Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

For residents of the United States trading futures and FOPs:

Risk-based margin
Portfolio margin

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

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

Futures Margin

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 INDEX	BXF	7887.05	N/A	7887.05	6858.31	EUR	Yes²	7887.05	6858.31

BURSAMY

Exchange BURSAMY	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BURSAMY	FCPO.MY	CRUDE PALM OIL - MY	FCPO	8050	N/A	8050	7000	MYR	No	8050	7000
BURSAMY	FBMKLCI	FKLI	FKLI	4025.02	3500.01	5750.03	5000.01	MYR	No	5750.03	5000.01

Chicago Board Of Trade (CBOT)

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

Exchange CBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CBOT	10Y	10 YEAR MICRO TREASURY YIELD	10Y	716.989	N/A	716.989	623.408	USD	No	716.989	623.408
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1403.76	N/A	1403.76	1220.66	USD	No	1403.76	1220.66
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	600.46	N/A	600.46	522.139	USD	No	600.46	522.139
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	3258.76	N/A	3258.76	2833.70	USD	No	3258.76	2833.70
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	888.714	N/A	888.714	772.746	USD	No	888.714	772.746
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	3270.78	N/A	3270.78	2842.84	USD	No	3270.78	2842.84
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	5213.80	N/A	5213.80	4529.78	USD	No	5213.80	4529.78
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	5161.13	N/A	5161.13	4485.59	USD	No	5161.13	4485.59
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2904.10	N/A	2904.10	2525.30	USD	Yes	2904.10	2525.30
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	621.724	N/A	621.724	540.429	USD	No	621.699	540.429
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1121.72	N/A	1121.72	975.267	USD	No	1121.72	975.267
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1086.83	945.066	1552.61	1350.09	USD	No	1491.55	1297
CBOT	MZC	MICRO CORN FUTURES	MZC	164.746	N/A	164.746	143.257	USD	No	164.746	143.257
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	409.604	N/A	409.604	356.177	USD	No	409.604	356.177
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	241.329	N/A	241.329	209.851	USD	No	241.329	209.851
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	351.03	N/A	351.03	305.244	USD	No	351.03	305.244
CBOT	MZW	MICRO WHEAT FUTURES	MZW	314.604	N/A	314.604	273.568	USD	No	314.604	273.568
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	829.673	N/A	829.673	721.455	USD	No	829.677	721.455
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3832.41	N/A	3832.41	3332.40	USD	No	3832.41	3332.40
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	3980.24	N/A	3980.24	3460.86	USD	No	3979.99	3460.86
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945.01	N/A	4945.01	4300.01	USD	No	4945.01	4300.01
CBOT	UB	ULTRA TREASURY BOND	UB	7290.09	N/A	7290.09	6339.21	USD	Yes	7290.09	6339.21
CBOT	YC	MINI SIZED CORN FUTURES	XC	329.492	N/A	329.492	286.515	USD	No	329.492	286.515
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	702.06	N/A	702.06	610.487	USD	No	702.06	610.487
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	629.207	N/A	629.207	547.137	USD	No	629.207	547.137
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	373.75	N/A	373.75	325.00	USD	No	373.752	325.00
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	891.746	N/A	891.746	775	USD	No	891.25	775
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1121.25	N/A	1121.25	975.00	USD	No	1121.25	975.00
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	690.50	N/A	690.50	600	USD	No	690	600
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	4226.11	N/A	4226.11	3674.88	USD	No	4226.11	3674.88
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	10868.305	9450.70	15526.15	13501	USD	Yes	14920.10	12974
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2686.57	N/A	2686.57	2336.15	USD	No	2686.82	2336.15
CBOT	ZB	US TREASURY BOND	ZB	5563.17	N/A	5563.17	4837.54	USD	Yes	5563.42	4837.54
CBOT	ZC	CORN FUTURES	ZC	1647.46	N/A	1647.46	1432.57	USD	Yes	1647.46	1432.57
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1757.26	N/A	1757.26	1528.05	USD	Yes	1757.51	1528.05
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3974.25	N/A	3974.25	3455.87	USD	Yes	3974.25	3455.87
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2297.36	N/A	2297.36	1997.71	USD	Yes	2297.36	1997.71
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2695.89	N/A	2695.89	2344.25	USD	Yes	2696.01	2344.25
CBOT	ZO	OAT FUTURES	ZO	4789.72	N/A	4789.72	4156.70	USD	Yes	4789.72	4156.70
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1635.00	N/A	1635.00	1421.73	USD	Yes²	1634.99	1421.73
CBOT	ZR	ROUGH RICE FUTURES	ZR	3935.90	N/A	3935.90	3422.27	USD	Yes	3935.90	3422.27
CBOT	ZS	SOYBEAN FUTURES	ZS	3510.30	N/A	3510.30	3052.44	USD	Yes	3510.30	3052.44
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1432.09	N/A	1432.09	1244.70	USD	Yes	1431.40	1244.70
CBOT	ZW	WHEAT FUTURES	ZW	3146.04	N/A	3146.04	2735.68	USD	Yes	3146.04	2735.68

Montreal Exchange (CDE)

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

Exchange CDE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CDE	CGB	10 YEAR GOVERNMENT OF CANADA BONDS	CGB	3592.82	N/A	3592.82	3124.19	CAD	No	3592.82	3124.19
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1976.87	N/A	1976.87	1719.02	CAD	No	1976.87	1719.02
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	715.803	N/A	715.803	622.437	CAD	No	715.806	622.437
CDE	CRA	3 MONTH CORRA	CRA	488.909	N/A	488.909	425.13	CAD	No	488.8995	425.13
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15410.42	13400.36	22014.88	19143.37	CAD	No	22014.87	19143.37
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	11945.67	N/A	11945.67	10387.54	CAD	No	11945.67	10387.54

CEDX

Exchange CEDX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CEDX	BCH20P	-	CH20F	15848.92	N/A	15848.92	13781.67	CHF	Yes	15848.92	13781.67
CEDX	BDE40G	-	DE40F	26759.34	N/A	26759.34	23268.99	EUR	Yes	26759.34	23268.99
CEDX	BES35P	-	ES35F	63314.055	N/A	63314.055	55055.70	EUR	Yes	63314.055	55055.70
CEDX	BEZ50P	-	EZ50F	6121.59	N/A	6121.59	5323.12	EUR	Yes	6121.59	5323.12
CEDX	BFR40P	-	FR40F	8085.26	N/A	8085.26	7030.66	EUR	Yes	8085.26	7030.66
CEDX	BIT40P	-	IT40F	13230.95	N/A	13230.95	11505.175	EUR	Yes	13230.95	11505.175
CEDX	BNL25P	-	NL25F	10622.53	N/A	10622.53	9236.99	EUR	Yes	10622.53	9236.99
CEDX	BNO25G	-	NO25F	12343.91	N/A	12343.91	10733.83	NOK	Yes	12343.91	10733.83
CEDX	BSE30P	-	SE30F	32597.81	N/A	32597.81	28345.92	SEK	Yes	32597.81	28345.92
CEDX	BUK100P	-	UK100F	8517.17	N/A	8517.17	7406.23	GBP	Yes	8517.17	7406.23

CBOE Futures Exchange (CFE)

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

Exchange CFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFE	IBXXIBHY	IBOXX ISHARES $ HIGH YIELD CORPORATE BOND INDEX TR	IBHY	9996.68	N/A	9996.68	8691.75	USD	No	9996.69	8691.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8127.51	N/A	8127.51	7066.25	USD	No	8127.51	7066.25
CFE	VA	S&P 500 VARIANCE	VA	333.356	N/A	333.356	289.875	USD	No	258.75	225
CFE	VIX	CBOE VOLATILITY INDEX	VX	10125.21	N/A	10125.21	8804.53	USD	Yes	24359.77	21182.41
CFE	VIX	CBOE VOLATILITY INDEX	VX27	10769.175	N/A	10769.175	9364.50	USD	No	26308.27	22876.76
CFE	VIX	CBOE VOLATILITY INDEX	VX29	10769.175	N/A	10769.175	9364.50	USD	No	24635.99	21422.60
CFE	VIX	CBOE VOLATILITY INDEX	VX30	10769.175	N/A	10769.175	9364.50	USD	No	24635.99	21422.60
CFE	VIX	CBOE VOLATILITY INDEX	VX31	10769.175	N/A	10769.175	9364.50	USD	No	24635.99	21422.60
CFE	VIX	CBOE VOLATILITY INDEX	VX32	10769.13	N/A	10769.13	9364.46	USD	No	24301.43	21131.68
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1086.36	N/A	1086.36	944.665	USD	No	2491.80	2166.78

Chicago Mercantile Exchange (CME)

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

Exchange CME	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CME	AUD	AUSTRALIAN DOLLAR	6A	2530.03	N/A	2530.03	2200.03	USD	Yes	2530.03	2200.03
CME	GBP	BRITISH POUND	6B	2530	N/A	2530	2200	USD	Yes	2530	2200
CME	CAD	CANADIAN DOLLAR	6C	1714.39	N/A	1714.39	1490.78	USD	Yes	1714.39	1490.78
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4287.03	N/A	4287.03	3727.85	USD	Yes	4287.03	3727.85
CME	JPY	JAPANESE YEN	6J	4375.92	N/A	4375.92	3800	USD	Yes	4370	3800
CME	BRE	BRAZILIAN REAL	6L	1870.17	N/A	1870.17	1360.125	USD	Yes²	1870.17	1360.125
CME	6M	MEXICAN PESO	6M	1840.00	N/A	1840.00	1600.00	USD	Yes	1840.00	1600.00
CME	NZD	NEW ZEALAND DOLLAR	6N	2431.61	N/A	2431.61	2114.45	USD	Yes²	2431.61	2114.45
CME	CHF	SWISS FRANC	6S	6210.07	N/A	6210.07	5400.06	USD	Yes	6210.07	5400.06
CME	ZAR	SOUTH AFRICAN RAND	6Z	2245.02	N/A	2245.02	1952.125	USD	No	2245.02	1952.125
CME	ACDX	AUSTRALIAN DOLLAR	ACD	13289.88	N/A	13289.88	11556.41	CAD	No	13289.88	11556.41
CME	AJY	AUSTRALIAN DOLLAR	AJY	2589058.84	N/A	2589058.84	2251355.52	JPY	No	2589058.84	2251355.52
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	939.286	N/A	939.286	816.771	USD	No	939.286	816.77
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	28583.37	N/A	28583.37	24855.11	USD	No	28583.37	24855.11
CME	BOS	BOSTON HOUSING INDEX	BOS	5088.75	N/A	5088.75	4425	USD	No	5088.75	4425
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	194307.10	N/A	194307.10	166548.95	USD	Yes	194307.11	166548.95
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	266498.125	N/A	266498.125	231737.50	EUR	No	319797.75	278085
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	8168.85	N/A	8168.85	7103.35	USD	No	8168.85	7103.35
CME	CHI	CHICAGO HOUSING INDEX	CHI	3162.50	N/A	3162.50	2750	USD	No	3162.50	2750
CME	CLP	CHILEAN PESO	CHP	6190.64	N/A	6190.64	5383.16	USD	No	6210.64	5383.16
CME	CJY	CANADIAN DOLLAR	CJY	2846427.79	N/A	2846427.79	2475154.25	JPY	No	2846427.39	2475154.25
CME	CNH	UNITED STATES DOLLAR	CNH	24645.14	N/A	24645.14	21420	CNH	No	24645.14	21420
CME	CSC	CHEESE	CSC	7092.68	N/A	7092.68	6167.54	USD	No	7092.68	6167.54
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5249.75	N/A	5249.75	4565.00	USD	No	5249.75	4565.00
CME	CZK	CZECH KORUNA	CZK	21475.61	N/A	21475.61	18674.45	USD	Yes²	21475.61	18674.45
CME	DA	MILK CLASS III INDEX	DC	5649.30	N/A	5649.30	4912.43	USD	Yes	5649.29	4912.43
CME	DEN	DENVER HOUSING INDEX	DEN	4677.63	N/A	4677.63	4067.50	USD	No	4677.62	4067.50
CME	DY	CME DRY WHEY INDEX	DY	8072.49	N/A	8072.49	7019.56	USD	No	8072.49	7019.56
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2143.51	N/A	2143.51	1863.92	USD	No	2143.51	1863.92
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	18952.29	N/A	18952.29	16465.61	AUD	No	18952.29	16465.61
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	13192.09	N/A	13192.09	11462.95	CAD	No	13192.09	11462.95
CME	ECK	CZECH KORUNA	ECK	9307.18	N/A	9307.18	8093.20	EUR	No	9307.18	8093.20
CME	EHF	HUNGARIAN FORINT	EHF	5792.76	N/A	5792.76	5037.18	EUR	Yes²	5804.76	5037.18
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	17408.37	15137.50	24869.10	21625	USD	Yes²	25282.75	21985
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	239086.32	207900	341551.89	297000	JPY	No	318895	277300
CME	EPZ	POLISH ZLOTY	EPZ	7106.97	N/A	7106.97	6179.97	EUR	Yes²	7106.97	6179.97
CME	ES	E-MINI S&P 500	ES	16468.02	14970.93	23525.74	21387.04	USD	Yes	22060.50	20055
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	24439.46	N/A	24439.46	21244.95	USD	No	24439.46	21244.95
CME	ESTR	EURO SHORT-TERM RATE	ESR	747.536	N/A	747.536	650	EUR	No	747.536	650
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	73029.68	N/A	73029.68	63504.07	EUR	No	75210	65400
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	75360.68	N/A	75360.68	65531.03	USD	Yes	90432.82	78637.24
CME	GSCI	S&P-GSCI INDEX	GD	30720.36	N/A	30720.36	26713.35	USD	No	30720.36	26713.35
CME	GDK	CLASS IV MILK - 200K LBS	GDK	3485.34	N/A	3485.34	3030.73	USD	No	3485.34	3030.73
CME	GF	FEEDER CATTLE	GF	10964.84	N/A	10964.84	9534.64	USD	Yes	10964.84	9534.64
CME	NF	NON FAT DRY MILK INDEX	GNF	8336.35	N/A	8336.35	7249.00	USD	No	8336.35	7249.00
CME	HE	LEAN HOGS	HE	5086.99	N/A	5086.99	4423.47	USD	Yes	5086.99	4423.47
CME	HUF	HUNGARIAN FORINT	HUF	11371.76	N/A	11371.76	9888.49	USD	Yes²	11377.76	9888.49
CME	IBAA	BOVESPA INDEX - USD	IBV	34279.23	N/A	34279.23	29808.03	USD	No	33847.95	29433
CME	ILS	ISRAELI SHEKEL	ILS	36110.50	N/A	36110.50	31400.43	USD	Yes²	36110.50	31400.43
CME	J7	JAPANESE YEN	J7	2187.96	N/A	2187.96	1900	USD	No	2185	1900
CME	KRW	KOREAN WON	KRW	17926.82	N/A	17926.82	15516.75	USD	Yes²	11599.71	10040.25
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4427.50	N/A	4427.50	3850	USD	No	4427.50	3850
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	LBR	LUMBER FUTURES	LBR	2500.52	N/A	2500.52	2174.04	USD	No	2500.52	2174.04
CME	LE	LIVE CATTLE	LE	5015.40	N/A	5015.40	4361.22	USD	Yes	5015.40	4361.22
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	744.139	647.078	1063.06	924.397	USD	No	972.90	846
CME	M6A	AUSTRALIAN DOLLAR	M6A	253.003	N/A	253.003	220.003	USD	No	253.003	220.003
CME	M6B	BRITISH POUND	M6B	253	N/A	253	220	USD	No	253	220
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	428.703	N/A	428.703	372.785	USD	No	428.703	372.785
CME	MBT	MICRO BITCOIN	MBT	3886.14	N/A	3886.14	3330.98	USD	Yes	3886.14	3330.98
CME	MCD	CANADIAN DOLLAR	MCD	171.439	N/A	171.439	149.078	USD	No	171.439	149.078
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1647.03	1497.30	2352.90	2139	USD	Yes	2205.50	2005
CME	MET	MICRO ETHER	MET	150.721	N/A	150.721	131.062	USD	Yes	180.866	157.274
CME	MIA	MIAMI HOUSING INDEX	MIA	6454.375	N/A	6454.375	5612.50	USD	No	6454.375	5612.50
CME	MIR	INDIAN RUPEE	MIR	1338.71	N/A	1338.71	1164	USD	No	1338.71	1164
CME	MJY	JAPANESE YEN	MJY	437.592	N/A	437.592	380	USD	No	437	380
CME	MNH	UNITED STATES DOLLAR	MNH	2475.38	N/A	2475.38	2152.50	CNH	No	2475.38	2152.50
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	119542.50	103950	170775	148500	JPY	No	159390	138600
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1757.80	N/A	1757.80	1528.49	USD	No	1757.80	1528.49
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2390.08	2172.80	3414.40	3104	USD	Yes	3373.12	3066.38
CME	MSF	SWISS FRANC	MSF	621.007	N/A	621.007	540.006	USD	No	621.007	540.006
CME	MSL	MICRO SOLANA	MSL	2376.36	N/A	2376.36	2066.26	USD	No	2376.36	2066.26
CME	MXP	MICRO XRP	MXP	6658.05	N/A	6658.05	5788.75	USD	No	6658.20	5788.75
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1195425	1039500	1707750	1485000	JPY	No	1594245	1386300
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	17578.05	N/A	17578.05	15284.89	USD	No	17578.05	15284.89
CME	NOK	NORWEGIAN KRONE	NOK	20969.29	N/A	20969.29	18230.68	USD	No	20969.29	18230.68
CME	NQ	E-MINI NASDAQ 100	NQ	23900.12	21727.38	34143.02	31039.11	USD	Yes	33731.17	30663.77
CME	NYM	NEW YORK HOUSING INDEX	NYM	4786.875	N/A	4786.875	4162.50	USD	No	4786.875	4162.50
CME	PJY	BRITISH POUND	PJY	3110442.24	N/A	3110442.24	2704732.28	JPY	No	3110442.12	2704732.28
CME	PLN	POLISH ZLOTY	PLN	15042.80	N/A	15042.80	13080.70	USD	Yes²	15042.80	13080.70
CME	PSF	BRITISH POUND	PSF	12239.25	N/A	12239.25	10642.83	CHF	No	12239.25	10642.83
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	897.003	N/A	897.003	780.003	USD	No	897.01	780.005
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	562.35	N/A	562.35	489	USD	No	562.35	489
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	683.918	N/A	683.918	594.712	USD	No	683.921	594.712
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	527.055	N/A	527.055	458.309	USD	No	527.055	458.309
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	1382.54	N/A	1382.54	1202.21	USD	No	1382.54	1202.21
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4018.23	N/A	4018.23	3493.875	CHF	No	4018.23	3493.875
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8066.675	N/A	8066.675	7014.50	USD	Yes²	8066.675	7014.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	9908.69	N/A	9908.69	8615.98	EUR	Yes²	9908.38	8615.98
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6214.14	N/A	6214.14	5403.44	GBP	No	6214.14	5403.44
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	18986.04	N/A	18986.04	16494.24	USD	No	18986.04	16494.24
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	44849.42	N/A	44849.42	38988.83	USD	No	44849.42	38988.83
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10775.94	N/A	10775.94	9369.04	USD	No	10775.94	9369.04
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7441.42	6470.80	10630.60	9244	USD	Yes	9724.40	8456
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1237372.55	N/A	1237372.55	1075913.74	JPY	Yes²	1237372.42	1075913.74
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4505.13	N/A	4505.13	3917.50	USD	No	4505.12	3917.50
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	SEK	SWEDISH KRONA	SEK	23499.09	N/A	23499.09	20428.64	USD	No	23499.09	20428.64
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5275.625	N/A	5275.625	4587.50	USD	No	5275.625	4587.50
CME	SGX	SHORT GILT	SG	307653.59	N/A	307653.59	267524.86	USD	No	307653.64	267524.86
CME	SIR	INDIAN RUPEE	SIR	6693.26	N/A	6693.26	5820	USD	No	6693.26	5820
CME	SJY	SWISS FRANC	SJY	4395263.79	N/A	4395263.79	3821966.99	JPY	No	4395262.04	3821966.99
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	31893.29	N/A	31893.29	27733.29	USD	No	31893.29	27733.29
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	47535.75	N/A	47535.75	41325.11	USD	No	47535.80	41325.16
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1951.40	N/A	1951.40	1696.87	GBP	No	1951.41	1696.87
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1613.78	N/A	1613.78	1403.29	USD	No	1613.79	1403.29
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	1101.37	N/A	1101.37	957.714	USD	Yes	1101.37	957.714
CME	SVX	SCHNEIDER ELECTRIC SE	SU	85285.41	N/A	85285.41	74161.21	USD	No	85285.40	74161.21
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1088.33	N/A	1088.33	946.346	USD	No	1088.33	946.346
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4916.25	N/A	4916.25	4275	USD	No	4916.25	4275
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	14772.57	N/A	14772.57	12843.69	USD	No	14772.57	12843.69
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	12555.62	N/A	12555.62	10917.24	USD	No	12555.62	10917.24
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	10570.28	N/A	10570.28	9191	USD	No	10501.18	9130.87
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	19594.81	N/A	19594.81	17037.58	USD	No	19594.81	17037.58
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	28979.22	N/A	28979.22	25194.67	USD	No	28979.22	25194.67
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	6404.72	N/A	6404.72	5568.99	USD	No	6404.72	5568.99
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4454.23	N/A	4454.23	3871.35	USD	No	4454.23	3871.35
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11585.57	N/A	11585.57	10073.24	USD	No	11585.57	10073.24
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	13695.53	N/A	13695.53	11907.46	USD	No	13695.54	11907.46
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	47853.48	N/A	47853.48	41591.97	USD	No	47853.48	41591.97
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	11453.02	N/A	11453.02	9957.34	USD	No	11453.02	9957.34
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	133172.56	N/A	133172.56	115775	USD	No	133177.26	115775

COMEX

Exchange COMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
COMEX	1OZ	1 OUNCE GOLD FUTURES	1OZ	224.499	N/A	224.499	195.216	USD	No	224.499	195.216
COMEX	ALI	ALUMINUM INDEX	ALI	5900.77	N/A	5900.77	5131.11	USD	No	5900.77	5131.11
COMEX	GC	GOLD	GC	22450.20	N/A	22450.20	19521.92	USD	Yes	22450.21	19521.92
COMEX	HG	COPPER INDEX	HG	11604.32	N/A	11604.32	10090.71	USD	Yes	11604.32	10090.71
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2582.49	N/A	2582.49	2245.55	USD	No	2582.49	2245.55
COMEX	MGC	E-MICRO GOLD	MGC	2245.02	N/A	2245.02	1952.19	USD	Yes	2245.02	1952.19
COMEX	MHG	MICRO COPPER	MHG	1160.43	N/A	1160.43	1009.07	USD	No	1160.43	1009.07
COMEX	QC	COMEX MINY COPPER	QC	5772.72	N/A	5772.72	5019.76	USD	No	5772.72	5019.75
COMEX	QI	COMEX MINY SILVER	QI	13262.38	N/A	13262.38	11532.50	USD	No	13262.37	11532.50
COMEX	QO	COMEX MINY GOLD	QO	11225.10	N/A	11225.10	9760.96	USD	No	11225.10	9760.96
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	37869.19	N/A	37869.19	32929.73	CNH	No	37869.21	32929.73
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	7210.70	N/A	7210.70	6270.17	USD	No	7210.70	6270.17
COMEX	SI	SILVER INDEX	SI	26524.75	N/A	26524.75	23065.00	USD	Yes	26524.75	23065.00
COMEX	SI	SILVER INDEX	SIL	5304.95	N/A	5304.95	4613.00	USD	No	5304.95	4613.00
COMEX	UX	URANIUM INDEX	UX	2755.47	N/A	2755.47	2396.06	USD	No	2755.47	2396.06

ENDEX

Exchange ENDEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ENDEX	ECF	ICE ECX EUA FUTURES	ECF	40940.00	N/A	40940.00	35600.00	EUR	No	40940.00	35600.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	9775.89	N/A	9775.89	8500.77	EUR	Yes	9775.89	8500.77

EUREX

Exchange EUREX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
EUREX	CONF	SWISS FEDERAL LONG-TERM BONDS	CONF	9490.90	N/A	9490.90	8252.95	CHF	No	9490.90	8252.95
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6837.69	N/A	6837.69	5939.97	EUR	No	6837.69	5939.97
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2997.60	N/A	2997.60	2606.61	EUR	Yes	4306.08	3744.42
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1113.39	N/A	1113.39	968.166	EUR	No	1412.02	1227.84
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	4000.26	N/A	4000.26	3478.48	USD	No	4000.26	3478.48
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2645	N/A	2645	2300	EUR	No	2645	2300
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	34674.04	30151.34	49534.34	43073.34	EUR	Yes	48237.61	41945.75
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9179.30	N/A	9179.30	7982.00	EUR	Yes²	9179.30	7982.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6934.81	6030.27	9906.87	8614.67	EUR	No	9647.52	8389.15
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1386.96	1206.05	1981.37	1722.93	EUR	Yes	1929.50	1677.83
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	297.939	N/A	297.939	259.077	EUR	No	286.825	249.413
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2276.28	N/A	2276.28	1978.84	EUR	No	2276.28	1978.84
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3216.78	2797.20	4595.40	3996	EUR	Yes²	4595.40	3996
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1403.79	N/A	1403.79	1220.20	EUR	No	1285.23	1117.15
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4181.46	N/A	4181.46	3632.72	EUR	Yes²	4181.46	3632.72
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	930.343	808.994	1329.06	1155.71	EUR	Yes	1206.37	1049.02
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5729.19	N/A	5729.19	4981.90	EUR	Yes²	5373.98	4673.02
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1832.42	N/A	1832.42	1592.71	EUR	Yes²	1660.10	1442.94
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3536.39	N/A	3536.39	3075.12	EUR	Yes²	3168.80	2755.48
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6862.07	N/A	6862.07	5967.01	EUR	Yes²	6393.33	5559.42
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2605.96	N/A	2605.96	2266.05	EUR	Yes²	2432.71	2115.40
EUREX	ESI	EURO STOXX INSURANCE	FESI	3063.80	N/A	3063.80	2662.02	EUR	Yes²	2627.31	2282.77
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1643.71	N/A	1643.71	1429.32	EUR	Yes²	1320.77	1148.50
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3701.12	N/A	3701.12	3218.37	EUR	Yes²	3562.25	3097.60
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1339.03	N/A	1339.03	1164.38	EUR	Yes²	1328.54	1155.25
EUREX	SXRE	EURO STOXX RETAIL	FESR	3894.06	N/A	3894.06	3386.14	EUR	Yes²	3547.77	3085.02
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1107.89	N/A	1107.89	962.751	EUR	Yes²	1032.99	897.665
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1252.10	N/A	1252.10	1088.79	EUR	Yes²	1044.98	908.675
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1746.65	N/A	1746.65	1518.45	EUR	Yes	1437.62	1249.80
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1177.99	N/A	1177.99	1024.335	EUR	Yes²	1045.97	909.536
EUREX	ESTX50	EURO STOXX50	FESX	2946.18	2561.89	4208.83	3659.85	EUR	Yes	4079.395	3547.30
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	17482.80	N/A	17482.80	15202.43	EUR	Yes²	17482.80	15202.43
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5185.54	N/A	5185.54	4509.17	EUR	Yes²	5447.26	4736.75
EUREX	EU3	THREE MONTH EURIBOR	FEU3	353.062	N/A	353.062	307.011	EUR	Yes	353.062	307.011
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2658.11	2311.40	3797.30	3302.00	EUR	Yes	3797.30	3302.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	8837.42	N/A	8837.42	7675.92	EUR	Yes²	8837.42	7675.92
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1120.91	N/A	1120.91	972.841	GBP	No	1120.91	972.841
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2491.32	N/A	2491.32	2166.36	EUR	Yes	2960.33	2574.20
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1538.22	N/A	1538.22	1337.59	EUR	Yes	1584.50	1377.83
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	628.915	N/A	628.915	546.883	EUR	Yes	628.915	546.883
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	6358.32	N/A	6358.32	5528.97	EUR	Yes	6358.32	5528.97
EUREX	DJESL	EURO STOXX LARGE	FLCE	2373.79	N/A	2373.79	2063.28	EUR	No	2073.47	1802.24
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2187.68	N/A	2187.68	1901.50	EUR	No	1714.50	1490.22
EUREX	DJESM	EURO STOXX MID	FMCE	2202.46	N/A	2202.46	1914.69	EUR	No	1732.86	1506.44
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1648.25	1433.21	2354.64	2047.44	USD	No	3026.02	2631.23
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2305.45	N/A	2305.45	2004.495	EUR	Yes²	1841.34	1600.97
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	4066.58	3536.08	5809.41	5051.54	USD	No	5087.93	4424.19
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	9477.88	N/A	9477.88	8238.21	USD	No	9477.88	8238.21
EUREX	MXEU	MSCI EUROPE	FMEP	1635.20	N/A	1635.20	1421.92	EUR	No	1635.20	1421.92
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	1990.25	1730.58	2843.21	2472.26	EUR	No	2365.02	2056.46
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	7345.14	6386.82	10493.05	9124.03	USD	No	9216.77	8014.26
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5932.10	N/A	5932.10	5158.02	USD	No	5825.26	5065.12
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	12281.35	N/A	12281.35	10677.91	USD	No	12281.35	10677.91
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	3477.94	3024.29	4968.49	4320.41	EUR	No	3358.60	2920.51
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6163.98	5359.94	8805.69	7657.05	USD	No	8212.52	7141.26
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6447.31	N/A	6447.31	5603.30	USD	No	6447.31	5603.30
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2782.57	N/A	2782.57	2419.63	EUR	No	2782.57	2419.63
EUREX	DJESS	EURO STOXX SMALL	FSCE	1375.50	N/A	1375.50	1195.71	EUR	No	1163.82	1011.70
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1537.64	N/A	1537.64	1337.00	EUR	No	1266.65	1101.37
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1051.91	914.683	1502.73	1306.69	EUR	No	1169.19	1016.66
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3514.80	N/A	3514.80	3056.35	CHF	Yes²	3514.80	3056.35
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8866.50	N/A	8866.50	7710	CHF	No	8866.50	7710
EUREX	SMI	SWISS MARKET INDEX	FSMI	7108.68	6181.46	10155.25	8830.65	CHF	Yes	7240.38	6295.99
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3441.65	N/A	3441.65	2990.98	CHF	Yes²	3441.65	2990.98
EUREX	SMI	SWISS MARKET INDEX	FSMS	710.868	618.146	1015.53	883.065	CHF	No	724.038	629.599
EUREX	MDAX	MIDCAP DAX	FSMX	2878.84	N/A	2878.84	2503.16	EUR	No	2339.37	2034.09
EUREX	ST3	THREE MONTH ESTR	FST3	120.946	N/A	120.946	105.171	EUR	No	120.946	105.171
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2840.01	N/A	2840.01	2469.49	EUR	Yes²	2638.35	2294.135
EUREX	SX7P	STOXX 600 BANKS	FSTB	1220.15	1060.97	1743.07	1515.68	EUR	Yes	1467.62	1276.16
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4849.86	N/A	4849.86	4213.01	EUR	Yes²	4141.91	3598.025
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1247.33	1084.62	1781.91	1549.46	EUR	Yes	1598.72	1390.18
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4652.45	N/A	4652.45	4042.51	EUR	Yes²	3726.80	3238.20
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4685.47	N/A	4685.47	4073.36	EUR	Yes²	4231.53	3678.72
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4452.77	N/A	4452.77	3871.70	EUR	Yes²	3224.83	2804.00
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2913.92	N/A	2913.92	2533.46	EUR	Yes²	2388.76	2076.86
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	704.564	N/A	704.564	612.601	EUR	No	704.564	612.601
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1829.01	N/A	1829.01	1589.64	EUR	Yes²	1566.85	1361.79
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3746.89	N/A	3746.89	3257.33	EUR	Yes²	3611.99	3140.055
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1846.07	N/A	1846.07	1605	EUR	Yes²	1927.80	1676.055
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1637.99	N/A	1637.99	1423.21	EUR	Yes²	1637.99	1423.21
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3065.74	N/A	3065.74	2665.75	EUR	Yes	3251.89	2827.62
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	739.559	N/A	739.559	643.00	EUR	Yes²	739.559	643.00
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1652.93	N/A	1652.93	1437.25	EUR	Yes	1413.78	1229.31
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1374.48	N/A	1374.48	1194.895	EUR	Yes²	1168.41	1015.755
EUREX	STX	STOXX50	FSTX	3428.50	N/A	3428.50	2980.88	EUR	Yes²	2578.67	2242
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7562.93	N/A	7562.93	6575.22	EUR	Yes²	7562.93	6575.22
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3286.66	N/A	3286.66	2855.84	EUR	Yes²	3286.66	2855.84
EUREX	ESTX50	EURO STOXX50	FSXE	294.618	256.189	420.883	365.985	EUR	No	407.9395	354.73
EUREX	TDX	TECDAX	FTDX	8068.44	N/A	8068.44	7016.03	EUR	Yes²	8068.44	7016.03
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	997.987	N/A	997.987	867.317	USD	No	997.987	867.317
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	972.986	N/A	972.986	846.075	EUR	Yes	2100.05	1826.13
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2288.92	N/A	2288.92	1989.08	EUR	No	1878.54	1632.46
EUREX	DJ600	STOXX 600 INDEX	FXXP	1481.36	1288.14	2116.23	1840.20	EUR	Yes	1757.89	1528.60

Euronext NL (FTA)

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

Exchange FTA	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
FTA	AMX	AMX INDEX	FMX	9149.77	N/A	9149.77	7956.32	EUR	No	9149.77	7956.32
FTA	EOE	AMS EOE INDEX	FTI	11812.21	10271.49	16874.59	14673.55	EUR	Yes	12540.22	10904.54
FTA	EOE	AMS EOE INDEX	MFA	1181.22	1027.15	1687.46	1467.36	EUR	No	1254.02	1090.45

Hong Kong Futures Exchange (HKFE)

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

Exchange HKFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	CES120	CES CHINA 120 INDEX	CHH	63909.51	N/A	63909.51	55573.48	HKD	No	63909.51	55573.48
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24626.445	N/A	24626.445	21414.30	CNH	Yes	24626.445	21414.30
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3104.89	N/A	3104.89	2699.90	HKD	No	3104.88	2699.90
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9199.43	N/A	9199.43	7999.50	HKD	No	9199.43	7999.50
HKFE	GDR	CNH GOLD FUTURES	GDR	142275.13	N/A	142275.13	123717.51	CNH	No	142275.15	123717.51
HKFE	GDU	USD GOLD FUTURES	GDU	20352.51	N/A	20352.51	17697.83	USD	No	20352.51	17697.83
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	41504.19	36090.60	59291.70	51558	HKD	Yes	59291.70	51558
HKFE	HSI	HANG SENG STOCK INDEX	HSI	95245.02	82821.76	136064.32	118316.80	HKD	Yes	136064.32	118316.80
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	33686.93	29292.98	48124.19	41847.12	HKD	Yes	48124.19	41847.12
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4039.24	N/A	4039.24	3512.38	USD	No	4039.24	3512.38
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8300.84	7218.12	11858.34	10311.60	HKD	Yes	11858.34	10311.60
HKFE	MCS	UNITED STATES DOLLAR	MCS	4929.16	N/A	4929.16	4283.10	CNH	No	4929.16	4283.10
HKFE	MHI	MINI HANG SENG INDEX	MHI	19049.00	16564.35	27212.86	23663.36	HKD	Yes	27212.86	23663.36
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2586.87	N/A	2586.87	2249.45	USD	No	2586.87	2249.45
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	6175.58	N/A	6175.58	5369.28	USD	No	6175.58	5369.28
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	8007.21	N/A	8007.21	6962.57	USD	No	8007.21	6962.57
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	53475	N/A	53475	46500	HKD	No	123625	107500

Intercontinental Exchange (ICEEU)

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

Exchange ICEEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEU	ER3	COMPOUNDED ESTR AVERAGE 3 MONTHS RATE	ER3	158.562	N/A	158.562	137.88	EUR	No	158.567	137.88
ICEEU	SG	GENERALI	G	2963.57	N/A	2963.57	2577.01	GBP	No	2963.57	2577.01
ICEEU	H	MEDIUM GILT	H	5549.88	N/A	5549.88	4825.98	GBP	No	5549.88	4825.98
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	449.9375	N/A	449.9375	391.25	EUR	Yes	449.9375	391.25
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5460.57	N/A	5460.57	4747.58	USD	No	5460.57	4747.58
ICEEU	O	5 YEAR EURO SWAPNOTE	O	3583.40	N/A	3583.40	3116.00	EUR	No	3583.40	3116.00
ICEEU	P	10 YEAR EURO SWAPNOTE	P	6933.67	N/A	6933.67	6029.27	EUR	No	6933.67	6029.27
ICEEU	R	LONG GILT	R	3869.58	N/A	3869.58	3364.85	GBP	No	3869.58	3364.85
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	475.503	N/A	475.503	412.40	CHF	No	474.26	412.40
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	289.23	N/A	289.23	251.50	GBP	Yes	289.225	251.50
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	750.379	N/A	750.379	652.503	GBP	No	750.389	652.503
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1391.04	N/A	1391.04	1209.60	EUR	No	1391.04	1209.60
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	691.385	N/A	691.385	601.20	GBP	No	691.385	601.20
ICEEU	Y	FTSE 250 INDEX	Y2	5043.75	N/A	5043.75	4385.23	GBP	No	5043.75	4385.23
ICEEU	Z	FTSE 100 INDEX	Z	4846.93	4214.72	6924.18	6021.03	GBP	Yes	6924.19	6021.03

ICE Agricultural Products (ICEEUSOFT)

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

Exchange ICEEUSOFT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEUSOFT	C	COCOA	C	11063	N/A	11063	9620	GBP	No	11063	9620
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7601.50	N/A	7601.50	6610	USD	No	7601.50	6610
ICEEUSOFT	T	WHEAT	T	2341.17	N/A	2341.17	2035.80	GBP	No	2341.17	2035.80
ICEEUSOFT	W	WHITE SUGAR	W	2012.50	N/A	2012.50	1750.00	USD	No	2012.50	1750.00

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	7392.81	N/A	7392.81	6428.53	USD	No	7392.81	6428.53
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	24549624.86	N/A	24549624.86	21347499.875	JPY	No	24549624.86	21347499.875
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10756.70	N/A	10756.70	9351.82	USD	No	10756.70	9351.82
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	14421.06	N/A	14421.06	12540.05	CAD	No	14421.06	12540.05
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6531.71	N/A	6531.71	5679.75	GBP	No	6531.71	5679.75
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	20567.46	N/A	20567.46	17884.75	AUD	No	20567.46	17884.75
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6950.70	N/A	6950.70	6044.08	CHF	No	6950.70	6044.08
ICEUS	ZY	SWISS FRANC	KZY	4395263.79	N/A	4395263.79	3821966.99	JPY	No	4395262.04	3821966.99
ICEUS	MP	BRITISH POUND	MP	7484.95	N/A	7484.95	6508.65	USD	No	7484.95	6508.65
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	12627.50	N/A	12627.50	10980.43	CHF	No	12627.50	10980.43
ICEUS	GBP	BRITISH POUND	SY	3110442.24	N/A	3110442.24	2704732.28	JPY	No	3110442.12	2704732.28

Borsa Italiana (IDEM)

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

Exchange IDEM	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IDEM	MIBDIV	FTSE MIB DIVIDEND INDEX	FDIV	2283.90	N/A	2283.90	1986	EUR	No	2283.90	1986
IDEM	FTMIB	FTSE MIB INDEX	FIB	19706.72	17136.28	28152.46	24480.40	EUR	Yes	28152.46	24480.40
IDEM	FTMIB	FTSE MIB INDEX	MICR	788.269	685.451	1126.10	979.216	EUR	No	1126.10	979.216
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3941.34	3427.26	5630.49	4896.08	EUR	No	5630.49	4896.08
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1102.71	N/A	1102.71	958.875	EUR	No	1102.71	958.874

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	22242.24	N/A	22242.24	19341.08	USD	No	22242.25	19341.08
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250.00	13000
IPE	GOIL	ICE GASOIL	GOIL	8425.95	N/A	8425.95	6740.76	USD	No	8425.95	6740.76
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	24763.29	N/A	24763.29	21533.30	USD	No	24763.29	21533.30
IPE	NGF	ICE UK NATURAL GAS	NGF	5069.79	N/A	5069.79	4408.51	GBP	No	24800	4408.51
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	20991.16	N/A	20991.16	16792.93	USD	No	20991.16	16792.93
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14541.15	N/A	14541.15	11632.92	USD	Yes	14541.15	11632.92

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	8326718.75	7240625	11895312.50	10343750	KRW	Yes	11895312.50	10343750
KSE	K200M	MINI KOSPI200 INDEX	05	1664418.28	1447319.91	2377740.40	2067599.87	KRW	Yes	2377739.85	2067599.87
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1174551.875	891380.02	1677931.25	1273400.02	KRW	No	1677931.25	1273400.02
KSE	005930	HANG SENG BANK LTD	11	182030.78	N/A	182030.78	158287.64	KRW	No	197181.32	158287.64
KSE	017670	HENDERSON LAND DEVELOPMENT	12	156437.20	N/A	156437.20	136032.34	KRW	No	158566.58	136032.34
KSE	005490	POSCO HOLDINGS INC	13	910153.93	N/A	910153.93	791438.20	KRW	No	920906.62	791438.20
KSE	030200	KTCORPORATION	14	165926.95	N/A	165926.95	144284.31	KRW	No	169064.18	144284.31
KSE	015760	KOREA ELECTRIC POWER CORP	15	106524.97	N/A	106524.97	92271.94	KRW	No	106112.73	92271.94
KSE	005380	SUN HUNG KAI PROPERTIES	16	605331.43	N/A	605331.43	526375.16	KRW	No	625832.07	526375.16
KSE	016360	NEW WORLD DEVELOPMENT	17	211844.04	N/A	211844.04	174791.56	KRW	No	201010.30	174791.56
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	210018.24	N/A	210018.24	157537.46	KRW	No	181168.08	157537.46
KSE	000270	SWIRE PACIFIC LTD - CL A	19	284980.26	N/A	284980.26	247808.93	KRW	No	291215.95	247808.93
KSE	012330	HYUNDAI MOBIS CO LTD	20	849764.56	N/A	849764.56	738925.70	KRW	No	855467.36	738925.70
KSE	006400	SAMSUNG SDI CO LTD	22	520786.35	N/A	520786.35	452857.70	KRW	No	556217.05	452857.70
KSE	009150	BANK OF EAST ASIA LTD	23	404240.15	N/A	404240.15	346582.42	KRW	No	398569.79	346582.42
KSE	066570	LG ELECTRONICS INC	24	222002.78	N/A	222002.78	193045.90	KRW	No	256186.39	193045.90
KSE	036460	KOREA GAS CORPORATION	28	136163.63	N/A	136163.63	118403.15	KRW	No	167276.24	118403.15
KSE	004020	HYUNDAI STEEL CO	32	106347.37	N/A	106347.37	86895.66	KRW	No	99930.01	86895.66
KSE	003550	LG CORP	34	229767.125	N/A	229767.125	199797.50	KRW	No	230957.16	199797.50
KSE	078930	GS HOLDINGS	35	139470.66	N/A	139470.66	121278.84	KRW	No	144086.01	121278.84
KSE	033780	KT & G CORPORATION	36	441380.38	N/A	441380.38	324077.05	KRW	No	372688.61	324077.05
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	952104.78	N/A	952104.78	767682.50	KRW	No	882834.875	767682.50
KSE	086790	HANA FINANCIAL GROUP	40	247380.29	N/A	247380.29	213550.78	KRW	No	245583.40	213550.78
KSE	096770	SK INNOVATION CO LTD	41	331278.77	N/A	331278.77	288068.50	KRW	No	350552.74	288068.50
KSE	001040	CJ CORP	42	466835.19	N/A	466835.19	372338.52	KRW	No	431770.50	372338.52
KSE	034220	LG DISPLAY CO LTD	45	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	105560	KB FINANCIAL GROUP INC	46	341097.56	N/A	341097.56	280316.66	KRW	No	322364.16	280316.66
KSE	051910	LG CHEM LTD	47	760618.36	N/A	760618.36	661407.27	KRW	No	831247.44	661407.27
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	86243.25	N/A	86243.25	68780	KRW	No	86243.25	68780
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	000660	SK HYNIX INC	50	777872.49	N/A	777872.49	676410.86	KRW	No	778515.77	676410.86
KSE	006360	GS ENGINEERING & CONSTRUCT	51	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	139480	E-MART INC	54	283608.80	N/A	283608.80	226803.93	KRW	No	260824.51	226803.93
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	124085.75	N/A	124085.75	107900.65	KRW	No	126188.38	107900.65
KSE	035420	NAVER CORP	56	775453.06	N/A	775453.06	622648.05	KRW	No	716045.25	622648.05
KSE	003490	KOREAN AIR LINES CO LTD	57	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	932292	N/A	932292	661481.36	KRW	No	932292	661481.36
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3073258	N/A	3073258	2048861.43	KRW	No	3073259	2048861.43
KSE	KWY	UNITED STATES DOLLAR	75	1572740.21	N/A	1572740.21	1367599.98	KRW	No	3145479.94	2735199.95
KSE	032640	LG UPLUS CORP	B0	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	010950	S-OILCORPORATION	B2	179155.10	N/A	179155.10	155787.04	KRW	No	179303.27	155787.04
KSE	010130	KOREA ZINC CO LTD	B3	2575771.11	N/A	2575771.11	1997975	KRW	No	2297671.25	1997975
KSE	024110	INDUSTRIALBANKOFKOREA	B4	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	001680	DAESANG CORPORATION	B6	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	047050	POSCO INTERNATIONAL CORP	B7	149535.56	N/A	149535.56	130030.92	KRW	No	168659.23	130030.92
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	262293	N/A	262293	174862	KRW	No	262293	174862
KSE	023530	BARLEY FUTURES	BA	220371.21	N/A	220371.21	190045.20	KRW	No	218551.97	190045.20
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	195258.93	N/A	195258.93	169790.37	KRW	No	209420.41	169790.37
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	398475	N/A	398475	309823.67	KRW	No	398475	309823.67
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	029780	SAMSUNG CARD CO	BG	151687.90	N/A	151687.90	128530.56	KRW	No	147810.14	128530.56
KSE	036570	NCSOFTCORPORATION	BJ	595266.55	N/A	595266.55	517623.09	KRW	No	615758.85	517623.09
KSE	000080	HITE JINRO CO LTD	BK	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	418862.28	N/A	418862.28	332329.02	KRW	No	382178.38	332329.02
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	246368.97	N/A	246368.97	211800.35	KRW	No	243570.40	211800.35
KSE	000720	DANONE	BN	264573	N/A	264573	178292.40	KRW	No	264573	178292.40
KSE	011210	HYUNDAI WIA CORP	BP	136594.98	N/A	136594.98	118778.24	KRW	No	143207.94	118778.24
KSE	008770	HOTEL SHILLA CO LTD	BQ	147676.59	N/A	147676.59	126780.15	KRW	No	145797.17	126780.15
KSE	035250	KANGWON LAND, INC.	BS	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	138930	BNK FINANCIAL GROUP INC	BT	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	001120	LX INTERNATIONAL CORP	BX	87277.00	N/A	87277.00	75893.05	KRW	No	90849.18	75893.05
KSE	011070	LG INNOTEK CO LTD	BY	438254.22	N/A	438254.22	381090.625	KRW	No	455616.67	381090.625
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	034730	SK INC	C1	657112.50	N/A	657112.50	491616.875	KRW	No	657112.50	491616.875
KSE	001740	SK NETWORKS CO LTD	C2	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	339905.81	N/A	339905.81	295570.27	KRW	No	343186.94	295570.27
KSE	018260	SAMSUNG SDS CO LTD	C5	486796.75	N/A	486796.75	410597.62	KRW	No	472187.26	410597.62
KSE	090430	AMOREPACIFIC CORP	C6	394873.61	N/A	394873.61	334079.45	KRW	No	384191.37	334079.45
KSE	030000	CHEIL WORLDWIDE INC	C7	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	028260	SAMSUNG C&T CORP	C8	467298.59	N/A	467298.59	406346.60	KRW	No	467685.08	406346.60
KSE	000880	HANWHA CORPORATION	C9	500346	N/A	500346	333564	KRW	No	500346	333564
KSE	088350	CARREFOUR SA	CA	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	086280	COCOA NYBOT	CC	390183.57	N/A	390183.57	337830.31	KRW	No	388504.86	337830.31
KSE	010620	HD HYUNDAI MIPO	CD	519208.55	N/A	519208.55	430102.27	KRW	No	494617.61	430102.27
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	79097	N/A	79097	68780	KRW	No	81215.00	68780
KSE	035720	KAKAO CORP	CF	221769	N/A	221769	147846	KRW	No	221769	147846
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	069080	WEBZEN INC	CK	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	096530	LIGHT SWEET CRUDE OIL	CL	93258	N/A	93258	78518.67	KRW	No	93371.15	78518.67
KSE	022100	POSCO DX CO LTD	CN	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	068270	CELLTRION INC	CP	541362.33	N/A	541362.33	462104.28	KRW	No	531419.93	462104.28
KSE	122870	YG ENTERTAINMENT INC	CQ	237819.06	N/A	237819.06	206799.18	KRW	No	240015.73	206799.18
KSE	051900	LG H&H	CR	931721.55	N/A	931721.55	810192.66	KRW	No	952492.11	810192.66
KSE	002790	AXA SA	CS	99216.14	N/A	99216.14	77643.46	KRW	No	89289.98	77643.46
KSE	000810	COTTON NO. 2	CT	1307704.63	N/A	1307704.63	1081507.19	KRW	No	1243733.27	1081507.19
KSE	008930	HANMI SCIENCE CO LTD	CV	136246.50	N/A	136246.50	104399.82	KRW	No	136246.50	104399.82
KSE	021240	COWAY CO LTD	CW	278653.76	N/A	278653.76	242307.62	KRW	No	284884.22	242307.62
KSE	128940	HANMI PHARM CO LTD	CX	816694.15	N/A	816694.15	710168.83	KRW	No	822369.64	710168.83
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	368565.90	N/A	368565.90	308573.38	KRW	No	354859.39	308573.38
KSE	097950	CJ CHEILJEDANG CORP.	D1	751991.29	N/A	751991.29	653905.47	KRW	No	767613.21	653905.47
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	129837.12	N/A	129837.12	112901.85	KRW	No	131444.50	112901.85
KSE	002380	KCC CORP	D3	908716.07	N/A	908716.07	790187.89	KRW	No	914467.62	790187.89
KSE	012750	S1 CORPORATION	D5	204120.08	N/A	204120.08	173291.21	KRW	No	199284.89	173291.21
KSE	000100	YUHAN CORPORATION	D6	320007.04	N/A	320007.04	266313.32	KRW	No	306260.32	266313.32
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	170662.50	N/A	170662.50	137532.71	KRW	No	170662.50	137532.71
KSE	069960	HYUNDAI DEPT STORE CO	D8	229095.20	N/A	229095.20	191545.55	KRW	No	220277.38	191545.55
KSE	004370	MILK CLASS III INDEX	DA	1226392.31	N/A	1226392.31	988985.16	KRW	No	1137332.93	988985.16
KSE	079550	LIG NEX1 CO LTD	DB	1867500	N/A	1867500	1245000	KRW	No	1867500	1245000
KSE	204320	HL MANDO CO LTD	DC	97629.46	N/A	97629.46	84895.19	KRW	No	99710.20	84895.19
KSE	004170	SHINSEGAE INC	DD	551032.11	N/A	551032.11	469111.52	KRW	No	539478.25	469111.52
KSE	161890	KOLMAR KOREA CO LTD	DE	310688.00	N/A	310688.00	239056.84	KRW	No	274915.36	239056.84
KSE	111770	YOUNGONE CORP	DG	170815.62	N/A	170815.62	148535.32	KRW	No	179956.89	148535.32
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	268301.29	N/A	268301.29	233305.47	KRW	No	279523.18	233305.47
KSE	192820	COSMAX INC	DK	758269.78	N/A	758269.78	616396.56	KRW	No	708856.05	616396.56
KSE	039130	HANA TOUR SERVICE INC	DN	169307.82	N/A	169307.82	136032.34	KRW	No	156437.20	136032.34
KSE	086900	MEDY-TOX INC	DP	493179.75	N/A	493179.75	428851.95	KRW	No	505587.65	428851.95
KSE	078340	COM2US CORP	DR	118190.60	N/A	118190.60	102774.43	KRW	No	122288.35	102774.43
KSE	035760	CJ ENM CO LTD	DT	209916	N/A	209916	171540.78	KRW	No	209916	171540.78
KSE	056190	SFA ENGINEERING CORP	DV	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	241560	DOOSAN BOBCAT INC	DW	169020.48	N/A	169020.48	135782.29	KRW	No	156149.63	135782.29
KSE	017800	CME DRY WHEY INDEX	DY	241129.14	N/A	241129.14	196796.80	KRW	No	226316.32	196796.80
KSE	105630	HANSAE CO LTD	DZ	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	240810	WONIK IPS CO LTD	E0	81239.88	N/A	81239.88	70266.71	KRW	No	80806.72	70266.71
KSE	091700	PARTRON CO LTD	E3	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	041510	SM ENTERTAINMENT CO LTD	E4	372518.40	N/A	372518.40	323326.875	KRW	No	371825.91	323326.875
KSE	251270	NETMARBLE CORP	E5	176566.98	N/A	176566.98	153536.50	KRW	No	182713.01	153536.50
KSE	003670	POSCO FUTURE M CO LTD	E8	391194	N/A	391194	338637.82	KRW	No	434139.59	338637.82
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	316140	WOORI FINANCIAL GROUP INC	EB	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	009420	HANALL BIOPHARMA CO LTD	EE	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	035900	JYP ENTERTAINMENT CORP	EF	206292.01	N/A	206292.01	177792.27	KRW	No	204461.11	177792.27
KSE	028670	PAN OCEAN CO LTD	EH	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	313449.53	N/A	313449.53	272564.80	KRW	No	346708.77	272564.80
KSE	093370	FOOSUNG CO LTD	EL	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	375500	DL E&C CO LTD	ER	142921.48	N/A	142921.48	124279.55	KRW	No	150039.68	124279.55
KSE	207940	E-MINI S&P 500	ES	2984959.77	N/A	2984959.77	2595617.19	KRW	No	3047428.44	2595617.19
KSE	028050	SAMSUNG E&A CO LTD	ET	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	272210	HANWHA SYSTEMS CO LTD	EV	238221	N/A	238221	158814	KRW	No	238221	158814
KSE	293490	KAKAO GAMES CORP	EX	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	247540	ECOPRO BM CO LTD	EY	306918	N/A	306918	250809.63	KRW	No	306918	250809.63
KSE	253450	STUDIO DRAGON CORP	EZ	137889.03	N/A	137889.03	119903.51	KRW	No	142503.07	119903.51
KSE	278280	CHUNBO CO LTD	F0	118656.20	N/A	118656.20	101524.14	KRW	No	116752.76	101524.14
KSE	200130	KOLMAR BNH CO LTD	F1	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	036540	SFA SEMICON CO LTD	F2	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	060250	NHN KCP CORP	F3	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	485730	N/A	485730	385591.68	KRW	No	485730	385591.68
KSE	373220	LG ENERGY SOLUTION	F5	927161.36	N/A	927161.36	776434.61	KRW	No	892899.80	776434.61
KSE	323410	KAKAOBANK CORP	F6	94770	N/A	94770	72767.30	KRW	No	94770	72767.30
KSE	377300	KAKAO PAY CORP	F7	461463	N/A	461463	307642	KRW	No	461463	307642
KSE	259960	KRAFTON INC	F8	1033808.31	N/A	1033808.31	898963.75	KRW	No	1044663.30	898963.75
KSE	302440	SK BIOSCIENCE CO LTD	F9	140189.58	N/A	140189.58	121903.98	KRW	No	141805.53	121903.98
KSE	011200	HMM CO LTD	FA	79097	N/A	79097	68780	KRW	No	79097	68780
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	82819.69	N/A	82819.69	72017.12	KRW	No	87388.19	72017.12
KSE	352820	HYBE CO LTD	FC	816595.66	N/A	816595.66	688913.83	KRW	No	792250.90	688913.83
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1118869.61	N/A	1118869.61	930221.17	KRW	No	1069754.35	930221.17
KSE	402340	SK SQUARE CO LTD	FE	595350	N/A	595350	408097.03	KRW	No	595350	408097.03
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	267620.12	N/A	267620.12	228554.34	KRW	No	262837.49	228554.34
KSE	383220	F&F CO LTD / NEW	FG	258737.74	N/A	258737.74	202548.16	KRW	No	232930.39	202548.16
KSE	267250	HD HYUNDAI	FH	417648	N/A	417648	304572.42	KRW	No	417648	304572.42
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	347303.44	N/A	347303.44	290068.96	KRW	No	333579.31	290068.96
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	335545.49	N/A	335545.49	283317.36	KRW	No	325814.97	283317.36
KSE	263750	PEARL ABYSS CORP	FL	119374.53	N/A	119374.53	102149.29	KRW	No	117471.68	102149.29
KSE	066970	L&F CO LTD	FM	222999	N/A	222999	148666	KRW	No	222999	148666
KSE	112040	WEMADE CO LTD	FN	117492.75	N/A	117492.75	82644.65	KRW	No	117492.75	82644.65
KSE	196170	ALTEOGEN INC	FP	1463670	N/A	1463670	1042747.97	KRW	No	1463670	1042747.97
KSE	058470	LEENO INDUSTRIAL INC	FQ	144071.75	N/A	144071.75	125279.79	KRW	No	144190.91	125279.79

London Metals Exchange (LMEOTC)

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

Exchange LMEOTC	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
LMEOTC	AH	HIGH-GRADE PRIMARY ALUMINIUM	AH	4636.87	N/A	4636.87	4032.04	USD	No	4636.87	4032.04
LMEOTC	CA	CARREFOUR SA	CA	19325.46	N/A	19325.46	16804.75	USD	No	19325.46	16804.75
LMEOTC	PB	LEAD - LME	PB	4945.16	N/A	4945.16	4300.05	USD	No	4945.16	4300.05
LMEOTC	SNLME	TIN FUTURE	SN	34069.84	N/A	34069.84	29581.10	USD	No	34069.84	29581.10
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6590.37	N/A	6590.37	5730.65	USD	No	6590.37	5730.65

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	804.351	N/A	804.351	699.436	EUR	Yes	1401.02	1218.28
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1904.00	N/A	1904.00	1655.65	EUR	Yes	2318.58	2016.15
MATIF	EMA	CORN	EMA	948.235	N/A	948.235	824.437	EUR	No	1089.07	946.881

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

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	FCC1	FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ	FCI	265.733	N/A	265.733	231.072	EUR	No	332.216	231.072
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	9660.01	8400.01	13800.02	12000.01	EUR	No	13800.02	12000.01
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	966.001	840.001	1380.00	1200.00	EUR	Yes	1380.00	1200.00

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	DEUA	MILK CLASS III INDEX	DA	9354.18	N/A	9354.18	8134.07	MXN	No	14587.29	12684.60
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	30194.41	N/A	30194.41	26256.01	MXN	No	30194.41	26256.01
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	59346.09	N/A	59346.09	51597.10	MXN	Yes²	54933.45	47760.63
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11871.03	N/A	11871.03	10319.42	MXN	No	10988.36	9552.13

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	4562.36	N/A	4562.36	3967.27	EUR	No	4562.36	3967.27
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3957.27	N/A	3957.27	3439.24	EUR	No	3957.27	3439.24
MONEP	CAC40	CAC 40	FCE	5325.90	4631.22	7608.43	6616.02	EUR	Yes	6230.73	5418.03
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	15921.02	N/A	15921.02	13844.36	EUR	No	15921.02	13844.36
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10548.90	N/A	10548.90	9172.96	EUR	No	10548.90	9172.96
MONEP	CAC40	CAC 40	MFC	532.59	463.122	760.843	661.602	EUR	No	623.073	541.803

National Stock Exchange of India (NSE)

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

Exchange NSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NSE	BANKNIFTY	NIFTY BANK	BANKNIFTY	329796.6	N/A	329796.6	286779.5	INR	Yes	9378.82	8155.49
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11603.68	N/A	11603.68	10090.00	INR	No	11603.68	10090.00
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	288665.65	N/A	288665.65	250954.6	INR	Yes	4419.26	3842.84
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13456.44	N/A	13456.44	11701.00	INR	No	13456.45	11701.00
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6872.28	N/A	6872.28	5975	INR	No	6872.28	5975
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	301558.6	N/A	301558.6	262225.6	INR	Yes	2143.65	1864.04
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	271803.75	N/A	271803.75	236351.25	INR	Yes	3604.38	3134.25
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9885.98	N/A	9885.98	8596.50	INR	Yes	9885.97	8596.50

ICE Futures U.S. (NYBOT)

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

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	17901.18	N/A	17901.18	15566.24	USD	No	17901.19	15566.24
NYBOT	CC	COCOA NYBOT	CC	15386.19	N/A	15386.19	13379.29	USD	Yes	15386.19	13379.29
NYBOT	CT	COTTON NO. 2	CT	2516.97	N/A	2516.97	2188.67	USD	Yes	2516.97	2188.67
NYBOT	DX	NYBOT US DOLLAR FX	DX	2671.67	N/A	2671.67	2323.19	USD	Yes	2671.67	2323.19
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	14156.36	N/A	14156.36	12308.91	USD	No	14156.36	12308.91
NYBOT	KC	COFFEE "C"	KC	15282.05	N/A	15282.05	13288.74	USD	Yes	15282.05	13288.74
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	10713.36	N/A	10713.36	9315.81	USD	Yes	10713.36	9315.81
NYBOT	RS	CANOLA	RS	1505.57	N/A	1505.57	1309.19	CAD	No	1505.57	1309.19
NYBOT	SB	SUGAR NO. 11	SB	1767.20	N/A	1767.20	1536.70	USD	Yes	1767.20	1536.70
NYBOT	SF	SUGAR #16 112000 LBS	SF	2150.82	N/A	2150.82	1870.28	USD	No	2150.82	1870.28

New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250	N/A	16250	13000	USD	No	16250.00	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	13000	USD	Yes	16250.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	7778.76	N/A	7778.76	6764.14	USD	No	7778.76	6764.14
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	7778.76	N/A	7778.76	6764.14	USD	No	7778.76	6764.14
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7297.90	N/A	7297.90	6336.11	USD	No	7297.90	6336.11
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	777.876	N/A	777.876	676.414	USD	No	777.876	676.414
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	7778.76	N/A	7778.76	6764.14	USD	Yes	7778.76	6764.14
NYMEX	PA	PALLADIUM INDEX	PA	20496.91	N/A	20496.91	17823.21	USD	No	20496.90	17823.21
NYMEX	PL	PLATINUM INDEX	PL	7359.02	N/A	7359.02	6399.15	USD	No	7359.02	6399.15
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1824.72	N/A	1824.72	1584.03	USD	No	1824.72	1584.03
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125	N/A	8125	6500	USD	No	8125	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	8101.02	N/A	8101.02	7044.36	USD	No	8101.02	7044.36

New York Stock Exchange/Liffe (NYSE LIFFE)

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

Exchange NYSELIFFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYSELIFFE	M1MSA	MSCI EMERGING MARKETS ASIA NET TOTAL RETURN (NTR)	ASN	6916.75	N/A	6916.75	6012.97	USD	No	6916.75	6012.97
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	8243.71	N/A	8243.71	7165.72	USD	No	8243.71	7165.72
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12621.28	N/A	12621.28	10975.02	USD	No	12621.28	10975.02
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5861.32	5096.80	8373.32	7281.14	USD	No	8373.31	7281.14
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2961.41	2575.14	4230.59	3678.77	USD	No	4230.59	3678.77
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	65808.15	N/A	65808.15	57224.48	USD	No	65808.16	57224.48

Nasdaq OMX - Stockholm (OMS)

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

Exchange OMS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OMS	OMXESG	OMXS30 ESG RESPONSIBLE INDEX	OMXESG	23495.63	N/A	23495.63	20430	SEK	No	23495.63	20430
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17205.33	14961.16	24579.05	21373.09	SEK	Yes	24579.05	21373.09
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	956.712	N/A	956.712	831.923	SEK	No	6018.87	831.924

Osaka Securities Exchange (OSE.JPN)

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

Exchange OSE.JPN	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OSE.JPN	N225	NIKKEI 225	225	2855124.09	2482716.60	4078748.70	3546738	JPY	Yes	3496719.90	3040626
OSE.JPN	N225M	NIKKEI 225 MINI	225M	285512.41	248271.66	407874.87	354673.80	JPY	Yes	349671.99	304062.60
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	28551.24	24827.17	40787.49	35467.38	JPY	No	34967.20	30406.26
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	147954.27	N/A	147954.27	128650.50	JPY	No	147954.27	128650.50
OSE.JPN	TPXC30	TOPIX CORE30	C30	125094.51	N/A	125094.51	108777.84	JPY	No	125094.51	108777.84
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	551300.33	N/A	551300.33	479320.80	JPY	No	551300.33	479320.80
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	2031847.53	N/A	2031847.53	1766823.94	JPY	Yes	1935854.73	1683351.94
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	203184.75	N/A	203184.75	176682.39	JPY	No	193585.47	168335.19
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	61354.11	N/A	61354.11	53349.80	JPY	No	61354.11	53349.80
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	134314.25	N/A	134314.25	116795	JPY	No	194850.25	169435
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	166523.28	N/A	166523.28	144763.27	JPY	No	166523.28	144763.27
OSE.JPN	TOPX	TOPIX INDEX	TPX	1440378.36	1252502.92	2057683.37	1789289.88	JPY	No	2057683.37	1789289.88
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	144037.84	125250.29	205768.34	178928.99	JPY	No	205768.34	178928.99

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	No	16250.00	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	8425.95	N/A	8425.95	6740.76	USD	No	8425.95	6740.76
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14541.15	N/A	14541.15	11632.92	USD	No	14541.15	11632.92

ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	COCOA NYBOT	CC	15386.19	N/A	15386.19	13379.29	USD	No	15386.19	13379.29
QBALGOIUS	CT	COTTON NO. 2	CT	2516.97	N/A	2516.97	2188.67	USD	No	2516.97	2188.67
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2671.67	N/A	2671.67	2323.19	USD	No	2671.67	2323.19
QBALGOIUS	KC	COFFEE "C"	KC	15282.05	N/A	15282.05	13288.74	USD	No	15282.05	13288.74
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	10713.36	N/A	10713.36	9315.81	USD	No	10713.36	9315.81
QBALGOIUS	SB	SUGAR NO. 11	SB	1767.20	N/A	1767.20	1536.70	USD	No	1767.20	1536.70

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	324180.56	N/A	324180.56	281896.10	JPY	No	324180.51	281896.10
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1848.72	N/A	1848.72	1607.58	USD	No	1848.72	1607.58
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1316.175	1144.50	1880.25	1635	USD	No	1880.25	1635
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4027.875	N/A	4027.875	3502.50	USD	No	4027.875	3502.50
SGX	XIN0I	FTSE CHINA H50	FCH	3890.58	N/A	3890.58	3382.96	USD	No	3890.58	3382.96
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1058	N/A	1058	920	USD	No	1058	920
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1441.19	N/A	1441.19	1252.14	USD	No	1441.19	1252.14
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	860.718	N/A	860.718	748.341	USD	No	860.718	748.341
SGX	INR	UNITED STATES DOLLAR	INR	9881.09	N/A	9881.09	8592.25	USD	No	9881.09	8592.25
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9887.13	N/A	9887.13	8597.50	USD	No	9887.12	8597.50
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2675.36	N/A	2675.36	2326.40	USD	No	2675.36	2326.40
SGX	SGB	SGX MINI JGB INDEX	JB	333125.80	N/A	333125.80	289636.29	JPY	No	333125.70	289636.29
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	329788.27	N/A	329788.27	286772.41	JPY	No	329788.27	286772.41
SGX	KRW	KOREAN WON	KRW	10518.69	N/A	10518.69	9141.25	USD	No	10512.44	9141.25
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2104.37	N/A	2104.37	1828.26	USD	No	2101.85	1825.75
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6156.18	N/A	6156.18	5353.20	CNH	No	6156.18	5353.20
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1843910.03	N/A	1843910.03	1603400.02	JPY	No	1843910.15	1603400.02
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2093	1820	2990	2600	USD	No	2990	2600
SGX	SGXNK	SGX: NIKKEI 225	NK	1127002.17	980001.89	1610003.10	1400002.695	JPY	Yes	1610003.10	1400002.695
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	225400.43	196000.38	322000.62	280000.54	JPY	No	322000.62	280000.54
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	47111.35	N/A	47111.35	40966.39	USD	No	47111.35	40966.39
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1851.50	1610	2645	2300	SGD	Yes²	2645	2300
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	5952.36	N/A	5952.36	5175.96	SGD	No	5952.36	5175.96
SGX	STI	SGX STRAITS TIMES INDEX	ST	4815.12	N/A	4815.12	4187.06	SGD	No	4815.12	4187.06
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2770.57	N/A	2770.57	2409.19	USD	No	2769.57	2408.19
SGX	TSR20	SICOM RUBBER	TF	632.50	N/A	632.50	550.00	USD	No	632.50	550.00
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	36805.30	N/A	36805.30	32004.47	JPY	No	36805.55	32004.47
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1803.98	N/A	1803.98	1568.56	USD	No	1803.98	1568.56
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	8313.21	N/A	8313.21	7227.57	USD	No	8311.71	7227.57
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4427.51	3850.01	6325.01	5500.01	USD	No	6325.01	5500.01
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24624.72	N/A	24624.72	21412.80	CNH	Yes	24624.72	21412.80
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9671419.19	N/A	9671419.19	8409927.99	JPY	No	9671417.19	8409927.99
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1488.04	N/A	1488.04	1293.94	SGD	No	1488.04	1293.94
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1934260.96	N/A	1934260.96	1681966.05	JPY	No	1934261.23	1681966.05
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1243.34	N/A	1243.34	1081.16	SGD	No	1321.14	1081.17
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4520.02	N/A	4520.02	3733.86	SGD	No	4293.94	3733.86
SGX	G13	GENTING SINGAPORE LTD	YGEN	632.773	N/A	632.773	540.585	SGD	No	621.673	540.585
SGX	BN4	KEPPEL LTD	YKEP	3952.80	N/A	3952.80	3437.22	SGD	No	4112.59	3437.22
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5756.07	N/A	5756.07	4949.35	SGD	No	5691.76	4949.35
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3840.19	N/A	3840.19	2831.39	SGD	No	3256.09	2831.39
SGX	Y92	THAI BEVERAGE PCL	YTBE	802.999	N/A	802.999	698.26	SGD	No	818.027	698.25
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6413.33	N/A	6413.33	5423.87	SGD	No	6237.45	5423.87
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2538.50	N/A	2538.50	2207.39	SGD	No	2539.41	2207.38
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	19353.36	N/A	19353.36	4424.78	SGD	No	5352.44	4424.79
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	128.748	N/A	128.748	111.907	USD	No	128.693	111.907
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	575	N/A	575	500	USD	No	575	500

ASX24 (SNFE)⁴

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

Exchange SNFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SNFE	SPI	S&P/ASX 200 INDEX (AUSTRALIA)	AP	13511.99	11749.55	19302.84	16785.08	AUD	Yes	19302.84	16785.08
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	641.782	N/A	641.782	558.062	AUD	No	641.772	558.062
SNFE	IR	90 DAY BILLS	IR	1758.56	N/A	1758.56	1529.18	AUD	No	1758.56	1529.18
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3036.01	N/A	3036.01	2640.01	AUD	No	3036.04	2640.01
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1244.32	N/A	1244.32	1082.01	AUD	No	1244.31	1082.01

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

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

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

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

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

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

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

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

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

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

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

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

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

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

Portfolio Margin Mechanics

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

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

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

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

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

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

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

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

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

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

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

Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

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Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CEDX

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

Singapore Exchange (SGX)

ASX24 (SNFE)4

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Portfolio Margin

Portfolio Margin Eligibility

Portfolio Margin Mechanics

Additional US Margin Requirements

Further Reading

Disclosures

ASX24 (SNFE)⁴