Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

For residents of the United States trading futures and FOPs:

Risk-based margin
Portfolio margin

Interactive Brokers will calculate both methodologies and assess the higher of the two to your account.

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

Futures Margin

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 INDEX	BXF	8006.24	N/A	8006.24	6961.95	EUR	Yes²	8006.24	6961.95

BURSAMY

Exchange BURSAMY	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BURSAMY	FCPO.MY	CRUDE PALM OIL - MY	FCPO	9775	N/A	9775	8500	MYR	No	9775	8500
BURSAMY	FBMKLCI	FKLI	FKLI	3220.03	2800.01	4600.04	4000.02	MYR	No	4600.04	4000.02

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	697.016	N/A	697.016	560	USD	No	644.016	560
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1078.17	N/A	1078.17	854.935	USD	No	983.175	854.935
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	645.253	N/A	645.253	561.089	USD	No	645.253	561.089
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	2634.96	N/A	2634.96	2291.27	USD	No	2634.96	2291.27
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	989.919	N/A	989.919	659.011	USD	No	757.919	659.011
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1497.52	N/A	1497.52	1301.32	USD	No	1522.52	1301.32
CBOT	AC	ETHANOL -CME	EH	5635	N/A	5635	4900	USD	No	5635	4900
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	3453.06	N/A	3453.06	3000.85	USD	No	3858.06	3000.85
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	4837.52	N/A	4837.52	4204.49	USD	No	5392.52	4204.49
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3064.67	N/A	3064.67	2664.93	USD	Yes	3327.17	2664.93
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	542.782	N/A	542.782	471.827	USD	No	586.57	471.827
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1080.12	N/A	1080.12	939.061	USD	No	1101.97	939.061
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	864.732	751.941	1235.33	1074.20	USD	No	1561.24	1071.95
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4270.92	N/A	4270.92	3713.69	USD	No	5631.55	4270.74
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	3270.66	N/A	3270.66	2844.05	USD	No	3739.79	2844.05
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	5175.06	N/A	5175.06	4500.05	USD	No	5175.06	4500.05
CBOT	UB	ULTRA TREASURY BOND	UB	6964.99	N/A	6964.99	6056.51	USD	Yes	7152.24	6056.51
CBOT	YC	MINI SIZED CORN FUTURES	XC	424.892	N/A	424.892	334.689	USD	No	384.892	334.689
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	801.13	N/A	801.13	585.765	USD	No	673.63	585.765
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	584.48	N/A	584.48	508.244	USD	No	671.98	508.244
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	176.019	N/A	176.019	153.06	USD	No	269.621	153.06
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	172.50	N/A	172.50	150	USD	No	488.483	150
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	80.50	N/A	80.50	70	USD	No	473.202	70
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	57.50	N/A	57.50	50	USD	No	282.366	50
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	92	N/A	92	80	USD	No	539.601	80
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	8647.32	7519.41	12353.31	10742.01	USD	Yes	15612.425	10719.50
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2451.04	N/A	2451.04	2131.33	USD	No	2998.04	2131.33
CBOT	ZB	US TREASURY BOND	ZB	5410.05	N/A	5410.05	4704.39	USD	Yes	5941.55	4704.39
CBOT	ZC	CORN FUTURES	ZC	2124.46	N/A	2124.46	1673.44	USD	Yes	1924.46	1673.44
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1570.58	N/A	1570.58	1365.73	USD	Yes	1945.96	1365.73
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	4489.93	N/A	4489.93	2239.94	USD	Yes	2575.93	2239.94
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3237.19	N/A	3237.19	2814.94	USD	Yes	3717.19	2814.94
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2568.30	N/A	2568.30	2233.31	USD	Yes	3068.68	2233.31
CBOT	ZO	OAT FUTURES	ZO	4779.04	N/A	4779.04	4122.84	USD	Yes	4741.54	4122.84
CBOT	ZQ	30 DAY FED FUNDS	ZQ	382.971	N/A	382.971	333.018	USD	Yes²	393.393	333.018
CBOT	ZR	ROUGH RICE FUTURES	ZR	4522.21	N/A	4522.21	3219.21	USD	Yes	3702.21	3219.21
CBOT	ZS	SOYBEAN FUTURES	ZS	4005.65	N/A	4005.65	2928.82	USD	Yes	3368.15	2928.82
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380	N/A	1380	1200	USD	Yes	1690.97	1200
CBOT	ZW	WHEAT FUTURES	ZW	2922.40	N/A	2922.40	2541.22	USD	Yes	3359.90	2541.22

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	CGB	10 YEAR GOVERNMENT OF CANADA BONDS	CGB	3671.60	N/A	3671.60	3192.70	CAD	No	3721.60	3192.70
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1914.27	N/A	1914.27	1664.58	CAD	No	1934.27	1664.58
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	783.235	N/A	783.235	663.81	CAD	No	763.3815	663.81
CDE	CRA	3 MONTH CORRA	CRA	495.462	N/A	495.462	414.528	CAD	No	476.707	414.528
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	12274.08	10539.20	17534.40	15056.00	CAD	No	17314.40	15056.00
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	12677.09	N/A	12677.09	10975.73	CAD	No	12622.09	10975.73

CEDX

Exchange CEDX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CEDX	BCH20P	-	CH20F	11096.91	N/A	11096.91	9649.49	CHF	Yes	11096.91	9649.49
CEDX	BDE40G	-	DE40F	17111.48	N/A	17111.48	14879.55	EUR	Yes	17111.48	14879.55
CEDX	BES35P	-	ES35F	11265.74	N/A	11265.74	9796.29	EUR	Yes	11265.74	9796.29
CEDX	BEZ50P	-	EZ50F	5493.60	N/A	5493.60	4777.04	EUR	Yes	5493.60	4777.04
CEDX	BFR40P	-	FR40F	8192.44	N/A	8192.44	7123.86	EUR	Yes	8192.44	7123.86
CEDX	BIT40P	-	IT40F	8565.13	N/A	8565.13	7447.94	EUR	Yes	8565.13	7447.94
CEDX	BNL25P	-	NL25F	8285.04	N/A	8285.04	7204.38	EUR	Yes	8285.04	7204.38
CEDX	BNO25G	-	NO25F	11479.66	N/A	11479.66	9982.31	NOK	Yes	11479.66	9982.31
CEDX	BSE30P	-	SE30F	24320.43	N/A	24320.43	21148.20	SEK	Yes	24320.43	21148.20
CEDX	BUK100P	-	UK100F	5452.37	N/A	5452.37	4741.19	GBP	Yes	5452.37	4741.19

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	9564.91	N/A	9564.91	8313.50	USD	No	9564.91	8313.50
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	11200.54	N/A	11200.54	9731.80	USD	Yes	11195.54	9731.80
CFE	VIX	CBOE VOLATILITY INDEX	VX	10189.13	N/A	10189.13	8859.85	USD	Yes	25343.34	22037.69
CFE	VIX	CBOE VOLATILITY INDEX	VX02	10189	N/A	10189	8860	USD	No	25343.125	22037.50
CFE	VIX	CBOE VOLATILITY INDEX	VX04	10189	N/A	10189	8860	USD	No	25343.125	22037.50
CFE	VIX	CBOE VOLATILITY INDEX	VX05	10189	N/A	10189	8860	USD	No	25343.125	22037.50
CFE	VIX	CBOE VOLATILITY INDEX	VX06	9781.44	N/A	9781.44	8505.60	USD	No	24329.40	21156.00
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1018.91	N/A	1018.91	885.985	USD	No	2534.33	2203.77

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	1711.00	N/A	1711.00	1487.83	USD	Yes	2346.00	1487.83
CME	GBP	BRITISH POUND	6B	2555.00	N/A	2555.00	2221.74	USD	Yes	3473.75	2221.74
CME	CAD	CANADIAN DOLLAR	6C	1527.31	N/A	1527.31	1328.10	USD	Yes	1737.31	1328.10
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3501.19	N/A	3501.19	3044.51	USD	Yes	4407.44	3044.51
CME	JPY	JAPANESE YEN	6J	3685.47	N/A	3685.47	2900	USD	Yes	3335	2900
CME	BRE	BRAZILIAN REAL	6L	1703.36	N/A	1703.36	1220.625	USD	Yes²	1653.36	1220.625
CME	MXP	MEXICAN PESO	6M	1669.80	N/A	1669.80	1452	USD	Yes	2004.80	1452
CME	NZD	NEW ZEALAND DOLLAR	6N	1966.39	N/A	1966.39	1709.91	USD	Yes²	2451.39	1709.91
CME	RUR^*	RUSSIAN RUBLE IN US DOLLARS	6R	28577.50	N/A	28577.50	24850	USD	Yes²	28577.50	24850
CME	CHF	SWISS FRANC	6S	4765.96	N/A	4765.96	4144.31	USD	Yes	5659.71	4144.31
CME	ZAR	SOUTH AFRICAN RAND	6Z	2112.17	N/A	2112.17	1836.625	USD	No	2337.17	1836.625
CME	ACDX	AUSTRALIAN DOLLAR	ACD	11524.40	N/A	11524.40	10021.22	CAD	No	11824.40	10021.22
CME	AJY	AUSTRALIAN DOLLAR	AJY	2316644.61	N/A	2316644.61	2013524.00	JPY	No	2586645.01	2013524.00
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	1110.88	N/A	1110.88	928.943	USD	No	1138.94	990.381
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	27013.05	N/A	27013.05	23489.61	USD	No	32352.51	27013.05
CME	BOS	BOSTON HOUSING INDEX	BOS	4855.88	N/A	4855.88	4222.50	USD	No	4855.87	4222.50
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	171766.47	N/A	171766.47	147185.55	USD	Yes	171666.47	147185.55
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	257844.375	N/A	257844.375	224212.50	EUR	No	326617.25	284015
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	13795.45	N/A	13795.45	11609.09	USD	No	13350.45	11609.09
CME	CHI	CHICAGO HOUSING INDEX	CHI	3004.375	N/A	3004.375	2612.50	USD	No	3004.375	2612.50
CME	CLP	CHILEAN PESO	CHP	4979.32	N/A	4979.32	4329.85	USD	No	5249.32	4329.85
CME	CJY	CANADIAN DOLLAR	CJY	2713642.21	N/A	2713642.21	2359688.88	JPY	No	2759642.41	2359688.88
CME	CNH	UNITED STATES DOLLAR	CNH	25701.36	N/A	25701.36	22036.50	CNH	No	25351.36	22036.50
CME	CSC	CHEESE	CSC	7544.29	N/A	7544.29	6560.26	USD	No	7824.29	6560.26
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5037.00	N/A	5037.00	4380.00	USD	No	5037.00	4380.00
CME	CZK	CZECH KORUNA	CZK	17724.41	N/A	17724.41	15342.97	USD	Yes²	17644.41	15342.97
CME	DA	MILK CLASS III INDEX	DC	5797.62	N/A	5797.62	5024.02	USD	Yes	5777.62	5024.02
CME	DEN	DENVER HOUSING INDEX	DEN	4528.125	N/A	4528.125	3937.50	USD	No	4528.125	3937.50
CME	DY	CME DRY WHEY INDEX	DY	6513.22	N/A	6513.22	4994.10	USD	No	5743.22	4994.10
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1750.60	N/A	1750.60	1522.26	USD	No	2203.72	1522.26
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	16179.60	N/A	16179.60	13460.76	AUD	No	15492.10	13460.76
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	10371.14	N/A	10371.14	9013.17	CAD	No	10983.64	9013.17
CME	ECK	CZECH KORUNA	ECK	9392.52	N/A	9392.52	7944.80	EUR	No	9136.52	7944.80
CME	EHF	HUNGARIAN FORINT	EHF	6567.51	N/A	6567.51	5590.88	EUR	Yes²	6429.51	5590.88
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	15948.82	13868.25	22784.02	19811.79	USD	Yes²	31331.63	22783.55
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	212896.05	185123.09	304137.21	264461.55	JPY	No	396428.10	240367.18
CME	EPZ	POLISH ZLOTY	EPZ	7478.56	N/A	7478.56	6077.00	EUR	Yes²	6988.56	6077.00
CME	ES	E-MINI S&P 500	ES	12543.81	11403.47	17919.73	16290.67	USD	Yes	24474.21	17919.73
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	18595.00	N/A	18595.00	16164.38	USD	No	25694.24	18589.03
CME	ESTR	EURO SHORT-TERM RATE	ESR	247.25	N/A	247.25	215	EUR	No	253.492	215
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	106007.26	N/A	106007.26	92180.23	EUR	No	129930.34	112982.90
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	98939.69	N/A	98939.69	86034.07	USD	Yes	120077.63	103240.88
CME	GSCI	S&P-GSCI INDEX	GD	18430.92	N/A	18430.92	16026.89	USD	No	18805.91	16026.89
CME	GDK	CLASS IV MILK - 200K LBS	GDK	2617.99	N/A	2617.99	2102.60	USD	No	2417.99	2102.60
CME	GF	FEEDER CATTLE	GF	10795.65	N/A	10795.65	7583.18	USD	Yes	8720.65	7583.18
CME	NF	NON FAT DRY MILK INDEX	GNF	8020.50	N/A	8020.50	6974.34	USD	No	8020.50	6974.34
CME	HE	LEAN HOGS	HE	4732.63	N/A	4732.63	3271.85	USD	Yes	3762.63	3271.85
CME	HUF	HUNGARIAN FORINT	HUF	10196.88	N/A	10196.88	8804.24	USD	Yes²	10124.88	8804.24
CME	IBAA	BOVESPA INDEX - USD	IBV	31129.84	N/A	31129.84	26967	USD	No	31171.90	27106
CME	ILS	ISRAELI SHEKEL	ILS	36213.51	N/A	36213.51	31211.75	USD	Yes²	35893.51	31211.75
CME	J7	JAPANESE YEN	J7	1842.73	N/A	1842.73	1450	USD	No	1667.50	1450
CME	KRW	KOREAN WON	KRW	16739.69	N/A	16739.69	14556.25	USD	Yes²	11883.85	9790.30
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4355.625	N/A	4355.625	3787.50	USD	No	4355.625	3787.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6264.63	N/A	6264.63	5447.50	USD	No	6264.62	5447.50
CME	LBR	LUMBER FUTURES	LBR	3174.34	N/A	3174.34	2700.28	USD	No	3105.59	2700.28
CME	LE	LIVE CATTLE	LE	5853.08	N/A	5853.08	3437.46	USD	Yes	3953.08	3437.46
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	652.13	567.069	931.614	810.099	USD	No	1141.88	757
CME	M6A	AUSTRALIAN DOLLAR	M6A	171.10	N/A	171.10	148.783	USD	No	234.60	148.783
CME	M6B	BRITISH POUND	M6B	255.50	N/A	255.50	222.174	USD	No	347.375	222.174
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	350.119	N/A	350.119	304.451	USD	No	440.744	304.451
CME	MBT	MICRO BITCOIN	MBT	3435.33	N/A	3435.33	2943.71	USD	Yes	3433.33	2943.71
CME	MCD	CANADIAN DOLLAR	MCD	152.731	N/A	152.731	132.81	USD	No	173.731	132.81
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1254.38	1140.35	1791.97	1629.07	USD	Yes	2447.42	1791.97
CME	MET	MICRO ETHER	MET	197.878	N/A	197.878	172.068	USD	Yes	240.204	206.482
CME	MIA	MIAMI HOUSING INDEX	MIA	6382.50	N/A	6382.50	5550	USD	No	6382.50	5550
CME	MIR	INDIAN RUPEE	MIR	1335.54	N/A	1335.54	1161.10	USD	No	1352.54	1161.10
CME	MNH	UNITED STATES DOLLAR	MNH	2597.48	N/A	2597.48	2206.50	CNH	No	2537.47	2206.50
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	106445.77	92561.54	152065.39	132230.78	JPY	No	198461.13	120183.59
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1524.61	N/A	1524.61	1325.69	USD	No	2400.80	1524.54
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2377.48	2161.35	3396.40	3087.64	USD	Yes	4546.14	3396.40
CME	MSF	SWISS FRANC	MSF	476.61	N/A	476.61	414.444	USD	No	566.621	414.456
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1064457.74	925615.43	1520653.92	1322307.75	JPY	No	1982111.26	1201835.88
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	15246.11	N/A	15246.11	13256.91	USD	No	23558.03	15245.44
CME	NOK	NORWEGIAN KRONE	NOK	18807.71	N/A	18807.71	16347.28	USD	No	19907.71	16347.28
CME	NQ	E-MINI NASDAQ 100	NQ	23774.81	21613.46	33964.01	30876.37	USD	Yes	45461.43	33964.01
CME	NYM	NEW YORK HOUSING INDEX	NYM	4562.63	N/A	4562.63	3967.50	USD	No	4562.62	3967.50
CME	PJY	BRITISH POUND	PJY	3421669.67	N/A	3421669.67	2975364.93	JPY	No	3810419.42	2975364.93
CME	PLN	POLISH ZLOTY	PLN	15509.25	N/A	15509.25	13173.26	USD	Yes²	15149.25	13173.26
CME	PSF	BRITISH POUND	PSF	11708.66	N/A	11708.66	10170.30	CHF	No	12546.16	10170.30
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4105.21	N/A	4105.21	3569.18	CHF	No	4180.21	3569.18
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	7916.60	N/A	7916.60	6884	USD	Yes²	8406.60	6884
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	11738.05	N/A	11738.05	10207.00	EUR	Yes²	12055.05	10207.00
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6542.34	N/A	6542.34	5232.19	GBP	No	6017.34	5232.19
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	14394.30	N/A	14394.30	12508.53	USD	No	16553.45	14384.81
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	54931.32	N/A	54931.32	47731.21	USD	No	67636.01	54890.89
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10246.73	N/A	10246.73	8908.43	USD	No	12903.74	10244.69
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	6521.30	5670.69	9316.14	8100.99	USD	Yes	11418.77	7566
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1297215.45	N/A	1297215.45	1127899.84	JPY	Yes²	1542215.83	1127899.84
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4441.875	N/A	4441.875	3862.50	USD	No	4441.875	3862.50
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6281.875	N/A	6281.875	5462.50	USD	No	6281.875	5462.50
CME	SEK	SWEDISH KRONA	SEK	20892.86	N/A	20892.86	18158.30	USD	No	22042.86	18158.30
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5068.63	N/A	5068.63	4407.50	USD	No	5068.63	4407.50
CME	SGX	SHORT GILT	SG	306868.02	N/A	306868.02	266841.75	USD	No	352898.27	306868.02
CME	SIR	INDIAN RUPEE	SIR	6677.01	N/A	6677.01	5805.50	USD	No	6797.01	5805.50
CME	SJY	SWISS FRANC	SJY	4463661.06	N/A	4463661.06	3881444.40	JPY	No	4869912.31	3881444.40
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	29600.00	N/A	29600.00	25739.13	USD	No	34040.00	29600.00
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	2701.62	N/A	2701.62	2349.24	GBP	No	2701.63	2349.24
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	488.75	N/A	488.75	425	USD	No	530.403	425
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	286.597	N/A	286.597	249.215	USD	Yes	299.10	249.215
CME	SVX	SCHNEIDER ELECTRIC SE	SU	82211.99	N/A	82211.99	71488.69	USD	No	94543.80	82211.99
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	979.162	N/A	979.162	775	USD	No	891.67	775
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4775.38	N/A	4775.38	4152.50	USD	No	4775.38	4152.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	11765.61	N/A	11765.61	10228.19	USD	No	14500.45	11762.42
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	12463.70	N/A	12463.70	10618.99	USD	No	14045.76	12211.84
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	8655.45	N/A	8655.45	7526.00	USD	No	13560.79	8578.39
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	19590.62	N/A	19590.62	17029.09	USD	No	24089.22	19583.45
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	23060.44	N/A	23060.44	20047.53	USD	No	32469.50	23054.66
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	7783.13	N/A	7783.13	6766.91	USD	No	9840.60	7781.94
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4968.85	N/A	4968.85	4318.94	USD	No	6739.18	4966.78
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11766.18	N/A	11766.18	10229.80	USD	No	14061.11	11764.27
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	15489.34	N/A	15489.34	13464.95	USD	No	18122.74	15484.69
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	50435.79	N/A	50435.79	43834.29	USD	No	60511.16	50409.43
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	10136.56	N/A	10136.56	8810.89	USD	No	13457.04	10132.53

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	9649.99	N/A	9649.99	6423.91	USD	No	7387.49	6423.91
COMEX	GC	GOLD	GC	21655.83	N/A	21655.83	14092.02	USD	Yes	16205.82	14092.02
COMEX	HG	COPPER INDEX	HG	10584.37	N/A	10584.37	8442.93	USD	Yes	9709.37	8442.93
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	3111.74	N/A	3111.74	2531.94	USD	No	2911.74	2531.94
COMEX	MGC	E-MICRO GOLD	MGC	2165.58	N/A	2165.58	1409.20	USD	Yes	1620.58	1409.20
COMEX	MHG	MICRO COPPER	MHG	1057.19	N/A	1057.19	844.293	USD	No	970.937	844.293
COMEX	QC	COMEX MINY COPPER	QC	5292.19	N/A	5292.19	4221.47	USD	No	4854.69	4221.47
COMEX	QI	COMEX MINY SILVER	QI	12991.72	N/A	12991.72	9590.63	USD	No	11029.22	9590.63
COMEX	QO	COMEX MINY GOLD	QO	10827.91	N/A	10827.91	7046.01	USD	No	8102.91	7046.01
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	59364.54	N/A	59364.54	44838.71	CNH	No	51564.51	44838.71
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	6698.26	N/A	6698.26	4983.08	USD	No	5730.55	4983.08
COMEX	SI	SILVER INDEX	SI	25983.43	N/A	25983.43	19181.25	USD	Yes	22058.44	19181.25
COMEX	SI	SILVER INDEX	SIL	5196.69	N/A	5196.69	3836.25	USD	No	4411.69	3836.25
COMEX	UX	URANIUM INDEX	UX	3275.35	N/A	3275.35	2793.78	USD	No	3212.85	2793.78

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	41388.50	N/A	41388.50	35990.00	EUR	No	41388.50	35990.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	15284.23	N/A	15284.23	13290.64	EUR	Yes	15284.23	13290.64

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	CONF	SWISS FEDERAL LONG-TERM BONDS	CONF	11633.02	N/A	11633.02	10115.67	CHF	No	13377.97	11633.02
EUREX	KS200.EU	KOSPI 200 - EUREX/KRX LINKED PRODUCT	FBK2	6721750	5845000	9602500	8350000	KRW	Yes	9602500	8350000
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	7903.89	N/A	7903.89	6867.21	EUR	No	9089.47	7897.30
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3445.07	N/A	3445.07	2995.71	EUR	Yes	3973.95	3455.61
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1061.43	N/A	1061.43	922.985	EUR	No	1245.65	1083.17
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3401.30	N/A	3401.30	2957.65	USD	No	3911.49	3401.30
EUREX	KWY.EU	US DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT	FCUW	1679114.97	N/A	1679114.97	1460099.98	KRW	No	3358229.94	2920199.95
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2403.50	N/A	2403.50	2090	EUR	No	2403.50	2090
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	30039.78	26121.55	42913.975	37316.50	EUR	Yes	41189.84	35817.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	8500.80	N/A	8500.80	7392.00	EUR	Yes²	8500.80	7392.00
EUREX	DDXDIVPT	DIVDAX DIVIDEND POINTS INDEX	FDVD	2109.10	N/A	2109.10	1834	EUR	No	2109.10	1834
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6007.96	5224.31	8582.795	7463.30	EUR	No	8237.97	7163.45
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1201.59	1044.86	1716.56	1492.66	EUR	Yes	1647.59	1432.69
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	508.02	N/A	508.02	441.757	EUR	No	584.223	508.02
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	2656.53	2310	3795.04	3300	EUR	Yes²	3795.04	3300
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	5388.79	N/A	5388.79	4682.74	EUR	Yes²	6197.10	5385.16
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	689.742	599.775	985.345	856.822	EUR	Yes	877.111	762.705
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5562.53	N/A	5562.53	4836.98	EUR	Yes²	5858.60	5094.44
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1520.01	N/A	1520.01	1320.53	EUR	Yes²	1705.11	1481.34
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3354.81	N/A	3354.81	2917.23	EUR	Yes²	2734.12	2377.50
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6364.28	N/A	6364.28	5534.16	EUR	Yes²	5704.15	4960.13
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2482.62	N/A	2482.62	2158.80	EUR	Yes²	2855.01	2482.62
EUREX	ESI	EURO STOXX INSURANCE	FESI	2677.58	N/A	2677.58	2326.80	EUR	Yes²	2317.64	2014.02
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1194.93	N/A	1194.93	1039.07	EUR	Yes²	1374.17	1194.93
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	2969.85	N/A	2969.85	2582.48	EUR	Yes²	2958.48	2572.59
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1377.04	N/A	1377.04	1197.42	EUR	Yes²	1583.59	1377.04
EUREX	SXRE	EURO STOXX RETAIL	FESR	4187.66	N/A	4187.66	3641.44	EUR	Yes²	4398.24	3824.56
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1089.32	N/A	1089.32	944.951	EUR	Yes²	1017.45	882.605
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	943.862	N/A	943.862	820.75	EUR	Yes²	965.07	839.191
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1392.68	N/A	1392.68	1210.61	EUR	Yes	1458.02	1267.41
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	988.848	N/A	988.848	859.867	EUR	Yes²	1137.17	988.848
EUREX	ESTX50	EURO STOXX50	FESX	2820.41	2452.53	4029.16	3503.61	EUR	Yes	4274.12	3716.63
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	16825.96	N/A	16825.96	14631.27	EUR	Yes²	19349.85	16825.96
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	6514.69	N/A	6514.69	5664.95	EUR	Yes²	7491.89	6514.69
EUREX	EU3	THREE MONTH EURIBOR	FEU3	467.097	N/A	467.097	406.172	EUR	Yes	467.097	406.172
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2558.29	2224.60	3654.70	3178.00	EUR	Yes	3654.70	3178.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9752.25	N/A	9752.25	8480.22	EUR	Yes²	11215.09	9752.25
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	3127.00	N/A	3127.00	2719.13	EUR	Yes	3596.05	3127.00
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1625.12	N/A	1625.12	1413.15	EUR	Yes	1868.89	1625.12
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	675.109	N/A	675.109	587.052	EUR	Yes	776.376	675.109
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	8379.30	N/A	8379.30	7286.35	EUR	Yes	9636.19	8379.30
EUREX	DJESL	EURO STOXX LARGE	FLCE	2161.21	N/A	2161.21	1878.02	EUR	No	1930.36	1677.41
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2084.01	N/A	2084.01	1810.84	EUR	No	1793.12	1558.08
EUREX	DJESM	EURO STOXX MID	FMCE	2028.62	N/A	2028.62	1763.01	EUR	No	1749.27	1520.23
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1644.93	1430.32	2349.90	2043.32	USD	No	3045.86	2648.49
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2168.32	N/A	2168.32	1884.85	EUR	Yes²	1958.20	1702.20
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	3779.46	3286.45	5399.23	4694.93	USD	No	5113.67	4446.62
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	7497.67	N/A	7497.67	6518.76	USD	No	8622.32	7496.57
EUREX	MXEU	MSCI EUROPE	FMEP	1374.99	N/A	1374.99	1195.65	EUR	No	1581.24	1374.99
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2616.82	N/A	2616.82	2275.29	EUR	No	2149.11	1868.62
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	8073.10	7019.74	11533.00	10028.20	USD	No	10546.73	9170.62
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	4230.09	3678.12	6042.98	5254.46	USD	No	5579.27	4851.25
EUREX	K200M.EU	MINI KOSPI 200 - EUREX/KRX LINKED PRODUCT	FMK2	1344832.89	1169419.90	1921189.84	1670599.86	KRW	No	1921189.84	1670599.86
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	10759.63	N/A	10759.63	9354.60	USD	No	12373.58	10757.78
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	2741.31	2383.66	3916.15	3405.23	EUR	No	3439.76	2990.99
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6444.39	5603.76	9206.27	8005.38	USD	No	9890.46	8600.31
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6221.45	N/A	6221.45	5404.41	USD	No	7154.67	6215.07
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	3156.31	N/A	3156.31	2744.62	EUR	No	3629.76	3156.31
EUREX	DJESS	EURO STOXX SMALL	FSCE	1272.26	N/A	1272.26	1105.85	EUR	No	1258.17	1093.61
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1430.31	N/A	1430.31	1243.58	EUR	No	1346.08	1170.35
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	953.826	829.36	1362.61	1184.80	EUR	No	1085.94	944.235
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3299.76	N/A	3299.76	2869.36	CHF	Yes²	3794.73	3299.76
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8859.60	N/A	8859.60	7704.00	CHF	No	8859.60	7704.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	5577.23	4849.77	7967.48	6928.24	CHF	Yes	7266.33	6318.55
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3254.14	N/A	3254.14	2824.52	CHF	Yes²	3742.27	3248.20
EUREX	SMI	SWISS MARKET INDEX	FSMS	557.723	484.977	796.748	692.824	CHF	No	726.633	631.855
EUREX	MDAX	MIDCAP DAX	FSMX	2491.00	N/A	2491.00	2165.32	EUR	No	1983.71	1724.35
EUREX	ST3	THREE MONTH ESTR	FST3	218.037	N/A	218.037	189.598	EUR	No	250.743	218.037
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	3354.17	N/A	3354.17	2916.49	EUR	Yes²	3857.30	3353.96
EUREX	SX7P	STOXX 600 BANKS	FSTB	952.956	828.607	1361.37	1183.72	EUR	Yes	1157.29	1006.28
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4760.81	N/A	4760.81	4136.06	EUR	Yes²	4501.55	3910.82
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1577.60	N/A	1577.60	1371.78	EUR	Yes	1711.86	1488.52
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4669.04	N/A	4669.04	4053.94	EUR	Yes²	3638.88	3159.50
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4157.47	N/A	4157.47	3613.19	EUR	Yes²	3815.99	3316.42
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	3223.11	N/A	3223.11	2802.00	EUR	Yes²	3342.95	2906.18
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2510.91	N/A	2510.91	2183.09	EUR	Yes²	2158.04	1876.29
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	742.145	N/A	742.145	645.296	EUR	No	853.466	742.09
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1631.35	N/A	1631.35	1416.44	EUR	Yes²	1612.66	1400.21
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3275.17	N/A	3275.17	2846.96	EUR	Yes²	3118.32	2710.61
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1821.41	N/A	1821.41	1583.00	EUR	Yes²	1985.30	1725.43
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1629.43	N/A	1629.43	1415.38	EUR	Yes²	1873.84	1627.68
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3571.41	N/A	3571.41	3105.36	EUR	Yes	3485.20	3030.405
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	664.213	N/A	664.213	577.50	EUR	Yes²	724.409	629.837
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1380.22	N/A	1380.22	1200.12	EUR	Yes	1507.01	1310.36
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1205.32	N/A	1205.32	1047.79	EUR	Yes²	1350.35	1173.86
EUREX	STX	STOXX50	FSTX	3283.88	N/A	3283.88	2854.93	EUR	Yes²	2744.88	2386.34
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	8077.87	N/A	8077.87	7022.76	EUR	Yes²	9289.55	8076.17
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3661.15	N/A	3661.15	3179.22	EUR	Yes²	4210.32	3656.10
EUREX	ESTX50	EURO STOXX50	FSXE	282.041	245.253	402.916	350.361	EUR	No	427.412	371.663
EUREX	TDX	TECDAX	FTDX	7425.40	N/A	7425.40	6456.87	EUR	Yes²	8539.21	7425.40
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	991.875	N/A	991.875	862.50	EUR	Yes	2568.09	2233.125
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2076.83	N/A	2076.83	1805.23	EUR	No	1833.12	1593.39
EUREX	DJ600	STOXX 600 INDEX	FXXP	1381.20	1201.04	1973.14	1715.775	EUR	Yes	2052.72	1784.97

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	AMX	AMX INDEX	FMX	9263.61	N/A	9263.61	8055.32	EUR	No	9263.61	8055.32
FTA	EOE	AMS EOE INDEX	FTI	16536.29	N/A	16536.29	14379.38	EUR	Yes	12199.02	10607.85
FTA	EOE	AMS EOE INDEX	MFA	1653.63	N/A	1653.63	1437.94	EUR	No	1219.90	1060.78

Hong Kong Futures Exchange (HKFE)

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

Exchange HKFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	CES120	CES CHINA 120 INDEX	CHH	61530.65	N/A	61530.65	53504.91	HKD	No	61530.65	53504.91
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	25309.20	N/A	25309.20	22008	CNH	Yes	25309.20	22008
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3192.30	N/A	3192.30	2774.10	HKD	No	3192.30	2774.10
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9643.21	N/A	9643.21	8385.40	HKD	No	9643.21	8385.40
HKFE	GDR	CNH GOLD FUTURES	GDR	104355.38	N/A	104355.38	90743.81	CNH	No	104355.38	90743.81
HKFE	GDU	USD GOLD FUTURES	GDU	14706.39	N/A	14706.39	12788.16	USD	No	14706.39	12788.16
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	33418.77	29059.80	47741.10	41514	HKD	Yes	47741.10	41514
HKFE	HSI	HANG SENG STOCK INDEX	HSI	66594.43	57908.20	95134.90	82726	HKD	Yes	95134.90	82726
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	18121.40	15757.74	25887.71	22511.05	HKD	Yes	25887.71	22511.05
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	3263.36	2837.70	4661.94	4053.86	USD	No	4661.94	4053.86
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	6683.75	5811.96	9548.22	8302.80	HKD	Yes	9548.22	8302.80
HKFE	MCS	UNITED STATES DOLLAR	MCS	5064.95	N/A	5064.95	4401.72	CNH	No	5064.95	4401.72
HKFE	MHI	MINI HANG SENG INDEX	MHI	13318.89	11581.64	19026.98	16545.20	HKD	Yes	19026.98	16545.20
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	1942.35	N/A	1942.35	1689.00	USD	No	1942.35	1689.00
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	3340.50	N/A	3340.50	2904.73	USD	No	3340.50	2904.73
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	7030.71	N/A	7030.71	6113.61	USD	No	7030.70	6113.61
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	60518.75	N/A	60518.75	52625	HKD	No	115276	100240

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	ER3	COMPOUNDED ESTR AVERAGE 3 MONTHS RATE	ER3	361.505	N/A	361.505	314.35	EUR	No	361.5025	314.35
ICEEU	SG	GENERALI	G	3892.76	N/A	3892.76	3385.01	GBP	No	3892.76	3385.01
ICEEU	H	MEDIUM GILT	H	6785.60	N/A	6785.60	5900.52	GBP	No	6785.60	5900.52
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	599.152	N/A	599.152	521	EUR	Yes	599.15	521
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5854.58	N/A	5854.58	5089.20	USD	No	5854.57	5089.20
ICEEU	O	5 YEAR EURO SWAPNOTE	O	5258.20	N/A	5258.20	4572.34	EUR	No	5258.20	4572.34
ICEEU	P	10 YEAR EURO SWAPNOTE	P	9236.63	N/A	9236.63	8031.85	EUR	No	9236.63	8031.85
ICEEU	R	LONG GILT	R	4425.93	N/A	4425.93	3848.63	GBP	No	4425.92	3848.63
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	474.283	N/A	474.283	412.42	CHF	No	474.291	412.42
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	439.588	N/A	439.588	382.25	GBP	Yes	439.59	382.25
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	858.342	N/A	858.342	746.38	GBP	No	858.337	746.38
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	2191.40	N/A	2191.40	1905.56	EUR	No	2191.40	1905.56
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	691.61	N/A	691.61	601.40	GBP	No	691.61	601.40
ICEEU	Y	FTSE 250 INDEX	Y2	4870.23	N/A	4870.23	4234.57	GBP	No	4870.23	4234.57
ICEEU	Z	FTSE 100 INDEX	Z	4152.76	3611.10	5932.52	5158.71	GBP	Yes	5932.52	5158.71

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	18711.52	N/A	18711.52	16270.89	GBP	No	18711.52	16270.89
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7682	N/A	7682	6680	USD	No	7682	6680
ICEEUSOFT	T	WHEAT	T	2631.56	N/A	2631.56	2288.31	GBP	No	2631.56	2288.31
ICEEUSOFT	W	WHITE SUGAR	W	2416.03	N/A	2416.03	2100.89	USD	No	2416.03	2100.89

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	5133.00	N/A	5133.00	4463.48	USD	No	5263.00	4463.48
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	23366562.93	N/A	23366562.93	20318750.375	JPY	No	23425313.31	20318750.375
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	9048.25	N/A	9048.25	7860.02	USD	No	9198.25	7860.02
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	12429.77	N/A	12429.77	10808.50	CAD	No	12579.77	10808.50
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6815.84	N/A	6815.84	5687.69	GBP	No	6540.84	5687.69
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	17827.41	N/A	17827.41	15339.05	AUD	No	17639.91	15339.05
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6775.09	N/A	6775.09	5869.64	CHF	No	6750.09	5869.64
ICEUS	ZY	SWISS FRANC	KZY	4463661.06	N/A	4463661.06	3881444.40	JPY	No	4599912.31	3881444.40
ICEUS	MP	BRITISH POUND	MP	7665.01	N/A	7665.01	6665.22	USD	No	7958.76	6665.22
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	12643.57	N/A	12643.57	10994.41	CHF	No	12981.07	10994.41
ICEUS	SY	JAPANESE YEN	SY	3497111.42	N/A	3497111.42	3040966.45	JPY	No	3632111.17	3040966.45

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	MIBDIV	FTSE MIB DIVIDEND INDEX	FDIV	2120.60	N/A	2120.60	1844	EUR	No	2120.60	1844
IDEM	FTMIB	FTSE MIB INDEX	FIB	17457.44	15180.32	24939.19	21686.175	EUR	Yes	24939.19	21686.175
IDEM	FTMIB	FTSE MIB INDEX	MICR	698.295	607.213	997.564	867.447	EUR	No	997.564	867.447
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3491.47	3036.06	4987.82	4337.235	EUR	No	4987.82	4337.235
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	938.767	N/A	938.767	816.319	EUR	No	938.766	816.318

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	28530.45	N/A	28530.45	24809.09	USD	No	28530.45	24809.09
IPE	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	8798.40	N/A	8798.40	7038.72	USD	No	8798.40	7038.72
IPE	HOIL	ICE HEATING OIL	HOIL	24094.22	N/A	24094.22	19275.38	USD	No	24094.22	19275.38
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	33188.37	N/A	33188.37	28859.45	USD	No	33188.37	28859.45
IPE	NGF	ICE UK NATURAL GAS	NGF	8283.77	N/A	8283.77	7203.28	GBP	No	31620.40	7203.28
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	21100.53	N/A	21100.53	16880.42	USD	No	21100.53	16880.42
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15704.00	N/A	15704.00	12563.20	USD	Yes	15704	12563.20

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	6729800.93	5851999.895	9614001.33	8359999.85	KRW	Yes	9613999.83	8359999.85
KSE	K200M	MINI KOSPI200 INDEX	05	1348053.05	1172220.05	1925790.08	1674600.07	KRW	Yes	1925790.81	1674600.07
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1151752.175	836639.97	1645360.25	1195199.95	KRW	No	1645360.25	1195199.95
KSE	005930	HANG SENG BANK LTD	11	159600.60	N/A	159600.60	138783.13	KRW	No	161733.16	138783.13
KSE	017670	HENDERSON LAND DEVELOPMENT	12	160466.44	N/A	160466.44	139536.04	KRW	No	161610.56	139536.04
KSE	005490	POSCO HOLDINGS INC	13	756154.83	N/A	756154.83	657525.94	KRW	No	761258.40	657525.94
KSE	030200	KTCORPORATION	14	129360.54	N/A	129360.54	110926.12	KRW	No	127565.04	110926.12
KSE	015760	KOREA ELECTRIC POWER CORP	15	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	005380	SUN HUNG KAI PROPERTIES	16	652255.65	N/A	652255.65	567178.83	KRW	No	655970.98	567178.83
KSE	016360	NEW WORLD DEVELOPMENT	17	127565.04	N/A	127565.04	110926.12	KRW	No	130769.54	110926.12
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	143871.44	N/A	143871.44	125105.60	KRW	No	145793.82	125105.60
KSE	000270	SWIRE PACIFIC LTD - CL A	19	304770.78	N/A	304770.78	265018.07	KRW	No	304843.07	265018.07
KSE	012330	HYUNDAI MOBIS CO LTD	20	743237.30	N/A	743237.30	646232.50	KRW	No	743167.375	646232.50
KSE	006400	SAMSUNG SDI CO LTD	22	675344.33	N/A	675344.33	587255.94	KRW	No	684368.14	587255.94
KSE	009150	BANK OF EAST ASIA LTD	23	373171.05	N/A	373171.05	324496.56	KRW	No	378157.28	324496.56
KSE	066570	LG ELECTRONICS INC	24	247626.27	N/A	247626.27	215327.19	KRW	No	249934.99	215327.19
KSE	036460	KOREA GAS CORPORATION	28	126547.50	N/A	126547.50	90096.10	KRW	No	126547.50	90096.10
KSE	004020	HYUNDAI STEEL CO	32	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	003550	LG CORP	34	213281.83	N/A	213281.83	185462.46	KRW	No	220131.65	185462.46
KSE	078930	GS HOLDINGS	35	113711.83	N/A	113711.83	98879.85	KRW	No	114231.22	98879.85
KSE	033780	KT & G CORPORATION	36	314583.49	N/A	314583.49	273550.86	KRW	No	319786.88	273550.86
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	693405.67	N/A	693405.67	602313.79	KRW	No	692660.86	602313.79
KSE	086790	HANA FINANCIAL GROUP	40	169124.69	N/A	169124.69	147064.95	KRW	No	173384.51	147064.95
KSE	096770	SK INNOVATION CO LTD	41	361086.20	N/A	361086.20	312952.21	KRW	No	359895.04	312952.21
KSE	001040	CJ CORP	42	296169.39	N/A	296169.39	253975.64	KRW	No	292071.99	253975.64
KSE	034220	LG DISPLAY CO LTD	45	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	105560	KB FINANCIAL GROUP INC	46	253398.43	N/A	253398.43	220346.46	KRW	No	256784.30	220346.46
KSE	051910	LG CHEM LTD	47	707091.29	N/A	707091.29	614861.99	KRW	No	711539.30	614861.99
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	000660	SK HYNIX INC	50	587318.70	N/A	587318.70	510711.91	KRW	No	600166.34	510711.91
KSE	006360	GS ENGINEERING & CONSTRUCT	51	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	139480	E-MART INC	54	187018.44	N/A	187018.44	162624.73	KRW	No	193517.34	162624.73
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	115587.78	N/A	115587.78	100511.11	KRW	No	116632.25	100511.11
KSE	035420	NAVER CORP	56	585199.79	N/A	585199.79	506947.46	KRW	No	582989.58	506947.46
KSE	003490	KOREAN AIR LINES CO LTD	57	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	933428.66	N/A	933428.66	811677.10	KRW	No	933428.66	811677.10
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3243038.80	N/A	3243038.80	2820033.74	KRW	No	3243040.80	2820033.74
KSE	KWY	UNITED STATES DOLLAR	75	1686245.06	N/A	1686245.06	1466300.05	KRW	No	3372490.60	2932600.10
KSE	032640	LG UPLUS CORP	B0	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	010950	S-OILCORPORATION	B2	182329.88	N/A	182329.88	158547.72	KRW	No	195520.78	158547.72
KSE	010130	KOREA ZINC CO LTD	B3	7455000	N/A	7455000	4970000	KRW	No	7455000	4970000
KSE	024110	INDUSTRIALBANKOFKOREA	B4	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	001680	DAESANG CORPORATION	B6	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	047050	POSCO INTERNATIONAL CORP	B7	125689.08	N/A	125689.08	109294.85	KRW	No	126368.52	109294.85
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	023530	BARLEY FUTURES	BA	155560.08	N/A	155560.08	135269.64	KRW	No	174638.65	135269.64
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	206565	N/A	206565	147064.95	KRW	No	206565	147064.95
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	272382.47	N/A	272382.47	235655.27	KRW	No	271003.56	235655.27
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	029780	SAMSUNG CARD CO	BG	115154.87	N/A	115154.87	100134.67	KRW	No	128193.55	100134.67
KSE	036570	NCSOFTCORPORATION	BJ	561091.50	N/A	561091.50	467044.14	KRW	No	561091.50	467044.14
KSE	000080	HITE JINRO CO LTD	BK	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	215302.08	N/A	215302.08	187219.20	KRW	No	220178.91	187219.20
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	152096.79	N/A	152096.79	132258.08	KRW	No	156129.07	132258.08
KSE	000720	DANONE	BN	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	011210	HYUNDAI WIA CORP	BP	116886.52	N/A	116886.52	101640.45	KRW	No	117948.34	101640.45
KSE	008770	HOTEL SHILLA CO LTD	BQ	112268.78	N/A	112268.78	97625.03	KRW	No	119268.90	97625.03
KSE	035250	KANGWON LAND, INC.	BS	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	138930	BNK FINANCIAL GROUP INC	BT	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	139130	DGB FINANCIAL GROUP INC	BV	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	001120	LX INTERNATIONAL CORP	BX	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	011070	LG INNOTEK CO LTD	BY	479119.40	N/A	479119.40	416098.44	KRW	No	478513.20	416098.44
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	034730	SK INC	C1	426427.28	N/A	426427.28	362657.11	KRW	No	417055.68	362657.11
KSE	001740	SK NETWORKS CO LTD	C2	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	273601.04	N/A	273601.04	237913.95	KRW	No	317256.84	237913.95
KSE	018260	SAMSUNG SDS CO LTD	C5	369419.13	N/A	369419.13	321234.02	KRW	No	372355.23	321234.02
KSE	090430	AMOREPACIFIC CORP	C6	333920.27	N/A	333920.27	290365.45	KRW	No	350382.03	290365.45
KSE	030000	CHEIL WORLDWIDE INC	C7	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	028260	SAMSUNG C&T CORP	C8	350370.95	N/A	350370.95	304670.39	KRW	No	358052.56	304670.39
KSE	000880	HANWHA CORPORATION	C9	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	088350	CARREFOUR SA	CA	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	086280	COCOA NYBOT	CC	376345.74	N/A	376345.74	327257.17	KRW	No	376374.40	327257.17
KSE	010620	HD HYUNDAI MIPO	CD	400300.27	N/A	400300.27	348087.19	KRW	No	403648.99	348087.19
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	035720	KAKAO CORP	CF	105486.48	N/A	105486.48	91727.37	KRW	No	106895.97	91727.37
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	069080	WEBZEN INC	CK	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	096530	LIGHT SWEET CRUDE OIL	CL	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	022100	POSCO DX CO LTD	CN	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	068270	CELLTRION INC	CP	559443.02	N/A	559443.02	486472.19	KRW	No	563776.49	486472.19
KSE	122870	YG ENTERTAINMENT INC	CQ	133481.52	N/A	133481.52	116070.89	KRW	No	139265.08	116070.89
KSE	051900	LG H&H	CR	883142.59	N/A	883142.59	767950.08	KRW	No	934942.96	767950.08
KSE	002790	AXA SA	CS	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	000810	COTTON NO. 2	CT	1023117.80	N/A	1023117.80	889667.66	KRW	No	1031788.56	889667.66
KSE	008930	HANMI SCIENCE CO LTD	CV	125498.25	N/A	125498.25	83665.50	KRW	No	125498.25	83665.50
KSE	021240	COWAY CO LTD	CW	205041.90	N/A	205041.90	175423.89	KRW	No	201737.47	175423.89
KSE	128940	HANMI PHARM CO LTD	CX	782129.55	N/A	782129.55	680112.66	KRW	No	852580.26	680112.66
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	292454.14	N/A	292454.14	254226.62	KRW	No	292360.61	254226.62
KSE	097950	CJ CHEILJEDANG CORP.	D1	712863.48	N/A	712863.48	619881.29	KRW	No	722388.65	619881.29
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	135357.48	N/A	135357.48	117702.16	KRW	No	143166.10	117702.16
KSE	002380	KCC CORP	D3	729728.43	N/A	729728.43	629919.84	KRW	No	724407.82	629919.84
KSE	012750	S1 CORPORATION	D5	176051.31	N/A	176051.31	153088.10	KRW	No	191403.67	153088.10
KSE	000100	YUHAN CORPORATION	D6	390568.16	N/A	390568.16	336291.875	KRW	No	386735.66	336291.875
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	121359.96	N/A	121359.96	105530.40	KRW	No	124981.54	105530.40
KSE	069960	HYUNDAI DEPT STORE CO	D8	134979.35	N/A	134979.35	117200.22	KRW	No	134780.26	117200.22
KSE	004370	MILK CLASS III INDEX	DA	1063523.05	N/A	1063523.05	924802.66	KRW	No	1097733.66	924802.66
KSE	079550	LIG NEX1 CO LTD	DB	687525	N/A	687525	558395.08	KRW	No	687525	558395.08
KSE	204320	HL MANDO CO LTD	DC	121071.35	N/A	121071.35	105279.43	KRW	No	121689.08	105279.43
KSE	004170	SHINSEGAE INC	DD	378943.24	N/A	378943.24	329515.86	KRW	No	410006.60	329515.86
KSE	161890	KOLMAR KOREA CO LTD	DE	163352.52	N/A	163352.52	142045.67	KRW	No	168535.21	142045.67
KSE	111770	YOUNGONE CORP	DG	118543.32	N/A	118543.32	100511.11	KRW	No	115587.78	100511.11
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	247059	N/A	247059	213068.52	KRW	No	264302.81	213068.52
KSE	192820	COSMAX INC	DK	446622	N/A	446622	369921.05	KRW	No	446622	369921.05
KSE	039130	HANA TOUR SERVICE INC	DN	156714.52	N/A	156714.52	136273.50	KRW	No	162808.51	136273.50
KSE	086900	MEDY-TOX INC	DP	361585.50	N/A	361585.50	313454.14	KRW	No	379288.82	313454.14
KSE	078340	COM2US CORP	DR	126554.92	N/A	126554.92	110047.75	KRW	No	129245.92	110047.75
KSE	035760	CJ ENM CO LTD	DT	156137.31	N/A	156137.31	135771.57	KRW	No	158223.58	135771.57
KSE	056190	SFA ENGINEERING CORP	DV	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	241560	DOOSAN BOBCAT INC	DW	121504.26	N/A	121504.26	105655.88	KRW	No	125627.77	105655.88
KSE	017800	CME DRY WHEY INDEX	DY	141706.87	N/A	141706.87	123223.37	KRW	No	142100.33	123223.37
KSE	105630	HANSAE CO LTD	DZ	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	240810	WONIK IPS CO LTD	E0	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	091700	PARTRON CO LTD	E3	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	041510	SM ENTERTAINMENT CO LTD	E4	198851.40	N/A	198851.40	172914.26	KRW	No	205508.41	172914.26
KSE	251270	NETMARBLE CORP	E5	149499.30	N/A	149499.30	129999.39	KRW	No	151496.89	129999.39
KSE	003670	POSCO FUTURE M CO LTD	E8	466281	N/A	466281	378704.80	KRW	No	466281	378704.80
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	316140	WOORI FINANCIAL GROUP INC	EB	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	009420	HANALL BIOPHARMA CO LTD	EE	124997.25	N/A	124997.25	103020.75	KRW	No	124997.25	103020.75
KSE	035900	JYP ENTERTAINMENT CORP	EF	210504	N/A	210504	179690.29	KRW	No	210504	179690.29
KSE	028670	PAN OCEAN CO LTD	EH	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	526848	N/A	526848	393511.68	KRW	No	526848	393511.68
KSE	093370	FOOSUNG CO LTD	EL	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	375500	DL E&C CO LTD	ER	93509.22	N/A	93509.22	81312.36	KRW	No	96258.67	81312.36
KSE	207940	E-MINI S&P 500	ES	2897523.65	N/A	2897523.65	2509640.78	KRW	No	2886086.90	2509640.78
KSE	028050	SAMSUNG E&A CO LTD	ET	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	272210	HANWHA SYSTEMS CO LTD	EV	99545.25	N/A	99545.25	72970	KRW	No	99545.25	72970
KSE	293490	KAKAO GAMES CORP	EX	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	247540	ECOPRO BM CO LTD	EY	375024	N/A	375024	304872.10	KRW	No	375024	304872.10
KSE	253450	STUDIO DRAGON CORP	EZ	116020.69	N/A	116020.69	100887.56	KRW	No	120570.94	100887.56
KSE	278280	CHUNBO CO LTD	F0	140400	N/A	140400	97876.00	KRW	No	140400	97876.00
KSE	200130	KOLMAR BNH CO LTD	F1	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	036540	SFA SEMICON CO LTD	F2	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	060250	NHN KCP CORP	F3	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	566820	N/A	566820	403550.23	KRW	No	566820	403550.23
KSE	373220	LG ENERGY SOLUTION	F5	1005801.32	N/A	1005801.32	874609.84	KRW	No	1049240.63	874609.84
KSE	323410	KAKAOBANK CORP	F6	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	377300	KAKAO PAY CORP	F7	95763	N/A	95763	72970	KRW	No	95763	72970
KSE	259960	KRAFTON INC	F8	966839.14	N/A	966839.14	840729.69	KRW	No	984757.86	840729.69
KSE	302440	SK BIOSCIENCE CO LTD	F9	170496	N/A	170496	128493.61	KRW	No	178742.10	128493.61
KSE	011200	HMM CO LTD	FA	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	352820	HYBE CO LTD	FC	621951.76	N/A	621951.76	540827.62	KRW	No	630262.15	540827.62
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1022070	N/A	1022070	788027.19	KRW	No	1022070	788027.19
KSE	402340	SK SQUARE CO LTD	FE	321372	N/A	321372	237913.95	KRW	No	321372	237913.95
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	332188.62	N/A	332188.62	288859.67	KRW	No	332627.26	288859.67
KSE	383220	F&F CO LTD / NEW	FG	166238.61	N/A	166238.61	144555.31	KRW	No	174459.85	144555.31
KSE	267250	HD HYUNDAI	FH	238390.78	N/A	238390.78	207296.33	KRW	No	243576.12	207296.33
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	299884.64	N/A	299884.64	253724.69	KRW	No	291783.39	253724.69
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	301596.08	N/A	301596.08	262257.46	KRW	No	306625.96	262257.46
KSE	263750	PEARL ABYSS CORP	FL	83915.50	N/A	83915.50	72970	KRW	No	83915.50	72970
KSE	066970	L&F CO LTD	FM	279891	N/A	279891	206292.48	KRW	No	279891	206292.48
KSE	112040	WEMADE CO LTD	FN	136065	N/A	136065	96872.14	KRW	No	136065	96872.14
KSE	196170	ALTEOGEN INC	FP	1364895	N/A	1364895	909930	KRW	No	1364895	909930
KSE	058470	LEENO INDUSTRIAL INC	FQ	574042.71	N/A	574042.71	499167.58	KRW	No	575712.96	499167.58
KSE	001570	KUM YANG CO LTD	GN	105880.50	N/A	105880.50	72970	KRW	No	105880.50	72970

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	5415.80	N/A	5415.80	4709.39	USD	No	5415.80	4709.39
LMEOTC	CA	CARREFOUR SA	CA	17678.375	N/A	17678.375	15372.50	USD	No	17678.375	15372.50
LMEOTC	PB	LEAD - LME	PB	5369.96	N/A	5369.96	4669.44	USD	No	5369.97	4669.44
LMEOTC	SNLME	TIN FUTURE	SN	37223.02	N/A	37223.02	32353.50	USD	No	37223.02	32353.50
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	7527.61	N/A	7527.61	6545.75	USD	No	7527.61	6545.75

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	1073.48	N/A	1073.48	933.465	EUR	Yes	1705.43	1482.99
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	2364.87	N/A	2364.87	2056.40	EUR	Yes	2719.60	2364.87
MATIF	EMA	CORN	EMA	979.564	N/A	979.564	851.795	EUR	No	1324.01	1151.31

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

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

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	FCC1	FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ	FCI	205.656	N/A	205.656	178.832	EUR	No	207.866	178.831
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	8050	7000	11500	10000	EUR	No	11500	10000
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	805	700	1150	1000	EUR	Yes	1150	1000

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	DEUA	MILK CLASS III INDEX	DA	11216.53	N/A	11216.53	9753.50	MXN	No	17501.55	15218.74
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	31412.47	N/A	31412.47	27315.19	MXN	No	36124.34	31412.47
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	51036.95	N/A	51036.95	44371.57	MXN	Yes²	47908.69	41651.86
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	10209.31	N/A	10209.31	8874.31	MXN	No	9583.54	8330.37

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	4281.15	N/A	4281.15	3722.74	EUR	No	4281.15	3722.74
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3816.75	N/A	3816.75	3314.91	EUR	No	4389.26	3812.15
MONEP	CAC40	CAC 40	FCE	5165.00	4491.30	7378.57	6416.15	EUR	Yes	6012.67	5228.41
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	12190.82	N/A	12190.82	10600.71	EUR	No	12190.82	10600.71
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	9511.01	N/A	9511.01	8270.45	EUR	No	9511.01	8270.45
MONEP	CAC40	CAC 40	MFC	516.50	449.13	737.857	641.615	EUR	No	601.267	522.841

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	120976.8	N/A	120976.8	105197.1	INR	Yes	8019.92	6973.84
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	10214.43	N/A	10214.43	8882	INR	No	10214.43	8882
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	94038.25	N/A	94038.25	81772.5	INR	Yes	3740.45	3252.56
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	12191.98	N/A	12191.98	10601.20	INR	No	12191.48	10601.20
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6258.67	N/A	6258.67	5441	INR	No	6258.67	5441
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	91314.5	N/A	91314.5	79402	INR	Yes	1814.86	1578.14
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	83417.75	N/A	83417.75	72537.25	INR	Yes	3314.98	2882.59
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9908.69	N/A	9908.69	8616.25	INR	Yes	9908.69	8616.25

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	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	323208.98	N/A	323208.98	281051.27	USD	No	323208.97	281051.27
NYBOT	CC	COCOA NYBOT	CC	26733.50	N/A	26733.50	19124.78	USD	Yes	21993.50	19124.78
NYBOT	CT	COTTON NO. 2	CT	2920.74	N/A	2920.74	2422.34	USD	Yes	2785.69	2422.34
NYBOT	DX	NYBOT US DOLLAR FX	DX	2817.88	N/A	2817.88	2382.51	USD	Yes	2739.89	2382.51
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	9206.22	N/A	9206.22	8005.14	USD	No	10587.15	9205.92
NYBOT	KC	COFFEE "C"	KC	18335.46	N/A	18335.46	15275.40	USD	Yes	17566.71	15275.40
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	19621.25	N/A	19621.25	17061.85	USD	Yes	22613.75	17061.85
NYBOT	RS	CANOLA	RS	1044.20	N/A	1044.20	908.001	CAD	No	1116.20	908.001
NYBOT	SB	SUGAR NO. 11	SB	2212.75	N/A	2212.75	1924.13	USD	Yes	2369.55	1924.13
NYBOT	SF	SUGAR #16 112000 LBS	SF	2828.74	N/A	2828.74	2459.73	USD	No	3119.94	2459.73

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	17010.00	N/A	17010.00	13000	USD	No	16250	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	19390.00	N/A	19390.00	13000	USD	Yes	16250	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	19160	N/A	19160	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	14499.45	N/A	14499.45	9721.26	USD	No	12856.36	11179.45
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	11379.45	N/A	11379.45	9721.26	USD	No	12856.36	11179.45
NYMEX	HO	HEATING OIL	HO	30357.60	N/A	30357.60	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	14500.16	N/A	14500.16	9721.26	USD	No	12857.19	11179.45
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1915	N/A	1915	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	3094.56	N/A	3094.56	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	1449.94	N/A	1449.94	972.126	USD	No	1285.64	1117.94
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2281.02	N/A	2281.02	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	14499.45	N/A	14499.45	9721.26	USD	Yes	12856.36	11179.45
NYMEX	PA	PALLADIUM INDEX	PA	22055.65	N/A	22055.65	15909.11	USD	No	18295.65	15909.11
NYMEX	PL	PLATINUM INDEX	PL	5851.08	N/A	5851.08	4605.29	USD	No	5296.08	4605.29
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	3624.87	N/A	3624.87	2430.31	USD	No	3214.11	2794.86
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	9580	N/A	9580	6500	USD	No	8125	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	24633	N/A	24633	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	8265.14	N/A	8265.14	7069.69	USD	No	8130.14	7069.69

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	4906.47	N/A	4906.47	4265.33	USD	No	5797.44	4905.12
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	5858.28	N/A	5858.28	4945.08	USD	No	6541.52	5686.84
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	11060.40	N/A	11060.40	9617.74	USD	No	13619.45	11060.40
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	4600.37	4000.32	6571.96	5714.75	USD	No	7502.24	6449.78
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2259.81	1965.05	3228.30	2807.22	USD	No	3817.55	3228.30
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	66541.00	N/A	66541.00	57861.74	USD	No	76552.15	66541.00

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	OMXESG	OMXS30 ESG RESPONSIBLE INDEX	OMXESG	24409.38	N/A	24409.38	21225	SEK	No	24409.38	21225
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17445.155	15169.70	24921.65	21671	SEK	Yes	24921.65	21671
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	921.612	N/A	921.612	801.401	SEK	No	5558.29	801.401

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	3681374.48	3201195.20	5259106.40	4573136	JPY	Yes	4826913.40	4197316
OSE.JPN	N225M	NIKKEI 225 MINI	225M	368137.45	320119.52	525910.64	457313.60	JPY	Yes	482691.34	419731.60
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	36813.74	32011.95	52591.06	45731.36	JPY	No	48269.13	41973.16
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	147425.71	N/A	147425.71	128192.05	JPY	No	169038.52	146985.18
OSE.JPN	TPXC30	TOPIX CORE30	C30	122801.04	N/A	122801.04	106783.51	JPY	No	122801.04	106783.51
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	493767.41	N/A	493767.41	429287.75	JPY	No	567832.52	493680.92
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1763363.85	N/A	1763363.85	1533359.87	JPY	Yes	2027868.43	1763363.85
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	176336.39	N/A	176336.39	153335.99	JPY	No	202786.84	176336.39
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	49844.08	N/A	49844.08	43341.20	JPY	No	57320.69	49842.38
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	96608.625	N/A	96608.625	84007.50	JPY	No	159562.01	138749.57
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	153454.28	N/A	153454.28	133416.29	JPY	No	176472.42	153428.73
OSE.JPN	TOPX	TOPIX INDEX	TPX	1418997.08	1233910.50	2027138.68	1762729.29	JPY	No	2331209.48	2027138.68
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	141899.71	123391.05	202713.87	176272.93	JPY	No	233120.95	202713.87

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	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	8798.40	N/A	8798.40	7038.72	USD	No	8798.40	7038.72
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15704.00	N/A	15704.00	12563.20	USD	No	15704	12563.20

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	COCOA NYBOT	CC	26733.50	N/A	26733.50	19124.78	USD	No	21993.50	19124.78
QBALGOIUS	CT	COTTON NO. 2	CT	2920.74	N/A	2920.74	2422.34	USD	No	2785.69	2422.34
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2817.88	N/A	2817.88	2382.51	USD	No	2739.89	2382.51
QBALGOIUS	KC	COFFEE "C"	KC	18335.46	N/A	18335.46	15275.40	USD	No	17566.71	15275.40
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	19621.25	N/A	19621.25	17061.85	USD	No	22613.75	17061.85
QBALGOIUS	SB	SUGAR NO. 11	SB	2212.75	N/A	2212.75	1924.13	USD	No	2369.55	1924.13

Singapore Exchange (SGX)

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

Exchange SGX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SGX	AJ	SGX AUSTRALIAN DOLLAR IN JAPANESE YEN FUTURES	AJ	316406.93	N/A	316406.93	275136.46	JPY	No	316407.03	275136.46
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1395.71	N/A	1395.71	1213.66	USD	No	1395.71	1213.66
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1233.39	1072.51	1761.98	1532.16	USD	No	1761.98	1532.16
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	3896.49	N/A	3896.49	3388.25	USD	No	3896.49	3388.25
SGX	XIN0I	FTSE CHINA H50	FCH	3377.32	N/A	3377.32	2936.78	USD	No	3377.32	2936.78
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1326.37	N/A	1326.37	1153.37	USD	No	1326.37	1153.37
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1396.68	N/A	1396.68	1214.15	USD	No	1396.68	1214.15
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	575.012	N/A	575.012	500	USD	No	575.012	500
SGX	INR	UNITED STATES DOLLAR	INR	9894.03	N/A	9894.03	8603.50	USD	No	9894.03	8603.50
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9910.99	N/A	9910.99	8618.25	USD	No	9910.99	8618.25
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2669.15	N/A	2669.15	2321	USD	No	2669.15	2321
SGX	SGB	SGX MINI JGB INDEX	JB	298075.01	N/A	298075.01	259172.27	JPY	No	298074.61	259172.27
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	349933.83	N/A	349933.83	304290.28	JPY	No	349933.83	304290.28
SGX	KRW	KOREAN WON	KRW	9793.69	N/A	9793.69	8516.25	USD	No	9799.94	8516.25
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1958.10	N/A	1958.10	1700.75	USD	No	1960.62	1703.26
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6327.47	N/A	6327.47	5502.15	CNH	No	6327.47	5502.15
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1598270.06	N/A	1598270.06	1389800.05	JPY	No	1598270.30	1389800.05
SGX	SGXNK	SGX: NIKKEI 225	NK	947404.50	823830	1353435	1176900	JPY	Yes	1353435	1176900
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	189480.90	164766	270687	235380	JPY	No	270687	235380
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	46772.56	N/A	46772.56	40671.79	USD	No	46772.56	40671.79
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1506.56	1310.05	2152.23	1871.50	SGD	Yes²	2152.22	1871.50
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	6315.33	N/A	6315.33	5485.24	SGD	No	6315.33	5485.24
SGX	STI	SGX STRAITS TIMES INDEX	ST	5109.49	N/A	5109.49	4443.03	SGD	No	5109.49	4443.03
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2442.63	N/A	2442.63	2124.03	USD	No	2442.63	2124.03
SGX	TSR20	SICOM RUBBER	TF	828.00	N/A	828.00	720.00	USD	No	828.00	720.00
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	22731.66	N/A	22731.66	19766.01	JPY	No	22730.91	19766.01
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1495.52	N/A	1495.52	1300.45	USD	No	1495.52	1300.45
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7324.45	N/A	7324.45	6369.09	USD	No	7324.45	6369.09
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	3622.50	3150.00	5175.00	4500.00	USD	No	5175.00	4500.00
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	25309.89	N/A	25309.89	22008.60	CNH	Yes	25309.89	22008.60
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	8726985.53	N/A	8726985.53	7588683.07	JPY	No	8726986.53	7588683.07
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1578.75	N/A	1578.75	1371.36	SGD	No	1578.75	1371.36
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1745391.29	N/A	1745391.29	1517731.56	JPY	No	1745391.40	1517731.66
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1279.40	N/A	1279.40	1081.38	SGD	No	1243.58	1081.38
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4274.82	N/A	4274.82	3717.23	SGD	No	4787.62	3717.23
SGX	G13	GENTING SINGAPORE LTD	YGEN	656.334	N/A	656.334	570.725	SGD	No	716.18	570.725
SGX	BN4	KEPPEL LTD	YKEP	3606.39	N/A	3606.39	3135.99	SGD	No	4188.01	3135.99
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6045.20	N/A	6045.20	5256.69	SGD	No	6929.82	5256.69
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2659.89	N/A	2659.89	2312.94	SGD	No	2744.52	2312.94
SGX	Y92	THAI BEVERAGE PCL	YTBE	958.605	N/A	958.605	833.57	SGD	No	1025.67	833.56
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6490.82	N/A	6490.82	5644.19	SGD	No	7338.73	5644.19
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2625.35	N/A	2625.35	2282.91	SGD	No	2714.72	2282.90
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	26471.87	N/A	26471.87	6227.93	SGD	No	8301.77	6227.93
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	180.237	N/A	180.237	156.374	USD	No	179.83	156.374
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	517.653	N/A	517.653	449.175	USD	No	516.551	449.175

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	13526.46	11762.14	19323.52	16803.06	AUD	Yes	19323.52	16803.06
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	780.85	N/A	780.85	679.00	AUD	No	780.852	679.00
SNFE	IR	90 DAY BILLS	IR	1959.41	N/A	1959.41	1703.83	AUD	No	1959.41	1703.83
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3262.61	N/A	3262.61	2837.03	AUD	No	3262.59	2837.03
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1237.44	N/A	1237.44	1076.03	AUD	No	1237.43	1076.03

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

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁵	Intraday End Time⁵

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

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

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

Those institutions who wish to execute some trades away from us and use us as a prime broker will be required to maintain at least USD 6,000,000 (or USD equivalent).
Customers in Canada are not eligible for Portfolio Margin accounts due to IDA restrictions. In addition, all Canadian stock, stock options, index options, European stock, and Asian stock positions will be calculated under standard rules-based margin rules so Portfolio Margin will not be available for these products.
Non-U.S. Omnibus Broker (Long Position/Short Position) accounts are not eligible for Portfolio Margin accounts.
Accounts reporting equity below the USD 100,000 minimum will be subject to a margin surcharge, the effect of which will be to gradually transition the account to margin levels approximating those of the Reg. T methodology as equity continues to decline.

Portfolio Margin Mechanics

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

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

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

A market-based stress of the underlying based on historical moves in Bloomberg pricing data.
For Broad Based Indices the implied volatility factor is increased 75% and decreased by 75%.
For all other classes, the implied volatility for each options class is increased by 150% and decreased by 150%

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

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

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

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

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

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

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

Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

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Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CEDX

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

Singapore Exchange (SGX)

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?

Portfolio Margin

Portfolio Margin Eligibility

Portfolio Margin Mechanics

Additional US Margin Requirements

Further Reading

Disclosures

ASX24 (SNFE)⁴