Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

Europe Futures and FOPs Margin Requirements

For residents of the United States trading futures and FOPs:

Risk-based margin

The complete margin requirement details are listed in the sections below.

Futures Margin

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 Index	BXF	9685.87	N/A	9685.87	7748.70	EUR	Yes²	9685.87	7748.70

Chicago Board Of Trade (CBOT)

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

Exchange CBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CBOT	10Y	10 Year Micro Treasury Yield	10Y	853.125	N/A	853.125	682.50	USD	No	853.125	682.50
CBOT	2YY	2 Year Micro Treasury Yield	2YY	2297.71	N/A	2297.71	1838.17	USD	No	2297.71	1838.17
CBOT	30Y	30 Year Micro Treasury Yield	30Y	1199.23	N/A	1199.23	959.384	USD	No	1199.23	959.384
CBOT	5YY	5 Year Micro Treasury Yield	5YY	2292.12	N/A	2292.12	1833.70	USD	No	2292.12	1833.70
CBOT	AIGCI	Bloomberg Commodity Index	AW	991.601	N/A	991.601	793.281	USD	No	991.601	793.281
CBOT	B1U	30-Year Deliverable Interest Rate Swap Futures	B1U	6250.06	N/A	6250.06	5000.05	USD	No	6250.06	5000.05
CBOT	AC	Ethanol -CME	EH	6125	N/A	6125	4900	USD	No	6125	4900
CBOT	F1U	5-Year Deliverable Interest Rate Swap Futures	F1U	7044.48	N/A	7044.48	5635.58	USD	No	7044.48	5635.58
CBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	5780.81	N/A	5780.81	4624.65	USD	Yes	5780.81	4624.65
CBOT	LIT	2-Year Eris Swap Futures	LIT	701.623	N/A	701.623	438.991	USD	No	701.623	438.991
CBOT	LIW	5-Year Eris Swap Futures	LIW	245.481	N/A	245.481	196.385	USD	No	245.481	196.385
CBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	675.154	587.09	964.505	838.70	USD	No	964.505	838.70
CBOT	N1U	10-Year Deliverable Interest Rate Swap Futures	N1U	11613.16	N/A	11613.16	9290.53	USD	No	11613.16	9290.53
CBOT	DJUSRE	Dow Jones US Real Estate Index	RX	5267.53	N/A	5267.53	4214.03	USD	No	5267.53	4214.03
CBOT	T1U	2-Year Deliverable Interest Rate Swap Futures	T1U	850.196	N/A	850.196	680.156	USD	No	850.196	680.156
CBOT	TN	Ultra 10-Year US Treasury Note	TN	5614.47	N/A	5614.47	4491.57	USD	No	5614.47	4491.57
CBOT	TWE	20-Year U.S. Treasury Bond	TWE	8085.63	N/A	8085.63	6468.51	USD	No	8085.63	6468.51
CBOT	UB	Ultra Treasury Bond	UB	10660.72	N/A	10660.72	8528.57	USD	Yes	10660.72	8528.57
CBOT	YC	Mini Sized Corn Futures	XC	533.836	N/A	533.836	427.069	USD	No	533.836	427.069
CBOT	YK	Mini Sized Soybean Futures	XK	1272.37	N/A	1272.37	1017.90	USD	No	1272.37	1017.90
CBOT	YW	Mini Sized Wheat Futures	XW	983.396	N/A	983.396	786.717	USD	No	983.396	786.717
CBOT	YM	E-mini Dow Jones Industrial Average	YM	6751.54	5870.90	9645.05	8387.00	USD	Yes	9645.05	8387.00
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	4513.66	N/A	4513.66	3610.93	USD	No	4513.66	3610.93
CBOT	ZB	30 Year US Treasury Bond	ZB	7147.79	N/A	7147.79	5718.23	USD	Yes	7147.79	5718.23
CBOT	ZC	Corn Futures	ZC	2669.18	N/A	2669.18	2135.34	USD	Yes	2669.18	2135.34
CBOT	ZF	5 Year US Treasury Note	ZF	2678.70	N/A	2678.70	2142.96	USD	Yes	2678.70	2142.96
CBOT	ZL	Soybean Oil Futures	ZL	4799.99	N/A	4799.99	3839.99	USD	Yes	4799.99	3839.99
CBOT	ZM	Soybean Meal Futures	ZM	5410.37	N/A	5410.37	4328.29	USD	Yes	5410.37	4328.29
CBOT	ZN	10 Year US Treasury Note	ZN	3432.97	N/A	3432.97	2746.38	USD	Yes	3432.97	2746.38
CBOT	ZO	Oat Futures	ZO	5444.91	N/A	5444.91	4355.93	USD	Yes	5444.91	4355.93
CBOT	ZQ	30 Day Fed Funds	ZQ	1125	N/A	1125	900	USD	Yes²	1125	900
CBOT	ZR	Rough Rice Futures	ZR	5183.35	N/A	5183.35	4146.68	USD	Yes	5183.35	4146.68
CBOT	ZS	Soybean Futures	ZS	6361.87	N/A	6361.87	5089.50	USD	Yes	6361.87	5089.50
CBOT	ZT	2 Year US Treasury Note	ZT	2097.54	N/A	2097.54	1678.03	USD	Yes	2097.54	1678.03
CBOT	ZW	Wheat Futures	ZW	4916.98	N/A	4916.98	3933.58	USD	Yes	4916.98	3933.58

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	1812.50	N/A	1812.50	1450	CAD	No	1812.50	1450
CDE	CGB	10 Year Government of Canada Bonds	CGB	5410.39	N/A	5410.39	4328.31	CAD	No	5410.39	4328.31
CDE	CGF	5 Year Government of Canada Bonds	CGF	2853.80	N/A	2853.80	2283.04	CAD	No	2853.80	2283.04
CDE	CGZ	2 Year Government of Canada Bonds	CGZ	1160.04	N/A	1160.04	928.029	CAD	No	1160.04	928.029
CDE	CRA	3 Month CORRA	CRA	1307.50	N/A	1307.50	1046.00	CAD	No	1307.50	1046.00
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	22487.52	N/A	22487.52	17990.01	CAD	No	22487.52	17990.01
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	12615.91	10092.73	18022.73	14418.19	CAD	No	18022.73	14418.19
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	13022.01	N/A	13022.01	10417.61	CAD	No	13022.01	10417.61

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	IBXXIBHY	iBoxx iShares $ High Yield Corporate Bond Index TR	IBHY	9882.96	N/A	9882.96	7906.37	USD	No	9882.96	7906.37
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	8583.76	N/A	8583.76	6867.01	USD	No	8583.76	6867.01
CFE	VIX	CBOE Volatility Index	VX	13017.31	N/A	13017.31	10413.85	USD	No	25215.61	20172.49
CFE	VIX	CBOE Volatility Index	VX14	12562.50	N/A	12562.50	10050	USD	No	26068.74	20854.99
CFE	VIX	CBOE Volatility Index	VX15	12576.94	N/A	12576.94	10061.55	USD	No	25319.77	20230.00
CFE	VIX	CBOE Volatility Index	VX17	12606.43	N/A	12606.43	10085.15	USD	No	24440.71	19474.00
CFE	VIX	CBOE Volatility Index	VX18	11614.19	N/A	11614.19	9284.25	USD	No	23923.25	19138.60
CFE	VIX	CBOE Volatility Index	VX19	11500	N/A	11500	9200	USD	No	22163.25	17730.60
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	1301.73	N/A	1301.73	1041.385	USD	No	2521.56	2017.25

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	AUD	Australian dollar	6A	3120.35	N/A	3120.35	2496.28	USD	Yes	3120.35	2496.28
CME	GBP	British pound	6B	4848.83	N/A	4848.83	3879.06	USD	Yes	4848.83	3879.06
CME	CAD	Canadian dollar	6C	2777.44	N/A	2777.44	2221.95	USD	Yes	2777.44	2221.95
CME	EUR	European Monetary Union Euro	6E	5134.92	N/A	5134.92	4107.94	USD	Yes	5134.92	4107.94
CME	JPY	Japanese yen	6J	4650	N/A	4650	3720	USD	Yes	4650	3720
CME	BRE	Brazilian Real in US Dollars	6L	2012.48	N/A	2012.48	1463.625	USD	Yes²	2012.48	1463.625
CME	MXP	Mexican Peso	6M	2046	N/A	2046	1636.80	USD	Yes	2046	1636.80
CME	NZD	New Zealand dollar	6N	2661.94	N/A	2661.94	2129.55	USD	Yes²	2661.94	2129.55
CME	RUR^*	Russian Ruble in US Dollars	6R	39187.50	N/A	39187.50	31350	USD	Yes²	39187.50	31350
CME	CHF	Swiss franc	6S	5625.08	N/A	5625.08	4500.07	USD	Yes	5625.08	4500.07
CME	ZAR	South African Rand	6Z	2542.76	N/A	2542.76	2034.21	USD	No	2542.76	2034.21
CME	ACD	Australian dollar	ACD	17950.10	N/A	17950.10	14360.08	CAD	No	17950.10	14360.08
CME	AJY	Australian dollar	AJY	2603566.40	N/A	2603566.40	2082853.12	JPY	No	2603566.40	2082853.12
CME	BQX	CME E-Mini NASDAQ Biotechnology	BIO	32758.24	N/A	32758.24	26206.59	USD	No	32758.24	26206.59
CME	BOS	Boston Housing Index	BOS	4546.875	N/A	4546.875	3637.50	USD	No	4546.875	3637.50
CME	BSBY	Three-Month Bloomberg Short-Term Bank Yield	BSB	7067.60	N/A	7067.60	5654.08	USD	No	7067.60	5654.08
CME	BRR	CME CF Bitcoin Reference Rate	BTC	100159.01	N/A	100159.01	80127.20	USD	Yes	100159.01	80127.20
CME	BTCEURRR	CME CF Bitcoin-Euro Reference Rate	BTE	80265.625	N/A	80265.625	64212.50	EUR	No	160531.25	128425
CME	CB	CME Cash-Settled Butter Futures	CB	5780.17	N/A	5780.17	4624.14	USD	No	5780.17	4624.14
CME	CHI	Chicago Housing Index	CHI	2775.00	N/A	2775.00	2220.00	USD	No	2775.00	2220.00
CME	CLP	Chilean peso	CHP	11455.16	N/A	11455.16	9164.13	USD	No	11455.16	9164.13
CME	CJY	Canadian dollar	CJY	2786090.90	N/A	2786090.90	2228872.72	JPY	No	2786090.90	2228872.72
CME	CNH	United States dollar	CNH	32079.23	N/A	32079.23	25663.38	CNH	No	32079.23	25663.38
CME	CSC	Cheese	CSC	7061.84	N/A	7061.84	5649.47	USD	No	7061.84	5649.47
CME	CUS	Housing Index Composite	CUS	7546.875	N/A	7546.875	3637.50	USD	No	7546.875	3637.50
CME	CZK	Czech koruna	CZK	27233.89	N/A	27233.89	21787.11	USD	Yes²	27233.89	21787.11
CME	DA	MILK CLASS III INDEX	DC	5252.51	N/A	5252.51	4202.01	USD	Yes	5252.51	4202.01
CME	DEN	Denver Housing Index	DEN	4593.75	N/A	4593.75	3675	USD	No	4593.75	3675
CME	DY	CME DRY WHEY INDEX	DY	2404.36	N/A	2404.36	1923.49	USD	No	2404.36	1923.49
CME	E7	European Monetary Union Euro	E7	2567.46	N/A	2567.46	2053.97	USD	No	2567.46	2053.97
CME	EAD	European Monetary Union Euro	EAD	19319.82	N/A	19319.82	15455.86	AUD	No	19319.82	15455.86
CME	ECD	European Monetary Union Euro	ECD	15081.88	N/A	15081.88	12065.50	CAD	No	15081.88	12065.50
CME	ECK	Czech koruna	ECK	12363.52	N/A	12363.52	9890.81	EUR	No	12363.52	9890.81
CME	EHF	Hungarian forint	EHF	11859.88	N/A	11859.88	9487.90	EUR	Yes²	11859.88	9487.90
CME	EMD	E-mini S&P Midcap 400 Futures	EMD	19920.60	15936.48	28458.00	22766.40	USD	Yes²	28458.00	22766.40
CME	NIY	Yen Denominated Nikkei 225 Index	ENY	146685	117348	209550	167640	JPY	No	209550	167640
CME	EPZ	Polish zloty	EPZ	8557.81	N/A	8557.81	6846.25	EUR	Yes²	8557.81	6846.25
CME	ES	E-mini S&P 500	ES	8624.01	7840.01	12320.01	11200.01	USD	Yes	12320.01	11200.01
CME	SPXESUP	E-mini S&P 500 ESG	ESG	16421.71	N/A	16421.71	13137.37	USD	No	16421.71	13137.37
CME	ETHEURRR	CME CF Ether-Euro Reference Rate	ETE	51015.625	N/A	51015.625	40812.50	EUR	No	102031.25	81625
CME	ETHUSDRR	CME CF Ether-Dollar Reference Rate	ETH	65651.74	N/A	65651.74	52521.39	USD	Yes	131303.49	105042.79
CME	GSCI	S&P-GSCI Index	GD	32437.31	N/A	32437.31	25949.85	USD	No	32437.31	25949.85
CME	GDK	Class IV Milk - 200k lbs	GDK	2216.27	N/A	2216.27	1773.02	USD	No	2216.27	1773.02
CME	GE	Euro-Dollar	GE	1838.76	N/A	1838.76	1471.00	USD	Yes	1838.76	1471.00
CME	GF	Feeder Cattle	GF	6999.45	N/A	6999.45	5599.56	USD	Yes	6999.45	5599.56
CME	EM	1 Month LIBOR (Int. Rate)	GLB	1394.51	N/A	1394.51	1115.61	USD	No	1394.51	1115.61
CME	NF	NON FAT DRY MILK INDEX	GNF	5405.03	N/A	5405.03	4324.03	USD	No	5405.03	4324.03
CME	HE	Lean Hogs	HE	5082.81	N/A	5082.81	4066.25	USD	Yes	5082.81	4066.25
CME	HUF	Hungarian forint	HUF	16550.35	N/A	16550.35	13240.28	USD	Yes²	16550.35	13240.28
CME	IBAA	Bovespa Index - USD	IBV	23175.06	N/A	23175.06	18540.04	USD	No	23175.06	18540.04
CME	ILS	Israeli Shekel in US Dollar	ILS	34382.50	N/A	34382.50	27506.00	USD	Yes²	34382.50	27506.00
CME	J7	Japanese yen	J7	2325	N/A	2325	1860	USD	No	2325	1860
CME	KRW	Korean Won	KRW	20585.94	N/A	20585.94	16468.75	USD	Yes²	13320.31	10656.25
CME	LAV	Las Vegas Housing Index	LAV	4140.625	N/A	4140.625	3312.50	USD	No	4140.625	3312.50
CME	LAX	Los Angeles Housing Index	LAX	8259.38	N/A	8259.38	4507.50	USD	No	8259.38	4507.50
CME	LBR	Lumber Futures	LBR	3087.05	N/A	3087.05	2469.64	USD	No	3087.05	2469.64
CME	LB	Random Length Lumber	LBS	9588.32	N/A	9588.32	7670.66	USD	Yes	9588.32	7670.66
CME	LE	Live Cattle	LE	3106.83	N/A	3106.83	2485.46	USD	Yes	3106.83	2485.46
CME	M2K	Micro E-Mini Russell 2000 Index	M2K	657.911	526.329	939.872	751.898	USD	No	939.872	751.898
CME	M6A	Australian dollar	M6A	312.035	N/A	312.035	249.628	USD	No	312.035	249.628
CME	M6B	British pound	M6B	484.883	N/A	484.883	387.906	USD	No	484.883	387.906
CME	M6C	United States dollar	M6C	1472.90	N/A	1472.90	1178.32	CAD	No	1472.90	1178.32
CME	M6E	European Monetary Union Euro	M6E	513.492	N/A	513.492	410.794	USD	No	513.492	410.794
CME	M6J	United States dollar	M6J	162368.92	N/A	162368.92	129895.14	JPY	No	162368.92	129895.14
CME	M6S	United States dollar	M6S	973.419	N/A	973.419	778.735	CHF	No	973.419	778.735
CME	MBT	Micro Bitcoin	MBT	2003.18	N/A	2003.18	1602.54	USD	Yes	2003.18	1602.54
CME	MCD	Canadian dollar	MCD	277.744	N/A	277.744	222.195	USD	No	277.744	222.195
CME	MES	Micro E-Mini S&P 500 Stock Price Index	MES	862.401	784.001	1232.00	1120.00	USD	Yes	1232.00	1120.00
CME	MET	Micro Ether	MET	135.828	N/A	135.828	108.662	USD	Yes	271.655	217.324
CME	MIA	Miami Housing Index	MIA	6187.50	N/A	6187.50	4950	USD	No	6187.50	4950
CME	MIR	Indian Rupee	MIR	1519.79	N/A	1519.79	1215.83	USD	No	1520.62	1216.50
CME	MNH	United States dollar	MNH	3224.89	N/A	3224.89	2579.91	CNH	No	3224.88	2579.90
CME	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	1360.29	1236.62	1943.27	1766.61	USD	Yes	1943.27	1766.61
CME	MSF	Swiss franc	MSF	562.508	N/A	562.508	450.007	USD	No	562.508	450.007
CME	NIY	Yen Denominated Nikkei 225 Index	NIY	733425	586740	1047750	838200	JPY	No	1047750	838200
CME	NKD	Dollar Denominated Nikkei 225 Index	NKD	14588.93	N/A	14588.93	11671.15	USD	No	14588.93	11671.15
CME	NOK	Norwegian krone	NOK	31162.67	N/A	31162.67	24930.14	USD	No	31162.67	24930.14
CME	NQ	E-mini NASDAQ 100	NQ	13602.86	12366.24	19432.66	17666.05	USD	Yes	19432.66	17666.05
CME	NYM	New York Housing Index	NYM	4153.12	N/A	4153.12	3322.50	USD	No	4153.12	3322.50
CME	PJY	British pound	PJY	2723771.10	N/A	2723771.10	2179016.88	JPY	No	2723771.10	2179016.88
CME	PLN	Polish zloty	PLN	17817.13	N/A	17817.13	14253.70	USD	Yes²	17817.13	14253.70
CME	PSF	British pound	PSF	14412.56	N/A	14412.56	11530.05	CHF	No	14412.56	11530.05
CME	RF	European Monetary Union Euro	RF	6380.37	N/A	6380.37	5104.29	CHF	No	6380.37	5104.29
CME	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	9757.59	N/A	9757.59	7806.07	USD	Yes²	9757.59	7806.07
CME	RME	CME Chinese Renminbi in Euro Cross Rate	RME	12088.62	N/A	12088.62	9670.90	EUR	Yes²	12088.62	9670.90
CME	RP	European Monetary Union Euro	RP	6894.53	N/A	6894.53	5515.625	GBP	No	6894.53	5515.625
CME	RS1	E-mini Russell 1000 Index Futures	RS1	13304.50	N/A	13304.50	10643.60	USD	No	13304.50	10643.60
CME	RSG	E-mini Russell 1000 Growth Index Futures	RSG	31598.36	N/A	31598.36	25278.69	USD	No	31598.36	25278.69
CME	RSV	E-Mini Russell 1000 Value Index Futures	RSV	14361.07	N/A	14361.07	11488.86	USD	No	14361.07	11488.86
CME	RTY	E-mini Russell 2000 Index	RTY	6579.11	5263.29	9398.72	7518.98	USD	Yes	9398.72	7518.98
CME	RY	European Monetary Union Euro	RY	1254882.01	N/A	1254882.01	1003905.61	JPY	Yes²	1254882.01	1003905.61
CME	SPXDIVAN	S&P 500 Dividend Points (Annual) Index	SDA	4709.47	N/A	4709.47	3392.50	USD	No	4709.47	3392.50
CME	SDG	San Diego Housing Index	SDG	8421.875	N/A	8421.875	4437.50	USD	No	8421.875	4437.50
CME	SEK	Swedish krona	SEK	23337.33	N/A	23337.33	18669.86	USD	No	23337.33	18669.86
CME	SFR	San Francisco Housing Index	SFR	4971.88	N/A	4971.88	3977.50	USD	No	4971.88	3977.50
CME	SGX	S&P 500 / Citigroup Growth Index	SG	185955.65	N/A	185955.65	148764.52	USD	No	185955.65	148764.52
CME	SIR	Indian Rupee	SIR	7571.875	N/A	7571.875	6057.50	USD	No	7571.875	6057.50
CME	SJY	Swiss franc	SJY	4700191.85	N/A	4700191.85	3760153.48	JPY	No	4700191.85	3760153.48
CME	SMC	E-Mini S&P SmallCap 600 Futures	SMC	40438.01	N/A	40438.01	32350.41	USD	No	40438.01	32350.41
CME	SONIA	Sterling Overnight Index Average	SON	3008.16	N/A	3008.16	2406.53	GBP	No	3008.16	2406.53
CME	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	1125	N/A	1125	900	USD	No	1125	900
CME	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	1845.74	N/A	1845.74	1476.59	USD	Yes	1845.74	1476.59
CME	SVX	S&P 500 / Citigroup Value Index	SU	92506.29	N/A	92506.29	74005.03	USD	No	92506.29	74005.03
CME	VOLQ	NASDAQ-100 Volatility Index	VLQ	1640.625	N/A	1640.625	1312.50	USD	No	2165.625	1732.50
CME	WDC	Washington DC Housing Index	WDC	4525.00	N/A	4525.00	3620.00	USD	No	4525.00	3620.00
CME	IXB	Materials Select Sector Index	XAB	19132.71	N/A	19132.71	15306.17	USD	No	19132.71	15306.17
CME	IXE	Energy Select Sector Index	XAE	22929.57	N/A	22929.57	18343.65	USD	No	22929.57	18343.65
CME	IXM	Financial Select Sector Index	XAF	18896.43	N/A	18896.43	15117.14	USD	No	18896.43	15117.14
CME	IXI	Industrial Select Sector Index	XAI	19161.45	N/A	19161.45	15329.16	USD	No	19161.45	15329.16
CME	IXT	Technology Select Sector Index -	XAK	32877.03	N/A	32877.03	26301.62	USD	No	32877.03	26301.62
CME	IXR	Consumer Staples Select Sector Index	XAP	8786.39	N/A	8786.39	7029.11	USD	No	8786.39	7029.11
CME	IXRE	Real Estate Select Sector Index	XAR	10227.50	N/A	10227.50	8182.00	USD	No	10227.50	8182.00
CME	IXU	Utilities Select Sector Index	XAU	9733.36	N/A	9733.36	7786.69	USD	No	9733.36	7786.69
CME	IXV	Health Care Select Sector Index	XAV	16403.59	N/A	16403.59	13122.87	USD	No	16403.59	13122.87
CME	IXY	Consumer Discretionary Select Sector Index	XAY	36081.23	N/A	36081.23	28864.98	USD	No	36081.23	28864.98

COMEX

Exchange COMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
COMEX	ALI	Aluminum Index	ALI	10035.81	N/A	10035.81	8028.64	USD	No	10035.81	8028.64
COMEX	GC	Gold	GC	13076.86	N/A	13076.86	10461.49	USD	Yes	13076.86	10461.49
COMEX	HG	Copper Index	HG	10921.73	N/A	10921.73	8737.39	USD	Yes	10921.73	8737.39
COMEX	HRC	Hot-Rolled Coil Steel Index	HRC	4989.55	N/A	4989.55	3991.64	USD	No	4989.55	3991.64
COMEX	MGC	E-Micro Gold	MGC	1296.30	N/A	1296.30	1037.04	USD	No	1296.30	1037.04
COMEX	MHG	Micro Copper	MHG	1092.17	N/A	1092.17	873.739	USD	No	1092.17	873.739
COMEX	QC	COMEX MINY Copper	QC	5460.87	N/A	5460.87	4368.69	USD	No	5460.87	4368.69
COMEX	QI	COMEX MINY Silver	QI	9370.70	N/A	9370.70	7496.56	USD	No	9370.70	7496.56
COMEX	QO	COMEX MINY Gold	QO	6538.43	N/A	6538.43	5230.75	USD	No	6538.43	5230.75
COMEX	SGC	Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures	SGC	45608.10	N/A	45608.10	36486.48	CNH	No	45608.10	36486.48
COMEX	SGUF	Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures	SGU	7782.39	N/A	7782.39	6225.91	USD	No	7782.39	6225.91
COMEX	SI	Silver Index	SI	18741.41	N/A	18741.41	14993.125	USD	Yes	18741.41	14993.125
COMEX	SI	Silver Index	SIL	3748.28	N/A	3748.28	2998.625	USD	No	3748.28	2998.625
COMEX	UX	Uranium Index	UX	2087.11	N/A	2087.11	1669.69	USD	No	2087.11	1669.69

ENDEX

Exchange ENDEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ENDEX	ECF	ICE ECX EUA Futures	ECF	90960.00	N/A	90960.00	72768.00	EUR	No	90960.00	72768.00

EUREX

Exchange EUREX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
EUREX	ABBA1	ABBN: ABB LTD-REG: ADJ	ABBF	797.226	N/A	797.226	637.781	CHF	No	797.226	637.781
EUREX	ADEN	ADECCO GROUP AG-REG	ADEF	582.178	N/A	582.178	465.742	CHF	No	582.178	465.742
EUREX	ADS	ADIDAS AG	ADSG	2911.07	N/A	2911.07	2328.86	EUR	No	2911.07	2328.86
EUREX	AGN	AEGON NV	AENF	74.9365	N/A	74.9365	59.9492	EUR	No	74.9366	59.9493
EUREX	A5G	AIB GROUP PLC	ALBF	84.2557	N/A	84.2557	67.4045	EUR	No	84.2558	67.4046
EUREX	ALV	ALLIANZ SE-REG	ALVG	3977.84	N/A	3977.84	3182.27	EUR	No	3977.84	3182.27
EUREX	G	ASSICURAZIONI GENERALI	ASGG	3435.73	N/A	3435.73	2748.59	EUR	No	3435.73	2748.59
EUREX	CS	AXA SA	AXAG	531.223	N/A	531.223	424.979	EUR	No	531.223	424.979
EUREX	BAER	JULIUS BAER GROUP LTD	BAEI	1103.93	N/A	1103.93	883.146	CHF	No	1103.93	883.146
EUREX	BALN	BALOISE HOLDING AG - REG	BALF	2675.35	N/A	2675.35	2140.28	CHF	No	2675.35	2140.28
EUREX	BAS	BASF SE	BASG	899.614	N/A	899.614	719.692	EUR	No	899.615	719.692
EUREX	BMW3	BAYERISCHE MOTOREN WERKE-PRF	BM3F	1777.63	N/A	1777.63	1422.10	EUR	No	1777.63	1422.10
EUREX	BMW	BAYERISCHE MOTOREN WERKE AG	BMWF	1890.88	N/A	1890.88	1512.70	EUR	No	1890.88	1512.70
EUREX	BNP	BNP PARIBAS	BNPH	1080.56	N/A	1080.56	864.45	EUR	No	1080.56	864.45
EUREX	BN	DANONE	BSNH	1062.82	N/A	1062.82	850.258	EUR	No	1062.82	850.258
EUREX	EN	BOUYGUES SA	BYGG	583.904	N/A	583.904	467.123	EUR	No	583.904	467.124
EUREX	CA	CARREFOUR SA	CARG	342.943	N/A	342.943	274.354	EUR	No	342.943	274.354
EUREX	CBK	COMMERZBANK AG	CBKH	199.912	N/A	199.912	159.929	EUR	No	199.912	159.929
EUREX	CFR	CIE FINANCIERE RICHEMO-A REG	CFRI	2740.23	N/A	2740.23	2192.19	CHF	No	2740.23	2192.19
EUREX	CONF	Swiss Federal Long-Term Bonds	CONF	16395.25	N/A	16395.25	13116.20	CHF	No	16395.25	13116.20
EUREX	DEC	JCDECAUX SE	DCSG	365.292	N/A	365.292	292.234	EUR	No	365.292	292.234
EUREX	DPW	DEUTSCHE POST AG-REG	DPWF	798.666	N/A	798.666	638.933	EUR	No	798.666	638.933
EUREX	DSM	KONINKLIJKE DSM NV	DSMF	2028.36	N/A	2028.36	1622.69	EUR	No	2028.36	1622.69
EUREX	DTE	DEUTSCHE TELEKOM AG-REG	DTEF	402.485	N/A	402.485	321.988	EUR	No	402.485	321.988
EUREX	EUN2	ISHARES CORE EURO STOXX 50	EUNF	817.061	N/A	817.061	653.649	EUR	No	817.061	653.648
EUREX	EXS1	ISHARES CORE DAX DE EUR ACC	EXSF	2464.60	N/A	2464.60	1971.68	EUR	No	2464.60	1971.68
EUREX	FBON	Euro BONO Futures on Long-term Spanish Government Bonds	FBON	14762.90	N/A	14762.90	11810.32	EUR	No	14762.90	11810.32
EUREX	BTP	Euro-BTP Italian Government Bond	FBTP	6596.51	N/A	6596.51	5277.21	EUR	Yes	6441.47	5153.18
EUREX	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2303.79	N/A	2303.79	1843.03	EUR	No	2303.79	1843.03
EUREX	DJUBS	Dow Jones-UBS Commodity Index	FCCO	3805.49	N/A	3805.49	3044.39	USD	No	3805.49	3044.39
EUREX	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	4552.08	N/A	4552.08	2006.00	EUR	No	4552.08	2006.00
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDAX	27452.56	21962.05	39217.94	31374.35	EUR	Yes	38526.75	30821.40
EUREX	DDAX	DivDAX Price Index	FDIV	10810.80	N/A	10810.80	8648.64	EUR	Yes²	10810.80	8648.64
EUREX	DDXDIVPT	DivDAX Dividend Points Index	FDVD	3989.31	N/A	3989.31	1758	EUR	No	3989.31	1758
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXM	5490.51	4392.41	7843.59	6274.87	EUR	No	7705.35	6164.28
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXS	1098.10	878.482	1568.72	1254.97	EUR	Yes	1541.07	1232.86
EUREX	DBEA	EURO STOXX Banks Index Dividend Futures	FEBD	264.364	211.491	377.663	302.13	EUR	No	377.663	302.13
EUREX	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	2653	2122.40	3790	3032	EUR	Yes²	3790	3032
EUREX	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	9780.66	N/A	9780.66	7824.53	EUR	Yes²	9780.66	7824.53
EUREX	SX7E	Dow Jones Euro STOXX Banks Index	FESB	621.448	497.158	887.783	710.226	EUR	Yes	887.783	710.226
EUREX	SX4E	Dow Jones Euro STOXX Chemicals	FESC	7067.43	N/A	7067.43	5653.94	EUR	Yes²	7067.43	5653.94
EUREX	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	2091.20	N/A	2091.20	1672.96	EUR	Yes²	2091.20	1672.96
EUREX	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	2778.70	N/A	2778.70	2222.96	EUR	Yes²	2420.62	1936.50
EUREX	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	6607.32	N/A	6607.32	5285.86	EUR	Yes²	6607.32	5285.86
EUREX	SXDE	Dow Jones Euro STOXX Healthcare	FESH	3728.73	N/A	3728.73	2982.98	EUR	Yes²	3728.73	2982.98
EUREX	ESI	Dow Jones Euro STOXX Insurance	FESI	2162.31	N/A	2162.31	1729.85	EUR	Yes²	1744.06	1395.24
EUREX	ESM	Dow Jones Euro STOXX Media Index	FESM	1313.53	N/A	1313.53	1050.82	EUR	Yes²	1313.53	1050.82
EUREX	SXOE	Dow Jones Euro STOXX Construction	FESN	3075.69	N/A	3075.69	2460.55	EUR	Yes²	3075.69	2460.55
EUREX	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	2701.57	N/A	2701.57	2161.26	EUR	Yes²	2701.57	2161.26
EUREX	SXRE	Dow Jones Euro STOXX Retail	FESR	3461.93	N/A	3461.93	2769.54	EUR	Yes²	3461.93	2769.54
EUREX	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	1558.02	N/A	1558.02	1246.42	EUR	Yes²	1558.02	1246.42
EUREX	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1341.88	N/A	1341.88	1073.50	EUR	Yes²	1341.88	1073.50
EUREX	ESU	Dow Jones Euro STOXX Utilities Index	FESU	1711.83	N/A	1711.83	1369.47	EUR	Yes	1650.92	1320.73
EUREX	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	1566.43	N/A	1566.43	1253.14	EUR	Yes²	1566.43	1253.14
EUREX	ESTX50	Dow Jones Euro STOXX50	FESX	3021.26	2417.01	4316.09	3452.87	EUR	Yes	4316.09	3452.87
EUREX	SX8E	Dow Jones Euro STOXX Technology	FESY	13576.20	N/A	13576.20	10860.96	EUR	Yes²	13576.20	10860.96
EUREX	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	9154.78	N/A	9154.78	7323.82	EUR	Yes²	8510.57	6808.45
EUREX	EU3	Three Month EURIBOR	FEU3	2866.10	N/A	2866.10	2292.88	EUR	Yes	2866.10	2292.88
EUREX	DESX5	Dow Jones EURO STOXX 50 Index-Dividenden	FEXD	4482.18	1958.60	6403.12	2798.00	EUR	Yes	6403.12	2798.00
EUREX	OMXH25	OMX Helsinki 25 Index	FFOX	13648.89	N/A	13648.89	10919.12	EUR	Yes²	13648.89	10919.12
EUREX	GBL	Euro Bund (10 Year Bond)	FGBL	6359.02	N/A	6359.02	5087.21	EUR	Yes	7299.00	5839.20
EUREX	GBM	Euro Bobl (5 Year Bond)	FGBM	3426.13	N/A	3426.13	2740.91	EUR	Yes	4025.09	3220.07
EUREX	GBS	Euro Schatz (2 Year Bond)	FGBS	1550.81	N/A	1550.81	1240.65	EUR	Yes	1528.43	1222.74
EUREX	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	13180.38	N/A	13180.38	10544.30	EUR	Yes	15195.62	12156.50
EUREX	DJESL	Euro Stoxx Large	FLCE	2303.11	N/A	2303.11	1842.48	EUR	No	2303.11	1842.48
EUREX	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	2142.52	N/A	2142.52	1714.02	EUR	No	1870.37	1496.30
EUREX	DJESM	Euro Stoxx Mid	FMCE	2216.76	N/A	2216.76	1773.41	EUR	No	2216.76	1773.41
EUREX	DJ200	Dow Jones STOXX MID 200 Index	FMCP	2398.12	N/A	2398.12	1918.50	EUR	Yes²	2179.06	1743.25
EUREX	M1MS	MSCI Emerging Markets Asia	FMEA	3669.10	2935.28	5241.58	4193.26	USD	No	4797.21	3837.77
EUREX	FME	FRESENIUS MEDICAL CARE AG &	FMEH	729.833	N/A	729.833	583.867	EUR	No	729.833	583.867
EUREX	M1EF	MSCI Emerging Markets Net Total Return Index	FMEM	8368.29	N/A	8368.29	6694.63	USD	No	8368.29	6694.63
EUREX	MXEU	MSCI Europe	FMEP	4513.63	N/A	4513.63	1666.44	EUR	No	3845.64	1666.44
EUREX	M7EU	MSCI Europe Net Return EUR Index	FMEU	1845.86	1476.68	2636.94	2109.55	EUR	No	2020.19	1616.15
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5973.50	N/A	5973.50	4778.80	USD	No	5973.50	4778.80
EUREX	MBWO	MSCI World Net EUR Index 1	FMWN	2175.42	1740.33	3107.74	2486.19	EUR	No	2765.40	2212.32
EUREX	M1WO	MSCI World NETR USD Index	FMWO	5616.73	4493.38	8023.90	6419.12	USD	No	8023.90	6419.12
EUREX	MXWO	MSCI World Index	FMWP	5169.32	N/A	5169.32	4135.46	USD	No	5169.32	4135.46
EUREX	OAT	Euro-OAT French Government Bond	FOAT	6164.06	N/A	6164.06	4931.25	EUR	No	7319.35	5855.48
EUREX	FRA	FRAPORT AG FRANKFURT AIRPORT	FRAG	921.777	N/A	921.777	737.422	EUR	No	921.777	737.422
EUREX	DJESS	Euro Stoxx Small	FSCE	1559.45	N/A	1559.45	1247.56	EUR	No	1559.45	1247.56
EUREX	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	1614.67	N/A	1614.67	1291.74	EUR	No	1524.45	1219.56
EUREX	SXXPESGX	STOXX Europe 600 ESG-X	FSEG	1127.87	902.295	1611.24	1288.99	EUR	No	1512.19	1209.75
EUREX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	4928.82	N/A	4928.82	3943.06	CHF	Yes²	4928.82	3943.06
EUREX	SMIDP	SMI Dividend Points Index	FSMD	15843.77	N/A	15843.77	6982.00	CHF	No	15843.77	6982.00
EUREX	SMI	Swiss Market Index	FSMI	6422.24	5137.79	9174.62	7339.70	CHF	Yes	9174.62	7339.70
EUREX	SMIM	Swiss Mid-cap Index	FSMM	5655.99	N/A	5655.99	4524.79	CHF	Yes²	5655.99	4524.79
EUREX	SMI	Swiss Market Index	FSMS	642.224	513.779	917.462	733.97	CHF	No	917.462	733.97
EUREX	MDAX	Midcap DAX	FSMX	3249.74	N/A	3249.74	2599.79	EUR	No	3073.54	2458.83
EUREX	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	5540.01	N/A	5540.01	4432.00	EUR	Yes²	5540.01	4432.00
EUREX	SX7P	Dow Jones STOXX 600 Banks	FSTB	779.215	623.372	1113.16	890.531	EUR	Yes	1113.16	890.531
EUREX	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	5763.04	N/A	5763.04	4610.43	EUR	Yes²	5763.04	4610.43
EUREX	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	1549.57	1239.65	2213.67	1770.93	EUR	Yes	2213.67	1770.93
EUREX	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	3540.20	N/A	3540.20	2832.16	EUR	Yes²	3540.20	2832.16
EUREX	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	3906.42	N/A	3906.42	3125.14	EUR	Yes²	3906.42	3125.14
EUREX	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	3883.14	N/A	3883.14	3106.51	EUR	Yes²	3883.14	3106.51
EUREX	SXIP	Dow Jones STOXX 600 Insurance	FSTI	2055.09	N/A	2055.09	1644.07	EUR	Yes²	1837.53	1470.02
EUREX	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	1034.02	N/A	1034.02	827.215	EUR	No	1034.02	827.215
EUREX	SXMP	Dow Jones STOXX 600 Media	FSTM	1672.55	N/A	1672.55	1338.04	EUR	Yes²	1672.55	1338.04
EUREX	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	3139.26	N/A	3139.26	2511.41	EUR	Yes²	3139.26	2511.41
EUREX	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	3402.17	N/A	3402.17	2721.74	EUR	Yes²	3402.17	2721.74
EUREX	SXRP	Dow Jones STOXX 600 Retail	FSTR	1935.74	N/A	1935.74	1548.59	EUR	Yes²	2169.55	1735.64
EUREX	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	3018.05	2414.44	4311.49	3449.20	EUR	Yes	4311.49	3449.20
EUREX	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	1128.12	N/A	1128.12	902.498	EUR	Yes²	1128.12	902.498
EUREX	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1673.82	N/A	1673.82	1339.06	EUR	Yes	1514.06	1211.25
EUREX	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	1776.62	N/A	1776.62	1421.30	EUR	Yes²	1776.62	1421.30
EUREX	STX	Dow Jones STOXX50	FSTX	3470.53	N/A	3470.53	2776.42	EUR	Yes²	2967.56	2374.05
EUREX	SX8P	Dow Jones STOXX 600 Technology	FSTY	8096.39	N/A	8096.39	6477.11	EUR	Yes²	8096.39	6477.11
EUREX	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	4803.59	N/A	4803.59	3842.87	EUR	Yes²	4594.00	3675.20
EUREX	ESTX50	Dow Jones Euro STOXX50	FSXE	302.126	241.701	431.609	345.287	EUR	No	431.609	345.287
EUREX	TDX	TECDAX	FTDX	10073.60	N/A	10073.60	8058.88	EUR	Yes²	10073.60	8058.88
EUREX	V2TX	VSTOXX Volatility Index	FVS	1315.62	N/A	1315.62	1052.50	EUR	Yes	2506.00	2004.80
EUREX	4GLD	XETRA-GOLD	FXGL	10938.11	N/A	10938.11	8750.49	EUR	No	10938.11	8750.49
EUREX	DJES	Dow Jones Euro STOXX Price Index	FXXE	2172.43	N/A	2172.43	1737.95	EUR	No	2172.43	1737.95
EUREX	DJ600	Dow Jones STOXX 600 Index	FXXP	1470.52	1176.42	2100.75	1680.60	EUR	Yes	1850.98	1480.79
EUREX	GALP	GALP ENERGIA SGPS SA	GALF	191.116	N/A	191.116	152.893	EUR	No	191.116	152.893
EUREX	GAM	GAM HOLDING AG	GAMF	57.0894	N/A	57.0894	45.6715	CHF	No	57.0894	45.6715
EUREX	GEBN	GEBERIT AG-REG	GBRI	9271.93	N/A	9271.93	7417.54	CHF	No	9271.93	7417.54
EUREX	GIVN	GIVAUDAN-REG	GIVG	5480.15	N/A	5480.15	4384.12	CHF	No	5480.15	4384.12
EUREX	SGO	COMPAGNIE DE SAINT-GOBAIN	GOBG	979.622	N/A	979.622	783.698	EUR	No	979.622	783.698
EUREX	HEI	HEIDELBERGCEMENT AG	HEFG	1250.82	N/A	1250.82	1000.66	EUR	No	1250.82	1000.66
EUREX	HEN3	HENKEL AG & CO KGAA VOR-PREF	HENG	1331.96	N/A	1331.96	1065.56	EUR	No	1331.96	1065.56
EUREX	HEN	HENKEL AG & CO KGAA	HESF	1250.82	N/A	1250.82	1000.66	EUR	No	1250.82	1000.66
EUREX	ISP	INTESA SANPAOLO	IESI	444.138	N/A	444.138	355.31	EUR	No	444.139	355.311
EUREX	IFX	INFINEON TECHNOLOGIES AG	IFXG	727.297	N/A	727.297	581.838	EUR	No	727.297	581.838
EUREX	ABI	ANHEUSER-BUSCH INBEV SA/NV	ITKG	1139.07	N/A	1139.07	911.259	EUR	No	1139.07	911.259
EUREX	KCO	KLOECKNER & CO SE	KCOH	186.966	N/A	186.966	149.573	EUR	No	186.966	149.573
EUREX	KUD	KUDELSKI SA-BR	KUDG	57.0894	N/A	57.0894	45.6715	CHF	No	57.0894	45.6715
EUREX	OR	L'OREAL	LORF	7616.67	N/A	7616.67	6093.34	EUR	No	7616.67	6093.34
EUREX	LXS	LANXESS AG	LXSF	701.098	N/A	701.098	560.879	EUR	No	701.098	560.879
EUREX	MUV2	MUENCHENER RUECKVER AG-REG	MU2G	6055.03	N/A	6055.03	4844.02	EUR	No	6055.03	4844.02
EUREX	NDA	AURUBIS AG	NDAF	1602.03	N/A	1602.03	1281.62	EUR	No	1602.03	1281.62
EUREX	NESN	NESTLE SA-REG	NESG	2077.62	N/A	2077.62	1662.09	CHF	No	2077.62	1662.09
EUREX	RI	PERNOD-RICARD SA	PERH	3878.30	N/A	3878.30	3102.64	EUR	No	3878.30	3102.64
EUREX	PHIA	KONINKLIJKE PHILIPS NV	PH1F	308.949	N/A	308.949	247.159	EUR	No	308.949	247.159
EUREX	PAH3	PORSCHE AUTOMOBIL HLDG-PRF	PORK	997.652	N/A	997.652	798.121	EUR	No	997.652	798.121
EUREX	PSM	PROSIEBENSAT.1 MEDIA SE	PSMG	176.542	N/A	176.542	141.234	EUR	No	176.542	141.234
EUREX	SHELL	SHELL PLC	R6CF	629.705	N/A	629.705	503.764	EUR	No	629.705	503.764
EUREX	RHM	RHEINMETALL AG	RHMG	5102.82	N/A	5102.82	4082.26	EUR	No	5102.82	4082.26
EUREX	RNO	RENAULT SA	RNLF	782.236	N/A	782.236	625.789	EUR	No	782.236	625.789
EUREX	ROG	ROCHE HOLDING AG-GENUSSCHEIN	ROGF	4890.11	N/A	4890.11	3912.09	CHF	No	4890.11	3912.09
EUREX	SCMN	SWISSCOM AG-REG	SCMH	1075.02	N/A	1075.02	860.014	CHF	No	1075.02	860.014
EUREX	SCR	SCOR SE	SCOI	392.713	N/A	392.713	314.17	EUR	No	392.713	314.17
EUREX	SDF	K+S AG-REG	SDXH	421.782	N/A	421.782	337.425	EUR	No	421.782	337.425
EUREX	GLE	SOCIETE GENERALE SA	SGEI	482.655	N/A	482.655	386.124	EUR	No	482.654	386.124
EUREX	SGSN	SGS SA-REG	SGSL	3789.76	N/A	3789.76	3031.81	CHF	No	3789.76	3031.81
EUREX	SLHN	SWISS LIFE HOLDING AG-REG	SLHG	10528.79	N/A	10528.79	8423.03	CHF	No	10528.79	8423.03
EUREX	SU	SCHNEIDER ELECTRIC SE	SNDH	2875.39	N/A	2875.39	2300.31	EUR	No	2875.39	2300.31
EUREX	STMN	STRAUMANN HOLDING AG-REG	STMF	2523.39	N/A	2523.39	2018.71	CHF	No	2523.39	2018.71
EUREX	SZG	SALZGITTER AG	SZGG	784.507	N/A	784.507	627.605	EUR	No	784.506	627.605
EUREX	TKA	THYSSEN-KRUPP AG	TKAG	142.378	N/A	142.378	113.902	EUR	No	142.378	113.902
EUREX	TTE	TOTALENERGIES SE	TOTG	1039.57	N/A	1039.57	831.657	EUR	No	1039.57	831.657
EUREX	TIT	TELECOM ITALIA SPA	TQIF	57.3119	N/A	57.3119	45.8495	EUR	No	57.3119	45.8495
EUREX	UHR	SWATCH GROUP AG/THE-BR	UHFF	578.783	N/A	578.783	463.027	CHF	No	578.783	463.027
EUREX	UHRN	SWATCH GROUP AG/THE-REG	UHRF	1066.57	N/A	1066.57	853.26	CHF	No	1066.57	853.26
EUREX	UNA	UNILEVER PLC	UNIH	1131.07	N/A	1131.07	904.853	EUR	No	1131.07	904.853
EUREX	VOW	VOLKSWAGEN AG	VOWG	2972.11	N/A	2972.11	2377.69	EUR	No	2972.11	2377.69
EUREX	ACA	CREDIT AGRICOLE SA	XCAH	194.76	N/A	194.76	155.808	EUR	No	194.76	155.808
EUREX	CSSMI	ISHARES SMI ETF CH	XMTF	2154.51	N/A	2154.51	1723.61	CHF	No	2154.51	1723.61
EUREX	ZURN	ZURICH INSURANCE GROUP AG	ZURF	773.352	N/A	773.352	618.682	CHF	No	773.352	618.682

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	100.325	N/A	100.325	80.26	EUR	No	100.325	80.26
FTA	AD	KONINKLIJKE AHOLD DELHAIZE N	AH6	571.145	N/A	571.145	456.916	EUR	No	571.145	456.916
FTA	AKZA	AKZO NOBEL N.V.	AK6	1321.44	N/A	1321.44	1057.15	EUR	No	1321.44	1057.15
FTA	ASML	ASML HOLDING NV	AS6	14284.49	N/A	14284.49	11427.59	EUR	No	14284.49	11427.59
FTA	LI	KLEPIERRE	CI6	659.675	N/A	659.675	527.74	EUR	No	659.675	527.74
FTA	DSM	KONINKLIJKE DSM NV	DS6	2028.36	N/A	2028.36	1622.69	EUR	No	2028.36	1622.69
FTA	AMX	AMX INDEX	FMX	14330.93	N/A	14330.93	11464.74	EUR	No	14330.93	11464.74
FTA	EOE	AMS EOE Index	FTI	9964.43	7971.54	14234.89	11387.91	EUR	Yes	14234.89	11387.91
FTA	FUR	FUGRO NV	FU6	480.638	N/A	480.638	384.51	EUR	No	480.638	384.51
FTA	HEIA	HEINEKEN NV	HE6	1832.66	N/A	1832.66	1466.13	EUR	No	1832.66	1466.13
FTA	INGA	ING GROEP NV	IN6	266.5625	N/A	266.5625	213.25	EUR	No	266.5625	213.25
FTA	KPN	KONINKLIJKE KPN NV	KP6	63.475	N/A	63.475	50.78	EUR	No	63.475	50.78
FTA	EOE	AMS EOE Index	MFA	996.443	797.154	1423.49	1138.79	EUR	No	1423.49	1138.79
FTA	MT	ARCELORMITTAL	MT6	708.163	N/A	708.163	566.53	EUR	No	708.163	566.53
FTA	PHIA	KONINKLIJKE PHILIPS NV	PH6	327.525	N/A	327.525	262.02	EUR	No	327.525	262.02
FTA	PNL	POSTNL NV	PN6	57.3119	N/A	57.3119	45.8495	EUR	No	57.3119	45.8495
FTA	RAND	RANDSTAD N.V.	RA6	1020.56	N/A	1020.56	816.452	EUR	No	1020.56	816.452
FTA	SHELL	SHELL PLC	RD6	696.075	N/A	696.075	556.86	EUR	No	696.075	556.86
FTA	REN	RELX PLC	RE6	702.976	N/A	702.976	562.381	EUR	No	702.976	562.381
FTA	SBMO	SBM OFFSHORE NV	SB6	285.513	N/A	285.513	228.41	EUR	No	285.513	228.41
FTA	URW	UNIBAIL-RODAMCO-WESTFIELD	UB6	1596.93	N/A	1596.93	1277.54	EUR	No	1596.93	1277.54
FTA	UNA	UNILEVER PLC	UN6	1131.07	N/A	1131.07	904.853	EUR	No	1131.07	904.853
FTA	WKL	WOLTERS KLUWER	WK6	2176.73	N/A	2176.73	1741.38	EUR	No	2176.73	1741.38

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 CHINA A50 E-HKD	A50	12670	10136	18100	14480	HKD	No	18100	14480
HKFE	2018	AAC TECHNOLOGIES HOLDINGS IN	AAC	4830	N/A	4830	3864	HKD	No	4830	3864
HKFE	1288	AGRICULTURAL BANK OF CHINA-H	ABC	7275	N/A	7275	5820	HKD	No	7275	5820
HKFE	914	ANHUI CONCH CEMENT CO LTD-H	ACC	3418.75	N/A	3418.75	2735	HKD	No	3418.75	2735
HKFE	1299	AIA GROUP LTD	AIA	20750	N/A	20750	16600	HKD	No	20750	16600
HKFE	9988	ALIBABA GROUP HOLDING LTD	ALB	12600.03	N/A	12600.03	10080.02	HKD	No	12600.03	10080.02
HKFE	2600	ALUMINUM CORP OF CHINA LTD-H	ALC	1925	N/A	1925	1540	HKD	No	1925	1540
HKFE	241	ALIBABA HEALTH INFORMATION T	ALH	3900.24	N/A	3900.24	3120.19	HKD	No	3900.24	3120.19
HKFE	3188	CHINAAMC ETF SERIES - CH-HKD	AMC	23620.00	N/A	23620.00	18896.00	HKD	No	23620.00	18896.00
HKFE	3988	BANK OF CHINA LTD - H	BCL	755	N/A	755	604	HKD	No	755	604
HKFE	3328	BANK OF COMMUNICATIONS CO-H	BCM	1232.50	N/A	1232.50	986	HKD	No	1232.50	986
HKFE	23	BANK OF EAST ASIA LTD	BEA	490.619	N/A	490.619	392.495	HKD	No	490.619	392.495
HKFE	9888	BAIDU INC-CLASS A	BIU	6745.05	N/A	6745.05	5396.04	HKD	No	6745.05	5396.04
HKFE	9626	BILIBILI INC-CLASS Z	BLI	2969.79	N/A	2969.79	2375.83	HKD	No	2969.79	2375.83
HKFE	2388	BOC HONG KONG HOLDINGS LTD	BOC	3175	N/A	3175	2540	HKD	No	3175	2540
HKFE	1876	BUDWEISER BREWING CO APAC LT	BUD	6162.50	N/A	6162.50	4930	HKD	No	6162.50	4930
HKFE	1211	BYD CO LTD-H	BYD	28150.00	N/A	28150.00	22520.00	HKD	No	28150.00	22520.00
HKFE	285	BYD ELECTRONIC INTL CO LTD	BYE	7493.33	N/A	7493.33	5994.66	HKD	No	7493.33	5994.66
HKFE	939	CHINA CONSTRUCTION BANK-H	CCB	1267.50	N/A	1267.50	1014	HKD	No	1267.50	1014
HKFE	1800	CHINA COMMUNICATIONS CONST-H	CCC	1150	N/A	1150	920	HKD	No	1150	920
HKFE	1898	CHINA COAL ENERGY CO - H	CCE	1505	N/A	1505	1204	HKD	No	1505	1204
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDA	1237.50	N/A	1237.50	990	HKD	No	1237.50	990
HKFE	1816	CGN POWER CO LTD-H	CGN	4675	N/A	4675	3740	HKD	No	4675	3740
HKFE	CES120	CES China 120 Index	CHH	87687.10	N/A	87687.10	70149.68	HKD	No	87687.10	70149.68
HKFE	941	CHINA MOBILE LTD	CHT	7793.75	N/A	7793.75	6235.00	HKD	No	7793.75	6235.00
HKFE	762	CHINA UNICOM HONG KONG LTD	CHU	2775	N/A	2775	2220	HKD	No	2775	2220
HKFE	267	CITIC LTD	CIT	2297.50	N/A	2297.50	1838	HKD	No	2297.50	1838
HKFE	1	CK HUTCHISON HOLDINGS LTD	CKH	6075.00	N/A	6075.00	4860.00	HKD	No	6075.00	4860.00
HKFE	2628	CHINA LIFE INSURANCE CO-H	CLI	3105	N/A	3105	2484	HKD	No	3105	2484
HKFE	2	CLP HOLDINGS LTD	CLP	7100.00	N/A	7100.00	5680.00	HKD	No	7100.00	5680.00
HKFE	3968	CHINA MERCHANTS BANK - H	CMB	4993.75	N/A	4993.75	3995.00	HKD	No	4993.75	3995.00
HKFE	883	CNOOC LTD	CNC	2935	N/A	2935	2348	HKD	No	2935	2348
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COG	3292.85	N/A	3292.85	2634.28	HKD	No	3292.85	2634.28
HKFE	688	CHINA OVERSEAS LAND & INVEST	COL	9560.00	N/A	9560.00	7648.00	HKD	No	9560.00	7648.00
HKFE	1919	COSCO SHIPPING HOLDINGS CO-H	COS	5856.25	N/A	5856.25	4685	HKD	No	5856.25	4685
HKFE	386	CHINA PETROLEUM & CHEMICAL-H	CPC	2360	N/A	2360	1888	HKD	No	2360	1888
HKFE	2601	CHINA PACIFIC INSURANCE GR-H	CPI	5300.00	N/A	5300.00	4240.00	HKD	No	5300.00	4240.00
HKFE	2822	CSOP FTSE CHINA A50 ETF-HKD	CSA	17300	N/A	17300	13840	HKD	No	17300	13840
HKFE	1088	CHINA SHENHUA ENERGY CO-H	CSE	3068.75	N/A	3068.75	2455.00	HKD	No	3068.75	2455.00
HKFE	998	CHINA CITIC BANK CORP LTD-H	CTB	19750	N/A	19750	15800	HKD	No	19750	15800
HKFE	728	CHINA TELECOM CORP LTD-H	CTC	2025	N/A	2025	1620	HKD	No	2025	1620
HKFE	6030	CITIC SECURITIES CO LTD-H	CTS	4200.00	N/A	4200.00	3360.00	HKD	No	4200.00	3360.00
HKFE	CNH	United States dollar	CUS	25657.875	N/A	25657.875	20526.30	CNH	Yes	25657.875	20526.30
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	4230.24	N/A	4230.24	2349.00	HKD	No	4230.24	2349.00
HKFE	HSIDPI	HSI Dividend Point Index	DHS	13078.40	N/A	13078.40	7387.60	HKD	No	13078.40	7387.60
HKFE	3333	CHINA EVERGRANDE GROUP	EVG	825	N/A	825	660	HKD	No	825	660
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAC	4990	N/A	4990	3992	HKD	No	4990	3992
HKFE	175	GEELY AUTOMOBILE HOLDINGS LT	GAH	12462.50	N/A	12462.50	9970	HKD	No	12462.50	9970
HKFE	GDR	CNH Gold Futures	GDR	74537.97	N/A	74537.97	59630.38	CNH	No	74537.97	59630.38
HKFE	GDU	USD Gold Futures	GDU	11645.31	N/A	11645.31	9316.25	USD	No	11645.31	9316.25
HKFE	868	XINYI GLASS HOLDINGS LTD	GHL	6990	N/A	6990	5592	HKD	No	6990	5592
HKFE	1772	GANFENG LITHIUM GROUP CO L-H	GLI	2472.50	N/A	2472.50	1978.00	HKD	No	2472.50	1978.00
HKFE	27	GALAXY ENTERTAINMENT GROUP L	GLX	12900.00	N/A	12900.00	10320.00	HKD	No	12900.00	10320.00
HKFE	2333	GREAT WALL MOTOR COMPANY-H	GWM	27066.565	N/A	27066.565	21653.25	HKD	No	27066.565	21653.25
HKFE	6837	HAITONG SECURITIES CO LTD-H	HAI	12025	N/A	12025	9620	HKD	No	12025	9620
HKFE	2828	HANGSENG CHINA ENT INDEX-HKD	HCF	87450.00	N/A	87450.00	69960.00	HKD	No	87450.00	69960.00
HKFE	6862	HAIDILAO INTERNATIONAL HOLDI	HDB	5982.45	N/A	5982.45	4785.96	HKD	No	5982.45	4785.96
HKFE	6862	HAIDILAO INTERNATIONAL HOLDI	HDO	5698.42	N/A	5698.42	4558.74	HKD	No	5698.42	4558.74
HKFE	6	POWER ASSETS HOLDINGS LTD	HEH	5250	N/A	5250	4200	HKD	No	5250	4200
HKFE	388	HONG KONG EXCHANGES & CLEAR	HEX	8565.00	N/A	8565.00	6852.00	HKD	No	8565.00	6852.00
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	36456	29164.80	52080	41664	HKD	Yes	52080	41664
HKFE	5	HSBC HOLDINGS PLC	HKB	5380.00	N/A	5380.00	4304.00	HKD	No	5380.00	4304.00
HKFE	3	HONG KONG & CHINA GAS	HKG	1732.50	N/A	1732.50	1386	HKD	No	1732.50	1386
HKFE	12	HENDERSON LAND DEVELOPMENT	HLD	6762.50	N/A	6762.50	5410.00	HKD	No	6762.50	5410.00
HKFE	902	HUANENG POWER INTL INC-H	HNP	2080	N/A	2080	1664	HKD	No	2080	1664
HKFE	11	HANG SENG BANK LTD	HSB	2817.50	N/A	2817.50	2254.00	HKD	No	2817.50	2254.00
HKFE	HSI	Hang Seng Stock Index	HSI	86752.41	69401.93	123932.01	99145.61	HKD	Yes	123932.01	99145.61
HKFE	HSTECH	Hang Seng TECH Index	HTI	31153.76	24923.01	44505.38	35604.30	HKD	Yes	44505.38	35604.30
HKFE	1398	IND & COMM BK OF CHINA - H	ICB	1067.50	N/A	1067.50	854	HKD	No	1067.50	854
HKFE	9618	JD.COM INC - CL A	JDC	20980.38	N/A	20980.38	16784.30	HKD	No	20980.38	16784.30
HKFE	6618	JD HEALTH INTERNATIONAL INC.	JDH	9167.86	N/A	9167.86	7334.29	HKD	No	9167.86	7334.29
HKFE	268	KINGDEE INTERNATIONAL SFTWR	KDS	6414.73	N/A	6414.73	5131.78	HKD	No	6414.73	5131.78
HKFE	3888	KINGSOFT CORP LTD	KSO	11233.86	N/A	11233.86	8987.09	HKD	No	11233.86	8987.09
HKFE	1024	KUAISHOU TECHNOLOGY	KST	12075.54	N/A	12075.54	9660.43	HKD	No	12075.54	9660.43
HKFE	2015	LI AUTO INC-CLASS A	LAU	4912.50	N/A	4912.50	3930	HKD	No	4912.50	3930
HKFE	823	LINK REIT	LNA	12966.59	N/A	12966.59	10373.27	HKD	No	12966.59	10373.27
HKFE	2331	LI NING CO LTD	LNI	8123.34	N/A	8123.34	6498.67	HKD	No	8123.34	6498.67
HKFE	823	LINK REIT	LNK	12600.00	N/A	12600.00	10080.00	HKD	No	12600.00	10080.00
HKFE	MCA	MSCI China A 50 Connect Index	MCA	4136.30	N/A	4136.30	3309.04	USD	No	4136.30	3309.04
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	7291.20	5832.96	10416	8332.80	HKD	Yes	10416	8332.80
HKFE	MCS	United States dollar	MCS	5350.36	N/A	5350.36	4280.29	CNH	No	5350.36	4280.29
HKFE	3690	MEITUAN-CLASS B	MET	22891.64	N/A	22891.64	18313.31	HKD	No	22891.64	18313.31
HKFE	MHI	Mini Hang Seng Index	MHI	17350.48	13880.39	24786.40	19829.12	HKD	Yes	24786.40	19829.12
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MIA	1786.01	N/A	1786.01	1428.81	USD	No	1786.01	1428.81
HKFE	1810	XIAOMI CORP-CLASS B	MIU	3035	N/A	3035	2428	HKD	No	3035	2428
HKFE	MND	MSCI India Index (USD) - HKFE	MND	6360.26	N/A	6360.26	5088.21	USD	No	6360.26	5088.21
HKFE	3993	CMOC GROUP LTD-H	MOL	10507.50	N/A	10507.50	8406	HKD	No	10507.50	8406
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSB	6750	N/A	6750	5400	HKD	No	6750	5400
HKFE	66	MTR CORP	MTR	4743.75	N/A	4743.75	3795.00	HKD	No	4743.75	3795.00
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	3604.33	N/A	3604.33	2883.47	USD	No	3604.33	2883.47
HKFE	1336	NEW CHINA LIFE INSURANCE C-H	NCL	4490.00	N/A	4490.00	3592.00	HKD	No	4490.00	3592.00
HKFE	9633	NONGFU SPRING CO LTD-H	NFU	11325.00	N/A	11325.00	9060.00	HKD	No	11325.00	9060.00
HKFE	9999	NETEASE INC	NTE	16987.50	N/A	16987.50	13590.00	HKD	No	16987.50	13590.00
HKFE	17	NEW WORLD DEVELOPMENT	NWD	5287.50	N/A	5287.50	4230	HKD	No	5287.50	4230
HKFE	2318	PING AN INSURANCE GROUP CO-H	PAI	6350.00	N/A	6350.00	5080.00	HKD	No	6350.00	5080.00
HKFE	857	PETROCHINA CO LTD-H	PEC	2340	N/A	2340	1872	HKD	No	2340	1872
HKFE	9868	XPENG INC - CLASS A SHARES	PEN	2220.00	N/A	2220.00	1776.00	HKD	No	2220.00	1776.00
HKFE	1833	PING AN HEALTHCARE AND TECHN	PHT	2675.01	N/A	2675.01	2140.01	HKD	No	2675.01	2140.01
HKFE	2328	PICC PROPERTY & CASUALTY-H	PIC	4055	N/A	4055	3244	HKD	No	4055	3244
HKFE	1928	SANDS CHINA LTD	SAN	2660	N/A	2660	2128	HKD	No	2660	2128
HKFE	16	SUN HUNG KAI PROPERTIES	SHK	27650.00	N/A	27650.00	22120.00	HKD	No	27650.00	22120.00
HKFE	968	XINYI SOLAR HOLDINGS LTD	SHL	4721.91	N/A	4721.91	3777.53	HKD	No	4721.91	3777.53
HKFE	981	SEMICONDUCTOR MANUFACTURING	SMC	11412.50	N/A	11412.50	9130	HKD	No	11412.50	9130
HKFE	2382	SUNNY OPTICAL TECH	SNO	24050.00	N/A	24050.00	19240.00	HKD	No	24050.00	19240.00
HKFE	1918	SUNAC CHINA HOLDINGS LTD	SUN	6517.00	N/A	6517.00	5213.60	HKD	No	6517.00	5213.60
HKFE	19	SWIRE PACIFIC LTD - CL A	SWA	7537.50	N/A	7537.50	6030.00	HKD	No	7537.50	6030.00
HKFE	700	TENCENT HOLDINGS LTD	TCB	10133.84	N/A	10133.84	8107.07	HKD	No	10133.84	8107.07
HKFE	700	TENCENT HOLDINGS LTD	TCH	9625	N/A	9625	7700	HKD	No	9625	7700
HKFE	2800	TRACKER FUND OF HONG KON-HKD	TRF	256500	N/A	256500	205200	HKD	No	256500	205200
HKFE	9961	TRIP.COM GROUP LTD	TRP	10650	N/A	10650	8520	HKD	No	10650	8520
HKFE	788	CHINA TOWER CORP LTD-H	TWR	2375	N/A	2375	1900	HKD	No	2375	1900
HKFE	VHSI	Hang Seng Volatility Index	VHS	76250	N/A	76250	61000	HKD	No	114062.50	91250
HKFE	9898	WEIBO CORP-CLASS A	WEB	4022.50	N/A	4022.50	3218.00	HKD	No	4022.50	3218.00
HKFE	4	WHARF HOLDINGS LTD	WHL	4555.00	N/A	4555.00	3644.00	HKD	No	4555.00	3644.00
HKFE	2269	WUXI BIOLOGICS CAYMAN INC	WXB	7576.27	N/A	7576.27	6061.02	HKD	No	7576.27	6061.02
HKFE	1171	YANKUANG ENERGY GROUP CO-H	YZC	14725.28	N/A	14725.28	11780.22	HKD	No	14725.28	11780.22
HKFE	6060	ZHONGAN ONLINE P&C INSURAN-H	ZAO	6426.47	N/A	6426.47	5141.18	HKD	No	6426.47	5141.18
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJM	6510	N/A	6510	5208	HKD	No	6510	5208

Notes

* Please note that RUR Futures will continue to remain in closing only. Visit our Knowledge Base for additional info.

ICE Cryptocurrency (ICECRYPTO)

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

Exchange ICECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICECRYPTO	BAKKT	Bakkt Bitcoin	BTM	19857.22	N/A	19857.22	15885.78	USD	No	39714.45	31771.56

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	571.145	N/A	571.145	456.916	EUR	No	571.145	456.916
ICEEU	AKZA	AKZO NOBEL N.V.	AKZ	1321.44	N/A	1321.44	1057.15	EUR	No	1321.44	1057.15
ICEEU	ASML	ASML HOLDING NV	ASL	11713.77	N/A	11713.77	9371.02	EUR	No	11713.77	9371.02
ICEEU	ENI	ENI SPA	ENI	2419.94	N/A	2419.94	1935.95	EUR	No	2419.94	1935.95
ICEEU	ENEL	ENEL SPA	ENL	1053.54	N/A	1053.54	842.83	EUR	No	1053.54	842.83
ICEEU	SG	Short Gilt	G	4274.92	N/A	4274.92	3419.94	GBP	No	4274.92	3419.94
ICEEU	G	ASSICURAZIONI GENERALI	GEN	3435.73	N/A	3435.73	2748.59	EUR	No	3435.73	2748.59
ICEEU	H	Medium Gilt	H	7855.57	N/A	7855.57	6284.45	GBP	No	7855.57	6284.45
ICEEU	HEIA	HEINEKEN NV	HEI	1832.66	N/A	1832.66	1466.13	EUR	No	1832.66	1466.13
ICEEU	I	3 Month EURIBOR Interest Rate	I	1339.06	N/A	1339.06	1071.25	EUR	Yes	1339.06	1071.25
ICEEU	INGA	ING GROEP NV	ING	428.237	N/A	428.237	342.59	EUR	No	428.237	342.59
ICEEU	KPN	KONINKLIJKE KPN NV	KPN	59.0309	N/A	59.0309	47.2247	EUR	No	59.031	47.2248
ICEEU	MB	MEDIOBANCA SPA	MB	1738.24	N/A	1738.24	1390.59	EUR	No	1738.24	1390.60
ICEEU	NDUEBRAF	The MSCI Brazil Net Total Return	MCG	8806.64	N/A	8806.64	7045.32	USD	No	8806.64	7045.32
ICEEU	MFEB	MFE-MEDIAFOREUROPE NV-CL B	MSI	119.72	N/A	119.72	95.776	EUR	No	119.721	95.776
ICEEU	O	5 Year Euro Swapnote	O	7874.00	N/A	7874.00	6299.20	EUR	No	7874.00	6299.20
ICEEU	P	10 Year Euro Swapnote	P	13212.26	N/A	13212.26	10569.81	EUR	No	13212.26	10569.81
ICEEU	PHIA	KONINKLIJKE PHILIPS NV	PHI	308.949	N/A	308.949	247.159	EUR	No	308.949	247.159
ICEEU	R	Long Gilt	R	7025	N/A	7025	5620	GBP	No	7025	5620
ICEEU	SHELL	SHELL PLC	RD	629.705	N/A	629.705	503.764	EUR	No	629.705	503.764
ICEEU	REN	RELX PLC	REN	702.976	N/A	702.976	562.381	EUR	No	702.976	562.381
ICEEU	SRFXON3	Three Month SaronA	SA3	990.531	N/A	990.531	792.425	CHF	No	990.531	792.425
ICEEU	SONIA.N	Three Month SONIA	SO3	1508.44	N/A	1508.44	1206.75	GBP	Yes	1508.44	1206.75
ICEEU	SONIO.N	One Month SONIA	SOA	961.5625	N/A	961.5625	769.25	GBP	No	961.5625	769.25
ICEEU	STMPA	STMICROELECTRONICS NV	STM	9127.84	N/A	9127.84	7302.27	EUR	No	9127.84	7302.27
ICEEU	TIT	TELECOM ITALIA SPA	TI	62.625	N/A	62.625	50.10	EUR	No	62.625	50.10
ICEEU	TWS	2 Year Euro Swapnote	TWS	3547.80	N/A	3547.80	2838.24	EUR	No	3547.80	2838.24
ICEEU	UCG	UNICREDIT SPA	UC	3568.62	N/A	3568.62	2854.90	EUR	No	3568.62	2854.90
ICEEU	UNA	UNILEVER PLC	UNA	1131.07	N/A	1131.07	904.853	EUR	No	1131.07	904.853
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	947.908	N/A	947.908	586	GBP	No	947.908	586
ICEEU	Y	FTSE 250 Index	Y2	5547.31	N/A	5547.31	4437.85	GBP	No	5547.31	4437.85
ICEEU	Z	FTSE 100 Index	Z	4255.67	3404.53	6079.52	4863.62	GBP	Yes	6079.52	4863.62

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	1626.07	N/A	1626.07	1300.86	GBP	No	1626.07	1300.86
ICEEUSOFT	D	Robusta Coffee	RC	1862.50	N/A	1862.50	1490	USD	No	1862.50	1490
ICEEUSOFT	T	Wheat	T	5090.43	N/A	5090.43	4072.34	GBP	No	5090.43	4072.34
ICEEUSOFT	W	White Sugar	W	3529.52	N/A	3529.52	2823.62	USD	No	3529.52	2823.62

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	9361.05	N/A	9361.05	7488.84	USD	No	9361.05	7488.84
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	22410936.36	N/A	22410936.36	17928749.08	JPY	No	22410936.41	17928749.125
ICEUS	EO	European Monetary Union Euro	KEO	10801.06	N/A	10801.06	8640.85	USD	No	10801.06	8640.85
ICEUS	ECD	European Monetary Union Euro	KEP	17964.90	N/A	17964.90	14371.92	CAD	No	17964.90	14371.92
ICEUS	GB	European Monetary Union Euro	KGB	9899.79	N/A	9899.79	7919.83	GBP	No	9899.79	7919.83
ICEUS	EAD	European Monetary Union Euro	KRA	21825.31	N/A	21825.31	17460.25	AUD	No	21825.31	17460.25
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	9589.09	N/A	9589.09	7671.28	CHF	No	9589.09	7671.28
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	4491032.25	N/A	4491032.25	3592825.80	JPY	No	4491032.25	3592825.80
ICEUS	MP	British pound	MP	9767.45	N/A	9767.45	7813.96	USD	No	9767.45	7813.96
ICEUS	SS	British Pound in Swiss Franc	SS	15548.74	N/A	15548.74	12439.00	CHF	No	15548.74	12439.00
ICEUS	SY	British Pound in Japanese Yen	SY	2866748.24	N/A	2866748.24	2293398.59	JPY	No	2866748.24	2293398.59

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	1364.92	N/A	1364.92	1091.93	EUR	No	1364.92	1091.93
IDEM	ACE	ACEA SPA	ACE	1179.45	N/A	1179.45	943.563	EUR	No	1179.45	943.562
IDEM	AGL	AUTOGRILL SPA	AGL	718.812	N/A	718.812	575.05	EUR	No	718.812	575.05
IDEM	BMED	BANCA MEDIOLANUM SPA	BMED	785.613	N/A	785.613	628.491	EUR	No	785.613	628.491
IDEM	BZU	BUZZI UNICEM SPA	BZU	427.646	N/A	427.646	342.116	EUR	No	427.646	342.116
IDEM	CPR	DAVIDE CAMPARI-MILANO NV	CPR	2083.76	N/A	2083.76	1667.01	EUR	No	2083.76	1667.01
IDEM	ENEL	ENEL SPA	ENEL	526.81	N/A	526.81	421.448	EUR	No	526.81	421.448
IDEM	ENI	ENI SPA	ENI	1210.07	N/A	1210.07	968.053	EUR	No	1210.07	968.053
IDEM	ERG	ERG SPA	ERG	2569.25	N/A	2569.25	2055.40	EUR	No	2569.25	2055.40
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	1694.35	N/A	1694.35	1234	EUR	No	1694.35	1234
IDEM	FTMIB	FTSE MIB Index	FTMIB	14223.78	11379.025	20319.69	16255.75	EUR	Yes	20319.69	16255.75
IDEM	G	ASSICURAZIONI GENERALI	G	343.60	N/A	343.60	274.88	EUR	No	343.60	274.88
IDEM	GEO	GEOX SPA	GEO	112.644	N/A	112.644	90.115	EUR	No	112.644	90.115
IDEM	ISP	INTESA SANPAOLO	ISP	444.173	N/A	444.173	355.338	EUR	No	444.174	355.339
IDEM	LDO	LEONARDO SPA	LDO	1087.50	N/A	1087.50	870.00	EUR	No	1087.50	870.00
IDEM	MB	MEDIOBANCA SPA	MB	869.189	N/A	869.189	695.351	EUR	No	869.19	695.352
IDEM	MFEB	MFE-MEDIAFOREUROPE NV-CL B	MFEB	119.729	N/A	119.729	95.783	EUR	No	119.73	95.784
IDEM	FTMIB	FTSE MIB Index	MICRO	568.951	455.161	812.7875	650.23	EUR	No	812.7875	650.23
IDEM	FTMIB	FTSE MIB Index	MINI	2844.76	2275.805	4063.94	3251.15	EUR	No	4063.94	3251.15
IDEM	PRY	PRYSMIAN SPA	PRY	721.006	N/A	721.006	576.805	EUR	No	721.006	576.805
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	2237.54	N/A	2237.54	1790.03	EUR	No	2237.55	1790.04
IDEM	SRS	SARAS SPA	SRS	322.163	N/A	322.163	257.73	EUR	No	322.163	257.73
IDEM	TEN	TENARIS SA	TEN	1237.32	N/A	1237.32	989.854	EUR	No	1237.32	989.854
IDEM	TIT	TELECOM ITALIA SPA	TIT	103.744	N/A	103.744	82.995	EUR	No	103.744	82.995
IDEM	TITR	TELECOM ITALIA-RSP	TITR	100.069	N/A	100.069	80.055	EUR	No	100.069	80.055
IDEM	TOD	TOD'S SPA	TOD	998.219	N/A	998.219	798.575	EUR	No	998.219	798.575
IDEM	TRN	TERNA-RETE ELETTRICA NAZIONA	TRN	1429.62	N/A	1429.62	1143.69	EUR	No	1429.62	1143.69
IDEM	UCG	UNICREDIT SPA	UCG	1855.12	N/A	1855.12	1484.10	EUR	No	1855.12	1484.10
IDEM	UNI	UNIPOL GRUPPO SPA	UNI	447.742	N/A	447.742	358.193	EUR	No	447.741	358.193
IDEM	US	UNIPOLSAI ASSICURAZIONI SPA	US	433.468	N/A	433.468	346.774	EUR	No	433.468	346.774

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	63637.88	N/A	63637.88	50910.31	USD	No	63637.88	50910.31
IPE	COIL	ICE Brent Crude	COIL	27000	N/A	27000	20000	USD	Yes	27000	20000
IPE	GOIL	ICE Gasoil	GOIL	14640.91	N/A	14640.91	10845.12	USD	No	14640.91	10845.12
IPE	HOIL	ICE Heating Oil	HOIL	33647.30	N/A	33647.30	24923.93	USD	No	33647.30	24923.93
IPE	NCF	Newcastle Coal Futures	NCF	83735.07	N/A	83735.07	66988.06	USD	No	82862.78	66290.22
IPE	NGF	ICE UK Natural Gas	NGF	20697.925	N/A	20697.925	16558.34	GBP	No	33511	16558.34
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	32047.86	N/A	32047.86	23739.16	USD	No	32047.86	23739.16
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	26534.52	N/A	26534.52	19655.20	USD	Yes	26534.52	19655.20

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	6997812.37	5598249.89	9996874.81	7997499.85	KRW	Yes	9996874.81	7997499.85
KSE	K200M	Mini KOSPI200 Index	05	1393524.95	1114819.96	1990749.93	1592599.945	KRW	Yes	1990749.93	1592599.945
KSE	KOSDQ150	KOSDAQ 150 Index	06	1090250	872200	1557500	1246000	KRW	No	1557500	1246000
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	198158.26	N/A	198158.26	158526.60	KRW	No	198158.26	158526.60
KSE	017670	SK TELECOM	112	149479.57	N/A	149479.57	119583.65	KRW	No	149479.57	119583.65
KSE	005490	POSCO HOLDINGS INC	113	1064357.13	N/A	1064357.13	851485.70	KRW	No	1064357.13	851485.70
KSE	030200	KTCORPORATION	114	91096.45	N/A	91096.45	72877.16	KRW	No	91096.45	72877.16
KSE	015760	KOREA ELECTRIC POWER CORP	115	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	005380	HYUNDAI MOTOR CO	116	568804.98	N/A	568804.98	455043.98	KRW	No	568804.98	455043.98
KSE	016360	SAMSUNG SECURITIES CO LTD	117	97983.47	N/A	97983.47	78386.77	KRW	No	97983.47	78386.77
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	110192.27	N/A	110192.27	88153.82	KRW	No	110192.27	88153.82
KSE	000270	KIA CORP	119	250123.93	N/A	250123.93	200099.14	KRW	No	250123.93	200099.14
KSE	012330	HYUNDAI MOBIS CO LTD	120	671484.14	N/A	671484.14	537187.30	KRW	No	671484.14	537187.30
KSE	006400	SAMSUNG SDI CO LTD	122	2260193.75	N/A	2260193.75	1808155	KRW	No	2260193.75	1808155
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	480212.89	N/A	480212.89	384170.31	KRW	No	480212.89	384170.31
KSE	066570	LG ELECTRONICS INC	124	355620.51	N/A	355620.51	284496.41	KRW	No	355620.51	284496.41
KSE	036460	KOREA GAS CORPORATION	128	86244.23	N/A	86244.23	68995.39	KRW	No	86244.23	68995.39
KSE	004020	HYUNDAI STEEL CO	132	106748.76	N/A	106748.76	85399.00	KRW	No	106748.76	85399.00
KSE	003550	LG CORP	134	255445.72	N/A	255445.72	204356.56	KRW	No	255445.72	204356.56
KSE	078930	GS HOLDINGS	135	126001.10	N/A	126001.10	100800.88	KRW	No	126001.10	100800.88
KSE	033780	KT & G CORPORATION	136	263584.92	N/A	263584.92	210867.93	KRW	No	263584.92	210867.93
KSE	009540	KOREA SHIPBUILDING & OFFSHOR	139	241984.72	N/A	241984.72	193587.77	KRW	No	241984.72	193587.77
KSE	086790	HANA FINANCIAL GROUP	140	126314.15	N/A	126314.15	101051.32	KRW	No	126314.15	101051.32
KSE	096770	SK INNOVATION CO LTD	141	586961.67	N/A	586961.67	469569.34	KRW	No	586961.67	469569.34
KSE	001040	CJ CORP	142	318054.96	N/A	318054.96	254443.96	KRW	No	318054.96	254443.96
KSE	034220	LG DISPLAY CO LTD	145	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	105560	KB FINANCIAL GROUP INC	146	148227.39	N/A	148227.39	118581.90	KRW	No	148227.39	118581.90
KSE	051910	LG CHEM LTD	147	2185062.66	N/A	2185062.66	1748050	KRW	No	2185062.66	1748050
KSE	006800	MIRAE ASSET SECURITIES CO LT	148	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	042670	HYUNDAI DOOSAN INFRACORE CO	149	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	000660	SK HYNIX INC	150	277672.00	N/A	277672.00	222137.60	KRW	No	277672.00	222137.60
KSE	006360	GS ENGINEERING & CONSTRUCT	151	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	139480	E-MART INC	154	329324.62	N/A	329324.62	263459.69	KRW	No	329324.62	263459.69
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	106592.24	N/A	106592.24	85273.79	KRW	No	106592.24	85273.79
KSE	035420	NAVER CORP	156	632353.37	N/A	632353.37	505882.70	KRW	No	632353.37	505882.70
KSE	003490	KOREAN AIR LINES CO LTD	157	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	3KTB	3-Year Korea Treasury Bond	165	1573350	N/A	1573350	1099105.44	KRW	No	1573350	1099105.44
KSE	FLKTB	10-Year Korea Treasury Bond	167	4556181	N/A	4556181	3037454	KRW	No	4556181	3037454
KSE	KWY	United States dollar	175	1621250	N/A	1621250	1297000	KRW	No	3242500	2594000
KSE	032640	LG UPLUS CORP	1B0	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	010950	S-OILCORPORATION	1B2	249497.84	N/A	249497.84	199598.26	KRW	No	249497.84	199598.26
KSE	010130	KOREA ZINC CO LTD	1B3	1674797.27	N/A	1674797.27	1339837.81	KRW	No	1674797.27	1339837.81
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	001680	DAESANG CORPORATION	1B6	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	047050	POSCO INTERNATIONAL CORP	1B7	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	034020	DOOSAN ENERBILITY CO LTD	1B9	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	023530	LOTTE SHOPPING CO	1BA	255758.76	N/A	255758.76	204607.01	KRW	No	255758.76	204607.01
KSE	011170	LOTTE CHEMICAL CORP	1BB	591657.35	N/A	591657.35	473325.86	KRW	No	591657.35	473325.86
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	196279.98	N/A	196279.98	157023.98	KRW	No	196279.98	157023.98
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	029780	SAMSUNG CARD CO	1BG	95009.53	N/A	95009.53	76007.62	KRW	No	95009.53	76007.62
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	303654.83	N/A	303654.83	242923.87	KRW	No	303654.83	242923.87
KSE	036570	NCSOFTCORPORATION	1BJ	1169227.64	N/A	1169227.64	935382.11	KRW	No	1169227.64	935382.11
KSE	000080	HITE JINRO CO LTD	1BK	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	172488.47	N/A	172488.47	137990.77	KRW	No	172488.47	137990.77
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	147131.73	N/A	147131.73	117705.38	KRW	No	147131.73	117705.38
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	114731.44	N/A	114731.44	91785.15	KRW	No	114731.44	91785.15
KSE	011210	HYUNDAI WIA CORP	1BP	175618.94	N/A	175618.94	140495.15	KRW	No	175618.94	140495.15
KSE	008770	HOTEL SHILLA CO LTD	1BQ	253254.39	N/A	253254.39	202603.52	KRW	No	253254.39	202603.52
KSE	035250	KANGWON LAND, INC.	1BS	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	138930	BNK FINANCIAL GROUP INC	1BT	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	139130	DGB FINANCIAL GROUP INC	1BV	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	001120	LX INTERNATIONAL CORP	1BX	91409.50	N/A	91409.50	73127.60	KRW	No	91409.50	73127.60
KSE	011070	LG INNOTEK CO LTD	1BY	849920.51	N/A	849920.51	679936.41	KRW	No	849920.51	679936.41
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	010060	OCI CO LTD	1C0	318054.96	N/A	318054.96	254443.96	KRW	No	318054.96	254443.96
KSE	034730	SK INC	1C1	542822.14	N/A	542822.14	434257.70	KRW	No	542822.14	434257.70
KSE	001740	SK NETWORKS CO LTD	1C2	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	444525.63	N/A	444525.63	355620.51	KRW	No	444525.63	355620.51
KSE	002350	NEXEN TIRE CORPORATION	1C4	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	018260	SAMSUNG SDS CO LTD	1C5	367203.22	N/A	367203.22	293762.58	KRW	No	367203.22	293762.58
KSE	090430	AMOREPACIFIC CORP	1C6	424803.71	N/A	424803.71	339842.97	KRW	No	424803.71	339842.97
KSE	030000	CHEIL WORLDWIDE INC	1C7	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	028260	SAMSUNG C&T CORP	1C8	341220.39	N/A	341220.39	272976.31	KRW	No	341220.39	272976.31
KSE	000880	HANWHA CORPORATION	1C9	81548.54	N/A	81548.54	65238.83	KRW	No	81548.54	65238.83
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	496804.36	N/A	496804.36	397443.48	KRW	No	496804.36	397443.48
KSE	010620	HYUNDAIMIPODOCKYARD	1CD	218506.26	N/A	218506.26	174805	KRW	No	218506.26	174805
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	105183.53	N/A	105183.53	84146.83	KRW	No	105183.53	84146.83
KSE	035720	KAKAO CORP	1CF	188766.87	N/A	188766.87	151013.50	KRW	No	188766.87	151013.50
KSE	034230	PARADISE CO LTD	1CG	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	1CJ	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	069080	WEBZEN INC	1CK	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	096530	SEEGENE INC	1CL	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	022100	POSCO ICT CO LTD	1CN	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	068270	CELLTRION INC	1CP	467378.01	N/A	467378.01	373902.38	KRW	No	467378.01	373902.38
KSE	122870	YG ENTERTAINMENT INC	1CQ	179062.44	N/A	179062.44	143249.95	KRW	No	179062.44	143249.95
KSE	051900	LG H&H	1CR	1856364.10	N/A	1856364.10	1485091.25	KRW	No	1856364.10	1485091.25
KSE	002790	AMOREPACIFIC GROUP	1CS	120209.75	N/A	120209.75	96167.79	KRW	No	120209.75	96167.79
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	644875.21	N/A	644875.21	515900.16	KRW	No	644875.21	515900.16
KSE	008930	HANMI SCIENCE CO LTD	1CV	122088.02	N/A	122088.02	97670.42	KRW	No	122088.02	97670.42
KSE	021240	COWAY CO LTD	1CW	161531.85	N/A	161531.85	129225.48	KRW	No	161531.85	129225.48
KSE	128940	HANMI PHARM CO LTD	1CX	798267.87	N/A	798267.87	638614.30	KRW	No	798267.87	638614.30
KSE	018880	HANON SYSTEMS	1CY	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	027410	BGF CO LTD	1CZ	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	005830	DB INSURANCE CO LTD	1D0	231341.16	N/A	231341.16	185072.93	KRW	No	231341.16	185072.93
KSE	097950	CJ CHEILJEDANG CORP.	1D1	1001747.89	N/A	1001747.89	801398.28	KRW	No	1001747.89	801398.28
KSE	009240	HANSSEM CO LTD	1D2	155427.45	N/A	155427.45	124341.95	KRW	No	155427.45	124341.95
KSE	002380	KCC CORP	1D3	701223.54	N/A	701223.54	560978.83	KRW	No	701223.54	560978.83
KSE	007070	GS RETAIL CO LTD	1D4	88592.08	N/A	88592.08	70873.66	KRW	No	88592.08	70873.66
KSE	012750	S1 CORPORATION	1D5	173427.61	N/A	173427.61	138742.08	KRW	No	173427.61	138742.08
KSE	000100	YUHAN CORPORATION	1D6	156523.11	N/A	156523.11	125218.49	KRW	No	156523.11	125218.49
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	115827.10	N/A	115827.10	92661.68	KRW	No	115827.10	92661.68
KSE	069960	HYUNDAI DEPT STORE CO	1D8	169671.05	N/A	169671.05	135736.84	KRW	No	169671.05	135736.84
KSE	079160	CJ CGV CO LTD	1D9	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	004370	NONGSHIM CO LTD	1DA	1145749.18	N/A	1145749.18	916599.30	KRW	No	1145749.18	916599.30
KSE	079550	LIG NEX1 CO LTD	1DB	222262.82	N/A	222262.82	177810.25	KRW	No	222262.82	177810.25
KSE	204320	HL MANDO CO LTD	1DC	144157.79	N/A	144157.79	115326.23	KRW	No	144157.79	115326.23
KSE	004170	SHINSEGAE INC	1DD	674614.60	N/A	674614.60	539691.68	KRW	No	674614.60	539691.68
KSE	161890	KOLMAR KOREA CO LTD	1DE	130853.32	N/A	130853.32	104682.66	KRW	No	130853.32	104682.66
KSE	111770	YOUNGONE CORP	1DG	143375.17	N/A	143375.17	114700.14	KRW	No	143375.17	114700.14
KSE	008560	MERITZ SECURITIES CO LTD	1DH	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	557222.27	N/A	557222.27	445777.81	KRW	No	557222.27	445777.81
KSE	192820	COSMAX INC	1DK	256697.90	N/A	256697.90	205358.32	KRW	No	256697.90	205358.32
KSE	108670	LX HAUSYS LTD	1DL	104400.92	N/A	104400.92	83520.73	KRW	No	104400.92	83520.73
KSE	023590	DAOU TECHNOLOGY INC	1DM	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	039130	HANA TOUR SERVICE INC	1DN	191897.34	N/A	191897.34	153517.86	KRW	No	191897.34	153517.86
KSE	086900	MEDY-TOX INC	1DP	788070	N/A	788070	547204.80	KRW	No	788070	547204.80
KSE	078340	COM2US CORP	1DR	227584.59	N/A	227584.59	182067.68	KRW	No	227584.59	182067.68
KSE	035760	CJ ENM CO LTD	1DT	272663.26	N/A	272663.26	218130.61	KRW	No	272663.26	218130.61
KSE	056190	SFA ENGINEERING CORP	1DV	123809.78	N/A	123809.78	99047.82	KRW	No	123809.78	99047.82
KSE	241560	DOOSAN BOBCAT INC	1DW	134140.31	N/A	134140.31	107312.25	KRW	No	134140.31	107312.25
KSE	017800	HYUNDAI ELEVATOR CO	1DY	93287.77	N/A	93287.77	74630.22	KRW	No	93287.77	74630.22
KSE	105630	HANSAE CO LTD	1DZ	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	240810	WONIK IPS CO LTD	1E0	110192.27	N/A	110192.27	88153.82	KRW	No	110192.27	88153.82
KSE	001060	JW PHARMACEUTICAL	1E1	200160.23	N/A	200160.23	160128.19	KRW	No	200160.23	160128.19
KSE	053800	AHNLAB INC	1E2	302328	N/A	302328	201552	KRW	No	302328	201552
KSE	091700	PARTRON CO LTD	1E3	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	041510	SM ENTERTAINMENT CO LTD	1E4	303472.50	N/A	303472.50	235661.19	KRW	No	303472.50	235661.19
KSE	251270	NETMARBLE CORP	1E5	202227.86	N/A	202227.86	161782.29	KRW	No	202227.86	161782.29
KSE	091990	CELLTRION HEALTHCARE CO LTD	1E6	186888.59	N/A	186888.59	149510.87	KRW	No	186888.59	149510.87
KSE	003670	POSCO CHEMICAL CO LTD	1E8	817050.63	N/A	817050.63	653640.51	KRW	No	817050.63	653640.51
KSE	003520	YUNGJIN PHARMACEUTICAL CO	1E9	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	178920	PI ADVANCED MATERIALS CO LTD	1EA	120366.27	N/A	120366.27	96293.02	KRW	No	120366.27	96293.02
KSE	316140	WOORI FINANCIAL GROUP INC	1EB	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	294870	HDC HYUNDAI DEVELOPMENT CO-E	1EC	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	020150	LOTTE ENERGY MATERIALS CORP	1ED	208801.83	N/A	208801.83	167041.46	KRW	No	208801.83	167041.46
KSE	009420	HANALL BIOPHARMA CO LTD	1EE	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	035900	JYP ENTERTAINMENT CORP	1EF	242297.78	N/A	242297.78	193838.22	KRW	No	242297.78	193838.22
KSE	003410	SSANGYONG C&E CO LTD	1EG	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	028670	PAN OCEAN CO LTD	1EH	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	011790	SKC CO LTD	1EJ	342785.61	N/A	342785.61	274228.48	KRW	No	342785.61	274228.48
KSE	000990	DB HITEK CO LTD	1EK	191897.34	N/A	191897.34	153517.86	KRW	No	191897.34	153517.86
KSE	093370	FOOSUNG CO LTD	1EL	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	375500	DL E&C CO LTD	1ER	101426.97	N/A	101426.97	81141.58	KRW	No	101426.97	81141.58
KSE	207940	SAMSUNG BIOLOGICS CO LTD	1ES	2457412.89	N/A	2457412.89	1965930.31	KRW	No	2457412.89	1965930.31
KSE	028050	SAMSUNG ENGINEERING CO LTD	1ET	94853.01	N/A	94853.01	75882.40	KRW	No	94853.01	75882.40
KSE	272210	HANWHA SYSTEMS CO LTD	1EV	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	003850	BORYUNG	1EW	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	293490	KAKAO GAMES CORP	1EX	129601.14	N/A	129601.14	103680.91	KRW	No	129601.14	103680.91
KSE	247540	ECOPRO BM CO LTD	1EY	709049.66	N/A	709049.66	567239.73	KRW	No	709049.66	567239.73
KSE	253450	STUDIO DRAGON CORP	1EZ	219758.45	N/A	219758.45	175806.76	KRW	No	219758.45	175806.76
KSE	278280	CHUNBO CO LTD	1F0	774789.40	N/A	774789.40	619831.52	KRW	No	774789.40	619831.52
KSE	200130	KOLMAR BNH CO LTD	1F1	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	036540	SFA SEMICON CO LTD	1F2	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	060250	NHN KCP CORP	1F3	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	000250	SAM CHUN DANG PHARM CO LTD	1F4	256071.80	N/A	256071.80	204857.44	KRW	No	256071.80	204857.44
KSE	373220	LG ENERGY SOLUTION	1F5	1840711.76	N/A	1840711.76	1472569.375	KRW	No	1840711.76	1472569.375
KSE	323410	KAKAOBANK CORP	1F6	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	377300	KAKAO PAY CORP	1F7	188268	N/A	188268	134735.09	KRW	No	188268	134735.09
KSE	259960	KRAFTON INC	1F8	560665.77	N/A	560665.77	448532.62	KRW	No	560665.77	448532.62
KSE	302440	SK BIOSCIENCE CO LTD	1F9	224141.09	N/A	224141.09	179312.87	KRW	No	224141.09	179312.87
KSE	011200	HMM CO LTD	1FA	81062.50	N/A	81062.50	64850	KRW	No	81062.50	64850
KSE	361610	SK IE TECHNOLOGY CO LTD	1FB	224767.19	N/A	224767.19	179813.75	KRW	No	224767.19	179813.75
KSE	352820	HYBE CO LTD	1FC	591344.32	N/A	591344.32	473075.43	KRW	No	591344.32	473075.43
KSE	329180	HYUNDAI HEAVY INDUSTRIES CO	1FD	311167.94	N/A	311167.94	248934.36	KRW	No	311167.94	248934.36
KSE	402340	SK SQUARE CO LTD	1FE	123340.21	N/A	123340.21	98672.17	KRW	No	123340.21	98672.17
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	1FF	194401.70	N/A	194401.70	155521.36	KRW	No	194401.70	155521.36
KSE	383220	F&F CO LTD / NEW	1FG	432942.92	N/A	432942.92	346354.34	KRW	No	432942.92	346354.34
KSE	267250	HD HYUNDAI	1FH	182192.90	N/A	182192.90	145754.32	KRW	No	182192.90	145754.32
KSE	271560	ORION CORP/REPUBLIC OF KOREA	1FJ	422612.40	N/A	422612.40	338089.92	KRW	No	422612.40	338089.92
KSE	138040	MERITZ FINANCIAL GROUP INC	1FK	124122.83	N/A	124122.83	99298.26	KRW	No	124122.83	99298.26
KSE	263750	PEARL ABYSS CORP	1FL	145566.49	N/A	145566.49	116453.19	KRW	No	145566.49	116453.19
KSE	066970	L&F CO LTD	1FM	925051.58	N/A	925051.58	740041.25	KRW	No	925051.58	740041.25
KSE	112040	WEMADE CO LTD	1FN	226404	N/A	226404	150936	KRW	No	226404	150936
KSE	196170	ALTEOGEN INC	1FP	125400	N/A	125400	95792.14	KRW	No	125400	95792.14
KSE	058470	LEENO INDUSTRIAL INC	1FQ	450473.51	N/A	450473.51	360378.79	KRW	No	450473.51	360378.79

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	6674.375	N/A	6674.375	5339.50	USD	No	6674.375	5339.50
LMEOTC	CA	Grade A Copper - LME	CA	21629.69	N/A	21629.69	17303.75	USD	No	21629.69	17303.75
LMEOTC	PB	Lead - LME	PB	6209.69	N/A	6209.69	4967.75	USD	No	6209.69	4967.75
LMEOTC	SNLME	Tin future	SN	32422.94	N/A	32422.94	25938.35	USD	No	32422.94	25938.35
LMEOTC	ZSLME	Special High Grade Zinc	ZS	10339.06	N/A	10339.06	8271.25	USD	No	10339.06	8271.25

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	1770.18	N/A	1770.18	1416.14	EUR	Yes	1770.18	1416.14
MATIF	ECO	European Rapeseed Future	ECO	3475.01	N/A	3475.01	2780.01	EUR	No	3475.01	2780.01
MATIF	EMA	Corn	EMA	2322.50	N/A	2322.50	1858.00	EUR	No	2322.50	1858.00

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	IBEX35	IBEX 35 Index	IBX	8312.54	6650.03	11875.05	9500.04	EUR	No	11875.05	9500.04
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	831.254	665.003	1187.51	950.004	EUR	Yes	1187.51	950.004

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	AMXB	AMERICA MOVIL SAB DE C-SER B	AXL	1130.81	N/A	1130.81	904.65	MXN	No	1130.81	904.65
MEXDER	CEMEXCPO	CEMEX SAB-CPO	CXC	1130.81	N/A	1130.81	904.65	MXN	No	1130.81	904.65
MEXDER	FEMSAUBD	FOMENTO ECONOMICO MEXICA-UBD	FEM	3273.18	N/A	3273.18	2618.55	MXN	No	3273.18	2618.55
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	59163.48	N/A	59163.48	47330.78	MXN	Yes²	63753.515	51002.81
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	11832.70	N/A	11832.70	9466.16	MXN	No	12750.70	10200.56

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	5838.40	N/A	5838.40	4670.72	EUR	No	5838.40	4670.72
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	4642.30	N/A	4642.30	3713.84	EUR	No	4642.30	3713.84
MONEP	CAC40	CAC 40	FCE	4812.50	3850	6875	5500	EUR	Yes	6875	5500
MONEP	FEF	FTSEurofirst 80 NEW	FEF	16890.59	N/A	16890.59	13512.47	EUR	No	16890.59	13512.47
MONEP	FEO	FTSEurofirst 100 NEW	FEO	12291.88	N/A	12291.88	9833.50	EUR	No	12291.88	9833.50
MONEP	CAC40	CAC 40	MFC	481.25	385	687.50	550	EUR	No	687.50	550

National Stock Exchange of India (NSE)

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

Exchange NSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	179926.25	N/A	179926.25	143941	INR	Yes	7156.25	5725.00
NSE	EURINR	Euro in Indian Rupee	EURINR	11195.00	N/A	11195.00	8956.00	INR	No	11195.00	8956.00
NSE	NSEFIN	NSE Nifty Financial Services Index Futures	FINNIFTY	120955.2	N/A	120955.2	96764	INR	Yes	3005.70	2404.56
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	12720.00	N/A	12720.00	10176.00	INR	No	12720.00	10176.00
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	7844.69	N/A	7844.69	6275.75	INR	No	7844.69	6275.75
NSE	NIFTY50	Nifty 50	NIFTY	132539	N/A	132539	106031	INR	Yes	2633.32	2106.65
NSE	USDINR	US Dollars in Indian Rupee	USDINR	10303.75	N/A	10303.75	8243	INR	Yes	10303.75	8243

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	3008.26	N/A	3008.26	2406.61	USD	Yes	3008.26	2406.61
NYBOT	CT	Cotton No. 2	CT	5629.93	N/A	5629.93	4503.95	USD	Yes	5629.93	4503.95
NYBOT	DX	NYBOT US Dollar FX	DX	3125.01	N/A	3125.01	2500.01	USD	Yes	3125.01	2500.01
NYBOT	NYFANG	NYSE FANG+ Index	FNG	5122.25	N/A	5122.25	4097.80	USD	No	5122.25	4097.80
NYBOT	KC	Coffee "C"	KC	8947.83	N/A	8947.83	7158.26	USD	Yes	8947.83	7158.26
NYBOT	OJ	FC Orange Juice "A"	OJ	12336.49	N/A	12336.49	9869.19	USD	Yes	12336.49	9869.19
NYBOT	RS	Canola	RS	1515.46	N/A	1515.46	1212.37	CAD	No	1515.46	1212.37
NYBOT	SB	Sugar No. 11	SB	2768.80	N/A	2768.80	2215.04	USD	Yes	2768.80	2215.04
NYBOT	SF	Sugar #16 112000 lbs	SF	1667.95	N/A	1667.95	1334.36	USD	No	1667.95	1334.36

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	27000	N/A	27000	20000	USD	No	27000	20000
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	27000	N/A	27000	20000	USD	Yes	27000	20000
NYMEX	CL	Light Sweet Crude Oil	CL	27000	N/A	27000	20000	USD	Yes	27000	20000
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	9637.29	N/A	9637.29	7709.83	USD	No	9637.29	7709.83
NYMEX	HO	Heating Oil	HO	35154	N/A	35154	26040	USD	Yes	35154	26040
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	9637.29	N/A	9637.29	7709.83	USD	No	9637.29	7709.83
NYMEX	MCL	Micro WTI Crude Oil	MCL	2700	N/A	2700	2000	USD	Yes	2700	2000
NYMEX	MHO	Micro NY Harbor ULSD	MHO	3515.40	N/A	3515.40	2604	USD	No	3515.40	2604
NYMEX	MRB	Micro RBOB Gasoline	MRB	3402	N/A	3402	2520	USD	No	3402	2520
NYMEX	NG	Henry Hub Natural Gas	NG	9637.29	N/A	9637.29	7709.83	USD	Yes	9637.29	7709.83
NYMEX	PA	Palladium Index	PA	146360.00	N/A	146360.00	29076.93	USD	No	146360.00	29076.93
NYMEX	PL	Platinum Index	PL	7280.10	N/A	7280.10	5824.08	USD	No	7280.10	5824.08
NYMEX	PLM	Micro Platinum	PLM	1438.93	N/A	1438.93	1151.14	USD	No	1438.93	1151.14
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	2409.32	N/A	2409.32	1927.46	USD	No	2409.32	1927.46
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	13500	N/A	13500	10000	USD	No	13500	10000
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	34020	N/A	34020	25200	USD	Yes	34020	25200
NYMEX	TT	NYMEX Cotton index	TT	16363.46	N/A	16363.46	13090.77	USD	No	16363.46	13090.77

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	M1MSA	MSCI Emerging Markets Asia Net Total Return (NTR)	ASN	4494.21	N/A	4494.21	3595.37	USD	No	4494.21	3595.37
NYSELIFFE	M1EU	MSCI Europe NTR	EU9	11106.34	N/A	11106.34	8885.07	USD	No	11106.34	8885.07
NYSELIFFE	M1JP	The MSCI Japan NTR	JPP	8338.05	N/A	8338.05	6670.44	USD	No	8338.05	6670.44
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	6676.98	5341.58	9538.54	7630.83	USD	No	9538.54	7630.83
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3342.94	2674.35	4775.63	3820.50	USD	No	4775.63	3820.50
NYSELIFFE	MXUS	MSCI USA Index	MUN	53375.65	N/A	53375.65	42700.52	USD	No	53375.65	42700.52

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	ALFA	ALFA LAVAL AB	ALFA.FWD	7182.50	N/A	7182.50	5746	SEK	No	7182.50	5746
OMS	ATCO.A	ATLAS COPCO AB-A SHS	ATCOA.FWD	2378.94	N/A	2378.94	1903.15	SEK	No	2378.94	1903.15
OMS	AZN	ASTRAZENECA PLC	AZN.FWD	34220.69	N/A	34220.69	27376.55	SEK	No	34220.69	27376.55
OMS	BOL	BOLIDEN AB	BOLI.FWD	8042.50	N/A	8042.50	6434	SEK	No	8042.50	6434
OMS	ELUX.B	ELECTROLUX AB-B	ELUXB.FWD	2671.86	N/A	2671.86	2137.49	SEK	No	2673.23	2138.58
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB.FWD	1351.25	N/A	1351.25	1081	SEK	No	1351.25	1081
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB.FWD	2683.73	N/A	2683.73	2146.98	SEK	No	2683.73	2146.98
OMS	NDASE	NORDEA BANK ABP	NDASE.FWD	2097.40	N/A	2097.40	1677.92	SEK	No	2097.40	1677.92
OMS	OMXESG	OMXS30 ESG Responsible Index	OMXESG	22203.79	N/A	22203.79	17763.03	SEK	No	22203.79	17763.03
OMS	OMXS30	OMX Index (Sweden)	OMXS30	16358.20	13086.56	23368.85	18695.08	SEK	Yes	23368.85	18695.08
OMS	SAND	SANDVIK AB	SAND.FWD	4037.14	N/A	4037.14	3229.72	SEK	No	4037.14	3229.72
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA.FWD	2029.82	N/A	2029.82	1623.85	SEK	No	2029.82	1623.85
OMS	SECU.B	SECURITAS AB-B SHS	SECUB.FWD	2034.00	N/A	2034.00	1627.20	SEK	No	2034.00	1627.20
OMS	SHB.A	SVENSKA HANDELSBANKEN-A SHS	SHBA.FWD	1757.47	N/A	1757.47	1405.98	SEK	No	1757.47	1405.98
OMS	SKA.B	SKANSKA AB-B SHS	SKAB.FWD	2947.92	N/A	2947.92	2358.34	SEK	No	2947.92	2358.34
OMS	SSAB.A	SSAB AB-A SHARES	SSABA.FWD	1805	N/A	1805	1444	SEK	No	1805	1444
OMS	TELIA	TELIA CO AB	TLSN.FWD	647.375	N/A	647.375	517.90	SEK	No	647.375	517.90
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB.FWD	3691.40	N/A	3691.40	2953.12	SEK	No	3691.40	2953.12

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	N225	Nikkei 225	225	1845689.02	1476551.21	2636698.59	2109358.87	JPY	Yes	2636698.59	2109358.87
OSE.JPN	N225M	Nikkei 225 Mini	225M	184568.90	147655.12	263669.86	210935.89	JPY	No	263669.86	210935.89
OSE.JPN	JPNK400	JPX-Nikkei Index 400	400	65786.75	52629.40	93981.07	75184.86	JPY	No	93981.07	75184.86
OSE.JPN	TPXC30	Topix Core30	C30	252121.95	N/A	252121.95	201697.56	JPY	No	252121.95	201697.56
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	419169.68	N/A	419169.68	335335.75	JPY	No	419169.68	335335.75
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JBL	2625086.96	N/A	2625086.96	2100069.57	JPY	Yes	2625086.96	2100069.57
OSE.JPN	MJ	Mini 10 Year JGB	JBLM	262508.70	N/A	262508.70	210006.96	JPY	No	262508.70	210006.96
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTH	84159.01	N/A	84159.01	67327.20	JPY	No	84159.01	67327.20
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NVI	111250	N/A	111250	89000	JPY	No	274843.75	219875
OSE.JPN	TSEREIT	TSE REIT Index	REIT	238992.73	N/A	238992.73	191194.19	JPY	No	238992.73	191194.19
OSE.JPN	TOPX	TOPIX Index	TPX	1162901.22	930320.98	1661287.46	1329029.97	JPY	No	1661287.46	1329029.97
OSE.JPN	MNTPX	Japan Mini Topix	TPXM	116290.12	93032.10	166128.75	132903.00	JPY	No	166128.75	132903.00

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	-	COIL	27000	N/A	27000	20000	USD	No	27000	20000
QBALGOIEU	GOIL	-	GOIL	14640.91	N/A	14640.91	10845.12	USD	No	14640.91	10845.12
QBALGOIEU	WTI	-	WTI	26534.52	N/A	26534.52	19655.20	USD	No	26534.52	19655.20

ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	-	CC	3008.26	N/A	3008.26	2406.61	USD	No	3008.26	2406.61
QBALGOIUS	CT	-	CT	5629.93	N/A	5629.93	4503.95	USD	No	5629.93	4503.95
QBALGOIUS	DX	-	DX	3125.01	N/A	3125.01	2500.01	USD	No	3125.01	2500.01
QBALGOIUS	KC	-	KC	8947.83	N/A	8947.83	7158.26	USD	No	8947.83	7158.26
QBALGOIUS	OJ	-	OJ	12336.49	N/A	12336.49	9869.19	USD	No	12336.49	9869.19
QBALGOIUS	SB	-	SB	2768.80	N/A	2768.80	2215.04	USD	No	2768.80	2215.04

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	334618.34	N/A	334618.34	267694.67	JPY	No	334618.34	267694.67
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	2398.80	N/A	2398.80	1919.04	USD	No	2398.80	1919.04
SGX	XINA50	FTSE/Xinhua China A50	CN	1398.915	1119.13	1998.45	1598.76	USD	No	1998.45	1598.76
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	5770.08	N/A	5770.08	4616.06	USD	No	5770.08	4616.06
SGX	XIN0I	FTSE China H50	FCH	6828.77	N/A	6828.77	5463.01	USD	No	6828.77	5463.01
SGX	SCI	SGX TSI Iron Ore Futures	FEF	2146.16	N/A	2146.16	1716.92	USD	No	2146.16	1716.92
SGX	WIIDN	FTSE Indonesia Index	FID	1409.12	N/A	1409.12	1127.30	USD	No	1409.12	1127.30
SGX	FIVNM30	FTSE Vietnam 30 Price Return Index	FVN	990.615	N/A	990.615	792.492	USD	No	990.615	792.492
SGX	NIFTY	CNX Nifty Index	IN	1842.10	1473.68	2631.57	2105.26	USD	Yes	2631.57	2105.26
SGX	INR	SGX USD/INR (USD) Futures	INR	4659.90	N/A	4659.90	3727.92	USD	No	4659.90	3727.92
SGX	INX	SGX USD/INR (USD) Month-end	INX	4662.17	N/A	4662.17	3729.74	USD	No	4662.17	3729.74
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3039.25	N/A	3039.25	2431.40	USD	No	3039.25	2431.40
SGX	SGB	SGX Mini JGB Index	JB	366017.66	N/A	366017.66	292814.13	JPY	No	366017.66	292814.13
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	337015.13	N/A	337015.13	269612.11	JPY	No	337015.13	269612.11
SGX	KRW	Korean Won	KRW	8085.45	N/A	8085.45	6468.36	USD	No	8085.45	6468.36
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	1617.09	N/A	1617.09	1293.67	USD	No	1617.09	1293.67
SGX	MUC	SGX USD/CNH Futures (Mini)	MUC	6410.625	N/A	6410.625	5128.50	CNH	No	6410.625	5128.50
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1934250.03	N/A	1934250.03	1217400.02	JPY	No	1934250.03	1217400.02
SGX	SGXNK	SGX: Nikkei 225	NK	729225	583380	1041750	833400	JPY	Yes	1041750	833400
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	145845	116676	208350	166680	JPY	No	208350	166680
SGX	N225U	SGX: USD Nikkei 225 Index	NU	36914.75	N/A	36914.75	29531.80	USD	No	36914.75	29531.80
SGX	SSG	MSCI Singapore Free Index	SGP	1418.53	1134.83	2026.47	1621.18	SGD	Yes²	2026.47	1621.18
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	5815.55	N/A	5815.55	4652.44	SGD	No	5815.55	4652.44
SGX	STI	SGX Straits Times Index	ST	5157.51	N/A	5157.51	4126.01	SGD	No	5157.51	4126.01
SGX	TD	SGX Taiwan Dollar in US Dollar Futures (Mini)	TD	2871.05	N/A	2871.05	2296.84	USD	No	2871.05	2296.84
SGX	TSR20	SICOM Rubber	TF	625	N/A	625	500	USD	No	625	500
SGX	SGXTU	SGX Thai baht in US Dollar Futures	TU	1510.93	N/A	1510.93	1208.74	USD	No	1510.93	1208.74
SGX	TWD	SGX Taiwan Dollar in US Dollar Futures (Full-Sized)	TWD	8613.15	N/A	8613.15	6890.52	USD	No	8613.15	6890.52
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2187.50	1750.00	3125.00	2500.00	USD	No	3125.00	2500.00
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	25642.50	N/A	25642.50	20514	CNH	No	25642.50	20514
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	8308578.89	N/A	8308578.89	6646863.11	JPY	No	8308578.89	6646863.11
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	1453.86	N/A	1453.86	1163.08	SGD	No	1453.86	1163.08
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	1661715.78	N/A	1661715.78	1329372.62	JPY	No	1661715.78	1329372.62
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1115.625	N/A	1115.625	892.50	SGD	No	1115.625	892.50
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	3140.625	N/A	3140.625	2512.50	SGD	No	3140.625	2512.50
SGX	G13	GENTING SINGAPORE LTD	YGEN	1021.875	N/A	1021.875	817.50	SGD	No	1021.875	817.50
SGX	BN4	KEPPEL CORP LTD	YKEP	3161.25	N/A	3161.25	2529	SGD	No	3161.25	2529
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	4646.25	N/A	4646.25	3717	SGD	No	4646.25	3717
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2296.875	N/A	2296.875	1837.50	SGD	No	2296.875	1837.50
SGX	Y92	THAI BEVERAGE PCL	YTBE	1209.375	N/A	1209.375	967.50	SGD	No	1209.375	967.50
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5595	N/A	5595	4476	SGD	No	5595	4476
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	3937.50	N/A	3937.50	3150	SGD	No	3937.50	3150
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	3025	N/A	3025	2420	SGD	No	3025	2420
SGX	AMBUJACEM	AMBUJA CEMENTS LIMITED	ZACE	3250	N/A	3250	2600	USD	No	3250	2600
SGX	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ZADS	8125	N/A	8125	6500	USD	No	8125	6500
SGX	ASIANPAIN	ASIAN PAINTS LTD	ZAPN	5220.76	N/A	5220.76	4176.61	USD	No	5220.76	4176.61
SGX	AUROPHARM	AUROBINDO PHARMA LTD	ZARB	2561.04	N/A	2561.04	2048.83	USD	No	2561.04	2048.83
SGX	AXISBANK	AXIS BANK LTD	ZAXS	3175.61	N/A	3175.61	2540.49	USD	No	3175.61	2540.49
SGX	BAJFINANC	BAJAJ FINANCE LTD	ZBAF	10600.19	N/A	10600.19	8480.15	USD	No	10600.19	8480.15
SGX	BHARTIART	BHARTI AIRTEL LIMITED	ZBHA	4764.24	N/A	4764.24	3811.39	USD	No	4764.24	3811.39
SGX	INDUSTOWE	INDUS TOWERS LTD	ZBHI	687.50	N/A	687.50	550	USD	No	687.50	550
SGX	BAJAJ-AUT	BAJAJ AUTO LIMITED	ZBJA	3655.10	N/A	3655.10	2924.08	USD	No	3655.10	2924.08
SGX	BOSCHLTD	BOSCH LIMITED	ZBOS	3576.08	N/A	3576.08	2860.87	USD	No	3576.08	2860.87
SGX	BPCL	BHARAT PETROLEUM CORP LTD	ZBPC	1921.25	N/A	1921.25	1537.00	USD	No	1921.25	1537.00
SGX	CIPLA	CIPLA LTD	ZCIP	6691.17	N/A	6691.17	5352.93	USD	No	6691.17	5352.93
SGX	COALINDIA	COAL INDIA LTD	ZCOA	1203.86	N/A	1203.86	963.085	USD	No	1203.86	963.085
SGX	DRREDDY	DR. REDDY'S LABORATORIES	ZDRR	11476.81	N/A	11476.81	9181.45	USD	No	11476.81	9181.45
SGX	EICHERMOT	EICHER MOTORS LTD	ZEIM	5528.30	N/A	5528.30	4422.64	USD	No	5528.30	4422.64
SGX	GAIL	GAIL INDIA LTD	ZGAI	2385.66	N/A	2385.66	1908.53	USD	No	2385.66	1908.53
SGX	HCLTECH	HCL TECHNOLOGIES LTD	ZHCL	3985.71	N/A	3985.71	3188.57	USD	No	3985.71	3188.57
SGX	HDFCBANK	HDFC BANK LIMITED	ZHDB	5984.13	N/A	5984.13	4787.31	USD	No	5984.13	4787.31
SGX	HDFC	HOUSING DEVELOPMENT FINANCE	ZHDF	4905.22	N/A	4905.22	3924.17	USD	No	4905.22	3924.17
SGX	HEROMOTOC	HERO MOTOCORP LIMITED	ZHMC	2170.98	N/A	2170.98	1736.79	USD	No	2170.98	1736.79
SGX	HINDALCO	HINDALCO INDUSTRIES LIMITED	ZHND	4125	N/A	4125	3300	USD	No	4125	3300
SGX	HINDPETRO	HINDUSTAN PETROLEUM CORP	ZHPC	1102.62	N/A	1102.62	882.093	USD	No	1102.62	882.093
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	4769.16	N/A	4769.16	3815.33	USD	No	4769.16	3815.33
SGX	ICICIBANK	ICICI BANK LTD	ZICI	6414.53	N/A	6414.53	5131.63	USD	No	6414.53	5131.63
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	187.50	N/A	187.50	150	USD	No	187.50	150
SGX	INDUSINDB	INDUSIND BANK LIMITED	ZIIB	1000	N/A	1000	800	USD	No	1000	800
SGX	INFY	INFOSYS LTD	ZINF	5214.35	N/A	5214.35	4171.48	USD	No	5214.35	4171.48
SGX	IOC	INDIAN OIL CORPORATION LTD	ZIOC	1086.83	N/A	1086.83	869.467	USD	No	1086.83	869.467
SGX	ITC	ITC LTD	ZITC	2885.03	N/A	2885.03	2308.03	USD	No	2885.03	2308.03
SGX	KOTAKBANK	KOTAK MAHINDRA BANK LTD	ZKMB	3243.17	N/A	3243.17	2594.53	USD	No	3243.17	2594.53
SGX	LUPIN	LUPIN LTD	ZLPC	1639.19	N/A	1639.19	1311.35	USD	No	1639.19	1311.35
SGX	LT	LARSEN & TOUBRO LIMITED	ZLT	4046.68	N/A	4046.68	3237.34	USD	No	4046.68	3237.34
SGX	MM	MAHINDRA & MAHINDRA LIMITED	ZMM	4312.66	N/A	4312.66	3450.13	USD	No	4312.66	3450.13
SGX	MARUTI	MARUTI SUZUKI INDIA LTD	ZMSI	1563.18	N/A	1563.18	1250.54	USD	No	1563.18	1250.54
SGX	NTPC	NTPC LIMITED	ZNTP	2360.79	N/A	2360.79	1888.63	USD	No	2360.79	1888.63
SGX	ONGC	OIL & NATURAL GAS CORP LTD	ZONG	1688.62	N/A	1688.62	1350.90	USD	No	1688.62	1350.90
SGX	POWERGRID	POWER GRID CORP. OF INDIA LTD.	ZPWG	3353.50	N/A	3353.50	2682.80	USD	No	3353.50	2682.80
SGX	RELIANCE	RELIANCE INDUSTRIES LIMITED	ZRIL	8422.18	N/A	8422.18	6737.75	USD	No	8422.18	6737.75
SGX	SBIN	STATE BANK OF INDIA	ZSBI	4866.49	N/A	4866.49	3893.19	USD	No	4866.49	3893.19
SGX	SUNPHARMA	SUN PHARMACEUTICAL INDUS	ZSUN	4984.39	N/A	4984.39	3987.51	USD	No	4984.39	3987.51
SGX	TATASTEEL	TATA STEEL LTD	ZTAT	2928.37	N/A	2928.37	2342.70	USD	No	2928.37	2342.70
SGX	TCS	TATA CONSULTANCY SVCS LTD	ZTCS	5914.98	N/A	5914.98	4731.98	USD	No	5914.98	4731.98
SGX	TECHM	TECH MAHINDRA LTD	ZTEC	4074.47	N/A	4074.47	3259.58	USD	No	4074.47	3259.58
SGX	TATAMOTOR	TATA MOTORS LTD	ZTTM	1542.20	N/A	1542.20	1233.76	USD	No	1542.20	1233.76
SGX	UPL	UPL LTD	ZUPL	3999.10	N/A	3999.10	3199.28	USD	No	3999.10	3199.28
SGX	ULTRACEMC	ULTRATECH CEMENT LTD	ZUTC	7133.20	N/A	7133.20	5706.56	USD	No	7133.20	5706.56
SGX	VEDL	VEDANTA LTD	ZVED	1875	N/A	1875	1500	USD	No	1875	1500
SGX	WIPRO	WIPRO LTD	ZWPR	3585.97	N/A	3585.97	2868.77	USD	No	3585.97	2868.77
SGX	YESBANK	YES BANK LTD	ZYES	187.50	N/A	187.50	150	USD	No	187.50	150
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	847.014	N/A	847.014	677.611	USD	No	847.014	677.611

The Small Exchange (SMFE)

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

Exchange SMFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SMFE	10YSME	Small 10YR US Treasury Yield	S10Y	1238.57	N/A	1238.57	990.857	USD	No	1238.57	990.857
SMFE	2YSME	Small 2YR US Treasury Yield	S2Y	600	N/A	600	480	USD	No	600	480
SMFE	30YSME	Small 30YR US Treasury Yield	S30Y	772.456	N/A	772.456	617.965	USD	No	772.456	617.965

ASX24 (SNFE)⁴

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

Exchange SNFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SNFE	SPI	S&P/ASX 200 Index (Australia)	AP	13072.50	10458	18675	14940	AUD	Yes	18675	14940
SNFE	IB	30 Day Interbank Cash Rate	IB	1098.81	N/A	1098.81	879.052	AUD	No	1098.81	879.052
SNFE	IR	90 Day Bills	IR	1661.25	N/A	1661.25	1329	AUD	No	1661.25	1329
SNFE	XT	10 Year Treasury Bond 6%	XT	4677.50	N/A	4677.50	3742	AUD	No	4677.50	3742
SNFE	YT	3 Year Treasury Bond 6%	YT	1507.50	N/A	1507.50	1206	AUD	No	1507.50	1206

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
CBOT	ZB	30-year T-BONDS	7:20	15:00
CBOT	ZN	10-YR TREAS.	7:20	15:00
CBOT	ZF	5-YR TREAS.	7:20	15:00
CBOT	ZT	2-YR TREAS.	7:20	15:00
CBOT	Z3N	3-YR TREAS.	8:30	15:00
CBOT	ZQ	30 Day Federal Funds	7:20	15:00
CBOT	TN	10-YR T-NOTES	7:20	15:00
CBOT	UB	Ultra T-BONDS	7:20	15:00
CBOT	YM	MINI DJIA	8:30	15:00
CBOT	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 Europe Margin Requirements

For Residents of the United States:

Use the following links to view other 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

Futures and FOPs Margin Overview

Europe Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

ICE Cryptocurrency (ICECRYPTO)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

Singapore Exchange (SGX)

The Small Exchange (SMFE)

ASX24 (SNFE)4

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 Europe Margin Requirements

Further Reading

Disclosures

ASX24 (SNFE)⁴