CSI 300 IDX ETF-HKD	AMC	21658.44	N/A	21658.44	17326.76	HKD	No	21658.44	17326.76
HKFE	3988	BANK OF CHINA LTD - H	BCL	812.818	N/A	812.818	650.254	HKD	No	812.816	650.253
HKFE	3328	BANK OF COMMUNICATIONS CO-H	BCM	1610.63	N/A	1610.63	1288.50	HKD	No	1610.63	1288.50
HKFE	23	BANK OF EAST ASIA LTD	BEA	1075.42	N/A	1075.42	860.335	HKD	No	1075.42	860.336
HKFE	2388	BOC HONG KONG HOLDINGS LTD	BOC	3851.50	N/A	3851.50	3081.20	HKD	No	3851.50	3081.20
HKFE	IBOV	Brazil Bovespa Stock Index	BOV	97515.60	N/A	97515.60	78012.48	HKD	No	97515.60	78012.48
HKFE	939	CHINA CONSTRUCTION BANK-H	CCB	1635.64	N/A	1635.64	1308.51	HKD	No	1635.64	1308.51
HKFE	1800	CHINA COMMUNICATIONS CONST-H	CCC	1820.71	N/A	1820.71	1456.57	HKD	No	1820.71	1456.57
HKFE	1898	CHINA COAL ENERGY CO - H	CCE	800.311	N/A	800.311	640.249	HKD	No	800.3125	640.25
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDA	2275.89	N/A	2275.89	1820.71	HKD	No	2275.89	1820.71
HKFE	1816	CGN POWER CO LTD-H	CGN	5527.15	N/A	5527.15	4421.72	HKD	No	5527.16	4421.73
HKFE	CES120	CES China 120 Index	CHH	48626.25	N/A	48626.25	38901	HKD	No	48626.25	38901
HKFE	2883	CHINA OILFIELD SERVICES-H	CHO	18207.10	N/A	18207.10	14565.68	HKD	No	18207.10	14565.68
HKFE	941	CHINA MOBILE LTD	CHT	8722.15	N/A	8722.15	6977.72	HKD	No	8722.15	6977.72
HKFE	762	CHINA UNICOM HONG KONG LTD	CHU	4251.66	N/A	4251.66	3401.33	HKD	No	4251.66	3401.33
HKFE	267	CITIC LTD	CIT	2781.08	N/A	2781.08	2224.87	HKD	No	2781.08	2224.87
HKFE	1	CK HUTCHISON HOLDINGS LTD	CKH	9628.75	N/A	9628.75	7703.00	HKD	No	9628.75	7703.00
HKFE	2628	CHINA LIFE INSURANCE CO-H	CLI	4691.83	N/A	4691.83	3753.46	HKD	No	4691.83	3753.46
HKFE	2	CLP HOLDINGS LTD	CLP	11185.61	N/A	11185.61	8948.49	HKD	No	11185.61	8948.49
HKFE	3968	CHINA MERCHANTS BANK - H	CMB	5070.73	N/A	5070.73	4056.58	HKD	No	5070.73	4056.58
HKFE	883	CNOOC LTD	CNC	3256.27	N/A	3256.27	2605.02	HKD	No	3256.27	2605.02
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COG	14405.62	N/A	14405.62	11524.50	HKD	No	14405.61	11524.49
HKFE	688	CHINA OVERSEAS LAND & INVEST	COL	13830.39	N/A	13830.39	11064.31	HKD	No	13830.39	11064.31
HKFE	293	CATHAY PACIFIC AIRWAYS	CPA	2846.11	N/A	2846.11	2276.89	HKD	No	2846.11	2276.89
HKFE	386	CHINA PETROLEUM & CHEMICAL-H	CPC	2621.02	N/A	2621.02	2096.82	HKD	No	2621.02	2096.82
HKFE	2601	CHINA PACIFIC INSURANCE GR-H	CPI	7565.45	N/A	7565.45	6052.36	HKD	No	7565.45	6052.36
HKFE	1766	CRRC CORP LTD - H	CRR	16831.56	N/A	16831.56	13465.25	HKD	No	16831.57	13465.26
HKFE	2822	CSOP FTSE CHINA A50 ETF-HKD	CSA	18207.10	N/A	18207.10	14565.68	HKD	No	18207.11	14565.68
HKFE	1088	CHINA SHENHUA ENERGY CO - H	CSE	2108.32	N/A	2108.32	1686.66	HKD	No	2108.32	1686.66
HKFE	998	CHINA CITIC BANK CORP LTD-H	CTB	22108.63	N/A	22108.63	17686.90	HKD	No	22108.63	17686.90
HKFE	728	CHINA TELECOM CORP LTD-H	CTC	1950.76	N/A	1950.76	1560.61	HKD	No	1950.76	1560.61
HKFE	6030	CITIC SECURITIES CO LTD-H	CTS	3846.50	N/A	3846.50	3077.20	HKD	No	3846.50	3077.20
HKFE	CNH	United States dollar	CUS	104211.25	N/A	104211.25	83369	CNH	Yes	104211.25	83369
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	5434.09	N/A	5434.09	3985	HKD	No	5434.09	3985
HKFE	HSIDPI	HSI Dividend Point Index	DHS	13461.82	N/A	13461.82	9872	HKD	No	13461.82	9872
HKFE	3333	CHINA EVERGRANDE GROUP	EVG	10929.26	N/A	10929.26	8743.41	HKD	No	10929.26	8743.41
HKFE	656	FOSUN INTERNATIONAL LTD	FOS	25459.94	N/A	25459.94	20367.95	HKD	No	25459.92	20367.94
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAC	7462.91	N/A	7462.91	5970.33	HKD	No	7462.91	5970.33
HKFE	175	GEELY AUTOMOBILE HOLDINGS LT	GAH	15906.20	N/A	15906.20	12724.96	HKD	No	15906.21	12724.96
HKFE	GDR	CNH Gold Futures	GDR	28914.20	N/A	28914.20	23131.36	CNY	No	28914.20	23131.36
HKFE	GDU	USD Gold Futures	GDU	4176.20	N/A	4176.20	3340.96	USD	No	4176.20	3340.96
HKFE	27	GALAXY ENTERTAINMENT GROUP L	GLX	12880.02	N/A	12880.02	10304.02	HKD	No	12880.02	10304.02
HKFE	2333	GREAT WALL MOTOR COMPANY-H	GWM	13955.45	N/A	13955.45	11164.36	HKD	No	13955.44	11164.35
HKFE	6837	HAITONG SECURITIES CO LTD-H	HAI	21208.27	N/A	21208.27	16966.62	HKD	No	21208.26	16966.61
HKFE	6	POWER ASSETS HOLDINGS LTD	HEH	7127.78	N/A	7127.78	5702.22	HKD	No	7127.78	5702.22
HKFE	388	HONG KONG EXCHANGES & CLEAR	HEX	6947.71	N/A	6947.71	5558.17	HKD	No	6947.71	5558.17
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	38932.50	31146	77865	62292	HKD	Yes	77865	62292
HKFE	5	HSBC HOLDINGS PLC	HKB	6517.54	N/A	6517.54	5214.03	HKD	No	6517.54	5214.03
HKFE	3	HONG KONG & CHINA GAS	HKE	4776.60	N/A	4776.60	3821.28	HKD	No	4776.60	3821.28
HKFE	3	HONG KONG & CHINA GAS	HKG	4341.69	N/A	4341.69	3473.35	HKD	No	4341.69	3473.35
HKFE	12	HENDERSON LAND DEVELOPMENT	HLB	11417.68	N/A	11417.68	9134.14	HKD	No	11417.68	9134.14
HKFE	12	HENDERSON LAND DEVELOPMENT	HLD	10379.05	N/A	10379.05	8303.24	HKD	No	10379.05	8303.24
HKFE	902	HUANENG POWER INTL INC-H	HNP	2315.90	N/A	2315.90	1852.72	HKD	No	2315.90	1852.72
HKFE	11	HANG SENG BANK LTD	HSB	4999.45	N/A	4999.45	3999.56	HKD	No	4999.45	3999.56
HKFE	HSI	Hang Seng Stock Index	HSI	67882.50	54306	135765	108612	HKD	Yes	135765	108612
HKFE	6886	HUATAI SECURITIES CO LTD-H	HTS	32662.74	N/A	32662.74	26130.19	HKD	No	32662.74	26130.19
HKFE	1398	IND & COMM BK OF CHINA - H	ICB	1490.58	N/A	1490.58	1192.46	HKD	No	1490.58	1192.46
HKFE	3888	KINGSOFT CORP LTD	KSO	4608.15	N/A	4608.15	3686.52	HKD	No	4306.68	3445.34
HKFE	494	LI & FUNG LTD	LIF	585.228	N/A	585.228	468.182	HKD	No	585.23	468.184
HKFE	823	LINK REIT	LNK	24259.46	N/A	24259.46	19407.57	HKD	No	24259.46	19407.57
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	7786.50	6229.20	15573	12458.40	HKD	Yes	15573	12458.40
HKFE	3690	MEITUAN DIANPING-CLASS B	MET	7809.30	N/A	7809.30	6247.44	HKD	No	7809.30	6247.44
HKFE	MHI	Mini Hang Seng Index	MHI	13576.50	10861.20	27153	21722.40	HKD	Yes	27153	21722.40
HKFE	1810	XIAOMI CORP-CLASS B	MIU	2450.96	N/A	2450.96	1960.76	HKD	No	2450.96	1960.77
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSB	14405.61	N/A	14405.61	11524.49	HKD	No	14405.625	11524.50
HKFE	66	MTR CORP.	MTR	6339.97	N/A	6339.97	5071.98	HKD	No	6339.97	5071.98
HKFE	1336	NEW CHINA LIFE INSURANCE C-H	NCL	8966.00	N/A	8966.00	7172.80	HKD	No	8966.00	7172.80
HKFE	17	NEW WORLD DEVELOPMENT	NWD	3041.19	N/A	3041.19	2432.95	HKD	No	3041.18	2432.95
HKFE	2318	PING AN INSURANCE GROUP CO-H	PAI	11379.44	N/A	11379.44	9103.55	HKD	No	11379.44	9103.55
HKFE	857	PETROCHINA CO LTD-H	PEC	2134.78	N/A	2134.78	1707.82	HKD	No	2134.78	1707.82
HKFE	2328	PICC PROPERTY & CASUALTY -H	PIC	4231.65	N/A	4231.65	3385.32	HKD	No	4231.65	3385.32
HKFE	TOP40	FTSE/JSE Africa Top40 Index	SAF	97236.30	N/A	97236.30	77789.04	HKD	No	97236.30	77789.04
HKFE	1928	SANDS CHINA LTD	SAN	3751.46	N/A	3751.46	3001.17	HKD	No	3751.46	3001.17
HKFE	16	SUN HUNG KAI PROPERTIES	SHK	32962.85	N/A	32962.85	26370.28	HKD	No	32962.85	26370.28
HKFE	2382	SUNNY OPTICAL TECH	SNO	19882.75	N/A	19882.75	15906.20	HKD	No	19882.75	15906.20
HKFE	1055	CHINA SOUTHERN AIRLINES CO-H	SOA	13230.16	N/A	13230.16	10584.13	HKD	No	13230.15	10584.12
HKFE	1918	SUNAC CHINA HOLDINGS LTD	SUN	18757.31	N/A	18757.31	15005.85	HKD	No	18757.31	15005.85
HKFE	19	SWIRE PACIFIC LTD - CL A	SWA	12054.70	N/A	12054.70	9643.76	HKD	No	12054.70	9643.76
HKFE	700	TENCENT HOLDINGS LTD	TCH	8683.39	N/A	8683.39	6946.71	HKD	No	8683.39	6946.71
HKFE	2800	TRACKER FUND OF HONG KONG	TRF	2867	N/A	2867	2867	HKD	No	92368.50	73894.80
HKFE	788	CHINA TOWER CORP LTD-H	TWR	4951.93	N/A	4951.93	3961.54	HKD	No	4951.94	3961.55
HKFE	VHSI	Hang Seng Volatility Index	VHS	30152.82	N/A	30152.82	24122.26	HKD	No	110377.59	88302.07
HKFE	4	WHARF HOLDINGS LTD	WHL	5089.48	N/A	5089.48	4071.59	HKD	No	5089.48	4071.59
HKFE	1171	YANZHOU COAL MINING CO-H	YZC	3506.37	N/A	3506.37	2805.09	HKD	No	3506.37	2805.09
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJM	1465.57	N/A	1465.57	1172.46	HKD	No	1465.57	1172.46

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	393.084	N/A	393.084	314.467	EUR	No	393.084	314.467
ICEEU	AKZA	AKZO NOBEL N.V.	AKZ	1538.77	N/A	1538.77	1231.02	EUR	No	1538.77	1231.02
ICEEU	ASML	ASML HOLDING NV	ASL	3255.67	N/A	3255.67	2604.53	EUR	No	3255.67	2604.53
ICEEU	ENI	ENI SPA	ENI	2654.22	N/A	2654.22	2123.37	EUR	No	2654.22	2123.37
ICEEU	ENEL	ENEL SPA	ENL	1169.42	N/A	1169.42	935.538	EUR	No	1169.42	935.538
ICEEU	SG	Short Gilt	G	975	N/A	975	780	GBP	No	975	780
ICEEU	G	ASSICURAZIONI GENERALI	GEN	3104.02	N/A	3104.02	2483.22	EUR	No	3104.02	2483.22
ICEEU	H	Medium Gilt	H	1387.50	N/A	1387.50	1110	GBP	No	1387.50	1110
ICEEU	HEIA	HEINEKEN NV	HEI	1823.20	N/A	1823.20	1458.56	EUR	No	1823.20	1458.56
ICEEU	I	3 Month EURIBOR Interest Rate	I	67.1875	53.75	134.375	107.50	EUR	Yes	134.375	107.50
ICEEU	INGA	ING GROEP NV	ING	188.808	N/A	188.808	151.046	EUR	No	188.808	151.046
ICEEU	KPN	KONINKLIJKE KPN NV	KPN	55.83375	N/A	55.83375	44.667	EUR	No	55.83375	44.667
ICEEU	L	3 Month Sterling Interest Rate FUT	L	106.25	85	212.50	170	GBP	Yes	212.50	170
ICEEU	MB	MEDIOBANCA SPA	MB	1633.10	N/A	1633.10	1306.48	EUR	No	1633.11	1306.48
ICEEU	MS	MEDIASET SPA	MSI	543.744	N/A	543.744	434.995	EUR	No	543.742	434.994
ICEEU	O	5 Year Euro Swapnote	O	687.50	N/A	687.50	550	EUR	No	687.50	550
ICEEU	P	10 Year Euro Swapnote	P	1662.50	N/A	1662.50	1330	EUR	No	1662.50	1330
ICEEU	PHIA	KONINKLIJKE PHILIPS NV	PHI	706.295	N/A	706.295	565.036	EUR	No	706.295	565.036
ICEEU	R	Long Gilt	R	1143.75	915	2287.50	1830	GBP	No	2287.50	1830
ICEEU	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD	534.83	N/A	534.83	427.864	EUR	No	534.83	427.864
ICEEU	REN	RELX PLC	REN	514.65	N/A	514.65	411.72	EUR	No	514.65	411.72
ICEEU	S	Three Month Euro Swiss Franc Interest Rate	S	221.875	N/A	221.875	177.50	CHF	No	221.875	177.50
ICEEU	STM	STMICROELECTRONICS NV	STM	2719.65	N/A	2719.65	2175.72	EUR	No	2719.65	2175.72
ICEEU	TIT	TELECOM ITALIA SPA	TI	88.4612	N/A	88.4612	70.769	EUR	No	88.4612	70.769
ICEEU	TWS	2 Year Euro Swapnote	TWS	177.50	N/A	177.50	142	EUR	No	177.50	142
ICEEU	UCG	UNICREDIT SPA	UC	1966.10	N/A	1966.10	1572.88	EUR	No	1966.10	1572.88
ICEEU	UNA	UNILEVER NV-CVA	UNA	1302.65	N/A	1302.65	1042.12	EUR	No	1302.65	1042.12
ICEEU	USO	Five Year $ Swapnote	USO	2750	N/A	2750	2200	USD	No	2750	2200
ICEEU	USP	Ten Year $ Swapnote	USP	6900	N/A	6900	5520	USD	No	6900	5520
ICEEU	USW	Two Year Dollar Swapnote	USW	2445	N/A	2445	1956	USD	No	2445	1956
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	1615	N/A	1615	646	GBP	No	1615	646
ICEEU	Y	FTSE 250 Index	Y2	2972.00	N/A	2972.00	2377.60	GBP	No	2972.00	2377.60
ICEEU	Z	FTSE 100 Index	Z	2855	2284	5710	4568	GBP	Yes	5710	4568

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	1212.50	N/A	1212.50	970	GBP	No	1212.50	970
ICEEUSOFT	D	Robusta Coffee	RC	1045	N/A	1045	836	USD	No	1045	836
ICEEUSOFT	T	Wheat	T	752.0625	N/A	752.0625	601.65	GBP	No	752.0625	601.65
ICEEUSOFT	W	White Sugar	W	1237.50	N/A	1237.50	990	USD	No	1237.50	990

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	3107.50	N/A	3107.50	2486	USD	No	3107.50	2486
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	715162.50	N/A	715162.50	529750	JPY	No	715162.50	529750
ICEUS	EO	European Monetary Union Euro	KEO	5193.75	N/A	5193.75	4155	USD	No	5193.75	4155
ICEUS	ECD	European Monetary Union Euro	KEP	3264.06	N/A	3264.06	2611.25	CAD	No	3264.06	2611.25
ICEUS	GB	Euro in British Pound	KGB	9070	N/A	9070	7256	GBP	No	9070	7256
ICEUS	EAD	European Monetary Union Euro	KRA	8068.75	N/A	8068.75	6455	AUD	No	8068.75	6455
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	5103.125	N/A	5103.125	4082.50	CHF	No	5103.125	4082.50
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	1361250	N/A	1361250	1089000	JPY	No	1361250	1089000
ICEUS	MP	British pound	MP	7346.25	N/A	7346.25	5877	USD	No	7346.25	5877
ICEUS	SS	British Pound in Swiss Franc	SS	7015.625	N/A	7015.625	5612.50	CHF	No	7015.625	5612.50
ICEUS	SY	British Pound in Japanese Yen	SY	1756172.50	N/A	1756172.50	1404938	JPY	No	1756172.50	1404938

Borsa Italiana (IDEM)

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

Exchange IDEM	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IDEM	A2A	A2A SPA	A2A	1455.90	N/A	1455.90	1164.72	EUR	No	1455.90	1164.72
IDEM	ACE	ACEA SPA	ACE	1663.08	N/A	1663.08	1330.47	EUR	No	1663.08	1330.47
IDEM	AGL	AUTOGRILL SPA	AGL	884.509	N/A	884.509	707.607	EUR	No	884.509	707.608
IDEM	ATL	ATLANTIA SPA	ATL	2706.75	N/A	2706.75	2165.40	EUR	No	2706.75	2165.40
IDEM	BMED	BANCA MEDIOLANUM SPA	BMED	581.704	N/A	581.704	465.363	EUR	No	581.704	465.364
IDEM	BZU	BUZZI UNICEM SPA	BZU	335.898	N/A	335.898	268.718	EUR	No	335.898	268.718
IDEM	CPR	DAVIDE CAMPARI-MILANO SPA	CPR	1672.46	N/A	1672.46	1337.97	EUR	No	1672.46	1337.97
IDEM	ENEL	ENEL SPA	ENEL	584.704	N/A	584.704	467.764	EUR	No	584.704	467.763
IDEM	ENI	ENI SPA	ENI	1327.09	N/A	1327.09	1061.67	EUR	No	1327.09	1061.67
IDEM	ERG	ERG SPA	ERG	1714.64	N/A	1714.64	1371.72	EUR	No	1714.64	1371.72
IDEM	EXO	EXOR NV	EXO	1141.10	N/A	1141.10	912.877	EUR	No	1141.10	912.877
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	1127.32	N/A	1127.32	899.00	EUR	No	1127.32	899.00
IDEM	FTMIB	FTSE MIB Index	FTMIB	6599.69	5279.75	13199.37	10559.50	EUR	Yes	13199.37	10559.50
IDEM	G	ASSICURAZIONI GENERALI	G	310.398	N/A	310.398	248.319	EUR	No	310.398	248.319
IDEM	GEO	GEOX SPA	GEO	154.722	N/A	154.722	123.778	EUR	No	154.722	123.778
IDEM	ISP	INTESA SANPAOLO	ISP	351.254	N/A	351.254	281.003	EUR	No	351.254	281.003
IDEM	LDO	LEONARDO SPA	LDO	1037.95	N/A	1037.95	830.362	EUR	No	1037.95	830.362
IDEM	MB	MEDIOBANCA SPA	MB	816.542	N/A	816.542	653.234	EUR	No	816.542	653.234
IDEM	FTMIB	FTSE MIB Index	MINI	1319.94	1055.95	2639.87	2111.90	EUR	No	2639.87	2111.90
IDEM	MS	MEDIASET SPA	MS	625.312	N/A	625.312	500.25	EUR	No	625.312	500.25
IDEM	PRY	PRYSMIAN SPA	PRY	322.492	N/A	322.492	257.994	EUR	No	322.492	257.994
IDEM	SPM	SAIPEM SPA	SPM	859.00	N/A	859.00	687.20	EUR	No	859.00	687.20
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	1137.23	N/A	1137.23	909.787	EUR	No	1137.23	909.787
IDEM	SRS	SARAS SPA	SRS	234.00	N/A	234.00	187.20	EUR	No	234.00	187.20
IDEM	STM	STMICROELECTRONICS NV	STM	1382.51	N/A	1382.51	1106.01	EUR	No	1382.51	1106.01
IDEM	TEN	TENARIS SA	TEN	1049.97	N/A	1049.97	839.979	EUR	No	1049.97	839.979
IDEM	TIT	TELECOM ITALIA SPA	TIT	88.46	N/A	88.46	70.768	EUR	No	88.46	70.768
IDEM	TITR	TELECOM ITALIA-RSP	TITR	84.8425	N/A	84.8425	67.874	EUR	No	84.8413	67.873
IDEM	TOD	TOD'S SPA	TOD	861.00	N/A	861.00	688.80	EUR	No	861.00	688.80
IDEM	TRN	TERNA SPA	TRN	1113.72	N/A	1113.72	890.977	EUR	No	1113.72	890.978
IDEM	UBI	UBI BANCA SPA	UBI	222.459	N/A	222.459	177.968	EUR	No	222.459	177.968
IDEM	UCG	UNICREDIT SPA	UCG	1163.29	N/A	1163.29	930.632	EUR	No	1163.29	930.632
IDEM	UNI	UNIPOL GRUPPO SPA	UNI	399.169	N/A	399.169	319.335	EUR	No	399.169	319.335
IDEM	US	UNIPOLSAI ASSICURAZIONI SPA	US	586.144	N/A	586.144	468.915	EUR	No	586.144	468.915

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	5177.25	N/A	5177.25	4141.80	USD	No	5177.25	4141.80
IPE	COIL	ICE Brent Crude	COIL	6250	N/A	6250	5000	USD	Yes	6250	5000
IPE	ECF	-	ECF	25120	N/A	25120	24960	EUR	No	31200	24960
IPE	GOIL	ICE Gasoil	GOIL	4774	N/A	4774	3819.20	USD	No	4774	3819.20
IPE	HOIL	ICE Heating Oil	HOIL	6257.47	N/A	6257.47	5005.98	USD	No	6257.47	5005.98
IPE	NCF	Newcastle Coal Futures	NCF	16875	N/A	16875	13500	USD	No	16875	13500
IPE	NGF	ICE UK Natural Gas	NGF	2325	N/A	2325	1860	GBP	No	2325	1860
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	7202.79	N/A	7202.79	5762.23	USD	No	7202.79	5762.23
IPE	UCX	CSX Coal Futures	UCX	8875	N/A	8875	7100	USD	No	8875	7100
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	2996.875	2397.50	5993.75	4795	USD	Yes	5993.75	4795

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	4260886.875	3408709.50	8521773.75	6817419	KRW	Yes	8521773.75	6817419
KSE	K200M	Mini KOSPI200 Index	05	848003.67	678402.94	1696007.34	1356805.875	KRW	Yes	1696007.34	1356805.875
KSE	KOSDQ150	KOSDAQ 150 Index	06	1345093.77	N/A	1345093.77	1076075.01	KRW	No	1345093.77	1076075.01
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	140186.59	N/A	140186.59	112149.27	KRW	No	140186.59	112149.27
KSE	017670	SK TELECOM	112	819841.21	N/A	819841.21	655872.97	KRW	No	819841.21	655872.97
KSE	005490	POSCO	113	754128.76	N/A	754128.76	603303.01	KRW	No	754128.76	603303.01
KSE	030200	KTCORPORATION	114	89494.12	N/A	89494.12	71595.30	KRW	No	89494.12	71595.30
KSE	015760	KOREA ELECTRIC POWER CORP	115	80263.08	N/A	80263.08	64210.46	KRW	No	80263.08	64210.46
KSE	005380	HYUNDAI MOTOR CO	116	436518.52	N/A	436518.52	349214.81	KRW	No	436518.52	349214.81
KSE	016360	SAMSUNG SECURITIES CO LTD	117	116404.93	N/A	116404.93	93123.95	KRW	No	116404.93	93123.95
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	144254.50	N/A	144254.50	115403.60	KRW	No	144254.50	115403.60
KSE	000270	KIA MOTORS CORPORATION	119	132520.14	N/A	132520.14	106016.11	KRW	No	132520.14	106016.11
KSE	012330	HYUNDAI MOBIS CO LTD	120	697803.76	N/A	697803.76	558243.01	KRW	No	697803.76	558243.01
KSE	006400	SAMSUNG SDI CO LTD	122	735353.76	N/A	735353.76	588283.01	KRW	No	735353.76	588283.01
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	300712.75	N/A	300712.75	240570.20	KRW	No	300712.75	240570.20
KSE	066570	LG ELECTRONICS INC	124	252836.52	N/A	252836.52	202269.22	KRW	No	252836.52	202269.22
KSE	036460	KOREA GAS CORPORATION	128	131737.84	N/A	131737.84	105390.27	KRW	No	131737.84	105390.27
KSE	004020	HYUNDAI STEEL CO	132	132050.76	N/A	132050.76	105640.61	KRW	No	132050.76	105640.61
KSE	003550	LG CORP	134	239381.13	N/A	239381.13	191504.90	KRW	No	239381.13	191504.90
KSE	078930	GS HOLDINGS	135	160526.16	N/A	160526.16	128420.93	KRW	No	160526.16	128420.93
KSE	033780	KT & G CORPORATION	136	314481.08	N/A	314481.08	251584.86	KRW	No	314481.08	251584.86
KSE	009540	KOREA SHIPBUILDING & OFFSHOR	139	375499.80	N/A	375499.80	300399.84	KRW	No	375499.80	300399.84
KSE	086790	HANA FINANCIAL GROUP	140	115466.19	N/A	115466.19	92372.95	KRW	No	115466.19	92372.95
KSE	096770	SK INNOVATION CO LTD	141	494408.06	N/A	494408.06	395526.45	KRW	No	494408.06	395526.45
KSE	001040	CJ CORP	142	325433.15	N/A	325433.15	260346.52	KRW	No	325433.15	260346.52
KSE	034220	LG DISPLAY CO LTD	145	53821.64	N/A	53821.64	43057.31	KRW	No	53821.64	43057.31
KSE	105560	KB FINANCIAL GROUP INC	146	143315.76	N/A	143315.76	114652.61	KRW	No	143315.76	114652.61
KSE	051910	LG CHEM LTD	147	1090513.98	N/A	1090513.98	872411.19	KRW	No	1090513.98	872411.19
KSE	006800	MIRAE ASSET DAEWOO CO LTD	148	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	042670	DOOSAN INFRACORE CO LTD	149	20902.82	N/A	20902.82	16722.26	KRW	No	20902.82	16722.26
KSE	000660	SK HYNIX INC	150	210905.72	N/A	210905.72	168724.58	KRW	No	210905.72	168724.58
KSE	006360	GS ENGINEERING & CONSTRUCT	151	130955.56	N/A	130955.56	104764.45	KRW	No	130955.56	104764.45
KSE	139480	E-MART INC	154	455293.51	N/A	455293.51	364234.80	KRW	No	455293.51	364234.80
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	111085.35	N/A	111085.35	88868.28	KRW	No	111085.35	88868.28
KSE	035420	NAVER CORP	156	345772.73	N/A	345772.73	276618.19	KRW	No	345772.73	276618.19
KSE	003490	KOREAN AIR LINES CO LTD	157	98881.61	N/A	98881.61	79105.29	KRW	No	98881.61	79105.29
KSE	3KTB	3-Year Korea Treasury Bond	165	1311593.71	N/A	1311593.71	1049274.97	KRW	No	1311593.71	1049274.97
KSE	FLKTB	10-Year Korea Treasury Bond	167	4956575.11	N/A	4956575.11	3965260.09	KRW	No	4956575.11	3965260.09
KSE	KWY	United States dollar	175	1469750.06	N/A	1469750.06	1175800.05	KRW	No	2939500.12	2351600.10
KSE	032640	LG UPLUS CORP	1B0	45529.35	N/A	45529.35	36423.48	KRW	No	45529.35	36423.48
KSE	010950	S-OILCORPORATION	1B2	251897.78	N/A	251897.78	201518.22	KRW	No	251897.78	201518.22
KSE	010130	KOREA ZINC CO LTD	1B3	1459755.47	N/A	1459755.47	1167804.375	KRW	No	1459755.47	1167804.375
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	44121.23	N/A	44121.23	35296.98	KRW	No	44121.23	35296.98
KSE	000210	DAELIM INDUSTRIAL CO LTD	1B5	378628.96	N/A	378628.96	302903.16	KRW	No	378628.96	302903.16
KSE	001680	DAESANG CORPORATION	1B6	78542.04	N/A	78542.04	62833.63	KRW	No	78542.04	62833.63
KSE	047050	POSCO INTERNATIONAL CORP	1B7	56324.97	N/A	56324.97	45059.98	KRW	No	56324.97	45059.98
KSE	034020	DOOSAN HEAVY INDUSTRIES	1B9	21059.28	N/A	21059.28	16847.42	KRW	No	21059.28	16847.42
KSE	023530	LOTTE SHOPPING CO	1BA	508489.31	N/A	508489.31	406791.45	KRW	No	508489.31	406791.45
KSE	011170	LOTTE CHEMICAL CORP	1BB	812018.31	N/A	812018.31	649614.65	KRW	No	812018.31	649614.65
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	261911.11	N/A	261911.11	209528.89	KRW	No	261911.11	209528.89
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	25064.61	N/A	25064.61	20051.69	KRW	No	25064.61	20051.69
KSE	029780	SAMSUNG CARD CO	1BG	118751.81	N/A	118751.81	95001.45	KRW	No	118751.81	95001.45
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	100133.28	N/A	100133.28	80106.625	KRW	No	100133.28	80106.625
KSE	036570	NCSOFTCORPORATION	1BJ	1456626.27	N/A	1456626.27	1165301.02	KRW	No	1456626.27	1165301.02
KSE	000080	HITE JINRO CO LTD	1BK	67120.59	N/A	67120.59	53696.47	KRW	No	67120.59	53696.47
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	244074.86	N/A	244074.86	195259.89	KRW	No	244074.86	195259.89
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	113432.23	N/A	113432.23	90745.78	KRW	No	113432.23	90745.78
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	175546.15	N/A	175546.15	140436.92	KRW	No	175546.15	140436.92
KSE	011210	HYUNDAI WIA CORP	1BP	144254.50	N/A	144254.50	115403.60	KRW	No	144254.50	115403.60
KSE	008770	HOTEL SHILLA CO LTD	1BQ	322303.98	N/A	322303.98	257843.19	KRW	No	322303.98	257843.19
KSE	035250	KANGWON LAND, INC.	1BS	97473.49	N/A	97473.49	77978.79	KRW	No	97473.49	77978.79
KSE	138930	BNK FINANCIAL GROUP INC	1BT	23124.53	N/A	23124.53	18499.62	KRW	No	23124.53	18499.62
KSE	139130	DGB FINANCIAL GROUP INC	1BV	25878.20	N/A	25878.20	20702.56	KRW	No	25878.20	20702.56
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	64773.72	N/A	64773.72	51818.97	KRW	No	64773.72	51818.97
KSE	001120	LG INTERNATIONAL CORP	1BX	53508.72	N/A	53508.72	42806.98	KRW	No	53508.72	42806.98
KSE	011070	LG INNOTEK CO LTD	1BY	331691.48	N/A	331691.48	265353.19	KRW	No	331691.48	265353.19
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	45059.98	N/A	45059.98	36047.98	KRW	No	45059.98	36047.98
KSE	010060	OCI CO LTD	1C0	294141.50	N/A	294141.50	235313.20	KRW	No	294141.50	235313.20
KSE	034730	SK HOLDINGS CO LTD	1C1	743176.66	N/A	743176.66	594541.33	KRW	No	743176.66	594541.33
KSE	001740	SK NETWORKS CO LTD	1C2	15833.57	N/A	15833.57	12666.86	KRW	No	15833.57	12666.86
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	310100.24	N/A	310100.24	248080.20	KRW	No	310100.24	248080.20
KSE	002350	NEXEN TIRE CORPORATION	1C4	30384.19	N/A	30384.19	24307.35	KRW	No	30384.19	24307.35
KSE	018260	SAMSUNG SDS CO LTD	1C5	679028.81	N/A	679028.81	543223.05	KRW	No	679028.81	543223.05
KSE	090430	AMOREPACIFIC CORP	1C6	539780.96	N/A	539780.96	431824.77	KRW	No	539780.96	431824.77
KSE	030000	CHEIL WORLDWIDE INC	1C7	90432.87	N/A	90432.87	72346.29	KRW	No	90432.87	72346.29
KSE	028260	SAMSUNG C&T CORP	1C8	295080.25	N/A	295080.25	236064.20	KRW	No	295080.25	236064.20
KSE	000880	HANWHA CORPORATION	1C9	84956.83	N/A	84956.83	67965.46	KRW	No	84956.83	67965.46
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	009830	HANWHA CHEMICAL CORP	1CB	70406.21	N/A	70406.21	56324.97	KRW	No	70406.21	56324.97
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	508489.31	N/A	508489.31	406791.45	KRW	No	508489.31	406791.45
KSE	010620	HYUNDAIMIPODOCKYARD	1CD	157709.91	N/A	157709.91	126167.93	KRW	No	157709.91	126167.93
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	92466.83	N/A	92466.83	73973.46	KRW	No	92466.83	73973.46
KSE	035720	KAKAO CORP	1CF	383322.71	N/A	383322.71	306658.16	KRW	No	383322.71	306658.16
KSE	068270	CELLTRION INC	1CP	1323636.72	N/A	1323636.72	1058909.375	KRW	No	1323636.72	1058909.375
KSE	051900	LG HOUSEHOLD & HEALTH CARE	1CR	4268180.94	N/A	4268180.94	3414544.75	KRW	No	4268180.94	3414544.75
KSE	002790	AMOREPACIFIC GROUP	1CS	199327.81	N/A	199327.81	159462.25	KRW	No	199327.81	159462.25
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	851132.89	N/A	851132.89	680906.31	KRW	No	851132.89	680906.31
KSE	008930	HANMI SCIENCE CO LTD	1CV	703000	N/A	703000	703000	KRW	No	879921.19	703936.95
KSE	021240	WOONGJIN COWAY CO LTD	1CW	250020.29	N/A	250020.29	200016.23	KRW	No	250020.29	200016.23
KSE	128940	HANMI PHARM CO LTD	1CX	4120000	N/A	4120000	4120000	KRW	No	5156863.75	4125491
KSE	018880	HANON SYSTEMS	1CY	37549.98	N/A	37549.98	30039.98	KRW	No	37549.98	30039.98
KSE	027410	BGF CO LTD	1CZ	23437.45	N/A	23437.45	18749.96	KRW	No	23437.45	18749.96
KSE	005830	DB INSURANCE CO LTD	1D0	190566.15	N/A	190566.15	152452.92	KRW	No	190566.15	152452.92
KSE	097950	CJ CHEILJEDANG CORP.	1D1	930926.56	N/A	930926.56	744741.25	KRW	No	930926.56	744741.25
KSE	009240	HANSSEM CO LTD	1D2	228116.11	N/A	228116.11	182492.89	KRW	No	228116.11	182492.89
KSE	002380	KCC CORP	1D3	855826.64	N/A	855826.64	684661.31	KRW	No	855826.64	684661.31
KSE	007070	GS RETAIL CO LTD	1D4	114214.52	N/A	114214.52	91371.62	KRW	No	114214.52	91371.62
KSE	012750	S1 CORPORATION	1D5	312916.50	N/A	312916.50	250333.20	KRW	No	312916.50	250333.20
KSE	000100	YUHAN CORPORATION	1D6	2500000	N/A	2500000	2500000	KRW	No	3129165	2503332
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	102167.24	N/A	102167.24	81733.79	KRW	No	102167.24	81733.79
KSE	069960	HYUNDAI DEPT STORE CO	1D8	266917.77	N/A	266917.77	213534.22	KRW	No	266917.77	213534.22
KSE	079160	CJ CGV CO LTD	1D9	116092.02	N/A	116092.02	92873.62	KRW	No	116092.02	92873.62
KSE	004370	NONGSHIM CO LTD	1DA	782291.25	N/A	782291.25	625833	KRW	No	782291.25	625833
KSE	079550	LIG NEX1 CO LTD	1DB	105765.77	N/A	105765.77	84612.62	KRW	No	105765.77	84612.62
KSE	204320	MANDO CORP	1DC	91058.70	N/A	91058.70	72846.96	KRW	No	91058.70	72846.96
KSE	004170	SHINSEGAE INC	1DD	970041.11	N/A	970041.11	776032.89	KRW	No	970041.11	776032.89
KSE	161890	KOLMAR KOREA CO LTD	1DE	197763.22	N/A	197763.22	158210.58	KRW	No	197763.22	158210.58
KSE	111770	YOUNGONE CORP	1DG	123445.56	N/A	123445.56	98756.45	KRW	No	123445.56	98756.45
KSE	008560	MERITZ SECURITIES CO LTD	1DH	16772.32	N/A	16772.32	13417.86	KRW	No	16772.32	13417.86
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	430260.20	N/A	430260.20	344208.16	KRW	No	430260.20	344208.16
KSE	192820	COSMAX INC	1DK	341078.98	N/A	341078.98	272863.19	KRW	No	341078.98	272863.19
KSE	108670	LG HAUSYS LTD	1DL	191191.98	N/A	191191.98	152953.58	KRW	No	191191.98	152953.58
KSE	023590	DAOU TECHNOLOGY INC	1DM	68372.26	N/A	68372.26	54697.80	KRW	No	68372.26	54697.80
KSE	039130	HANA TOUR SERVICE INC	1DN	171791.15	N/A	171791.15	137432.92	KRW	No	171791.15	137432.92
KSE	241560	DOOSAN BOBCAT INC	1DW	110615.98	N/A	110615.98	88492.78	KRW	No	110615.98	88492.78
KSE	017800	HYUNDAI ELEVATOR CO	1DY	292576.93	N/A	292576.93	234061.54	KRW	No	292576.93	234061.54
KSE	105630	HANSAE CO LTD	1DZ	69467.46	N/A	69467.46	55573.97	KRW	No	69467.46	55573.97
KSE	001060	JW PHARMACEUTICAL	1E1	327500	N/A	327500	327500	KRW	No	409920.61	327936.48
KSE	251270	NETMARBLE CORP	1E5	392710.21	N/A	392710.21	314168.16	KRW	No	392710.21	314168.16
KSE	079440	ORANGE LIFE INSURANCE LTD	1E7	98255.78	N/A	98255.78	78604.625	KRW	No	98255.78	78604.625
KSE	003670	POSCO CHEMICAL CO LTD	1E8	174607.40	N/A	174607.40	139685.92	KRW	No	174607.40	139685.92
KSE	003520	YUNGJIN PHARMACEUTICAL CO	1E9	54800	N/A	54800	54800	KRW	No	68591.30	54873.04

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	3821.875	N/A	3821.875	3057.50	USD	No	3821.875	3057.50
LMEOTC	CA	Grade A Copper - LME	CA	14138.44	N/A	14138.44	11310.75	USD	No	14138.44	11310.75
LMEOTC	NI	Nickel - LME	NI	9329.40	N/A	9329.40	7463.52	USD	No	9329.40	7463.52
LMEOTC	PB	Lead - LME	PB	5926.25	N/A	5926.25	4741	USD	No	5926.25	4741
LMEOTC	SNLME	Tin future	SN	9517.81	N/A	9517.81	7614.25	USD	No	9517.81	7614.25
LMEOTC	ZSLME	Special High Grade Zinc	ZS	6742.81	N/A	6742.81	5394.25	USD	No	6742.81	5394.25

Euronext France (MATIF)

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

Exchange MATIF	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MATIF	EBM	Milling Wheat Futures	EBM	437.50	N/A	437.50	350	EUR	Yes	437.50	350
MATIF	ECO	European Rapeseed Future	ECO	750	N/A	750	600	EUR	No	750	600
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	85.6479	N/A	85.6479	68.5183	EUR	No	85.6478	68.5182
MEFFRV	ACS	ACS ACTIVIDADES CONS Y SERV	ACS	715.669	N/A	715.669	572.536	EUR	No	715.669	572.536
MEFFRV	ACX	ACERINOX SA	ACX	165.371	N/A	165.371	132.297	EUR	No	165.371	132.297
MEFFRV	ANA	ACCIONA SA	ANA	1921.83	N/A	1921.83	1537.46	EUR	No	1921.83	1537.46
MEFFRV	BBVA	BANCO BILBAO VIZCAYA ARGENTA	BBV	91.9101	N/A	91.9101	73.5281	EUR	No	91.9102	73.5282
MEFFRV	BKIA	BANKIA SA	BKI	55.83375	N/A	55.83375	44.667	EUR	No	55.83375	44.667
MEFFRV	BKT	BANKINTER SA	BKT	112.947	N/A	112.947	90.3577	EUR	No	112.947	90.3577
MEFFRV	BME	BOLSAS Y MERCADOS ESPANOLES	BME	406.49	N/A	406.49	325.192	EUR	No	406.49	325.192
MEFFRV	ELE	ENDESA SA	ELE	447.926	N/A	447.926	358.341	EUR	No	447.926	358.341
MEFFRV	ENG	ENAGAS SA	ENA	471.176	N/A	471.176	376.94	EUR	No	471.176	376.94
MEFFRV	FCC	FOMENTO DE CONSTRUC Y CONTRA	FCC	227.244	N/A	227.244	181.795	EUR	No	227.244	181.795
MEFFRV	FER	FERROVIAL SA	FER	419.989	N/A	419.989	335.991	EUR	No	419.99	335.992
MEFFRV	GAM	SIEMENS GAMESA RENEWABLE ENE	GAM	343.575	N/A	343.575	274.86	EUR	No	343.575	274.86
MEFFRV	GAS	NATURGY ENERGY GROUP SA	GAS	477.363	N/A	477.363	381.89	EUR	No	477.363	381.89
MEFFRV	GRF	GRIFOLS SA	GRF	1553.09	N/A	1553.09	1242.47	EUR	No	1553.09	1242.47
MEFFRV	IBE	IBERDROLA SA	IBE	170.021	N/A	170.021	136.017	EUR	No	170.021	136.017
MEFFRV	IBEX35	IBEX 35 Index	IBX	5000	4000	10000	8000	EUR	No	10000	8000
MEFFRV	IDR	INDRA SISTEMAS S.A.	IDR	166.496	N/A	166.496	133.197	EUR	No	166.496	133.197
MEFFRV	ITX	INDUSTRIA DE DISENO TEXTIL	ITX	477.348	N/A	477.348	381.878	EUR	No	477.348	381.878
MEFFRV	MAP	MAPFRE SA	MAP	55.83375	N/A	55.83375	44.667	EUR	No	55.83375	44.667
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	500	400	1000	800	EUR	Yes	1000	800
MEFFRV	MT	ARCELORMITTAL	MTS	286.53	N/A	286.53	229.224	EUR	No	286.53	229.224
MEFFRV	REE	RED ELECTRICA CORPORACION SA	REE	367.96	N/A	367.96	294.368	EUR	No	367.959	294.367
MEFFRV	REP	REPSOL SA	REP	260.243	N/A	260.243	208.195	EUR	No	260.243	208.195
MEFFRV	SAB2	BANCO DE SABADELL SA	SAB	55.83375	N/A	55.83375	44.667	EUR	No	55.83375	44.667
MEFFRV	SAN1	BANCO SANTANDER SA	SAN	76.7372	N/A	76.7372	61.3897	EUR	No	76.737	61.3896
MEFFRV	SCYR	SACYR SA	SVO	55.83375	N/A	55.83375	44.667	EUR	No	55.83375	44.667
MEFFRV	TEF	TELEFONICA SA	TEF	139.414	N/A	139.414	111.531	EUR	No	139.414	111.531
MEFFRV	TL5	MEDIASET ESPANA COMUNICACION	TL5	125.584	N/A	125.584	100.467	EUR	No	125.584	100.467

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	1195.19	N/A	1195.19	956.15	MXN	No	1195.19	956.15
MEXDER	CEMEXCPO	CEMEX SAB-CPO	CXC	795	N/A	795	795	MXN	No	1195.19	956.15
MEXDER	DEUA	United States dollar	DA	16580.70	N/A	16580.70	13264.56	USD	No	16580.70	13264.56
MEXDER	EURO	European Monetary Union Euro	EU	27999.39	N/A	27999.39	22399.51	MXP	No	27999.39	22399.51
MEXDER	FEMSAUBD	FOMENTO ECONOMICO MEXICA-UBD	FEM	3510.10	N/A	3510.10	2808.08	MXN	No	3510.10	2808.08
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	40174.57	N/A	40174.57	32139.66	MXN	Yes²	40174.57	32139.66
MEXDER	BONO10	10 Year Bond	M10	14755.12	N/A	14755.12	11804.10	MXN	No	14755.12	11804.10
MEXDER	BONO3	3 Year Bond	M3	6321.99	N/A	6321.99	5057.59	MXN	No	6321.99	5057.59
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	8128.79	N/A	8128.79	6503.03	MXN	No	8128.79	6503.03

Euronext France (MONEP)

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

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

National Stock Exchange of India (NSE)

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

Exchange NSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NSE	ACC	ACC LIMITED	ACC	66208.4	52966.4	132416.4	105933.2	INR	No	329.679	263.743
NSE	ADANIENT	ADANI ENTERPRISES LTD	ADANIENT	147325.6	117860.4	294651.6	235721.2	INR	No	73.5379	58.8303
NSE	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ADANIPORTS	112808.25	90246.5	225616.25	180493	INR	No	89.8715	71.8972
NSE	ADANIPOWE	ADANI POWER LIMITED	ADANIPOWER	235876	188701.2	471752	377402	INR	No	23.5376	18.8301
NSE	AJANTPHAR	AJANTA PHARMA LTD	AJANTPHARM	230837.5	230837.5	461675	461675	INR	No	1154.50	923.601
NSE	ALBK	ALLAHABAD BANK	ALBK	76916.84	61533.55	153834.2	123066.97	INR	No	11.7959	9.4367
NSE	AMARAJABA	AMARA RAJA BATTERIES LTD	AMARAJABAT	45142.23	36113.77	90284.6	72227.4	INR	No	128.44	102.752
NSE	AMBUJACEM	AMBUJA CEMENTS LIMITED	AMBUJACEM	57209	45767	114417.75	91534.25	INR	No	45.5796	36.4637
NSE	APOLLOHOS	APOLLO HOSPITALS ENTERPRISE	APOLLOHOSP	77089.5	61671.5	154178.5	123343	INR	No	307.12	245.696
NSE	APOLLOTYR	APOLLO TYRES LIMITED	APOLLOTYRE	73283.4	58626.9	146567.1	117253.5	INR	No	48.6807	38.9445
NSE	ARVIND	ARVIND LTD	ARVIND	22062.8	17650.18	44125.4	35300.4	INR	No	22.0002	17.6002
NSE	ASHOKLEY	ASHOK LEYLAND LIMITED	ASHOKLEY	36770.24	29416.2	73540.4	58832.4	INR	No	18.3101	14.6481
NSE	ASIANPAIN	ASIAN PAINTS LTD	ASIANPAINT	91878.6	73502.4	183756.6	147005.4	INR	No	304.998	243.999
NSE	AUROPHARM	AUROBINDO PHARMA LTD	AUROPHARMA	306925	306925	613850	613850	INR	No	820.595	656.476
NSE	AXISBANK	AXIS BANK LTD	AXISBANK	102538.56	82030.8	205077.6	164061.6	INR	No	170.185	136.148
NSE	BAJAJ-AUT	BAJAJ AUTO LIMITED	BAJAJ-AUTO	78258.5	62606.75	156516.75	125213.5	INR	No	623.48	498.784
NSE	BAJAJFINS	BAJAJ FINSERV LTD	BAJAJFINSV	114335.625	91468.5	228671.25	182937.5	INR	No	1821.77	1457.42
NSE	BAJFINANC	BAJAJ FINANCE LTD	BAJFINANCE	97655.5	78124.25	195310.75	156248.75	INR	No	777.993	622.395
NSE	BALKRISIN	BALKRISHNA INDUSTRIES LTD	BALKRISIND	65585.84	52468.64	131172	104937.6	INR	No	163.29	130.632
NSE	BANKBAROD	BANK OF BARODA	BANKBARODA	60420.8	48336.4	120841.2	96673.2	INR	No	30.0978	24.0783
NSE	BANKINDIA	BANK OF INDIA	BANKINDIA	65911.2	52728.84	131822.4	105457.8	INR	No	21.8954	17.5163
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	51151.4	40921	102302.8	81842.2	INR	Yes	5087.19	4069.75
NSE	BATAINDIA	BATA INDIA LTD	BATAINDIA	85195	68156	170390.55	136312.55	INR	No	308.513	246.811
NSE	BEL	BHARAT ELECTRONICS LTD	BEL	82404	65923.2	164808	131846.4	INR	No	27.368	21.8944
NSE	BEML	BEML LIMITED	BEML	80077.2	64061.76	160154.4	128123.8	INR	No	228.067	182.454
NSE	BERGEPAIN	BERGER PAINTS INDIA LTD	BERGEPAINT	77229.9	61783.92	154460.02	123568.06	INR	No	69.9216	55.9373
NSE	BHARATFIN	BHARAT FINANCIAL INCLUSION L	BHARATFIN	60728	48582.25	121455.5	97164.5	INR	No	242.111	193.689
NSE	BHARATFOR	BHARAT FORGE LIMITED	BHARATFORG	57812.04	46249.68	115624.2	92499.36	INR	No	95.9535	76.7628
NSE	BHARTIART	BHARTI AIRTEL LIMITED	BHARTIARTL	69960.2109	55968.1317	139920.4218	111936.2634	INR	No	75.2793	60.2234
NSE	BHEL	BHARAT HEAVY ELECTRICALS	BHEL	61014.3	48811.425	122028.75	97623	INR	No	16.208	12.9664
NSE	BIOCON	BIOCON LTD	BIOCON	225225	225225	450450	450450	INR	No	313.948	251.158
NSE	BOSCHLTD	BOSCH LIMITED	BOSCHLTD	54076.5	43261.2	108153	86522.4	INR	No	3590.14	2872.11
NSE	BPCL	BHARAT PETROLEUM CORP LTD	BPCL	75629.16	60503.4	151258.32	121006.62	INR	No	83.6824	66.9459
NSE	BRITANNIA	BRITANNIA INDUSTRIES LTD	BRITANNIA	63718.4	50974.6	127436.6	101949.4	INR	No	634.533	507.627
NSE	BSOFT	BIRLASOFT LTD	BSOFT	26163.225	20930.5125	52326.225	41861.025	INR	No	23.1686	18.5349
NSE	CADILAHC	CADILA HEALTHCARE LTD	CADILAHC	190280	190280	380560	380560	INR	No	297.676	238.141
NSE	CANBK	CANARA BANK	CANBK	64588.2	51670.6	129176.6	103341.2	INR	No	64.3508	51.4806
NSE	CANFINHOM	CAN FIN HOMES LTD	CANFINHOME	76228.74	60982.92	152457.48	121966.02	INR	No	84.3736	67.4989
NSE	CASTROLIN	CASTROL INDIA LTD	CASTROLIND	52101.6	41681.28	104203.2	83362.56	INR	No	30.5105	24.4084
NSE	CEATLTD	CEAT LIMITED	CEATLTD	41088	32870.4	82176	65740.8	INR	No	204.615	163.692
NSE	CENTURYTE	CENTURY TEXTILES & INDS LTD	CENTURYTEX	61589.4	49271.46	123178.8	98542.8	INR	No	204.448	163.558
NSE	CESC	CESC LIMITED	CESC	46068.935	36855.17	92137.65	73710.45	INR	No	166.836	133.469
NSE	CGPOWER	CG POWER AND INDUSTRIAL SOLU	CGPOWER	97980.24	78384.12	195960	156768	INR	No	16.305	13.044
NSE	CHENNPETR	CHENNAI PETROLEUM CORP LTD	CHENNPETRO	41461.92	33169.5	82923.66	66339	INR	No	45.8812	36.705
NSE	CHOLAFIN	CHOLAMANDALAM INVESTMENT AND	CHOLAFIN	78586.25	62869	157172.75	125738.25	INR	No	62.6066	50.0853
NSE	CIPLA	CIPLA LTD	CIPLA	190588	152471	381176	304941	INR	No	715.108	572.086
NSE	COALINDIA	COAL INDIA LTD	COALINDIA	62703.08	50162.64	125406.38	100325.06	INR	No	56.7654	45.4123
NSE	COLPAL	COLGATE PALMOLIVE (INDIA)	COLPAL	88832.1	71066.1	177664.2	142131.5	INR	No	252.744	202.195
NSE	CONCOR	CONTAINER CORP OF INDIA LTD	CONCOR	92044.7574	73635.7434	184090.14	147271.4868	INR	No	117.292	93.8336
NSE	CUMMINSIN	CUMMINS INDIA LTD	CUMMINSIND	56976.36	45581.13	113953	91162.4	INR	No	162.115	129.692
NSE	DABUR	DABUR INDIA LIMITED	DABUR	52954.375	42363.5	105908.75	84727	INR	No	84.377	67.5016
NSE	DCBBANK	DCB BANK LTD	DCBBANK	111600.9	89280.9	223201.8	178561.35	INR	No	49.3879	39.5103
NSE	DHFL	DEWAN HOUSING FINANCE CORP	DHFL	40237.5	33061.5	80475	66122.85	INR	No	55.0524	44.0419
NSE	DISHTV	DISH TV INDIA LTD	DISHTV	56598.16	45278.56	113196	90556.8	INR	No	14.1245	11.2996
NSE	DIVISLAB	DIVI'S LABORATORIES LTD	DIVISLAB	308200	308200	616400	616400	INR	No	1927.53	1542.02
NSE	DLF	DLF LIMITED	DLF	54862.34	43889.82	109724.94	87779.9	INR	No	42.0393	33.6315
NSE	DRREDDY	DR. REDDY'S LABORATORIES	DRREDDY	319287.5	319287.5	638575	638575	INR	No	3417.82	2734.26
NSE	EICHERMOT	EICHER MOTORS LTD	EICHERMOT	54851	43880.75	109702	87761.5	INR	No	4369.86	3495.89
NSE	ENGINERSI	ENGINEERS INDIA LTD	ENGINERSIN	51915.43	41532.59	103830.86	83064.77	INR	No	25.2121	20.1697
NSE	EQUITAS	EQUITAS HOLDINGS LTD/INDIA	EQUITAS	58246.8	46597.6	116494	93195.2	INR	No	29.011	23.2088
NSE	ESCORTS	ESCORTS LTD	ESCORTS	83595.16	66876.15	167190.1	133752.3	INR	No	151.504	121.203
NSE	EURINR	Euro in Indian Rupee	EURINR	4917.43	3933.95	9834.87	7867.89	INR	No	9659.48	7727.59
NSE	EXIDEIND	EXIDE INDUSTRIES LTD	EXIDEIND	43529	34823.2	87057.8	69646.4	INR	No	43.3414	34.6732
NSE	FEDERALBN	FEDERAL BANK LTD	FEDERALBNK	80780	64624.07	161560	129248	INR	No	22.98	18.384
NSE	GAIL	GAIL INDIA LTD	GAIL	105054.7302	84043.8375	210109.4604	168087.675	INR	No	78.4937	62.795
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	5516.05	4412.84	11032.11	8825.69	INR	No	10879.36	8703.49
NSE	GLENMARK	GLENMARK PHARMACEUTICALS LTD	GLENMARK	254425	254425	508850	508850	INR	No	637.181	509.745
NSE	GMRINFRA	GMR INFRASTRUCTURE LTD	GMRINFRA	74511.45	59609.25	149022.45	119218.05	INR	No	3.29911	2.63929
NSE	GODFRYPHL	GODFREY PHILLIPS INDIA LTD	GODFRYPHLP	66608.15	53286.52	133216.3	106572.9	INR	No	189.522	151.617
NSE	GODREJCP	GODREJ CONSUMER PRODUCTS LTD	GODREJCP	44112.36	35289.9	88224.6	70579.8	INR	No	146.429	117.143
NSE	GODREJIND	GODREJ INDUSTRIES LTD	GODREJIND	74680.95	59744.7	149361.9	119489.55	INR	No	99.1621	79.3296
NSE	GRASIM	GRASIM INDUSTRIES LTD	GRASIM	73349.475	58679.55	146699.25	117359.25	INR	No	194.786	155.829
NSE	GSFC	GUJARAT STATE FERT & CHEMICA	GSFC	49033.69	39226.811	98066.91	78453.81	INR	No	20.7778	16.6223
NSE	HAVELLS	HAVELLS INDIA LTD	HAVELLS	86866.5	69493.2	173733	138986	INR	No	173.008	138.406
NSE	HCLTECH	HCL TECHNOLOGIES LTD	HCLTECH	84116.2	67292.89	168232.4	134585.5	INR	No	239.332	191.465
NSE	HDFC	HOUSING DEVELOPMENT FINANCE	HDFC	120594.5	96475.5	241188.5	192951	INR	No	480.377	384.302
NSE	HDFCBANK	HDFC BANK LTD	HDFCBANK	67169.25	53735.5	134338.5	107470.75	INR	No	535.129	428.103
NSE	HEROMOTOC	HERO MOTOCORP LIMITED	HEROMOTOCO	57798.8	46239	115597.6	92478	INR	No	575.588	460.47
NSE	HEXAWARE	HEXAWARE TECHNOLOGIES LTD	HEXAWARE	60742.5	48594	121485.15	97188.15	INR	No	80.6526	64.5221
NSE	HINDALCO	HINDALCO INDUSTRIES LIMITED	HINDALCO	73789.8	59031.7	147579.6	118063.75	INR	No	41.9906	33.5925
NSE	HINDPETRO	HINDUSTAN PETROLEUM CORP	HINDPETRO	76150.83	60920.58	152301.45	121841.16	INR	No	72.2495	57.7996
NSE	HINDUNILV	HINDUSTAN UNILEVER LTD	HINDUNILVR	60112.5	48090	120225.3	96180	INR	No	399.076	319.26
NSE	HINDZINC	HINDUSTAN ZINC LTD	HINDZINC	82337.92	65870.4	164675.84	131740.8	INR	No	51.2487	40.999
NSE	IBULHSGFI	INDIABULLS HOUSING FINANCE L	IBULHSGFIN	65346.5	52277	130692.5	104554	INR	No	260.873	208.698
NSE	ICICIBANK	ICICI BANK LTD	ICICIBANK	64009.825	51207.75	128019.5125	102415.6375	INR	No	92.7176	74.1741
NSE	ICICIPRUL	ICICI PRUDENTIAL LIFE INSURA	ICICIPRULI	60682.95	48546.3	121365.75	97092.6	INR	No	80.573	64.4584
NSE	IDBI	IDBI BANK LIMITED	IDBI	80196.2	64157	160392	128314	INR	No	16.0018	12.8014
NSE	IDEA	VODAFONE IDEA LTD	IDEA	36209.23132	28967.34532	72418.26396	57934.69064	INR	No	3.63247	2.90598
NSE	IDFC	IDFC LTD	IDFC	59063.004	47250.324	118126.008	94500.78	INR	No	8.91144	7.12915
NSE	IDFCFIRST	IDFC FIRST BANK LTD	IDFCFIRSTB	61348.56	49078.92	122697.6	98157.84	INR	No	10.1873	8.14981
NSE	IFCI	IFCI LIMITED	IFCI	46831.05	37465.05	93662.45	74930.1	INR	No	2.67607	2.14086
NSE	IGL	INDRAPRASTHA GAS LTD	IGL	102281.575	81825.425	204563.425	163650.575	INR	No	74.0742	59.2593
NSE	INDIACEM	INDIA CEMENTS LIMITED	INDIACEM	61574.85	49259.7	123149.7	98519.85	INR	No	27.2791	21.8233
NSE	INDIANB	INDIAN BANK	INDIANB	63387.6	50710	126775	101420	INR	No	63.15	50.52
NSE	INDIGO	INTERGLOBE AVIATION LTD	INDIGO	107358.6	85887	214717.2	171773.4	INR	No	356.387	285.109
NSE	INDUSINDB	INDUSIND BANK LIMITED	INDUSINDBK	58060.8	46448.7	116121.9	92897.4	INR	No	385.798	308.638
NSE	INFIBEAM	INFIBEAM AVENUES LTD	INFIBEAM	86900	73918.8	173800	147837.2	INR	No	46.1492	36.9193
NSE	INFRATEL	BHARTI INFRATEL LTD	INFRATEL	60293.2	48234.6	120586.4	96469	INR	No	60.0432	48.0345
NSE	INFY	INFOSYS LTD	INFY	100009.92	80007.84	200019.6	160015.2	INR	No	165.983	132.786
NSE	IOC	INDIAN OIL CORPORATION LTD	IOC	59925.25	47940.2	119850.5	95880.4	INR	No	34.1055	27.2844
NSE	IRB	IRB INFRASTRUCTURE DEVELOPER	IRB	52505.6	42004.48	105011.2	84008.96	INR	No	32.7285	26.1828
NSE	ITC	ITC LTD	ITC	73765.44	59012.4	147530.88	118024.56	INR	No	61.2087	48.9669
NSE	JETAIRWAY	JET AIRWAYS INDIA LTD	JETAIRWAYS	28655	28655	57310	57310	INR	No	52.3579	41.8864
NSE	JINDALSTE	JINDAL STEEL & POWER LTD	JINDALSTEL	47132.325	37705.95	94264.65	75411.675	INR	No	41.7579	33.4063
NSE	JISLJALEQ	JAIN IRRIGATION SYSTEMS LTD	JISLJALEQS	86443.83	69155.1	172887.3	138310.2	INR	No	19.1847	15.3478
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	4012.45	3209.96	8024.89	6419.92	INR	No	7919.58	6335.67
NSE	JSWSTEEL	JSW STEEL LTD	JSWSTEEL	43985.7	35188.5	87971.4	70377.15	INR	No	58.4101	46.728
NSE	JUBLFOOD	JUBILANT FOODWORKS LTD	JUBLFOOD	69721	55776.5	139442	111553.5	INR	No	277.721	222.177
NSE	JUSTDIAL	JUST DIAL LTD	JUSTDIAL	145912.2	116729.34	291823	233458.4	INR	No	207.783	166.226
NSE	KAJARIACE	KAJARIA CERAMICS LIMITED	KAJARIACER	83227.82	66582.23	166455.9	133164.2	INR	No	127.518	102.014
NSE	KOTAKBANK	KOTAK MAHINDRA BANK LTD	KOTAKBANK	66380	53104	132760	106208	INR	No	330.525	264.42
NSE	KSCL	KAVERI SEED CO LTD	KSCL	333337.5	333337.5	666675	666675	INR	No	562.878	450.302
NSE	KTKBANK	KARNATAKA BANK LTD	KTKBANK	54914.33	43931.464	109828.66	87862.74	INR	No	23.2803	18.6242
NSE	LTFH	L&T FINANCE HOLDINGS LTD	L&TFH	66951.9	53561.7	133904.25	107123.4	INR	No	29.6565	23.7252
NSE	LICHSGFIN	LIC HOUSING FINANCE LTD	LICHSGFIN	65968.43	52774.7	131937.3	105549.4	INR	No	119.443	95.5541
NSE	LT	LARSEN & TOUBRO LIMITED	LT	62626.875	50101.5	125253.75	100203	INR	No	332.622	266.098
NSE	LUPIN	LUPIN LTD	LUPIN	246347.5	246347.5	492695	492695	INR	No	942.925	754.34
NSE	MM	MAHINDRA & MAHINDRA LIMITED	M&M	68179.8	54543.8	136360	109088	INR	No	135.797	108.638
NSE	MMFIN	MAHINDRA & MAHINDRA FIN SECS	M&MFIN	54577.75	43662.125	109155.375	87324.375	INR	No	86.9618	69.5695
NSE	MANAPPURA	MANAPPURAM FINANCE LTD	MANAPPURAM	101167.8	80934.6	202336.2	161868.6	INR	No	33.5977	26.8781
NSE	MARICO	MARICO LIMITED	MARICO	104893.1	83914.48	209785.94	167828.7	INR	No	80.3494	64.2795
NSE	MARUTI	MARUTI SUZUKI INDIA LTD	MARUTI	53385.6	42708.45	106771.5	85416.75	INR	No	1417.70	1134.16
NSE	MCDOWELL-	UNITED SPIRITS LTD	MCDOWELL-N	72123.25	57698.625	144246.25	115397.125	INR	No	114.91	91.9277
NSE	MCX	MULTI COMMODITY EXCH INDIA	MCX	61992.14	49593.74	123984	99187.2	INR	No	176.383	141.106
NSE	MFSL	MAX FINANCIAL SERVICES LTD	MFSL	54983.16	43986.6	109966.32	87973.08	INR	No	91.2636	73.0109
NSE	MGL	MAHANAGAR GAS LTD	MGL	57137.52	45709.98	114274.8	91420.2	INR	No	189.658	151.727
NSE	MINDTREE	MINDTREE LIMITED	MINDTREE	64445.4	51556.5	128891.4	103113	INR	No	213.919	171.135
NSE	MOTHERSUM	MOTHERSON SUMI SYSTEMS LTD	MOTHERSUMI	42248.97	33799.29	84497.94	67598.295	INR	No	29.5359	23.6287
NSE	MRF	MRF LIMITED	MRF	60345	48276	120690.1	96552	INR	No	12018.86	9615.08
NSE	MRPL	MANGALORE REFINERY & PETRO	MRPL	45783.64	36626.94	91567	73253.6	INR	No	13.0185	10.4148
NSE	MUTHOOTFI	MUTHOOT FINANCE LTD	MUTHOOTFIN	101346.45	81077.25	202693.5	162154.5	INR	No	134.566	107.653
NSE	NATIONALU	NATIONAL ALUMINIUM CO LTD	NATIONALUM	42141.28	33713.04	84282.4	67426	INR	No	10.4978	8.39825
NSE	NBCC	NBCC INDIA LTD	NBCC	55605.04	44484.08	111210.4	88968	INR	No	13.8513	11.081
NSE	NCC	NCC LTD	NCC	131319.2	105055.2	262638.4	210111.2	INR	No	32.7423	26.1939
NSE	NESTLEIND	NESTLE INDIA LIMITED	NESTLEIND	64355.5	51484.5	128711.5	102969	INR	No	2563.54	2050.83
NSE	NHPC	NHPC LTD	NHPC	73442.43	58753.89	146885.13	117508.05	INR	No	5.41519	4.33215
NSE	NIFTY50	Nifty 50	NIFTY	62267.55	49814.025	124535.25	99627.75	INR	Yes	1649.71	1319.76
NSE	NIITTECH	NIIT TECHNOLOGIES LTD	NIITTECH	108337.5	86670	216675	173340	INR	No	287.70	230.16
NSE	NMDC	NMDC LIMITED	NMDC	71886.6	57509.22	143773.2	115018.2	INR	No	23.8622	19.0897
NSE	NTPC	NTPC LIMITED	NTPC	71694.24	57355.2	143388	114710.4	INR	No	29.7475	23.798
NSE	OFSS	ORACLE FINANCIAL SERVICES	OFSS	53278.5	42622.8	106557	85245.6	INR	No	707.43	565.944
NSE	OIL	OIL INDIA LTD	OIL	65076.9141	52061.4633	130153.8282	104122.9266	INR	No	38.1293	30.5034
NSE	ONGC	OIL & NATURAL GAS CORP LTD	ONGC	69527.625	55622.25	139055.625	111244.5	INR	No	36.9315	29.5452
NSE	ORIENTBAN	ORIENTAL BANK OF COMMERCE	ORIENTBANK	81242	64993.46	162483.3	129987.2	INR	No	23.1244	18.4996
NSE	PAGEIND	PAGE INDUSTRIES LTD	PAGEIND	62976.25	50381	125952.5	100762	INR	No	5019.35	4015.48
NSE	PCJEWELLE	PC JEWELLER LTD	PCJEWELLER	138297.9	110638.45	276596.45	221276.9	INR	No	42.5158	34.0126
NSE	PEL	PIRAMAL ENTERPRISES LTD	PEL	79000.784	63200.748	158001.568	126401.194	INR	No	521.571	417.257
NSE	PETRONET	PETRONET LNG LTD	PETRONET	78236.7	62589.6	156473.7	125178.9	INR	No	51.9454	41.5563
NSE	PFC	POWER FINANCE CORPORATION	PFC	89854.12	71883.42	179708.24	143766.84	INR	No	28.8602	23.0882
NSE	PIDILITIN	PIDILITE INDUSTRIES LTD	PIDILITIND	69021	55216.5	138041.5	110433	INR	No	274.933	219.946
NSE	PNB	PUNJAB NATIONAL BANK	PNB	99145.9	79316.3	198291.8	158633.3	INR	No	28.2523	22.6019
NSE	POWERGRID	POWER GRID CORP. OF INDIA LTD.	POWERGRID	88832.4	71066	177665.2	142132	INR	No	44.2288	35.383
NSE	PVR	PVR LTD	PVR	72713.2	58170.4	145426.4	116341.2	INR	No	362.066	289.653
NSE	RAMCOCEM	RAMCO CEMENTS LTD/THE	RAMCOCEM	69925.2	55940.16	139850.4	111880	INR	No	174.088	139.27
NSE	RAYMOND	RAYMOND LIMITED	RAYMOND	68611.2	54888.96	137222.4	109777.6	INR	No	170.84	136.672
NSE	RBLBANK	RBL BANK LTD	RBLBANK	82813.32	66250.68	165626.4	132501.6	INR	No	137.447	109.958
NSE	RECLTD	REC LTD	RECLTD	103198.8	82559.4	206397.6	165118.2	INR	No	34.2496	27.3997
NSE	RELCAPITA	RELIANCE CAPITAL LIMITED	RELCAPITAL	35175	28160.25	70350	56320.5	INR	No	46.8838	37.507
NSE	RELIANCE	RELIANCE INDUSTRIES LIMITED	RELIANCE	70847.5	56678	141695.5	113356.5	INR	No	282.216	225.773
NSE	RELINFRA	RELIANCE INFRASTRUCTURE LTD	RELINFRA	23014.16	18411.25	46028.19	36822.63	INR	No	35.3563	28.285
NSE	REPCOHOME	REPCO HOME FINANCE LTD	REPCOHOME	71642.78	57314.18	143286	114628.8	INR	No	129.935	103.948
NSE	RPOWER	RELIANCE POWER LIMITED	RPOWER	27624.32	22099.44	55248.64	44198.88	INR	No	3.45304	2.76243
NSE	SAIL	STEEL AUTHORITY OF INDIA	SAIL	101144.88	80915.88	202290	161832	INR	No	16.82	13.456
NSE	SBIN	STATE BANK OF INDIA	SBIN	112712.4	90169.8	225424.8	180339.9	INR	No	74.8416	59.8733
NSE	SHREECEM	SHREE CEMENT LIMITED	SHREECEM	113209.5	90567.5	226419	181135.5	INR	No	4509.57	3607.66
NSE	SIEMENS	SIEMENS LTD	SIEMENS	77309.65	61848.05	154619.3	123695.55	INR	No	279.951	223.961
NSE	SOUTHBANK	SOUTH INDIAN BANK LTD	SOUTHBANK	48389.50551	38711.33928	96778.67961	77423.00997	INR	No	2.90771	2.32617
NSE	SRF	SRF LIMITED	SRF	82391	65912.75	164782	131825.5	INR	No	656.391	525.112
NSE	SRTRANSFI	SHRIRAM TRANSPORT FINANCE	SRTRANSFIN	90487.8	72390.6	180976.2	144780.6	INR	No	300.652	240.521
NSE	STAR	STRIDES PHARMA SCIENCE LTD	STAR	215902.5	215902.5	431805	431805	INR	No	495.494	396.395
NSE	SUNPHARMA	SUN PHARMACEUTICAL INDUS	SUNPHARMA	50372.19	40297.73	100744.27	80595.46	INR	No	91.5857	73.2686
NSE	SUNTV	SUN TV NETWORK LIMITED	SUNTV	57602.9	46082.3	115206	92164.6	INR	No	114.718	91.7746
NSE	SUZLON	SUZLON ENERGY LIMITED	SUZLON	71655.688	57324.52	143311.68	114649.04	INR	No	1.88568	1.50854
NSE	SYNDIBANK	SYNDICATE BANK	SYNDIBANK	77022.3	61617.75	154044	123235.65	INR	No	10.2321	8.18571
NSE	TATACHEM	TATA CHEMICALS LIMITED	TATACHEM	50664.675	40531.725	101329.5	81063.75	INR	No	134.543	107.635
NSE	TATACOMM	TATA COMMUNICATIONS LIMITED	TATACOMM	55449	44359.2	110898	88718.4	INR	No	110.435	88.3484
NSE	TATAELXSI	TATA ELXSI LIMITED	TATAELXSI	37597.36	30077.88	75194.8	60155.6	INR	No	187.199	149.759
NSE	TATAGLOBA	TATA GLOBAL BEVERAGES LTD	TATAGLOBAL	61207.2	48965.85	122414.4	97931.475	INR	No	54.1814	43.3451
NSE	TATAMOTOR	TATA MOTORS LTD	TATAMOTORS	40057	32045.6	80114	64091.2	INR	No	39.9195	31.9356
NSE	TATAMTRDV	TATA MOTORS LTD-A-DVR	TATAMTRDVR	37651.122	30120.89	75302.32	60241.78	INR	No	19.7414	15.7931
NSE	TATAPOWER	TATA POWER CO LTD	TATAPOWER	63394.02	50715.27	126788.4	101430.9	INR	No	14.0251	11.2201
NSE	TATASTEEL	TATA STEEL LTD	TATASTEEL	66038.2315	52830.5852	132076.463	105661.1704	INR	No	124.033	99.2264
NSE	TCS	TATA CONSULTANCY SVCS LTD	TCS	62678.25	50142.5	125356.5	100285.25	INR	No	499.338	399.471
NSE	TECHM	TECH MAHINDRA LTD	TECHM	97843.2	78274.56	195686.4	156549.6	INR	No	162.397	129.918
NSE	TITAN	TITAN CO LTD	TITAN	106021.5	84817.5	212043	169634.25	INR	No	281.549	225.239
NSE	TORNTPHAR	TORRENT PHARMACEUTICALS LTD	TORNTPHARM	373462.5	373462.5	746925	746925	INR	No	1874.23	1499.38
NSE	TORNTPOWE	TORRENT POWER LTD	TORNTPOWER	81132.6	64906.2	162265.2	129812.1	INR	No	53.8634	43.0907
NSE	TV18BRDCS	TV18 BROADCAST LTD	TV18BRDCST	45440.33	36352.29	90880.79	72704.58	INR	No	6.97833	5.58266
NSE	TVSMOTOR	TVS MOTOR CO LTD	TVSMOTOR	48745	38996	97489.9	77992	INR	No	97.0899	77.6719
NSE	UBL	UNITED BREWERIES LTD	UBL	104444.2	83555.5	208889.1	167111	INR	No	297.175	237.74
NSE	UJJIVAN	UJJIVAN FINANCIAL SERVICES L	UJJIVAN	81443.04	65154.4	162886.4	130308.96	INR	No	101.504	81.2031
NSE	ULTRACEMC	ULTRATECH CEMENT LTD	ULTRACEMCO	99502.4	79602	199004.8	159203.8	INR	No	990.899	792.719
NSE	UNIONBANK	UNION BANK OF INDIA	UNIONBANK	71569.4	57255.38	143138.1	114510.9	INR	No	20.3858	16.3087
NSE	UPL	UPL LTD	UPL	63200.4	50560.38	126400.8	101121	INR	No	209.793	167.835
NSE	USDINR	US Dollars in Indian Rupee	USDINR	4422.89	3538.31	8845.78	7076.62	INR	Yes	8739.51	6991.61
NSE	VEDL	VEDANTA LTD	VEDL	42973.66	34379.02	85947.55	68758.04	INR	No	37.2185	29.7748
NSE	VGUARD	V-GUARD INDUSTRIES LTD	VGUARD	78658.5	62926.8	157316.7	125853.6	INR	No	52.2264	41.7812
NSE	VOLTAS	VOLTAS LIMITED	VOLTAS	67501.7	54001.4	135003	108003	INR	No	134.441	107.553
NSE	WIPRO	WIPRO LTD	WIPRO	103213.44	82570.88	206426.88	165141.76	INR	No	64.2335	51.3868
NSE	WOCKPHARM	WOCKHARDT LIMITED	WOCKPHARMA	155092.5	155092.5	310185	310185	INR	No	431.379	345.103
NSE	YESBANK	YES BANK LTD	YESBANK	44326.8	35461.3	88653.425	70922.775	INR	No	50.5591	40.4473
NSE	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZEEL	101683.01	81346.33	203365.5	162692.4	INR	No	156.11	124.888

ICE Futures U.S. (NYBOT)

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

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	CC	Cocoa NYBOT	CC	2375	N/A	2375	1900	USD	Yes	2375	1900
NYBOT	CT	Cotton No. 2	CT	3312.50	N/A	3312.50	2650	USD	Yes	3312.50	2650
NYBOT	DX	NYBOT US Dollar FX	DX	3703.96	N/A	3703.96	2963.17	USD	Yes	3703.96	2963.17
NYBOT	NYFANG	NYSE FANG+ Index	FNG	15945	N/A	15945	12756	USD	No	15945	12756
NYBOT	KC	Coffee "C"	KC	3750	N/A	3750	3000	USD	Yes	3750	3000
NYBOT	OJ	FC Orange Juice "A"	OJ	1663.75	N/A	1663.75	1331	USD	Yes	1663.75	1331
NYBOT	RS	Canola	RS	425	N/A	425	340	CAD	No	425	340
NYBOT	SB	Sugar No. 11	SB	1199.80	N/A	1199.80	959.84	USD	Yes	1199.80	959.84
NYBOT	SF	Sugar #16 112000 lbs	SF	1176	N/A	1176	940.80	USD	No	1176	940.80

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	5966.25	N/A	5966.25	4773	USD	No	5966.25	4773
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	5966.25	N/A	5966.25	4773	USD	Yes²	5966.25	4773
NYMEX	CL	Light Sweet Crude Oil	CL	2847.50	2278	5695	4556	USD	Yes	5695	4556
NYMEX	GC	Gold	GC	3003.875	2403.10	4291.25	3433	USD	Yes	4291.25	3433
NYMEX	HG	NYMEX Copper Index	HG	2791.25	2233	3987.50	3190	USD	Yes	3987.50	3190
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	1058.75	847	1512.50	1210	USD	No	1512.50	1210
NYMEX	HO	Heating Oil	HO	4298.44	3438.75	6140.625	4912.50	USD	Yes	6140.625	4912.50
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	1482.25	1185.80	2117.50	1694	USD	No	2117.50	1694
NYMEX	HRC	Hot-Rolled Coil Steel Index	HRC	531.25	N/A	531.25	425	USD	No	531.25	425
NYMEX	MGC	E-Micro Gold	MGC	300.3875	240.31	429.125	343.30	USD	No	429.125	343.30
NYMEX	NG	Henry Hub Natural Gas	NG	1482.25	1185.80	2117.50	1694	USD	Yes	2117.50	1694
NYMEX	PA	NYMEX Palladium Index	PA	15250	N/A	15250	12200	USD	No	15250	12200
NYMEX	PL	NYMEX Platinum Index	PL	2337.50	N/A	2337.50	1870	USD	No	2337.50	1870
NYMEX	QC	COMEX MINY Copper	QC	1395.625	1116.50	1993.75	1595	USD	No	1993.75	1595
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	370.5625	296.45	529.375	423.50	USD	No	529.375	423.50
NYMEX	QH	NYMEX MINY Heating Oil Index	QH	2149.22	1719.375	3070.31	2456.25	USD	No	3070.31	2456.25
NYMEX	QI	COMEX MINY Silver	QI	1559.25	1155	2227.50	1650	USD	No	2227.50	1650
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	1423.75	1139	2847.50	2278	USD	No	2847.50	2278
NYMEX	QO	COMEX MINY Gold	QO	1501.94	1201.55	2145.625	1716.50	USD	No	2145.625	1716.50
NYMEX	QU	NYMEX MINY Gasoline RBOB Index	QU	2403.625	1922.90	3433.75	2747	USD	No	3433.75	2747
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	4807.25	3845.80	6867.50	5494	USD	Yes	6867.50	5494
NYMEX	SI	NYMEX Silver Index	SI	3118.50	2310	4455	3300	USD	Yes	4455	3300
NYMEX	SI	NYMEX Silver Index	SIL	623.70	462	891	660	USD	No	891	660
NYMEX	TT	NYMEX Cotton index	TT	3750	N/A	3750	3000	USD	No	3750	3000
NYMEX	UX	NYMEX Uranium Index	UX	468	N/A	468	374.40	USD	No	468	374.40

New York Stock Exchange/Liffe (NYSE LIFFE)

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

Exchange NYSELIFFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	5625	N/A	5625	4500	USD	No	5625	4500
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3251.25	N/A	3251.25	2601	USD	No	3251.25	2601
NYSELIFFE	MXUS	MSCI USA Index	MUN	11715	N/A	11715	9372	USD	No	11715	9372
NYSELIFFE	YG	Mini Sized NY Gold Futures	YG	1395.57	N/A	1395.57	1116.46	USD	Yes²	1395.57	1116.46
NYSELIFFE	YI	Mini Sized NY Silver Futures	YI	788.75	N/A	788.75	631	USD	Yes²	788.75	631
NYSELIFFE	ZG	Gold 100 Troy Oz	ZG	4340.81	N/A	4340.81	3472.645	USD	Yes²	4340.81	3472.645
NYSELIFFE	ZI	CBOT 5000 Oz Silver Futures	ZI	3943.75	N/A	3943.75	3155	USD	Yes²	3943.75	3155

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	3424.68	N/A	3424.68	2739.74	SEK	No	3424.68	2739.74
OMS	ALFA	ALFA LAVAL AB	ALFA.FWD	3815.61	N/A	3815.61	3052.49	SEK	No	3815.61	3052.49
OMS	AZN	ASTRAZENECA PLC	AZN.FWD	18449.97	N/A	18449.97	14759.98	SEK	No	18449.97	14759.98
OMS	BOL	BOLIDEN AB	BOLI.FWD	4430.36	N/A	4430.36	3544.28	SEK	No	4430.36	3544.28
OMS	ELUX.B	ELECTROLUX, AB SER. B	ELUXB.FWD	4378.11	N/A	4378.11	3502.49	SEK	No	4378.11	3502.49
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB.FWD	1722.37	N/A	1722.37	1377.90	SEK	No	1722.37	1377.90
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB	3575	N/A	3575	2860	SEK	No	3575	2860
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB.FWD	3573.75	N/A	3573.75	2859	SEK	No	3573.75	2859
OMS	HOLM.B	HOLMEN AB-B SHARES	HOLMB.FWD	3559.90	N/A	3559.90	2847.92	SEK	No	3559.90	2847.92
OMS	HUSQ.B	HUSQVARNA AB-B SHS	HUSQB.FWD	1590.80	N/A	1590.80	1272.64	SEK	No	1590.80	1272.64
OMS	INVE.B	INVESTOR AB-B SHS	INVEB.FWD	8428.10	N/A	8428.10	6742.48	SEK	No	8428.10	6742.48
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	LUPE.FWD	5382.83	N/A	5382.83	4306.26	SEK	No	5382.83	4306.26
OMS	NDA	NORDEA BANK ABP	NDASE.FWD	1282.68	N/A	1282.68	1026.15	SEK	No	1282.68	1026.15
OMS	NOKIASEK	NOKIA OYJ	NOKIA.FWD	888.747	N/A	888.747	710.998	SEK	No	888.747	710.998
OMS	OMXS30	OMX Index (Sweden)	OMXS30	17100	N/A	17100	13680	SEK	Yes	17100	13680
OMS	SAND	SANDVIK AB	SAND	3112.49	N/A	3112.49	2489.99	SEK	No	3112.49	2489.99
OMS	SAND	SANDVIK AB	SAND.FWD	3111.89	N/A	3111.89	2489.51	SEK	No	3111.89	2489.51
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA.FWD	1663.09	N/A	1663.09	1330.47	SEK	No	1663.09	1330.47
OMS	SHB.A	SVENSKA HANDELSBANKEN-A SHS	SHBA.FWD	1727.62	N/A	1727.62	1382.10	SEK	No	1727.62	1382.10
OMS	SKA.B	SKANSKA AB-B SHS	SKAB	3132.18	N/A	3132.18	2505.74	SEK	No	3132.18	2505.74
OMS	SKA.B	SKANSKA AB-B SHS	SKAB.FWD	3132.18	N/A	3132.18	2505.74	SEK	No	3132.18	2505.74
OMS	SKF.B	SKF AB-B SHARES	SKFB.FWD	3051.875	N/A	3051.875	2441.50	SEK	No	3051.88	2441.50
OMS	SSAB.A	SSAB AB-A SHARES	SSABA.FWD	605.623	N/A	605.623	484.498	SEK	No	605.623	484.498
OMS	STER	STORA ENSO OYJ-R SHS	STER.FWD	1925.62	N/A	1925.62	1540.49	SEK	No	1925.62	1540.49
OMS	SWED.A	SWEDBANK AB - A SHARES	SWEDA.FWD	3297.50	N/A	3297.50	2638	SEK	No	3297.50	2638
OMS	TEL2.B	-	TEL2B	2531.24	N/A	2531.24	2024.99	SEK	No	2531.24	2024.99
OMS	TELIA	TELIA CO AB	TLSN.FWD	787.685	N/A	787.685	630.148	SEK	No	787.685	630.148
OMS	TREL.B	TRELLEBORG AB-B SHS	TRELB.FWD	2489.49	N/A	2489.49	1991.59	SEK	No	2489.49	1991.59
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB.FWD	2818.72	N/A	2818.72	2254.97	SEK	No	2818.72	2254.97

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	180956.00	N/A	180956.00	144764.80	JPY	No	180956.00	144764.80
OSE.JPN	JGB	Japanese Government Bonds	JGBL	1901294.99	N/A	1901294.99	1521035.99	JPY	Yes	1901294.99	1521035.99
OSE.JPN	MJ	Mini 10 Year JGB	JGBLM	190129.50	N/A	190129.50	152103.60	JPY	No	190129.50	152103.60
OSE.JPN	JPNK400	JPX-Nikkei Index 400	JN400	102323.91	N/A	102323.91	81859.13	JPY	No	102323.91	81859.13
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTHE	125262.30	N/A	125262.30	100209.84	JPY	No	125262.30	100209.84
OSE.JPN	N225	Nikkei 225	NK225	760299.47	608239.58	1520598.95	1216479.16	JPY	Yes	1520598.95	1216479.16
OSE.JPN	N225M	Nikkei 225 Mini	NK225M	76029.95	60823.96	152059.89	121647.92	JPY	No	152059.89	121647.92
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NKVI	95625	N/A	95625	76500	JPY	No	294711.25	235769
OSE.JPN	TSEREIT	TSE REIT Index	REIT	74649.65	N/A	74649.65	59719.72	JPY	No	74649.65	59719.72
OSE.JPN	TOPX	TOPIX Index	TOPIX	577427.41	461941.93	1154854.81	923883.85	JPY	No	1154854.81	923883.85
OSE.JPN	MNTPX	Japan Mini Topix	TOPIXM	58571.56	46857.25	117143.12	93714.50	JPY	No	117143.12	93714.50
OSE.JPN	TPXC30	Topix Core30	TPX30	52764.56	N/A	52764.56	42211.65	JPY	No	52764.56	42211.65

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	113242.72	N/A	113242.72	90594.18	JPY	No	113242.72	90594.18
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	879.222	N/A	879.222	703.378	USD	No	879.222	703.378
SGX	M3CNX	MSCI China Free Price USD Index	CH	5890.50	N/A	5890.50	4712.40	USD	No	5890.50	4712.40
SGX	XINA50	FTSE/Xinhua China A50	CN	1176.82	N/A	1176.82	941.453	USD	No	1176.82	941.453
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	11099.21	N/A	11099.21	8879.37	USD	No	11099.21	8879.37
SGX	SEY	Euroyen (TIBOR) Index	EY	52500.05	N/A	52500.05	42000.04	JPY	No	52500.05	42000.04
SGX	SCI	SGX TSI Iron Ore Futures	FEF	1380.08	N/A	1380.08	1104.07	USD	No	1380.08	1104.07
SGX	MXID	MSCI Indonesia Index	ID	892.425	N/A	892.425	713.94	USD	No	892.425	713.94
SGX	NIFTY	CNX Nifty Index	IN	1365.60	N/A	1365.60	1092.48	USD	Yes	1365.60	1092.48
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3500.35	N/A	3500.35	2800.28	USD	No	3500.35	2800.28
SGX	SGB	SGX Mini JGB Index	JB	190092.38	N/A	190092.38	152073.90	JPY	No	190092.38	152073.90
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	337310.81	N/A	337310.81	269848.65	JPY	No	337310.81	269848.65
SGX	KU	SGX Korean Won in US Dollar Futures	KU	2826.92	N/A	2826.92	2261.53	USD	No	2826.92	2261.53
SGX	MXMY	MSCI Malaysia Index	MY	1006.865	N/A	1006.865	805.492	USD	No	1006.865	805.492
SGX	M1CNX	MSCI China Free Net Total Return (USD) Index	NCH	6226.86	N/A	6226.86	4981.48	USD	No	6226.86	4981.48
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1288742.28	N/A	1288742.28	890993.82	JPY	No	1288742.28	890993.82
SGX	SGXNK	SGX: Nikkei 225	NK	386666.25	309333	773332.50	618666	JPY	Yes	773332.50	618666
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	76208.88	60967.11	152417.76	121934.21	JPY	No	152417.76	121934.21
SGX	N225U	SGX: USD Nikkei 225 Index	NU	7655.48	N/A	7655.48	6124.38	USD	No	7655.48	6124.38
SGX	SSG	MSCI Singapore Free Index	SGP	2283.40	N/A	2283.40	1826.72	SGD	Yes²	2283.40	1826.72
SGX	STI	SGX Straits Times Index	ST	2749.88	N/A	2749.88	2199.90	SGD	No	2749.88	2199.90
SGX	TSR20	SICOM Rubber	TF	687.50	N/A	687.50	550	USD	No	687.50	550
SGX	MXTH	MSCI Thailand index	TH	1012.69	N/A	1012.69	810.15	USD	No	1012.69	810.15
SGX	STW	MSCI Taiwan Index	TW	1155.50	924.399	2311.00	1848.80	USD	Yes	2311.00	1848.80
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	101235.88	N/A	101235.88	80988.70	CNH	No	101235.88	80988.70
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	3725620.87	N/A	3725620.87	2980496.69	JPY	No	3725620.87	2980496.69
SGX	US	SGX US Dollar in Singapore Dollar Futures	US	2122.81	N/A	2122.81	1698.25	SGD	No	2122.81	1698.25
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	745124.17	N/A	745124.17	596099.34	JPY	No	745124.17	596099.34
SGX	AMBUJACEM	AMBUJA CEMENTS LIMITED	ZACE	1000	N/A	1000	800	USD	No	1000	800
SGX	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ZADS	2000	N/A	2000	1600	USD	No	2000	1600
SGX	ASIANPAIN	ASIAN PAINTS LTD	ZAPN	1500	N/A	1500	1200	USD	No	1500	1200
SGX	AUROPHARM	AUROBINDO PHARMA LTD	ZARB	6126.50	N/A	6126.50	6126.50	USD	No	7663.46	6130.77
SGX	AXISBANK	AXIS BANK LTD	ZAXS	1625	N/A	1625	1300	USD	No	1625	1300
SGX	BAJFINANC	BAJAJ FINANCE LTD	ZBAF	3500	N/A	3500	2800	USD	No	3500	2800
SGX	BHARTIART	BHARTI AIRTEL LIMITED	ZBHA	1125	N/A	1125	900	USD	No	1125	900
SGX	INFRATEL	BHARTI INFRATEL LTD	ZBHI	875	N/A	875	700	USD	No	875	700
SGX	BAJAJ-AUT	BAJAJ AUTO LIMITED	ZBJA	1400.65	N/A	1400.65	1120.52	USD	No	1400.65	1120.52
SGX	BOSCHLTD	BOSCH LIMITED	ZBOS	2000	N/A	2000	1600	USD	No	2000	1600
SGX	BPCL	BHARAT PETROLEUM CORP LTD	ZBPC	1625	N/A	1625	1300	USD	No	1625	1300
SGX	CIPLA	CIPLA LTD	ZCIP	5008.97	N/A	5008.97	4007.17	USD	No	10017.94	8014.35
SGX	COALINDIA	COAL INDIA LTD	ZCOA	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	DRREDDY	DR. REDDY'S LABORATORIES	ZDRR	12759.75	N/A	12759.75	12759.75	USD	No	15960.44	12768.35
SGX	EICHERMOT	EICHER MOTORS LTD	ZEIM	2875	N/A	2875	2300	USD	No	2875	2300
SGX	GAIL	GAIL INDIA LTD	ZGAI	1221.58	N/A	1221.58	977.262	USD	No	1221.58	977.262
SGX	HCLTECH	HCL TECHNOLOGIES LTD	ZHCL	1125	N/A	1125	900	USD	No	1125	900
SGX	HDFCBANK	HDFC BANK LTD	ZHDB	2394.88	N/A	2394.88	1915.90	USD	No	2394.88	1915.90
SGX	HDFC	HOUSING DEVELOPMENT FINANCE	ZHDF	2158.75	N/A	2158.75	1727.00	USD	No	2158.75	1727.00
SGX	HEROMOTOC	HERO MOTOCORP LIMITED	ZHMC	1500	N/A	1500	1200	USD	No	1500	1200
SGX	HINDALCO	HINDALCO INDUSTRIES LIMITED	ZHND	1250	N/A	1250	1000	USD	No	1250	1000
SGX	HINDPETRO	HINDUSTAN PETROLEUM CORP	ZHPC	1250	N/A	1250	1000	USD	No	1250	1000
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	1784.93	N/A	1784.93	1427.95	USD	No	1784.93	1427.95
SGX	ICICIBANK	ICICI BANK LTD	ZICI	1666.35	N/A	1666.35	1333.08	USD	No	1666.35	1333.08
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	875	N/A	875	700	USD	No	875	700
SGX	INDUSINDB	INDUSIND BANK LIMITED	ZIIB	1000	N/A	1000	800	USD	No	1000	800
SGX	INFY	INFOSYS LTD	ZINF	1492.29	N/A	1492.29	1193.83	USD	No	1492.29	1193.83
SGX	IOC	INDIAN OIL CORPORATION LTD	ZIOC	812.50	N/A	812.50	650	USD	No	812.50	650
SGX	ITC	ITC LTD	ZITC	1125	N/A	1125	900	USD	No	1125	900
SGX	KOTAKBANK	KOTAK MAHINDRA BANK LTD	ZKMB	1486.34	N/A	1486.34	1189.07	USD	No	1486.34	1189.07
SGX	LUPIN	LUPIN LTD	ZLPC	3520.50	N/A	3520.50	3520.50	USD	No	4403.61	3522.89
SGX	LT	LARSEN & TOUBRO LIMITED	ZLT	1493.63	N/A	1493.63	1194.90	USD	No	1493.63	1194.90
SGX	MM	MAHINDRA & MAHINDRA LIMITED	ZMM	1500	N/A	1500	1200	USD	No	1500	1200
SGX	MARUTI	MARUTI SUZUKI INDIA LTD	ZMSI	750	N/A	750	600	USD	No	750	600
SGX	NTPC	NTPC LIMITED	ZNTP	1062.50	N/A	1062.50	850	USD	No	1062.50	850
SGX	ONGC	OIL & NATURAL GAS CORP LTD	ZONG	1187.50	N/A	1187.50	950	USD	No	1187.50	950
SGX	POWERGRID	POWER GRID CORP. OF INDIA LTD.	ZPWG	1192.60	N/A	1192.60	954.081	USD	No	1192.60	954.081
SGX	RELIANCE	RELIANCE INDUSTRIES LIMITED	ZRIL	2750	N/A	2750	2200	USD	No	2750	2200
SGX	SBIN	STATE BANK OF INDIA	ZSBI	1681.28	N/A	1681.28	1345.03	USD	No	1681.28	1345.03
SGX	SUNPHARMA	SUN PHARMACEUTICAL INDUS	ZSUN	583.611	N/A	583.611	466.889	USD	No	583.611	466.889
SGX	TATASTEEL	TATA STEEL LTD	ZTAT	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	TCS	TATA CONSULTANCY SVCS LTD	ZTCS	2242.60	N/A	2242.60	1794.08	USD	No	2242.60	1794.08
SGX	TECHM	TECH MAHINDRA LTD	ZTEC	1875	N/A	1875	1500	USD	No	1875	1500
SGX	TATAMOTOR	TATA MOTORS LTD	ZTTM	625	N/A	625	500	USD	No	625	500
SGX	UPL	UPL LTD	ZUPL	1886.05	N/A	1886.05	1508.84	USD	No	1886.05	1508.84
SGX	ULTRACEMC	ULTRATECH CEMENT LTD	ZUTC	2225.34	N/A	2225.34	1780.27	USD	No	2225.34	1780.27
SGX	VEDL	VEDANTA LTD	ZVED	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	WIPRO	WIPRO LTD	ZWPR	1375	N/A	1375	1100	USD	No	1375	1100
SGX	YESBANK	YES BANK LTD	ZYES	1125	N/A	1125	900	USD	No	1125	900
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	1500	N/A	1500	1200	USD	No	1500	1200

ASX24 (SNFE)⁴

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

Exchange SNFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SNFE	MSPI	ASX Mini SPI 200 Index	AM	944.05	755.24	1888.10	1510.48	AUD	No	1888.10	1510.48
SNFE	SPI	S&P/ASX 200 Index (Australia)	AP	4702.10	3761.68	9404.20	7523.36	AUD	Yes	9404.20	7523.36
SNFE	IB	30 Day Interbank Cash Rate	IB	278.75	N/A	278.75	223	AUD	No	278.75	223
SNFE	IR	90 Day Bills	IR	397.50	N/A	397.50	318	AUD	No	397.50	318
SNFE	XT	10 Year Treasury Bond 6%	XT	3095	N/A	3095	2476	AUD	No	3095	2476
SNFE	YT	3 Year Treasury Bond 6%	YT	783.75	N/A	783.75	627	AUD	No	783.75	627

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	359.888	N/A	359.888	287.91	CHF	No	359.888	287.91
SOFFEX	ADEN	ADECCO GROUP AG-REG	ADEF	1103.19	N/A	1103.19	882.554	CHF	No	1103.19	882.554
SOFFEX	BAER	JULIUS BAER GROUP LTD	BAEI	782.397	N/A	782.397	625.918	CHF	No	782.397	625.918
SOFFEX	BALN	BALOISE HOLDING AG - REG	BALF	3266.08	N/A	3266.08	2612.86	CHF	No	3266.08	2612.86
SOFFEX	CFR	CIE FINANCIERE RICHEMONT-REG	CFRI	1526.17	N/A	1526.17	1220.94	CHF	No	1526.17	1220.94
SOFFEX	CLN	CLARIANT AG-REG	CLNF	357.825	N/A	357.825	286.26	CHF	No	357.825	286.26
SOFFEX	CONF	Swiss Federal Long-Term Bonds	CONF	2200	N/A	2200	1760	CHF	No	2200	1760
SOFFEX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	1428.92	N/A	1428.92	1143.14	CHF	Yes²	1428.92	1143.14
SOFFEX	SMIDP	SMI Dividend Points Index	FSMD	7873.97	N/A	7873.97	6200.75	CHF	No	7873.97	6200.75
SOFFEX	SMI	Swiss Market Index	FSMI	4689.76	3751.81	9379.52	7503.61	CHF	Yes	9379.52	7503.61
SOFFEX	SMIM	Swiss Mid-cap Index	FSMM	2355.35	N/A	2355.35	1884.28	CHF	Yes²	2355.35	1884.28
SOFFEX	GAM	GAM HOLDING AG	GAMF	117.174	N/A	117.174	93.7392	CHF	No	117.174	93.7391
SOFFEX	GEBN	GEBERIT AG-REG	GBRI	8744.55	N/A	8744.55	6995.64	CHF	No	8744.55	6995.64
SOFFEX	GIVN	GIVAUDAN-REG	GIVG	5307.85	N/A	5307.85	4246.28	CHF	No	5307.85	4246.28
SOFFEX	KUD	KUDELSKI SA-BR	KUDG	597.969	N/A	597.969	597.939	CHF	No	747.424	597.939
SOFFEX	NESN	NESTLE SA-REG	NESG	1916.90	N/A	1916.90	1533.52	CHF	No	1916.90	1533.52
SOFFEX	NORB	NOVN: NOVARTIS AG-REG: ADJ	NOVF	1934.52	N/A	1934.52	1547.62	CHF	No	1934.53	1547.62
SOFFEX	OERL	OC OERLIKON CORP AG-REG	OERG	225.427	N/A	225.427	180.342	CHF	No	225.427	180.342
SOFFEX	ROG	ROCHE HOLDING AG-GENUSSCHEIN	ROGF	5228.17	N/A	5228.17	4182.53	CHF	No	5228.17	4182.53
SOFFEX	SCMN	SWISSCOM AG-REG	SCMH	930.889	N/A	930.889	744.712	CHF	No	930.889	744.711
SOFFEX	SGSN	SGS SA-REG	SGSL	4882.25	N/A	4882.25	3905.80	CHF	No	4882.25	3905.80
SOFFEX	SLHN	SWISS LIFE HOLDING AG-REG	SLHG	8952.66	N/A	8952.66	7162.13	CHF	No	8952.66	7162.13
SOFFEX	STMN	STRAUMANN HOLDING AG-REG	STMF	1648.04	N/A	1648.04	1318.43	CHF	No	1648.04	1318.43
SOFFEX	UHR	SWATCH GROUP AG/THE-BR	UHFF	495.912	N/A	495.912	396.729	CHF	No	495.912	396.729
SOFFEX	UHRN	SWATCH GROUP AG/THE-REG	UHRF	942.139	N/A	942.139	753.711	CHF	No	942.139	753.711
SOFFEX	CSSMI	ISHARES SMI ETF CH	XMTF	1953.27	N/A	1953.27	1562.62	CHF	No	1953.27	1562.62
SOFFEX	ZURN	ZURICH INSURANCE GROUP AG	ZURF	639.529	N/A	639.529	511.624	CHF	No	639.529	511.624

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.

Additional US Margin Requirements for
Residents of the US

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

Stocks

Options

SSF - Single Stock Futures

Fixed Income

Mutual Funds

You can change your location setting by clicking here

Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

CBOE Futures Exchange (CFECRYPTO)

Chicago Mercantile Exchange (CME)

Chicago Mercantile Exchange (CMECRYPTO)

Eurex (DTB)

CBOT (ECBOT)

Euronext NL (FTA)

CME (GLOBEX)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

Singapore Exchange (SGX)

ASX24 (SNFE)4

Eurex (SOFFEX)

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Additional US Margin Requirements for Residents of the US

Further Reading

Disclosures

ASX24 (SNFE)⁴

Additional US Margin Requirements for
Residents of the US