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.

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

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

Montreal Exchange (CDE)

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

Exchange CDE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CDE	BAX	3 Month Canadian Bankers' Acceptance Futures	BAX	323.125	258.50	646.25	517	CAD	Yes²	646.25	517
CDE	CGB	10 Year Government of Canada Bonds	CGB	1263.125	1010.50	2526.25	2021	CAD	No	2526.25	2021
CDE	CGF	5 Year Government of Canada Bonds	CGF	920.625	736.50	1841.25	1473	CAD	No	1841.25	1473
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	5351.25	4281	10702.50	8562	CAD	No	10702.50	8562
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	5816.875	4653.50	11633.75	9307	CAD	Yes	11633.75	9307
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	1454.375	1163.50	2908.75	2327	CAD	No	2908.75	2327

CBOE Futures Exchange (CFE)

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

Exchange CFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFE	VIX	CBOE Volatility Index	VX	10140.625	N/A	10140.625	8112.50	USD	No	28714.88	22971.90
CFE	VIX	CBOE Volatility Index	VX22	10031.25	N/A	10031.25	8025	USD	No	29146.63	23317.30
CFE	VIX	CBOE Volatility Index	VX23	10031.25	N/A	10031.25	8025	USD	No	29105.50	23284.40
CFE	VIX	CBOE Volatility Index	VX24	10031.25	N/A	10031.25	8025	USD	No	28851.50	23081.20
CFE	VIX	CBOE Volatility Index	VX26	10000	N/A	10000	8000	USD	No	27204.88	21763.90
CFE	VIX	CBOE Volatility Index	VX27	10000	N/A	10000	8000	USD	No	25372.12	20297.70

CBOE Futures Exchange (CFECRYPTO)

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

Exchange CFECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFECRYPTO	GXBT	The Gemini Bitcoin Trace Price Index	XBT	4970.31	N/A	4970.31	3976.25	USD	No	40000	32000

Chicago Mercantile Exchange (CME)

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

Exchange CME	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CME	ACD	-	ACD	6500	N/A	6500	5200	CAD	No	6500	5200
CME	AUD	-	AD	2660.87	N/A	2660.87	2128.70	USD	No	2660.87	2128.70
CME	AJY	-	AJY	1000000	N/A	1000000	800000	JPY	No	1000000	800000
CME	GBP	-	BP	7323.59	N/A	7323.59	5858.875	USD	No	7323.59	5858.875
CME	BRE	-	BR	1250	N/A	1250	1000	USD	No	1250	1000
CME	CAD	-	CD	2598.75	N/A	2598.75	2079	USD	No	2598.75	2079
CME	CZK	-	CKO	13851.25	N/A	13851.25	11081	USD	No	13851.25	11081
CME	EUR	-	EC	6920.16	N/A	6920.16	5536.125	USD	No	6920.16	5536.125
CME	ECK	-	ECZ	12993.75	N/A	12993.75	10395	EUR	No	12993.75	10395
CME	GE	-	ED	181.25	145	362.50	290	USD	No	362.50	290
CME	EHF	-	EHU	4721.25	N/A	4721.25	3777	EUR	No	4721.25	3777
CME	EM	-	EM	437.50	N/A	437.50	350	USD	No	437.50	350
CME	EPZ	-	EPL	5617.50	N/A	5617.50	4494	EUR	No	5617.50	4494
CME	GF	-	FC	3500	N/A	3500	2800	USD	No	3500	2800
CME	GSCI	-	GI	6250	N/A	6250	5000	USD	No	6250	5000
CME	HUF	-	HFO	8000	N/A	8000	6400	USD	No	8000	6400
CME	JPY	-	JY	3953.125	N/A	3953.125	3162.50	USD	No	3953.125	3162.50
CME	LE	-	LC	1875	N/A	1875	1500	USD	No	1875	1500
CME	HE	-	LH	2750	N/A	2750	2200	USD	No	2750	2200
CME	MXP	-	MP	1700	N/A	1700	1000	USD	No	1700	1000
CME	NZD	-	NE	3018.75	N/A	3018.75	2415	USD	No	3018.75	2415
CME	NKD	-	NK	3808.125	3046.50	7616.25	6093	USD	No	7616.25	6093
CME	PLN	-	PLZ	8000	N/A	8000	6400	USD	No	8000	6400
CME	ZAR	-	RA	1750	N/A	1750	1400	USD	No	1750	1400
CME	RF	-	RF	6300	N/A	6300	5000	CHF	No	6300	5000
CME	RP	-	RP	9070	N/A	9070	7256	GBP	No	9070	7256
CME	RUR	-	RU	2380	N/A	2380	1904	USD	No	2380	1904
CME	RY	-	RY	739718.75	N/A	739718.75	591775	JPY	Yes²	739718.75	591775
CME	CHF	-	SF	5978.28	N/A	5978.28	4782.625	USD	No	5978.28	4782.625
CME	SPX	-	SP	21143.125	16914.50	42286.25	33829	USD	Yes	42286.25	33829

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	24843.75	N/A	24843.75	19875	USD	No	200000	160000

Eurex (DTB)

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

Exchange DTB	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
DTB	ADS	ADIDAS AG	ADSG	4930.38	N/A	4930.38	3944.31	EUR	No	4930.38	3944.31
DTB	AGN	AEGON NV	AENF	78.7774	N/A	78.7774	63.0219	EUR	No	78.7775	63.022
DTB	AIB	AIB GROUP PLC	ALBF	398.654	N/A	398.654	398.508	EUR	No	498.134	398.508
DTB	ALV	ALLIANZ SE-REG	ALVG	3802.98	N/A	3802.98	3042.39	EUR	No	3802.98	3042.39
DTB	VNA	VONOVIA SE	ANNF	883.926	N/A	883.926	707.141	EUR	No	883.926	707.141
DTB	G	ASSICURAZIONI GENERALI	ASGG	3054.23	N/A	3054.23	2443.39	EUR	No	3054.23	2443.39
DTB	CS	AXA SA	AXAG	420.502	N/A	420.502	336.402	EUR	No	420.502	336.402
DTB	BAS	BASF SE	BASG	1162.82	N/A	1162.82	930.26	EUR	No	1162.82	930.26
DTB	BMW3	BAYERISCHE MOTOREN WERKE-PRF	BM3F	1036.50	N/A	1036.50	829.196	EUR	No	1036.50	829.196
DTB	BMW	BAYERISCHE MOTOREN WERKE AG	BMWF	1203.87	N/A	1203.87	963.098	EUR	No	1203.87	963.098
DTB	BNP	BNP PARIBAS	BNPH	834.257	N/A	834.257	667.406	EUR	No	834.257	667.406
DTB	BN	DANONE	BSNH	1331.14	N/A	1331.14	1064.91	EUR	No	1331.14	1064.91
DTB	EN	BOUYGUES SA	BYGG	605.778	N/A	605.778	484.623	EUR	No	605.778	484.623
DTB	CA	CARREFOUR SA	CARG	319.758	N/A	319.758	255.806	EUR	No	319.758	255.806
DTB	CBK	COMMERZBANK AG	CBKH	129.459	N/A	129.459	103.567	EUR	No	129.459	103.567
DTB	DAI	DAIMLER AG-REGISTERED SHARES	DAIF	891.799	N/A	891.799	713.439	EUR	No	891.799	713.439
DTB	DEC	JC DECAUX SA	DCSG	489.196	N/A	489.196	391.357	EUR	No	489.196	391.357
DTB	DPW	DEUTSCHE POST AG-REG	DPWF	518.06	N/A	518.06	414.448	EUR	No	518.06	414.448
DTB	DSM	KONINKLIJKE DSM NV	DSMF	1901.49	N/A	1901.49	1521.19	EUR	No	1901.49	1521.19
DTB	DTE	DEUTSCHE TELEKOM AG-REG	DTEF	282.834	N/A	282.834	226.267	EUR	No	282.834	226.267
DTB	ENEL	ENEL SPA	ENLG	1079.99	N/A	1079.99	863.995	EUR	No	1079.99	863.994
DTB	ENI	ENI SPA	ENTG	2702.42	N/A	2702.42	2161.94	EUR	No	2702.42	2161.94
DTB	EUN2	ISHARES CORE EURO STOXX 50	EUNF	649.45	N/A	649.45	519.56	EUR	No	649.45	519.56
DTB	EXS1	ISHARES CORE DAX UCITS ETF D	EXSF	3133.59	N/A	3133.59	2506.87	EUR	No	1953.78	1563.03
DTB	MDAX	Midcap DAX	F2MX	11992.49	N/A	11992.49	9593.99	EUR	Yes	11992.49	9593.99
DTB	BTP	Euro-BTP Italian Government Bond	FBTP	5575	N/A	5575	4460	EUR	No	5575	4460
DTB	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2412.50	N/A	2412.50	1930	EUR	No	2412.50	1930
DTB	DJUBS	Dow Jones-UBS Commodity Index	FCCO	700	N/A	700	560	USD	No	700	560
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDAX	14252.60	11402.08	28505.19	22804.15	EUR	Yes	28505.19	22804.15
DTB	DDAX	DivDAX Price Index	FDIV	7492.26	N/A	7492.26	5993.81	EUR	Yes²	7492.26	5993.81
DTB	DDXDIVPT	DivDAX Dividend Points Index	FDVD	2052.82	N/A	2052.82	1246.53	EUR	No	2052.82	1246.53
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDXM	2850.52	2280.42	5701.04	4560.83	EUR	No	5701.04	4560.83
DTB	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	4668.29	N/A	4668.29	3734.63	EUR	Yes²	4668.29	3734.63
DTB	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	2111.73	N/A	2111.73	1689.38	EUR	Yes²	2111.73	1689.38
DTB	SX7E	Dow Jones Euro STOXX Banks Index	FESB	418.597	N/A	418.597	334.877	EUR	Yes	418.597	334.877
DTB	SX4E	Dow Jones Euro STOXX Chemicals	FESC	4835.73	N/A	4835.73	3868.58	EUR	Yes²	4835.73	3868.58
DTB	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	1543.19	N/A	1543.19	1234.55	EUR	Yes²	1543.19	1234.55
DTB	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	2111.73	N/A	2111.73	1689.38	EUR	Yes²	2111.73	1689.38
DTB	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	3979.79	N/A	3979.79	3183.83	EUR	Yes²	3979.79	3183.83
DTB	SXDE	Dow Jones Euro STOXX Healthcare	FESH	3436.24	N/A	3436.24	2748.99	EUR	Yes²	3436.24	2748.99
DTB	ESI	Dow Jones Euro STOXX Insurance	FESI	1299.52	N/A	1299.52	1039.62	EUR	Yes²	1299.52	1039.62
DTB	ESM	Dow Jones Euro STOXX Media Index	FESM	1068.36	N/A	1068.36	854.687	EUR	Yes²	1068.36	854.687
DTB	SXOE	Dow Jones Euro STOXX Construction	FESN	2030.51	N/A	2030.51	1624.41	EUR	Yes²	2030.51	1624.41
DTB	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	2823.97	N/A	2823.97	2259.17	EUR	Yes²	2823.97	2259.17
DTB	SXRE	Dow Jones Euro STOXX Retail	FESR	2436.61	N/A	2436.61	1949.29	EUR	Yes²	2436.61	1949.29
DTB	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	837.194	N/A	837.194	669.755	EUR	Yes²	837.194	669.755
DTB	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1355.75	N/A	1355.75	1084.60	EUR	Yes²	1355.75	1084.60
DTB	ESU	Dow Jones Euro STOXX Utilities Index	FESU	1480.71	N/A	1480.71	1184.57	EUR	Yes	1480.71	1184.57
DTB	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	812.203	N/A	812.203	649.762	EUR	Yes²	812.203	649.762
DTB	ESTX50	Dow Jones Euro STOXX50	FESX	1579.42	1263.54	3158.84	2527.08	EUR	Yes	3158.84	2527.08
DTB	SX8E	Dow Jones Euro STOXX Technology	FESY	2461.60	N/A	2461.60	1969.28	EUR	Yes²	2461.60	1969.28
DTB	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	4629.56	N/A	4629.56	3703.64	EUR	Yes²	4629.56	3703.64
DTB	EU3	Three Month EURIBOR	FEU3	625	N/A	625	500	EUR	Yes	625	500
DTB	DESX5	Dow Jones EURO STOXX 50 Index-Dividenden	FEXD	3035	N/A	3035	2428	EUR	Yes	3035	2428
DTB	OMXH25	OMX Helsinki 25 Index	FFOX	3718.21	N/A	3718.21	2974.57	EUR	Yes²	3718.21	2974.57
DTB	GBL	Euro Bund (10 Year Bond)	FGBL	1462.50	1170	2925	2340	EUR	Yes	2925	2340
DTB	GBM	Euro Bobl (5 Year Bond)	FGBM	681.25	545	1362.50	1090	EUR	Yes	1362.50	1090
DTB	GBS	Euro Schatz (2 Year Bond)	FGBS	250	200	500	400	EUR	Yes	500	400
DTB	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	4312.50	3450	8625	6900	EUR	No	8625	6900
DTB	DJESL	Euro Stoxx Large	FLCE	1743.11	N/A	1743.11	1394.49	EUR	No	1743.11	1394.49
DTB	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	1780.60	N/A	1780.60	1424.48	EUR	No	1780.60	1424.48
DTB	DJESM	Euro Stoxx Mid	FMCE	2018.01	N/A	2018.01	1614.41	EUR	No	2018.01	1614.41
DTB	DJ200	Dow Jones STOXX MID 200 Index	FMCP	2155.46	N/A	2155.46	1724.37	EUR	Yes²	2155.46	1724.37
DTB	FME	FRESENIUS MEDICAL CARE AG &	FMEH	1294.78	N/A	1294.78	1035.82	EUR	No	1294.78	1035.82
DTB	M7EU	MSCI Europe Net Return EUR Index	FMEU	1486.25	N/A	1486.25	1189	EUR	No	1486.25	1189
DTB	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5585.25	N/A	5585.25	4468.20	USD	No	5585.25	4468.20
DTB	MXRU	MSCI Russia Index	FMRU	633.75	N/A	633.75	507	USD	No	633.75	507
DTB	MBWO	MSCI World Net EUR Index 1	FMWN	1574.42	N/A	1574.42	1259.54	EUR	No	1574.42	1259.54
DTB	M1WO	MSCI World NETR USD Index	FMWO	3925	N/A	3925	3140	USD	No	3925	3140
DTB	OAT	Euro-OAT French Government Bond	FOAT	1400	1120	2800	2240	EUR	No	2800	2240
DTB	FRA	FRAPORT AG FRANKFURT AIRPORT	FRAG	1371.62	N/A	1371.62	1097.30	EUR	No	1371.62	1097.30
DTB	RDXUSD	Russian Depositary (USD)	FRDX	1487.88	N/A	1487.88	1190.31	USD	No	1487.88	1190.31
DTB	DJESS	Euro Stoxx Small	FSCE	1187.07	N/A	1187.07	949.652	EUR	No	1187.07	949.652
DTB	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	1337.01	N/A	1337.01	1069.61	EUR	No	1337.01	1069.61
DTB	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	2205.44	N/A	2205.44	1764.35	EUR	Yes²	2205.44	1764.35
DTB	SX7P	Dow Jones STOXX 600 Banks	FSTB	634.143	N/A	634.143	507.314	EUR	Yes	634.143	507.314
DTB	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	4248.45	N/A	4248.45	3398.76	EUR	Yes²	4248.45	3398.76
DTB	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	1549.43	N/A	1549.43	1239.55	EUR	Yes	1549.43	1239.55
DTB	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	2305.41	N/A	2305.41	1844.33	EUR	Yes²	2305.41	1844.32
DTB	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	2486.59	N/A	2486.59	1989.27	EUR	Yes²	2486.59	1989.27
DTB	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	3629.92	N/A	3629.92	2903.94	EUR	Yes²	3629.92	2903.94
DTB	SXIP	Dow Jones STOXX 600 Insurance	FSTI	1374.50	N/A	1374.50	1099.60	EUR	Yes²	1374.50	1099.60
DTB	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	818.45	N/A	818.45	654.76	EUR	No	818.45	654.76
DTB	SXMP	Dow Jones STOXX 600 Media	FSTM	1374.50	N/A	1374.50	1099.60	EUR	Yes²	1374.50	1099.60
DTB	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	2086.74	N/A	2086.74	1669.39	EUR	Yes²	2086.74	1669.39
DTB	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	3486.22	N/A	3486.22	2788.98	EUR	Yes²	3486.22	2788.98
DTB	SXRP	Dow Jones STOXX 600 Retail	FSTR	1455.72	N/A	1455.72	1164.57	EUR	Yes²	1455.72	1164.57
DTB	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	2055.50	N/A	2055.50	1644.40	EUR	Yes	2055.50	1644.40
DTB	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	1112.09	N/A	1112.09	889.674	EUR	Yes²	1112.09	889.674
DTB	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1461.96	N/A	1461.96	1169.57	EUR	Yes	1461.96	1169.57
DTB	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	1062.11	N/A	1062.11	849.689	EUR	Yes²	1062.11	849.689
DTB	STX	Dow Jones STOXX50	FSTX	2913.93	N/A	2913.93	2331.15	EUR	Yes²	2913.93	2331.15
DTB	SX8P	Dow Jones STOXX 600 Technology	FSTY	2255.42	N/A	2255.42	1804.34	EUR	Yes²	2255.42	1804.34
DTB	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	3917.32	N/A	3917.32	3133.85	EUR	Yes²	3917.32	3133.85
DTB	FT25	Tel Aviv 35 Index	FT25	4955.12	N/A	4955.12	3964.09	USD	No	4955.12	3964.09
DTB	TDX	TECDAX	FTDX	2725.25	N/A	2725.25	2180.20	EUR	Yes²	2725.25	2180.20
DTB	ORA	ORANGE	FTEF	259.967	N/A	259.967	207.974	EUR	No	259.967	207.974
DTB	V2TX	VSTOXX Volatility Index	FVS	946.875	N/A	946.875	757.50	EUR	Yes	2959.93	2367.94
DTB	4GLD	XETRA-GOLD	FXGL	36774.54	N/A	36774.54	36761.10	EUR	No	45951.37	36761.10
DTB	DJES	Dow Jones Euro STOXX Price Index	FXXE	1724.37	N/A	1724.37	1379.50	EUR	No	1724.37	1379.50
DTB	DJ600	Dow Jones STOXX 600 Index	FXXP	1774.35	N/A	1774.35	1419.48	EUR	No	1774.35	1419.48
DTB	GALP	GALP ENERGIA SGPS SA	GALF	269.62	N/A	269.62	215.696	EUR	No	269.62	215.696
DTB	SGO	COMPAGNIE DE SAINT-GOBAIN	GOBG	630.707	N/A	630.707	504.565	EUR	No	630.707	504.565
DTB	ENGI	ENGIE	GZFG	247.23	N/A	247.23	197.784	EUR	No	247.23	197.784
DTB	HEI1	HEIDELBERGCEMENT AG	HEFG	1296.28	N/A	1296.28	1037.02	EUR	No	1296.28	1037.02
DTB	HEN3	HENKEL AG & CO KGAA VORZUG	HENG	1570.68	N/A	1570.68	1256.54	EUR	No	1570.68	1256.54
DTB	HEN	HENKEL AG & CO KGAA	HESF	1480.71	N/A	1480.71	1184.57	EUR	No	1480.71	1184.57
DTB	ISP	INTESA SANPAOLO	IESI	363.921	N/A	363.921	291.137	EUR	No	363.921	291.137
DTB	IFX	INFINEON TECHNOLOGIES AG	IFXG	324.669	N/A	324.669	259.735	EUR	No	324.669	259.735
DTB	INGA	ING GROEP NV	INNG	185.52	N/A	185.52	148.416	EUR	No	185.52	148.416
DTB	ABI	ANHEUSER-BUSCH INBEV SA/NV	ITKG	1376.31	N/A	1376.31	1101.05	EUR	No	1376.31	1101.05
DTB	KCO	KLOECKNER & CO SE	KCOH	277.942	N/A	277.942	222.354	EUR	No	251.981	201.584
DTB	LHA	DEUTSCHE LUFTHANSA-REG	LHAF	328.755	N/A	328.755	263.004	EUR	No	328.755	263.004
DTB	OR	L'OREAL	LORF	4556.46	N/A	4556.46	3645.17	EUR	No	4556.46	3645.17
DTB	LXS	LANXESS AG	LXSF	920.663	N/A	920.663	736.531	EUR	No	920.663	736.53
DTB	MAN	MAN SE	MANG	1245.48	N/A	1245.48	996.385	EUR	No	1245.48	996.385
DTB	MUV2	MUENCHENER RUECKVER AG-REG	MU2G	4089.75	N/A	4089.75	3271.80	EUR	No	4089.75	3271.80
DTB	NDA1	AURUBIS AG	NDAF	761.159	N/A	761.159	608.927	EUR	No	761.159	608.927
DTB	RI	PERNOD-RICARD SA	PERH	3034.51	N/A	3034.51	2427.61	EUR	No	3034.51	2427.61
DTB	PHIA	KONINKLIJKE PHILIPS NV	PH1F	680.282	N/A	680.282	544.226	EUR	No	680.282	544.226
DTB	PAH3	PORSCHE AUTOMOBIL HLDG-PRF	PORK	1079.98	N/A	1079.98	863.984	EUR	No	1079.98	863.984
DTB	PSM	PROSIEBENSAT.1 MEDIA SE	PSMG	288.926	N/A	288.926	231.141	EUR	No	288.925	231.14
DTB	RDSA	ROYAL DUTCH SHELL PLC-A SHS	R6CF	540.458	N/A	540.458	432.367	EUR	No	540.458	432.367
DTB	RHM	RHEINMETALL AG	RHMG	1922.11	N/A	1922.11	1537.69	EUR	No	1922.11	1537.69
DTB	RNO	RENAULT SA	RNLF	954.963	N/A	954.963	763.97	EUR	No	954.963	763.97
DTB	SAP	SAP SE	SAPI	2168.21	N/A	2168.21	1734.57	EUR	No	2168.21	1734.57
DTB	SCR	SCOR SE	SCOI	689.373	N/A	689.373	551.498	EUR	No	689.373	551.498
DTB	SDF	K+S AG-REG	SDXH	303.732	N/A	303.732	242.986	EUR	No	303.733	242.986
DTB	GLE	SOCIETE GENERALE SA	SGEI	469.047	N/A	469.047	375.238	EUR	No	469.047	375.238
DTB	SIE	SIEMENS AG-REG	SIEG	1996.89	N/A	1996.89	1597.52	EUR	No	1996.89	1597.52
DTB	SU	SCHNEIDER ELECTRIC SE	SNDH	1370.50	N/A	1370.50	1096.40	EUR	No	1370.50	1096.40
DTB	SAN	SANOFI	SNWF	1403.86	N/A	1403.86	1123.09	EUR	No	1403.86	1123.09
DTB	SZG	SALZGITTER AG	SZGG	484.51	N/A	484.51	387.608	EUR	No	484.51	387.608
DTB	TKA	THYSSEN-KRUPP AG	TKAG	294.292	N/A	294.292	235.434	EUR	No	294.292	235.434
DTB	FP	TOTAL SA	TOTG	918.508	N/A	918.508	734.806	EUR	No	918.508	734.806
DTB	TIT	TELECOM ITALIA SPA	TQIF	85.3763	N/A	85.3763	68.301	EUR	No	85.3763	68.301
DTB	TUI1	TUI AG-DI	TUIF	165.877	N/A	165.877	132.702	EUR	No	165.877	132.701
DTB	UNA	UNILEVER NV-CVA	UNIH	1292.48	N/A	1292.48	1033.98	EUR	No	1292.48	1033.98
DTB	VOW	VOLKSWAGEN AG	VOWG	2739.31	N/A	2739.31	2191.45	EUR	No	2739.31	2191.45
DTB	ACA	CREDIT AGRICOLE SA	XCAH	205.80	N/A	205.80	164.64	EUR	No	205.80	164.64

CBOT (ECBOT)

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

Exchange ECBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ECBOT	AIGCI	Bloomberg Commodity Index	AW	313.75	N/A	313.75	251	USD	No	313.75	251
ECBOT	B1U	30-Year Deliverable Interest Rate Swap Futures	B1U	3750	N/A	3750	3000	USD	No	3750	3000
ECBOT	AC	Ethanol -CME	EH	1750	N/A	1750	1400	USD	No	1750	1400
ECBOT	F1U	5-Year Deliverable Interest Rate Swap Futures	F1U	1033.75	N/A	1033.75	827	USD	No	1033.75	827
ECBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	1687.50	N/A	1687.50	1350	USD	Yes	1687.50	1350
ECBOT	LIT	2-Year Eris Swap Futures	LIT	62.50	N/A	62.50	50	USD	No	62.50	50
ECBOT	LIW	5-Year Eris Swap Futures	LIW	62.50	N/A	62.50	50	USD	No	62.50	50
ECBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	388.981	311.185	777.962	622.37	USD	No	777.962	622.37
ECBOT	N1U	10-Year Deliverable Interest Rate Swap Futures	N1U	1875	N/A	1875	1500	USD	No	1875	1500
ECBOT	DJUSRE	Dow Jones US Real Estate Index	RX	1707.50	N/A	1707.50	1366	USD	No	1707.50	1366
ECBOT	T1U	2-Year Deliverable Interest Rate Swap Futures	T1U	500	N/A	500	400	USD	No	500	400
ECBOT	TN	Ultra 10-Year US Treasury Note	TN	1028.75	823	2057.50	1646	USD	No	2057.50	1646
ECBOT	UB	Ultra Treasury Bond	UB	2274.375	1819.50	4548.75	3639	USD	Yes	4548.75	3639
ECBOT	YC	Mini Sized Corn Futures	XC	190	N/A	190	152	USD	No	190	152
ECBOT	YK	Mini Sized Soybean Futures	XK	467.50	N/A	467.50	374	USD	No	467.50	374
ECBOT	YW	Mini Sized Wheat Futures	XW	337.50	N/A	337.50	270	USD	No	337.50	270
ECBOT	YM	Mini Sized Dow Jones Industrial Average $5	YM	3889.81	3111.85	7779.62	6223.70	USD	Yes	7779.62	6223.70
ECBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	625	500	1250	1000	USD	No	1250	1000
ECBOT	ZB	30 Year US Treasury Bond	ZB	1606.875	1285.50	3213.75	2571	USD	Yes	3213.75	2571
ECBOT	ZC	Corn Futures	ZC	950	N/A	950	760	USD	Yes	950	760
ECBOT	ZF	5 Year US Treasury Note	ZF	488.125	390.50	976.25	781	USD	Yes	976.25	781
ECBOT	ZL	Soybean Oil Futures	ZL	937.125	N/A	937.125	749.70	USD	Yes	937.125	749.70
ECBOT	ZM	Soybean Meal Futures	ZM	1500	N/A	1500	1200	USD	Yes	1500	1200
ECBOT	ZN	10 Year US Treasury Note	ZN	777.50	622	1555	1244	USD	Yes	1555	1244
ECBOT	ZO	Oat Futures	ZO	906.25	N/A	906.25	725	USD	Yes	906.25	725
ECBOT	ZQ	30 Day Fed Funds	ZQ	109.375	87.50	218.75	175	USD	Yes²	218.75	175
ECBOT	ZR	Rough Rice Futures	ZR	1250	N/A	1250	1000	USD	Yes	1250	1000
ECBOT	ZS	Soybean Futures	ZS	2337.50	N/A	2337.50	1870	USD	Yes	2337.50	1870
ECBOT	ZT	2 Year US Treasury Note	ZT	280	224	560	448	USD	Yes	560	448
ECBOT	ZW	Wheat Futures	ZW	1687.50	N/A	1687.50	1350	USD	Yes	1687.50	1350

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	78.7774	N/A	78.7774	63.0219	EUR	No	78.7775	63.022
FTA	AD	KONINKLIJKE AHOLD DELHAIZE N	AH6	383.485	N/A	383.485	306.788	EUR	No	383.485	306.788
FTA	AKZA	AKZO NOBEL N.V.	AK6	1455.59	N/A	1455.59	1164.47	EUR	No	1455.59	1164.47
FTA	ASML	ASML HOLDING NV	AS6	3239.94	N/A	3239.94	2591.95	EUR	No	3239.94	2591.95
FTA	LI	KLEPIERRE	CI6	572.228	N/A	572.228	457.782	EUR	No	572.228	457.783
FTA	DSM	KONINKLIJKE DSM NV	DS6	1901.49	N/A	1901.49	1521.19	EUR	No	1901.49	1521.19
FTA	FED	Euro in US Dollars Index	FED	1890	N/A	1890	1512	USD	No	1890	1512
FTA	AMX	AMX INDEX	FMX	6250	N/A	6250	5000	EUR	No	6250	5000
FTA	EOE	AMS EOE Index	FTI	3750	3000	7500	6000	EUR	Yes	7500	6000
FTA	FUR	FUGRO NV-CVA	FU6	149.008	N/A	149.008	119.206	EUR	No	149.008	119.206
FTA	HEIA	HEINEKEN NV	HE6	1825.21	N/A	1825.21	1460.17	EUR	No	1825.21	1460.17
FTA	INGA	ING GROEP NV	IN6	186.413	N/A	186.413	149.13	EUR	No	186.413	149.13
FTA	KPN	KONINKLIJKE KPN NV	KP6	56.04875	N/A	56.04875	44.839	EUR	No	56.04875	44.839
FTA	EOE	AMS EOE Index	MFA	375	300	750	600	EUR	No	750	600
FTA	MT	ARCELORMITTAL	MT6	274.812	N/A	274.812	219.85	EUR	No	274.812	219.85
FTA	PHIA	KONINKLIJKE PHILIPS NV	PH6	680.282	N/A	680.282	544.226	EUR	No	680.282	544.226
FTA	PNL	POSTNL NV	PN6	56.04875	N/A	56.04875	44.839	EUR	No	56.04875	44.839
FTA	RAND	RANDSTAD N.V.	RA6	907.918	N/A	907.918	726.334	EUR	No	907.918	726.334
FTA	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD6	540.458	N/A	540.458	432.367	EUR	No	540.458	432.367
FTA	REN	RELX PLC	RE6	496.431	N/A	496.431	397.145	EUR	No	496.431	397.145
FTA	SBMO	SBM OFFSHORE NV	SB6	316.478	N/A	316.478	253.182	EUR	No	316.478	253.182
FTA	URW	UNIBAIL-RODAMCO-WESTFIELD	UB6	2614.67	N/A	2614.67	2091.73	EUR	No	2614.67	2091.73
FTA	UNA	UNILEVER NV-CVA	UN6	1292.48	N/A	1292.48	1033.98	EUR	No	1292.48	1033.98
FTA	WKL	WOLTERS KLUWER	WK6	1185.32	N/A	1185.32	948.253	EUR	No	1185.32	948.253

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	2660.87	N/A	2660.87	2128.70	USD	Yes	2660.87	2128.70
GLOBEX	GBP	British pound	6B	7323.59	N/A	7323.59	5858.875	USD	Yes	7323.59	5858.875
GLOBEX	CAD	Canadian dollar	6C	2598.75	N/A	2598.75	2079	USD	Yes	2598.75	2079
GLOBEX	EUR	European Monetary Union Euro	6E	6920.16	N/A	6920.16	5536.125	USD	Yes	6920.16	5536.125
GLOBEX	JPY	Japanese yen	6J	3953.125	N/A	3953.125	3162.50	USD	Yes	3953.125	3162.50
GLOBEX	BRE	Brazilian Real in US Dollars	6L	1250	N/A	1250	1000	USD	Yes²	1250	1000
GLOBEX	MXP	Mexican Peso	6M	1700	N/A	1700	1000	USD	Yes	1700	1000
GLOBEX	NZD	New Zealand dollar	6N	3018.75	N/A	3018.75	2415	USD	Yes²	3018.75	2415
GLOBEX	RUR	Russian Ruble in US Dollars	6R	2380	N/A	2380	1904	USD	Yes²	2380	1904
GLOBEX	CHF	Swiss franc	6S	5978.28	N/A	5978.28	4782.625	USD	Yes	5978.28	4782.625
GLOBEX	ZAR	South African Rand	6Z	1750	N/A	1750	1400	USD	No	1750	1400
GLOBEX	ACD	Australian dollar	ACD	6500	N/A	6500	5200	CAD	No	6500	5200
GLOBEX	AJY	Australian dollar	AJY	1000000	N/A	1000000	800000	JPY	No	1000000	800000
GLOBEX	BQX	CME E-Mini NASDAQ Biotechnology	BIO	23125	N/A	23125	18500	USD	No	23125	18500
GLOBEX	BOS	Boston Housing Index	BOS	6250	N/A	6250	2500	USD	No	6250	2500
GLOBEX	CB	CME Cash-Settled Butter Futures	CB	750	N/A	750	600	USD	No	750	600
GLOBEX	CHI	Chicago Housing Index	CHI	3750	N/A	3750	1500	USD	No	3750	1500
GLOBEX	CLP	Chilean peso	CHP	9490	N/A	9490	7592	USD	No	9490	7592
GLOBEX	CJY	Canadian dollar	CJY	900000	N/A	900000	720000	JPY	No	900000	720000
GLOBEX	CNH	United States dollar	CNH	101670	N/A	101670	81336	CNH	No	101670	81336
GLOBEX	CSC	Cheese	CSC	1062.50	N/A	1062.50	850	USD	No	1062.50	850
GLOBEX	CUS	Housing Index Composite	CUS	5000	N/A	5000	2000	USD	No	5000	2000
GLOBEX	CZK	Czech koruna	CZK	13851.25	N/A	13851.25	11081	USD	Yes²	13851.25	11081
GLOBEX	DA	MILK CLASS III INDEX	DC	1270.625	N/A	1270.625	1016.50	USD	Yes	1270.625	1016.50
GLOBEX	DEN	Denver Housing Index	DEN	1875	N/A	1875	1500	USD	No	1875	1500
GLOBEX	DY	CME DRY WHEY INDEX	DY	1000	N/A	1000	800	USD	No	1000	800
GLOBEX	E7	European Monetary Union Euro	E7	3460.08	N/A	3460.08	2768.06	USD	No	3460.08	2768.06
GLOBEX	EAD	European Monetary Union Euro	EAD	9576	N/A	9576	7200	AUD	No	9576	7200
GLOBEX	ECD	European Monetary Union Euro	ECD	9036.25	N/A	9036.25	7229	CAD	No	9036.25	7229
GLOBEX	ECK	Czech koruna	ECK	12993.75	N/A	12993.75	10395	EUR	No	12993.75	10395
GLOBEX	EHF	Hungarian forint	EHF	4721.25	N/A	4721.25	3777	EUR	Yes²	4721.25	3777
GLOBEX	EMD	E-mini S&P Midcap 400 Futures	EMD	11581.25	N/A	11581.25	9265	USD	Yes²	11581.25	9265
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	ENY	152600	N/A	152600	122080	JPY	No	152600	122080
GLOBEX	EPZ	Polish zloty	EPZ	5617.50	N/A	5617.50	4494	EUR	Yes²	5617.50	4494
GLOBEX	ES	E-mini S&P 500	ES	4228.625	3382.90	8457.25	6765.80	USD	Yes	8457.25	6765.80
GLOBEX	GSCI	S&P-GSCI Index	GD	6250	N/A	6250	5000	USD	No	6250	5000
GLOBEX	GDK	Class IV Milk - 200k lbs	GDK	515.625	N/A	515.625	412.50	USD	No	515.625	412.50
GLOBEX	GE	GLOBEX Euro-Dollar	GE	181.25	145	362.50	290	USD	Yes	362.50	290
GLOBEX	GF	Feeder Cattle	GF	3500	N/A	3500	2800	USD	Yes	3500	2800
GLOBEX	EM	1 Month LIBOR (Int. Rate)	GLB	437.50	N/A	437.50	350	USD	No	437.50	350
GLOBEX	NF	NON FAT DRY MILK INDEX	GNF	3500	N/A	3500	2800	USD	No	3500	2800
GLOBEX	HE	Lean Hogs	HE	2750	N/A	2750	2200	USD	Yes	2750	2200
GLOBEX	HUF	Hungarian forint	HUF	8000	N/A	8000	6400	USD	Yes²	8000	6400
GLOBEX	IBAA	Bovespa Index - USD	IBV	42075	N/A	42075	33660	USD	No	42075	33660
GLOBEX	ILS	Israeli Shekel in US Dollar	ILS	25942.50	N/A	25942.50	20754	USD	Yes²	25942.50	20754
GLOBEX	J7	Japanese yen	J7	1976.56	N/A	1976.56	1581.25	USD	No	1976.56	1581.25
GLOBEX	KRW	Korean Won	KRW	22343.75	N/A	22343.75	17875	USD	Yes²	14375	11500
GLOBEX	LAV	Las Vegas Housing Index	LAV	7500	N/A	7500	3000	USD	No	7500	3000
GLOBEX	LAX	Los Angeles Housing Index	LAX	2500	N/A	2500	2000	USD	No	2500	2000
GLOBEX	LB	Random Length Lumber	LBS	4403.79	N/A	4403.79	3523.04	USD	Yes	4403.79	3523.04
GLOBEX	LE	Live Cattle	LE	1875	N/A	1875	1500	USD	Yes	1875	1500
GLOBEX	M2K	Micro E-Mini Russell 2000 Index	M2K	242.053	193.642	484.106	387.285	USD	No	484.106	387.285
GLOBEX	M6A	Australian dollar	M6A	266.087	N/A	266.087	212.87	USD	No	266.087	212.87
GLOBEX	M6B	British pound	M6B	732.359	N/A	732.359	585.888	USD	No	732.359	585.888
GLOBEX	M6E	European Monetary Union Euro	M6E	692.016	N/A	692.016	553.612	USD	No	692.016	553.612
GLOBEX	MCD	Canadian dollar	MCD	259.875	N/A	259.875	207.90	USD	No	259.875	207.90
GLOBEX	MES	Micro E-Mini S&P 500 Stock Price Index	MES	422.8625	338.29	845.725	676.58	USD	No	845.725	676.58
GLOBEX	MIA	Miami Housing Index	MIA	3750	N/A	3750	3000	USD	No	3750	3000
GLOBEX	MIR	Indian Rupee	MIR	1751.75	N/A	1751.75	1401.40	USD	No	1751.75	1401.40
GLOBEX	MJY	Japanese yen	MJY	395.3125	N/A	395.3125	316.25	USD	No	395.3125	316.25
GLOBEX	MNH	United States dollar	MNH	10167	N/A	10167	8133.60	CNH	No	10167	8133.60
GLOBEX	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	576.754	461.403	1153.51	922.806	USD	No	1153.51	922.806
GLOBEX	MSF	Swiss franc	MSF	597.828	N/A	597.828	478.263	USD	No	597.828	478.263
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	NIY	763000	N/A	763000	610400	JPY	No	763000	610400
GLOBEX	NKD	Dollar Denominated Nikkei 225 Index	NKD	3808.125	3046.50	7616.25	6093	USD	No	7616.25	6093
GLOBEX	NOK	Norwegian krone	NOK	13250	N/A	13250	10600	USD	No	13250	10600
GLOBEX	NQ	E-mini NASDAQ 100 Futures	NQ	5767.54	4614.03	11535.07	9228.06	USD	Yes	11535.07	9228.06
GLOBEX	NYM	New York Housing Index	NYM	2093.75	N/A	2093.75	1600	USD	No	2093.75	1600
GLOBEX	PJY	British pound	PJY	1756172.50	N/A	1756172.50	1404938	JPY	No	1756172.50	1404938
GLOBEX	PLN	Polish zloty	PLN	8000	N/A	8000	6400	USD	Yes²	8000	6400
GLOBEX	PSF	British pound	PSF	14337.50	N/A	14337.50	11470	CHF	No	14337.50	11470
GLOBEX	RF	European Monetary Union Euro	RF	6300	N/A	6300	5000	CHF	No	6300	5000
GLOBEX	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	22185	N/A	22185	17748	USD	Yes²	22185	17748
GLOBEX	RME	CME Chinese Renminbi in Euro Cross Rate	RME	21038.75	N/A	21038.75	16831	EUR	Yes²	21038.75	16831
GLOBEX	RP	European Monetary Union Euro	RP	9070	N/A	9070	7256	GBP	No	9070	7256
GLOBEX	RS1	E-mini Russell 1000 Index Futures	RS1	8000	N/A	8000	6400	USD	No	8000	6400
GLOBEX	RSG	E-mini Russell 1000 Growth Index Futures	RSG	9000	N/A	9000	7200	USD	No	9000	7200
GLOBEX	RSV	E-Mini Russell 1000 Value Index Futures	RSV	5250	N/A	5250	4200	USD	No	5250	4200
GLOBEX	RTY	E-Mini Russell 2000 Index	RTY	2420.53	1936.42	4841.06	3872.85	USD	Yes	4841.06	3872.85
GLOBEX	RY	European Monetary Union Euro	RY	739718.75	N/A	739718.75	591775	JPY	Yes²	739718.75	591775
GLOBEX	SDG	San Diego Housing Index	SDG	3750	N/A	3750	3000	USD	No	3750	3000
GLOBEX	SEK	Swedish krona	SEK	14500	N/A	14500	11600	USD	No	14500	11600
GLOBEX	SFR	San Francisco Housing Index	SFR	7500	N/A	7500	3000	USD	No	7500	3000
GLOBEX	SGX	S&P 500 / Citigroup Growth Index	SG	46875	N/A	46875	37500	USD	No	46875	37500
GLOBEX	SIR	Indian Rupee	SIR	8758.75	N/A	8758.75	7007	USD	No	8758.75	7007
GLOBEX	SJY	Swiss franc	SJY	1968281.25	N/A	1968281.25	1574625	JPY	No	1968281.25	1574625
GLOBEX	SMC	E-Mini S&P SmallCap 600 Futures	SMC	11250	N/A	11250	9000	USD	No	11250	9000
GLOBEX	SONIA	Sterling Overnight Index Average	SON	687.50	N/A	687.50	550	GBP	No	687.50	550
GLOBEX	SPX	S&P 500 Stock Index	SP	21143.125	16914.50	42286.25	33829	USD	Yes	42286.25	33829
GLOBEX	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	462.50	N/A	462.50	370	USD	No	462.50	370
GLOBEX	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	425	N/A	425	340	USD	No	425	340
GLOBEX	SVX	S&P 500 / Citigroup Value Index	SU	31875	N/A	31875	25500	USD	No	31875	25500
GLOBEX	WDC	Washington DC Housing Index	WDC	5000	N/A	5000	2000	USD	No	5000	2000
GLOBEX	IXB	Materials Select Sector Index	XAB	6375	N/A	6375	5100	USD	No	6375	5100
GLOBEX	IXE	Energy Select Sector Index	XAE	4876.25	N/A	4876.25	3901	USD	No	4876.25	3901
GLOBEX	IXM	Financial Select Sector Index	XAF	4928.75	N/A	4928.75	3943	USD	No	4928.75	3943
GLOBEX	IXI	Industrial Select Sector Index	XAI	8125	N/A	8125	6500	USD	No	8125	6500
GLOBEX	IXT	Technology Select Sector Index -	XAK	5762.50	N/A	5762.50	4610	USD	No	5762.50	4610
GLOBEX	IXR	Consumer Staples Select Sector Index	XAP	3371.25	N/A	3371.25	2697	USD	No	3371.25	2697
GLOBEX	IXRE	Real Estate Select Sector Index	XAR	6000	N/A	6000	4800	USD	No	6000	4800
GLOBEX	IXU	Utilities Select Sector Index	XAU	3501.25	N/A	3501.25	2801	USD	No	3501.25	2801
GLOBEX	IXV	Health Care Select Sector Index	XAV	5635	N/A	5635	4508	USD	No	5635	4508
GLOBEX	IXY	Consumer Discretionary Select Sector Index	XAY	7508.75	N/A	7508.75	6007	USD	No	7508.75	6007

Hong Kong Futures Exchange (HKFE)

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

Exchange	Underlying	Product description	Trading Class	Intraday Initial¹^,5	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	2823	ISHARES FTSE A50 CHINA INDEX	A50	8601.96	6881.57	17203.92	13763.13	HKD	No	17203.92	13763.13
HKFE	2018	AAC TECHNOLOGIES HOLDINGS IN	AAC	11015.01	N/A	11015.01	8812.00	HKD	No	11015.01	8812.01
HKFE	1288	AGRICULTURAL BANK OF CHINA-H	ABC	8451.93	N/A	8451.93	6761.54	HKD	No	8451.93	6761.54
HKFE	914	ANHUI CONCH CEMENT CO LTD-H	ACC	5645.03	N/A	5645.03	4516.03	HKD	No	5645.03	4516.03
HKFE	1299	AIA GROUP LTD	AIA	19016.83	N/A	19016.83	15213.46	HKD	No	19016.83	15213.46
HKFE	2600	ALUMINUM CORP OF CHINA LTD-H	ALC	1390.32	N/A	1390.32	1112.25	HKD	No	1390.31	1112.25
HKFE	3188	CHINAAMC CSI 300 IDX ETF-HKD	AMC	20929.77	N/A	20929.77	16743.81	HKD	No	20929.76	16743.81
HKFE	3988	BANK OF CHINA LTD - H	BCL	843.115	N/A	843.115	674.492	HKD	No	843.114	674.491
HKFE	3328	BANK OF COMMUNICATIONS CO-H	BCM	1532.85	N/A	1532.85	1226.28	HKD	No	1532.85	1226.28
HKFE	23	BANK OF EAST ASIA LTD	BEA	1220.28	N/A	1220.28	976.222	HKD	No	1220.28	976.222
HKFE	2388	BOC HONG KONG HOLDINGS LTD	BOC	3857.13	N/A	3857.13	3085.70	HKD	No	3857.13	3085.70
HKFE	IBOV	Brazil Bovespa Stock Index	BOV	102622.80	N/A	102622.80	82098.24	HKD	No	102622.80	82098.24
HKFE	939	CHINA CONSTRUCTION BANK-H	CCB	1572.86	N/A	1572.86	1258.29	HKD	No	1572.86	1258.29
HKFE	1800	CHINA COMMUNICATIONS CONST-H	CCC	1772.90	N/A	1772.90	1418.32	HKD	No	1772.90	1418.32
HKFE	1898	CHINA COAL ENERGY CO - H	CCE	782.679	N/A	782.679	626.143	HKD	No	782.678	626.142
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDA	2363.04	N/A	2363.04	1890.43	HKD	No	2363.04	1890.43
HKFE	1816	CGN POWER CO LTD-H	CGN	5126.17	N/A	5126.17	4100.94	HKD	No	5126.16	4100.93
HKFE	CES120	CES China 120 Index	CHH	45705	N/A	45705	36564	HKD	No	45705	36564
HKFE	2883	CHINA OILFIELD SERVICES-H	CHO	17979.09	N/A	17979.09	14383.27	HKD	No	17979.09	14383.27
HKFE	941	CHINA MOBILE LTD	CHT	9070.81	N/A	9070.81	7256.65	HKD	No	9070.81	7256.65
HKFE	762	CHINA UNICOM HONG KONG LTD	CHU	4225.96	N/A	4225.96	3380.77	HKD	No	4225.96	3380.77
HKFE	267	CITIC LTD	CIT	2695.61	N/A	2695.61	2156.49	HKD	No	2695.61	2156.49
HKFE	1	CK HUTCHISON HOLDINGS LTD	CKH	9414.64	N/A	9414.64	7531.71	HKD	No	9414.64	7531.71
HKFE	2628	CHINA LIFE INSURANCE CO-H	CLI	4606.05	N/A	4606.05	3684.84	HKD	No	4606.05	3684.84
HKFE	2	CLP HOLDINGS LTD	CLP	11490.12	N/A	11490.12	9192.09	HKD	No	11490.12	9192.09
HKFE	3968	CHINA MERCHANTS BANK - H	CMB	4701.07	N/A	4701.07	3760.86	HKD	No	4701.07	3760.86
HKFE	883	CNOOC LTD	CNC	3335.76	N/A	3335.76	2668.61	HKD	No	3335.76	2668.61
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COG	13528.07	N/A	13528.07	10822.46	HKD	No	13528.08	10822.46
HKFE	688	CHINA OVERSEAS LAND & INVEST	COL	14003.19	N/A	14003.19	11202.55	HKD	No	14003.19	11202.55
HKFE	293	CATHAY PACIFIC AIRWAYS	CPA	2985.68	N/A	2985.68	2388.54	HKD	No	2985.68	2388.54
HKFE	386	CHINA PETROLEUM & CHEMICAL-H	CPC	2850.65	N/A	2850.65	2280.52	HKD	No	2850.65	2280.52
HKFE	2601	CHINA PACIFIC INSURANCE GR-H	CPI	7226.64	N/A	7226.64	5781.31	HKD	No	7226.64	5781.32
HKFE	1766	CRRC CORP LTD - H	CRR	16728.80	N/A	16728.80	13383.04	HKD	No	16728.81	13383.05
HKFE	2822	CSOP FTSE CHINA A50 ETF-HKD	CSA	17303.94	N/A	17303.94	13843.15	HKD	No	17303.94	13843.15
HKFE	1088	CHINA SHENHUA ENERGY CO - H	CSE	2042.96	N/A	2042.96	1634.37	HKD	No	2042.96	1634.37
HKFE	998	CHINA CITIC BANK CORP LTD-H	CTB	23405.32	N/A	23405.32	18724.26	HKD	No	23405.32	18724.26
HKFE	728	CHINA TELECOM CORP LTD-H	CTC	1960.45	N/A	1960.45	1568.36	HKD	No	1960.44	1568.36
HKFE	6030	CITIC SECURITIES CO LTD-H	CTS	3745.85	N/A	3745.85	2996.68	HKD	No	3745.85	2996.68
HKFE	CNH	United States dollar	CUS	101580	N/A	101580	81264	CNH	Yes	101580	81264
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	7364.45	N/A	7364.45	4273	HKD	No	7364.45	4273
HKFE	HSIDPI	HSI Dividend Point Index	DHS	17493.37	N/A	17493.37	10150	HKD	No	17493.37	10150
HKFE	3333	CHINA EVERGRANDE GROUP	EVG	10527.40	N/A	10527.40	8421.92	HKD	No	10527.40	8421.92
HKFE	656	FOSUN INTERNATIONAL LTD	FOS	26205.97	N/A	26205.97	20964.78	HKD	No	26205.96	20964.77
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAC	7291.66	N/A	7291.66	5833.33	HKD	No	7291.66	5833.33
HKFE	175	GEELY AUTOMOBILE HOLDINGS LT	GAH	15903.62	N/A	15903.62	12722.89	HKD	No	15903.63	12722.90
HKFE	GDR	CNH Gold Futures	GDR	27930	N/A	27930	22344	CNY	No	27930	22344
HKFE	GDU	USD Gold Futures	GDU	4069.80	N/A	4069.80	3255.84	USD	No	4069.80	3255.84
HKFE	27	GALAXY ENTERTAINMENT GROUP L	GLX	12065.25	N/A	12065.25	9652.20	HKD	No	12065.25	9652.20
HKFE	2333	GREAT WALL MOTOR COMPANY-H	GWM	13382.26	N/A	13382.26	10705.81	HKD	No	13382.28	10705.82
HKFE	6837	HAITONG SECURITIES CO LTD-H	HAI	21179.82	N/A	21179.82	16943.86	HKD	No	21179.81	16943.85
HKFE	6	POWER ASSETS HOLDINGS LTD	HEH	6726.53	N/A	6726.53	5381.23	HKD	No	6726.53	5381.23
HKFE	388	HONG KONG EXCHANGES & CLEAR	HEX	6241.42	N/A	6241.42	4993.14	HKD	No	6241.42	4993.14
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	41152.50	32922	82305	65844	HKD	Yes	82305	65844
HKFE	5	HSBC HOLDINGS PLC	HKB	6531.49	N/A	6531.49	5225.19	HKD	No	6531.49	5225.19
HKFE	3	HONG KONG & CHINA GAS	HKG	4926.12	N/A	4926.12	3940.90	HKD	No	4926.12	3940.90
HKFE	12	HENDERSON LAND DEVELOPMENT	HLD	12302.80	N/A	12302.80	9842.24	HKD	No	12302.80	9842.24
HKFE	902	HUANENG POWER INTL INC-H	HNP	2260.51	N/A	2260.51	1808.41	HKD	No	2260.51	1808.41
HKFE	11	HANG SENG BANK LTD	HSB	5046.15	N/A	5046.15	4036.92	HKD	No	5046.15	4036.92
HKFE	HSI	Hang Seng Stock Index	HSI	69877.50	55902	139755	111804	HKD	Yes	139755	111804
HKFE	6886	HUATAI SECURITIES CO LTD-H	HTS	31507.18	N/A	31507.18	25205.74	HKD	No	31507.18	25205.74
HKFE	1398	IND & COMM BK OF CHINA - H	ICB	1405.32	N/A	1405.32	1124.26	HKD	No	1405.32	1124.26
HKFE	3888	KINGSOFT CORP LTD	KSO	4701.07	N/A	4701.07	3760.86	HKD	No	4701.07	3760.85
HKFE	494	LI & FUNG LTD	LIF	630.143	N/A	630.143	504.114	HKD	No	630.143	504.114
HKFE	823	LINK REIT	LNK	24230.52	N/A	24230.52	19384.41	HKD	No	24230.52	19384.41
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	8230.50	6584.40	16461	13168.80	HKD	Yes	16461	13168.80
HKFE	3690	MEITUAN DIANPING-CLASS B	MET	7714.26	N/A	7714.26	6171.40	HKD	No	7714.26	6171.40
HKFE	MHI	Mini Hang Seng Index	MHI	13975.50	11180.40	27951	22360.80	HKD	Yes	27951	22360.80
HKFE	1810	XIAOMI CORP-CLASS B	MIU	2525.57	N/A	2525.57	2020.46	HKD	No	2525.57	2020.46
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSB	14253.25	N/A	14253.25	11402.60	HKD	No	14253.24	11402.59
HKFE	66	MTR CORP.	MTR	6057.63	N/A	6057.63	4846.10	HKD	No	6057.63	4846.10
HKFE	1336	NEW CHINA LIFE INSURANCE C-H	NCL	9014.55	N/A	9014.55	7211.64	HKD	No	9014.55	7211.64
HKFE	17	NEW WORLD DEVELOPMENT	NWD	3050.69	N/A	3050.69	2440.55	HKD	No	3050.69	2440.56
HKFE	2318	PING AN INSURANCE GROUP CO-H	PAI	10465.47	N/A	10465.47	8372.38	HKD	No	10465.47	8372.38
HKFE	857	PETROCHINA CO LTD-H	PEC	2290.52	N/A	2290.52	1832.42	HKD	No	2290.52	1832.42
HKFE	2328	PICC PROPERTY & CASUALTY -H	PIC	3940.90	N/A	3940.90	3152.72	HKD	No	3940.90	3152.72
HKFE	TOP40	FTSE/JSE Africa Top40 Index	SAF	106652.70	N/A	106652.70	85322.16	HKD	No	106652.70	85322.16
HKFE	1928	SANDS CHINA LTD	SAN	3875.88	N/A	3875.88	3100.71	HKD	No	3875.88	3100.71
HKFE	16	SUN HUNG KAI PROPERTIES	SHK	33657.66	N/A	33657.66	26926.13	HKD	No	33657.66	26926.13
HKFE	2382	SUNNY OPTICAL TECH	SNO	18391.69	N/A	18391.69	14713.35	HKD	No	18391.69	14713.35
HKFE	1055	CHINA SOUTHERN AIRLINES CO-H	SOA	14036.95	N/A	14036.95	11229.56	HKD	No	12877.92	10302.34
HKFE	1918	SUNAC CHINA HOLDINGS LTD	SUN	16778.82	N/A	16778.82	13423.06	HKD	No	16778.82	13423.05
HKFE	19	SWIRE PACIFIC LTD - CL A	SWA	11827.69	N/A	11827.69	9462.15	HKD	No	11827.69	9462.15
HKFE	700	TENCENT HOLDINGS LTD	TCH	8476.93	N/A	8476.93	6781.54	HKD	No	8476.93	6781.54
HKFE	2800	TRACKER FUND OF HONG KONG	TRF	2799	N/A	2799	2799	HKD	No	100149.00	80119.20
HKFE	788	CHINA TOWER CORP LTD-H	TWR	4501.03	N/A	4501.03	3600.82	HKD	No	4501.03	3600.82
HKFE	VHSI	Hang Seng Volatility Index	VHS	33648.70	N/A	33648.70	26918.96	HKD	No	125551.70	100441.36
HKFE	4	WHARF HOLDINGS LTD	WHL	5476.25	N/A	5476.25	4381.00	HKD	No	5476.25	4381.00
HKFE	1171	YANZHOU COAL MINING CO-H	YZC	3685.84	N/A	3685.84	2948.67	HKD	No	3685.84	2948.67
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJM	1380.31	N/A	1380.31	1104.25	HKD	No	1380.31	1104.25

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	383.485	N/A	383.485	306.788	EUR	No	383.485	306.788
ICEEU	AKZA	AKZO NOBEL N.V.	AKZ	1455.59	N/A	1455.59	1164.47	EUR	No	1455.59	1164.47
ICEEU	ASML	ASML HOLDING NV	ASL	3239.94	N/A	3239.94	2591.95	EUR	No	3239.94	2591.95
ICEEU	ENI	ENI SPA	ENI	2702.42	N/A	2702.42	2161.94	EUR	No	2702.42	2161.94
ICEEU	ENEL	ENEL SPA	ENL	1079.99	N/A	1079.99	863.995	EUR	No	1079.99	863.994
ICEEU	SG	Short Gilt	G	975	N/A	975	780	GBP	No	975	780
ICEEU	G	ASSICURAZIONI GENERALI	GEN	3054.23	N/A	3054.23	2443.39	EUR	No	3054.23	2443.39
ICEEU	H	Medium Gilt	H	1387.50	N/A	1387.50	1110	GBP	No	1387.50	1110
ICEEU	HEIA	HEINEKEN NV	HEI	1825.21	N/A	1825.21	1460.17	EUR	No	1825.21	1460.17
ICEEU	I	3 Month EURIBOR Interest Rate	I	82.8125	66.25	165.625	132.50	EUR	Yes	165.625	132.50
ICEEU	INGA	ING GROEP NV	ING	185.52	N/A	185.52	148.416	EUR	No	185.52	148.416
ICEEU	KPN	KONINKLIJKE KPN NV	KPN	56.04875	N/A	56.04875	44.839	EUR	No	56.04875	44.839
ICEEU	L	3 Month Sterling Interest Rate FUT	L	106.25	85	212.50	170	GBP	Yes	212.50	170
ICEEU	MB	MEDIOBANCA SPA	MB	1631.05	N/A	1631.05	1304.84	EUR	No	1631.05	1304.84
ICEEU	MS	MEDIASET SPA	MSI	518.254	N/A	518.254	414.603	EUR	No	518.255	414.604
ICEEU	O	5 Year Euro Swapnote	O	687.50	N/A	687.50	550	EUR	No	687.50	550
ICEEU	P	10 Year Euro Swapnote	P	1805	N/A	1805	1444	EUR	No	1805	1444
ICEEU	PHIA	KONINKLIJKE PHILIPS NV	PHI	680.282	N/A	680.282	544.226	EUR	No	680.282	544.226
ICEEU	R	Long Gilt	R	1143.75	915	2287.50	1830	GBP	No	2287.50	1830
ICEEU	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD	540.458	N/A	540.458	432.367	EUR	No	540.458	432.367
ICEEU	REN	RELX PLC	REN	496.431	N/A	496.431	397.145	EUR	No	496.431	397.145
ICEEU	S	Three Month Euro Swiss Franc Interest Rate	S	221.875	N/A	221.875	177.50	CHF	No	221.875	177.50
ICEEU	STM	STMICROELECTRONICS NV	STM	2727.16	N/A	2727.16	2181.73	EUR	No	2727.16	2181.73
ICEEU	TIT	TELECOM ITALIA SPA	TI	85.3763	N/A	85.3763	68.301	EUR	No	85.3763	68.301
ICEEU	TWS	2 Year Euro Swapnote	TWS	177.50	N/A	177.50	142	EUR	No	177.50	142
ICEEU	UCG	UNICREDIT SPA	UC	1918.95	N/A	1918.95	1535.16	EUR	No	1918.95	1535.16
ICEEU	UNA	UNILEVER NV-CVA	UNA	1292.48	N/A	1292.48	1033.98	EUR	No	1292.48	1033.98
ICEEU	USO	Five Year $ Swapnote	USO	2750	N/A	2750	2200	USD	No	2750	2200
ICEEU	USP	Ten Year $ Swapnote	USP	6900	N/A	6900	5520	USD	No	6900	5520
ICEEU	USW	Two Year Dollar Swapnote	USW	2445	N/A	2445	1956	USD	No	2445	1956
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	1602.50	N/A	1602.50	641	GBP	No	1602.50	641
ICEEU	Y	FTSE 250 Index	Y2	3216.50	N/A	3216.50	2573.20	GBP	No	3216.50	2573.20
ICEEU	Z	FTSE 100 Index	Z	2717.50	2174	5435	4348	GBP	Yes	5435	4348

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	1400	N/A	1400	1120	GBP	No	1400	1120
ICEEUSOFT	D	Robusta Coffee	RC	912.50	N/A	912.50	730	USD	No	912.50	730
ICEEUSOFT	T	Wheat	T	716.25	N/A	716.25	573	GBP	No	716.25	573
ICEEUSOFT	W	White Sugar	W	1313.125	N/A	1313.125	1050.50	USD	No	1313.125	1050.50

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	3157.50	N/A	3157.50	2526	USD	No	3157.50	2526
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	721912.50	N/A	721912.50	534750	JPY	No	721912.50	534750
ICEUS	EO	European Monetary Union Euro	KEO	5178.125	N/A	5178.125	4142.50	USD	No	5178.125	4142.50
ICEUS	ECD	European Monetary Union Euro	KEP	3296.875	N/A	3296.875	2637.50	CAD	No	3296.875	2637.50
ICEUS	GB	Euro in British Pound	KGB	9070	N/A	9070	7256	GBP	No	9070	7256
ICEUS	EAD	European Monetary Union Euro	KRA	8003.125	N/A	8003.125	6402.50	AUD	No	8003.125	6402.50
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	5162.50	N/A	5162.50	4130	CHF	No	5162.50	4130
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	1356875	N/A	1356875	1085500	JPY	No	1356875	1085500
ICEUS	MP	British pound	MP	7346.25	N/A	7346.25	5877	USD	No	7346.25	5877
ICEUS	SS	British Pound in Swiss Franc	SS	7365.625	N/A	7365.625	5892.50	CHF	No	7365.625	5892.50
ICEUS	SY	British Pound in Japanese Yen	SY	1756172.50	N/A	1756172.50	1404938	JPY	No	1756172.50	1404938

Borsa Italiana (IDEM)

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

Exchange IDEM	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IDEM	A2A	A2A SPA	A2A	1409.49	N/A	1409.49	1127.59	EUR	No	1409.48	1127.59
IDEM	ACE	ACEA SPA	ACE	1557.56	N/A	1557.56	1246.04	EUR	No	1557.56	1246.04
IDEM	AGL	AUTOGRILL SPA	AGL	815.327	N/A	815.327	652.261	EUR	No	815.326	652.261
IDEM	ATL	ATLANTIA SPA	ATL	2531.25	N/A	2531.25	2025.00	EUR	No	2531.25	2025.00
IDEM	BMED	BANCA MEDIOLANUM SPA	BMED	575.883	N/A	575.883	460.707	EUR	No	575.883	460.707
IDEM	BZU	BUZZI UNICEM SPA	BZU	357.994	N/A	357.994	286.395	EUR	No	357.994	286.395
IDEM	CPR	DAVIDE CAMPARI-MILANO SPA	CPR	1715.93	N/A	1715.93	1372.75	EUR	No	1715.94	1372.75
IDEM	ENEL	ENEL SPA	ENEL	539.99	N/A	539.99	431.992	EUR	No	539.99	431.992
IDEM	ENI	ENI SPA	ENI	1351.19	N/A	1351.19	1080.95	EUR	No	1351.19	1080.95
IDEM	ERG	ERG SPA	ERG	1610.97	N/A	1610.97	1288.78	EUR	No	1610.97	1288.78
IDEM	EXO	EXOR NV	EXO	1070.98	N/A	1070.98	856.786	EUR	No	1070.98	856.786
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	1195.10	N/A	1195.10	899.00	EUR	No	1195.10	899.00
IDEM	FTMIB	FTSE MIB Index	FTMIB	6431.25	5145	12862.50	10290	EUR	Yes	12862.50	10290
IDEM	G	ASSICURAZIONI GENERALI	G	305.42	N/A	305.42	244.336	EUR	No	305.419	244.336
IDEM	GEO	GEOX SPA	GEO	205.406	N/A	205.406	164.325	EUR	No	205.406	164.325
IDEM	ISP	INTESA SANPAOLO	ISP	363.917	N/A	363.917	291.134	EUR	No	363.916	291.133
IDEM	LDO	LEONARDO SPA	LDO	971.234	N/A	971.234	776.987	EUR	No	971.234	776.987
IDEM	MB	MEDIOBANCA SPA	MB	815.514	N/A	815.514	652.411	EUR	No	815.514	652.411
IDEM	FTMIB	FTSE MIB Index	MINI	1286.25	1029	2572.50	2058	EUR	No	2572.50	2058
IDEM	MS	MEDIASET SPA	MS	596.204	N/A	596.204	476.963	EUR	No	596.204	476.963
IDEM	PRY	PRYSMIAN SPA	PRY	304.295	N/A	304.295	243.436	EUR	No	304.295	243.436
IDEM	SPM	SAIPEM SPA	SPM	831.40	N/A	831.40	665.12	EUR	No	831.40	665.12
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	1088.79	N/A	1088.79	871.031	EUR	No	1088.79	871.031
IDEM	SRS	SARAS SPA	SRS	255.375	N/A	255.375	204.30	EUR	No	255.375	204.30
IDEM	STM	STMICROELECTRONICS NV	STM	1386.80	N/A	1386.80	1109.44	EUR	No	1386.80	1109.44
IDEM	TEN	TENARIS SA	TEN	1129.27	N/A	1129.27	903.419	EUR	No	1129.27	903.419
IDEM	TIT	TELECOM ITALIA SPA	TIT	85.375	N/A	85.375	68.30	EUR	No	85.375	68.30
IDEM	TITR	TELECOM ITALIA-RSP	TITR	80.4838	N/A	80.4838	64.387	EUR	No	80.4825	64.386
IDEM	TOD	TOD'S SPA	TOD	812.25	N/A	812.25	649.80	EUR	No	812.25	649.80
IDEM	TRN	TERNA SPA	TRN	1072.11	N/A	1072.11	857.686	EUR	No	1072.11	857.686
IDEM	UBI	UBI BANCA SPA	UBI	223.318	N/A	223.318	178.654	EUR	No	223.318	178.654
IDEM	UCG	UNICREDIT SPA	UCG	1135.78	N/A	1135.78	908.623	EUR	No	1135.78	908.623
IDEM	UNI	UNIPOL GRUPPO SPA	UNI	412.703	N/A	412.703	330.162	EUR	No	412.703	330.162
IDEM	US	UNIPOLSAI ASSICURAZIONI SPA	US	616.244	N/A	616.244	492.995	EUR	No	616.244	492.995

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	5573.75	N/A	5573.75	4459	USD	No	5573.75	4459
IPE	COIL	ICE Brent Crude	COIL	6050	N/A	6050	4840	USD	Yes	6050	4840
IPE	ECF	-	ECF	26370	N/A	26370	22370	EUR	No	27962.50	22370
IPE	GOIL	ICE Gasoil	GOIL	4262.50	N/A	4262.50	3410	USD	No	4262.50	3410
IPE	HOIL	ICE Heating Oil	HOIL	6469.31	N/A	6469.31	5175.45	USD	No	6469.31	5175.45
IPE	NCF	Newcastle Coal Futures	NCF	16875	N/A	16875	13500	USD	No	16875	13500
IPE	NGF	ICE UK Natural Gas	NGF	3000	N/A	3000	2400	GBP	No	3000	2400
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	7258.23	N/A	7258.23	5806.58	USD	No	7258.23	5806.58
IPE	UCX	CSX Coal Futures	UCX	8875	N/A	8875	7100	USD	No	8875	7100
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	3325	2660	6650	5320	USD	Yes	6650	5320

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	4163799.08	3331039.26	8327598.16	6662078.525	KRW	Yes	8327598.16	6662078.53
KSE	K200M	Mini KOSPI200 Index	05	834418.31	667534.65	1668836.63	1335069.30	KRW	Yes	1668836.63	1335069.30
KSE	KOSDQ150	KOSDAQ 150 Index	06	1366199.23	N/A	1366199.23	1092959.385	KRW	No	1366199.23	1092959.385
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	136435.93	N/A	136435.93	109148.74	KRW	No	136435.93	109148.74
KSE	017670	SK TELECOM	112	791703.91	N/A	791703.91	633363.125	KRW	No	791703.91	633363.125
KSE	005490	POSCO	113	735377.15	N/A	735377.15	588301.72	KRW	No	735377.15	588301.72
KSE	030200	KTCORPORATION	114	85428.92	N/A	85428.92	68343.13	KRW	No	85428.92	68343.13
KSE	015760	KOREA ELECTRIC POWER CORP	115	78701.00	N/A	78701.00	62960.80	KRW	No	78701.00	62960.80
KSE	005380	HYUNDAI MOTOR CO	116	398981.21	N/A	398981.21	319184.97	KRW	No	398981.21	319184.97
KSE	016360	SAMSUNG SECURITIES CO LTD	117	107959.62	N/A	107959.62	86367.70	KRW	No	107959.62	86367.70
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	144415.55	N/A	144415.55	115532.44	KRW	No	144415.55	115532.44
KSE	000270	KIA MOTORS CORPORATION	119	128925.70	N/A	128925.70	103140.56	KRW	No	128925.70	103140.56
KSE	012330	HYUNDAI MOBIS CO LTD	120	661839.40	N/A	661839.40	529471.52	KRW	No	661839.40	529471.52
KSE	006400	SAMSUNG SDI CO LTD	122	664968.67	N/A	664968.67	531974.94	KRW	No	664968.67	531974.94
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	305103.28	N/A	305103.28	244082.625	KRW	No	305103.28	244082.625
KSE	066570	LG ELECTRONICS INC	124	228436.30	N/A	228436.30	182749.04	KRW	No	228436.30	182749.04
KSE	036460	KOREA GAS CORPORATION	128	131742.03	N/A	131742.03	105393.625	KRW	No	131742.03	105393.625
KSE	004020	HYUNDAI STEEL CO	132	128299.84	N/A	128299.84	102639.87	KRW	No	128299.84	102639.87
KSE	003550	LG CORP	134	224994.12	N/A	224994.12	179995.29	KRW	No	224994.12	179995.29
KSE	078930	GS HOLDINGS	135	156463.22	N/A	156463.22	125170.58	KRW	No	156463.22	125170.58
KSE	033780	KT & G CORPORATION	136	316055.70	N/A	316055.70	252844.56	KRW	No	316055.70	252844.56
KSE	009540	HYUNDAI HEAVY INDUSTRIES	139	341089.82	N/A	341089.82	272871.86	KRW	No	341089.82	272871.86
KSE	086790	HANA FINANCIAL GROUP	140	115939.25	N/A	115939.25	92751.40	KRW	No	115939.25	92751.40
KSE	096770	SK INNOVATION CO LTD	141	525716.41	N/A	525716.41	420573.125	KRW	No	525716.41	420573.125
KSE	001040	CJ CORP	142	316055.70	N/A	316055.70	252844.56	KRW	No	316055.70	252844.56
KSE	034220	LG DISPLAY CO LTD	145	53041.03	N/A	53041.03	42432.83	KRW	No	53041.03	42432.83
KSE	105560	KB FINANCIAL GROUP INC	146	144884.94	N/A	144884.94	115907.95	KRW	No	144884.94	115907.95
KSE	051910	LG CHEM LTD	147	1038915.78	N/A	1038915.78	831132.625	KRW	No	1038915.78	831132.625
KSE	006800	MIRAE ASSET DAEWOO CO LTD	148	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	042670	DOOSAN INFRACORE CO LTD	149	20308.93	N/A	20308.93	16247.14	KRW	No	20308.93	16247.14
KSE	000660	SK HYNIX INC	150	216545.10	N/A	216545.10	173236.08	KRW	No	216545.10	173236.08
KSE	006360	GS ENGINEERING & CONSTRUCT	151	121884.85	N/A	121884.85	97507.88	KRW	No	121884.85	97507.88
KSE	139480	E-MART INC	154	458437.23	N/A	458437.23	366749.78	KRW	No	458437.23	366749.78
KSE	161390	HANKOOK TIRE CO LTD	155	112184.13	N/A	112184.13	89747.30	KRW	No	112184.13	89747.30
KSE	035420	NAVER CORP	156	355171.52	N/A	355171.52	284137.22	KRW	No	355171.52	284137.22
KSE	003490	KOREAN AIR LINES CO LTD	157	96068.42	N/A	96068.42	76854.73	KRW	No	96068.42	76854.73
KSE	3KTB	3-Year Korea Treasury Bond	165	1316519.99	N/A	1316519.99	1053215.99	KRW	No	1316519.99	1053215.99
KSE	FLKTB	10-Year Korea Treasury Bond	167	4947304.92	N/A	4947304.92	3957843.94	KRW	No	4947304.92	3957843.94
KSE	KWY	United States dollar	175	1490625	N/A	1490625	1192500	KRW	No	2981250	2385000
KSE	032640	LG UPLUS CORP	1B0	46938.96	N/A	46938.96	37551.17	KRW	No	46938.96	37551.17
KSE	010950	S-OILCORPORATION	1B2	260041.875	N/A	260041.875	208033.50	KRW	No	260041.875	208033.50
KSE	010130	KOREA ZINC CO LTD	1B3	1356536.13	N/A	1356536.13	1085228.91	KRW	No	1356536.13	1085228.91
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	43653.24	N/A	43653.24	34922.59	KRW	No	43653.24	34922.59
KSE	000210	DAELIM INDUSTRIAL CO LTD	1B5	323878.87	N/A	323878.87	259103.09	KRW	No	323878.87	259103.09
KSE	001680	DAESANG CORPORATION	1B6	80578.56	N/A	80578.56	64462.85	KRW	No	80578.56	64462.85
KSE	047050	POSCO INTERNATIONAL CORP	1B7	53197.50	N/A	53197.50	42558.00	KRW	No	53197.50	42558.00
KSE	034020	DOOSAN HEAVY INDUSTRIES	1B9	18587.83	N/A	18587.83	14870.26	KRW	No	18587.83	14870.26
KSE	023530	LOTTE SHOPPING CO	1BA	508505.47	N/A	508505.47	406804.375	KRW	No	508505.47	406804.375
KSE	011170	LOTTE CHEMICAL CORP	1BB	827690.43	N/A	827690.43	662152.34	KRW	No	827690.43	662152.34
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	252844.56	N/A	252844.56	202275.64	KRW	No	252844.56	202275.64
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	23845.00	N/A	23845.00	19076.00	KRW	No	23845.00	19076.00
KSE	029780	SAMSUNG CARD CO	1BG	112653.52	N/A	112653.52	90122.81	KRW	No	112653.52	90122.81
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	99041.22	N/A	99041.22	79232.98	KRW	No	99041.22	79232.98
KSE	036570	NCSOFTCORPORATION	1BJ	1525516.41	N/A	1525516.41	1220413.125	KRW	No	1525516.41	1220413.125
KSE	000080	HITE JINRO CO LTD	1BK	63836.99	N/A	63836.99	51069.59	KRW	No	63836.99	51069.59
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	221238.99	N/A	221238.99	176991.19	KRW	No	221238.99	176991.19
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	99041.22	N/A	99041.22	79232.98	KRW	No	99041.22	79232.98
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	157089.07	N/A	157089.07	125671.26	KRW	No	157089.07	125671.26
KSE	011210	HYUNDAI WIA CORP	1BP	131742.03	N/A	131742.03	105393.625	KRW	No	131742.03	105393.625
KSE	008770	HOTEL SHILLA CO LTD	1BQ	312613.52	N/A	312613.52	250090.81	KRW	No	312613.52	250090.81
KSE	035250	KANGWON LAND, INC.	1BS	95755.49	N/A	95755.49	76604.39	KRW	No	95755.49	76604.39
KSE	138930	BNK FINANCIAL GROUP INC	1BT	22155.19	N/A	22155.19	17724.15	KRW	No	22155.19	17724.15
KSE	139130	DGB FINANCIAL GROUP INC	1BV	25972.89	N/A	25972.89	20778.32	KRW	No	25972.89	20778.32
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	66966.26	N/A	66966.26	53573.01	KRW	No	66966.26	53573.01
KSE	001120	LG INTERNATIONAL CORP	1BX	52571.64	N/A	52571.64	42057.31	KRW	No	52571.64	42057.31
KSE	011070	LG INNOTEK CO LTD	1BY	325443.50	N/A	325443.50	260354.80	KRW	No	325443.50	260354.80
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	41932.14	N/A	41932.14	33545.71	KRW	No	41932.14	33545.71
KSE	010060	OCI CO LTD	1C0	276626.98	N/A	276626.98	221301.58	KRW	No	276626.98	221301.58
KSE	034730	SK HOLDINGS CO LTD	1C1	746329.54	N/A	746329.54	597063.63	KRW	No	746329.54	597063.63
KSE	001740	SK NETWORKS CO LTD	1C2	15771.49	N/A	15771.49	12617.19	KRW	No	15771.49	12617.19
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	292899.15	N/A	292899.15	234319.32	KRW	No	292899.15	234319.32
KSE	002350	NEXEN TIRE CORPORATION	1C4	32387.89	N/A	32387.89	25910.31	KRW	No	32387.89	25910.31
KSE	018260	SAMSUNG SDS CO LTD	1C5	649322.36	N/A	649322.36	519457.89	KRW	No	649322.36	519457.89
KSE	090430	AMOREPACIFIC CORP	1C6	597689.50	N/A	597689.50	478151.60	KRW	No	597689.50	478151.60
KSE	030000	CHEIL WORLDWIDE INC	1C7	81986.73	N/A	81986.73	65589.38	KRW	No	81986.73	65589.38
KSE	028260	SAMSUNG C&T CORP	1C8	300096.46	N/A	300096.46	240077.17	KRW	No	300096.46	240077.17
KSE	000880	HANWHA CORPORATION	1C9	83707.82	N/A	83707.82	66966.26	KRW	No	83707.82	66966.26
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	009830	HANWHA CHEMICAL CORP	1CB	68217.96	N/A	68217.96	54574.37	KRW	No	68217.96	54574.37
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	477212.81	N/A	477212.81	381770.25	KRW	No	477212.81	381770.25
KSE	010620	HYUNDAIMIPODOCKYARD	1CD	154116.27	N/A	154116.27	123293.02	KRW	No	154116.27	123293.02
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	97633.05	N/A	97633.05	78106.44	KRW	No	97633.05	78106.44
KSE	035720	KAKAO CORP	1CF	394287.30	N/A	394287.30	315429.84	KRW	No	394287.30	315429.84
KSE	068270	CELLTRION INC	1CP	1151569.30	N/A	1151569.30	921255.44	KRW	No	1151569.30	921255.44
KSE	051900	LG HOUSEHOLD & HEALTH CARE	1CR	4017975.39	N/A	4017975.39	3214380.31	KRW	No	4017975.39	3214380.31
KSE	002790	AMOREPACIFIC GROUP	1CS	210599.49	N/A	210599.49	168479.59	KRW	No	210599.49	168479.59
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	865241.60	N/A	865241.60	692193.28	KRW	No	865241.60	692193.28
KSE	008930	HANMI SCIENCE CO LTD	1CV	682000	N/A	682000	682000	KRW	No	853663.28	682930.625
KSE	021240	WOONGJIN COWAY CO LTD	1CW	243769.70	N/A	243769.70	195015.76	KRW	No	243769.70	195015.76
KSE	128940	HANMI PHARM CO LTD	1CX	4085000	N/A	4085000	4085000	KRW	No	5113217.97	4090574.375
KSE	018880	HANON SYSTEMS	1CY	34421.91	N/A	34421.91	27537.53	KRW	No	34421.91	27537.53
KSE	027410	BGF CO LTD	1CZ	24095.34	N/A	24095.34	19276.27	KRW	No	24095.34	19276.27
KSE	005830	DB INSURANCE CO LTD	1D0	189946.35	N/A	189946.35	151957.08	KRW	No	189946.35	151957.08
KSE	097950	CJ CHEILJEDANG CORP.	1D1	873064.77	N/A	873064.77	698451.81	KRW	No	873064.77	698451.81
KSE	009240	HANSSEM CO LTD	1D2	277565.75	N/A	277565.75	222052.60	KRW	No	277565.75	222052.60
KSE	002380	KCC CORP	1D3	832384.30	N/A	832384.30	665907.44	KRW	No	832384.30	665907.44
KSE	007070	GS RETAIL CO LTD	1D4	110306.57	N/A	110306.57	88245.26	KRW	No	110306.57	88245.26
KSE	012750	S1 CORPORATION	1D5	294463.77	N/A	294463.77	235571.02	KRW	No	294463.77	235571.02
KSE	000100	YUHAN CORPORATION	1D6	2485000	N/A	2485000	2485000	KRW	No	3110488.87	2488391.09
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	95129.64	N/A	95129.64	76103.71	KRW	No	95129.64	76103.71
KSE	069960	HYUNDAI DEPT STORE CO	1D8	269116.74	N/A	269116.74	215293.39	KRW	No	269116.74	215293.39
KSE	079160	CJ CGV CO LTD	1D9	111871.20	N/A	111871.20	89496.96	KRW	No	111871.20	89496.96
KSE	004370	NONGSHIM CO LTD	1DA	779186.82	N/A	779186.82	623349.45	KRW	No	779186.82	623349.45
KSE	079550	LIG NEX1 CO LTD	1DB	107177.31	N/A	107177.31	85741.85	KRW	No	107177.31	85741.85
KSE	204320	MANDO CORP	1DC	92469.77	N/A	92469.77	73975.81	KRW	No	92469.77	73975.81
KSE	004170	SHINSEGAE INC	1DD	935650.08	N/A	935650.08	748520.06	KRW	No	935650.08	748520.06
KSE	161890	KOLMAR KOREA CO LTD	1DE	203402.19	N/A	203402.19	162721.75	KRW	No	203402.19	162721.75
KSE	111770	YOUNGONE CORP	1DG	126891.67	N/A	126891.67	101513.34	KRW	No	126891.67	101513.34
KSE	008560	MERITZ SECURITIES CO LTD	1DH	15176.93	N/A	15176.93	12141.55	KRW	No	15176.93	12141.55
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	433403.125	N/A	433403.125	346722.50	KRW	No	433403.125	346722.50
KSE	192820	COSMAX INC	1DK	350477.62	N/A	350477.62	280382.09	KRW	No	350477.62	280382.09
KSE	108670	LG HAUSYS LTD	1DL	174925.88	N/A	174925.88	139940.70	KRW	No	174925.88	139940.70
KSE	023590	DAOU TECHNOLOGY INC	1DM	72442.47	N/A	72442.47	57953.98	KRW	No	72442.47	57953.98
KSE	039130	HANA TOUR SERVICE INC	1DN	184939.53	N/A	184939.53	147951.625	KRW	No	184939.53	147951.625
KSE	241560	DOOSAN BOBCAT INC	1DW	100292.92	N/A	100292.92	80234.34	KRW	No	100292.92	80234.34
KSE	017800	HYUNDAI ELEVATOR CO	1DY	262764	N/A	262764	203777.70	KRW	No	262764	203777.70
KSE	105630	HANSAE CO LTD	1DZ	73381.25	N/A	73381.25	58705	KRW	No	73381.25	58705
KSE	001060	JW PHARMACEUTICAL	1E1	328000	N/A	328000	328000	KRW	No	410559.49	328447.59
KSE	251270	NETMARBLE CORP	1E5	361430.04	N/A	361430.04	289144.03	KRW	No	361430.04	289144.03
KSE	079440	ORANGE LIFE INSURANCE LTD	1E7	104204.50	N/A	104204.50	83363.60	KRW	No	104204.50	83363.60
KSE	003520	YUNGJIN PHARMACEUTICAL CO	1E9	59100	N/A	59100	59100	KRW	No	73975.81	59180.65

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	3829.69	N/A	3829.69	3063.75	USD	No	3829.69	3063.75
LMEOTC	CA	Grade A Copper - LME	CA	14166.25	N/A	14166.25	11333	USD	No	14166.25	11333
LMEOTC	NI	Nickel - LME	NI	9347.78	N/A	9347.78	7478.22	USD	No	9347.78	7478.22
LMEOTC	PB	Lead - LME	PB	5915.625	N/A	5915.625	4732.50	USD	No	5915.625	4732.50
LMEOTC	SNLME	Tin future	SN	9520.88	N/A	9520.88	7616.70	USD	No	9520.88	7616.70
LMEOTC	ZSLME	Special High Grade Zinc	ZS	6756.25	N/A	6756.25	5405	USD	No	6756.25	5405

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	500	N/A	500	400	EUR	Yes	500	400
MATIF	ECO	European Rapeseed Future	ECO	937.50	N/A	937.50	750	EUR	No	937.50	750
MATIF	EMA	Corn	EMA	625	N/A	625	500	EUR	No	625	500

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	A3M	ATRESMEDIA CORP DE MEDIOS DE	A3T	85.2812	N/A	85.2812	68.225	EUR	No	85.2812	68.225
MEFFRV	ACS	ACS ACTIVIDADES CONS Y SERV	ACS	716.925	N/A	716.925	573.54	EUR	No	716.925	573.54
MEFFRV	ACX	ACERINOX SA	ACX	162.316	N/A	162.316	129.852	EUR	No	162.316	129.852
MEFFRV	ANA	ACCIONA SA	ANA	1806.84	N/A	1806.84	1445.47	EUR	No	1806.84	1445.47
MEFFRV	BBVA	BANCO BILBAO VIZCAYA ARGENTA	BBV	129.912	N/A	129.912	103.93	EUR	No	129.912	103.93
MEFFRV	BKIA	BANKIA SA	BKI	56.04875	N/A	56.04875	44.839	EUR	No	56.04875	44.839
MEFFRV	BKT	BANKINTER SA	BKT	123.18	N/A	123.18	98.5439	EUR	No	123.18	98.544
MEFFRV	BME	BOLSAS Y MERCADOS ESPANOLES	BME	447.961	N/A	447.961	358.369	EUR	No	447.961	358.369
MEFFRV	ELE	ENDESA SA	ELE	430.155	N/A	430.155	344.124	EUR	No	430.155	344.124
MEFFRV	ENG	ENAGAS SA	ENA	478.512	N/A	478.512	382.81	EUR	No	478.512	382.81
MEFFRV	FCC	FOMENTO DE CONSTRUC Y CONTRA	FCC	213.672	N/A	213.672	170.937	EUR	No	213.672	170.937
MEFFRV	FER	FERROVIAL SA	FER	402.228	N/A	402.228	321.782	EUR	No	402.228	321.782
MEFFRV	GAM	SIEMENS GAMESA RENEWABLE ENE	GAM	332.55	N/A	332.55	266.04	EUR	No	332.55	266.04
MEFFRV	GAS	NATURGY ENERGY GROUP SA	GAS	501.754	N/A	501.754	401.403	EUR	No	501.754	401.403
MEFFRV	GRF	GRIFOLS SA	GRF	1479.46	N/A	1479.46	1183.57	EUR	No	1479.46	1183.57
MEFFRV	IBE	IBERDROLA SA	IBE	155.568	N/A	155.568	124.454	EUR	No	155.568	124.454
MEFFRV	IBEX35	IBEX 35 Index	IBX	5000	4000	10000	8000	EUR	No	10000	8000
MEFFRV	IDR	INDRA SISTEMAS S.A.	IDR	182.465	N/A	182.465	145.972	EUR	No	182.465	145.972
MEFFRV	ITX	INDUSTRIA DE DISENO TEXTIL	ITX	483.494	N/A	483.494	386.796	EUR	No	483.494	386.795
MEFFRV	MAP	MAPFRE SA	MAP	56.04875	N/A	56.04875	44.839	EUR	No	56.04875	44.839
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	500	400	1000	800	EUR	Yes	1000	800
MEFFRV	MT	ARCELORMITTAL	MTS	274.812	N/A	274.812	219.85	EUR	No	274.812	219.85
MEFFRV	REE	RED ELECTRICA CORPORACION SA	REE	371.583	N/A	371.583	297.266	EUR	No	371.583	297.266
MEFFRV	REP	REPSOL SA	REP	280.397	N/A	280.397	224.318	EUR	No	280.397	224.318
MEFFRV	SAB2	BANCO DE SABADELL SA	SAB	56.04875	N/A	56.04875	44.839	EUR	No	56.04875	44.839
MEFFRV	SAN1	BANCO SANTANDER SA	SAN	77.4566	N/A	77.4566	61.9653	EUR	No	77.4565	61.9652
MEFFRV	SCYR	SACYR SA	SVO	56.04875	N/A	56.04875	44.839	EUR	No	56.04875	44.839
MEFFRV	TEF	TELEFONICA SA	TEF	136.83	N/A	136.83	109.464	EUR	No	136.83	109.464
MEFFRV	TL5	MEDIASET ESPANA COMUNICACION	TL5	126.329	N/A	126.329	101.063	EUR	No	126.329	101.063

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	1186.69	N/A	1186.69	949.35	MXN	No	1186.69	949.35
MEXDER	CEMEXCPO	CEMEX SAB-CPO	CXC	830	N/A	830	830	MXN	No	1186.69	949.35
MEXDER	DEUA	United States dollar	DA	16575.00	N/A	16575.00	13260.00	MXN	No	16575.00	13260.00
MEXDER	EURO	European Monetary Union Euro	EU	27916.10	N/A	27916.10	22332.88	MXN	No	27916.10	22332.88
MEXDER	FEMSAUBD	FOMENTO ECONOMICO MEXICA-UBD	FEM	3568.16	N/A	3568.16	2854.53	MXN	No	3568.16	2854.53
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	39500	N/A	39500	31600	MXN	Yes²	39500	31600
MEXDER	BONO10	10 Year Bond	M10	14760.51	N/A	14760.51	11808.41	MXN	No	14760.51	11808.41
MEXDER	BONO3	3 Year Bond	M3	6329.86	N/A	6329.86	5063.89	MXN	No	6329.86	5063.89
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	8149.92	N/A	8149.92	6519.94	MXN	No	8149.92	6519.94

Euronext France (MONEP)

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

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

National Stock Exchange of India (NSE)

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

Exchange NSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NSE	ACC	ACC LIMITED	ACC	71681.2	57344.8	143362	114689.6	INR	No	356.83	285.464
NSE	ADANIENT	ADANI ENTERPRISES LTD	ADANIENT	208224.8	166580	416448	333159.6	INR	No	103.95	83.1599
NSE	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ADANIPORTS	124719.25	99775.5	249438.75	199551	INR	No	99.4005	79.5204
NSE	ADANIPOWE	ADANI POWER LIMITED	ADANIPOWER	328406	262724	656812	525450	INR	No	32.7906	26.2325
NSE	AJANTPHAR	AJANTA PHARMA LTD	AJANTPHARM	257375	256751	514750	513500	INR	No	1283.75	1027.00
NSE	ALBK	ALLAHABAD BANK	ALBK	96095.48	76876.41	192190.7	153752.3	INR	No	14.7339	11.7871
NSE	AMARAJABA	AMARA RAJA BATTERIES LTD	AMARAJABAT	47861.87	38289.51	95723.6	76579.3	INR	No	136.148	108.919
NSE	AMBUJACEM	AMBUJA CEMENTS LIMITED	AMBUJACEM	61148	48918.5	122296	97836.75	INR	No	48.6934	38.9547
NSE	APOLLOHOS	APOLLO HOSPITALS ENTERPRISE	APOLLOHOSP	64485.5	51588.5	128971.5	103177	INR	No	256.805	205.444
NSE	APOLLOTYR	APOLLO TYRES LIMITED	APOLLOTYRE	60924	48739.2	121848.3	97478.4	INR	No	40.4286	32.3428
NSE	ARVIND	ARVIND LTD	ARVIND	21572.6	17258.14	43145.4	34516.2	INR	No	21.4977	17.1981
NSE	ASHOKLEY	ASHOK LEYLAND LIMITED	ASHOKLEY	39024.68	31219.76	78049.2	62439.6	INR	No	19.4248	15.5399
NSE	ASIANPAIN	ASIAN PAINTS LTD	ASIANPAINT	90991.8	72793.8	181984.2	145587	INR	No	301.969	241.575
NSE	AUROPHARM	AUROBINDO PHARMA LTD	AUROPHARMA	333300	333300	666600	666600	INR	No	890.541	712.433
NSE	AXISBANK	AXIS BANK LTD	AXISBANK	103700.52	82960.44	207400.8	165920.4	INR	No	172.072	137.657
NSE	BAJAJ-AUT	BAJAJ AUTO LIMITED	BAJAJ-AUTO	84494	67595.25	168988.25	135190.5	INR	No	672.978	538.382
NSE	BAJAJFINS	BAJAJ FINSERV LTD	BAJAJFINSV	114047.5	91238	228095	182476.25	INR	No	1816.75	1453.40
NSE	BAJFINANC	BAJAJ FINANCE LTD	BAJFINANCE	99655	79724	199310	159448	INR	No	793.877	635.102
NSE	BALKRISIN	BALKRISHNA INDUSTRIES LTD	BALKRISIND	68848.16	55078.56	137696	110156.8	INR	No	171.37	137.096
NSE	BANKBAROD	BANK OF BARODA	BANKBARODA	74507.2	59606	149014.8	119211.6	INR	No	37.1412	29.7129
NSE	BANKINDIA	BANK OF INDIA	BANKINDIA	79870.8	63896.4	159741.6	127793.4	INR	No	26.5361	21.2289
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	51487.8	41190.2	102975.6	82380.6	INR	Yes	5119.01	4095.21
NSE	BATAINDIA	BATA INDIA LTD	BATAINDIA	84406.85	67525.7	168814.25	135051.4	INR	No	305.585	244.468
NSE	BEL	BHARAT ELECTRONICS LTD	BEL	82194	65755.2	164388	131510.4	INR	No	27.298	21.8384
NSE	BEML	BEML LIMITED	BEML	91112	72889.6	182224.7	145779.9	INR	No	259.421	207.537
NSE	BERGEPAIN	BERGER PAINTS INDIA LTD	BERGEPAINT	75731.92	60585.58	151463.62	121170.94	INR	No	68.5471	54.8377
NSE	BHARATFIN	BHARAT FINANCIAL INCLUSION L	BHARATFIN	68933	55146.5	137866	110293	INR	No	274.807	219.846
NSE	BHARATFOR	BHARAT FORGE LIMITED	BHARATFORG	66564.6	53251.68	133129.2	106503.36	INR	No	110.478	88.3828
NSE	BHARTIART	BHARTI AIRTEL LIMITED	BHARTIARTL	72931.9914	58345.5561	145863.9828	116691.2973	INR	No	78.4653	62.7723
NSE	BHEL	BHARAT HEAVY ELECTRICALS	BHEL	72001.125	57600.9	144002.25	115201.5	INR	No	19.1378	15.3102
NSE	BIOCON	BIOCON LTD	BIOCON	234247.5	233573.4	468495	467146.8	INR	No	648.815	519.052
NSE	BOSCHLTD	BOSCH LIMITED	BOSCHLTD	55899.6	44719.5	111798.9	89439	INR	No	3710.23	2968.18
NSE	BPCL	BHARAT PETROLEUM CORP LTD	BPCL	88939.98	71152.02	177879.96	142304.04	INR	No	98.4472	78.7578
NSE	BRITANNIA	BRITANNIA INDUSTRIES LTD	BRITANNIA	63220.2	50576.2	126440.4	101152.2	INR	No	629.414	503.531
NSE	BSOFT	BIRLASOFT LTD	BSOFT	25444.35	20355.5475	50888.925	40711.05	INR	No	22.5298	18.0238
NSE	CADILAHC	CADILA HEALTHCARE LTD	CADILAHC	200240	200240	400480	400480	INR	No	313.263	250.61
NSE	CANBK	CANARA BANK	CANBK	75626.6	60501.2	151253	121002.4	INR	No	75.3765	60.3012
NSE	CANFINHOM	CAN FIN HOMES LTD	CANFINHOME	94912.56	75930.12	189824.4	151860.24	INR	No	105.133	84.1068
NSE	CASTROLIN	CASTROL INDIA LTD	CASTROLIND	54581.9	43665.52	109164.14	87331.04	INR	No	31.9696	25.5756
NSE	CEATLTD	CEAT LIMITED	CEATLTD	45753.6	36603	91507.6	73206	INR	No	227.794	182.235
NSE	CENTURYTE	CENTURY TEXTILES & INDS LTD	CENTURYTEX	71280.6	57024.36	142561.2	114048.6	INR	No	236.652	189.321
NSE	CESC	CESC LIMITED	CESC	52163.32	41730.7	104326.75	83461.4	INR	No	188.985	151.188
NSE	CGPOWER	CG POWER AND INDUSTRIAL SOLU	CGPOWER	137311.2	109848.6	274621.2	219697.2	INR	No	22.8476	18.2781
NSE	CHENNPETR	CHENNAI PETROLEUM CORP LTD	CHENNPETRO	42765.3	34212.24	85530.6	68424.48	INR	No	47.3045	37.8436
NSE	CHOLAFIN	CHOLAMANDALAM INVESTMENT AND	CHOLAFIN	83026.5	66421	166053	132842.5	INR	No	330.719	264.575
NSE	CIPLA	CIPLA LTD	CIPLA	197508	158007	395017	316013	INR	No	741.034	592.827
NSE	COALINDIA	COAL INDIA LTD	COALINDIA	58832.84	47066.36	117665.9	94132.72	INR	No	53.247	42.5976
NSE	COLPAL	COLGATE PALMOLIVE (INDIA)	COLPAL	89415.9	71532.3	178831.1	143065.3	INR	No	254.348	203.478
NSE	CONCOR	CONTAINER CORP OF INDIA LTD	CONCOR	84082.8354	67266.2058	168166.296	134532.4116	INR	No	107.129	85.7032
NSE	CUMMINSIN	CUMMINS INDIA LTD	CUMMINSIND	60566.8	48453.44	121133.6	96906.6	INR	No	172.335	137.868
NSE	DABUR	DABUR INDIA LIMITED	DABUR	53418.75	42735	106837.625	85470.125	INR	No	85.0951	68.0761
NSE	DCBBANK	DCB BANK LTD	DCBBANK	114514.2	91611.45	229028.4	183222.9	INR	No	50.6702	40.5362
NSE	DHFL	DEWAN HOUSING FINANCE CORP	DHFL	63878.7	51102.9	127757.4	102205.8	INR	No	85.0591	68.0472
NSE	DISHTV	DISH TV INDIA LTD	DISHTV	59964.96	47971.92	119929.6	95944	INR	No	14.9662	11.973
NSE	DIVISLAB	DIVI'S LABORATORIES LTD	DIVISLAB	336410	336410	672820	672820	INR	No	2102.63	1682.10
NSE	DLF	DLF LIMITED	DLF	55601.78	44481.58	111203.82	88962.9	INR	No	42.6082	34.0865
NSE	DRREDDY	DR. REDDY'S LABORATORIES	DRREDDY	332281.25	332281.25	664562.5	664562.5	INR	No	3560.88	2848.70
NSE	EICHERMOT	EICHER MOTORS LTD	EICHERMOT	63111.25	50489	126222.25	100977.75	INR	No	5028.19	4022.55
NSE	ENGINERSI	ENGINEERS INDIA LTD	ENGINERSIN	56088	44870.4	112176	89740.8	INR	No	27.2475	21.798
NSE	EQUITAS	EQUITAS HOLDINGS LTD/INDIA	EQUITAS	61012.4	48810	122024.4	97619.6	INR	No	30.3811	24.3049
NSE	ESCORTS	ESCORTS LTD	ESCORTS	83809.11	67047.31	167618	134094.4	INR	No	151.805	121.444
NSE	EURINR	Euro in Indian Rupee	EURINR	5070.78	4056.63	10141.57	8113.25	INR	No	9967.86	7974.29
NSE	EXIDEIND	EXIDE INDUSTRIES LTD	EXIDEIND	46347.6	37078.2	92695.2	74156.2	INR	No	46.1476	36.9181
NSE	FEDERALBN	FEDERAL BANK LTD	FEDERALBNK	78796.9	63037.8	157594.5	126075.6	INR	No	22.4135	17.9308
NSE	GAIL	GAIL INDIA LTD	GAIL	99719.6634	79775.5707	199439.0601	159551.4081	INR	No	74.4428	59.5543
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	5790.42	4632.34	11580.85	9264.68	INR	No	11427.66	9142.13
NSE	GLENMARK	GLENMARK PHARMACEUTICALS LTD	GLENMARK	285400	285352	570800	570704	INR	No	713.38	570.704
NSE	GMRINFRA	GMR INFRASTRUCTURE LTD	GMRINFRA	81727.2	65381.4	163453.95	130763.25	INR	No	3.61981	2.89585
NSE	GODFRYPHL	GODFREY PHILLIPS INDIA LTD	GODFRYPHLP	78747.2	62997.83	157494.4	125995.8	INR	No	224.005	179.204
NSE	GODREJCP	GODREJ CONSUMER PRODUCTS LTD	GODREJCP	43855.08	35084.04	87710.4	70168.2	INR	No	145.546	116.437
NSE	GODREJIND	GODREJ INDUSTRIES LTD	GODREJIND	83265.3	66612.3	166530	133224.45	INR	No	110.558	88.4463
NSE	GRASIM	GRASIM INDUSTRIES LTD	GRASIM	76288.5	61030.65	152577	122061	INR	No	202.598	162.078
NSE	GSFC	GUJARAT STATE FERT & CHEMICA	GSFC	52287.03	41829.577	104574.06	83659.06	INR	No	22.1498	17.7198
NSE	HAVELLS	HAVELLS INDIA LTD	HAVELLS	83862.9	67090.3	167726	134181	INR	No	166.988	133.591
NSE	HCLTECH	HCL TECHNOLOGIES LTD	HCLTECH	82362	65889.39	164723.3	131778.5	INR	No	234.282	187.425
NSE	HDFC	HOUSING DEVELOPMENT FINANCE	HDFC	118641	94912.5	237282	189825.5	INR	No	472.476	377.981
NSE	HDFCBANK	HDFC BANK LTD	HDFCBANK	66754.5	53403.5	133508.75	106807	INR	No	531.685	425.348
NSE	HEROMOTOC	HERO MOTOCORP LIMITED	HEROMOTOCO	59890.2	47912.2	119780.4	95824.4	INR	No	596.265	477.012
NSE	HEXAWARE	HEXAWARE TECHNOLOGIES LTD	HEXAWARE	59253.15	47402.55	118506.3	94804.95	INR	No	78.6542	62.9233
NSE	HINDALCO	HINDALCO INDUSTRIES LIMITED	HINDALCO	76785.8	61428.85	153571.95	122857.35	INR	No	43.6902	34.9521
NSE	HINDPETRO	HINDUSTAN PETROLEUM CORP	HINDPETRO	85146.6	68117.28	170293.2	136234.56	INR	No	80.817	64.6536
NSE	HINDUNILV	HINDUSTAN UNILEVER LTD	HINDUNILVR	58846.2	47076.9	117692.1	94153.8	INR	No	390.582	312.466
NSE	HINDZINC	HINDUSTAN ZINC LTD	HINDZINC	88963.2	71170.56	177926.72	142341.44	INR	No	55.3646	44.2917
NSE	IBULHSGFI	INDIABULLS HOUSING FINANCE L	IBULHSGFIN	87431.5	69945.5	174863.5	139890.5	INR	No	348.964	279.171
NSE	ICICIBANK	ICICI BANK LTD	ICICIBANK	61804.875	49443.9	123609.6125	98887.6625	INR	No	89.5104	71.6083
NSE	ICICIPRUL	ICICI PRUDENTIAL LIFE INSURA	ICICIPRULI	59402.25	47521.8	118804.5	95043.6	INR	No	78.8655	63.0924
NSE	IDBI	IDBI BANK LIMITED	IDBI	112587	90069.6	225174	180139	INR	No	22.4799	17.9839
NSE	IDEA	VODAFONE IDEA LTD	IDEA	77948.1244	62358.49952	155896.2488	124716.99904	INR	No	7.8341	6.26728
NSE	IDFC	IDFC LTD	IDFC	69187.932	55350.372	138375.6	110700.612	INR	No	10.4455	8.35641
NSE	IDFCFIRST	IDFC FIRST BANK LTD	IDFCFIRSTB	75988.68	60790.92	151977.6	121581.6	INR	No	12.6273	10.1018
NSE	IFCI	IFCI LIMITED	IFCI	66615.5	53292.4	133231	106584.8	INR	No	3.7941	3.03528
NSE	IGL	INDRAPRASTHA GAS LTD	IGL	93297.05	74637.75	186594.375	149275.5	INR	No	67.5525	54.042
NSE	INDIACEM	INDIA CEMENTS LIMITED	INDIACEM	68375.7	54700.65	136750.95	109400.85	INR	No	30.2891	24.2313
NSE	INDIANB	INDIAN BANK	INDIANB	65984.6	52787.8	131969.4	105575.4	INR	No	65.7347	52.5877
NSE	INDIGO	INTERGLOBE AVIATION LTD	INDIGO	120848.4	96679.2	241697.4	193357.8	INR	No	401.354	321.083
NSE	INDUSINDB	INDUSIND BANK LIMITED	INDUSINDBK	65722.8	52578.3	131445.9	105156.6	INR	No	436.665	349.332
NSE	INFIBEAM	INFIBEAM AVENUES LTD	INFIBEAM	92100	78531.6	184200	157063.2	INR	No	49.0322	39.2258
NSE	INFRATEL	BHARTI INFRATEL LTD	INFRATEL	63290.6	50632.6	126581.4	101265	INR	No	63.0282	50.4225
NSE	INFY	INFOSYS LTD	INFY	94448.88	75559.08	188898	151118.4	INR	No	156.715	125.372
NSE	IOC	INDIAN OIL CORPORATION LTD	IOC	64098.3	51278.85	128196.95	102557.35	INR	No	36.4777	29.1821
NSE	IRB	IRB INFRASTRUCTURE DEVELOPER	IRB	75211.84	60169.28	150423.36	120338.88	INR	No	46.8823	37.5059
NSE	ITC	ITC LTD	ITC	79798.32	63838.56	159596.64	127677.36	INR	No	66.1986	52.9589
NSE	JETAIRWAY	JET AIRWAYS INDIA LTD	JETAIRWAYS	148170	126525.08	296340	253050.6	INR	No	143.629	114.903
NSE	JINDALSTE	JINDAL STEEL & POWER LTD	JINDALSTEL	52965.9	42372.675	105931.8	84745.575	INR	No	46.9309	37.5447
NSE	JISLJALEQ	JAIN IRRIGATION SYSTEMS LTD	JISLJALEQS	112342.5	89873.64	224684.1	179747.1	INR	No	24.9149	19.9319
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	4068.60	3254.88	8137.21	6509.76	INR	No	8034.53	6427.63
NSE	JSWSTEEL	JSW STEEL LTD	JSWSTEEL	48513.75	38811	97027.65	77622	INR	No	64.4101	51.528
NSE	JUBLFOOD	JUBILANT FOODWORKS LTD	JUBLFOOD	71287	57029.5	142573.5	114059	INR	No	283.897	227.118
NSE	JUSTDIAL	JUST DIAL LTD	JUSTDIAL	155348.2	124278.7	310696.4	248557.4	INR	No	221.201	176.961
NSE	KAJARIACE	KAJARIA CERAMICS LIMITED	KAJARIACER	88009.22	70407.48	176018.7	140814.7	INR	No	134.799	107.839
NSE	KOTAKBANK	KOTAK MAHINDRA BANK LTD	KOTAKBANK	66314.4	53051.6	132628.8	106103.2	INR	No	330.122	264.098
NSE	KSCL	KAVERI SEED CO LTD	KSCL	359062.5	358603.5	718125	717207	INR	No	597.673	478.138
NSE	KTKBANK	KARNATAKA BANK LTD	KTKBANK	66597.12	53277.79	133194.24	106555.11	INR	No	28.2267	22.5813
NSE	LTFH	L&T FINANCE HOLDINGS LTD	L&TFH	72818.1	58254.3	145636.2	116508.6	INR	No	32.2386	25.7908
NSE	LICHSGFIN	LIC HOUSING FINANCE LTD	LICHSGFIN	65546.91	52437.55	131093.6	104875.1	INR	No	118.664	94.931
NSE	LT	LARSEN & TOUBRO LIMITED	LT	60792.375	48633.75	121584.375	97267.5	INR	No	322.80	258.24
NSE	LUPIN	LUPIN LTD	LUPIN	265510	265510	531020	531020	INR	No	1014.62	811.692
NSE	MM	MAHINDRA & MAHINDRA LIMITED	M&M	71026.1	56820.9	142052	113642	INR	No	141.427	113.142
NSE	MMFIN	MAHINDRA & MAHINDRA FIN SECS	M&MFIN	59559.375	47647.5	119118.625	95295	INR	No	94.9074	75.926
NSE	MANAPPURA	MANAPPURAM FINANCE LTD	MANAPPURAM	85427.4	68342.4	170855.4	136684.2	INR	No	28.3509	22.6807
NSE	MARICO	MARICO LIMITED	MARICO	104917.02	83933.46	209834.04	167867.18	INR	No	80.3554	64.2843
NSE	MARUTI	MARUTI SUZUKI INDIA LTD	MARUTI	57435.6	45948.45	114871.5	91896.75	INR	No	1524.89	1219.91
NSE	MCDOWELL-	UNITED SPIRITS LTD	MCDOWELL-N	75287	60229.625	150573.75	120459.25	INR	No	119.934	95.9474
NSE	MCX	MULTI COMMODITY EXCH INDIA	MCX	64799.98	51839.97	129600.1	103679.8	INR	No	184.33	147.464
NSE	MFSL	MAX FINANCIAL SERVICES LTD	MFSL	54340.08	43472.04	108680.04	86944.08	INR	No	90.1667	72.1334
NSE	MGL	MAHANAGAR GAS LTD	MGL	56511.36	45209.1	113022.6	90418.2	INR	No	187.546	150.037
NSE	MINDTREE	MINDTREE LIMITED	MINDTREE	65151.6	52121.4	130303.8	104242.8	INR	No	216.21	172.968
NSE	MOTHERSUM	MOTHERSON SUMI SYSTEMS LTD	MOTHERSUMI	48457.98	38766.555	96915.96	77532.825	INR	No	33.8931	27.1145
NSE	MRF	MRF LIMITED	MRF	61082.6	48866.1	122165.3	97732.2	INR	No	12162.76	9730.21
NSE	MRPL	MANGALORE REFINERY & PETRO	MRPL	47941.46	38353.21	95883.2	76706.7	INR	No	13.6351	10.908
NSE	MUTHOOTFI	MUTHOOT FINANCE LTD	MUTHOOTFIN	109716.75	87773.4	219433.5	175546.5	INR	No	145.676	116.541
NSE	NATIONALU	NATIONAL ALUMINIUM CO LTD	NATIONALUM	47307.36	37845.84	94614.4	75691.68	INR	No	11.7768	9.42146
NSE	NBCC	NBCC INDIA LTD	NBCC	62905.52	50324.4	125811.2	100648.8	INR	No	15.6764	12.5411
NSE	NCC	NCC LTD	NCC	142200	113760	284399.2	227519.2	INR	No	35.4374	28.3499
NSE	NESTLEIND	NESTLE INDIA LIMITED	NESTLEIND	59389.5	47511.5	118778.5	95023	INR	No	2365.14	1892.11
NSE	NHPC	NHPC LTD	NHPC	68843.79	55075.14	137687.58	110150.28	INR	No	5.07454	4.05964
NSE	NIFTY50	Nifty 50	NIFTY	62581.95	50065.575	125163.75	100131	INR	Yes	1657.41	1325.93
NSE	NIITTECH	NIIT TECHNOLOGIES LTD	NIITTECH	106691.25	85353	213381.75	170706	INR	No	283.259	226.608
NSE	NMDC	NMDC LIMITED	NMDC	63051	50440.74	126102	100881.6	INR	No	20.917	16.7336
NSE	NTPC	NTPC LIMITED	NTPC	68939.52	55151.52	137878.56	110303.04	INR	No	28.5997	22.8798
NSE	OFSS	ORACLE FINANCIAL SERVICES	OFSS	56867.85	45494.4	113735.85	90988.65	INR	No	754.914	603.931
NSE	OIL	OIL INDIA LTD	OIL	68762.1099	55009.7559	137523.8799	110019.1719	INR	No	40.2851	32.2281
NSE	ONGC	OIL & NATURAL GAS CORP LTD	ONGC	73557.375	58846.125	147114.75	117691.875	INR	No	39.0681	31.2545
NSE	ORIENTBAN	ORIENTAL BANK OF COMMERCE	ORIENTBANK	90221.6	72177	180442.85	144354	INR	No	25.6901	20.552
NSE	PAGEIND	PAGE INDUSTRIES LTD	PAGEIND	62393.25	49914.5	124786.25	99829	INR	No	4969.50	3975.60
NSE	PCJEWELLE	PC JEWELLER LTD	PCJEWELLER	250647.8	200518.5	501295.6	401036.35	INR	No	77.0224	61.6179
NSE	PEL	PIRAMAL ENTERPRISES LTD	PEL	88996.682	71197.406	177993.666	142394.812	INR	No	587.258	469.806
NSE	PETRONET	PETRONET LNG LTD	PETRONET	78932.4	63145.8	157864.5	126291.6	INR	No	52.384	41.9072
NSE	PFC	POWER FINANCE CORPORATION	PFC	86046.7	68837.36	172094.02	137675.34	INR	No	27.6446	22.1157
NSE	PIDILITIN	PIDILITE INDUSTRIES LTD	PIDILITIND	67167	53734	134334.5	107467.5	INR	No	267.494	213.995
NSE	PNB	PUNJAB NATIONAL BANK	PNB	81542.3	65233.98	163085.3	130468.1	INR	No	23.2104	18.5683
NSE	POWERGRID	POWER GRID CORP. OF INDIA LTD.	POWERGRID	80852.4	64682	161705.2	129364	INR	No	40.2513	32.201
NSE	PVR	PVR LTD	PVR	77938.4	62350.8	155877.2	124701.6	INR	No	387.98	310.384
NSE	RAMCOCEM	RAMCO CEMENTS LTD/THE	RAMCOCEM	68070.4	54456.32	136140.8	108912.8	INR	No	169.426	135.541
NSE	RAYMOND	RAYMOND LIMITED	RAYMOND	71213.2	56970.56	142426.4	113940.8	INR	No	177.245	141.796
NSE	RBLBANK	RBL BANK LTD	RBLBANK	88701.96	70961.64	177404.4	141922.8	INR	No	147.187	117.749
NSE	RECLTD	REC LTD	RECLTD	101737.8	81390	203475	162780	INR	No	33.7625	27.01
NSE	RELCAPITA	RELIANCE CAPITAL LIMITED	RELCAPITAL	80092.65	64074.15	160185	128148.3	INR	No	106.665	85.3322
NSE	RELIANCE	RELIANCE INDUSTRIES LIMITED	RELIANCE	74370	59496	148739.5	118991.5	INR	No	296.167	236.933
NSE	RELINFRA	RELIANCE INFRASTRUCTURE LTD	RELINFRA	38070.24	30456.14	76140.48	60912.41	INR	No	58.4571	46.7657
NSE	REPCOHOME	REPCO HOME FINANCE LTD	REPCOHOME	81720.54	65376.41	163441.3	130752.6	INR	No	148.183	118.546
NSE	RPOWER	RELIANCE POWER LIMITED	RPOWER	53400.16	42720.16	106800.32	85440.32	INR	No	6.66252	5.33002
NSE	SAIL	STEEL AUTHORITY OF INDIA	SAIL	87267.72	69814.2	174535.2	139628.4	INR	No	14.4946	11.5957
NSE	SBIN	STATE BANK OF INDIA	SBIN	118397.4	94717.8	236794.8	189435.9	INR	No	78.5941	62.8753
NSE	SHREECEM	SHREE CEMENT LIMITED	SHREECEM	112076	89661	224152	179321.5	INR	No	4463.33	3570.66
NSE	SIEMENS	SIEMENS LTD	SIEMENS	75139.35	60111.7	150278.7	120222.85	INR	No	272.096	217.677
NSE	SOUTHBANK	SOUTH INDIAN BANK LTD	SOUTHBANK	64133.46897	51306.57633	128266.60653	102613.15266	INR	No	3.85783	3.08626
NSE	SRF	SRF LIMITED	SRF	83883.25	67106.5	167766.5	134213.25	INR	No	668.203	534.563
NSE	SRTRANSFI	SHRIRAM TRANSPORT FINANCE	SRTRANSFIN	75886.8	60709.2	151773	121418.4	INR	No	251.918	201.534
NSE	STAR	STRIDES PHARMA SCIENCE LTD	STAR	228662.5	228135.6	457325	456272.3	INR	No	518.491	414.793
NSE	SUNPHARMA	SUN PHARMACEUTICAL INDUS	SUNPHARMA	57792.57	46233.99	115584.7	92468.09	INR	No	104.665	83.7319
NSE	SUNTV	SUN TV NETWORK LIMITED	SUNTV	64680.4	51744.3	129361	103489	INR	No	128.823	103.059
NSE	SUZLON	SUZLON ENERGY LIMITED	SUZLON	116362.84	93090.12	232726.44	186181	INR	No	3.06219	2.44975
NSE	SYNDIBANK	SYNDICATE BANK	SYNDIBANK	82382.1	65905.8	164764.5	131811.45	INR	No	10.9468	8.75743
NSE	TATACHEM	TATA CHEMICALS LIMITED	TATACHEM	60813.525	48650.85	121626.75	97302	INR	No	161.569	129.256
NSE	TATACOMM	TATA COMMUNICATIONS LIMITED	TATACOMM	59326.9	47461.5	118654	94923	INR	No	118.129	94.503
NSE	TATAELXSI	TATA ELXSI LIMITED	TATAELXSI	37718.2	30174.56	75436.4	60349.2	INR	No	187.766	150.213
NSE	TATAGLOBA	TATA GLOBAL BEVERAGES LTD	TATAGLOBAL	72240.975	57792.6	144481.725	115585.425	INR	No	63.9891	51.1913
NSE	TATAMOTOR	TATA MOTORS LTD	TATAMOTORS	60264	48211.2	120528.2	96422.6	INR	No	60.0891	48.0713
NSE	TATAMTRDV	TATA MOTORS LTD-A-DVR	TATAMTRDVR	52262.92	41810.26	104525.84	83620.9	INR	No	27.4318	21.9455
NSE	TATAPOWER	TATA POWER CO LTD	TATAPOWER	67643.46	54114.75	135287.1	108229.5	INR	No	14.9694	11.9755
NSE	TATASTEEL	TATA STEEL LTD	TATASTEEL	59833.0791	47866.4845	119665.946	95732.969	INR	No	112.324	89.859
NSE	TCS	TATA CONSULTANCY SVCS LTD	TCS	57750.25	46200.25	115500.25	92400.25	INR	No	459.976	367.981
NSE	TECHM	TECH MAHINDRA LTD	TECHM	99803.76	79842.96	199608	159686.4	INR	No	165.602	132.482
NSE	TITAN	TITAN CO LTD	TITAN	103319.25	82655.25	206638.5	165311.25	INR	No	274.306	219.445
NSE	TORNTPHAR	TORRENT PHARMACEUTICALS LTD	TORNTPHARM	389850	389850	779700	779700	INR	No	1951.42	1561.14
NSE	TORNTPOWE	TORRENT POWER LTD	TORNTPOWER	80070	64056	160140.3	128112	INR	No	53.1426	42.5141
NSE	TV18BRDCS	TV18 BROADCAST LTD	TV18BRDCST	51959.7	41567.76	103919.53	83135.65	INR	No	7.95631	6.36504
NSE	TVSMOTOR	TVS MOTOR CO LTD	TVSMOTOR	53337.4	42669.9	106675	85339.8	INR	No	106.212	84.9698
NSE	UBL	UNITED BREWERIES LTD	UBL	110646.2	88517.1	221293.1	177034.2	INR	No	314.745	251.796
NSE	UJJIVAN	UJJIVAN FINANCIAL SERVICES L	UJJIVAN	79505.76	63604.64	159011.52	127209.12	INR	No	99.0572	79.2457
NSE	ULTRACEMC	ULTRATECH CEMENT LTD	ULTRACEMCO	107020.2	85616.2	214040	171232.4	INR	No	1065.67	852.532
NSE	UNIONBANK	UNION BANK OF INDIA	UNIONBANK	82665.8	66132.71	165331.6	132265.7	INR	No	23.5563	18.845
NSE	UPL	UPL LTD	UPL	67355.4	53884.26	134710.8	107768.4	INR	No	223.53	178.824
NSE	USDINR	US Dollars in Indian Rupee	USDINR	4441.68	3553.35	8883.36	7106.69	INR	Yes	8793.19	7034.55
NSE	VEDL	VEDANTA LTD	VEDL	42414.53	33931.44	84828.83	67863.11	INR	No	36.7196	29.3757
NSE	VGUARD	V-GUARD INDUSTRIES LTD	VGUARD	69010.5	55208.4	138021	110416.8	INR	No	45.807	36.6456
NSE	VOLTAS	VOLTAS LIMITED	VOLTAS	64783.9	51827.1	129568	103654	INR	No	129.005	103.204
NSE	WIPRO	WIPRO LTD	WIPRO	100440.96	80352.96	200882.24	160705.6	INR	No	62.5007	50.0005
NSE	WOCKPHARM	WOCKHARDT LIMITED	WOCKPHARMA	178132.5	177745.5	356265	355491.9	INR	No	493.738	394.991
NSE	YESBANK	YES BANK LTD	YESBANK	63184.275	50547.35	126368.55	101094.875	INR	No	72.0731	57.6585
NSE	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZEEL	94696.68	75757.37	189393.1	151515	INR	No	145.35	116.28

ICE Futures U.S. (NYBOT)

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

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	CC	Cocoa NYBOT	CC	2375	N/A	2375	1900	USD	Yes	2375	1900
NYBOT	CT	Cotton No. 2	CT	3312.50	N/A	3312.50	2650	USD	Yes	3312.50	2650
NYBOT	DX	NYBOT US Dollar FX	DX	3695.01	N/A	3695.01	2956.01	USD	Yes	3695.01	2956.01
NYBOT	NYFANG	NYSE FANG+ Index	FNG	19932.50	N/A	19932.50	15946	USD	No	19932.50	15946
NYBOT	KC	Coffee "C"	KC	3380	N/A	3380	2704	USD	Yes	3380	2704
NYBOT	OJ	FC Orange Juice "A"	OJ	1512	N/A	1512	1209.60	USD	Yes	1512	1209.60
NYBOT	RS	Canola	RS	425	N/A	425	340	CAD	No	425	340
NYBOT	SB	Sugar No. 11	SB	1190	N/A	1190	952	USD	Yes	1190	952
NYBOT	SF	Sugar #16 112000 lbs	SF	1215.20	N/A	1215.20	972.16	USD	No	1215.20	972.16

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	6296.25	N/A	6296.25	5037	USD	No	6296.25	5037
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	6296.25	N/A	6296.25	5037	USD	Yes²	6296.25	5037
NYMEX	CL	Light Sweet Crude Oil	CL	2598.75	2079	5197.50	4158	USD	Yes	5197.50	4158
NYMEX	GC	Gold	GC	2975	2380	4250	3400	USD	Yes	4250	3400
NYMEX	HG	NYMEX Copper Index	HG	3101	2480.80	4430	3544	USD	Yes	4430	3544
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	1172.50	938	1675	1340	USD	No	1675	1340
NYMEX	HO	Heating Oil	HO	3922.41	3137.925	5603.44	4482.75	USD	Yes	5603.44	4482.75
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	1641.50	1313.20	2345	1876	USD	No	2345	1876
NYMEX	HRC	Hot-Rolled Coil Steel Index	HRC	493.75	N/A	493.75	395	USD	No	493.75	395
NYMEX	MGC	E-Micro Gold	MGC	297.50	238	425	340	USD	No	425	340
NYMEX	NG	Henry Hub Natural Gas	NG	1407	1125.60	2010	1608	USD	Yes	2010	1608
NYMEX	PA	NYMEX Palladium Index	PA	17000	N/A	17000	13600	USD	No	17000	13600
NYMEX	PL	NYMEX Platinum Index	PL	2085	N/A	2085	1668	USD	No	2085	1668
NYMEX	QC	COMEX MINY Copper	QC	1550.50	1240.40	2215	1772	USD	No	2215	1772
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	410.375	328.30	586.25	469	USD	No	586.25	469
NYMEX	QH	NYMEX MINY Heating Oil Index	QH	1961.77	1569.41	2802.525	2242.02	USD	No	2802.525	2242.02
NYMEX	QI	COMEX MINY Silver	QI	1676.90	1242.15	2395.575	1774.50	USD	No	2395.575	1774.50
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	1299.375	1039.50	2598.75	2079	USD	No	2598.75	2079
NYMEX	QO	COMEX MINY Gold	QO	1487.50	1190	2125	1700	USD	No	2125	1700
NYMEX	QU	NYMEX MINY Gasoline RBOB Index	QU	2403.625	1922.90	3433.75	2747	USD	No	3433.75	2747
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	4807.25	3845.80	6867.50	5494	USD	Yes	6867.50	5494
NYMEX	SI	NYMEX Silver Index	SI	3353.805	2484.30	4791.15	3549	USD	Yes	4791.15	3549
NYMEX	SI	NYMEX Silver Index	SIL	670.761	496.86	958.23	709.80	USD	No	958.23	709.80
NYMEX	TT	NYMEX Cotton index	TT	3750	N/A	3750	3000	USD	No	3750	3000
NYMEX	UX	NYMEX Uranium Index	UX	520	N/A	520	416	USD	No	520	416

New York Stock Exchange/Liffe (NYSE LIFFE)

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

Exchange NYSELIFFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	5625	N/A	5625	4500	USD	No	5625	4500
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3251.25	N/A	3251.25	2601	USD	No	3251.25	2601
NYSELIFFE	MXUS	MSCI USA Index	MUN	11846.25	N/A	11846.25	9477	USD	No	11846.25	9477
NYSELIFFE	YG	Mini Sized NY Gold Futures	YG	1215.87	N/A	1215.87	972.698	USD	Yes²	1215.87	972.698
NYSELIFFE	YI	Mini Sized NY Silver Futures	YI	908.75	N/A	908.75	727	USD	Yes²	908.75	727
NYSELIFFE	ZG	Gold 100 Troy Oz	ZG	3781.875	N/A	3781.875	3025.50	USD	Yes²	3781.875	3025.50
NYSELIFFE	ZI	CBOT 5000 Oz Silver Futures	ZI	4543.75	N/A	4543.75	3635	USD	Yes²	4543.75	3635

Nasdaq OMX - Stockholm (OMS)

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

Exchange OMS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OMS	ABB	ABB LTD-REG	ABB.FWD	3429.05	N/A	3429.05	2743.24	SEK	No	3429.05	2743.24
OMS	ALFA	ALFA LAVAL AB	ALFA.FWD	3970.87	N/A	3970.87	3176.70	SEK	No	3970.87	3176.70
OMS	AZN	ASTRAZENECA PLC	AZN.FWD	17415.70	N/A	17415.70	13932.56	SEK	No	17415.70	13932.56
OMS	BOL	BOLIDEN AB	BOLI.FWD	4343.15	N/A	4343.15	3474.52	SEK	No	4343.15	3474.52
OMS	ELUX.B	ELECTROLUX, AB SER. B	ELUXB.FWD	4169.61	N/A	4169.61	3335.68	SEK	No	4169.61	3335.68
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB.FWD	1813.70	N/A	1813.70	1450.96	SEK	No	1813.70	1450.96
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB	3648.75	N/A	3648.75	2919	SEK	No	3648.75	2919
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB.FWD	3648.75	N/A	3648.75	2919	SEK	No	3648.75	2919
OMS	HOLM.B	HOLMEN AB-B SHARES	HOLMB.FWD	3523.96	N/A	3523.96	2819.17	SEK	No	3523.96	2819.17
OMS	HUSQ.B	HUSQVARNA AB-B SHS	HUSQB.FWD	1585.78	N/A	1585.78	1268.62	SEK	No	1585.78	1268.62
OMS	INVE.B	INVESTOR AB-B SHS	INVEB.FWD	8147.98	N/A	8147.98	6518.38	SEK	No	8147.98	6518.38
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	LUPE.FWD	5823.11	N/A	5823.11	4658.48	SEK	No	5823.11	4658.48
OMS	NDA	NORDEA BANK ABP	NDASE.FWD	1333.75	N/A	1333.75	1067.00	SEK	No	1333.75	1067.00
OMS	NOKIASEK	NOKIA OYJ	NOKIA.FWD	924.288	N/A	924.288	739.43	SEK	No	924.288	739.43
OMS	OMXS30	OMX Index (Sweden)	OMXS30	16953.75	N/A	16953.75	13563	SEK	Yes	16953.75	13563
OMS	SAND	SANDVIK AB	SAND.FWD	3007.55	N/A	3007.55	2406.04	SEK	No	3007.55	2406.04
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA.FWD	1666.34	N/A	1666.34	1333.07	SEK	No	1666.34	1333.07
OMS	SHB.A	SVENSKA HANDELSBANKEN-A SHS	SHBA.FWD	1852.32	N/A	1852.32	1481.86	SEK	No	1852.32	1481.86
OMS	SKA.B	SKANSKA AB-B SHS	SKAB	3011.90	N/A	3011.90	2409.52	SEK	No	3011.90	2409.52
OMS	SKA.B	SKANSKA AB-B SHS	SKAB.FWD	3011.90	N/A	3011.90	2409.52	SEK	No	3011.90	2409.52
OMS	SKF.B	SKF AB-B SHARES	SKFB.FWD	2928.82	N/A	2928.82	2343.06	SEK	No	2928.82	2343.06
OMS	SSAB.A	SSAB AB-A SHARES	SSABA.FWD	602.0375	N/A	602.0375	481.63	SEK	No	602.0375	481.63
OMS	STER	STORA ENSO OYJ-R SHS	STER.FWD	2077.30	N/A	2077.30	1661.84	SEK	No	2077.30	1661.84
OMS	SWED.A	SWEDBANK AB - A SHARES	SWEDA.FWD	3323.75	N/A	3323.75	2659	SEK	No	3323.75	2659
OMS	TELIA	TELIA CO AB	TLSN.FWD	761.366	N/A	761.366	609.092	SEK	No	761.366	609.093
OMS	TREL.B	TRELLEBORG AB-B SHS	TRELB.FWD	2552.99	N/A	2552.99	2042.40	SEK	No	2552.99	2042.40
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB.FWD	2702.44	N/A	2702.44	2161.96	SEK	No	2702.44	2161.96

Osaka Securities Exchange (OSE.JPN)

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

Exchange OSE.JPN	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	138264.11	N/A	138264.11	110611.28	JPY	No	138264.11	110611.28
OSE.JPN	JGB	Japanese Government Bonds	JGBL	1908875.09	N/A	1908875.09	1527100.07	JPY	Yes	1908875.09	1527100.07
OSE.JPN	MJ	Mini 10 Year JGB	JGBLM	190887.51	N/A	190887.51	152710.01	JPY	No	190887.51	152710.01
OSE.JPN	JPNK400	JPX-Nikkei Index 400	JN400	102691.74	N/A	102691.74	82153.39	JPY	No	102691.74	82153.39
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTHE	121151.05	N/A	121151.05	96920.84	JPY	No	121151.05	96920.84
OSE.JPN	N225	Nikkei 225	NK225	760334.14	608267.31	1520668.29	1216534.63	JPY	Yes	1520668.29	1216534.63
OSE.JPN	N225M	Nikkei 225 Mini	NK225M	76033.41	60826.73	152066.83	121653.46	JPY	No	152066.83	121653.46
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NKVI	106250	N/A	106250	85000	JPY	No	281137.50	224910
OSE.JPN	TSEREIT	TSE REIT Index	REIT	74253.82	N/A	74253.82	59403.06	JPY	No	74253.82	59403.06
OSE.JPN	TOPX	TOPIX Index	TOPIX	578338.44	462670.75	1156676.87	925341.50	JPY	No	1156676.87	925341.50
OSE.JPN	MNTPX	Japan Mini Topix	TOPIXM	57629.16	46103.33	115258.31	92206.65	JPY	No	115258.31	92206.65
OSE.JPN	TPXC30	Topix Core30	TPX30	52878.08	N/A	52878.08	42302.47	JPY	No	52878.08	42302.47

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	112500.93	N/A	112500.93	90000.75	JPY	No	112500.93	90000.75
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	874.296	N/A	874.296	699.4365	USD	No	874.296	699.4365
SGX	M3CNX	MSCI China Free Price USD Index	CH	5728.76	N/A	5728.76	4583.01	USD	No	5728.76	4583.01
SGX	XINA50	FTSE/Xinhua China A50	CN	1405.34	N/A	1405.34	1124.27	USD	No	1405.34	1124.27
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	11053.75	N/A	11053.75	8843.00	USD	No	11053.75	8843.00
SGX	SEY	Euroyen (TIBOR) Index	EY	52500.00	N/A	52500.00	42000.00	JPY	No	52500.00	42000.00
SGX	SCI	SGX TSI Iron Ore Futures	FEF	1178.24	N/A	1178.24	942.593	USD	No	1178.24	942.593
SGX	MXID	MSCI Indonesia Index	ID	875.4525	N/A	875.4525	700.362	USD	No	875.4525	700.362
SGX	NIFTY	CNX Nifty Index	IN	1361.80	N/A	1361.80	1089.44	USD	Yes	1361.80	1089.44
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3498.72	N/A	3498.72	2798.97	USD	No	3498.72	2798.97
SGX	SGB	SGX Mini JGB Index	JB	190900.00	N/A	190900.00	152720.00	JPY	No	190900.00	152720.00
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	334371.50	N/A	334371.50	267497.20	JPY	No	334371.50	267497.20
SGX	KU	SGX Korean Won in US Dollar Futures	KU	2804.21	N/A	2804.21	2243.37	USD	No	2804.21	2243.37
SGX	MXMY	MSCI Malaysia Index	MY	999.97	N/A	999.97	799.976	USD	No	999.97	799.976
SGX	M1CNX	MSCI China Free Net Total Return (USD) Index	NCH	6182.29	N/A	6182.29	4945.84	USD	No	6182.29	4945.84
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1288197.24	N/A	1288197.24	890557.79	JPY	No	1288197.24	890557.79
SGX	SGXNK	SGX: Nikkei 225	NK	380558.75	304447	761117.50	608894	JPY	Yes	761117.50	608894
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	76033.41	60826.73	152066.82	121653.46	JPY	No	152066.84	121653.47
SGX	N225U	SGX: USD Nikkei 225 Index	NU	7602.26	N/A	7602.26	6081.80	USD	No	7602.26	6081.80
SGX	SSG	MSCI Singapore Free Index	SGP	2245.58	N/A	2245.58	1796.46	SGD	Yes²	2245.58	1796.46
SGX	STI	SGX Straits Times Index	ST	2750.55	N/A	2750.55	2200.44	SGD	No	2750.55	2200.44
SGX	TSR20	SICOM Rubber	TF	687.735	N/A	687.735	550.188	USD	No	687.735	550.188
SGX	MXTH	MSCI Thailand index	TH	999.8275	N/A	999.8275	799.862	USD	No	999.8275	799.862
SGX	STW	MSCI Taiwan Index	TW	1125	900	2250	1800	USD	Yes	2250	1800
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	101662.53	N/A	101662.53	81330.02	CNH	No	101662.53	81330.02
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	3721106.15	N/A	3721106.15	2976884.92	JPY	No	3721106.15	2976884.92
SGX	US	SGX US Dollar in Singapore Dollar Futures	US	2127.29	N/A	2127.29	1701.83	SGD	No	2127.29	1701.83
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	744221.23	N/A	744221.23	595376.98	JPY	No	744221.23	595376.98
SGX	AMBUJACEM	AMBUJA CEMENTS LIMITED	ZACE	1000	N/A	1000	800	USD	No	1000	800
SGX	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ZADS	2000	N/A	2000	1600	USD	No	2000	1600
SGX	ASIANPAIN	ASIAN PAINTS LTD	ZAPN	1500	N/A	1500	1200	USD	No	1500	1200
SGX	AUROPHARM	AUROBINDO PHARMA LTD	ZARB	6648	N/A	6648	6648	USD	No	8316.30	6653.04
SGX	AXISBANK	AXIS BANK LTD	ZAXS	1625	N/A	1625	1300	USD	No	1625	1300
SGX	BAJFINANC	BAJAJ FINANCE LTD	ZBAF	3422.60	N/A	3422.60	2738.08	USD	No	3422.60	2738.08
SGX	BHARTIART	BHARTI AIRTEL LIMITED	ZBHA	1125	N/A	1125	900	USD	No	1125	900
SGX	INFRATEL	BHARTI INFRATEL LTD	ZBHI	875	N/A	875	700	USD	No	875	700
SGX	BAJAJ-AUT	BAJAJ AUTO LIMITED	ZBJA	1511.98	N/A	1511.98	1209.59	USD	No	1511.98	1209.59
SGX	BOSCHLTD	BOSCH LIMITED	ZBOS	2000	N/A	2000	1600	USD	No	2000	1600
SGX	BPCL	BHARAT PETROLEUM CORP LTD	ZBPC	1625	N/A	1625	1300	USD	No	1625	1300
SGX	CIPLA	CIPLA LTD	ZCIP	5190.26	N/A	5190.26	4152.21	USD	No	10380.52	8304.41
SGX	COALINDIA	COAL INDIA LTD	ZCOA	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	DRREDDY	DR. REDDY'S LABORATORIES	ZDRR	13293.75	N/A	13293.75	13293.75	USD	No	16629.79	13303.83
SGX	EICHERMOT	EICHER MOTORS LTD	ZEIM	2625	N/A	2625	2100	USD	No	2625	2100
SGX	GAIL	GAIL INDIA LTD	ZGAI	1337.32	N/A	1337.32	1069.86	USD	No	1337.32	1069.86
SGX	HCLTECH	HCL TECHNOLOGIES LTD	ZHCL	1125	N/A	1125	900	USD	No	1125	900
SGX	HDFCBANK	HDFC BANK LTD	ZHDB	2387.41	N/A	2387.41	1909.92	USD	No	2387.41	1909.92
SGX	HDFC	HOUSING DEVELOPMENT FINANCE	ZHDF	2122.49	N/A	2122.49	1697.99	USD	No	2122.49	1697.99
SGX	HEROMOTOC	HERO MOTOCORP LIMITED	ZHMC	1500	N/A	1500	1200	USD	No	1500	1200
SGX	HINDALCO	HINDALCO INDUSTRIES LIMITED	ZHND	1250	N/A	1250	1000	USD	No	1250	1000
SGX	HINDPETRO	HINDUSTAN PETROLEUM CORP	ZHPC	1250	N/A	1250	1000	USD	No	1250	1000
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	1754.82	N/A	1754.82	1403.85	USD	No	1754.82	1403.85
SGX	ICICIBANK	ICICI BANK LTD	ZICI	1625	N/A	1625	1300	USD	No	1625	1300
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	750	N/A	750	600	USD	No	750	600
SGX	INDUSINDB	INDUSIND BANK LIMITED	ZIIB	1000	N/A	1000	800	USD	No	1000	800
SGX	INFY	INFOSYS LTD	ZINF	1408.68	N/A	1408.68	1126.94	USD	No	1408.68	1126.94
SGX	IOC	INDIAN OIL CORPORATION LTD	ZIOC	812.50	N/A	812.50	650	USD	No	812.50	650
SGX	ITC	ITC LTD	ZITC	1189.86	N/A	1189.86	951.886	USD	No	1189.86	951.886
SGX	KOTAKBANK	KOTAK MAHINDRA BANK LTD	ZKMB	1483.85	N/A	1483.85	1187.08	USD	No	1483.85	1187.08
SGX	LUPIN	LUPIN LTD	ZLPC	3787.50	N/A	3787.50	3787.50	USD	No	4737.87	3790.30
SGX	LT	LARSEN & TOUBRO LIMITED	ZLT	1449.96	N/A	1449.96	1159.97	USD	No	1449.96	1159.97
SGX	MM	MAHINDRA & MAHINDRA LIMITED	ZMM	1500	N/A	1500	1200	USD	No	1500	1200
SGX	MARUTI	MARUTI SUZUKI INDIA LTD	ZMSI	750	N/A	750	600	USD	No	750	600
SGX	NTPC	NTPC LIMITED	ZNTP	1062.50	N/A	1062.50	850	USD	No	1062.50	850
SGX	ONGC	OIL & NATURAL GAS CORP LTD	ZONG	1187.50	N/A	1187.50	950	USD	No	1187.50	950
SGX	POWERGRID	POWER GRID CORP. OF INDIA LTD.	ZPWG	1187.50	N/A	1187.50	950	USD	No	1187.50	950
SGX	RELIANCE	RELIANCE INDUSTRIES LIMITED	ZRIL	2750	N/A	2750	2200	USD	No	2750	2200
SGX	SBIN	STATE BANK OF INDIA	ZSBI	1692.50	N/A	1692.50	1354.00	USD	No	1692.50	1354.00
SGX	SUNPHARMA	SUN PHARMACEUTICAL INDUS	ZSUN	562.50	N/A	562.50	450	USD	No	562.50	450
SGX	TATASTEEL	TATA STEEL LTD	ZTAT	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	TCS	TATA CONSULTANCY SVCS LTD	ZTCS	2065.88	N/A	2065.88	1652.70	USD	No	2065.88	1652.70
SGX	TECHM	TECH MAHINDRA LTD	ZTEC	1875	N/A	1875	1500	USD	No	1875	1500
SGX	TATAMOTOR	TATA MOTORS LTD	ZTTM	625	N/A	625	500	USD	No	625	500
SGX	UPL	UPL LTD	ZUPL	2013.83	N/A	2013.83	1611.06	USD	No	2013.83	1611.06
SGX	ULTRACEMC	ULTRATECH CEMENT LTD	ZUTC	2305.96	N/A	2305.96	1844.77	USD	No	2305.96	1844.77
SGX	VEDL	VEDANTA LTD	ZVED	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	WIPRO	WIPRO LTD	ZWPR	1488.99	N/A	1488.99	1191.19	USD	No	1488.99	1191.19
SGX	YESBANK	YES BANK LTD	ZYES	1125	N/A	1125	900	USD	No	1125	900
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	1500	N/A	1500	1200	USD	No	1500	1200

ASX24 (SNFE)⁴

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

Exchange SNFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SNFE	MSPI	ASX Mini SPI 200 Index	AM	937.243	749.795	1874.49	1499.59	AUD	No	1874.49	1499.59
SNFE	SPI	S&P/ASX 200 Index (Australia)	AP	4692.12	3753.69	9384.23	7507.385	AUD	Yes	9384.23	7507.385
SNFE	IB	30 Day Interbank Cash Rate	IB	273.277	N/A	273.277	218.622	AUD	No	273.277	218.622
SNFE	IR	90 Day Bills	IR	373.75	N/A	373.75	299	AUD	No	373.75	299
SNFE	XT	10 Year Treasury Bond 6%	XT	3090	N/A	3090	2472	AUD	No	3090	2472
SNFE	YT	3 Year Treasury Bond 6%	YT	775	N/A	775	620	AUD	No	775	620

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	358.932	N/A	358.932	287.145	CHF	No	358.932	287.145
SOFFEX	ADEN	ADECCO GROUP AG-REG	ADEF	1061.34	N/A	1061.34	849.068	CHF	No	1061.34	849.068
SOFFEX	BAER	JULIUS BAER GROUP LTD	BAEI	786.633	N/A	786.633	629.306	CHF	No	786.633	629.306
SOFFEX	BALN	BALOISE HOLDING AG - REG	BALF	3116.17	N/A	3116.17	2492.94	CHF	No	3116.17	2492.94
SOFFEX	CFR	CIE FINANCIERE RICHEMONT-REG	CFRI	1400.12	N/A	1400.12	1120.10	CHF	No	1400.12	1120.10
SOFFEX	CLN	CLARIANT AG-REG	CLNF	356.027	N/A	356.027	284.822	CHF	No	356.027	284.822
SOFFEX	CONF	Swiss Federal Long-Term Bonds	CONF	2150	N/A	2150	1720	CHF	No	2150	1720
SOFFEX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	1394.14	N/A	1394.14	1115.31	CHF	Yes²	1394.14	1115.31
SOFFEX	SMIDP	SMI Dividend Points Index	FSMD	10208.34	N/A	10208.34	6198.80	CHF	No	10208.34	6198.80
SOFFEX	SMI	Swiss Market Index	FSMI	4510.30	3608.24	9020.60	7216.48	CHF	Yes	9020.60	7216.48
SOFFEX	SMIM	Swiss Mid-cap Index	FSMM	2323.57	N/A	2323.57	1858.86	CHF	Yes²	2323.57	1858.86
SOFFEX	GAM	GAM HOLDING AG	GAMF	95.5282	N/A	95.5282	76.4226	CHF	No	95.5281	76.4225
SOFFEX	GEBN	GEBERIT AG-REG	GBRI	8589.62	N/A	8589.62	6871.70	CHF	No	8589.62	6871.70
SOFFEX	GIVN	GIVAUDAN-REG	GIVG	4935.66	N/A	4935.66	3948.53	CHF	No	4935.66	3948.53
SOFFEX	KUD	KUDELSKI SA-BR	KUDG	636.601	N/A	636.601	636.203	CHF	No	795.254	636.203
SOFFEX	NESN	NESTLE SA-REG	NESG	1867.83	N/A	1867.83	1494.26	CHF	No	1867.83	1494.26
SOFFEX	NORB	NOVN: NOVARTIS AG-REG: ADJ	NOVF	1800.04	N/A	1800.04	1440.03	CHF	No	1800.04	1440.03
SOFFEX	OERL	OC OERLIKON CORP AG-REG	OERG	222.538	N/A	222.538	178.031	CHF	No	222.538	178.031
SOFFEX	ROG	ROCHE HOLDING AG-GENUSSCHEIN	ROGF	5009.68	N/A	5009.68	4007.74	CHF	No	5009.68	4007.74
SOFFEX	SCMN	SWISSCOM AG-REG	SCMH	914.615	N/A	914.615	731.692	CHF	No	914.615	731.692
SOFFEX	SGSN	SGS SA-REG	SGSL	4828.85	N/A	4828.85	3863.08	CHF	No	4828.85	3863.08
SOFFEX	SLHN	SWISS LIFE HOLDING AG-REG	SLHG	8615.86	N/A	8615.86	6892.68	CHF	No	8615.86	6892.68
SOFFEX	STMN	STRAUMANN HOLDING AG-REG	STMF	1593.88	N/A	1593.88	1275.10	CHF	No	1593.88	1275.10
SOFFEX	UHR	SWATCH GROUP AG/THE-BR	UHFF	516.801	N/A	516.801	413.441	CHF	No	516.801	413.441
SOFFEX	UHRN	SWATCH GROUP AG/THE-REG	UHRF	994.065	N/A	994.065	795.252	CHF	No	994.065	795.252
SOFFEX	CSSMI	ISHARES SMI ETF CH	XMTF	1883.57	N/A	1883.57	1506.86	CHF	No	1883.57	1506.86
SOFFEX	ZURN	ZURICH INSURANCE GROUP AG	ZURF	614.803	N/A	614.803	491.842	CHF	No	614.803	491.842

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
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. A five standard deviation historical move is computed for each class. This five standard deviation move is based on 30 days of high, low, open, and close data from Bloomberg excluding holidays and weekends. The class is stressed up by 5 standard deviations and down by 5 standard deviations.
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)

CBOE Futures Exchange (CFECRYPTO)

Chicago Mercantile Exchange (CME)

Chicago Mercantile Exchange (CMECRYPTO)

Eurex (DTB)

CBOT (ECBOT)

Euronext NL (FTA)

CME (GLOBEX)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

Singapore Exchange (SGX)

ASX24 (SNFE)4

Eurex (SOFFEX)

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

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