Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

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

Futures Margin

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 Index	BXF	14062.50	N/A	14062.50	11250	EUR	Yes²	14062.50	11250

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	1048.75	N/A	1048.75	839	CAD	No	1048.75	839
CDE	CGB	10 Year Government of Canada Bonds	CGB	4302.55	N/A	4302.55	3442.04	CAD	No	4302.55	3442.04
CDE	CGF	5 Year Government of Canada Bonds	CGF	2350.44	N/A	2350.44	1880.35	CAD	No	2350.44	1880.35
CDE	CGZ	2 Year Government of Canada Bonds	CGZ	936.286	N/A	936.286	749.029	CAD	No	936.286	749.029
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	21667.47	N/A	21667.47	17333.97	CAD	No	21667.47	17333.97
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	16350.51	13080.41	23357.87	18686.29	CAD	No	23357.87	18686.29
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	13398.74	N/A	13398.74	10718.99	CAD	No	13398.74	10718.99

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	8789.02	N/A	8789.02	7031.21	USD	No	8789.02	7031.21
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	8194.05	N/A	8194.05	6555.24	USD	No	8194.05	6555.24
CFE	VIX	CBOE Volatility Index	VX	17851.44	N/A	17851.44	14281.15	USD	No	20334.65	16267.72
CFE	VIX	CBOE Volatility Index	VX27	18265.625	N/A	18265.625	14612.50	USD	No	20336.50	16269.20
CFE	VIX	CBOE Volatility Index	VX28	18195.73	N/A	18195.73	14550.00	USD	No	20336.50	16269.20
CFE	VIX	CBOE Volatility Index	VX30	18187.72	N/A	18187.72	14550.00	USD	No	20251.875	16201.50
CFE	VIX	CBOE Volatility Index	VX31	17460.22	N/A	17460.22	13968.00	USD	No	19441.875	15553.50
CFE	VIX	CBOE Volatility Index	VX32	16187.08	N/A	16187.08	12949.50	USD	No	18024.25	14419.40
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	1785.14	N/A	1785.14	1428.115	USD	No	2033.46	1626.77

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	ACD	-	ACD	9375	N/A	9375	7500	CAD	No	9375	7500
CME	AUD	-	AD	3264.62	N/A	3264.62	2611.70	USD	No	3264.62	2611.70
CME	AJY	-	AJY	1959457.81	N/A	1959457.81	1567566.25	JPY	No	1959457.81	1567566.25
CME	GBP	-	BP	4765.23	N/A	4765.23	3812.19	USD	No	4765.23	3812.19
CME	BRE	-	BR	1778.44	N/A	1778.44	1422.75	USD	No	1778.50	1422.80
CME	CAD	-	CD	2913.75	N/A	2913.75	2331	USD	No	2913.75	2331
CME	CZK	-	CKO	24000	N/A	24000	19200	USD	No	24000	19200
CME	EUR	-	EC	4939.69	N/A	4939.69	3951.75	USD	No	4939.69	3951.75
CME	ECK	-	ECZ	17250	N/A	17250	13800	EUR	No	17250	13800
CME	GE	-	ED	937.50	N/A	937.50	750	USD	No	937.50	750
CME	EHF	-	EHU	10875.88	N/A	10875.88	8700.70	EUR	No	10875.88	8700.70
CME	EM	-	EM	2156.25	N/A	2156.25	1725	USD	No	2156.25	1725
CME	EPZ	-	EPL	13500	N/A	13500	10800	EUR	No	13500	10800
CME	GF	-	FC	7972.27	N/A	7972.27	6377.81	USD	No	7972.27	6377.81
CME	GSCI	-	GI	43093.54	N/A	43093.54	34474.83	USD	No	43093.54	34474.83
CME	HUF	-	HFO	16500	N/A	16500	13200	USD	No	16500	13200
CME	JPY	-	JY	3531.25	N/A	3531.25	2825	USD	No	3531.25	2825
CME	LE	-	LC	4220.12	N/A	4220.12	3376.10	USD	No	4220.12	3376.10
CME	HE	-	LH	5918.90	N/A	5918.90	4735.12	USD	No	5918.90	4735.12
CME	MXP	-	MP	1836.25	N/A	1836.25	1469	USD	No	1836.25	1469
CME	NZD	-	NE	3035.03	N/A	3035.03	2428.02	USD	No	3035.03	2428.02
CME	NKD	-	NK	12338.47	N/A	12338.47	9870.78	USD	No	12338.47	9870.78
CME	PLN	-	PLZ	19875	N/A	19875	15900	USD	No	19875	15900
CME	ZAR	-	RA	2992.57	N/A	2992.57	2394.06	USD	No	2992.57	2394.06
CME	RF	-	RF	8917.34	N/A	8917.34	7133.875	CHF	No	8917.34	7133.875
CME	RP	-	RP	6748.91	N/A	6748.91	5399.125	GBP	No	6748.83	5399.06
CME	RUR	-	RU	127372.50	N/A	127372.50	38250	USD	No	127372.50	38250
CME	RY	-	RY	945505.25	N/A	945505.25	756404.20	JPY	Yes²	945505.25	756404.20
CME	CHF	-	SF	4942.27	N/A	4942.27	3953.81	USD	No	4942.34	3953.875

Chicago Mercantile Exchange (CMECRYPTO)

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

Exchange CMECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CMECRYPTO	BRR	CME CF Bitcoin Reference Rate	BTC	70708.11	N/A	70708.11	56566.49	USD	Yes	141416.22	113132.98
CMECRYPTO	ETHUSDRR	CME CF Ether-Dollar Reference Rate	ETH	37877.54	N/A	37877.54	30302.03	USD	No	75755.07	60604.06
CMECRYPTO	MBT	Micro Bitcoin	MBT	1414.16	N/A	1414.16	1131.33	USD	Yes	2828.32	2262.66
CMECRYPTO	MET	Micro Ether	MET	75.7551	N/A	75.7551	60.6041	USD	Yes	151.51	121.208

Eurex (DTB)

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

Exchange DTB	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
DTB	ADS	ADIDAS AG	ADSG	3164.11	N/A	3164.11	2531.29	EUR	No	3164.11	2531.29
DTB	AGN	AEGON NV	AENF	101.286	N/A	101.286	81.029	EUR	No	98.0873	78.4698
DTB	A5G	AIB GROUP PLC	ALBF	64.1696	N/A	64.1696	51.3357	EUR	No	70.4887	56.391
DTB	ALV	ALLIANZ SE-REG	ALVG	3414.60	N/A	3414.60	2731.68	EUR	No	3414.60	2731.68
DTB	VNA	VONOVIA SE	ANNF	588.007	N/A	588.007	470.406	EUR	No	588.007	470.406
DTB	G	ASSICURAZIONI GENERALI	ASGG	2854.61	N/A	2854.61	2283.68	EUR	No	2854.61	2283.69
DTB	CS	AXA SA	AXAG	480.289	N/A	480.289	384.231	EUR	No	417.749	334.199
DTB	BAS	BASF SE	BASG	778.559	N/A	778.559	622.847	EUR	No	816.449	653.159
DTB	BMW3	BAYERISCHE MOTOREN WERKE-PRF	BM3F	1267.44	N/A	1267.44	1013.96	EUR	No	1267.44	1013.96
DTB	BMW	BAYERISCHE MOTOREN WERKE AG	BMWF	1377.31	N/A	1377.31	1101.85	EUR	No	1377.31	1101.85
DTB	BNP	BNP PARIBAS	BNPH	1015.00	N/A	1015.00	811.998	EUR	No	1015.00	811.997
DTB	BN	DANONE	BSNH	998.581	N/A	998.581	798.865	EUR	No	998.581	798.865
DTB	EN	BOUYGUES SA	BYGG	550.476	N/A	550.476	440.381	EUR	No	550.476	440.381
DTB	CA	CARREFOUR SA	CARG	316.58	N/A	316.58	253.264	EUR	No	316.58	253.264
DTB	CBK	COMMERZBANK AG	CBKH	167.173	N/A	167.173	133.738	EUR	No	171.822	137.458
DTB	DAB	DAI EUREX: DAIMLER AG-REGISTERED SHARES: ADJ	DAIF	1691.80	N/A	1691.80	1353.44	EUR	No	1691.80	1353.44
DTB	DEC	JC DECAUX SA	DCSG	346.433	N/A	346.433	277.147	EUR	No	300.549	240.439
DTB	DPW	DEUTSCHE POST AG-REG	DPWF	670.095	N/A	670.095	536.076	EUR	No	670.095	536.076
DTB	DSM	KONINKLIJKE DSM NV	DSMF	2570.51	N/A	2570.51	2056.41	EUR	No	2570.51	2056.41
DTB	DTE	DEUTSCHE TELEKOM AG-REG	DTEF	355.222	N/A	355.222	284.177	EUR	No	355.222	284.177
DTB	ENI	ENI SPA	ENTG	2507.66	N/A	2507.66	2006.13	EUR	No	2123.94	1699.15
DTB	EUN2	ISHARES CORE EURO STOXX 50	EUNF	659.753	N/A	659.753	527.803	EUR	No	659.753	527.803
DTB	EXS1	ISHARES CORE DAX DE EUR ACC	EXSF	2022.27	N/A	2022.27	1617.81	EUR	No	2022.27	1617.81
DTB	MDAX	Midcap DAX	F2MX	20714.00	N/A	20714.00	16571.20	EUR	Yes	17147.50	13718
DTB	FBON	Euro BONO Futures on Long-term Spanish Government Bonds	FBON	19217.00	N/A	19217.00	15373.60	EUR	No	19217.00	15373.60
DTB	BTP	Euro-BTP Italian Government Bond	FBTP	7714.85	N/A	7714.85	6171.88	EUR	Yes	6766.71	5413.37
DTB	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2303.75	N/A	2303.75	1843	EUR	No	2303.75	1843
DTB	DJUBS	Dow Jones-UBS Commodity Index	FCCO	9996.89	N/A	9996.89	7997.51	USD	No	8526.63	6821.30
DTB	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	3622.10	N/A	3622.10	1882	EUR	No	3622.10	1882
DTB	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDAX	30952.91	24762.325	44218.44	35374.75	EUR	Yes	42096.61	33677.29
DTB	DDAX	DivDAX Price Index	FDIV	12750.30	N/A	12750.30	10200.24	EUR	Yes²	9365.73	7492.58
DTB	DDXDIVPT	DivDAX Dividend Points Index	FDVD	2963.89	N/A	2963.89	1540	EUR	No	2963.89	1540
DTB	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXM	6190.58	4952.47	8843.69	7074.95	EUR	No	8419.32	6735.46
DTB	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXS	1238.12	990.493	1768.74	1414.99	EUR	No	1683.86	1347.09
DTB	DBEA	EURO STOXX Banks Index Dividend Futures	FEBD	763.386	N/A	763.386	396.646	EUR	No	763.386	396.646
DTB	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	2655.625	2124.50	3793.75	3035	EUR	Yes²	3793.75	3035
DTB	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	11396.63	N/A	11396.63	9117.30	EUR	Yes²	9012.87	7210.30
DTB	SX7E	Dow Jones Euro STOXX Banks Index	FESB	526.646	421.317	752.351	601.881	EUR	Yes	748.957	599.166
DTB	SX4E	Dow Jones Euro STOXX Chemicals	FESC	8789.38	N/A	8789.38	7031.50	EUR	Yes²	8789.38	7031.50
DTB	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	2314.43	N/A	2314.43	1851.54	EUR	Yes²	2180.59	1744.47
DTB	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	2678.40	N/A	2678.40	2142.72	EUR	Yes²	2287.08	1829.67
DTB	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	6894.90	N/A	6894.90	5515.92	EUR	Yes²	6657.00	5325.60
DTB	SXDE	Dow Jones Euro STOXX Healthcare	FESH	4152.24	N/A	4152.24	3321.79	EUR	Yes²	3804.99	3043.99
DTB	ESI	Dow Jones Euro STOXX Insurance	FESI	1931.77	N/A	1931.77	1545.42	EUR	Yes²	1788.71	1430.97
DTB	ESM	Dow Jones Euro STOXX Media Index	FESM	1301.12	N/A	1301.12	1040.90	EUR	Yes²	1301.12	1040.90
DTB	SXOE	Dow Jones Euro STOXX Construction	FESN	3473.07	N/A	3473.07	2778.46	EUR	Yes²	3424.27	2739.42
DTB	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	2870.66	N/A	2870.66	2296.53	EUR	Yes²	2701.56	2161.25
DTB	SXRE	Dow Jones Euro STOXX Retail	FESR	3531.26	N/A	3531.26	2825.01	EUR	Yes²	2908.63	2326.91
DTB	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	1778.94	N/A	1778.94	1423.16	EUR	Yes²	1778.94	1423.16
DTB	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1341.88	N/A	1341.88	1073.50	EUR	Yes²	1341.88	1073.50
DTB	ESU	Dow Jones Euro STOXX Utilities Index	FESU	1820.58	N/A	1820.58	1456.46	EUR	Yes	1796.13	1436.91
DTB	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	1349.53	N/A	1349.53	1079.63	EUR	Yes²	1161.32	929.055
DTB	ESTX50	Dow Jones Euro STOXX50	FESX	3499.42	2799.54	4999.18	3999.34	EUR	Yes	4539.21	3631.37
DTB	SX8E	Dow Jones Euro STOXX Technology	FESY	14874.44	N/A	14874.44	11899.55	EUR	Yes²	11292.19	9033.75
DTB	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	10088.69	N/A	10088.69	8070.95	EUR	Yes²	7751.33	6201.07
DTB	EU3	Three Month EURIBOR	FEU3	1781.25	N/A	1781.25	1425.00	EUR	Yes	1781.25	1425.00
DTB	DESX5	Dow Jones EURO STOXX 50 Index-Dividenden	FEXD	2117.50	1694	3025	2420	EUR	Yes	3025	2420
DTB	OMXH25	OMX Helsinki 25 Index	FFOX	16833.87	N/A	16833.87	13467.10	EUR	Yes²	11465.80	9172.64
DTB	GBL	Euro Bund (10 Year Bond)	FGBL	6636.96	N/A	6636.96	5309.57	EUR	Yes	6636.96	5309.57
DTB	GBM	Euro Bobl (5 Year Bond)	FGBM	3140.99	N/A	3140.99	2512.79	EUR	Yes	3029.15	2423.32
DTB	GBS	Euro Schatz (2 Year Bond)	FGBS	1176.17	N/A	1176.17	940.939	EUR	Yes	937.614	750.091
DTB	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	12849.50	N/A	12849.50	10279.60	EUR	No	12849.50	10279.60
DTB	DJESL	Euro Stoxx Large	FLCE	2590.56	N/A	2590.56	2072.45	EUR	No	2333.03	1866.43
DTB	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	2598.90	N/A	2598.90	2079.12	EUR	No	2058.34	1646.68
DTB	DJESM	Euro Stoxx Mid	FMCE	3078.25	N/A	3078.25	2462.60	EUR	No	2699.15	2159.32
DTB	M1CNX	MSCI China Free Net Total Return (USD) Index	FMCN	20614.62	N/A	20614.62	16491.70	USD	No	19575.45	15660.36
DTB	DJ200	Dow Jones STOXX MID 200 Index	FMCP	3000.77	N/A	3000.77	2400.62	EUR	Yes²	2604.62	2083.70
DTB	M1MS	MSCI Emerging Markets Asia	FMEA	4565.30	3652.24	6521.86	5217.49	USD	No	5474.83	4379.86
DTB	FME	FRESENIUS MEDICAL CARE AG &	FMEH	893.023	N/A	893.023	714.418	EUR	No	893.023	714.418
DTB	M1EF	MSCI Emerging Markets Net Total Return Index	FMEM	9824.13	N/A	9824.13	7859.30	USD	No	8292.19	6633.75
DTB	MXEU	MSCI Europe	FMEP	8034.01	N/A	8034.01	4136.32	EUR	No	5107.34	2629.52
DTB	M7EU	MSCI Europe Net Return EUR Index	FMEU	2301.96	1841.57	3288.52	2630.81	EUR	No	2132.38	1705.90
DTB	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	9503.29	N/A	9503.29	7602.63	USD	No	9503.29	7602.63
DTB	MBWO	MSCI World Net EUR Index 1	FMWN	3098.74	2478.99	4426.77	3541.42	EUR	No	3276.21	2620.97
DTB	M1WO	MSCI World NETR USD Index	FMWO	7411.93	5929.54	10588.46	8470.77	USD	No	9639.70	7711.76
DTB	MXWO	MSCI World Index	FMWP	11006.36	N/A	11006.36	5666.64	USD	No	7293.17	3754.90
DTB	OAT	Euro-OAT French Government Bond	FOAT	5735.51	N/A	5735.51	4588.41	EUR	No	5735.51	4588.41
DTB	FRA	FRAPORT AG FRANKFURT AIRPORT	FRAG	1086.21	N/A	1086.21	868.971	EUR	No	1086.21	868.971
DTB	DJESS	Euro Stoxx Small	FSCE	1995.10	N/A	1995.10	1596.08	EUR	No	1779.28	1423.42
DTB	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	2218.74	N/A	2218.74	1774.99	EUR	No	1879.41	1503.53
DTB	SXXPESGX	STOXX Europe 600 ESG-X	FSEG	1524.52	1219.62	2177.89	1742.31	EUR	No	1814.55	1451.64
DTB	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	5808.45	N/A	5808.45	4646.76	EUR	Yes²	4657.20	3725.76
DTB	SX7P	Dow Jones STOXX 600 Banks	FSTB	754.653	603.722	1078.08	862.46	EUR	Yes	1067.87	854.295
DTB	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	7448.77	N/A	7448.77	5959.02	EUR	Yes²	7135.44	5708.35
DTB	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	1805.35	1444.28	2579.07	2063.25	EUR	Yes	2526.11	2020.89
DTB	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	4406.96	N/A	4406.96	3525.57	EUR	Yes²	3823.39	3058.71
DTB	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	4253.64	N/A	4253.64	3402.92	EUR	Yes²	3976.89	3181.51
DTB	SXIP	Dow Jones STOXX 600 Insurance	FSTI	1926.02	N/A	1926.02	1540.82	EUR	Yes²	1780.46	1424.37
DTB	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	1019.09	N/A	1019.09	815.271	EUR	No	848.256	678.605
DTB	SXMP	Dow Jones STOXX 600 Media	FSTM	2041.58	N/A	2041.58	1633.27	EUR	Yes²	1704.25	1363.40
DTB	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	3651.58	N/A	3651.58	2921.26	EUR	Yes²	3409.73	2727.79
DTB	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	4478.19	N/A	4478.19	3582.55	EUR	Yes²	3402.19	2721.75
DTB	SXRP	Dow Jones STOXX 600 Retail	FSTR	2370.17	N/A	2370.17	1896.14	EUR	Yes²	1784.42	1427.54
DTB	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	5278.51	N/A	5278.51	4222.81	EUR	Yes	4838.12	3870.50
DTB	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	789.689	631.751	1128.13	902.502	EUR	Yes²	1128.13	902.502
DTB	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1734.24	N/A	1734.24	1387.40	EUR	Yes	1537.67	1230.14
DTB	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	1908.97	N/A	1908.97	1527.18	EUR	Yes²	1559.86	1247.89
DTB	STX	Dow Jones STOXX50	FSTX	4148.76	N/A	4148.76	3319.01	EUR	Yes²	3316.14	2652.91
DTB	SX8P	Dow Jones STOXX 600 Technology	FSTY	8644.50	N/A	8644.50	6915.60	EUR	Yes²	6304.08	5043.27
DTB	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	6621.21	N/A	6621.21	5296.97	EUR	Yes²	4618.59	3694.87
DTB	ESTX50	Dow Jones Euro STOXX50	FSXE	349.942	279.954	499.917	399.934	EUR	No	453.921	363.137
DTB	TDX	TECDAX	FTDX	11659.97	N/A	11659.97	9327.97	EUR	Yes²	8346.30	6677.04
DTB	ORA	ORANGE	FTEF	208.602	N/A	208.602	166.881	EUR	No	208.602	166.881
DTB	V2TX	VSTOXX Volatility Index	FVS	1828.125	N/A	1828.125	1462.50	EUR	Yes	2022.88	1618.31
DTB	4GLD	XETRA-GOLD	FXGL	10423.60	N/A	10423.60	8338.88	EUR	No	10423.60	8338.88
DTB	DJES	Dow Jones Euro STOXX Price Index	FXXE	2538.50	N/A	2538.50	2030.80	EUR	No	2395.18	1916.14
DTB	DJ600	Dow Jones STOXX 600 Index	FXXP	1751.12	1400.90	2501.60	2001.28	EUR	Yes	2142.19	1713.76
DTB	GALP	GALP ENERGIA SGPS SA	GALF	223.83	N/A	223.83	179.064	EUR	No	223.83	179.064
DTB	SGO	COMPAGNIE DE SAINT-GOBAIN	GOBG	898.191	N/A	898.191	718.553	EUR	No	869.26	695.408
DTB	HEI	HEIDELBERGCEMENT AG	HEFG	859.462	N/A	859.462	687.57	EUR	No	859.462	687.57
DTB	HEN3	HENKEL AG & CO KGAA VOR-PREF	HENG	1102.08	N/A	1102.08	881.661	EUR	No	1102.08	881.661
DTB	HEN	HENKEL AG & CO KGAA	HESF	1094.95	N/A	1094.95	875.961	EUR	No	1094.95	875.961
DTB	ISP	INTESA SANPAOLO	IESI	400.489	N/A	400.489	320.391	EUR	No	370.896	296.717
DTB	IFX	INFINEON TECHNOLOGIES AG	IFXG	552.248	N/A	552.248	441.798	EUR	No	626.577	501.262
DTB	INGA	ING GROEP NV	INNG	287.518	N/A	287.518	230.014	EUR	No	249.731	199.785
DTB	ABI	ANHEUSER-BUSCH INBEV SA/NV	ITKG	962.957	N/A	962.957	770.366	EUR	No	962.957	770.366
DTB	KCO	KLOECKNER & CO SE	KCOH	181.56	N/A	181.56	145.248	EUR	No	181.56	145.248
DTB	LHA	DEUTSCHE LUFTHANSA-REG	LHAF	207.37	N/A	207.37	165.896	EUR	No	207.37	165.896
DTB	OR	L'OREAL	LORF	6174.10	N/A	6174.10	4939.28	EUR	No	6174.10	4939.28
DTB	LXS	LANXESS AG	LXSF	927.519	N/A	927.519	742.015	EUR	No	758.335	606.668
DTB	MUV2	MUENCHENER RUECKVER AG-REG	MU2G	4203.56	N/A	4203.56	3362.85	EUR	No	4203.56	3362.85
DTB	NDA	AURUBIS AG	NDAF	1611.64	N/A	1611.64	1289.31	EUR	No	1266.00	1012.80
DTB	RI	PERNOD-RICARD SA	PERH	3257.48	N/A	3257.48	2605.98	EUR	No	3257.48	2605.98
DTB	PHIA	KONINKLIJKE PHILIPS NV	PH1F	471.203	N/A	471.203	376.962	EUR	No	385.389	308.311
DTB	PAH3	PORSCHE AUTOMOBIL HLDG-PRF	PORK	1471.62	N/A	1471.62	1177.29	EUR	No	1471.62	1177.29
DTB	PSM	PROSIEBENSAT.1 MEDIA SE	PSMG	210.443	N/A	210.443	168.354	EUR	No	210.443	168.354
DTB	SHELL	SHELL PLC	R6CF	590.043	N/A	590.043	472.034	EUR	No	590.043	472.034
DTB	RHM	RHEINMETALL AG	RHMG	6941.90	N/A	6941.90	5553.52	EUR	No	4970.30	3976.24
DTB	RNO	RENAULT SA	RNLF	646.578	N/A	646.578	517.262	EUR	No	646.578	517.262
DTB	SAP	SAP SE	SAPI	1639.02	N/A	1639.02	1311.21	EUR	No	1639.02	1311.21
DTB	SCR	SCOR SE	SCOI	384.358	N/A	384.358	307.486	EUR	No	384.358	307.486
DTB	SDF	K+S AG-REG	SDXH	545.231	N/A	545.231	436.185	EUR	No	516.824	413.459
DTB	GLE	SOCIETE GENERALE SA	SGEI	578.366	N/A	578.366	462.693	EUR	No	578.366	462.693
DTB	SIRB	SIE: SIEMENS AG-REG: ADJ	SIEG	2598.85	N/A	2598.85	2079.08	EUR	No	2598.85	2079.08
DTB	SU	SCHNEIDER ELECTRIC SE	SNDH	2116.78	N/A	2116.78	1693.43	EUR	No	2116.78	1693.43
DTB	SNI	SAN: SANOFI: ADJ	SNWF	3998.69	N/A	3998.69	3198.95	EUR	No	3998.69	3198.95
DTB	SZG	SALZGITTER AG	SZGG	703.825	N/A	703.825	563.06	EUR	No	680.606	544.485
DTB	TKA	THYSSEN-KRUPP AG	TKAG	177.372	N/A	177.372	141.898	EUR	No	170.949	136.759
DTB	TTE	TOTALENERGIES SE	TOTG	944.396	N/A	944.396	755.516	EUR	No	944.396	755.517
DTB	TIT	TELECOM ITALIA SPA	TQIF	65.9812	N/A	65.9812	52.785	EUR	No	59.6181	47.6945
DTB	UNA	UNILEVER PLC	UNIH	1028.80	N/A	1028.80	823.044	EUR	No	1028.80	823.044
DTB	VOW	VOLKSWAGEN AG	VOWG	3530.01	N/A	3530.01	2824.01	EUR	No	3530.01	2824.01
DTB	ACA	CREDIT AGRICOLE SA	XCAH	181.739	N/A	181.739	145.391	EUR	No	181.739	145.391

CBOT (ECBOT)

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

Exchange ECBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ECBOT	10Y	10 Year Micro Treasury Yield	10Y	536.369	N/A	536.369	429.095	USD	No	536.369	429.095
ECBOT	2YY	2 Year Micro Treasury Yield	2YY	987.368	N/A	987.368	789.894	USD	No	987.368	789.894
ECBOT	30Y	30 Year Micro Treasury Yield	30Y	672.781	N/A	672.781	538.225	USD	No	672.781	538.225
ECBOT	5YY	5 Year Micro Treasury Yield	5YY	1165.46	N/A	1165.46	932.365	USD	No	1165.46	932.365
ECBOT	AIGCI	Bloomberg Commodity Index	AW	1404.85	N/A	1404.85	1123.88	USD	No	1404.85	1123.88
ECBOT	B1U	30-Year Deliverable Interest Rate Swap Futures	B1U	18750.05	N/A	18750.05	15000.04	USD	No	18750.05	15000.04
ECBOT	AC	Ethanol -CME	EH	16125.01	N/A	16125.01	12900.01	USD	No	16125.01	12900.01
ECBOT	F1U	5-Year Deliverable Interest Rate Swap Futures	F1U	2879.39	N/A	2879.39	2303.51	USD	No	2879.39	2303.51
ECBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	6618.47	N/A	6618.47	5294.78	USD	Yes	6618.47	5294.78
ECBOT	LIT	2-Year Eris Swap Futures	LIT	323.446	N/A	323.446	258.757	USD	No	323.446	258.757
ECBOT	LIW	5-Year Eris Swap Futures	LIW	237.374	N/A	237.374	189.90	USD	No	237.375	189.90
ECBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	1014.13	881.854	1448.76	1259.79	USD	No	1448.76	1259.79
ECBOT	N1U	10-Year Deliverable Interest Rate Swap Futures	N1U	5408.72	N/A	5408.72	4326.98	USD	No	5408.72	4326.98
ECBOT	DJUSRE	Dow Jones US Real Estate Index	RX	5058.92	N/A	5058.92	4047.14	USD	No	5058.92	4047.14
ECBOT	T1U	2-Year Deliverable Interest Rate Swap Futures	T1U	2437.49	N/A	2437.49	1949.99	USD	No	2437.49	1949.99
ECBOT	TN	Ultra 10-Year US Treasury Note	TN	5425.06	N/A	5425.06	4340.05	USD	No	5425.06	4340.05
ECBOT	TWE	20-Year U.S. Treasury Bond	TWE	10369.74	N/A	10369.74	8295.79	USD	No	10369.74	8295.79
ECBOT	UB	Ultra Treasury Bond	UB	12415.32	N/A	12415.32	9932.25	USD	Yes	12415.32	9932.25
ECBOT	YC	Mini Sized Corn Futures	XC	744.804	N/A	744.804	595.843	USD	No	744.804	595.844
ECBOT	YK	Mini Sized Soybean Futures	XK	1296.87	N/A	1296.87	1037.50	USD	No	1296.87	1037.50
ECBOT	YW	Mini Sized Wheat Futures	XW	1378.10	N/A	1378.10	1102.48	USD	No	1378.10	1102.48
ECBOT	YM	Mini Sized Dow Jones Industrial Average $5	YM	10141.32	8818.54	14487.60	12597.91	USD	Yes	14487.60	12597.91
ECBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	3018.28	N/A	3018.28	2414.63	USD	No	3018.28	2414.63
ECBOT	ZB	30 Year US Treasury Bond	ZB	7898.84	N/A	7898.84	6319.07	USD	Yes	7898.84	6319.07
ECBOT	ZC	Corn Futures	ZC	3778.10	N/A	3778.10	3022.48	USD	Yes	3778.10	3022.48
ECBOT	ZF	5 Year US Treasury Note	ZF	2141.07	N/A	2141.07	1712.86	USD	Yes	2141.07	1712.86
ECBOT	ZL	Soybean Oil Futures	ZL	4749.15	N/A	4749.15	3799.32	USD	Yes	4749.15	3799.32
ECBOT	ZM	Soybean Meal Futures	ZM	3756.14	N/A	3756.14	3004.91	USD	Yes	3756.14	3004.91
ECBOT	ZN	10 Year US Treasury Note	ZN	3232.49	N/A	3232.49	2585.99	USD	Yes	3232.49	2585.99
ECBOT	ZO	Oat Futures	ZO	7155.31	N/A	7155.31	5724.25	USD	Yes	7155.31	5724.25
ECBOT	ZQ	30 Day Fed Funds	ZQ	1312.50	N/A	1312.50	1050.00	USD	Yes²	1312.50	1050.00
ECBOT	ZR	Rough Rice Futures	ZR	2679.93	N/A	2679.93	2143.94	USD	Yes	2679.93	2143.94
ECBOT	ZS	Soybean Futures	ZS	6484.36	N/A	6484.36	5187.49	USD	Yes	6484.36	5187.49
ECBOT	ZT	2 Year US Treasury Note	ZT	1500.02	N/A	1500.02	1200.02	USD	Yes	1500.03	1200.02
ECBOT	ZW	Wheat Futures	ZW	6798.67	N/A	6798.67	5438.94	USD	Yes	6798.68	5438.94

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	90160.00	N/A	90160.00	72128.00	EUR	No	90160.00	72128.00

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	ENEL	ENEL SPA	ENLG	978.723	N/A	978.723	782.978	EUR	No	978.722	782.977
EUREX	SMIM	Swiss Mid-cap Index	FSMM	8817.93	N/A	8817.93	7054.34	CHF	Yes²	5686.96	4549.57
EUREX	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	4758.13	N/A	4758.13	3806.50	EUR	Yes²	4113.78	3291.02

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	103.60	N/A	103.60	82.88	EUR	No	103.60	82.88
FTA	AD	KONINKLIJKE AHOLD DELHAIZE N	AH6	466.104	N/A	466.104	372.884	EUR	No	466.104	372.884
FTA	AKZA	AKZO NOBEL N.V.	AK6	1174.07	N/A	1174.07	939.258	EUR	No	1174.07	939.258
FTA	ASML	ASML HOLDING NV	AS6	9347.82	N/A	9347.82	7478.25	EUR	No	9347.82	7478.25
FTA	LI	KLEPIERRE	CI6	578.95	N/A	578.95	463.16	EUR	No	578.95	463.16
FTA	DSM	KONINKLIJKE DSM NV	DS6	2570.51	N/A	2570.51	2056.41	EUR	No	2570.51	2056.41
FTA	AMX	AMX INDEX	FMX	13125.01	N/A	13125.01	10500.01	EUR	No	13125.01	10500.01
FTA	EOE	AMS EOE Index	FTI	10880.47	8704.37	15543.52	12434.82	EUR	Yes	15543.52	12434.82
FTA	FUR	FUGRO NV	FU6	497.487	N/A	497.487	397.99	EUR	No	497.487	397.99
FTA	HEIA	HEINEKEN NV	HE6	1631.18	N/A	1631.18	1304.94	EUR	No	1631.18	1304.94
FTA	INGA	ING GROEP NV	IN6	228.4375	N/A	228.4375	182.75	EUR	No	228.4375	182.75
FTA	KPN	KONINKLIJKE KPN NV	KP6	68.225	N/A	68.225	54.58	EUR	No	68.225	54.58
FTA	EOE	AMS EOE Index	MFA	1088.05	870.437	1554.35	1243.48	EUR	No	1554.35	1243.48
FTA	MT	ARCELORMITTAL	MT6	627.766	N/A	627.766	502.213	EUR	No	627.766	502.213
FTA	PHIA	KONINKLIJKE PHILIPS NV	PH6	385.389	N/A	385.389	308.311	EUR	No	385.389	308.311
FTA	PNL	POSTNL NV	PN6	73.025	N/A	73.025	58.42	EUR	No	73.025	58.42
FTA	RAND	RANDSTAD N.V.	RA6	866.212	N/A	866.212	692.969	EUR	No	866.212	692.969
FTA	SHELL	SHELL PLC	RD6	652.087	N/A	652.087	521.67	EUR	No	652.087	521.67
FTA	REN	RELX PLC	RE6	613.198	N/A	613.198	490.558	EUR	No	613.198	490.558
FTA	SBMO	SBM OFFSHORE NV	SB6	287.612	N/A	287.612	230.09	EUR	No	287.612	230.09
FTA	URW	UNIBAIL-RODAMCO-WESTFIELD	UB6	1573.99	N/A	1573.99	1259.19	EUR	No	1573.99	1259.19
FTA	UNA	UNILEVER PLC	UN6	1028.80	N/A	1028.80	823.044	EUR	No	1028.80	823.044
FTA	WKL	WOLTERS KLUWER	WK6	1735.42	N/A	1735.42	1388.34	EUR	No	1735.42	1388.34

CME (GLOBEX)

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

Exchange GLOBEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
GLOBEX	AUD	Australian dollar	6A	3264.62	N/A	3264.62	2611.70	USD	Yes	3264.62	2611.70
GLOBEX	GBP	British pound	6B	4765.23	N/A	4765.23	3812.19	USD	Yes	4765.23	3812.19
GLOBEX	CAD	Canadian dollar	6C	2913.75	N/A	2913.75	2331	USD	Yes	2913.75	2331
GLOBEX	EUR	European Monetary Union Euro	6E	4939.69	N/A	4939.69	3951.75	USD	Yes	4939.69	3951.75
GLOBEX	JPY	Japanese yen	6J	3531.25	N/A	3531.25	2825	USD	Yes	3531.25	2825
GLOBEX	BRE	Brazilian Real in US Dollars	6L	1778.44	N/A	1778.44	1422.75	USD	Yes²	1778.50	1422.80
GLOBEX	MXP	Mexican Peso	6M	1836.25	N/A	1836.25	1469	USD	Yes	1836.25	1469
GLOBEX	NZD	New Zealand dollar	6N	3035.03	N/A	3035.03	2428.02	USD	Yes²	3035.03	2428.02
GLOBEX	RUR	Russian Ruble in US Dollars	6R	127372.50	N/A	127372.50	38250	USD	Yes²	127372.50	38250
GLOBEX	CHF	Swiss franc	6S	4942.27	N/A	4942.27	3953.81	USD	Yes	4942.34	3953.875
GLOBEX	ZAR	South African Rand	6Z	2992.57	N/A	2992.57	2394.06	USD	No	2992.57	2394.06
GLOBEX	ACD	Australian dollar	ACD	9375	N/A	9375	7500	CAD	No	9375	7500
GLOBEX	AJY	Australian dollar	AJY	1959457.81	N/A	1959457.81	1567566.25	JPY	No	1959457.81	1567566.25
GLOBEX	BQX	CME E-Mini NASDAQ Biotechnology	BIO	30000	N/A	30000	24000	USD	No	30000	24000
GLOBEX	BOS	Boston Housing Index	BOS	7875	N/A	7875	6300	USD	No	7875	6300
GLOBEX	BSBY	Three-Month Bloomberg Short-Term Bank Yield	BSB	1314.14	N/A	1314.14	1051.31	USD	No	1314.14	1051.31
GLOBEX	CB	CME Cash-Settled Butter Futures	CB	8757.85	N/A	8757.85	7006.28	USD	No	8757.85	7006.28
GLOBEX	CHI	Chicago Housing Index	CHI	8076.50	N/A	8076.50	3900.00	USD	No	8076.50	3900.00
GLOBEX	CLP	Chilean peso	CHP	9753.61	N/A	9753.61	7802.89	USD	No	9753.61	7802.89
GLOBEX	CJY	Canadian dollar	CJY	2250001.25	N/A	2250001.25	1800001	JPY	No	2250000.94	1800000.75
GLOBEX	CNH	United States dollar	CNH	25115.25	N/A	25115.25	20092.20	CNH	No	25115.25	20092.20
GLOBEX	CSC	Cheese	CSC	4382.31	N/A	4382.31	3505.85	USD	No	4382.31	3505.85
GLOBEX	CUS	Housing Index Composite	CUS	14910.45	N/A	14910.45	7200	USD	No	14910.45	7200
GLOBEX	CZK	Czech koruna	CZK	24000	N/A	24000	19200	USD	Yes²	24000	19200
GLOBEX	DA	MILK CLASS III INDEX	DC	3833.52	N/A	3833.52	3066.81	USD	Yes	3833.51	3066.81
GLOBEX	DEN	Denver Housing Index	DEN	10561.57	N/A	10561.57	5100	USD	No	10561.57	5100
GLOBEX	DY	CME DRY WHEY INDEX	DY	5271.42	N/A	5271.42	4217.14	USD	No	5271.38	4217.10
GLOBEX	E7	European Monetary Union Euro	E7	2469.84	N/A	2469.84	1975.875	USD	No	2469.84	1975.875
GLOBEX	EAD	European Monetary Union Euro	EAD	12573.19	N/A	12573.19	10058.55	AUD	No	12573.19	10058.55
GLOBEX	ECD	European Monetary Union Euro	ECD	9012.81	N/A	9012.81	7210.25	CAD	No	9012.81	7210.25
GLOBEX	ECK	Czech koruna	ECK	17250	N/A	17250	13800	EUR	No	17250	13800
GLOBEX	EHF	Hungarian forint	EHF	10875.88	N/A	10875.88	8700.70	EUR	Yes²	10875.88	8700.70
GLOBEX	EMD	E-mini S&P Midcap 400 Futures	EMD	13642.37	10913.89	19489.09	15591.28	USD	Yes²	19489.09	15591.28
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	ENY	184825.14	147860.11	264035.92	211228.73	JPY	No	264035.92	211228.73
GLOBEX	EPZ	Polish zloty	EPZ	13500	N/A	13500	10800	EUR	Yes²	13500	10800
GLOBEX	ES	E-mini S&P 500	ES	14293.53	12994.12	20419.33	18563.02	USD	Yes	20419.33	18563.02
GLOBEX	SPXESUP	E-mini S&P 500 ESG	ESG	27185.97	N/A	27185.97	21748.78	USD	No	27185.97	21748.78
GLOBEX	GSCI	S&P-GSCI Index	GD	43093.54	N/A	43093.54	34474.83	USD	No	43093.54	34474.83
GLOBEX	GDK	Class IV Milk - 200k lbs	GDK	5625	N/A	5625	4500	USD	No	5625	4500
GLOBEX	GE	GLOBEX Euro-Dollar	GE	937.50	N/A	937.50	750	USD	Yes	937.50	750
GLOBEX	GF	Feeder Cattle	GF	7972.27	N/A	7972.27	6377.81	USD	Yes	7972.27	6377.81
GLOBEX	EM	1 Month LIBOR (Int. Rate)	GLB	2156.25	N/A	2156.25	1725	USD	No	2156.25	1725
GLOBEX	NF	NON FAT DRY MILK INDEX	GNF	5146.87	N/A	5146.87	4117.49	USD	No	5146.87	4117.49
GLOBEX	HE	Lean Hogs	HE	5918.90	N/A	5918.90	4735.12	USD	Yes	5918.90	4735.12
GLOBEX	HUF	Hungarian forint	HUF	16500	N/A	16500	13200	USD	Yes²	16500	13200
GLOBEX	IBAA	Bovespa Index - USD	IBV	72150.03	N/A	72150.03	57720.02	USD	No	72150.03	57720.02
GLOBEX	ILS	Israeli Shekel in US Dollar	ILS	28875	N/A	28875	23100	USD	Yes²	28875	23100
GLOBEX	J7	Japanese yen	J7	1765.625	N/A	1765.625	1412.50	USD	No	1765.625	1412.50
GLOBEX	KRW	Korean Won	KRW	20625	N/A	20625	16500	USD	Yes²	13337.50	10670
GLOBEX	LAV	Las Vegas Housing Index	LAV	13046.65	N/A	13046.65	6300.00	USD	No	13046.65	6300.00
GLOBEX	LAX	Los Angeles Housing Index	LAX	13046.64	N/A	13046.64	6300.00	USD	No	13046.64	6300.00
GLOBEX	LB	Random Length Lumber	LBS	28849.84	N/A	28849.84	23079.87	USD	Yes	28849.84	23079.87
GLOBEX	LE	Live Cattle	LE	4220.12	N/A	4220.12	3376.10	USD	Yes	4220.12	3376.10
GLOBEX	M2K	Micro E-Mini Russell 2000 Index	M2K	809.466	647.573	1156.38	925.104	USD	No	1156.38	925.104
GLOBEX	M6A	Australian dollar	M6A	326.463	N/A	326.463	261.17	USD	No	326.463	261.17
GLOBEX	M6B	British pound	M6B	476.523	N/A	476.523	381.219	USD	No	476.523	381.219
GLOBEX	M6C	United States dollar	M6C	637.50	N/A	637.50	510	CAD	No	637.50	510
GLOBEX	M6E	European Monetary Union Euro	M6E	493.969	N/A	493.969	395.175	USD	No	493.969	395.175
GLOBEX	M6J	United States dollar	M6J	84334.89	N/A	84334.89	67467.91	JPY	No	84334.89	67467.91
GLOBEX	M6S	United States dollar	M6S	1312.50	N/A	1312.50	1050	CHF	No	1312.50	1050
GLOBEX	MCD	Canadian dollar	MCD	291.375	N/A	291.375	233.10	USD	No	291.375	233.10
GLOBEX	MES	Micro E-Mini S&P 500 Stock Price Index	MES	1429.35	1299.41	2041.93	1856.30	USD	Yes	2041.93	1856.30
GLOBEX	MIA	Miami Housing Index	MIA	16774.26	N/A	16774.26	8100.00	USD	No	16774.26	8100.00
GLOBEX	MIR	Indian Rupee	MIR	1579.25	N/A	1579.25	1263.40	USD	No	1579.25	1263.40
GLOBEX	MNH	United States dollar	MNH	2511.525	N/A	2511.525	2009.22	CNH	No	2511.525	2009.22
GLOBEX	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	1978.03	1798.21	2825.76	2568.88	USD	Yes	2825.76	2568.88
GLOBEX	MSF	Swiss franc	MSF	494.258	N/A	494.258	395.406	USD	No	494.25	395.40
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	NIY	924125.67	739300.54	1320179.53	1056143.625	JPY	No	1320179.53	1056143.625
GLOBEX	NKD	Dollar Denominated Nikkei 225 Index	NKD	12338.47	N/A	12338.47	9870.78	USD	No	12338.47	9870.78
GLOBEX	NOK	Norwegian krone	NOK	30132.50	N/A	30132.50	24106	USD	No	30132.50	24106
GLOBEX	NQ	E-mini NASDAQ 100 Futures	NQ	19780.35	17982.13	28257.64	25688.76	USD	Yes	28257.64	25688.76
GLOBEX	NYM	New York Housing Index	NYM	8387.13	N/A	8387.13	4050.00	USD	No	8387.13	4050.00
GLOBEX	PJY	British pound	PJY	2371219.64	N/A	2371219.64	1896975.71	JPY	No	2371219.64	1896975.71
GLOBEX	PLN	Polish zloty	PLN	19875	N/A	19875	15900	USD	Yes²	19875	15900
GLOBEX	PSF	British pound	PSF	20250	N/A	20250	16200	CHF	No	20250	16200
GLOBEX	RF	European Monetary Union Euro	RF	8917.34	N/A	8917.34	7133.875	CHF	No	8917.34	7133.875
GLOBEX	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	9330	N/A	9330	7464	USD	Yes²	9329.375	7463.50
GLOBEX	RME	CME Chinese Renminbi in Euro Cross Rate	RME	16125.00	N/A	16125.00	12900.00	EUR	Yes²	16125.00	12900.00
GLOBEX	RP	European Monetary Union Euro	RP	6748.91	N/A	6748.91	5399.125	GBP	No	6748.83	5399.06
GLOBEX	RS1	E-mini Russell 1000 Index Futures	RS1	17445.44	N/A	17445.44	13956.35	USD	No	17445.44	13956.35
GLOBEX	RSG	E-mini Russell 1000 Growth Index Futures	RSG	22745.19	N/A	22745.19	18196.15	USD	No	22745.19	18196.15
GLOBEX	RSV	E-Mini Russell 1000 Value Index Futures	RSV	8512.75	N/A	8512.75	6810.20	USD	No	8512.75	6810.20
GLOBEX	RTY	E-Mini Russell 2000 Index	RTY	8094.66	6475.73	11563.80	9251.04	USD	Yes	11563.80	9251.04
GLOBEX	RY	European Monetary Union Euro	RY	945505.25	N/A	945505.25	756404.20	JPY	Yes²	945505.25	756404.20
GLOBEX	SPXDIVAN	S&P 500 Dividend Points (Annual) Index	SDA	4106.25	N/A	4106.25	3285.00	USD	No	4106.25	3285.00
GLOBEX	SDG	San Diego Housing Index	SDG	14289.19	N/A	14289.19	6900.01	USD	No	14289.19	6900.01
GLOBEX	SEK	Swedish krona	SEK	21987.54	N/A	21987.54	17590.03	USD	No	21987.54	17590.03
GLOBEX	SFR	San Francisco Housing Index	SFR	13357.28	N/A	13357.28	6450.00	USD	No	13357.28	6450.00
GLOBEX	SGX	S&P 500 / Citigroup Growth Index	SG	140625.22	N/A	140625.22	112500.18	USD	No	140625.22	112500.18
GLOBEX	SIR	Indian Rupee	SIR	7896.25	N/A	7896.25	6317	USD	No	7896.25	6317
GLOBEX	SJY	Swiss franc	SJY	4874999.76	N/A	4874999.76	3899999.81	JPY	No	4874999.76	3899999.81
GLOBEX	SMC	E-Mini S&P SmallCap 600 Futures	SMC	31875.05	N/A	31875.05	25500.04	USD	No	31875.05	25500.04
GLOBEX	SONIA	Sterling Overnight Index Average	SON	2212.50	N/A	2212.50	1770.00	GBP	No	2212.50	1770.00
GLOBEX	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	1312.50	N/A	1312.50	1050.00	USD	No	1312.50	1050.00
GLOBEX	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	937.50	N/A	937.50	750	USD	No	937.50	750
GLOBEX	SVX	S&P 500 / Citigroup Value Index	SU	56250.00	N/A	56250.00	45000.00	USD	No	56250.00	45000.00
GLOBEX	VOLQ	NASDAQ-100 Volatility Index	VLQ	2168.75	N/A	2168.75	1735	USD	No	1939.21	1551.37
GLOBEX	WDC	Washington DC Housing Index	WDC	10561.57	N/A	10561.57	5100.00	USD	No	10561.57	5100.00
GLOBEX	IXB	Materials Select Sector Index	XAB	12805.56	N/A	12805.56	10244.45	USD	No	12805.56	10244.45
GLOBEX	IXE	Energy Select Sector Index	XAE	16714.04	N/A	16714.04	13371.23	USD	No	16714.04	13371.23
GLOBEX	IXM	Financial Select Sector Index	XAF	15661.61	N/A	15661.61	12529.29	USD	No	15661.61	12529.29
GLOBEX	IXI	Industrial Select Sector Index	XAI	12226.53	N/A	12226.53	9781.22	USD	No	12226.53	9781.22
GLOBEX	IXT	Technology Select Sector Index -	XAK	26005.03	N/A	26005.03	20804.03	USD	No	26005.03	20804.03
GLOBEX	IXR	Consumer Staples Select Sector Index	XAP	10260.02	N/A	10260.02	8208.02	USD	No	10260.02	8208.02
GLOBEX	IXRE	Real Estate Select Sector Index	XAR	12577.13	N/A	12577.13	10061.71	USD	No	12577.13	10061.71
GLOBEX	IXU	Utilities Select Sector Index	XAU	9196.16	N/A	9196.16	7356.93	USD	No	9196.16	7356.93
GLOBEX	IXV	Health Care Select Sector Index	XAV	15085.47	N/A	15085.47	12068.38	USD	No	15085.47	12068.38
GLOBEX	IXY	Consumer Discretionary Select Sector Index	XAY	31520.91	N/A	31520.91	25216.73	USD	No	31520.91	25216.73

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	14785.87	11828.70	21122.67	16898.14	HKD	No	21110.84	16888.68
HKFE	2018	AAC TECHNOLOGIES HOLDINGS IN	AAC	4519.85	N/A	4519.85	3615.88	HKD	No	4517.32	3613.86
HKFE	1288	AGRICULTURAL BANK OF CHINA-H	ABC	6802.04	N/A	6802.04	5441.63	HKD	No	6798.06	5438.45
HKFE	914	ANHUI CONCH CEMENT CO LTD-H	ACC	4254.57	N/A	4254.57	3403.65	HKD	No	4252.18	3401.75
HKFE	1299	AIA GROUP LTD	AIA	21285.36	N/A	21285.36	17028.29	HKD	No	21273.43	17018.74
HKFE	9988	ALIBABA GROUP HOLDING LTD	ALB	14733.73	N/A	14733.73	11786.98	HKD	No	14725.98	11780.78
HKFE	2600	ALUMINUM CORP OF CHINA LTD-H	ALC	1609.30	N/A	1609.30	1287.44	HKD	No	1609.30	1287.44
HKFE	241	ALIBABA HEALTH INFORMATION T	ALH	3833.73	N/A	3833.73	3066.99	HKD	No	3832.38	3065.90
HKFE	3188	CHINAAMC ETF SERIES - CH-HKD	AMC	27029.03	N/A	27029.03	21623.22	HKD	No	27013.87	21611.10
HKFE	3988	BANK OF CHINA LTD - H	BCL	718.596	N/A	718.596	574.877	HKD	No	718.176	574.541
HKFE	3328	BANK OF COMMUNICATIONS CO-H	BCM	1251.70	N/A	1251.70	1001.36	HKD	No	1874.54	1499.63
HKFE	23	BANK OF EAST ASIA LTD	BEA	552.594	N/A	552.594	442.075	HKD	No	552.284	441.827
HKFE	9888	BAIDU INC-CLASS A	BIU	5574.74	N/A	5574.74	4459.79	HKD	No	5571.61	4457.29
HKFE	9626	BILIBILI INC-CLASS Z	BLI	3645.90	N/A	3645.90	2916.72	HKD	No	3644.29	2915.43
HKFE	2388	BOC HONG KONG HOLDINGS LTD	BOC	3791.58	N/A	3791.58	3033.26	HKD	No	4300.80	3440.64
HKFE	IBOV	Brazil Bovespa Stock Index	BOV	116827.20	N/A	116827.20	93461.76	HKD	No	116827.20	93461.76
HKFE	1876	BUDWEISER BREWING CO APAC LT	BUD	5881.32	N/A	5881.32	4705.05	HKD	No	5878.02	4702.42
HKFE	1211	BYD CO LTD-H	BYD	39292.19	N/A	39292.19	31433.75	HKD	No	39270.17	31416.13
HKFE	285	BYD ELECTRONIC INTL CO LTD	BYE	8006.81	N/A	8006.81	6405.45	HKD	No	8003.59	6402.87
HKFE	939	CHINA CONSTRUCTION BANK-H	CCB	1318.92	N/A	1318.92	1055.13	HKD	No	1318.18	1054.54
HKFE	1800	CHINA COMMUNICATIONS CONST-H	CCC	1011.09	N/A	1011.09	808.869	HKD	No	1010.52	808.415
HKFE	1898	CHINA COAL ENERGY CO - H	CCE	1664.29	N/A	1664.29	1331.43	HKD	No	1663.35	1330.68
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDA	1539.16	N/A	1539.16	1231.32	HKD	No	1538.29	1230.63
HKFE	1816	CGN POWER CO LTD-H	CGN	4755.10	N/A	4755.10	3804.08	HKD	No	4752.44	3801.95
HKFE	CES120	CES China 120 Index	CHH	75770.10	N/A	75770.10	60616.08	HKD	No	75770.10	60616.08
HKFE	941	CHINA MOBILE LTD	CHT	6131.58	N/A	6131.58	4905.27	HKD	No	6128.15	4902.52
HKFE	762	CHINA UNICOM HONG KONG LTD	CHU	1856.99	N/A	1856.99	1485.60	HKD	No	1855.95	1484.76
HKFE	267	CITIC LTD	CIT	1989.64	N/A	1989.64	1591.71	HKD	No	1988.52	1590.82
HKFE	1	CK HUTCHISON HOLDINGS LTD	CKH	6638.38	N/A	6638.38	5310.70	HKD	No	6634.66	5307.73
HKFE	2628	CHINA LIFE INSURANCE CO-H	CLI	3228.23	N/A	3228.23	2582.59	HKD	No	3226.38	2581.10
HKFE	2	CLP HOLDINGS LTD	CLP	8146.25	N/A	8146.25	6517.00	HKD	No	8141.68	6513.34
HKFE	3968	CHINA MERCHANTS BANK - H	CMB	6346.59	N/A	6346.59	5077.27	HKD	No	6342.97	5074.38
HKFE	883	CNOOC LTD	CNA	2866.80	N/A	2866.80	2293.44	HKD	No	2865.19	2292.15
HKFE	883	CNOOC LTD	CNC	2592.78	N/A	2592.78	2074.23	HKD	No	2591.33	2073.07
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COG	6081.53	N/A	6081.53	4865.22	HKD	No	6078.12	4862.50
HKFE	688	CHINA OVERSEAS LAND & INVEST	COL	12413.33	N/A	12413.33	9930.66	HKD	No	12406.37	9925.10
HKFE	1919	COSCO SHIPPING HOLDINGS CO-H	COS	6857.36	N/A	6857.36	5485.89	HKD	No	6853.52	5482.82
HKFE	386	CHINA PETROLEUM & CHEMICAL-H	CPC	1766.90	N/A	1766.90	1413.52	HKD	No	1765.91	1412.72
HKFE	2601	CHINA PACIFIC INSURANCE GR-H	CPI	4800.15	N/A	4800.15	3840.12	HKD	No	4797.46	3837.97
HKFE	2822	CSOP FTSE CHINA A50 ETF-HKD	CSA	20396.90	N/A	20396.90	16317.52	HKD	No	20385.47	16308.37
HKFE	1088	CHINA SHENHUA ENERGY CO - H	CSE	2815.52	N/A	2815.52	2252.42	HKD	No	2813.95	2251.16
HKFE	998	CHINA CITIC BANK CORP LTD-H	CTB	17568.85	N/A	17568.85	14055.08	HKD	No	17559.02	14047.22
HKFE	728	CHINA TELECOM CORP LTD-H	CTC	1336.43	N/A	1336.43	1069.15	HKD	No	1335.69	1068.55
HKFE	6030	CITIC SECURITIES CO LTD-H	CTD	4499.49	N/A	4499.49	3599.59	HKD	No	4496.96	3597.57
HKFE	6030	CITIC SECURITIES CO LTD-H	CTS	4389.71	N/A	4389.71	3511.77	HKD	No	4387.25	3509.80
HKFE	CNH	United States dollar	CUS	25143	N/A	25143	20114.40	CNH	Yes	25143	20114.40
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	3221.32	N/A	3221.32	2561.00	HKD	No	3221.32	2561.00
HKFE	HSIDPI	HSI Dividend Point Index	DHS	11228.42	N/A	11228.42	8937.60	HKD	No	11228.42	8937.60
HKFE	3333	CHINA EVERGRANDE GROUP	EVG	1100.84	N/A	1100.84	880.675	HKD	No	1100.42	880.334
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAC	7598.16	N/A	7598.16	6078.53	HKD	No	7593.90	6075.12
HKFE	175	GEELY AUTOMOBILE HOLDINGS LT	GAH	22523.30	N/A	22523.30	18018.64	HKD	No	22510.81	18008.65
HKFE	GDR	CNH Gold Futures	GDR	58892.40	N/A	58892.40	47113.92	CNH	No	58892.40	47113.92
HKFE	GDU	USD Gold Futures	GDU	5854.02	N/A	5854.02	4683.21	USD	No	5854.02	4683.21
HKFE	868	XINYI GLASS HOLDINGS LTD	GHL	9420.11	N/A	9420.11	7536.09	HKD	No	9414.83	7531.87
HKFE	1772	GANFENG LITHIUM CO LTD-H	GLA	7701.08	N/A	7701.08	6160.86	HKD	No	7697.92	6158.34
HKFE	1772	GANFENG LITHIUM CO LTD-H	GLI	5500.98	N/A	5500.98	4400.78	HKD	No	5498.72	4398.98
HKFE	27	GALAXY ENTERTAINMENT GROUP L	GLX	11712.58	N/A	11712.58	9370.06	HKD	No	11706.01	9364.81
HKFE	2333	GREAT WALL MOTOR COMPANY-H	GWM	43026.00	N/A	43026.00	34420.80	HKD	No	43003.70	34402.96
HKFE	6837	HAITONG SECURITIES CO LTD-H	HAI	13536.58	N/A	13536.58	10829.26	HKD	No	13528.76	10823.01
HKFE	6862	HAIDILAO INTERNATIONAL HOLDI	HDO	5126.54	N/A	5126.54	4101.23	HKD	No	5124.05	4099.24
HKFE	6	POWER ASSETS HOLDINGS LTD	HEH	6175.38	N/A	6175.38	4940.31	HKD	No	6171.92	4937.54
HKFE	388	HONG KONG EXCHANGES & CLEAR	HEX	9660.37	N/A	9660.37	7728.30	HKD	No	9654.96	7723.97
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	39842.25	31873.80	56917.50	45534	HKD	Yes	56917.50	45534
HKFE	5	HSBC HOLDINGS PLC	HKB	5170.55	N/A	5170.55	4136.44	HKD	No	5167.65	4134.12
HKFE	3	HONG KONG & CHINA GAS	HKG	2114.77	N/A	2114.77	1691.82	HKD	No	2113.59	1690.87
HKFE	12	HENDERSON LAND DEVELOPMENT	HLD	7357.90	N/A	7357.90	5886.32	HKD	No	7353.78	5883.02
HKFE	902	HUANENG POWER INTL INC-H	HNP	1957.10	N/A	1957.10	1565.68	HKD	No	1956.00	1564.80
HKFE	11	HANG SENG BANK LTD	HSB	3466.22	N/A	3466.22	2772.98	HKD	No	3464.28	2771.42
HKFE	HSI	Hang Seng Stock Index	HSI	95010.10	76008.08	135728.71	108582.97	HKD	Yes	135728.71	108582.97
HKFE	HSTECH	Hang Seng TECH Index	HTI	27269.07	21815.26	38955.82	31164.66	HKD	Yes	38955.82	31164.66
HKFE	1398	IND & COMM BK OF CHINA - H	ICB	1079.68	N/A	1079.68	863.747	HKD	No	1594.19	1275.35
HKFE	9618	JD.COM INC - CL A	JDA	34049.64	N/A	34049.64	27239.71	HKD	No	34031.72	27225.38
HKFE	9618	JD.COM INC - CL A	JDC	33255.97	N/A	33255.97	26604.78	HKD	No	33238.46	26590.77
HKFE	6618	JD HEALTH INTERNATIONAL INC.	JDH	7702.02	N/A	7702.02	6161.62	HKD	No	7697.70	6158.16
HKFE	268	KINGDEE INTERNATIONAL SFTWR	KDS	10445.77	N/A	10445.77	8356.62	HKD	No	10440.78	8352.63
HKFE	3888	KINGSOFT CORP LTD	KSO	8431.05	N/A	8431.05	6744.84	HKD	No	8426.86	6741.49
HKFE	1024	KUAISHOU TECHNOLOGY	KST	10936.74	N/A	10936.74	8749.39	HKD	No	10930.61	8744.49
HKFE	2015	LI AUTO INC-CLASS A	LAU	7653.22	N/A	7653.22	6122.57	HKD	No	7648.93	6119.14
HKFE	2331	LI NING CO LTD	LNI	9737.04	N/A	9737.04	7789.63	HKD	No	9732.03	7785.62
HKFE	823	LINK REIT	LNK	16017.20	N/A	16017.20	12813.76	HKD	No	16008.22	12806.58
HKFE	MCA	MSCI China A 50 Connect Index	MCA	3426.08	2740.86	4894.40	3915.52	USD	No	4894.40	3915.52
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	7968.45	6374.76	11383.50	9106.80	HKD	Yes	11383.50	9106.80
HKFE	MCN.HK	MSCI China Free Net Total Return (USD) Index (HKFE)	MCN	14124.60	N/A	14124.60	11299.68	USD	No	14124.60	11299.68
HKFE	MCS	United States dollar	MCS	5028.75	N/A	5028.75	4023	CNH	No	5028.75	4023
HKFE	3690	MEITUAN-CLASS B	MET	33198.41	N/A	33198.41	26558.73	HKD	No	33186.04	26548.83
HKFE	MHI	Mini Hang Seng Index	MHI	19002.02	15201.62	27145.74	21716.59	HKD	Yes	27145.74	21716.59
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MIA	2852.85	N/A	2852.85	2282.28	USD	No	2852.85	2282.28
HKFE	1810	XIAOMI CORP-CLASS B	MIU	3413.67	N/A	3413.67	2730.93	HKD	No	3411.75	2729.40
HKFE	3993	CMOC GROUP LTD-H	MOL	9865.59	N/A	9865.59	7892.47	HKD	No	9860.07	7888.05
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSB	7007.51	N/A	7007.51	5606.01	HKD	No	7003.60	5602.88
HKFE	66	MTR CORP.	MTR	5130.51	N/A	5130.51	4104.41	HKD	No	5127.63	4102.11
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	4532.50	N/A	4532.50	3626.00	USD	No	4532.50	3626.00
HKFE	1336	NEW CHINA LIFE INSURANCE C-H	NCL	5096.54	N/A	5096.54	4077.23	HKD	No	5093.56	4074.85
HKFE	9633	NONGFU SPRING CO LTD-H	NFU	11274.61	N/A	11274.61	9019.68	HKD	No	11268.29	9014.63
HKFE	9999	NETEASE, INC.	NTE	18031.86	N/A	18031.86	14425.49	HKD	No	18021.76	14417.40
HKFE	17	NEW WORLD DEVELOPMENT	NWD	7045.07	N/A	7045.07	5636.05	HKD	No	7041.12	5632.89
HKFE	2318	PING AN INSURANCE GROUP CO-H	PAI	6675.92	N/A	6675.92	5340.74	HKD	No	6672.18	5337.74
HKFE	857	PETROCHINA CO LTD-H	PEC	1872.01	N/A	1872.01	1497.61	HKD	No	1870.96	1496.77
HKFE	9868	XPENG INC - CLASS A SHARES	PEN	6326.79	N/A	6326.79	5061.44	HKD	No	6323.25	5058.60
HKFE	1833	PING AN HEALTHCARE AND TECHN	PHT	2909.37	N/A	2909.37	2327.50	HKD	No	2907.74	2326.19
HKFE	2328	PICC PROPERTY & CASUALTY -H	PIC	4084.39	N/A	4084.39	3267.51	HKD	No	4082.10	3265.68
HKFE	TOP40	FTSE/JSE Africa Top40 Index	SAF	158602.50	N/A	158602.50	126882	HKD	No	158602.50	126882
HKFE	1928	SANDS CHINA LTD	SAN	1874.01	N/A	1874.01	1499.21	HKD	No	1872.96	1498.37
HKFE	16	SUN HUNG KAI PROPERTIES	SHK	23199.91	N/A	23199.91	18559.93	HKD	No	23186.91	18549.52
HKFE	968	XINYI SOLAR HOLDINGS LTD	SHL	6066.51	N/A	6066.51	4853.21	HKD	No	6063.11	4850.49
HKFE	981	SEMICONDUCTOR MANUFACTURING	SMC	11374.72	N/A	11374.72	9099.77	HKD	No	11368.34	9094.67
HKFE	2382	SUNNY OPTICAL TECH	SNO	36222.53	N/A	36222.53	28978.03	HKD	No	36205.18	28964.14
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	5850.03	N/A	5850.03	4680.03	HKD	No	5846.75	4677.40
HKFE	700	TENCENT HOLDINGS LTD	TCH	8869.52	N/A	8869.52	7095.62	HKD	No	8864.55	7091.64
HKFE	2800	TRACKER FUND OF HONG KON-HKD	TRF	278799.41	N/A	278799.41	223039.53	HKD	No	278643.15	222914.52
HKFE	9961	TRIP.COM GROUP LIMITED	TRP	8318.93	N/A	8318.93	6655.15	HKD	No	8314.27	6651.42
HKFE	788	CHINA TOWER CORP LTD-H	TWR	2527.71	N/A	2527.71	2022.17	HKD	No	2526.30	2021.04
HKFE	VHSI	Hang Seng Volatility Index	VHS	94843.75	N/A	94843.75	75875	HKD	No	100298.08	80238.46
HKFE	9898	WEIBO CORP-CLASS A	WEB	4765.12	N/A	4765.12	3812.09	HKD	No	4762.45	3809.96
HKFE	4	WHARF HOLDINGS LTD	WHL	7157.69	N/A	7157.69	5726.15	HKD	No	7153.67	5722.94
HKFE	2269	WUXI BIOLOGICS CAYMAN INC	WXB	10345.63	N/A	10345.63	8276.51	HKD	No	10340.79	8272.63
HKFE	1171	YANKUANG ENERGY GROUP CO-H	YZC	11375.61	N/A	11375.61	9100.49	HKD	No	11369.01	9095.21
HKFE	6060	ZHONGAN ONLINE P&C INSURAN-H	ZAO	6394.37	N/A	6394.37	5115.49	HKD	No	6390.78	5112.625
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJM	4810.16	N/A	4810.16	3848.13	HKD	No	4807.47	3845.97

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	14510.05	N/A	14510.05	11608.04	USD	No	29020.11	23216.09

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	466.104	N/A	466.104	372.884	EUR	No	466.104	372.884
ICEEU	AKZA	AKZO NOBEL N.V.	AKZ	1174.07	N/A	1174.07	939.258	EUR	No	1174.07	939.258
ICEEU	ASML	ASML HOLDING NV	ASL	9347.82	N/A	9347.82	7478.25	EUR	No	9347.82	7478.25
ICEEU	ENI	ENI SPA	ENI	2123.94	N/A	2123.94	1699.15	EUR	No	2123.94	1699.15
ICEEU	ENEL	ENEL SPA	ENL	978.723	N/A	978.723	782.978	EUR	No	978.722	782.977
ICEEU	SG	Short Gilt	G	2662.50	N/A	2662.50	2130.00	GBP	No	2662.50	2130.00
ICEEU	G	ASSICURAZIONI GENERALI	GEN	2854.61	N/A	2854.61	2283.68	EUR	No	2854.61	2283.69
ICEEU	H	Medium Gilt	H	5962.50	N/A	5962.50	4770.00	GBP	No	5962.50	4770.00
ICEEU	HEIA	HEINEKEN NV	HEI	1631.18	N/A	1631.18	1304.94	EUR	No	1631.18	1304.94
ICEEU	I	3 Month EURIBOR Interest Rate	I	1176.56	N/A	1176.56	941.25	EUR	Yes	1176.56	941.25
ICEEU	INGA	ING GROEP NV	ING	207.181	N/A	207.181	165.744	EUR	No	207.181	165.744
ICEEU	KPN	KONINKLIJKE KPN NV	KPN	63.7659	N/A	63.7659	51.0127	EUR	No	63.766	51.0128
ICEEU	MB	MEDIOBANCA SPA	MB	1591.77	N/A	1591.77	1273.41	EUR	No	1591.77	1273.41
ICEEU	NDUEBRAF	The MSCI Brazil Net Total Return	MCG	9937.19	N/A	9937.19	7949.75	USD	No	9937.19	7949.75
ICEEU	MFEB	MFE-MEDIAFOREUROPE NV-CL B	MSI	354.50	N/A	354.50	283.60	EUR	No	354.50	283.60
ICEEU	O	5 Year Euro Swapnote	O	6825.00	N/A	6825.00	5460.00	EUR	No	6825.00	5460.00
ICEEU	P	10 Year Euro Swapnote	P	12450.01	N/A	12450.01	9960.00	EUR	No	12450.01	9960.00
ICEEU	PHIA	KONINKLIJKE PHILIPS NV	PHI	476.60	N/A	476.60	381.28	EUR	No	476.60	381.28
ICEEU	R	Long Gilt	R	4138.82	N/A	4138.82	3311.06	GBP	No	4138.82	3311.06
ICEEU	SHELL	SHELL PLC	RD	590.043	N/A	590.043	472.034	EUR	No	590.043	472.034
ICEEU	REN	RELX PLC	REN	613.198	N/A	613.198	490.558	EUR	No	613.198	490.558
ICEEU	SRFXON3	Three Month SaronA	SA3	853.929	N/A	853.929	683.144	CHF	No	853.931	683.145
ICEEU	SONIA.N	Three Month SONIA	SO3	495.316	N/A	495.316	396.253	GBP	No	495.3125	396.25
ICEEU	SONIO.N	One Month SONIA	SOA	1252.50	N/A	1252.50	1002.00	GBP	No	1252.50	1002.00
ICEEU	STM	STMICROELECTRONICS NV	STM	6197.11	N/A	6197.11	4957.69	EUR	No	6197.11	4957.69
ICEEU	TIT	TELECOM ITALIA SPA	TI	82.125	N/A	82.125	65.70	EUR	No	82.125	65.70
ICEEU	TWS	2 Year Euro Swapnote	TWS	2955.00	N/A	2955.00	2364.00	EUR	No	2955.00	2364.00
ICEEU	UCG	UNICREDIT SPA	UC	2368.00	N/A	2368.00	1894.40	EUR	No	2368.00	1894.40
ICEEU	UNA	UNILEVER PLC	UNA	1028.80	N/A	1028.80	823.044	EUR	No	1028.80	823.044
ICEEU	USO	Five Year $ Swapnote	USO	6975.00	N/A	6975.00	5580.00	USD	No	6975.00	5580.00
ICEEU	USP	Ten Year $ Swapnote	USP	14587.50	N/A	14587.50	11670.00	USD	No	14587.50	11670.00
ICEEU	USW	Two Year Dollar Swapnote	USW	6945.01	N/A	6945.01	5556.01	USD	No	6945.01	5556.01
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	1050.83	N/A	1050.83	546	GBP	No	1050.83	546
ICEEU	Y	FTSE 250 Index	Y2	5415.80	N/A	5415.80	4332.64	GBP	No	5415.80	4332.64
ICEEU	Z	FTSE 100 Index	Z	5079.93	4063.95	7257.05	5805.64	GBP	Yes	7257.05	5805.64

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	1561.81	N/A	1561.81	1249.45	GBP	No	1561.81	1249.45
ICEEUSOFT	D	Robusta Coffee	RC	1976.40	N/A	1976.40	1581.12	USD	No	1976.40	1581.12
ICEEUSOFT	T	Wheat	T	9991.06	N/A	9991.06	7992.85	GBP	No	9991.06	7992.85
ICEEUSOFT	W	White Sugar	W	2724.39	N/A	2724.39	2179.51	USD	No	2724.39	2179.51

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	5996.25	N/A	5996.25	4797	USD	No	5996.25	4797
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	1667812.51	N/A	1667812.51	1334250.01	JPY	No	1667812.51	1334250.01
ICEUS	EO	European Monetary Union Euro	KEO	6310.23	N/A	6310.23	5048.18	USD	No	6310.23	5048.18
ICEUS	ECD	European Monetary Union Euro	KEP	8901.56	N/A	8901.56	7121.25	CAD	No	8901.56	7121.25
ICEUS	GB	European Monetary Union Euro	KGB	6748.91	N/A	6748.91	5399.125	GBP	No	6748.83	5399.06
ICEUS	EAD	European Monetary Union Euro	KRA	13485.94	N/A	13485.94	10788.75	AUD	No	13485.94	10788.75
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	9618.75	N/A	9618.75	7695	CHF	No	9618.75	7695
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	2985937.35	N/A	2985937.35	2388749.88	JPY	No	2985937.35	2388749.88
ICEUS	MP	British pound	MP	7350	N/A	7350	5880	USD	No	7350	5880
ICEUS	SS	British Pound in Swiss Franc	SS	10050	N/A	10050	8040	CHF	No	10050	8040
ICEUS	SY	British Pound in Japanese Yen	SY	2059218.69	N/A	2059218.69	1647374.95	JPY	No	2059218.69	1647374.95

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	1136.20	N/A	1136.20	908.96	EUR	No	1136.20	908.96
IDEM	ACE	ACEA SPA	ACE	1322.75	N/A	1322.75	1058.20	EUR	No	1322.75	1058.20
IDEM	AGL	AUTOGRILL SPA	AGL	1524.60	N/A	1524.60	1219.68	EUR	No	1524.60	1219.68
IDEM	ATL	ATLANTIA SPA	ATL	2832.47	N/A	2832.47	2265.97	EUR	No	2832.47	2265.97
IDEM	BMED	BANCA MEDIOLANUM SPA	BMED	598.372	N/A	598.372	478.698	EUR	No	598.372	478.698
IDEM	BZU	BUZZI UNICEM SPA	BZU	292.675	N/A	292.675	234.14	EUR	No	292.675	234.14
IDEM	CPR	DAVIDE CAMPARI-MILANO NV	CPR	1881.48	N/A	1881.48	1505.18	EUR	No	1881.48	1505.18
IDEM	ENEL	ENEL SPA	ENEL	489.354	N/A	489.354	391.483	EUR	No	489.353	391.483
IDEM	ENI	ENI SPA	ENI	1168.20	N/A	1168.20	934.56	EUR	No	1168.20	934.56
IDEM	ERG	ERG SPA	ERG	2778.63	N/A	2778.63	2222.90	EUR	No	2778.63	2222.90
IDEM	EXO	EXOR NV	EXO	1195.09	N/A	1195.09	956.069	EUR	No	1195.09	956.069
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	3544.00	N/A	3544.00	1832.86	EUR	No	3544.00	1832.86
IDEM	FTMIB	FTSE MIB Index	FTMIB	11366.16	9092.93	16237.375	12989.90	EUR	Yes	16237.375	12989.90
IDEM	G	ASSICURAZIONI GENERALI	G	285.456	N/A	285.456	228.365	EUR	No	285.456	228.365
IDEM	GEO	GEOX SPA	GEO	90.0656	N/A	90.0656	72.0525	EUR	No	90.0656	72.0525
IDEM	ISP	INTESA SANPAOLO	ISP	347.107	N/A	347.107	277.685	EUR	No	347.107	277.686
IDEM	LDO	LEONARDO SPA	LDO	1421.46	N/A	1421.46	1137.16	EUR	No	1421.46	1137.16
IDEM	MB	MEDIOBANCA SPA	MB	941.928	N/A	941.928	753.542	EUR	No	941.928	753.542
IDEM	MFEB	MFE-MEDIAFOREUROPE NV-CL B	MFEB	136.601	N/A	136.601	109.281	EUR	No	136.601	109.281
IDEM	FTMIB	FTSE MIB Index	MICRO	454.6465	363.717	649.495	519.596	EUR	No	649.495	519.596
IDEM	FTMIB	FTSE MIB Index	MINI	2273.23	1818.59	3247.475	2597.98	EUR	No	3247.475	2597.98
IDEM	PRY	PRYSMIAN SPA	PRY	491.416	N/A	491.416	393.132	EUR	No	491.416	393.133
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	1527.43	N/A	1527.43	1221.95	EUR	No	1527.43	1221.95
IDEM	SRS	SARAS SPA	SRS	385.76	N/A	385.76	308.608	EUR	No	385.76	308.608
IDEM	STM	STMICROELECTRONICS NV	STM	3098.51	N/A	3098.51	2478.81	EUR	No	3098.51	2478.81
IDEM	TEN	TENARIS SA	TEN	1361.20	N/A	1361.20	1088.96	EUR	No	1361.20	1088.96
IDEM	TIT	TELECOM ITALIA SPA	TIT	89.7362	N/A	89.7362	71.789	EUR	No	89.7362	71.789
IDEM	TITR	TELECOM ITALIA-RSP	TITR	103.469	N/A	103.469	82.775	EUR	No	103.469	82.775
IDEM	TOD	TOD'S SPA	TOD	769.825	N/A	769.825	615.86	EUR	No	769.825	615.86
IDEM	TRN	TERNA-RETE ELETTRICA NAZIONA	TRN	1403.94	N/A	1403.94	1123.15	EUR	No	1403.94	1123.15
IDEM	UCG	UNICREDIT SPA	UCG	1161.45	N/A	1161.45	929.163	EUR	No	1161.45	929.163
IDEM	UNI	UNIPOL GRUPPO SPA	UNI	426.825	N/A	426.825	341.46	EUR	No	426.825	341.46
IDEM	US	UNIPOLSAI ASSICURAZIONI SPA	US	428.231	N/A	428.231	342.585	EUR	No	428.231	342.585

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	222455.10	N/A	222455.10	177964.08	USD	No	222455.10	177964.08
IPE	COIL	ICE Brent Crude	COIL	31013.55	N/A	31013.55	22973	USD	Yes	31013.55	22973
IPE	GOIL	ICE Gasoil	GOIL	23806.22	N/A	23806.22	17634.24	USD	No	23806.22	17634.24
IPE	HOIL	ICE Heating Oil	HOIL	33898.66	N/A	33898.66	25110.12	USD	No	33898.66	25110.12
IPE	NCF	Newcastle Coal Futures	NCF	224491.37	N/A	224491.37	179593.09	USD	No	224491.37	179593.09
IPE	NGF	ICE UK Natural Gas	NGF	35123.00	N/A	35123.00	28098.40	GBP	No	76973	28098.40
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	34020	N/A	34020	25200	USD	No	34020	25200
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	25868.16	N/A	25868.16	19161.60	USD	Yes	25868.16	19161.60

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	6725469.01	5380375.21	9607812.875	7686250.30	KRW	Yes	9607812.875	7686250.30
KSE	K200M	Mini KOSPI200 Index	05	1343562.57	1074850.05	1919375.10	1535500.07	KRW	Yes	1919375.10	1535500.07
KSE	KOSDQ150	KOSDAQ 150 Index	06	917875	734300	1311250	1049000	KRW	No	1311250	1049000
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	180732	N/A	180732	143086.76	KRW	No	180732	143086.76
KSE	017670	SK TELECOM	112	162598.58	N/A	162598.58	130078.87	KRW	No	162598.58	130078.87
KSE	005490	POSCO HOLDINGS INC	113	722312.97	N/A	722312.97	577850.35	KRW	No	722312.97	577850.35
KSE	030200	KTCORPORATION	114	113819.01	N/A	113819.01	91055.21	KRW	No	113819.01	91055.21
KSE	015760	KOREA ELECTRIC POWER CORP	115	70511.51	N/A	70511.51	56409.20	KRW	No	70511.51	56409.20
KSE	005380	HYUNDAI MOTOR CO	116	561277.83	N/A	561277.83	449022.27	KRW	No	561277.83	449022.27
KSE	016360	SAMSUNG SECURITIES CO LTD	117	104438.32	N/A	104438.32	83550.65	KRW	No	104438.32	83550.65
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	116007.84	N/A	116007.84	92806.27	KRW	No	116007.84	92806.27
KSE	000270	KIA CORP	119	242334.43	N/A	242334.43	193867.54	KRW	No	242334.43	193867.54
KSE	012330	HYUNDAI MOBIS CO LTD	120	623815.72	N/A	623815.72	499052.58	KRW	No	623815.72	499052.58
KSE	006400	SAMSUNG SDI CO LTD	122	1666635.55	N/A	1666635.55	1333308.44	KRW	No	1666635.55	1333308.44
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	408059.91	N/A	408059.91	326447.93	KRW	No	408059.91	326447.93
KSE	066570	LG ELECTRONICS INC	124	276417.60	N/A	276417.60	221134.08	KRW	No	276417.60	221134.08
KSE	036460	KOREA GAS CORPORATION	128	123356.04	N/A	123356.04	98684.83	KRW	No	123356.04	98684.83
KSE	004020	HYUNDAI STEEL CO	132	100842.40	N/A	100842.40	80673.92	KRW	No	100842.40	80673.92
KSE	003550	LG CORP	134	242647.12	N/A	242647.12	194117.70	KRW	No	242647.12	194117.70
KSE	078930	GS HOLDINGS	135	130704.25	N/A	130704.25	104563.40	KRW	No	130704.25	104563.40
KSE	033780	KT & G CORPORATION	136	257343.53	N/A	257343.53	205874.82	KRW	No	257343.53	205874.82
KSE	009540	KOREA SHIPBUILDING & OFFSHOR	139	293928.22	N/A	293928.22	235142.58	KRW	No	293928.22	235142.58
KSE	086790	HANA FINANCIAL GROUP	140	123199.70	N/A	123199.70	98559.76	KRW	No	123199.70	98559.76
KSE	096770	SK INNOVATION CO LTD	141	601927.45	N/A	601927.45	481541.95	KRW	No	601927.45	481541.95
KSE	001040	CJ CORP	142	243272.51	N/A	243272.51	194618.01	KRW	No	243272.51	194618.01
KSE	034220	LG DISPLAY CO LTD	145	45652.68	N/A	45652.68	36522.14	KRW	No	45652.68	36522.14
KSE	105560	KB FINANCIAL GROUP INC	146	151029.08	N/A	151029.08	120823.26	KRW	No	151029.08	120823.26
KSE	051910	LG CHEM LTD	147	1622858.98	N/A	1622858.98	1298287.19	KRW	No	1622858.98	1298287.19
KSE	006800	MIRAE ASSET SECURITIES CO LT	148	20762.59	N/A	20762.59	16610.07	KRW	No	20762.59	16610.07
KSE	042670	HYUNDAI DOOSAN INFRACORE CO	149	16916.51	N/A	16916.51	13533.21	KRW	No	16916.51	13533.21
KSE	000660	SK HYNIX INC	150	284234.84	N/A	284234.84	227387.87	KRW	No	284234.84	227387.87
KSE	006360	GS ENGINEERING & CONSTRUCT	151	98497.22	N/A	98497.22	78797.78	KRW	No	98497.22	78797.78
KSE	139480	E-MART INC	154	329887.52	N/A	329887.52	263910.02	KRW	No	329887.52	263910.02
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	103500.26	N/A	103500.26	82800.21	KRW	No	103500.26	82800.21
KSE	035420	NAVER CORP	156	753581.88	N/A	753581.88	602865.51	KRW	No	753581.88	602865.51
KSE	003490	KOREAN AIR LINES CO LTD	157	78797.78	N/A	78797.78	63038.22	KRW	No	78797.78	63038.22
KSE	3KTB	3-Year Korea Treasury Bond	165	1591353	N/A	1591353	1060902.01	KRW	No	1591353	1060902.01
KSE	FLKTB	10-Year Korea Treasury Bond	167	4079985	N/A	4079985	2720005.31	KRW	No	4079985	2720005.31
KSE	KWY	United States dollar	175	1623249.97	N/A	1623249.97	1298599.98	KRW	No	3246499.94	2597199.95
KSE	032640	LG UPLUS CORP	1B0	39867.92	N/A	39867.92	31894.34	KRW	No	39867.92	31894.34
KSE	010950	S-OILCORPORATION	1B2	323633.73	N/A	323633.73	258906.97	KRW	No	323633.73	258906.97
KSE	010130	KOREA ZINC CO LTD	1B3	1527488.67	N/A	1527488.67	1221990.94	KRW	No	1527488.67	1221990.94
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	30112.01	N/A	30112.01	24089.61	KRW	No	30112.01	24089.61
KSE	001680	DAESANG CORPORATION	1B6	64414.06	N/A	64414.06	51531.25	KRW	No	64414.06	51531.25
KSE	047050	POSCO INTERNATIONAL CORP	1B7	60192.74	N/A	60192.74	48154.19	KRW	No	60192.74	48154.19
KSE	034020	DOOSAN ENERBILITY CO LTD	1B9	60661.78	N/A	60661.78	48529.42	KRW	No	60661.78	48529.42
KSE	023530	LOTTE SHOPPING CO	1BA	323633.73	N/A	323633.73	258906.97	KRW	No	323633.73	258906.97
KSE	011170	LOTTE CHEMICAL CORP	1BB	558150.93	N/A	558150.93	446520.74	KRW	No	558150.93	446520.74
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	195430.99	N/A	195430.99	156344.79	KRW	No	195430.99	156344.79
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	19074.06	N/A	19074.06	15259.25	KRW	No	19074.06	15259.25
KSE	029780	SAMSUNG CARD CO	1BG	95526.67	N/A	95526.67	76421.33	KRW	No	95526.67	76421.34
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	152905.21	N/A	152905.21	122324.17	KRW	No	152905.21	122324.17
KSE	036570	NCSOFTCORPORATION	1BJ	1095977.05	N/A	1095977.05	876781.64	KRW	No	1095977.05	876781.64
KSE	000080	HITE JINRO CO LTD	1BK	95683.02	N/A	95683.02	76546.41	KRW	No	95683.02	76546.41
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	190740.65	N/A	190740.65	152592.52	KRW	No	190740.65	152592.52
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	168227.00	N/A	168227.00	134581.60	KRW	No	168227.00	134581.60
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	129297.15	N/A	129297.15	103437.71	KRW	No	129297.15	103437.71
KSE	011210	HYUNDAI WIA CORP	1BP	175418.86	N/A	175418.86	140335.09	KRW	No	175418.86	140335.09
KSE	008770	HOTEL SHILLA CO LTD	1BQ	264595.50	N/A	264595.50	178858.44	KRW	No	264595.50	178858.44
KSE	035250	KANGWON LAND, INC.	1BS	79423.16	N/A	79423.16	63538.53	KRW	No	79423.16	63538.53
KSE	138930	BNK FINANCIAL GROUP INC	1BT	20950.20	N/A	20950.20	16760.16	KRW	No	20950.20	16760.16
KSE	139130	DGB FINANCIAL GROUP INC	1BV	23952.02	N/A	23952.02	19161.62	KRW	No	23952.02	19161.62
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	40493.30	N/A	40493.30	32394.64	KRW	No	40493.30	32394.64
KSE	001120	LX INTERNATIONAL CORP	1BX	101780.46	N/A	101780.46	81424.37	KRW	No	101780.46	81424.37
KSE	011070	LG INNOTEK CO LTD	1BY	1070961.84	N/A	1070961.84	856769.45	KRW	No	1070961.84	856769.45
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	28360.95	N/A	28360.95	22688.76	KRW	No	28360.95	22688.76
KSE	010060	OCI CO LTD	1C0	448709.57	N/A	448709.57	358967.66	KRW	No	448709.57	358967.66
KSE	034730	SK INC	1C1	670719.19	N/A	670719.19	536575.35	KRW	No	670719.19	536575.35
KSE	001740	SK NETWORKS CO LTD	1C2	13164.23	N/A	13164.23	10531.39	KRW	No	13164.23	10531.39
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	436201.98	N/A	436201.98	348961.56	KRW	No	436201.98	348961.56
KSE	002350	NEXEN TIRE CORPORATION	1C4	16822.70	N/A	16822.70	13458.16	KRW	No	16822.70	13458.16
KSE	018260	SAMSUNG SDS CO LTD	1C5	406496.46	N/A	406496.46	325197.17	KRW	No	406496.46	325197.17
KSE	090430	AMOREPACIFIC CORP	1C6	406496.46	N/A	406496.46	325197.17	KRW	No	406496.46	325197.17
KSE	030000	CHEIL WORLDWIDE INC	1C7	74263.78	N/A	74263.78	59411.02	KRW	No	74263.78	59411.02
KSE	028260	SAMSUNG C&T CORP	1C8	384608.20	N/A	384608.20	307686.56	KRW	No	384608.20	307686.56
KSE	000880	HANWHA CORPORATION	1C9	80830.26	N/A	80830.26	64664.21	KRW	No	80830.26	64664.21
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	009830	HANWHA SOLUTIONS CORP	1CB	118822.05	N/A	118822.05	95057.64	KRW	No	118822.05	95057.64
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	559714.36	N/A	559714.36	447771.48	KRW	No	559714.36	447771.48
KSE	010620	HYUNDAIMIPODOCKYARD	1CD	284547.53	N/A	284547.53	227638.03	KRW	No	284547.53	227638.03
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	96933.77	N/A	96933.77	77547.02	KRW	No	96933.77	77547.02
KSE	035720	KAKAO CORP	1CF	217944.65	N/A	217944.65	174355.72	KRW	No	217944.65	174355.72
KSE	034230	PARADISE CO LTD	1CG	41900.41	N/A	41900.41	33520.32	KRW	No	41900.41	33520.32
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	1CJ	32519.72	N/A	32519.72	26015.77	KRW	No	32519.72	26015.77
KSE	069080	WEBZEN INC	1CK	57378.54	N/A	57378.54	45902.83	KRW	No	57378.54	45902.83
KSE	096530	SEEGENE INC	1CL	225761.89	N/A	225761.89	180609.51	KRW	No	225761.89	180609.51
KSE	022100	POSCO ICT CO LTD	1CN	16259.86	N/A	16259.86	13007.89	KRW	No	16259.86	13007.89
KSE	068270	CELLTRION INC	1CP	556587.48	N/A	556587.48	445269.96	KRW	No	556587.48	445269.96
KSE	122870	YG ENTERTAINMENT INC	1CQ	139459.56	N/A	139459.56	111567.65	KRW	No	139459.56	111567.65
KSE	051900	LG H&H	1CR	2120035.47	N/A	2120035.47	1696028.28	KRW	No	2120035.47	1696028.28
KSE	002790	AMOREPACIFIC GROUP	1CS	116476.87	N/A	116476.87	93181.49	KRW	No	116476.87	93181.49
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	630069.54	N/A	630069.54	504055.625	KRW	No	630069.54	504055.625
KSE	008930	HANMI SCIENCE CO LTD	1CV	502179.49	N/A	502179.49	401743.59	KRW	No	502179.49	401743.59
KSE	021240	COWAY CO LTD	1CW	198557.89	N/A	198557.89	158846.31	KRW	No	198557.89	158846.31
KSE	128940	HANMI PHARM CO LTD	1CX	1923041.02	N/A	1923041.02	1538432.81	KRW	No	1923041.02	1538432.81
KSE	018880	HANON SYSTEMS	1CY	31268.96	N/A	31268.96	25015.17	KRW	No	31268.96	25015.17
KSE	027410	BGF CO LTD	1CZ	12914.08	N/A	12914.08	10331.26	KRW	No	12914.08	10331.26
KSE	005830	DB INSURANCE CO LTD	1D0	192304.10	N/A	192304.10	153843.28	KRW	No	192304.10	153843.28
KSE	097950	CJ CHEILJEDANG CORP.	1D1	1186657.03	N/A	1186657.03	949325.625	KRW	No	1186657.03	949325.625
KSE	009240	HANSSEM CO LTD	1D2	201059.41	N/A	201059.41	160847.52	KRW	No	201059.41	160847.52
KSE	002380	KCC CORP	1D3	906799.80	N/A	906799.80	725439.84	KRW	No	906799.80	725439.84
KSE	007070	GS RETAIL CO LTD	1D4	80673.91	N/A	80673.91	64539.13	KRW	No	80673.91	64539.13
KSE	012750	S1 CORPORATION	1D5	200434.02	N/A	200434.02	160347.22	KRW	No	200434.02	160347.22
KSE	000100	YUHAN CORPORATION	1D6	348961.58	N/A	348961.58	279169.26	KRW	No	348961.58	279169.26
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	120229.15	N/A	120229.15	96183.32	KRW	No	120229.15	96183.32
KSE	069960	HYUNDAI DEPT STORE CO	1D8	220133.47	N/A	220133.47	176106.78	KRW	No	220133.47	176106.78
KSE	079160	CJ CGV CO LTD	1D9	71605.92	N/A	71605.92	57284.73	KRW	No	71605.92	57284.73
KSE	004370	NONGSHIM CO LTD	1DA	834881.25	N/A	834881.25	667905	KRW	No	834881.25	667905
KSE	079550	LIG NEX1 CO LTD	1DB	225136.50	N/A	225136.50	180109.20	KRW	No	225136.50	180109.20
KSE	204320	MANDO CORP	1DC	148683.90	N/A	148683.90	118947.12	KRW	No	148683.90	118947.12
KSE	004170	SHINSEGAE INC	1DD	684790.20	N/A	684790.20	547832.15	KRW	No	684790.20	547832.15
KSE	161890	KOLMAR KOREA CO LTD	1DE	118665.70	N/A	118665.70	94932.56	KRW	No	118665.70	94932.56
KSE	111770	YOUNGONE CORP	1DG	120229.15	N/A	120229.15	96183.32	KRW	No	120229.15	96183.32
KSE	008560	MERITZ SECURITIES CO LTD	1DH	14102.30	N/A	14102.30	11281.84	KRW	No	14102.30	11281.84
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	384608.20	N/A	384608.20	307686.56	KRW	No	384608.20	307686.56
KSE	192820	COSMAX INC	1DK	174168.10	N/A	174168.10	139334.48	KRW	No	174168.10	139334.48
KSE	108670	LX HAUSYS LTD	1DL	132580.38	N/A	132580.38	106064.31	KRW	No	132580.38	106064.31
KSE	023590	DAOU TECHNOLOGY INC	1DM	54407.99	N/A	54407.99	43526.39	KRW	No	54407.99	43526.39
KSE	039130	HANA TOUR SERVICE INC	1DN	168227.00	N/A	168227.00	134581.60	KRW	No	168227.00	134581.60
KSE	086900	MEDY-TOX INC	1DP	694796.29	N/A	694796.29	555837.03	KRW	No	694796.29	555837.03
KSE	078340	COM2US CORP	1DR	224198.44	N/A	224198.44	179358.75	KRW	No	224198.44	179358.75
KSE	035760	CJ ENM CO LTD	1DT	294240.90	N/A	294240.90	235392.71	KRW	No	294240.90	235392.71
KSE	056190	SFA ENGINEERING CORP	1DV	122887.01	N/A	122887.01	98309.61	KRW	No	122887.01	98309.61
KSE	241560	DOOSAN BOBCAT INC	1DW	90367.29	N/A	90367.29	72293.83	KRW	No	90367.29	72293.83
KSE	017800	HYUNDAI ELEVATOR CO	1DY	84113.50	N/A	84113.50	67290.80	KRW	No	84113.50	67290.80
KSE	105630	HANSAE CO LTD	1DZ	53469.92	N/A	53469.92	42775.94	KRW	No	53469.92	42775.94
KSE	240810	WONIK IPS CO LTD	1E0	93025.16	N/A	93025.16	74420.12	KRW	No	93025.16	74420.12
KSE	001060	JW PHARMACEUTICAL	1E1	280169.87	N/A	280169.87	224135.90	KRW	No	280169.87	224135.90
KSE	053800	AHNLAB INC	1E2	510624	N/A	510624	340416	KRW	No	510624	340416
KSE	091700	PARTRON CO LTD	1E3	26328.46	N/A	26328.46	21062.77	KRW	No	26328.46	21062.77
KSE	041510	SM ENTERTAINMENT CO LTD	1E4	196994.45	N/A	196994.45	157595.56	KRW	No	196994.45	157595.56
KSE	251270	NETMARBLE CORP	1E5	215443.13	N/A	215443.13	172354.49	KRW	No	215443.13	172354.49
KSE	091990	CELLTRION HEALTHCARE CO LTD	1E6	430260.89	N/A	430260.89	344208.71	KRW	No	430260.89	344208.71
KSE	003670	POSCO CHEMICAL CO LTD	1E8	334577.86	N/A	334577.86	267662.29	KRW	No	334577.86	267662.29
KSE	003520	YUNGJIN PHARMACEUTICAL CO	1E9	45277.45	N/A	45277.45	36221.96	KRW	No	45277.45	36221.96
KSE	178920	PI ADVANCED MATERIALS CO LTD	1EA	99904.33	N/A	99904.33	79923.46	KRW	No	99904.33	79923.46
KSE	316140	WOORI FINANCIAL GROUP INC	1EB	37679.10	N/A	37679.10	30143.28	KRW	No	37679.10	30143.28
KSE	294870	HDC HYUNDAI DEVELOPMENT CO-E	1EC	35177.58	N/A	35177.58	28142.06	KRW	No	35177.58	28142.06
KSE	020150	ILJIN MATERIALS CO LTD	1ED	217631.96	N/A	217631.96	174105.57	KRW	No	217631.96	174105.57
KSE	009420	HANALL BIOPHARMA CO LTD	1EE	51750.13	N/A	51750.13	41400.10	KRW	No	51750.13	41400.10
KSE	035900	JYP ENTERTAINMENT CORP	1EF	151029.08	N/A	151029.08	120823.26	KRW	No	151029.08	120823.26
KSE	003410	SSANGYONG C&E CO LTD	1EG	21606.85	N/A	21606.85	17285.48	KRW	No	21606.85	17285.48
KSE	028670	PAN OCEAN CO LTD	1EH	18605.03	N/A	18605.03	14884.02	KRW	No	18605.03	14884.02
KSE	011790	SKC CO LTD	1EJ	443636.13	N/A	443636.13	354908.90	KRW	No	443636.13	354908.90
KSE	000990	DB HITEK CO LTD	1EK	155406.73	N/A	155406.73	124325.38	KRW	No	155406.73	124325.38
KSE	093370	FOOSUNG CO LTD	1EL	55346.06	N/A	55346.06	44276.85	KRW	No	55346.06	44276.85
KSE	375500	DL E&C CO LTD	1ER	129609.84	N/A	129609.84	103687.87	KRW	No	129609.84	103687.87
KSE	207940	SAMSUNG BIOLOGICS CO LTD	1ES	4940495.47	N/A	4940495.47	3952396.25	KRW	No	4940495.47	3952396.25
KSE	028050	SAMSUNG ENGINEERING CO LTD	1ET	67228.26	N/A	67228.26	53782.61	KRW	No	67228.26	53782.61
KSE	272210	HANWHA SYSTEMS CO LTD	1EV	43620.20	N/A	43620.20	34896.16	KRW	No	43620.20	34896.16
KSE	003850	BORYUNG	1EW	63475.99	N/A	63475.99	50780.79	KRW	No	63475.99	50780.79
KSE	293490	KAKAO GAMES CORP	1EX	153374.25	N/A	153374.25	122699.39	KRW	No	153374.25	122699.39
KSE	247540	ECOPRO BM CO LTD	1EY	1411795.07	N/A	1411795.07	1129436.06	KRW	No	1411795.07	1129436.06
KSE	253450	STUDIO DRAGON CORP	1EZ	221384.23	N/A	221384.23	177107.38	KRW	No	221384.23	177107.38
KSE	278280	CHUNBO CO LTD	1F0	648830.91	N/A	648830.91	519064.73	KRW	No	648830.91	519064.73
KSE	200130	KOLMAR BNH CO LTD	1F1	83800.81	N/A	83800.81	67040.65	KRW	No	83800.81	67040.65
KSE	036540	SFA SEMICON CO LTD	1F2	15540.67	N/A	15540.67	12432.54	KRW	No	15540.67	12432.54
KSE	060250	NHN KCP CORP	1F3	39242.54	N/A	39242.54	31394.04	KRW	No	39242.54	31394.04
KSE	000250	SAM CHUN DANG PHARM CO LTD	1F4	210127.40	N/A	210127.40	168101.91	KRW	No	210127.40	168101.91

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	10539.06	N/A	10539.06	8431.25	USD	No	10539.06	8431.25
LMEOTC	CA	Grade A Copper - LME	CA	32569.44	N/A	32569.44	26055.55	USD	No	32569.44	26055.55
LMEOTC	NI	Nickel - LME	NI	94465.84	N/A	94465.84	75572.67	USD	No	94465.84	75572.67
LMEOTC	PB	Lead - LME	PB	8814.11	N/A	8814.11	7051.29	USD	No	8814.11	7051.29
LMEOTC	SNLME	Tin future	SN	79321.73	N/A	79321.73	63457.39	USD	No	79321.73	63457.39
LMEOTC	ZSLME	Special High Grade Zinc	ZS	16411.72	N/A	16411.72	13129.37	USD	No	16411.72	13129.37

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	1820.98	N/A	1820.98	1456.78	EUR	Yes	1820.98	1456.78
MATIF	ECO	European Rapeseed Future	ECO	4916.69	N/A	4916.69	3933.35	EUR	No	4916.69	3933.35
MATIF	EMA	Corn	EMA	3121.24	N/A	3121.24	2496.99	EUR	No	3121.24	2496.99

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	A3M	ATRESMEDIA CORP DE MEDIOS DE	A3T	61.7134	N/A	61.7134	49.3707	EUR	No	61.7135	49.3708
MEFFRV	ACS	ACS ACTIVIDADES CONS Y SERV	ACS	433.00	N/A	433.00	346.40	EUR	No	433.00	346.40
MEFFRV	ACX	ACERINOX SA	ACX	163.67	N/A	163.67	130.936	EUR	No	163.67	130.936
MEFFRV	ANA	ACCIONA SA	ANA	3211.19	N/A	3211.19	2568.96	EUR	No	3211.19	2568.96
MEFFRV	BBVA	BANCO BILBAO VIZCAYA ARGENTA	BBV	86.60	N/A	86.60	69.28	EUR	No	86.60	69.28
MEFFRV	BKT	BANKINTER SA	BKT	119.00	N/A	119.00	95.20	EUR	No	119.00	95.20
MEFFRV	ELE	ENDESA SA	ELE	337.232	N/A	337.232	269.785	EUR	No	337.232	269.785
MEFFRV	ENG	ENAGAS SA	ENA	375.638	N/A	375.638	300.51	EUR	No	375.638	300.51
MEFFRV	FCC	FOMENTO DE CONSTRUC Y CONTRA	FCC	176.672	N/A	176.672	141.338	EUR	No	176.672	141.338
MEFFRV	FER	FERROVIAL SA	FER	453.202	N/A	453.202	362.562	EUR	No	453.202	362.562
MEFFRV	SGRE	SIEMENS GAMESA RENEWABLE ENE	GAM	492.525	N/A	492.525	394.02	EUR	No	492.525	394.02
MEFFRV	NTGY	NATURGY ENERGY GROUP SA	GAS	505.283	N/A	505.283	404.226	EUR	No	505.283	404.226
MEFFRV	GRF	GRIFOLS SA	GRF	360.80	N/A	360.80	288.64	EUR	No	360.80	288.64
MEFFRV	IBE	IBERDROLA SA	IBE	180.344	N/A	180.344	144.275	EUR	No	180.344	144.275
MEFFRV	IBEX35	IBEX 35 Index	IBX	8312.50	6650.00	11875.00	9500.00	EUR	No	11875.00	9500.00
MEFFRV	IDR	INDRA SISTEMAS S.A.	IDR	202.05	N/A	202.05	161.64	EUR	No	202.05	161.64
MEFFRV	ITX	INDUSTRIA DE DISENO TEXTIL	ITX	416.957	N/A	416.957	333.566	EUR	No	416.957	333.566
MEFFRV	MAP	MAPFRE SA	MAP	59.6181	N/A	59.6181	47.6945	EUR	No	59.6181	47.6945
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	831.25	665.00	1187.50	950.00	EUR	Yes	1187.50	950.00
MEFFRV	MT	ARCELORMITTAL	MTS	627.295	N/A	627.295	501.836	EUR	No	627.295	501.836
MEFFRV	RED1	RED ELECTRICA CORPORACION SA	REE	337.70	N/A	337.70	270.16	EUR	No	337.70	270.16
MEFFRV	REP	REPSOL SA	REP	257.045	N/A	257.045	205.636	EUR	No	257.045	205.636
MEFFRV	SAB1	BANCO DE SABADELL SA	SAB	59.6181	N/A	59.6181	47.6945	EUR	No	59.6181	47.6945
MEFFRV	SAN1	BANCO SANTANDER SA	SAN	66.5917	N/A	66.5917	53.2733	EUR	No	66.5917	53.2733
MEFFRV	SCYR	SACYR SA	SVO	59.6181	N/A	59.6181	47.6945	EUR	No	59.6181	47.6945
MEFFRV	TEF	TELEFONICA SA	TEF	93.3249	N/A	93.3249	74.6599	EUR	No	93.3249	74.6599
MEFFRV	TL5	MEDIASET ESPANA COMUNICACION	TL5	73.50	N/A	73.50	58.80	EUR	No	73.50	58.80

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	AMXL	AMERICA MOVIL SAB DE C-SER L	AXL	1256.31	N/A	1256.31	1005.05	MXN	No	1256.31	1005.05
MEXDER	CEMEXCPO	CEMEX SAB-CPO	CXC	1256.31	N/A	1256.31	1005.05	MXN	No	1256.31	1005.05
MEXDER	DEUA	United States dollar	DA	23335.96	N/A	23335.96	18668.77	MXN	No	25910.36	20728.29
MEXDER	EURO	European Monetary Union Euro	EU	268182.47	N/A	268182.47	214545.97	MXN	No	211468600	169174880
MEXDER	FEMSAUBD	FOMENTO ECONOMICO MEXICA-UBD	FEM	2592.10	N/A	2592.10	2073.68	MXN	No	2592.10	2073.68
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	51651.84	N/A	51651.84	41321.47	MXN	Yes²	51651.84	41321.47
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	10396.87	N/A	10396.87	8317.45	MXN	No	11168.38	8934.68

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	9750	N/A	9750	7800	EUR	No	9750	7800
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	7428.39	N/A	7428.39	5942.71	EUR	No	7428.39	5942.71
MONEP	CAC40	CAC 40	FCE	4840.58	3872.46	6915.11	5532.09	EUR	Yes	6915.11	5532.09
MONEP	FEF	FTSEurofirst 80 NEW	FEF	15562.50	N/A	15562.50	12450	EUR	No	15562.50	12450
MONEP	FEO	FTSEurofirst 100 NEW	FEO	13050	N/A	13050	10440	EUR	No	13050	10440
MONEP	CAC40	CAC 40	MFC	484.058	387.246	691.511	553.209	EUR	No	691.511	553.209

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	ABCAPITAL	ADITYA BIRLA CAPITAL LIMITED	ABCAPITAL	158145.48	N/A	158145.48	126516.6	INR	No	29.22375	23.379
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	174232.75	N/A	174232.75	139386.25	INR	Yes	6945.50	5556.40
NSE	CROMPTON	CROMPTON GREAVES CONSUMER EL	CROMPTON	134373.3	N/A	134373.3	107498.55	INR	No	89.3322	71.4657
NSE	DALBHARAT	DALMIA BHARAT LTD	DALBHARAT	195062.5	N/A	195062.5	156050	INR	No	389.213	311.37
NSE	EURINR	Euro in Indian Rupee	EURINR	10306.56	N/A	10306.56	8245.25	INR	No	10306.56	8245.25
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	11980.00	N/A	11980.00	9584.00	INR	No	11980.00	9584.00
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	7270.94	N/A	7270.94	5816.75	INR	No	7270.94	5816.75
NSE	LAURUSLAB	LAURUS LABS LTD	LAURUSLABS	262342.8	N/A	262342.8	209874.6	INR	No	291.492	233.194
NSE	NIFTY50	Nifty 50	NIFTY	133170	N/A	133170	106536	INR	Yes	2652.16	2121.73
NSE	USDINR	US Dollars in Indian Rupee	USDINR	9891.25	N/A	9891.25	7913.00	INR	Yes	9891.25	7913.00

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	2547.37	N/A	2547.37	2037.90	USD	Yes	2547.37	2037.90
NYBOT	CT	Cotton No. 2	CT	7216.26	N/A	7216.26	5773.01	USD	Yes	7216.26	5773.01
NYBOT	DX	NYBOT US Dollar FX	DX	3091.51	N/A	3091.51	2473.21	USD	Yes	3091.51	2473.21
NYBOT	NYFANG	NYSE FANG+ Index	FNG	3084.00	2467.20	4405.71	3524.57	USD	No	4405.71	3524.57
NYBOT	KC	Coffee "C"	KC	15631.53	N/A	15631.53	12505.22	USD	Yes	15631.55	12505.24
NYBOT	OJ	FC Orange Juice "A"	OJ	5969.65	N/A	5969.65	4775.72	USD	Yes	5969.65	4775.72
NYBOT	RS	Canola	RS	2019.97	N/A	2019.97	1615.97	CAD	No	2019.97	1615.97
NYBOT	SB	Sugar No. 11	SB	1838.25	N/A	1838.25	1470.60	USD	Yes	1838.25	1470.60
NYBOT	SF	Sugar #16 112000 lbs	SF	3092.64	N/A	3092.64	2474.11	USD	No	3092.64	2474.11

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	ALI	NYMEX Aluminum Index	ALI	11748.48	N/A	11748.48	9398.79	USD	No	11748.48	9398.79
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	Yes²	27000	20000
NYMEX	CL	Light Sweet Crude Oil	CL	27000	N/A	27000	20000	USD	Yes	27000	20000
NYMEX	GC	Gold	GC	9621.57	N/A	9621.57	7697.26	USD	Yes	9621.57	7697.26
NYMEX	HG	NYMEX Copper Index	HG	9174.91	N/A	9174.91	7339.93	USD	Yes	9174.91	7339.93
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	30269.375	N/A	30269.375	24215.50	USD	No	30269.375	24215.50
NYMEX	HO	Heating Oil	HO	35154	N/A	35154	26040	USD	Yes	35154	26040
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	29483.06	N/A	29483.06	23586.45	USD	No	29483.06	23586.45
NYMEX	HRC	Hot-Rolled Coil Steel Index	HRC	5637.84	N/A	5637.84	4510.27	USD	No	5637.84	4510.27
NYMEX	MCL	Micro WTI Crude Oil	MCL	2700	N/A	2700	2000	USD	Yes	2700	2000
NYMEX	MGC	E-Micro Gold	MGC	962.157	N/A	962.157	769.726	USD	No	962.157	769.726
NYMEX	MHG	Micro Copper	MHG	917.491	N/A	917.491	733.993	USD	No	917.491	733.993
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	29483.06	N/A	29483.06	23586.45	USD	Yes	29483.06	23586.45
NYMEX	PA	NYMEX Palladium Index	PA	191610.00	N/A	191610.00	51970.80	USD	No	191610.00	51970.80
NYMEX	PL	NYMEX Platinum Index	PL	7496.01	N/A	7496.01	5996.81	USD	No	7496.01	5996.81
NYMEX	QC	COMEX MINY Copper	QC	4587.46	N/A	4587.46	3669.97	USD	No	4587.46	3669.97
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	7370.76	N/A	7370.76	5896.61	USD	No	7370.76	5896.61
NYMEX	QI	COMEX MINY Silver	QI	7950	N/A	7950	6360	USD	No	7950	6360
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	13500	N/A	13500	10000	USD	No	13500	10000
NYMEX	QO	COMEX MINY Gold	QO	4810.79	N/A	4810.79	3848.63	USD	No	4810.79	3848.63
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	34020	N/A	34020	25200	USD	Yes	34020	25200
NYMEX	SGC	Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures	SGC	60000.15	N/A	60000.15	48000.12	CNH	No	60000.15	48000.12
NYMEX	SGUF	Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures	SGU	8631.11	N/A	8631.11	6904.88	USD	No	8631.11	6904.88
NYMEX	SI	NYMEX Silver Index	SI	15900	N/A	15900	12720	USD	Yes	15900	12720
NYMEX	SI	NYMEX Silver Index	SIL	3169.06	N/A	3169.06	2535.25	USD	No	3169.06	2535.25
NYMEX	TT	NYMEX Cotton index	TT	7529.56	N/A	7529.56	6023.65	USD	No	7529.56	6023.65
NYMEX	UX	NYMEX Uranium Index	UX	6750.00	N/A	6750.00	5400.00	USD	No	6750.00	5400.00

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	4480.77	3584.62	6401.10	5120.88	USD	No	5727.81	4582.25
NYSELIFFE	M1EU	MSCI Europe NTR	EU9	9012.66	7210.13	12875.22	10300.18	USD	No	9405.36	7524.29
NYSELIFFE	M1JP	The MSCI Japan NTR	JPP	5986.76	4789.41	8552.52	6842.01	USD	No	7456.88	5965.50
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	6183.08	4946.47	8832.98	7066.38	USD	No	8832.98	7066.38
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3765.60	3012.48	5379.42	4303.54	USD	No	5379.42	4303.54
NYSELIFFE	MXUS	MSCI USA Index	MUN	30186.75	24149.40	43123.93	34499.14	USD	No	32616.56	26093.25
NYSELIFFE	YG	Mini Sized NY Gold Futures	YG	6614.66	N/A	6614.66	5291.73	USD	No	6614.66	5291.73
NYSELIFFE	YI	Mini Sized NY Silver Futures	YI	4297.50	N/A	4297.50	3438.00	USD	No	4297.50	3438.00
NYSELIFFE	ZG	Gold 100 Troy Oz	ZG	20574.38	N/A	20574.38	16459.51	USD	No	20574.38	16459.51
NYSELIFFE	ZI	CBOT 5000 Oz Silver Futures	ZI	21487.51	N/A	21487.51	17190.01	USD	Yes²	21487.51	17190.01

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	ATCO.A	ATLAS COPCO AB-A SHS	ATCOA.FWD	1830.16	N/A	1830.16	1464.13	SEK	No	1830.16	1464.13
OMS	AZN	ASTRAZENECA PLC	AZN.FWD	31861.57	N/A	31861.57	25489.26	SEK	No	31861.57	25489.26
OMS	BOL	BOLIDEN AB	BOLI.FWD	6735.85	N/A	6735.85	5388.68	SEK	No	6735.85	5388.68
OMS	ELUX.B	ELECTROLUX AB-B	ELUXB.FWD	3001.59	N/A	3001.59	2401.27	SEK	No	3001.59	2401.27
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB.FWD	1525	N/A	1525	1220	SEK	No	1525	1220
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB	2293.48	N/A	2293.48	1834.79	SEK	No	2293.48	1834.79
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB.FWD	2237.86	N/A	2237.86	1790.29	SEK	No	2237.86	1790.29
OMS	NDASE	NORDEA BANK ABP	NDASE.FWD	1693.66	N/A	1693.66	1354.93	SEK	No	1693.66	1354.93
OMS	OMXESG	OMXS30 ESG Responsible Index	OMXESG	24633.45	N/A	24633.45	19706.76	SEK	No	24633.45	19706.76
OMS	OMXS30	OMX Index (Sweden)	OMXS30	16486.85	13189.48	23552.64	18842.11	SEK	Yes	23552.64	18842.11
OMS	SAND	SANDVIK AB	SAND.FWD	3212.16	N/A	3212.16	2569.73	SEK	No	3212.16	2569.73
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA.FWD	1884.95	N/A	1884.95	1507.96	SEK	No	1884.95	1507.96
OMS	SECU.B	SECURITAS AB-B SHS	SECUB.FWD	1614.54	N/A	1614.54	1291.64	SEK	No	1614.54	1291.64
OMS	SHB.A	SVENSKA HANDELSBANKEN-A SHS	SHBA.FWD	1710.91	N/A	1710.91	1368.73	SEK	No	1710.91	1368.73
OMS	SKA.B	SKANSKA AB-B SHS	SKAB.FWD	3009.74	N/A	3009.74	2407.79	SEK	No	3009.74	2407.79
OMS	SSAB.A	SSAB AB-A SHARES	SSABA.FWD	1051.88	N/A	1051.88	841.502	SEK	No	1051.88	841.502
OMS	SWED.A	SWEDBANK AB - A SHARES	SWEDA.FWD	2427.53	N/A	2427.53	1942.03	SEK	No	2427.53	1942.03
OMS	TELIA	TELIA CO AB	TLSN.FWD	717.596	N/A	717.596	574.077	SEK	No	717.596	574.077
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB.FWD	3159.89	N/A	3159.89	2527.91	SEK	No	3159.89	2527.91

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	2208344.11	1766675.29	3154777.30	2523821.84	JPY	Yes	3154777.30	2523821.84
OSE.JPN	N225M	Nikkei 225 Mini	225M	220834.41	176667.53	315477.73	252382.18	JPY	No	315477.73	252382.18
OSE.JPN	JPNK400	JPX-Nikkei Index 400	400	63437.50	50750	90625	72500	JPY	No	90625	72500
OSE.JPN	TPXC30	Topix Core30	C30	163125	N/A	163125	130500	JPY	No	163125	130500
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	304522.71	N/A	304522.71	243618.17	JPY	No	304522.71	243618.17
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JBL	2062521.05	N/A	2062521.05	1650016.84	JPY	Yes	2062521.05	1650016.84
OSE.JPN	MJ	Mini 10 Year JGB	JBLM	206252.11	N/A	206252.11	165001.68	JPY	No	206252.11	165001.68
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTH	53375	42700	76250	61000	JPY	No	76250	61000
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NVI	141562.50	N/A	141562.50	113250	JPY	No	239400	191520
OSE.JPN	TSEREIT	TSE REIT Index	REIT	317577.57	N/A	317577.57	254062.06	JPY	No	317577.57	254062.06
OSE.JPN	TOPX	TOPIX Index	TPX	1340925.39	1072740.31	1915607.70	1532486.16	JPY	No	1915607.70	1532486.16
OSE.JPN	MNTPX	Japan Mini Topix	TPXM	134092.54	107274.03	191560.77	153248.62	JPY	No	191560.77	153248.62

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	31013.55	N/A	31013.55	22973	USD	No	31013.55	22973
QBALGOIEU	GOIL	-	GOIL	23806.22	N/A	23806.22	17634.24	USD	No	23806.22	17634.24
QBALGOIEU	WTI	-	WTI	25868.16	N/A	25868.16	19161.60	USD	No	25868.16	19161.60

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	2547.37	N/A	2547.37	2037.90	USD	No	2547.37	2037.90
QBALGOIUS	CT	-	CT	7216.26	N/A	7216.26	5773.01	USD	No	7216.26	5773.01
QBALGOIUS	DX	-	DX	3091.51	N/A	3091.51	2473.21	USD	No	3091.51	2473.21
QBALGOIUS	KC	-	KC	15631.53	N/A	15631.53	12505.22	USD	No	15631.55	12505.24
QBALGOIUS	OJ	-	OJ	5969.65	N/A	5969.65	4775.72	USD	No	5969.65	4775.72
QBALGOIUS	SB	-	SB	1838.25	N/A	1838.25	1470.60	USD	No	1838.25	1470.60

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	225000.00	N/A	225000.00	180000.00	JPY	No	225000.00	180000.00
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	1500	N/A	1500	1200	USD	No	1500	1200
SGX	XINA50	FTSE/Xinhua China A50	CN	1562.715	1250.17	2232.45	1785.96	USD	No	2232.45	1785.96
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	4662.50	N/A	4662.50	3730	USD	No	4662.50	3730
SGX	XIN0I	FTSE China H50	FCH	5405.58	N/A	5405.58	4324.47	USD	No	5405.58	4324.47
SGX	SCI	SGX TSI Iron Ore Futures	FEF	2875.00	N/A	2875.00	2300.00	USD	No	2875.00	2300.00
SGX	WIIDN	FTSE Indonesia Index	FID	1559.91	N/A	1559.91	1247.93	USD	No	1559.91	1247.93
SGX	FIVNM30	FTSE Vietnam 30 Price Return Index	FVN	1681.38	N/A	1681.38	1345.11	USD	No	1681.38	1345.11
SGX	NIFTY	CNX Nifty Index	IN	2048.00	1638.40	2925.71	2340.57	USD	Yes	2925.71	2340.57
SGX	INR	SGX USD/INR (USD) Futures	INR	3750.00	N/A	3750.00	3000.00	USD	No	3750.00	3000.00
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3157.25	N/A	3157.25	2525.80	USD	No	3157.25	2525.80
SGX	SGB	SGX Mini JGB Index	JB	167391.36	N/A	167391.36	133913.09	JPY	No	167391.36	133913.09
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	327218.75	N/A	327218.75	261775	JPY	No	327218.75	261775
SGX	KRW	Korean Won	KRW	7875	N/A	7875	6300	USD	No	7875	6300
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	1575	N/A	1575	1260	USD	No	1575	1260
SGX	MUC	SGX USD/CNH Futures (Mini)	MUC	6289.22	N/A	6289.22	5031.375	CNH	No	6289.22	5031.375
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1862500	N/A	1862500	1160000	JPY	No	1862500	1160000
SGX	SGXNK	SGX: Nikkei 225	NK	972171.33	777737.06	1388816.18	1111052.95	JPY	Yes	1388816.18	1111052.95
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	194434.27	155547.41	277763.24	222210.59	JPY	No	277763.24	222210.59
SGX	N225U	SGX: USD Nikkei 225 Index	NU	24375	N/A	24375	19500	USD	No	24375	19500
SGX	SSG	MSCI Singapore Free Index	SGP	2036.74	1629.39	2909.63	2327.70	SGD	Yes²	2909.63	2327.70
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	4334.98	N/A	4334.98	3467.99	SGD	No	4334.98	3467.99
SGX	STI	SGX Straits Times Index	ST	4875	N/A	4875	3900	SGD	No	4875	3900
SGX	TD	SGX Taiwan Dollar in US Dollar Futures (Mini)	TD	2945.54	N/A	2945.54	2356.43	USD	No	2944.29	2355.43
SGX	TSR20	SICOM Rubber	TF	678.022	N/A	678.022	542.418	USD	No	678.022	542.418
SGX	TWD	SGX Taiwan Dollar in US Dollar Futures (Full-Sized)	TWD	8832.86	N/A	8832.86	7066.29	USD	No	8832.86	7066.29
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2362.50	1890	3375	2700	USD	No	3375	2700
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	25156.875	N/A	25156.875	20125.50	CNH	No	25156.875	20125.50
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	4500000.49	N/A	4500000.49	3600000.39	JPY	No	4500000.49	3600000.39
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	1083.75	N/A	1083.75	866.996	SGD	No	1083.75	866.996
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	895834.86	N/A	895834.86	716667.89	JPY	No	895834.86	716667.89
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1307.63	N/A	1307.63	1046.11	SGD	No	1307.63	1046.11
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	2779.07	N/A	2779.07	2223.26	SGD	No	2779.07	2223.26
SGX	G13	GENTING SINGAPORE LTD	YGEN	673.996	N/A	673.996	539.195	SGD	No	674.001	539.20
SGX	BN4	KEPPEL CORP LTD	YKEP	3649.73	N/A	3649.73	2919.78	SGD	No	3649.73	2919.78
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	4265.53	N/A	4265.53	3412.42	SGD	No	4265.53	3412.42
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2371.20	N/A	2371.20	1896.96	SGD	No	2371.20	1896.96
SGX	Y92	THAI BEVERAGE PCL	YTBE	1209.06	N/A	1209.06	967.25	SGD	No	1209.07	967.26
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	4916.06	N/A	4916.06	3932.85	SGD	No	4916.06	3932.84
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	3784.90	N/A	3784.90	3027.92	SGD	No	3784.91	3027.92
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	2320.50	N/A	2320.50	1856.40	SGD	No	2320.51	1856.41
SGX	AMBUJACEM	AMBUJA CEMENTS LIMITED	ZACE	2722.50	N/A	2722.50	2178	USD	No	2722.50	2178
SGX	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ZADS	5040.37	N/A	5040.37	4032.30	USD	No	5040.37	4032.30
SGX	ASIANPAIN	ASIAN PAINTS LTD	ZAPN	5053.50	N/A	5053.50	4042.80	USD	No	5053.50	4042.80
SGX	AUROPHARM	AUROBINDO PHARMA LTD	ZARB	2565.50	N/A	2565.50	2052.40	USD	No	2565.50	2052.40
SGX	AXISBANK	AXIS BANK LTD	ZAXS	2388.00	N/A	2388.00	1910.40	USD	No	2388.00	1910.40
SGX	BAJFINANC	BAJAJ FINANCE LTD	ZBAF	11250	N/A	11250	9000	USD	No	11250	9000
SGX	BHARTIART	BHARTI AIRTEL LIMITED	ZBHA	4366.56	N/A	4366.56	3493.25	USD	No	4366.56	3493.25
SGX	INDUSTOWE	INDUS TOWERS LTD	ZBHI	1060.06	N/A	1060.06	848.047	USD	No	1060.06	848.047
SGX	BAJAJ-AUT	BAJAJ AUTO LIMITED	ZBJA	3474.94	N/A	3474.94	2779.95	USD	No	3474.94	2779.95
SGX	BOSCHLTD	BOSCH LIMITED	ZBOS	2855.55	N/A	2855.55	2284.44	USD	No	2855.55	2284.44
SGX	BPCL	BHARAT PETROLEUM CORP LTD	ZBPC	1734.75	N/A	1734.75	1387.80	USD	No	1734.75	1387.80
SGX	CIPLA	CIPLA LTD	ZCIP	6879.00	N/A	6879.00	5503.20	USD	No	6879.00	5503.20
SGX	COALINDIA	COAL INDIA LTD	ZCOA	1044.00	N/A	1044.00	835.20	USD	No	1044.00	835.20
SGX	DRREDDY	DR. REDDY'S LABORATORIES	ZDRR	10984.50	N/A	10984.50	8787.60	USD	No	10984.50	8787.60
SGX	EICHERMOT	EICHER MOTORS LTD	ZEIM	8826.34	N/A	8826.34	7061.07	USD	No	8826.34	7061.07
SGX	GAIL	GAIL INDIA LTD	ZGAI	2028.00	N/A	2028.00	1622.40	USD	No	2028.00	1622.40
SGX	HCLTECH	HCL TECHNOLOGIES LTD	ZHCL	3649.69	N/A	3649.69	2919.75	USD	No	3649.69	2919.75
SGX	HDFCBANK	HDFC BANK LIMITED	ZHDB	5055	N/A	5055	4044	USD	No	5055	4044
SGX	HDFC	HOUSING DEVELOPMENT FINANCE	ZHDF	4070.34	N/A	4070.34	3256.28	USD	No	4070.34	3256.28
SGX	HEROMOTOC	HERO MOTOCORP LIMITED	ZHMC	2549.72	N/A	2549.72	2039.77	USD	No	2549.72	2039.77
SGX	HINDALCO	HINDALCO INDUSTRIES LIMITED	ZHND	3825.03	N/A	3825.03	3060.02	USD	No	3825.03	3060.02
SGX	HINDPETRO	HINDUSTAN PETROLEUM CORP	ZHPC	1018.12	N/A	1018.12	814.50	USD	No	1018.12	814.50
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	4182.38	N/A	4182.38	3345.90	USD	No	4182.38	3345.90
SGX	ICICIBANK	ICICI BANK LTD	ZICI	5304.00	N/A	5304.00	4243.20	USD	No	5304.00	4243.20
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	957.40	N/A	957.40	765.92	USD	No	957.40	765.92
SGX	INFY	INFOSYS LTD	ZINF	5482.13	N/A	5482.13	4385.70	USD	No	5482.13	4385.70
SGX	IOC	INDIAN OIL CORPORATION LTD	ZIOC	1044.14	N/A	1044.14	835.3125	USD	No	1044.14	835.3125
SGX	ITC	ITC LTD	ZITC	2051.25	N/A	2051.25	1641	USD	No	2051.25	1641
SGX	KOTAKBANK	KOTAK MAHINDRA BANK LTD	ZKMB	3114.56	N/A	3114.56	2491.65	USD	No	3114.56	2491.65
SGX	LUPIN	LUPIN LTD	ZLPC	1527.38	N/A	1527.38	1221.90	USD	No	1527.38	1221.90
SGX	LT	LARSEN & TOUBRO LIMITED	ZLT	2921.72	N/A	2921.72	2337.375	USD	No	2921.72	2337.375
SGX	MM	MAHINDRA & MAHINDRA LIMITED	ZMM	4099.31	N/A	4099.31	3279.45	USD	No	4099.31	3279.45
SGX	MARUTI	MARUTI SUZUKI INDIA LTD	ZMSI	1588.27	N/A	1588.27	1270.61	USD	No	1588.27	1270.61
SGX	NTPC	NTPC LIMITED	ZNTP	1929.15	N/A	1929.15	1543.32	USD	No	1929.15	1543.32
SGX	ONGC	OIL & NATURAL GAS CORP LTD	ZONG	1737.14	N/A	1737.14	1389.71	USD	No	1737.14	1389.71
SGX	POWERGRID	POWER GRID CORP. OF INDIA LTD.	ZPWG	3178.50	N/A	3178.50	2542.80	USD	No	3178.50	2542.80
SGX	RELIANCE	RELIANCE INDUSTRIES LIMITED	ZRIL	9733.69	N/A	9733.69	7786.95	USD	No	9733.69	7786.95
SGX	SBIN	STATE BANK OF INDIA	ZSBI	4367.81	N/A	4367.81	3494.25	USD	No	4367.81	3494.25
SGX	SUNPHARMA	SUN PHARMACEUTICAL INDUS	ZSUN	4153.00	N/A	4153.00	3322.40	USD	No	4153.00	3322.40
SGX	TATASTEEL	TATA STEEL LTD	ZTAT	2875	N/A	2875	2300	USD	No	2875	2300
SGX	TCS	TATA CONSULTANCY SVCS LTD	ZTCS	6125.81	N/A	6125.81	4900.65	USD	No	6125.81	4900.65
SGX	TECHM	TECH MAHINDRA LTD	ZTEC	3750	N/A	3750	3000	USD	No	3750	3000
SGX	TATAMOTOR	TATA MOTORS LTD	ZTTM	1875	N/A	1875	1500	USD	No	1875	1500
SGX	UPL	UPL LTD	ZUPL	3943.02	N/A	3943.02	3154.42	USD	No	3943.02	3154.42
SGX	ULTRACEMC	ULTRATECH CEMENT LTD	ZUTC	5256.84	N/A	5256.84	4205.47	USD	No	5256.84	4205.47
SGX	VEDL	VEDANTA LTD	ZVED	2375	N/A	2375	1900	USD	No	2375	1900
SGX	WIPRO	WIPRO LTD	ZWPR	4134.50	N/A	4134.50	3307.60	USD	No	4134.50	3307.60
SGX	YESBANK	YES BANK LTD	ZYES	87.50	N/A	87.50	70	USD	No	87.50	70
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	1750	N/A	1750	1400	USD	No	1750	1400

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	825	N/A	825	660	USD	No	825	660
SMFE	2YSME	Small 2YR US Treasury Yield	S2Y	637.50	N/A	637.50	510	USD	No	637.50	510
SMFE	30YSME	Small 30YR US Treasury Yield	S30Y	700	N/A	700	560	USD	No	700	560
SMFE	S420	Small Cannabis	S420	131.25	N/A	131.25	105	USD	No	131.25	105
SMFE	SCCX	Small Cryptocurrency	SCCX	600	N/A	600	480	USD	No	600	480
SMFE	FXSME	Small US Dollar	SFX	913.894	N/A	913.894	731.115	USD	No	913.894	731.115
SMFE	75SME	Small Stocks 75	SM75	1847.75	N/A	1847.75	1478.20	USD	No	1847.75	1478.20
SMFE	SMO	Small US Crude Oil	SMO	2700	N/A	2700	2000	USD	No	2700	2000
SMFE	PRESME	Small Precious Metals	SPRE	1025.55	N/A	1025.55	820.44	USD	Yes	1025.55	820.44
SMFE	STXSME	Small Technology 60	STIX	437.50	N/A	437.50	350.00	USD	No	437.50	350.00

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	13073.43	10458.74	18676.33	14941.06	AUD	Yes	18676.33	14941.06
SNFE	IB	30 Day Interbank Cash Rate	IB	768.908	N/A	768.908	615.126	AUD	No	768.908	615.126
SNFE	IR	90 Day Bills	IR	762.50	N/A	762.50	610	AUD	No	762.50	610
SNFE	XT	10 Year Treasury Bond 6%	XT	3463.75	N/A	3463.75	2771	AUD	No	3463.75	2771
SNFE	YT	3 Year Treasury Bond 6%	YT	940	N/A	940	752	AUD	No	940	752

Eurex (SOFFEX)

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

Exchange SOFFEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SOFFEX	ABBN	ABB LTD-REG	ABBF	477.331	N/A	477.331	381.865	CHF	No	477.331	381.865
SOFFEX	ADEN	ADECCO GROUP AG-REG	ADEF	609.005	N/A	609.005	487.204	CHF	No	608.194	486.555
SOFFEX	BAER	JULIUS BAER GROUP LTD	BAEI	876.426	N/A	876.426	701.14	CHF	No	876.426	701.141
SOFFEX	BALN	BALOISE HOLDING AG - REG	BALF	2922.86	N/A	2922.86	2338.29	CHF	No	2922.86	2338.29
SOFFEX	CFR	CIE FINANCIERE RICHEMO-A REG	CFRI	2609.10	N/A	2609.10	2087.28	CHF	No	2418.28	1934.63
SOFFEX	CONF	Swiss Federal Long-Term Bonds	CONF	12624.75	N/A	12624.75	10099.80	CHF	No	13543.89	10835.12
SOFFEX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	6485.69	N/A	6485.69	5188.55	CHF	Yes²	4239.38	3391.50
SOFFEX	SMIDP	SMI Dividend Points Index	FSMD	23495.38	N/A	23495.38	12207.91	CHF	No	21666.22	11257.50
SOFFEX	SMI	Swiss Market Index	FSMI	8563.79	6851.03	12233.99	9787.19	CHF	Yes	9798.90	7839.12
SOFFEX	SMI	Swiss Market Index	FSMS	856.379	685.103	1223.40	978.719	CHF	No	979.89	783.912
SOFFEX	GAM	GAM HOLDING AG	GAMF	59.6844	N/A	59.6844	47.7475	CHF	No	59.6844	47.7475
SOFFEX	GEBN	GEBERIT AG-REG	GBRI	8601.71	N/A	8601.71	6881.37	CHF	No	8601.71	6881.37
SOFFEX	GIVN	GIVAUDAN-REG	GIVG	6293.80	N/A	6293.80	5035.04	CHF	No	6293.80	5035.04
SOFFEX	KUD	KUDELSKI SA-BR	KUDG	59.6844	N/A	59.6844	47.7475	CHF	No	59.6844	47.7475
SOFFEX	NESN	NESTLE SA-REG	NESG	2089.31	N/A	2089.31	1671.45	CHF	No	2089.31	1671.45
SOFFEX	ROG	ROCHE HOLDING AG-GENUSSCHEIN	ROGF	5972.26	N/A	5972.26	4777.81	CHF	No	5972.26	4777.81
SOFFEX	SCMN	SWISSCOM AG-REG	SCMH	988.784	N/A	988.784	791.027	CHF	No	988.784	791.027
SOFFEX	SGSN	SGS SA-REG	SGSL	4096.50	N/A	4096.50	3277.20	CHF	No	4096.50	3277.20
SOFFEX	SLHN	SWISS LIFE HOLDING AG-REG	SLHG	8717.95	N/A	8717.95	6974.36	CHF	No	8717.95	6974.36
SOFFEX	STMN	STRAUMANN HOLDING AG-REG	STMF	3015.02	N/A	3015.02	2412.01	CHF	No	2401.70	1921.36
SOFFEX	UHR	SWATCH GROUP AG/THE-BR	UHFF	433.991	N/A	433.991	347.193	CHF	No	424.649	339.719
SOFFEX	UHRN	SWATCH GROUP AG/THE-REG	UHRF	795.677	N/A	795.677	636.542	CHF	No	795.677	636.542
SOFFEX	CSSMI	ISHARES SMI ETF CH	XMTF	2090.79	N/A	2090.79	1672.63	CHF	No	2090.79	1672.63
SOFFEX	ZURN	ZURICH INSURANCE GROUP AG	ZURF	778.429	N/A	778.429	622.743	CHF	No	778.428	622.743

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

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

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

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

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

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

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

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

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

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

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

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

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

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

Portfolio Margin Mechanics

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

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

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

A market-based stress of the underlying 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 $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

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

Stocks

Options

SSF - Single Stock Futures

Fixed Income

You can change your location setting by clicking here

Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

Chicago Mercantile Exchange (CMECRYPTO)

Eurex (DTB)

CBOT (ECBOT)

ENDEX

EUREX

Euronext NL (FTA)

CME (GLOBEX)

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

Eurex (SOFFEX)

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Portfolio Margin

Portfolio Margin Eligibility

Portfolio Margin Mechanics

Additional US Margin Requirements for Residents of

Further Reading

Disclosures

ASX24 (SNFE)⁴

Additional US Margin Requirements for
Residents of