Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

For residents of the United States trading futures and FOPs:

Risk-based margin
Portfolio margin

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

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

Futures Margin

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 INDEX	BXF	8193.56	N/A	8193.56	7124.83	EUR	Yes²	8193.56	7124.83

BURSAMY

Exchange BURSAMY	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BURSAMY	FCPO.MY	CRUDE PALM OIL - MY	FCPO	8050	N/A	8050	7000	MYR	No	8050	7000
BURSAMY	FBMKLCI	FKLI	FKLI	4025.01	3500.00	5750.02	5000.00	MYR	No	5750.02	5000.00

Chicago Board Of Trade (CBOT)

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

Exchange CBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CBOT	10Y	10 YEAR MICRO TREASURY YIELD	10Y	723.368	N/A	723.368	628.94	USD	No	723.368	628.94
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1329.25	N/A	1329.25	1155.87	USD	No	1329.25	1155.87
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	616.059	N/A	616.059	535.704	USD	No	616.059	535.704
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	3343.42	N/A	3343.42	2907.32	USD	No	3343.42	2907.32
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	856.265	N/A	856.265	744.543	USD	No	856.265	744.543
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	3286.90	N/A	3286.90	2856.40	USD	No	3286.90	2856.40
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	5229.48	N/A	5229.48	4544.00	USD	No	5229.48	4544.00
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	5014.56	N/A	5014.56	4358.83	USD	No	5014.56	4358.83
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3010.55	N/A	3010.55	2617.87	USD	Yes	3010.55	2617.87
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	615.623	N/A	615.623	535.179	USD	No	615.66	535.179
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1078.89	N/A	1078.89	938.04	USD	No	1078.87	938.04
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1085.945	944.30	1551.35	1349	USD	No	1493.85	1299
CBOT	MZC	MICRO CORN FUTURES	MZC	172.659	N/A	172.659	150.139	USD	No	172.659	150.139
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	424.356	N/A	424.356	369.005	USD	No	424.356	369.005
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	248.502	N/A	248.502	216.089	USD	No	248.502	216.089
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	372.597	N/A	372.597	323.997	USD	No	372.597	323.997
CBOT	MZW	MICRO WHEAT FUTURES	MZW	319.023	N/A	319.023	277.411	USD	No	319.023	277.411
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	769.759	N/A	769.759	669.353	USD	No	769.756	669.353
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4036.46	N/A	4036.46	3509.83	USD	No	4036.46	3509.83
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	4033.36	N/A	4033.36	3507.27	USD	No	4033.74	3507.27
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945.01	N/A	4945.01	4300.01	USD	No	4945.01	4300.01
CBOT	UB	ULTRA TREASURY BOND	UB	7465.11	N/A	7465.11	6491.18	USD	Yes	7464.86	6491.18
CBOT	YC	MINI SIZED CORN FUTURES	XC	345.319	N/A	345.319	300.277	USD	No	345.319	300.277
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	745.194	N/A	745.194	647.994	USD	No	745.194	647.994
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	638.046	N/A	638.046	554.823	USD	No	638.046	554.823
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	373.752	N/A	373.752	325	USD	No	373.75	325
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	988.187	N/A	988.187	859.293	USD	No	988.687	859.293
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1121.25	N/A	1121.25	975	USD	No	1121.25	975
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	690.003	N/A	690.003	600.003	USD	No	690.501	600.003
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	5224.14	N/A	5224.14	4542.73	USD	No	5224.14	4542.73
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	10855.425	9439.50	15507.75	13485	USD	Yes	14939.65	12991
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2634.47	N/A	2634.47	2290.36	USD	No	2633.91	2290.36
CBOT	ZB	US TREASURY BOND	ZB	5540.25	N/A	5540.25	4817.61	USD	Yes	5540.25	4817.61
CBOT	ZC	CORN FUTURES	ZC	1726.59	N/A	1726.59	1501.39	USD	Yes	1726.59	1501.39
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1739.45	N/A	1739.45	1512.56	USD	Yes	1739.88	1512.56
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	4116.81	N/A	4116.81	3579.83	USD	Yes	4116.81	3579.83
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2366.31	N/A	2366.31	2057.66	USD	Yes	2366.31	2057.66
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2740.75	N/A	2740.75	2383.26	USD	Yes	2741.00	2383.26
CBOT	ZO	OAT FUTURES	ZO	4854.51	N/A	4854.51	4211.42	USD	Yes	4854.51	4211.42
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1369.56	N/A	1369.56	1190.92	USD	Yes²	1369.56	1190.92
CBOT	ZR	ROUGH RICE FUTURES	ZR	4198.23	N/A	4198.23	3650.33	USD	Yes	4198.23	3650.33
CBOT	ZS	SOYBEAN FUTURES	ZS	3725.97	N/A	3725.97	3239.97	USD	Yes	3725.97	3239.97
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380.10	N/A	1380.10	1200.08	USD	Yes	1381.11	1200.08
CBOT	ZW	WHEAT FUTURES	ZW	3190.23	N/A	3190.23	2774.11	USD	Yes	3190.23	2774.11

Montreal Exchange (CDE)

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

Exchange CDE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CDE	CGB	10 YEAR GOVERNMENT OF CANADA BONDS	CGB	3556.47	N/A	3556.47	3092.58	CAD	No	3556.47	3092.58
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1927.96	N/A	1927.96	1676.48	CAD	No	1927.96	1676.48
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	714.495	N/A	714.495	621.30	CAD	No	714.498	621.30
CDE	CRA	3 MONTH CORRA	CRA	488.902	N/A	488.902	425.13	CAD	No	488.8995	425.13
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15499.12	13477.50	22141.61	19253.57	CAD	No	22141.62	19253.57
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	12818.04	N/A	12818.04	11146.12	CAD	No	12818.04	11146.12

CEDX

Exchange CEDX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CEDX	BCH20P	-	CH20F	16072.23	N/A	16072.23	13975.85	CHF	Yes	16072.23	13975.85
CEDX	BDE40G	-	DE40F	26948.21	N/A	26948.21	23433.22	EUR	Yes	26948.21	23433.22
CEDX	BES35P	-	ES35F	64146.05	N/A	64146.05	55779.17	EUR	Yes	64146.05	55779.17
CEDX	BEZ50P	-	EZ50F	6106.59	N/A	6106.59	5310.08	EUR	Yes	6106.59	5310.08
CEDX	BFR40P	-	FR40F	8266.28	N/A	8266.28	7188.07	EUR	Yes	8266.28	7188.07
CEDX	BIT40P	-	IT40F	13342.68	N/A	13342.68	11602.33	EUR	Yes	13342.68	11602.33
CEDX	BNL25P	-	NL25F	10592.65	N/A	10592.65	9211.00	EUR	Yes	10592.65	9211.00
CEDX	BNO25G	-	NO25F	12719.82	N/A	12719.82	11060.72	NOK	Yes	12719.82	11060.72
CEDX	BSE30P	-	SE30F	33067.94	N/A	33067.94	28754.73	SEK	Yes	33067.94	28754.73
CEDX	BUK100P	-	UK100F	8612.26	N/A	8612.26	7488.92	GBP	Yes	8612.26	7488.92

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	10029.36	N/A	10029.36	8720.25	USD	No	10029.36	8720.25
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8173.29	N/A	8173.29	7106.25	USD	No	8173.29	7106.25
CFE	VA	S&P 500 VARIANCE	VA	333.50	N/A	333.50	290	USD	No	258.75	225
CFE	VIX	CBOE VOLATILITY INDEX	VX	10534.29	N/A	10534.29	9160.25	USD	Yes	26954.08	23438.33
CFE	VIX	CBOE VOLATILITY INDEX	VX27	10534.29	N/A	10534.29	9160.25	USD	No	28794.63	25038.81
CFE	VIX	CBOE VOLATILITY INDEX	VX29	10534.29	N/A	10534.29	9160.25	USD	No	25437.06	22119.18
CFE	VIX	CBOE VOLATILITY INDEX	VX30	10534.29	N/A	10534.29	9160.25	USD	No	25157.76	21876.31
CFE	VIX	CBOE VOLATILITY INDEX	VX31	10274.25	N/A	10274.25	8934.13	USD	No	24881.15	21635.78
CFE	VIX	CBOE VOLATILITY INDEX	VX32	10274.22	N/A	10274.22	8934.10	USD	No	27012.40	23489.05
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1053.43	N/A	1053.43	916.025	USD	No	2491.79	2166.77

Chicago Mercantile Exchange (CME)

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

Exchange CME	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CME	AUD	AUSTRALIAN DOLLAR	6A	2530	N/A	2530	2200	USD	Yes	2530	2200
CME	GBP	BRITISH POUND	6B	2690.36	N/A	2690.36	2339.45	USD	Yes	2690.36	2339.45
CME	CAD	CANADIAN DOLLAR	6C	1653.45	N/A	1653.45	1437.78	USD	Yes	1653.45	1437.78
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4153.68	N/A	4153.68	3611.90	USD	Yes	4153.68	3611.90
CME	JPY	JAPANESE YEN	6J	4370.34	N/A	4370.34	3800.30	USD	Yes	4376.59	3800.30
CME	BRE	BRAZILIAN REAL	6L	1892.86	N/A	1892.86	1376.625	USD	Yes²	1892.86	1376.625
CME	6M	MEXICAN PESO	6M	1840.00	N/A	1840.00	1600.00	USD	Yes	1840.00	1600.00
CME	NZD	NEW ZEALAND DOLLAR	6N	2581.50	N/A	2581.50	2244.78	USD	Yes²	2581.50	2244.78
CME	CHF	SWISS FRANC	6S	6210.03	N/A	6210.03	5400.03	USD	Yes	6210.03	5400.03
CME	ZAR	SOUTH AFRICAN RAND	6Z	2286.26	N/A	2286.26	1988	USD	No	2286.26	1988
CME	ACDX	AUSTRALIAN DOLLAR	ACD	13307.94	N/A	13307.94	11572.13	CAD	No	13307.94	11572.13
CME	AJY	AUSTRALIAN DOLLAR	AJY	2533529.40	N/A	2533529.40	2203069.04	JPY	No	2533529.60	2203069.04
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	828.942	N/A	828.942	720.819	USD	No	828.942	720.819
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	26448.12	N/A	26448.12	22998.37	USD	No	26448.12	22998.37
CME	BOS	BOSTON HOUSING INDEX	BOS	5088.75	N/A	5088.75	4425	USD	No	5088.75	4425
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	198101.83	N/A	198101.83	169801.56	USD	Yes	198101.83	169801.56
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	270537.50	N/A	270537.50	235250	EUR	No	324645	282300
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	8276.01	N/A	8276.01	7196.53	USD	No	8276.01	7196.53
CME	CHI	CHICAGO HOUSING INDEX	CHI	3162.50	N/A	3162.50	2750	USD	No	3162.50	2750
CME	CLP	CHILEAN PESO	CHP	5658.08	N/A	5658.08	4907.02	USD	No	5643.08	4907.02
CME	CJY	CANADIAN DOLLAR	CJY	2840265.95	N/A	2840265.95	2469796.48	JPY	No	2840265.95	2469796.48
CME	CNH	UNITED STATES DOLLAR	CNH	24612.87	N/A	24612.87	21393	CNH	No	24612.87	21393
CME	CSC	CHEESE	CSC	7385.99	N/A	7385.99	6422.60	USD	No	7385.99	6422.60
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5249.75	N/A	5249.75	4565.00	USD	No	5249.75	4565.00
CME	CZK	CZECH KORUNA	CZK	21880.18	N/A	21880.18	19026.24	USD	Yes²	21880.18	19026.24
CME	DA	MILK CLASS III INDEX	DC	5575.07	N/A	5575.07	4847.86	USD	Yes	5575.07	4847.86
CME	DEN	DENVER HOUSING INDEX	DEN	4677.63	N/A	4677.63	4067.50	USD	No	4677.62	4067.50
CME	DY	CME DRY WHEY INDEX	DY	9037.25	N/A	9037.25	7858.48	USD	No	9037.25	7858.48
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2076.84	N/A	2076.84	1805.95	USD	No	2076.84	1805.95
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	17297.90	N/A	17297.90	15027.18	AUD	No	17297.90	15027.18
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	12596.89	N/A	12596.89	10947.14	CAD	No	12596.89	10947.14
CME	ECK	CZECH KORUNA	ECK	9314.08	N/A	9314.08	8099.20	EUR	No	9314.08	8099.20
CME	EHF	HUNGARIAN FORINT	EHF	5523.45	N/A	5523.45	4803.00	EUR	Yes²	5535.45	4803.00
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	17504.02	15220.80	25005.74	21744	USD	Yes²	25477.10	22154
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	240535.85	209161.21	343622.64	298801.72	JPY	No	321770	279800
CME	EPZ	POLISH ZLOTY	EPZ	6742.22	N/A	6742.22	5862.80	EUR	Yes²	6742.22	5862.80
CME	ES	E-MINI S&P 500	ES	16546.53	15042.30	23637.90	21489	USD	Yes	22184.80	20168
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	24946.40	N/A	24946.40	21685.18	USD	No	24946.40	21685.18
CME	ESTR	EURO SHORT-TERM RATE	ESR	747.543	N/A	747.543	650	EUR	No	747.538	650
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	79487.57	N/A	79487.57	69119.63	EUR	No	79487.71	69119.75
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	76870.94	N/A	76870.94	66844.29	USD	Yes	92245.13	80213.15
CME	GSCI	S&P-GSCI INDEX	GD	31458.81	N/A	31458.81	27355.48	USD	No	31458.81	27355.48
CME	GDK	CLASS IV MILK - 200K LBS	GDK	3611.38	N/A	3611.38	3140.33	USD	No	3611.38	3140.33
CME	GF	FEEDER CATTLE	GF	11161.09	N/A	11161.09	9705.30	USD	Yes	11161.09	9705.30
CME	NF	NON FAT DRY MILK INDEX	GNF	8314.49	N/A	8314.49	7229.99	USD	No	8314.49	7229.99
CME	HE	LEAN HOGS	HE	4852.26	N/A	4852.26	4219.36	USD	Yes	4852.26	4219.36
CME	HUF	HUNGARIAN FORINT	HUF	11131.38	N/A	11131.38	9679.46	USD	Yes²	11143.38	9679.46
CME	IBAA	BOVESPA INDEX - USD	IBV	34619.60	N/A	34619.60	30104	USD	No	34219.40	29756
CME	ILS	ISRAELI SHEKEL	ILS	37241.75	N/A	37241.75	32384.13	USD	Yes²	37241.75	32384.13
CME	J7	JAPANESE YEN	J7	2185.17	N/A	2185.17	1900.15	USD	No	2188.29	1900.15
CME	KRW	KOREAN WON	KRW	18070.94	N/A	18070.94	15640	USD	Yes²	11692.96	10120
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4427.50	N/A	4427.50	3850	USD	No	4427.50	3850
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	LBR	LUMBER FUTURES	LBR	2507.81	N/A	2507.81	2180.35	USD	No	2507.81	2180.35
CME	LE	LIVE CATTLE	LE	4876.94	N/A	4876.94	4240.81	USD	Yes	4876.94	4240.81
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	743.252	646.306	1061.79	923.295	USD	No	974.05	847
CME	M6A	AUSTRALIAN DOLLAR	M6A	253	N/A	253	220	USD	No	253	220
CME	M6B	BRITISH POUND	M6B	269.036	N/A	269.036	233.945	USD	No	269.036	233.945
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	415.368	N/A	415.368	361.19	USD	No	415.368	361.19
CME	MBT	MICRO BITCOIN	MBT	3962.04	N/A	3962.04	3396.03	USD	Yes	3962.04	3396.03
CME	MCD	CANADIAN DOLLAR	MCD	165.345	N/A	165.345	143.778	USD	No	165.345	143.778
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1654.73	1504.30	2363.90	2149	USD	Yes	2218.70	2017
CME	MET	MICRO ETHER	MET	153.742	N/A	153.742	133.689	USD	Yes	184.49	160.426
CME	MIA	MIAMI HOUSING INDEX	MIA	6454.375	N/A	6454.375	5612.50	USD	No	6454.375	5612.50
CME	MIR	INDIAN RUPEE	MIR	1345.16	N/A	1345.16	1169.60	USD	No	1345.16	1169.60
CME	MJY	JAPANESE YEN	MJY	437.034	N/A	437.034	380.03	USD	No	437.659	380.03
CME	MNH	UNITED STATES DOLLAR	MNH	2472.27	N/A	2472.27	2149.80	CNH	No	2472.27	2149.80
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	120267.69	104580.60	171810.99	149400.86	JPY	No	160885	139900
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1736.16	N/A	1736.16	1509.68	USD	No	1736.16	1509.68
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2404.71	2186.10	3435.30	3123	USD	Yes	3309.90	3009
CME	MSF	SWISS FRANC	MSF	621.003	N/A	621.003	540.003	USD	No	621.003	540.003
CME	MSL	MICRO SOLANA	MSL	2484.09	N/A	2484.09	2159.83	USD	No	2484.11	2159.84
CME	MXP	MICRO XRP	MXP	6579.50	N/A	6579.50	5720	USD	No	6579.73	5720
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1202676.94	1045806.03	1718109.91	1494008.62	JPY	No	1608735	1398900
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	17361.65	N/A	17361.65	15096.84	USD	No	17361.65	15096.84
CME	NOK	NORWEGIAN KRONE	NOK	20457.12	N/A	20457.12	17786.26	USD	No	20457.12	17786.26
CME	NQ	E-MINI NASDAQ 100	NQ	24044.86	21858.96	34349.79	31227.09	USD	Yes	33103.40	30094
CME	NYM	NEW YORK HOUSING INDEX	NYM	4786.875	N/A	4786.875	4162.50	USD	No	4786.875	4162.50
CME	PJY	BRITISH POUND	PJY	3144331.75	N/A	3144331.75	2734201.52	JPY	No	3144332.00	2734201.52
CME	PLN	POLISH ZLOTY	PLN	15266.13	N/A	15266.13	13274.89	USD	Yes²	15266.13	13274.89
CME	PSF	BRITISH POUND	PSF	13009.03	N/A	13009.03	11312.20	CHF	No	13009.03	11312.20
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	910.804	N/A	910.804	792.003	USD	No	910.812	792.006
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	572.70	N/A	572.70	498	USD	No	572.70	498
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	665.456	N/A	665.456	578.657	USD	No	665.459	578.657
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	536.283	N/A	536.283	466.333	USD	No	536.283	466.333
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	1285.10	N/A	1285.10	1117.48	USD	No	1285.10	1117.48
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4096.17	N/A	4096.17	3561.70	CHF	No	4096.17	3561.70
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8071.85	N/A	8071.85	7019	USD	Yes²	8071.85	7019
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	10482.45	N/A	10482.45	9115.18	EUR	Yes²	10482.77	9115.18
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6217.35	N/A	6217.35	5406.25	GBP	No	6217.35	5406.25
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	19366.61	N/A	19366.61	16824.76	USD	No	19366.61	16824.76
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	42431.12	N/A	42431.12	36889.98	USD	No	42431.13	36889.98
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10074.69	N/A	10074.69	8759.34	USD	No	10074.69	8759.34
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7432.565	6463.10	10617.95	9233	USD	Yes	9738.20	8468
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1215393.82	N/A	1215393.82	1056810.99	JPY	Yes²	1215393.57	1056810.99
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4496.50	N/A	4496.50	3910.00	USD	No	4496.50	3910.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	SEK	SWEDISH KRONA	SEK	23061.88	N/A	23061.88	20049.47	USD	No	23061.88	20049.47
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5275.625	N/A	5275.625	4587.50	USD	No	5275.625	4587.50
CME	SGX	SHORT GILT	SG	297528.69	N/A	297528.69	258720.56	USD	No	297528.64	258720.56
CME	SIR	INDIAN RUPEE	SIR	6725.50	N/A	6725.50	5848	USD	No	6725.50	5848
CME	SJY	SWISS FRANC	SJY	4358978.08	N/A	4358978.08	3790415.72	JPY	No	4358978.58	3790415.72
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	32150.38	N/A	32150.38	27956.85	USD	No	32150.38	27956.85
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	49694.40	N/A	49694.40	43196.69	USD	No	49694.63	43196.88
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1961.19	N/A	1961.19	1705.37	GBP	No	1961.18	1705.37
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1396.63	N/A	1396.63	1214.45	USD	No	1396.62	1214.45
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	907.923	N/A	907.923	789.499	USD	Yes	907.926	789.499
CME	SVX	SCHNEIDER ELECTRIC SE	SU	80468.90	N/A	80468.90	69972.95	USD	No	80468.90	69972.95
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1011.42	N/A	1011.42	879.464	USD	No	1011.41	879.464
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4916.25	N/A	4916.25	4275	USD	No	4916.25	4275
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	14313.20	N/A	14313.20	12445.02	USD	No	14313.19	12445.02
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	12303.85	N/A	12303.85	10698.41	USD	No	12303.85	10698.41
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	10557.48	N/A	10557.48	9180	USD	No	10469.71	9103.64
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	18202.59	N/A	18202.59	15827.91	USD	No	18202.58	15827.91
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	29148.04	N/A	29148.04	25342.83	USD	No	29148.05	25342.83
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	6815.58	N/A	6815.58	5926.13	USD	No	6815.59	5926.13
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4514.33	N/A	4514.33	3923.63	USD	No	4514.33	3923.63
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11594.68	N/A	11594.68	10081.17	USD	No	11594.68	10081.17
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	13354.22	N/A	13354.22	11611.13	USD	No	13354.22	11611.13
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	45091.21	N/A	45091.21	39199.42	USD	No	45091.21	39199.42
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	11625.22	N/A	11625.22	10107.06	USD	No	11625.22	10107.06
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	131584.66	N/A	131584.66	114400	USD	No	131588.35	114400

COMEX

Exchange COMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
COMEX	1OZ	1 OUNCE GOLD FUTURES	1OZ	232.107	N/A	232.107	201.833	USD	No	232.107	201.833
COMEX	ALI	ALUMINUM INDEX	ALI	6476.28	N/A	6476.28	5631.55	USD	No	6476.28	5631.55
COMEX	GC	GOLD	GC	23210.05	N/A	23210.05	20182.65	USD	Yes	23210.04	20182.65
COMEX	HG	COPPER INDEX	HG	12050.81	N/A	12050.81	10478.97	USD	Yes	12050.81	10478.97
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2499.33	N/A	2499.33	2173.21	USD	No	2499.33	2173.21
COMEX	MGC	E-MICRO GOLD	MGC	2321.01	N/A	2321.01	2018.26	USD	Yes	2321.00	2018.26
COMEX	MHG	MICRO COPPER	MHG	1205.08	N/A	1205.08	1047.90	USD	No	1205.08	1047.90
COMEX	QC	COMEX MINY COPPER	QC	5995.53	N/A	5995.53	5213.50	USD	No	5995.53	5213.50
COMEX	QI	COMEX MINY SILVER	QI	13327.06	N/A	13327.06	11588.75	USD	No	13327.06	11588.75
COMEX	QO	COMEX MINY GOLD	QO	11605.03	N/A	11605.03	10091.32	USD	No	11605.02	10091.32
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	37066.40	N/A	37066.40	32231.66	CNH	No	37066.43	32231.66
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	8902.10	N/A	8902.10	7740.95	USD	No	8902.10	7740.95
COMEX	SI	SILVER INDEX	SI	26654.125	N/A	26654.125	23177.50	USD	Yes	26654.125	23177.50
COMEX	SI	SILVER INDEX	SIL	5330.825	N/A	5330.825	4635.50	USD	No	5330.825	4635.50
COMEX	UX	URANIUM INDEX	UX	2881.00	N/A	2881.00	2505.21	USD	No	2881.00	2505.21

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	41434.50	N/A	41434.50	36030.00	EUR	No	41434.50	36030.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	11477.31	N/A	11477.31	9980.27	EUR	Yes	11477.31	9980.27

EUREX

Exchange EUREX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
EUREX	CONF	SWISS FEDERAL LONG-TERM BONDS	CONF	9773.01	N/A	9773.01	8498.27	CHF	No	9773.01	8498.27
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6994.98	N/A	6994.98	6076.70	EUR	No	6994.98	6076.70
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2981.29	N/A	2981.29	2592.43	EUR	Yes	4282.65	3724.04
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1111.92	N/A	1111.92	966.89	EUR	No	1410.12	1226.19
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	4158.08	N/A	4158.08	3615.72	USD	No	4158.08	3615.72
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2631.20	N/A	2631.20	2288.00	EUR	No	2631.20	2288.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	34671.14	30148.82	49530.21	43069.75	EUR	Yes	48233.59	41942.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9206.90	N/A	9206.90	8006.00	EUR	Yes²	9206.90	8006.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6934.23	6029.76	9906.04	8613.95	EUR	No	9646.72	8388.45
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1386.85	1205.95	1981.21	1722.79	EUR	Yes	1929.34	1677.69
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	297.939	N/A	297.939	259.077	EUR	No	286.825	249.413
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2350.90	N/A	2350.90	2043.66	EUR	No	2350.90	2043.66
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3224.83	2804.20	4606.90	4006	EUR	Yes²	4606.90	4006
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1402.44	N/A	1402.44	1218.99	EUR	No	1351.38	1174.61
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4495.37	N/A	4495.37	3905.89	EUR	Yes²	4495.37	3905.89
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	931.957	810.397	1331.37	1157.71	EUR	Yes	1208.47	1050.84
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5810.45	N/A	5810.45	5052.57	EUR	Yes²	5417.96	4711.27
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1833.73	N/A	1833.73	1593.94	EUR	Yes²	1661.29	1444.04
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3522.05	N/A	3522.05	3062.65	EUR	Yes²	3155.95	2744.31
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6948.60	N/A	6948.60	6042.26	EUR	Yes²	6516.71	5666.71
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2661.48	N/A	2661.48	2314.33	EUR	Yes²	2487.96	2163.44
EUREX	ESI	EURO STOXX INSURANCE	FESI	3048.91	N/A	3048.91	2649.72	EUR	Yes²	2614.55	2272.22
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1687.02	N/A	1687.02	1466.97	EUR	Yes²	1305.05	1134.83
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3766.36	N/A	3766.36	3275.10	EUR	Yes²	3588.49	3120.425
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1341.90	N/A	1341.90	1166.87	EUR	Yes²	1337.16	1162.75
EUREX	SXRE	EURO STOXX RETAIL	FESR	3978.08	N/A	3978.08	3459.20	EUR	Yes²	3629.68	3156.25
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1138.70	N/A	1138.70	989.408	EUR	Yes²	1061.72	922.52
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1272.90	N/A	1272.90	1106.87	EUR	Yes²	1064.57	925.71
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1744.27	N/A	1744.27	1516.48	EUR	Yes	1435.66	1248.17
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1206.62	N/A	1206.62	1049.24	EUR	Yes²	1017.45	884.736
EUREX	ESTX50	EURO STOXX50	FESX	2961.16	2574.93	4230.24	3678.47	EUR	Yes	4100.15	3565.35
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	16946.40	N/A	16946.40	14736.00	EUR	Yes²	16946.40	14736.00
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5317.64	N/A	5317.64	4624.03	EUR	Yes²	5419.16	4712.31
EUREX	EU3	THREE MONTH EURIBOR	FEU3	372.049	N/A	372.049	323.521	EUR	Yes	372.049	323.521
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2658.11	2311.40	3797.30	3302.00	EUR	Yes	3797.30	3302.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	8749.56	N/A	8749.56	7599.55	EUR	Yes²	8749.56	7599.55
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1167.75	N/A	1167.75	1013.40	GBP	No	1167.75	1013.40
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2552.53	N/A	2552.53	2219.59	EUR	Yes	2947.62	2563.15
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1514.88	N/A	1514.88	1317.29	EUR	Yes	1580.47	1374.32
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	630.789	N/A	630.789	548.512	EUR	Yes	630.789	548.512
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	6458.87	N/A	6458.87	5616.41	EUR	Yes	6458.87	5616.41
EUREX	DJESL	EURO STOXX LARGE	FLCE	2383.36	N/A	2383.36	2071.76	EUR	No	2081.83	1809.645
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2189.63	N/A	2189.63	1903.20	EUR	No	1716.03	1491.555
EUREX	DJESM	EURO STOXX MID	FMCE	2206.27	N/A	2206.27	1918.03	EUR	No	1735.86	1509.08
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1677.48	1458.63	2396.40	2083.76	USD	No	3084.29	2681.90
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2301.88	N/A	2301.88	2001.42	EUR	Yes²	1838.48	1598.51
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	4085.69	3552.70	5836.71	5075.28	USD	No	5178.96	4503.34
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	8922.60	N/A	8922.60	7755.62	USD	No	8922.60	7755.62
EUREX	MXEU	MSCI EUROPE	FMEP	1678.46	N/A	1678.46	1459.53	EUR	No	1678.46	1459.53
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	1991.33	1731.53	2844.75	2473.61	EUR	No	2366.30	2057.58
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	7341.60	6383.73	10487.99	9119.62	USD	No	9212.39	8010.44
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6008.72	N/A	6008.72	5224.62	USD	No	6008.72	5224.62
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	12699.89	N/A	12699.89	11041.74	USD	No	12699.89	11041.74
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	3505.11	3047.92	5007.30	4354.17	EUR	No	3348.15	2911.43
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6149.85	5347.66	8785.50	7639.52	USD	No	7876.55	6849.13
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6109.41	N/A	6109.41	5309.78	USD	No	6109.41	5309.78
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2610.08	N/A	2610.08	2269.64	EUR	No	2652.79	2306.77
EUREX	DJESS	EURO STOXX SMALL	FSCE	1378.62	N/A	1378.62	1198.50	EUR	No	1142.85	993.53
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1533.74	N/A	1533.74	1333.63	EUR	No	1263.43	1098.59
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1054.04	916.531	1505.77	1309.33	EUR	No	1171.54	1018.71
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3530.37	N/A	3530.37	3069.88	CHF	Yes²	3530.37	3069.88
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8857.30	N/A	8857.30	7702.00	CHF	No	8857.30	7702.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	7226.56	6283.96	10323.65	8977.09	CHF	Yes	7344.87	6386.84
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3680.99	N/A	3680.99	3199.12	CHF	Yes²	3680.99	3199.12
EUREX	SMI	SWISS MARKET INDEX	FSMS	722.656	628.396	1032.37	897.709	CHF	No	734.487	638.684
EUREX	MDAX	MIDCAP DAX	FSMX	2880.22	N/A	2880.22	2504.39	EUR	No	2366.31	2057.54
EUREX	ST3	THREE MONTH ESTR	FST3	127.312	N/A	127.312	110.706	EUR	No	127.312	110.706
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2873.89	N/A	2873.89	2498.94	EUR	Yes²	2669.84	2321.51
EUREX	SX7P	STOXX 600 BANKS	FSTB	1217.47	1058.64	1739.24	1512.345	EUR	Yes	1464.40	1273.36
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4907.22	N/A	4907.22	4263.17	EUR	Yes²	4197.91	3646.95
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1256.76	1092.83	1795.37	1561.18	EUR	Yes	1593.87	1385.96
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4654.18	N/A	4654.18	4044.89	EUR	Yes²	3728.18	3240.11
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4684.55	N/A	4684.55	4072.96	EUR	Yes²	4230.69	3678.36
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4512.96	N/A	4512.96	3924.02	EUR	Yes²	3259.95	2834.53
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2892.23	N/A	2892.23	2514.64	EUR	Yes²	2370.97	2061.43
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	736.63	N/A	736.63	640.488	EUR	No	736.63	640.488
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1863.78	N/A	1863.78	1619.95	EUR	Yes²	1499.82	1303.61
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3776.14	N/A	3776.14	3283.00	EUR	Yes²	3640.18	3164.80
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1860.15	N/A	1860.15	1617.25	EUR	Yes²	1941.55	1688.02
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1597.31	N/A	1597.31	1387.92	EUR	Yes²	1597.31	1387.92
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3133.82	N/A	3133.82	2724.97	EUR	Yes	3324.12	2890.45
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	745.092	N/A	745.092	647.816	EUR	Yes²	738.402	642.00
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1643.31	N/A	1643.31	1428.89	EUR	Yes	1420.46	1235.12
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1395.77	N/A	1395.77	1213.42	EUR	Yes²	1173.74	1020.39
EUREX	STX	STOXX50	FSTX	3432.99	N/A	3432.99	2984.88	EUR	Yes²	2580.88	2244
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7476.90	N/A	7476.90	6500.75	EUR	Yes²	7476.90	6500.75
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3269.77	N/A	3269.77	2841.40	EUR	Yes²	3269.77	2841.40
EUREX	ESTX50	EURO STOXX50	FSXE	296.116	257.493	423.024	367.847	EUR	No	410.015	356.535
EUREX	TDX	TECDAX	FTDX	8178.46	N/A	8178.46	7111.70	EUR	Yes²	8178.46	7111.70
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	1036.67	N/A	1036.67	900.76	USD	No	1036.67	900.76
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1023.50	N/A	1023.50	890.00	EUR	Yes	2528.56	2198.75
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2296.47	N/A	2296.47	1995.80	EUR	No	1884.74	1637.97
EUREX	DJ600	STOXX 600 INDEX	FXXP	1482.17	1288.85	2117.39	1841.21	EUR	Yes	1767.65	1537.09

Euronext NL (FTA)

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

Exchange FTA	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
FTA	AMX	AMX INDEX	FMX	8991.79	N/A	8991.79	7818.94	EUR	No	8991.79	7818.94
FTA	EOE	AMS EOE INDEX	FTI	11830.03	10286.98	16900.04	14695.69	EUR	Yes	12559.13	10920.98
FTA	EOE	AMS EOE INDEX	MFA	1183.00	1028.70	1690.00	1469.57	EUR	No	1255.91	1092.10

Hong Kong Futures Exchange (HKFE)

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

Exchange HKFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	CES120	CES CHINA 120 INDEX	CHH	67601.87	N/A	67601.87	58784.24	HKD	No	67601.87	58784.24
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24574.695	N/A	24574.695	21369.30	CNH	Yes	24574.695	21369.30
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3150.43	N/A	3150.43	2739.50	HKD	No	3150.43	2739.50
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9200.12	N/A	9200.12	8000.10	HKD	No	9200.12	8000.10
HKFE	GDR	CNH GOLD FUTURES	GDR	147059.80	N/A	147059.80	127878.09	CNH	No	147059.81	127878.09
HKFE	GDU	USD GOLD FUTURES	GDU	20913.67	N/A	20913.67	18185.80	USD	No	20913.67	18185.80
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	41552.49	36132.60	59360.70	51618	HKD	Yes	59360.70	51618
HKFE	HSI	HANG SENG STOCK INDEX	HSI	95245.02	82821.76	136064.32	118316.80	HKD	Yes	136064.32	118316.80
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	33686.93	29292.98	48124.19	41847.12	HKD	Yes	48124.19	41847.12
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4212.86	N/A	4212.86	3663.35	USD	No	4212.86	3663.35
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8310.50	7226.52	11872.14	10323.60	HKD	Yes	11872.14	10323.60
HKFE	MCS	UNITED STATES DOLLAR	MCS	4918.19	N/A	4918.19	4273.86	CNH	No	4918.19	4273.86
HKFE	MHI	MINI HANG SENG INDEX	MHI	19049.00	16564.35	27212.86	23663.36	HKD	Yes	27212.86	23663.36
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2637.65	N/A	2637.65	2293.61	USD	No	2637.65	2293.61
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	6315.74	N/A	6315.74	5490.72	USD	No	6315.74	5490.72
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	8233.46	N/A	8233.46	7159.26	USD	No	8233.46	7159.26
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	53331.25	N/A	53331.25	46375	HKD	No	123797.50	107650

Intercontinental Exchange (ICEEU)

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

Exchange ICEEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEU	ER3	COMPOUNDED ESTR AVERAGE 3 MONTHS RATE	ER3	158.562	N/A	158.562	137.88	EUR	No	158.567	137.88
ICEEU	SG	GENERALI	G	3066.21	N/A	3066.21	2666.27	GBP	No	3066.21	2666.27
ICEEU	H	MEDIUM GILT	H	6066.86	N/A	6066.86	5275.53	GBP	No	6066.86	5275.53
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	449.938	N/A	449.938	391.25	EUR	Yes	449.945	391.25
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5496.70	N/A	5496.70	4778.98	USD	No	5496.70	4778.98
ICEEU	O	5 YEAR EURO SWAPNOTE	O	3662.50	N/A	3662.50	3184.79	EUR	No	3662.50	3184.79
ICEEU	P	10 YEAR EURO SWAPNOTE	P	7150.68	N/A	7150.68	6217.98	EUR	No	7150.67	6217.98
ICEEU	R	LONG GILT	R	3970.27	N/A	3970.27	3452.41	GBP	No	3970.27	3452.41
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	475.503	N/A	475.503	412.40	CHF	No	474.26	412.40
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	289.23	N/A	289.23	251.50	GBP	Yes	289.225	251.50
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	801.542	N/A	801.542	696.993	GBP	No	801.552	696.993
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1466.26	N/A	1466.26	1275.01	EUR	No	1466.27	1275.01
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	693.242	N/A	693.242	602.80	GBP	No	693.242	602.80
ICEEU	Y	FTSE 250 INDEX	Y2	4922.22	N/A	4922.22	4279.61	GBP	No	4922.22	4279.61
ICEEU	Z	FTSE 100 INDEX	Z	4846.94	4214.73	6924.20	6021.04	GBP	Yes	6924.20	6021.04

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	11063	N/A	11063	9620	GBP	No	11063	9620
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7601.50	N/A	7601.50	6610	USD	No	7601.50	6610
ICEEUSOFT	T	WHEAT	T	2450.29	N/A	2450.29	2130.69	GBP	No	2450.29	2130.69
ICEEUSOFT	W	WHITE SUGAR	W	2083.57	N/A	2083.57	1811.80	USD	No	2083.57	1811.80

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	6910.93	N/A	6910.93	6009.50	USD	No	6910.93	6009.50
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	24425999.71	N/A	24425999.71	21239999.75	JPY	No	24425999.71	21239999.75
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10353.36	N/A	10353.36	9001.37	USD	No	10353.36	9001.37
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13878.80	N/A	13878.80	12068.52	CAD	No	13878.80	12068.52
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6998.78	N/A	6998.78	6085.89	GBP	No	6998.78	6085.89
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	19019.36	N/A	19019.36	16538.57	AUD	No	19019.36	16538.57
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	7311.97	N/A	7311.97	6358.23	CHF	No	7311.97	6358.23
ICEUS	ZY	SWISS FRANC	KZY	4358978.08	N/A	4358978.08	3790415.72	JPY	No	4358978.58	3790415.72
ICEUS	MP	BRITISH POUND	MP	8071.09	N/A	8071.09	7018.34	USD	No	8071.09	7018.34
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	13360.46	N/A	13360.46	11617.79	CHF	No	13360.46	11617.79
ICEUS	GBP	BRITISH POUND	SY	3188322.83	N/A	3188322.83	2772454.64	JPY	No	3188323.08	2772454.64

Borsa Italiana (IDEM)

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

Exchange IDEM	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IDEM	MIBDIV	FTSE MIB DIVIDEND INDEX	FDIV	2284.03	N/A	2284.03	1986	EUR	No	2284.03	1986
IDEM	FTMIB	FTSE MIB INDEX	FIB	19720.53	17148.285	28172.18	24497.55	EUR	Yes	28172.18	24497.55
IDEM	FTMIB	FTSE MIB INDEX	MICR	788.821	685.931	1126.89	979.902	EUR	No	1126.89	979.902
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3944.11	3429.66	5634.44	4899.51	EUR	No	5634.44	4899.51
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1116.59	N/A	1116.59	970.944	EUR	No	1116.59	970.945

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	18298.41	N/A	18298.41	15911.66	USD	No	18298.41	15911.66
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250.00	13000
IPE	GOIL	ICE GASOIL	GOIL	8425.95	N/A	8425.95	6740.76	USD	No	8425.95	6740.76
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	26304.81	N/A	26304.81	22873.75	USD	No	26304.81	22873.75
IPE	NGF	ICE UK NATURAL GAS	NGF	5069.79	N/A	5069.79	4408.51	GBP	No	24772.10	4408.51
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	20910.24	N/A	20910.24	16728.19	USD	No	20910.24	16728.19
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14545.54	N/A	14545.54	11636.43	USD	Yes	14545.54	11636.43

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	8316656.25	7231875	11880937.50	10331250	KRW	Yes	11880937.50	10331250
KSE	K200M	MINI KOSPI200 INDEX	05	1660070.96	1443539.96	2371529.94	2062199.94	KRW	Yes	2371530.14	2062199.94
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1164018.275	884310.03	1662883.25	1263300.05	KRW	No	1662883.25	1263300.05
KSE	005930	HANG SENG BANK LTD	11	183490.44	N/A	183490.44	159556.90	KRW	No	188718.05	159556.90
KSE	017670	HENDERSON LAND DEVELOPMENT	12	165659.08	N/A	165659.08	144051.38	KRW	No	209864.57	144051.38
KSE	005490	POSCO HOLDINGS INC	13	946206.89	N/A	946206.89	780278.28	KRW	No	897320.02	780278.28
KSE	030200	KTCORPORATION	14	177293.88	N/A	177293.88	141300.39	KRW	No	162495.45	141300.39
KSE	015760	KOREA ELECTRIC POWER CORP	15	112121.25	N/A	112121.25	89782.02	KRW	No	103249.32	89782.02
KSE	005380	SUN HUNG KAI PROPERTIES	16	616907.53	N/A	616907.53	536441.33	KRW	No	657672.77	536441.33
KSE	016360	NEW WORLD DEVELOPMENT	17	208511.87	N/A	208511.87	181314.67	KRW	No	232770.52	181314.67
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	183202.84	N/A	183202.84	159306.82	KRW	No	189430.10	159306.82
KSE	000270	SWIRE PACIFIC LTD - CL A	19	287890.17	N/A	287890.17	250339.28	KRW	No	300247.29	250339.28
KSE	012330	HYUNDAI MOBIS CO LTD	20	861369.68	N/A	861369.68	749017.11	KRW	No	912438.20	749017.11
KSE	006400	SAMSUNG SDI CO LTD	22	532927.56	N/A	532927.56	463415.27	KRW	No	576588.65	463415.27
KSE	009150	BANK OF EAST ASIA LTD	23	409258.45	N/A	409258.45	355876.91	KRW	No	450766.14	355876.91
KSE	066570	LG ELECTRONICS INC	24	224042.39	N/A	224042.39	194819.47	KRW	No	233320.32	194819.47
KSE	036460	KOREA GAS CORPORATION	28	162813.66	N/A	162813.66	109539.06	KRW	No	125969.92	109539.06
KSE	004020	HYUNDAI STEEL CO	32	102242.72	N/A	102242.72	88906.71	KRW	No	105369.54	88906.71
KSE	003550	LG CORP	34	240148.14	N/A	240148.14	208824.47	KRW	No	277446.05	208824.47
KSE	078930	GS HOLDINGS	35	142507.08	N/A	142507.08	123919.20	KRW	No	151683.86	123919.20
KSE	033780	KT & G CORPORATION	36	381823.61	N/A	381823.61	321114.53	KRW	No	369281.71	321114.53
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	950526.48	N/A	950526.48	826544.77	KRW	No	1201705.62	826544.77
KSE	086790	HANA FINANCIAL GROUP	40	251652.25	N/A	251652.25	218828.05	KRW	No	272964.42	218828.05
KSE	096770	SK INNOVATION CO LTD	41	343109.87	N/A	343109.87	298356.41	KRW	No	386535.49	298356.41
KSE	001040	CJ CORP	42	443770.76	N/A	443770.76	385887.62	KRW	No	499321.26	385887.62
KSE	034220	LG DISPLAY CO LTD	45	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	105560	KB FINANCIAL GROUP INC	46	336207.40	N/A	336207.40	292354.26	KRW	No	386624.46	292354.26
KSE	051910	LG CHEM LTD	47	813221.72	N/A	813221.72	642729.22	KRW	No	739138.60	642729.22
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	85756.50	N/A	85756.50	68180	KRW	No	85756.50	68180
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	000660	SK HYNIX INC	50	800973.11	N/A	800973.11	696498.36	KRW	No	881966.72	696498.36
KSE	006360	GS ENGINEERING & CONSTRUCT	51	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	139480	E-MART INC	54	269483.61	N/A	269483.61	234333.57	KRW	No	300817.90	234333.57
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	124802.94	N/A	124802.94	107788.44	KRW	No	123956.70	107788.44
KSE	035420	NAVER CORP	56	727634.51	N/A	727634.51	632725.66	KRW	No	768537.12	632725.66
KSE	003490	KOREAN AIR LINES CO LTD	57	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	932292	N/A	932292	703080.75	KRW	No	932292	703080.75
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3076632	N/A	3076632	2089827.04	KRW	No	3076632	2089827.04
KSE	KWY	UNITED STATES DOLLAR	75	1565265.21	N/A	1565265.21	1361099.98	KRW	No	3130529.94	2722199.95
KSE	032640	LG UPLUS CORP	B0	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	010950	S-OILCORPORATION	B2	180902.02	N/A	180902.02	157306.10	KRW	No	188126.42	157306.10
KSE	010130	KOREA ZINC CO LTD	B3	2361217.02	N/A	2361217.02	2053232.19	KRW	No	2584146.16	2053232.19
KSE	024110	INDUSTRIALBANKOFKOREA	B4	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	001680	DAESANG CORPORATION	B6	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	047050	POSCO INTERNATIONAL CORP	B7	156495.36	N/A	156495.36	127545.49	KRW	No	146677.31	127545.49
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	250200	N/A	250200	166800	KRW	No	250200	166800
KSE	023530	BARLEY FUTURES	BA	222029.17	N/A	222029.17	193068.85	KRW	No	238304.61	193068.85
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	196144.94	N/A	196144.94	170560.82	KRW	No	198388.26	170560.82
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	390285	N/A	390285	318113.46	KRW	No	410284.27	318113.46
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	029780	SAMSUNG CARD CO	BG	151931.59	N/A	151931.59	128795.94	KRW	No	148115.33	128795.94
KSE	036570	NCSOFTCORPORATION	BJ	620290.14	N/A	620290.14	513933.28	KRW	No	591023.27	513933.28
KSE	000080	HITE JINRO CO LTD	BK	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	396603.96	N/A	396603.96	344873.01	KRW	No	448095.92	344873.01
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	255678.69	N/A	255678.69	222329.30	KRW	No	301995.86	222329.30
KSE	000720	DANONE	BN	263097	N/A	263097	184315.74	KRW	No	263097	184315.74
KSE	011210	HYUNDAI WIA CORP	BP	139199.64	N/A	139199.64	121043.16	KRW	No	148872.32	121043.16
KSE	008770	HOTEL SHILLA CO LTD	BQ	147827.72	N/A	147827.72	128545.84	KRW	No	151011.10	128545.84
KSE	035250	KANGWON LAND, INC.	BS	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	138930	BNK FINANCIAL GROUP INC	BT	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	001120	LX INTERNATIONAL CORP	BX	89156.80	N/A	89156.80	77527.65	KRW	No	96267.40	77527.65
KSE	011070	LG INNOTEK CO LTD	BY	449235.24	N/A	449235.24	390639.34	KRW	No	477792.49	390639.34
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	034730	SK INC	C1	663525	N/A	663525	516434.18	KRW	No	693636.03	516434.18
KSE	001740	SK NETWORKS CO LTD	C2	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	343972.68	N/A	343972.68	299106.68	KRW	No	346399.37	299106.68
KSE	018260	SAMSUNG SDS CO LTD	C5	475982.26	N/A	475982.26	413897.62	KRW	No	487572.71	413897.62
KSE	090430	AMOREPACIFIC CORP	C6	395453.55	N/A	395453.55	343872.66	KRW	No	433944.08	343872.66
KSE	030000	CHEIL WORLDWIDE INC	C7	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	028260	SAMSUNG C&T CORP	C8	467929.38	N/A	467929.38	406895.12	KRW	No	476509.84	406895.12
KSE	000880	HANWHA CORPORATION	C9	502740	N/A	502740	335160	KRW	No	502740	335160
KSE	088350	CARREFOUR SA	CA	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	086280	COCOA NYBOT	CC	397466.77	N/A	397466.77	345623.28	KRW	No	425959.82	345623.28
KSE	010620	HD HYUNDAI MIPO	CD	527463.13	N/A	527463.13	458663.59	KRW	No	642117.42	458663.59
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	78407	N/A	78407	68180	KRW	No	84968.92	68180
KSE	035720	KAKAO CORP	CF	215496	N/A	215496	148803.07	KRW	No	215496	148803.07
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	069080	WEBZEN INC	CK	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	096530	LIGHT SWEET CRUDE OIL	CL	95634	N/A	95634	80528.72	KRW	No	95722.91	80528.72
KSE	022100	POSCO DX CO LTD	CN	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	068270	CELLTRION INC	CP	568849.60	N/A	568849.60	447359.76	KRW	No	514463.72	447359.76
KSE	122870	YG ENTERTAINMENT INC	CQ	245584.44	N/A	245584.44	212075.625	KRW	No	243886.97	212075.625
KSE	051900	LG H&H	CR	940460.39	N/A	940460.39	817791.64	KRW	No	966627.04	817791.64
KSE	002790	AXA SA	CS	92895.63	N/A	92895.63	80778.81	KRW	No	105510.87	80778.81
KSE	000810	COTTON NO. 2	CT	1268327.36	N/A	1268327.36	1102893.36	KRW	No	1349900.70	1102893.36
KSE	008930	HANMI SCIENCE CO LTD	CV	138401.25	N/A	138401.25	108288.62	KRW	No	138401.25	108288.62
KSE	021240	COWAY CO LTD	CW	285014.16	N/A	285014.16	247838.40	KRW	No	301367.71	247838.40
KSE	128940	HANMI PHARM CO LTD	CX	844113.57	N/A	844113.57	734011.80	KRW	No	925160.66	734011.80
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	354901.57	N/A	354901.57	308610.06	KRW	No	355341.82	308610.06
KSE	097950	CJ CHEILJEDANG CORP.	D1	775088.95	N/A	775088.95	673990.39	KRW	No	836050.41	673990.39
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	132191.48	N/A	132191.48	112915.27	KRW	No	129852.56	112915.27
KSE	002380	KCC CORP	D3	910262.11	N/A	910262.11	791532.27	KRW	No	916391.29	791532.27
KSE	012750	S1 CORPORATION	D5	202184.60	N/A	202184.60	175812.70	KRW	No	210435.41	175812.70
KSE	000100	YUHAN CORPORATION	D6	316362.82	N/A	316362.82	275098.11	KRW	No	352755.27	275098.11
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	169125	N/A	169125	141550.48	KRW	No	176984.99	141550.48
KSE	069960	HYUNDAI DEPT STORE CO	D8	223754.80	N/A	223754.80	194569.39	KRW	No	229032.36	194569.39
KSE	004370	MILK CLASS III INDEX	DA	1163352.40	N/A	1163352.40	1011610.78	KRW	No	1259795.54	1011610.78
KSE	079550	LIG NEX1 CO LTD	DB	1832017.50	N/A	1832017.50	1290460.23	KRW	No	1832017.50	1290460.23
KSE	204320	HL MANDO CO LTD	DC	100373.29	N/A	100373.29	87281.12	KRW	No	106997.81	87281.12
KSE	004170	SHINSEGAE INC	DD	550758.94	N/A	550758.94	478920.82	KRW	No	590442.13	478920.82
KSE	161890	KOLMAR KOREA CO LTD	DE	287314.97	N/A	287314.97	249839.10	KRW	No	331671.37	249839.10
KSE	111770	YOUNGONE CORP	DG	176875.58	N/A	176875.58	153804.85	KRW	No	193094.99	153804.85
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	267758.00	N/A	267758.00	232833.05	KRW	No	274090.15	232833.05
KSE	192820	COSMAX INC	DK	760708.83	N/A	760708.83	661485.94	KRW	No	956652.47	661485.94
KSE	039130	HANA TOUR SERVICE INC	DN	158756.62	N/A	158756.62	138049.24	KRW	No	162953.56	138049.24
KSE	086900	MEDY-TOX INC	DP	477995.48	N/A	477995.48	415648.24	KRW	No	490588.42	415648.24
KSE	078340	COM2US CORP	DR	118052.66	N/A	118052.66	101911.35	KRW	No	117198.05	101911.35
KSE	035760	CJ ENM CO LTD	DT	212670	N/A	212670	173811.99	KRW	No	212670	173811.99
KSE	056190	SFA ENGINEERING CORP	DV	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	241560	DOOSAN BOBCAT INC	DW	161920.25	N/A	161920.25	140800.21	KRW	No	174121.10	140800.21
KSE	017800	CME DRY WHEY INDEX	DY	242736.56	N/A	242736.56	211075.27	KRW	No	298037.68	211075.27
KSE	105630	HANSAE CO LTD	DZ	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	240810	WONIK IPS CO LTD	E0	81679.13	N/A	81679.13	71025.33	KRW	No	84280.45	71025.33
KSE	091700	PARTRON CO LTD	E3	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	041510	SM ENTERTAINMENT CO LTD	E4	379855.78	N/A	379855.78	326366.39	KRW	No	375321.34	326366.39
KSE	251270	NETMARBLE CORP	E5	178601.20	N/A	178601.20	155305.39	KRW	No	188822.75	155305.39
KSE	003670	POSCO FUTURE M CO LTD	E8	405408	N/A	405408	336354.83	KRW	No	405408	336354.83
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	316140	WOORI FINANCIAL GROUP INC	EB	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	009420	HANALL BIOPHARMA CO LTD	EE	78407	N/A	78407	68180	KRW	No	81733.31	68180
KSE	035900	JYP ENTERTAINMENT CORP	EF	211093.51	N/A	211093.51	178563.69	KRW	No	205348.25	178563.69
KSE	028670	PAN OCEAN CO LTD	EH	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	317236.19	N/A	317236.19	271846.95	KRW	No	317190	271846.95
KSE	093370	FOOSUNG CO LTD	EL	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	375500	DL E&C CO LTD	ER	147540.11	N/A	147540.11	128295.75	KRW	No	167723.14	128295.75
KSE	207940	E-MINI S&P 500	ES	3002570.76	N/A	3002570.76	2610931.09	KRW	No	3076295.54	2610931.09
KSE	028050	SAMSUNG E&A CO LTD	ET	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	272210	HANWHA SYSTEMS CO LTD	EV	238221	N/A	238221	158814	KRW	No	238221	158814
KSE	293490	KAKAO GAMES CORP	EX	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	247540	ECOPRO BM CO LTD	EY	318546	N/A	318546	260342.85	KRW	No	318546	260342.85
KSE	253450	STUDIO DRAGON CORP	EZ	139055.84	N/A	139055.84	120918.125	KRW	No	140728.34	120918.125
KSE	278280	CHUNBO CO LTD	F0	122430.48	N/A	122430.48	105287.55	KRW	No	121080.68	105287.55
KSE	200130	KOLMAR BNH CO LTD	F1	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	036540	SFA SEMICON CO LTD	F2	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	060250	NHN KCP CORP	F3	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	475020	N/A	475020	377134.49	KRW	No	475020	377134.49
KSE	373220	LG ENERGY SOLUTION	F5	916014.17	N/A	916014.17	796534.06	KRW	No	1002150.46	796534.06
KSE	323410	KAKAOBANK CORP	F6	94284	N/A	94284	74526.58	KRW	No	94284	74526.58
KSE	377300	KAKAO PAY CORP	F7	457989	N/A	457989	305326	KRW	No	457989	305326
KSE	259960	KRAFTON INC	F8	1051187.42	N/A	1051187.42	914076.02	KRW	No	1112491.36	914076.02
KSE	302440	SK BIOSCIENCE CO LTD	F9	143082.28	N/A	143082.28	124419.375	KRW	No	153759.77	124419.375
KSE	011200	HMM CO LTD	FA	78407	N/A	78407	68180	KRW	No	78407	68180
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	82541.94	N/A	82541.94	71775.60	KRW	No	84644.33	71775.60
KSE	352820	HYBE CO LTD	FC	835485.42	N/A	835485.42	726509.06	KRW	No	991521.87	726509.06
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1133154.12	N/A	1133154.12	985351.41	KRW	No	1359559.80	985351.41
KSE	402340	SK SQUARE CO LTD	FE	599760	N/A	599760	429653.24	KRW	No	599760	429653.24
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	269483.61	N/A	269483.61	234333.57	KRW	No	291817.90	234333.57
KSE	383220	F&F CO LTD / NEW	FG	236696.91	N/A	236696.91	205823.40	KRW	No	246990.53	205823.40
KSE	267250	HD HYUNDAI	FH	412902	N/A	412902	317363.18	KRW	No	418420.40	317363.18
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	340809.04	N/A	340809.04	296355.68	KRW	No	367231.82	296355.68
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	334194.18	N/A	334194.18	290603.63	KRW	No	369608.75	290603.63
KSE	263750	PEARL ABYSS CORP	FL	119642.66	N/A	119642.66	104037.10	KRW	No	120791.08	104037.10
KSE	066970	L&F CO LTD	FM	229887	N/A	229887	153258	KRW	No	229887	153258
KSE	112040	WEMADE CO LTD	FN	118381.50	N/A	118381.50	83279.70	KRW	No	118381.50	83279.70
KSE	196170	ALTEOGEN INC	FP	1318005	N/A	1318005	939084.92	KRW	No	1318005	939084.92
KSE	058470	LEENO INDUSTRIAL INC	FQ	143801.29	N/A	143801.29	125044.60	KRW	No	143979.67	125044.60

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	4789.96	N/A	4789.96	4165.16	USD	No	4789.96	4165.16
LMEOTC	CA	CARREFOUR SA	CA	19316.26	N/A	19316.26	16796.75	USD	No	19316.26	16796.75
LMEOTC	PB	LEAD - LME	PB	4446.71	N/A	4446.71	3866.61	USD	No	4446.71	3866.61
LMEOTC	SNLME	TIN FUTURE	SN	34140.52	N/A	34140.52	29644.18	USD	No	34140.52	29644.18
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6409.87	N/A	6409.87	5573.69	USD	No	6409.87	5573.69

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	814.09	N/A	814.09	707.904	EUR	Yes	1415.41	1230.79
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	2268.20	N/A	2268.20	1972.35	EUR	Yes	2762.08	2401.81
MATIF	EMA	CORN	EMA	911.856	N/A	911.856	792.791	EUR	No	1098.92	955.4325

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

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	FCC1	FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ	FCI	267.609	N/A	267.609	232.703	EUR	No	334.965	232.703
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	9660	8400	13800	12000	EUR	No	13800	12000
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	966	840	1380	1200	EUR	Yes	1380	1200

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	DEUA	MILK CLASS III INDEX	DA	9401.15	N/A	9401.15	8174.91	MXN	No	14720.43	12800.38
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	31145.93	N/A	31145.93	27083.42	MXN	No	31145.93	27083.42
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	59789.39	N/A	59789.39	51983.13	MXN	Yes²	54356.99	47260
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11959.48	N/A	11959.48	10396.63	MXN	No	10872.85	9452

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	4780.46	N/A	4780.46	4156.92	EUR	No	4780.46	4156.92
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	4053.04	N/A	4053.04	3522.50	EUR	No	4053.04	3522.50
MONEP	CAC40	CAC 40	FCE	5347.61	4650.09	7639.44	6642.99	EUR	Yes	6256.13	5440.11
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	15563.66	N/A	15563.66	13533.62	EUR	No	15563.66	13533.62
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10400.80	N/A	10400.80	9044.17	EUR	No	10400.80	9044.17
MONEP	CAC40	CAC 40	MFC	534.761	465.009	763.944	664.299	EUR	No	625.613	544.011

National Stock Exchange of India (NSE)

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

Exchange NSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NSE	BANKNIFTY	NIFTY BANK	BANKNIFTY	330434.3	N/A	330434.3	287333.9	INR	Yes	9396.94	8171.25
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11594.83	N/A	11594.83	10082.30	INR	No	11595.33	10082.30
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	289177.85	N/A	289177.85	251390.75	INR	Yes	4426.92	3849.50
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13434.20	N/A	13434.20	11681.20	INR	No	13433.70	11681.20
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6877.36	N/A	6877.36	5979.25	INR	No	6877.36	5979.25
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	302664.6	N/A	302664.6	263186	INR	Yes	2151.51	1870.88
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	271906.5	N/A	271906.5	236440.5	INR	Yes	3605.76	3135.44
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9829.05	N/A	9829.05	8547.00	INR	Yes	9829.05	8547.00

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	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	22113.28	N/A	22113.28	19228.94	USD	No	22113.29	19228.94
NYBOT	CC	COCOA NYBOT	CC	16889.36	N/A	16889.36	14686.40	USD	Yes	16889.36	14686.40
NYBOT	CT	COTTON NO. 2	CT	2501.01	N/A	2501.01	2174.76	USD	Yes	2501.01	2174.76
NYBOT	DX	NYBOT US DOLLAR FX	DX	2879.22	N/A	2879.22	2503.67	USD	Yes	2879.22	2503.67
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	13919.15	N/A	13919.15	12102.87	USD	No	13919.15	12102.87
NYBOT	KC	COFFEE "C"	KC	16463.34	N/A	16463.34	14315.95	USD	Yes	16463.34	14315.95
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	10200.36	N/A	10200.36	8869.65	USD	Yes	10200.36	8869.65
NYBOT	RS	CANOLA	RS	1416.55	N/A	1416.55	1231.78	CAD	No	1416.55	1231.78
NYBOT	SB	SUGAR NO. 11	SB	1820.93	N/A	1820.93	1583.42	USD	Yes	1820.93	1583.42
NYBOT	SF	SUGAR #16 112000 LBS	SF	2324.10	N/A	2324.10	2020.96	USD	No	2324.10	2020.96

New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250	N/A	16250	13000	USD	No	16250.00	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	13000	USD	Yes	16250.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	7980.74	N/A	7980.74	6939.78	USD	No	7980.74	6939.78
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	7980.74	N/A	7980.74	6939.78	USD	No	7980.74	6939.78
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7479.00	N/A	7479.00	6493.69	USD	No	7479.00	6493.69
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	798.074	N/A	798.074	693.978	USD	No	798.074	693.978
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	7980.74	N/A	7980.74	6939.78	USD	Yes	7980.74	6939.78
NYMEX	PA	PALLADIUM INDEX	PA	20036.95	N/A	20036.95	17423.27	USD	No	20036.95	17423.27
NYMEX	PL	PLATINUM INDEX	PL	7909.59	N/A	7909.59	6877.90	USD	No	7909.59	6877.90
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1870.07	N/A	1870.07	1623.42	USD	No	1870.07	1623.42
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.01	N/A	8125.01	6500	USD	No	8125.01	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	8029.76	N/A	8029.76	6982.40	USD	No	8029.76	6982.40

New York Stock Exchange/Liffe (NYSE LIFFE)

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

Exchange NYSELIFFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYSELIFFE	M1MSA	MSCI EMERGING MARKETS ASIA NET TOTAL RETURN (NTR)	ASN	7124.13	N/A	7124.13	6193.41	USD	No	7124.12	6193.41
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	8664.56	N/A	8664.56	7531.55	USD	No	8664.56	7531.55
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12568.66	N/A	12568.66	10929.27	USD	No	12568.66	10929.27
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5506.60	4788.34	7866.57	6840.49	USD	No	7866.56	6840.49
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2857.45	2484.74	4082.07	3549.62	USD	No	4082.07	3549.62
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	60540.43	N/A	60540.43	52643.85	USD	No	60540.43	52643.85

Nasdaq OMX - Stockholm (OMS)

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

Exchange OMS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OMS	OMXESG	OMXS30 ESG RESPONSIBLE INDEX	OMXESG	23648.68	N/A	23648.68	20563	SEK	No	23648.68	20563
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17308.40	15050.78	24726.28	21501.12	SEK	Yes	24726.28	21501.12
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	988.571	N/A	988.571	859.627	SEK	No	6186.89	859.627

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	2871732.045	2497158.30	4102474.35	3567369	JPY	Yes	3512638.20	3054468
OSE.JPN	N225M	NIKKEI 225 MINI	225M	287173.20	249715.83	410247.435	356736.90	JPY	Yes	351263.82	305446.80
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	28717.32	24971.58	41024.74	35673.69	JPY	No	35126.38	30544.68
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	151621.48	N/A	151621.48	131840	JPY	No	151621.48	131840
OSE.JPN	TPXC30	TOPIX CORE30	C30	118777.04	N/A	118777.04	103284.38	JPY	No	118777.04	103284.38
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	490287.23	N/A	490287.23	426282.30	JPY	No	490287.23	426282.30
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	2045638.33	N/A	2045638.33	1778815.94	JPY	Yes	1965730.58	1709330.94
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	204563.83	N/A	204563.83	177881.59	JPY	No	196573.06	170933.09
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	61729.08	N/A	61729.08	53676	JPY	No	61729.08	53676
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	127305	N/A	127305	110700	JPY	No	187852.50	163350
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	149897.61	N/A	149897.61	130309.88	JPY	No	149897.61	130309.88
OSE.JPN	TOPX	TOPIX INDEX	TPX	1377604.42	1197916.88	1968006.31	1711309.83	JPY	No	1968006.31	1711309.83
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	137760.44	119791.69	196800.63	171130.98	JPY	No	196800.63	171130.98

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	No	16250.00	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	8425.95	N/A	8425.95	6740.76	USD	No	8425.95	6740.76
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14545.54	N/A	14545.54	11636.43	USD	No	14545.54	11636.43

ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	COCOA NYBOT	CC	16889.36	N/A	16889.36	14686.40	USD	No	16889.36	14686.40
QBALGOIUS	CT	COTTON NO. 2	CT	2501.01	N/A	2501.01	2174.76	USD	No	2501.01	2174.76
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2879.22	N/A	2879.22	2503.67	USD	No	2879.22	2503.67
QBALGOIUS	KC	COFFEE "C"	KC	16463.34	N/A	16463.34	14315.95	USD	No	16463.34	14315.95
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	10200.36	N/A	10200.36	8869.65	USD	No	10200.36	8869.65
QBALGOIUS	SB	SUGAR NO. 11	SB	1820.93	N/A	1820.93	1583.42	USD	No	1820.93	1583.42

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	304885.31	N/A	304885.31	265117.66	JPY	No	304885.38	265117.66
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1697.57	N/A	1697.57	1476.15	USD	No	1697.57	1476.15
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1322.55	1150.04	1889.36	1642.92	USD	No	1889.36	1642.92
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4032.76	N/A	4032.76	3506.75	USD	No	4032.76	3506.75
SGX	XIN0I	FTSE CHINA H50	FCH	3816.81	N/A	3816.81	3318.77	USD	No	3816.81	3318.77
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1058	N/A	1058	920	USD	No	1058	920
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1478.19	N/A	1478.19	1283.99	USD	No	1478.19	1283.99
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	863.6465	N/A	863.6465	750.855	USD	No	863.6465	750.855
SGX	INR	UNITED STATES DOLLAR	INR	9822.44	N/A	9822.44	8541.25	USD	No	9822.44	8541.25
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9828.76	N/A	9828.76	8546.75	USD	No	9828.76	8546.75
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2690.77	N/A	2690.77	2339.80	USD	No	2690.77	2339.80
SGX	SGB	SGX MINI JGB INDEX	JB	340606.63	N/A	340606.63	296141.70	JPY	No	340607.33	296141.70
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	341456.23	N/A	341456.23	296918.46	JPY	No	341456.23	296918.46
SGX	KRW	KOREAN WON	KRW	10557	N/A	10557	9180	USD	No	10563.25	9180
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2108.90	N/A	2108.90	1833.51	USD	No	2111.40	1836
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6144.28	N/A	6144.28	5342.85	CNH	No	6144.28	5342.85
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1848970.06	N/A	1848970.06	1607800.05	JPY	No	1848970.30	1607800.05
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2093	1820	2990	2600	USD	No	2990	2600
SGX	SGXNK	SGX: NIKKEI 225	NK	1127000	980000	1610000	1400000	JPY	Yes	1610000	1400000
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	225400	196000	322000	280000	JPY	No	322000	280000
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	49109.82	N/A	49109.82	42704.19	USD	No	49109.82	42704.19
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1851.50	1610	2645	2300	SGD	Yes²	2645	2300
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	5660.28	N/A	5660.28	4921.98	SGD	No	5660.28	4921.98
SGX	STI	SGX STRAITS TIMES INDEX	ST	4916.61	N/A	4916.61	4275.32	SGD	No	4916.61	4275.32
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2796.20	N/A	2796.20	2431.48	USD	No	2796.20	2431.48
SGX	TSR20	SICOM RUBBER	TF	632.503	N/A	632.503	550.003	USD	No	632.503	550.003
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	36804.45	N/A	36804.45	32002.86	JPY	No	36803.45	32002.86
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1772.16	N/A	1772.16	1540.88	USD	No	1772.16	1540.88
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	8388.60	N/A	8388.60	7294.44	USD	No	8388.60	7294.44
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4427.50	3850	6325	5500	USD	No	6325	5500
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24577.11	N/A	24577.11	21371.40	CNH	Yes	24577.11	21371.40
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9462454.02	N/A	9462454.02	8228219.15	JPY	No	9462452.02	8228219.15
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1415.01	N/A	1415.01	1230.45	SGD	No	1415.01	1230.45
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1892454.67	N/A	1892454.67	1645604.54	JPY	No	1892453.32	1645604.73
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1252.03	N/A	1252.03	1088.72	SGD	No	1330.16	1088.72
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4381.93	N/A	4381.93	3712.54	SGD	No	4269.42	3712.54
SGX	G13	GENTING SINGAPORE LTD	YGEN	626.014	N/A	626.014	544.36	SGD	No	665.08	544.36
SGX	BN4	KEPPEL LTD	YKEP	3994.40	N/A	3994.40	3473.39	SGD	No	4305.35	3473.39
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5678.16	N/A	5678.16	4937.53	SGD	No	5725.05	4937.53
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3634.57	N/A	3634.57	2831.50	SGD	No	3256.22	2831.50
SGX	Y92	THAI BEVERAGE PCL	YTBE	803.033	N/A	803.033	698.29	SGD	No	818.242	698.28
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6223.88	N/A	6223.88	5412.07	SGD	No	6279.31	5412.07
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2529.96	N/A	2529.96	2199.96	SGD	No	2536.40	2199.96
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	19509.23	N/A	19509.23	4485.03	SGD	No	5532.91	4485.03
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	128.54	N/A	128.54	111.292	USD	No	127.986	111.292
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	575	N/A	575	500	USD	No	575	500

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	13511.925	11749.50	19302.75	16785	AUD	Yes	19302.75	16785
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	641.782	N/A	641.782	558.062	AUD	No	641.772	558.062
SNFE	IR	90 DAY BILLS	IR	1758.56	N/A	1758.56	1529.18	AUD	No	1758.56	1529.18
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3036.02	N/A	3036.02	2640.01	AUD	No	3036.03	2640.01
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1244.30	N/A	1244.30	1082	AUD	No	1244.30	1082

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	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁵	Regular Trading Session End Time^5,6

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

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 'Regular Trading Session Start Time' and 'Regular Trading Session End Time' columns are shown in local exchange time.
5. Intraday Margin will end 15 minutes prior to 'Regular Trading Session End Time'.

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

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

Portfolio Margin Mechanics

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

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

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

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

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

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

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

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

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

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

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

Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

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Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CEDX

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

Singapore Exchange (SGX)

ASX24 (SNFE)4

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Portfolio Margin

Portfolio Margin Eligibility

Portfolio Margin Mechanics

Additional US Margin Requirements

Further Reading

Disclosures

ASX24 (SNFE)⁴