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Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

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

Futures Margin

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 Index	BXF	14062.48	N/A	14062.48	11249.98	EUR	Yes²	14062.48	11249.98

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	605	N/A	605	484	CAD	No	605	484
CDE	CGB	10 Year Government of Canada Bonds	CGB	3236.26	N/A	3236.26	2589.00	CAD	No	3236.25	2589.00
CDE	CGF	5 Year Government of Canada Bonds	CGF	1753.81	N/A	1753.81	1403.05	CAD	No	1753.80	1403.04
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	20190.02	N/A	20190.02	16152.02	CAD	No	20190.02	16152.02
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	13288.70	10630.96	18983.85	15187.08	CAD	No	18983.85	15187.08
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	12810.01	N/A	12810.01	10248.01	CAD	No	12810.01	10248.01

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	AMB90	CBOE Three-Month AMERIBOR Compound Average Rate Index	AMB3	624.375	N/A	624.375	499.50	USD	No	623.4375	498.75
CFE	IBXXIBHY	iBoxx iShares $ High Yield Corporate Bond Index TR	IBHY	12250	N/A	12250	9800	USD	No	12250	9800
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	10653.75	N/A	10653.75	8523	USD	No	10653.75	8523
CFE	VIX	CBOE Volatility Index	VX	13183.63	N/A	13183.63	10546.90	USD	No	23835.50	19068.40
CFE	VIX	CBOE Volatility Index	VX04	13031.25	N/A	13031.25	10425	USD	No	25637.50	20510
CFE	VIX	CBOE Volatility Index	VX05	13031.25	N/A	13031.25	10425	USD	No	25581.25	20465
CFE	VIX	CBOE Volatility Index	VX06	13031.25	N/A	13031.25	10425	USD	No	25200	20160
CFE	VIX	CBOE Volatility Index	VX08	12232.25	N/A	12232.25	9785.80	USD	No	22115.38	17692.30
CFE	VIX	CBOE Volatility Index	VX09	11280.88	N/A	11280.88	9024.70	USD	No	20395.25	16316.20
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	1318.36	N/A	1318.36	1054.69	USD	No	2383.55	1906.84

Chicago Mercantile Exchange (CME)

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

Exchange CME	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CME	ACD	-	ACD	9375	N/A	9375	7500	CAD	No	9375	7500
CME	AUD	-	AD	2938.75	N/A	2938.75	2351	USD	No	2938.75	2351
CME	AJY	-	AJY	1922205	N/A	1922205	1537764	JPY	No	1922205	1537764
CME	GBP	-	BP	5341.02	N/A	5341.02	4272.81	USD	No	5341.02	4272.81
CME	BRE	-	BR	1692.12	N/A	1692.12	1353.70	USD	No	1692.25	1353.80
CME	CAD	-	CD	2984.62	N/A	2984.62	2387.70	USD	No	2984.62	2387.70
CME	CZK	-	CKO	19125	N/A	19125	15300	USD	No	19125	15300
CME	EUR	-	EC	5356.875	N/A	5356.875	4285.50	USD	No	5356.875	4285.50
CME	ECK	-	ECZ	10125	N/A	10125	8100	EUR	No	10125	8100
CME	GE	-	ED	319.587	N/A	319.587	255.67	USD	No	319.584	255.667
CME	EHF	-	EHU	5625	N/A	5625	4500	EUR	No	5625	4500
CME	EM	-	EM	1406.25	N/A	1406.25	1125	USD	No	1406.25	1125
CME	EPZ	-	EPL	7875	N/A	7875	6300	EUR	No	7875	6300
CME	GF	-	FC	7259.87	N/A	7259.87	5807.90	USD	No	7259.87	5807.90
CME	GSCI	-	GI	27937.47	N/A	27937.47	22349.98	USD	No	27937.47	22349.98
CME	HUF	-	HFO	12000	N/A	12000	9600	USD	No	12000	9600
CME	JPY	-	JY	4109.375	N/A	4109.375	3287.50	USD	No	4109.375	3287.50
CME	LE	-	LC	4245.20	N/A	4245.20	3396.16	USD	No	4245.20	3396.16
CME	HE	-	LH	5076.25	N/A	5076.25	4061	USD	No	5076.25	4061
CME	MXP	-	MP	1828.75	N/A	1828.75	1463	USD	No	1828.75	1463
CME	NZD	-	NE	2550.38	N/A	2550.38	2040.30	USD	No	2550.38	2040.30
CME	NKD	-	NK	14089.62	N/A	14089.62	11271.70	USD	No	14089.62	11271.70
CME	PLN	-	PLZ	13125	N/A	13125	10500	USD	No	13125	10500
CME	ZAR	-	RA	3253.75	N/A	3253.75	2603	USD	No	3253.75	2603
CME	RF	-	RF	5663.125	N/A	5663.125	4530.50	CHF	No	5663.125	4530.50
CME	RP	-	RP	6529.69	N/A	6529.69	5223.75	GBP	No	6529.69	5223.75
CME	RUR	-	RU	6059.375	N/A	6059.375	4847.50	USD	No	6059.375	4847.50
CME	RY	-	RY	626747.97	N/A	626747.97	501398.375	JPY	Yes²	626748.125	501398.50
CME	CHF	-	SF	5137.03	N/A	5137.03	4109.625	USD	No	5137.03	4109.625

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	134750	N/A	134750	107800	USD	No	404250	323400
CMECRYPTO	ETHUSDRR	CME CF Ether-Dollar Reference Rate	ETH	103281.25	N/A	103281.25	82625	USD	No	309843.75	247875
CMECRYPTO	MBT	Micro Bitcoin	MBT	2695	N/A	2695	2156	USD	No	8085	6468
CMECRYPTO	MET	Micro Ether	MET	206.5625	N/A	206.5625	165.25	USD	No	619.6875	495.75

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	4730.97	N/A	4730.97	3784.78	EUR	No	4730.97	3784.78
DTB	AGN	AEGON NV	AENF	121.536	N/A	121.536	97.2289	EUR	No	117.93	94.344
DTB	A5G	AIB GROUP PLC	ALBF	72.8075	N/A	72.8075	58.246	EUR	No	88.6785	70.9428
DTB	ALV	ALLIANZ SE-REG	ALVG	4255.72	N/A	4255.72	3404.58	EUR	No	4255.72	3404.58
DTB	VNA	VONOVIA SE	ANNF	965.334	N/A	965.334	772.267	EUR	No	965.334	772.267
DTB	G	ASSICURAZIONI GENERALI	ASGG	3457.13	N/A	3457.13	2765.70	EUR	No	3457.13	2765.70
DTB	CS	AXA SA	AXAG	566.083	N/A	566.083	452.866	EUR	No	530.371	424.297
DTB	BAS	BASF SE	BASG	1276.90	N/A	1276.90	1021.52	EUR	No	1276.90	1021.52
DTB	BMW3	BAYERISCHE MOTOREN WERKE-PRF	BM3F	1571.99	N/A	1571.99	1257.59	EUR	No	1571.99	1257.59
DTB	BMW	BAYERISCHE MOTOREN WERKE AG	BMWF	1862.02	N/A	1862.02	1489.61	EUR	No	1862.02	1489.61
DTB	BNP	BNP PARIBAS	BNPH	1242.97	N/A	1242.97	994.376	EUR	No	1242.97	994.376
DTB	BN	DANONE	BSNH	1084.93	N/A	1084.93	867.942	EUR	No	1084.93	867.942
DTB	EN	BOUYGUES SA	BYGG	612.674	N/A	612.674	490.139	EUR	No	612.674	490.139
DTB	CA	CARREFOUR SA	CARG	331.178	N/A	331.178	264.942	EUR	No	331.178	264.942
DTB	CBK	COMMERZBANK AG	CBKH	159.561	N/A	159.561	127.649	EUR	No	145.351	116.281
DTB	DAB	DAI EUREX: DAIMLER AG-REGISTERED SHARES: ADJ	DAIF	2306.59	N/A	2306.59	1845.27	EUR	No	2306.59	1845.27
DTB	DEC	JC DECAUX SA	DCSG	416.948	N/A	416.948	333.559	EUR	No	416.948	333.558
DTB	DPW	DEUTSCHE POST AG-REG	DPWF	1014.81	N/A	1014.81	811.849	EUR	No	1014.81	811.849
DTB	DSM	KONINKLIJKE DSM NV	DSMF	3305.21	N/A	3305.21	2644.17	EUR	No	3305.21	2644.17
DTB	DTE	DEUTSCHE TELEKOM AG-REG	DTEF	299.25	N/A	299.25	239.40	EUR	No	299.25	239.40
DTB	ENEL	ENEL SPA	ENLG	1276.17	N/A	1276.17	1020.94	EUR	No	1276.18	1020.94
DTB	ENI	ENI SPA	ENTG	2467.23	N/A	2467.23	1973.79	EUR	No	2467.23	1973.79
DTB	EUN2	ISHARES CORE EURO STOXX 50	EUNF	813.245	N/A	813.245	650.596	EUR	No	813.245	650.596
DTB	EXS1	ISHARES CORE DAX DE EUR ACC	EXSF	2521.64	N/A	2521.64	2017.31	EUR	No	2521.64	2017.31
DTB	MDAX	Midcap DAX	F2MX	17748.64	N/A	17748.64	14198.91	EUR	Yes	15601.76	12481.41
DTB	FBON	Euro BONO Futures on Long-term Spanish Government Bonds	FBON	17080.38	N/A	17080.38	13664.30	EUR	No	17080.38	13664.30
DTB	BTP	Euro-BTP Italian Government Bond	FBTP	5747.52	N/A	5747.52	4598.01	EUR	Yes	5747.52	4598.01
DTB	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2303.75	N/A	2303.75	1843.00	EUR	No	2303.75	1843.00
DTB	DJUBS	Dow Jones-UBS Commodity Index	FCCO	5431.875	N/A	5431.875	4345.50	USD	No	4318.61	3454.88
DTB	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	7767.42	N/A	7767.42	3106.97	EUR	No	7624.56	3049.82
DTB	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDAX	28723.86	22979.09	41034.08	32827.27	EUR	Yes	41034.08	32827.27
DTB	DDAX	DivDAX Price Index	FDIV	11616.95	N/A	11616.95	9293.56	EUR	Yes²	11728.63	9382.90
DTB	DDXDIVPT	DivDAX Dividend Points Index	FDVD	5654.375	N/A	5654.375	2261.75	EUR	No	5603.90	2241.56
DTB	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXM	5744.77	4595.82	8206.82	6565.45	EUR	No	8206.82	6565.45
DTB	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXS	1148.95	919.163	1641.36	1313.09	EUR	No	1641.36	1313.09
DTB	DBEA	EURO STOXX Banks Index Dividend Futures	FEBD	1316.74	N/A	1316.74	526.695	EUR	No	1260.25	504.10
DTB	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	4982.50	N/A	4982.50	3986	EUR	Yes²	4982.50	3986
DTB	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	11619.63	N/A	11619.63	9295.70	EUR	Yes²	10802.31	8641.85
DTB	SX7E	Dow Jones Euro STOXX Banks Index	FESB	585.861	468.689	836.944	669.555	EUR	Yes	750.077	600.062
DTB	SX4E	Dow Jones Euro STOXX Chemicals	FESC	8433.75	N/A	8433.75	6747	EUR	Yes²	8433.75	6747
DTB	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	2144.44	N/A	2144.44	1715.56	EUR	Yes²	1652.51	1322.01
DTB	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	3293.18	N/A	3293.18	2634.54	EUR	Yes²	2721.27	2177.01
DTB	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	7648.71	N/A	7648.71	6118.97	EUR	Yes²	7648.71	6118.97
DTB	SXDE	Dow Jones Euro STOXX Healthcare	FESH	4406.79	N/A	4406.79	3525.44	EUR	Yes²	4406.79	3525.44
DTB	ESI	Dow Jones Euro STOXX Insurance	FESI	2345.66	N/A	2345.66	1876.53	EUR	Yes²	1904.11	1523.29
DTB	ESM	Dow Jones Euro STOXX Media Index	FESM	1406.38	N/A	1406.38	1125.10	EUR	Yes²	1406.38	1125.10
DTB	SXOE	Dow Jones Euro STOXX Construction	FESN	3132.00	N/A	3132.00	2505.60	EUR	Yes²	3132.00	2505.60
DTB	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	2701.58	N/A	2701.58	2161.26	EUR	Yes²	2701.58	2161.26
DTB	SXRE	Dow Jones Euro STOXX Retail	FESR	3708.16	N/A	3708.16	2966.52	EUR	Yes²	3708.16	2966.52
DTB	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	1826.24	N/A	1826.24	1460.99	EUR	Yes²	1826.24	1460.99
DTB	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1341.88	N/A	1341.88	1073.50	EUR	Yes²	1341.88	1073.50
DTB	ESU	Dow Jones Euro STOXX Utilities Index	FESU	1622.42	N/A	1622.42	1297.94	EUR	Yes	1502.19	1201.75
DTB	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	1320.53	N/A	1320.53	1056.43	EUR	Yes²	1190.58	952.465
DTB	ESTX50	Dow Jones Euro STOXX50	FESX	3268.04	2614.43	4668.63	3734.90	EUR	Yes	4668.63	3734.90
DTB	SX8E	Dow Jones Euro STOXX Technology	FESY	15641.69	N/A	15641.69	12513.35	EUR	Yes²	12633.09	10106.47
DTB	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	9220.65	N/A	9220.65	7376.52	EUR	Yes²	9220.65	7376.52
DTB	EU3	Three Month EURIBOR	FEU3	1781.25	N/A	1781.25	1425.00	EUR	Yes	1781.25	1425.00
DTB	DESX5	Dow Jones EURO STOXX 50 Index-Dividenden	FEXD	2044.00	1635.20	2920.00	2336.00	EUR	Yes	2920.00	2336.00
DTB	OMXH25	OMX Helsinki 25 Index	FFOX	13470.88	N/A	13470.88	10776.70	EUR	Yes²	11263.81	9011.05
DTB	GBL	Euro Bund (10 Year Bond)	FGBL	3745.74	N/A	3745.74	2996.59	EUR	Yes	3745.74	2996.59
DTB	GBM	Euro Bobl (5 Year Bond)	FGBM	1306.33	N/A	1306.33	1045.06	EUR	Yes	1372.14	1097.71
DTB	GBS	Euro Schatz (2 Year Bond)	FGBS	475.011	N/A	475.011	380.009	EUR	Yes	475.011	380.009
DTB	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	9988.72	N/A	9988.72	7990.98	EUR	No	9988.72	7990.98
DTB	DJESL	Euro Stoxx Large	FLCE	2480.59	N/A	2480.59	1984.48	EUR	No	2480.59	1984.48
DTB	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	2148.25	N/A	2148.25	1718.60	EUR	No	2148.25	1718.60
DTB	DJESM	Euro Stoxx Mid	FMCE	2364.24	N/A	2364.24	1891.39	EUR	No	2364.24	1891.39
DTB	M1CNX	MSCI China Free Net Total Return (USD) Index	FMCN	9033.19	N/A	9033.19	7226.55	USD	No	7324.59	5859.67
DTB	DJ200	Dow Jones STOXX MID 200 Index	FMCP	2820.65	N/A	2820.65	2256.52	EUR	Yes²	2820.65	2256.52
DTB	M1MS	MSCI Emerging Markets Asia	FMEA	5875.19	N/A	5875.19	4700.15	USD	No	5235.93	4188.74
DTB	FME	FRESENIUS MEDICAL CARE AG &	FMEH	1105.36	N/A	1105.36	884.29	EUR	No	1105.36	884.29
DTB	M1EF	MSCI Emerging Markets Net Total Return Index	FMEM	9542.83	N/A	9542.83	7634.26	USD	No	9040.44	7232.35
DTB	MXEU	MSCI Europe	FMEP	3758.89	N/A	3758.89	3007.11	EUR	No	3098.64	2478.91
DTB	M7EU	MSCI Europe Net Return EUR Index	FMEU	2548.17	N/A	2548.17	2038.53	EUR	No	2108.60	1686.88
DTB	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	9006.81	N/A	9006.81	7205.45	USD	No	9006.81	7205.45
DTB	MXRU	MSCI Russia Index	FMRU	2726.03	N/A	2726.03	2180.82	USD	No	2443.15	1954.52
DTB	MBWO	MSCI World Net EUR Index 1	FMWN	3497.27	N/A	3497.27	2797.81	EUR	No	2666.25	2133.00
DTB	M1WO	MSCI World NETR USD Index	FMWO	10659.34	N/A	10659.34	8527.47	USD	No	10659.34	8527.47
DTB	MXWO	MSCI World Index	FMWP	4857.74	N/A	4857.74	3886.19	USD	No	3629.74	2903.79
DTB	OAT	Euro-OAT French Government Bond	FOAT	3415.51	N/A	3415.51	2732.41	EUR	No	3415.51	2732.41
DTB	FRA	FRAPORT AG FRANKFURT AIRPORT	FRAG	1384.32	N/A	1384.32	1107.45	EUR	No	1205.85	964.68
DTB	RDXUSD	Russian Depositary (USD)	FRDX	5905.78	N/A	5905.78	4724.62	USD	No	5835.88	4668.70
DTB	DJESS	Euro Stoxx Small	FSCE	1670.55	N/A	1670.55	1336.44	EUR	No	1619.21	1295.36
DTB	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	2110.56	N/A	2110.56	1688.45	EUR	No	2110.56	1688.45
DTB	SXXPESGX	STOXX Europe 600 ESG-X	FSEG	22337.50	N/A	22337.50	17870	EUR	No	1455.53	1164.42
DTB	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	6111.41	N/A	6111.41	4889.125	EUR	Yes²	5637.56	4510.05
DTB	SX7P	Dow Jones STOXX 600 Banks	FSTB	845.587	676.47	1207.98	966.385	EUR	Yes	957.752	766.202
DTB	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	7637.81	N/A	7637.81	6110.25	EUR	Yes²	7637.81	6110.25
DTB	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	2088.03	N/A	2088.03	1670.42	EUR	Yes	1657.06	1325.65
DTB	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	4567.89	N/A	4567.89	3654.31	EUR	Yes²	4343.42	3474.74
DTB	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	5025.64	N/A	5025.64	4020.51	EUR	Yes²	5025.64	4020.51
DTB	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	4475.02	N/A	4475.02	3580.01	EUR	Yes²	4475.02	3580.01
DTB	SXIP	Dow Jones STOXX 600 Insurance	FSTI	2331.81	N/A	2331.81	1865.45	EUR	Yes²	2031.875	1625.50
DTB	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	1092.44	N/A	1092.44	873.956	EUR	No	853.031	682.425
DTB	SXMP	Dow Jones STOXX 600 Media	FSTM	1829.10	N/A	1829.10	1463.28	EUR	Yes²	1829.10	1463.28
DTB	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	3824.86	N/A	3824.86	3059.89	EUR	Yes²	3824.86	3059.89
DTB	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	3402.19	N/A	3402.19	2721.75	EUR	Yes²	3402.19	2721.75
DTB	SXRP	Dow Jones STOXX 600 Retail	FSTR	2333.58	N/A	2333.58	1866.86	EUR	Yes²	2333.58	1866.86
DTB	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	4590.03	N/A	4590.03	3672.02	EUR	Yes	4808.05	3846.44
DTB	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	1128.13	N/A	1128.13	902.50	EUR	Yes²	1128.13	902.50
DTB	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1636.65	N/A	1636.65	1309.32	EUR	Yes	1514.06	1211.25
DTB	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	2057.40	N/A	2057.40	1645.92	EUR	Yes²	1708.78	1367.02
DTB	STX	Dow Jones STOXX50	FSTX	3383.86	N/A	3383.86	2707.08	EUR	Yes²	3259.35	2607.48
DTB	SX8P	Dow Jones STOXX 600 Technology	FSTY	9632.81	N/A	9632.81	7706.25	EUR	Yes²	7063.44	5650.75
DTB	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	5026.83	N/A	5026.83	4021.47	EUR	Yes²	5026.83	4021.47
DTB	ESTX50	Dow Jones Euro STOXX50	FSXE	326.804	261.443	466.863	373.49	EUR	No	466.863	373.49
DTB	TDX	TECDAX	FTDX	8925.34	N/A	8925.34	7140.27	EUR	Yes²	7637.22	6109.78
DTB	ORA	ORANGE	FTEF	190.614	N/A	190.614	152.491	EUR	No	190.614	152.491
DTB	V2TX	VSTOXX Volatility Index	FVS	1406.25	N/A	1406.25	1125	EUR	Yes	2657.81	2126.25
DTB	4GLD	XETRA-GOLD	FXGL	9607.24	N/A	9607.24	7685.79	EUR	No	9607.24	7685.79
DTB	DJES	Dow Jones Euro STOXX Price Index	FXXE	2425.19	N/A	2425.19	1940.16	EUR	No	2425.19	1940.16
DTB	DJ600	Dow Jones STOXX 600 Index	FXXP	1564.85	1251.88	2235.49	1788.40	EUR	Yes	2235.49	1788.40
DTB	GALP	GALP ENERGIA SGPS SA	GALF	183.802	N/A	183.802	147.042	EUR	No	183.802	147.042
DTB	SGO	COMPAGNIE DE SAINT-GOBAIN	GOBG	1243.53	N/A	1243.53	994.826	EUR	No	1243.53	994.826
DTB	HEI	HEIDELBERGCEMENT AG	HEFG	1218.97	N/A	1218.97	975.179	EUR	No	1218.97	975.179
DTB	HEN3	HENKEL AG & CO KGAA VOR-PREF	HENG	1543.68	N/A	1543.68	1234.95	EUR	No	1543.68	1234.95
DTB	HEN	HENKEL AG & CO KGAA	HESF	1440.76	N/A	1440.76	1152.61	EUR	No	1440.76	1152.61
DTB	ISP	INTESA SANPAOLO	IESI	499.856	N/A	499.856	399.885	EUR	No	480.323	384.258
DTB	IFX	INFINEON TECHNOLOGIES AG	IFXG	798.046	N/A	798.046	638.437	EUR	No	1034.96	827.966
DTB	INGA	ING GROEP NV	INNG	367.191	N/A	367.191	293.753	EUR	No	327.819	262.255
DTB	ABI	ANHEUSER-BUSCH INBEV SA/NV	ITKG	1105.74	N/A	1105.74	884.59	EUR	No	1105.74	884.59
DTB	KCO	KLOECKNER & CO SE	KCOH	235.418	N/A	235.418	188.334	EUR	No	235.418	188.334
DTB	LHA	DEUTSCHE LUFTHANSA-REG	LHAF	240.811	N/A	240.811	192.648	EUR	No	248.927	199.141
DTB	OR	L'OREAL	LORF	7112.86	N/A	7112.86	5690.29	EUR	No	7112.86	5690.29
DTB	LXS	LANXESS AG	LXSF	1090.74	N/A	1090.74	872.591	EUR	No	1090.74	872.591
DTB	MUV2	MUENCHENER RUECKVER AG-REG	MU2G	5121.86	N/A	5121.86	4097.49	EUR	No	5121.86	4097.49
DTB	NDA	AURUBIS AG	NDAF	1756.28	N/A	1756.28	1405.03	EUR	No	1756.28	1405.03
DTB	RI	PERNOD-RICARD SA	PERH	3713.91	N/A	3713.91	2971.13	EUR	No	3713.91	2971.13
DTB	PHIA	KONINKLIJKE PHILIPS NV	PH1F	645.404	N/A	645.404	516.323	EUR	No	563.836	451.069
DTB	PAH3	PORSCHE AUTOMOBIL HLDG-PRF	PORK	1662.17	N/A	1662.17	1329.73	EUR	No	1662.17	1329.73
DTB	PSM	PROSIEBENSAT.1 MEDIA SE	PSMG	301.583	N/A	301.583	241.266	EUR	No	292.237	233.79
DTB	RDSA	ROYAL DUTCH SHELL PLC-A SHS	R6CF	408.043	N/A	408.043	326.434	EUR	No	408.043	326.434
DTB	RHM	RHEINMETALL AG	RHMG	1796.08	N/A	1796.08	1436.86	EUR	No	1724.79	1379.83
DTB	RNO	RENAULT SA	RNLF	677.214	N/A	677.214	541.771	EUR	No	677.214	541.771
DTB	SAP	SAP SE	SAPI	2258.72	N/A	2258.72	1806.97	EUR	No	2258.72	1806.97
DTB	SCR	SCOR SE	SCOI	548.182	N/A	548.182	438.545	EUR	No	548.182	438.545
DTB	SDF	K+S AG-REG	SDXH	389.676	N/A	389.676	311.741	EUR	No	359.131	287.305
DTB	GLE	SOCIETE GENERALE SA	SGEI	691.461	N/A	691.461	553.169	EUR	No	649.956	519.965
DTB	SIRB	SIE: SIEMENS AG-REG: ADJ	SIEG	3805.13	N/A	3805.13	3044.11	EUR	No	3805.13	3044.11
DTB	SU	SCHNEIDER ELECTRIC SE	SNDH	3055.49	N/A	3055.49	2444.40	EUR	No	3055.49	2444.40
DTB	SAN	SANOFI	SNWF	1698.91	N/A	1698.91	1359.13	EUR	No	1698.91	1359.13
DTB	SZG	SALZGITTER AG	SZGG	877.473	N/A	877.473	701.978	EUR	No	768.98	615.184
DTB	TKA	THYSSEN-KRUPP AG	TKAG	287.847	N/A	287.847	230.278	EUR	No	250.398	200.319
DTB	TTE	TOTALENERGIES SE	TOTG	928.666	N/A	928.666	742.932	EUR	No	928.666	742.932
DTB	TIT	TELECOM ITALIA SPA	TQIF	96.3988	N/A	96.3988	77.119	EUR	No	93.635	74.908
DTB	TUI1	TUI AG	TUIF	85.6911	N/A	85.6911	68.5529	EUR	No	113.585	90.8682
DTB	UNA	UNILEVER PLC	UNIH	1121.22	N/A	1121.22	896.973	EUR	No	1121.22	896.973
DTB	VOW	VOLKSWAGEN AG	VOWG	5193.10	N/A	5193.10	4154.48	EUR	No	5193.10	4154.48
DTB	ACA	CREDIT AGRICOLE SA	XCAH	258.305	N/A	258.305	206.644	EUR	No	258.305	206.644

CBOT (ECBOT)

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

Exchange ECBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ECBOT	10Y	10 Year Micro Treasury Yield	10Y	437.50	N/A	437.50	350	USD	No	437.50	350
ECBOT	2YY	2 Year Micro Treasury Yield	2YY	419.383	N/A	419.383	335.506	USD	No	419.383	335.506
ECBOT	30Y	30 Year Micro Treasury Yield	30Y	615.545	N/A	615.545	492.436	USD	No	615.545	492.436
ECBOT	5YY	5 Year Micro Treasury Yield	5YY	596.54	N/A	596.54	477.232	USD	No	596.54	477.232
ECBOT	AIGCI	Bloomberg Commodity Index	AW	797.273	N/A	797.273	637.819	USD	No	797.273	637.819
ECBOT	B1U	30-Year Deliverable Interest Rate Swap Futures	B1U	18750.05	N/A	18750.05	15000.04	USD	No	18750.05	15000.04
ECBOT	AC	Ethanol -CME	EH	16125.01	N/A	16125.01	12900.01	USD	No	16125.01	12900.01
ECBOT	F1U	5-Year Deliverable Interest Rate Swap Futures	F1U	1966.40	N/A	1966.40	1573.12	USD	No	1966.40	1573.12
ECBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	4353.23	N/A	4353.23	3482.58	USD	Yes	4353.23	3482.58
ECBOT	LIT	2-Year Eris Swap Futures	LIT	157.184	N/A	157.184	125.747	USD	No	157.185	125.748
ECBOT	LIW	5-Year Eris Swap Futures	LIW	163.965	N/A	163.965	131.172	USD	No	163.965	131.172
ECBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	941.577	818.763	1345.11	1169.66	USD	No	1345.11	1169.66
ECBOT	N1U	10-Year Deliverable Interest Rate Swap Futures	N1U	3644.94	N/A	3644.94	2915.95	USD	No	3644.94	2915.95
ECBOT	DJUSRE	Dow Jones US Real Estate Index	RX	4355.59	N/A	4355.59	3484.47	USD	No	4355.59	3484.47
ECBOT	T1U	2-Year Deliverable Interest Rate Swap Futures	T1U	1256.25	N/A	1256.25	1005.00	USD	No	1256.25	1005.00
ECBOT	TN	Ultra 10-Year US Treasury Note	TN	4080.40	N/A	4080.40	3264.32	USD	No	4080.40	3264.32
ECBOT	UB	Ultra Treasury Bond	UB	12134.70	N/A	12134.70	9707.76	USD	Yes	12134.70	9707.76
ECBOT	YC	Mini Sized Corn Futures	XC	557.151	N/A	557.151	445.721	USD	No	557.151	445.721
ECBOT	YK	Mini Sized Soybean Futures	XK	1126.14	N/A	1126.14	900.91	USD	No	1126.14	900.911
ECBOT	YW	Mini Sized Wheat Futures	XW	836.084	N/A	836.084	668.867	USD	No	836.084	668.867
ECBOT	YM	Mini Sized Dow Jones Industrial Average $5	YM	9415.77	8187.63	13451.10	11696.61	USD	Yes	13451.10	11696.61
ECBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	1666.81	N/A	1666.81	1333.45	USD	No	1666.81	1333.45
ECBOT	ZB	30 Year US Treasury Bond	ZB	6562.99	N/A	6562.99	5250.39	USD	Yes	6562.99	5250.39
ECBOT	ZC	Corn Futures	ZC	2785.76	N/A	2785.76	2228.60	USD	Yes	2785.76	2228.60
ECBOT	ZF	5 Year US Treasury Note	ZF	1210.51	N/A	1210.51	968.407	USD	Yes	1210.51	968.407
ECBOT	ZL	Soybean Oil Futures	ZL	3431.70	N/A	3431.70	2745.36	USD	Yes	3431.70	2745.36
ECBOT	ZM	Soybean Meal Futures	ZM	4006.93	N/A	4006.93	3205.54	USD	Yes	4006.93	3205.54
ECBOT	ZN	10 Year US Treasury Note	ZN	2126.43	N/A	2126.43	1701.15	USD	Yes	2126.43	1701.14
ECBOT	ZO	Oat Futures	ZO	5914.26	N/A	5914.26	4731.41	USD	Yes	5914.27	4731.42
ECBOT	ZQ	30 Day Fed Funds	ZQ	568.363	N/A	568.363	454.691	USD	Yes²	568.358	454.686
ECBOT	ZR	Rough Rice Futures	ZR	2530.06	N/A	2530.06	2024.05	USD	Yes	2530.06	2024.05
ECBOT	ZS	Soybean Futures	ZS	5630.69	N/A	5630.69	4504.55	USD	Yes	5630.69	4504.56
ECBOT	ZT	2 Year US Treasury Note	ZT	712.985	N/A	712.985	570.388	USD	Yes	712.985	570.388
ECBOT	ZW	Wheat Futures	ZW	4180.42	N/A	4180.42	3344.33	USD	Yes	4180.42	3344.33

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	81820	N/A	81820	65456	EUR	No	81820	65456

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	127.05	N/A	127.05	101.64	EUR	No	127.05	101.64
FTA	AD	KONINKLIJKE AHOLD DELHAIZE N	AH6	568.992	N/A	568.992	455.193	EUR	No	568.992	455.193
FTA	AKZA	AKZO NOBEL N.V.	AK6	1817.02	N/A	1817.02	1453.62	EUR	No	1817.02	1453.62
FTA	ASML	ASML HOLDING NV	AS6	12039.75	N/A	12039.75	9631.80	EUR	No	12039.75	9631.80
FTA	LI	KLEPIERRE	CI6	709.85	N/A	709.85	567.88	EUR	No	709.85	567.88
FTA	DSM	KONINKLIJKE DSM NV	DS6	3305.21	N/A	3305.21	2644.17	EUR	No	3305.21	2644.17
FTA	AMX	AMX INDEX	FMX	13125.03	N/A	13125.03	10500.03	EUR	No	13125.03	10500.03
FTA	EOE	AMS EOE Index	FTI	10999.96	8799.97	15714.23	12571.38	EUR	Yes	15714.23	12571.38
FTA	FUR	FUGRO NV	FU6	299.412	N/A	299.412	239.53	EUR	No	299.412	239.53
FTA	HEIA	HEINEKEN NV	HE6	1934.76	N/A	1934.76	1547.81	EUR	No	1934.76	1547.81
FTA	INGA	ING GROEP NV	IN6	327.50	N/A	327.50	262	EUR	No	327.50	262
FTA	KPN	KONINKLIJKE KPN NV	KP6	56.275	N/A	56.275	45.02	EUR	No	56.275	45.02
FTA	EOE	AMS EOE Index	MFA	1100.00	879.997	1571.42	1257.14	EUR	No	1571.42	1257.14
FTA	MT	ARCELORMITTAL	MT6	898.375	N/A	898.375	718.70	EUR	No	898.375	718.70
FTA	PHIA	KONINKLIJKE PHILIPS NV	PH6	563.836	N/A	563.836	451.069	EUR	No	563.836	451.069
FTA	PNL	POSTNL NV	PN6	87.45	N/A	87.45	69.96	EUR	No	87.45	69.96
FTA	RAND	RANDSTAD N.V.	RA6	1162.36	N/A	1162.36	929.884	EUR	No	1162.36	929.884
FTA	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD6	571.287	N/A	571.287	457.03	EUR	No	571.287	457.03
FTA	REN	RELX PLC	RE6	624.785	N/A	624.785	499.828	EUR	No	624.785	499.828
FTA	SBMO	SBM OFFSHORE NV	SB6	313.075	N/A	313.075	250.46	EUR	No	313.075	250.46
FTA	URW	UNIBAIL-RODAMCO-WESTFIELD	UB6	2122.60	N/A	2122.60	1698.08	EUR	No	2122.60	1698.08
FTA	UNA	UNILEVER PLC	UN6	1121.22	N/A	1121.22	896.973	EUR	No	1121.22	896.973
FTA	WKL	WOLTERS KLUWER	WK6	1736.03	N/A	1736.03	1388.83	EUR	No	1736.03	1388.83

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	2938.75	N/A	2938.75	2351	USD	Yes	2938.75	2351
GLOBEX	GBP	British pound	6B	5341.02	N/A	5341.02	4272.81	USD	Yes	5341.02	4272.81
GLOBEX	CAD	Canadian dollar	6C	2984.62	N/A	2984.62	2387.70	USD	Yes	2984.62	2387.70
GLOBEX	EUR	European Monetary Union Euro	6E	5356.875	N/A	5356.875	4285.50	USD	Yes	5356.875	4285.50
GLOBEX	JPY	Japanese yen	6J	4109.375	N/A	4109.375	3287.50	USD	Yes	4109.375	3287.50
GLOBEX	BRE	Brazilian Real in US Dollars	6L	1692.12	N/A	1692.12	1353.70	USD	Yes²	1692.25	1353.80
GLOBEX	MXP	Mexican Peso	6M	1828.75	N/A	1828.75	1463	USD	Yes	1828.75	1463
GLOBEX	NZD	New Zealand dollar	6N	2550.38	N/A	2550.38	2040.30	USD	Yes²	2550.38	2040.30
GLOBEX	RUR	Russian Ruble in US Dollars	6R	6059.375	N/A	6059.375	4847.50	USD	Yes²	6059.375	4847.50
GLOBEX	CHF	Swiss franc	6S	5137.03	N/A	5137.03	4109.625	USD	Yes	5137.03	4109.625
GLOBEX	ZAR	South African Rand	6Z	3253.75	N/A	3253.75	2603	USD	No	3253.75	2603
GLOBEX	ACD	Australian dollar	ACD	9375	N/A	9375	7500	CAD	No	9375	7500
GLOBEX	AJY	Australian dollar	AJY	1922205	N/A	1922205	1537764	JPY	No	1922205	1537764
GLOBEX	BQX	CME E-Mini NASDAQ Biotechnology	BIO	29999.98	N/A	29999.98	23999.99	USD	No	29999.98	23999.99
GLOBEX	BOS	Boston Housing Index	BOS	7875.00	N/A	7875.00	6300.00	USD	No	7875.00	6300.00
GLOBEX	BSBY	Three-Month Bloomberg Short-Term Bank Yield	BSB	930.269	N/A	930.269	744.215	USD	No	930.266	744.213
GLOBEX	CB	CME Cash-Settled Butter Futures	CB	5980.75	N/A	5980.75	4784.60	USD	No	5980.75	4784.60
GLOBEX	CHI	Chicago Housing Index	CHI	4875.00	N/A	4875.00	3900.00	USD	No	4875.00	3900.00
GLOBEX	CLP	Chilean peso	CHP	11250	N/A	11250	9000	USD	No	11250	9000
GLOBEX	CJY	Canadian dollar	CJY	2024999.53	N/A	2024999.53	1619999.625	JPY	No	2024999.22	1619999.375
GLOBEX	CNH	United States dollar	CNH	39864.375	N/A	39864.375	31891.50	CNH	No	39864.375	31891.50
GLOBEX	CSC	Cheese	CSC	4227.97	N/A	4227.97	3382.38	USD	No	4227.97	3382.38
GLOBEX	CUS	Housing Index Composite	CUS	9000.00	N/A	9000.00	7200.00	USD	No	9000.00	7200.00
GLOBEX	CZK	Czech koruna	CZK	19125	N/A	19125	15300	USD	Yes²	19125	15300
GLOBEX	DA	MILK CLASS III INDEX	DC	5096.69	N/A	5096.69	4077.35	USD	Yes	5096.69	4077.35
GLOBEX	DEN	Denver Housing Index	DEN	6375.00	N/A	6375.00	5100.00	USD	No	6375.00	5100.00
GLOBEX	DY	CME DRY WHEY INDEX	DY	5250.03	N/A	5250.03	4200.02	USD	No	5250.03	4200.02
GLOBEX	E7	European Monetary Union Euro	E7	2678.44	N/A	2678.44	2142.75	USD	No	2678.44	2142.75
GLOBEX	EAD	European Monetary Union Euro	EAD	12876.875	N/A	12876.875	10301.50	AUD	No	12876.875	10301.50
GLOBEX	ECD	European Monetary Union Euro	ECD	8972.03	N/A	8972.03	7177.625	CAD	No	8972.03	7177.625
GLOBEX	ECK	Czech koruna	ECK	10125	N/A	10125	8100	EUR	No	10125	8100
GLOBEX	EHF	Hungarian forint	EHF	5625	N/A	5625	4500	EUR	Yes²	5625	4500
GLOBEX	EMD	E-mini S&P Midcap 400 Futures	EMD	12143.69	9714.95	17348.125	13878.50	USD	Yes²	17348.125	13878.50
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	ENY	185371.33	148297.07	264816.19	211852.95	JPY	No	264816.19	211852.95
GLOBEX	EPZ	Polish zloty	EPZ	7875	N/A	7875	6300	EUR	Yes²	7875	6300
GLOBEX	ES	E-mini S&P 500	ES	14905.09	13550.09	21292.99	19357.27	USD	Yes	21292.99	19357.27
GLOBEX	SPXESUP	E-mini S&P 500 ESG	ESG	23796.63	N/A	23796.63	19037.30	USD	No	23796.63	19037.30
GLOBEX	GSCI	S&P-GSCI Index	GD	27937.47	N/A	27937.47	22349.98	USD	No	27937.47	22349.98
GLOBEX	GDK	Class IV Milk - 200k lbs	GDK	5173.97	N/A	5173.97	4139.18	USD	No	5173.97	4139.18
GLOBEX	GE	GLOBEX Euro-Dollar	GE	319.587	N/A	319.587	255.67	USD	Yes	319.584	255.667
GLOBEX	GF	Feeder Cattle	GF	7259.87	N/A	7259.87	5807.90	USD	Yes	7259.87	5807.90
GLOBEX	EM	1 Month LIBOR (Int. Rate)	GLB	1406.25	N/A	1406.25	1125	USD	No	1406.25	1125
GLOBEX	NF	NON FAT DRY MILK INDEX	GNF	6153.23	N/A	6153.23	4922.59	USD	No	6153.23	4922.59
GLOBEX	HE	Lean Hogs	HE	5076.25	N/A	5076.25	4061	USD	Yes	5076.25	4061
GLOBEX	HUF	Hungarian forint	HUF	12000	N/A	12000	9600	USD	Yes²	12000	9600
GLOBEX	IBAA	Bovespa Index - USD	IBV	61499.99	N/A	61499.99	49199.99	USD	No	61499.99	49199.99
GLOBEX	ILS	Israeli Shekel in US Dollar	ILS	34500	N/A	34500	27600	USD	Yes²	34500	27600
GLOBEX	J7	Japanese yen	J7	2054.69	N/A	2054.69	1643.75	USD	No	2054.69	1643.75
GLOBEX	KRW	Korean Won	KRW	22343.75	N/A	22343.75	17875	USD	Yes²	14375	11500
GLOBEX	LAV	Las Vegas Housing Index	LAV	7875.00	N/A	7875.00	6300.00	USD	No	7875.00	6300.00
GLOBEX	LAX	Los Angeles Housing Index	LAX	7875.00	N/A	7875.00	6300.00	USD	No	7875.00	6300.00
GLOBEX	LB	Random Length Lumber	LBS	22568.50	N/A	22568.50	18054.80	USD	Yes	22568.50	18054.80
GLOBEX	LE	Live Cattle	LE	4245.20	N/A	4245.20	3396.16	USD	Yes	4245.20	3396.16
GLOBEX	M2K	Micro E-Mini Russell 2000 Index	M2K	913.071	730.457	1304.39	1043.51	USD	No	1304.39	1043.51
GLOBEX	M6A	Australian dollar	M6A	293.875	N/A	293.875	235.10	USD	No	293.875	235.10
GLOBEX	M6B	British pound	M6B	534.102	N/A	534.102	427.281	USD	No	534.102	427.281
GLOBEX	M6C	United States dollar	M6C	843.75	N/A	843.75	675	CAD	No	843.75	675
GLOBEX	M6E	European Monetary Union Euro	M6E	535.687	N/A	535.687	428.55	USD	No	535.687	428.55
GLOBEX	M6J	United States dollar	M6J	98197.87	N/A	98197.87	78558.30	JPY	No	98197.89	78558.31
GLOBEX	M6S	United States dollar	M6S	1200	N/A	1200	960	CHF	No	1200	960
GLOBEX	MCD	Canadian dollar	MCD	298.463	N/A	298.463	238.77	USD	No	298.463	238.77
GLOBEX	MES	Micro E-Mini S&P 500 Stock Price Index	MES	1490.51	1355.01	2129.30	1935.73	USD	Yes	2129.30	1935.73
GLOBEX	MIA	Miami Housing Index	MIA	10125.00	N/A	10125.00	8100.00	USD	No	10125.00	8100.00
GLOBEX	MIR	Indian Rupee	MIR	1683.75	N/A	1683.75	1347	USD	No	1683.75	1347
GLOBEX	MJY	Japanese yen	MJY	410.9375	N/A	410.9375	328.75	USD	No	410.9375	328.75
GLOBEX	MNH	United States dollar	MNH	3986.44	N/A	3986.44	3189.15	CNH	No	3986.44	3189.15
GLOBEX	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	2142.28	1947.52	3060.40	2782.18	USD	Yes	3060.40	2782.18
GLOBEX	MSF	Swiss franc	MSF	513.703	N/A	513.703	410.962	USD	No	513.703	410.962
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	NIY	926856.66	741485.325	1324080.94	1059264.75	JPY	No	1324080.94	1059264.75
GLOBEX	NKD	Dollar Denominated Nikkei 225 Index	NKD	14089.62	N/A	14089.62	11271.70	USD	No	14089.62	11271.70
GLOBEX	NOK	Norwegian krone	NOK	26287.50	N/A	26287.50	21030	USD	No	26287.50	21030
GLOBEX	NQ	E-mini NASDAQ 100 Futures	NQ	21422.77	19475.25	30603.96	27821.78	USD	Yes	30603.96	27821.78
GLOBEX	NYM	New York Housing Index	NYM	5062.50	N/A	5062.50	4050.00	USD	No	5062.50	4050.00
GLOBEX	PJY	British pound	PJY	2219041.56	N/A	2219041.56	1775233.25	JPY	No	2219041.56	1775233.25
GLOBEX	PLN	Polish zloty	PLN	13125	N/A	13125	10500	USD	Yes²	13125	10500
GLOBEX	PSF	British pound	PSF	20106.875	N/A	20106.875	16085.50	CHF	No	20106.875	16085.50
GLOBEX	RF	European Monetary Union Euro	RF	5663.125	N/A	5663.125	4530.50	CHF	No	5663.125	4530.50
GLOBEX	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	9790	N/A	9790	7832	USD	Yes²	9790	7832
GLOBEX	RME	CME Chinese Renminbi in Euro Cross Rate	RME	11250	N/A	11250	9000	EUR	Yes²	11250	9000
GLOBEX	RP	European Monetary Union Euro	RP	6529.69	N/A	6529.69	5223.75	GBP	No	6529.69	5223.75
GLOBEX	RS1	E-mini Russell 1000 Index Futures	RS1	16594.09	N/A	16594.09	13275.27	USD	No	16594.09	13275.27
GLOBEX	RSG	E-mini Russell 1000 Growth Index Futures	RSG	23449.98	N/A	23449.98	18759.98	USD	No	23449.98	18759.98
GLOBEX	RSV	E-Mini Russell 1000 Value Index Futures	RSV	8708.66	N/A	8708.66	6966.93	USD	No	8708.66	6966.93
GLOBEX	RTY	E-Mini Russell 2000 Index	RTY	9130.71	7304.57	13043.88	10435.10	USD	Yes	13043.88	10435.10
GLOBEX	RY	European Monetary Union Euro	RY	626747.97	N/A	626747.97	501398.375	JPY	Yes²	626748.125	501398.50
GLOBEX	SPXDIVAN	S&P 500 Dividend Points (Annual) Index	SDA	7937.50	N/A	7937.50	3175	USD	No	7937.50	3175
GLOBEX	SDG	San Diego Housing Index	SDG	8625.00	N/A	8625.00	6900.00	USD	No	8625.00	6900.00
GLOBEX	SEK	Swedish krona	SEK	17490	N/A	17490	13992	USD	No	17490	13992
GLOBEX	SFR	San Francisco Housing Index	SFR	8062.50	N/A	8062.50	6450.00	USD	No	8062.50	6450.00
GLOBEX	SGX	S&P 500 / Citigroup Growth Index	SG	148124.75	N/A	148124.75	118499.80	USD	No	148124.75	118499.80
GLOBEX	SIR	Indian Rupee	SIR	8418.75	N/A	8418.75	6735	USD	No	8418.75	6735
GLOBEX	SJY	Swiss franc	SJY	2999998.75	N/A	2999998.75	2399999	JPY	No	2999998.75	2399999
GLOBEX	SMC	E-Mini S&P SmallCap 600 Futures	SMC	31875.08	N/A	31875.08	25500.07	USD	No	31875.08	25500.07
GLOBEX	SONIA	Sterling Overnight Index Average	SON	626.659	N/A	626.659	501.328	GBP	No	626.659	501.328
GLOBEX	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	529.173	N/A	529.173	423.338	USD	No	529.178	423.342
GLOBEX	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	323.375	N/A	323.375	258.70	USD	No	323.375	258.70
GLOBEX	SVX	S&P 500 / Citigroup Value Index	SU	67500.10	N/A	67500.10	54000.08	USD	No	67500.10	54000.08
GLOBEX	WDC	Washington DC Housing Index	WDC	6375.00	N/A	6375.00	5100.00	USD	No	6375.00	5100.00
GLOBEX	IXB	Materials Select Sector Index	XAB	11109.24	N/A	11109.24	8887.40	USD	No	11109.24	8887.40
GLOBEX	IXE	Energy Select Sector Index	XAE	11113.79	N/A	11113.79	8891.03	USD	No	11113.79	8891.03
GLOBEX	IXM	Financial Select Sector Index	XAF	15146.97	N/A	15146.97	12117.57	USD	No	15146.97	12117.57
GLOBEX	IXI	Industrial Select Sector Index	XAI	13051.94	N/A	13051.94	10441.55	USD	No	13051.94	10441.55
GLOBEX	IXT	Technology Select Sector Index -	XAK	23365.16	N/A	23365.16	18692.13	USD	No	23365.16	18692.13
GLOBEX	IXR	Consumer Staples Select Sector Index	XAP	7736.19	N/A	7736.19	6188.95	USD	No	7736.19	6188.95
GLOBEX	IXRE	Real Estate Select Sector Index	XAR	8524.50	N/A	8524.50	6819.60	USD	No	8524.50	6819.60
GLOBEX	IXU	Utilities Select Sector Index	XAU	7145.74	N/A	7145.74	5716.59	USD	No	7145.74	5716.59
GLOBEX	IXV	Health Care Select Sector Index	XAV	12943.76	N/A	12943.76	10355.01	USD	No	12943.76	10355.01
GLOBEX	IXY	Consumer Discretionary Select Sector Index	XAY	27162.22	N/A	27162.22	21729.78	USD	No	27162.22	21729.78

Hong Kong Futures Exchange (HKFE)

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

Exchange	Underlying	Product description	Trading Class	Intraday Initial¹^,5	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	2823	ISHARES FTSE CHINA A50 E-HKD	A50	15461.96	12369.56	22088.51	17670.81	HKD	No	22088.51	17670.81
HKFE	2018	AAC TECHNOLOGIES HOLDINGS IN	AAC	8175.37	N/A	8175.37	6540.30	HKD	No	8175.37	6540.30
HKFE	1288	AGRICULTURAL BANK OF CHINA-H	ABC	7275.34	N/A	7275.34	5820.27	HKD	No	7275.34	5820.27
HKFE	914	ANHUI CONCH CEMENT CO LTD-H	ACC	5075.23	N/A	5075.23	4060.19	HKD	No	5075.23	4060.19
HKFE	1299	AIA GROUP LTD	AIA	21125.97	N/A	21125.97	16900.77	HKD	No	21125.97	16900.77
HKFE	9988	ALIBABA GROUP HOLDING LTD	ALB	16163.24	N/A	16163.24	12930.59	HKD	No	16163.24	12930.59
HKFE	2600	ALUMINUM CORP OF CHINA LTD-H	ALC	2285.11	N/A	2285.11	1828.08	HKD	No	2285.11	1828.08
HKFE	241	ALIBABA HEALTH INFORMATION T	ALH	3937.09	N/A	3937.09	3149.67	HKD	No	3937.09	3149.67
HKFE	3188	CHINAAMC ETF SERIES - CH-HKD	AMC	29591.35	N/A	29591.35	23673.08	HKD	No	29591.35	23673.08
HKFE	3988	BANK OF CHINA LTD - H	BCL	752.535	N/A	752.535	602.028	HKD	No	752.534	602.027
HKFE	3328	BANK OF COMMUNICATIONS CO-H	BCM	1275.06	N/A	1275.06	1020.05	HKD	No	1275.06	1020.05
HKFE	23	BANK OF EAST ASIA LTD	BEA	618.028	N/A	618.028	494.423	HKD	No	618.028	494.423
HKFE	9888	BAIDU INC-CLASS A	BIU	5621.51	N/A	5621.51	4497.21	HKD	No	5621.51	4497.21
HKFE	9626	BILIBILI INC-CLASS Z	BLI	6769.70	N/A	6769.70	5415.76	HKD	No	6769.70	5415.76
HKFE	2388	BOC HONG KONG HOLDINGS LTD	BOC	3637.67	N/A	3637.67	2910.13	HKD	No	3637.67	2910.13
HKFE	IBOV	Brazil Bovespa Stock Index	BOV	110802.30	N/A	110802.30	88641.84	HKD	No	110802.30	88641.84
HKFE	1876	BUDWEISER BREWING CO APAC LT	BUD	5025.23	N/A	5025.23	4020.18	HKD	No	5025.23	4020.18
HKFE	1211	BYD CO LTD-H	BYD	32976.51	N/A	32976.51	26381.20	HKD	No	32976.51	26381.20
HKFE	285	BYD ELECTRONIC INTL CO LTD	BYE	8461.68	N/A	8461.68	6769.34	HKD	No	8288.99	6631.19
HKFE	939	CHINA CONSTRUCTION BANK-H	CCB	1472.57	N/A	1472.57	1178.05	HKD	No	1472.57	1178.05
HKFE	1800	CHINA COMMUNICATIONS CONST-H	CCC	1102.55	N/A	1102.55	882.04	HKD	No	1102.55	882.041
HKFE	1898	CHINA COAL ENERGY CO - H	CCE	1237.56	N/A	1237.56	990.045	HKD	No	1237.56	990.045
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDA	1712.58	N/A	1712.58	1370.07	HKD	No	1712.58	1370.06
HKFE	1816	CGN POWER CO LTD-H	CGN	5650.26	N/A	5650.26	4520.20	HKD	No	5650.26	4520.21
HKFE	CES120	CES China 120 Index	CHH	69106.80	N/A	69106.80	55285.44	HKD	No	69106.80	55285.44
HKFE	941	CHINA MOBILE LTD	CHT	6350.29	N/A	6350.29	5080.23	HKD	No	6350.29	5080.23
HKFE	762	CHINA UNICOM HONG KONG LTD	CHU	2035.09	N/A	2035.09	1628.07	HKD	No	2035.09	1628.07
HKFE	267	CITIC LTD	CIT	2160.10	N/A	2160.10	1728.08	HKD	No	2160.10	1728.08
HKFE	1	CK HUTCHISON HOLDINGS LTD	CKH	6869.06	N/A	6869.06	5495.25	HKD	No	6869.06	5495.25
HKFE	2628	CHINA LIFE INSURANCE CO-H	CLI	3365.15	N/A	3365.15	2692.12	HKD	No	3365.15	2692.12
HKFE	2	CLP HOLDINGS LTD	CLP	9725.44	N/A	9725.44	7780.36	HKD	No	9725.44	7780.36
HKFE	3968	CHINA MERCHANTS BANK - H	CMB	7737.85	N/A	7737.85	6190.28	HKD	No	7737.85	6190.28
HKFE	883	CNOOC LTD	CNC	2300.11	N/A	2300.11	1840.08	HKD	No	2300.11	1840.08
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COG	7987.87	N/A	7987.87	6390.30	HKD	No	7987.87	6390.29
HKFE	688	CHINA OVERSEAS LAND & INVEST	COL	11050.51	N/A	11050.51	8840.40	HKD	No	11050.51	8840.40
HKFE	1919	COSCO SHIPPING HOLDINGS CO-H	COS	9950.45	N/A	9950.45	7960.36	HKD	No	9950.46	7960.37
HKFE	386	CHINA PETROLEUM & CHEMICAL-H	CPC	2000.09	N/A	2000.09	1600.07	HKD	No	2000.09	1600.07
HKFE	2601	CHINA PACIFIC INSURANCE GR-H	CPI	5800.27	N/A	5800.27	4640.21	HKD	No	5800.27	4640.21
HKFE	2822	CSOP FTSE CHINA A50 ETF-HKD	CSA	21463.48	N/A	21463.48	17170.79	HKD	No	21463.48	17170.78
HKFE	1088	CHINA SHENHUA ENERGY CO - H	CSE	2457.61	N/A	2457.61	1966.09	HKD	No	2457.61	1966.09
HKFE	998	CHINA CITIC BANK CORP LTD-H	CTB	18300.84	N/A	18300.84	14640.66	HKD	No	18300.85	14640.68
HKFE	728	CHINA TELECOM CORP LTD-H	CTC	1440.07	N/A	1440.07	1152.05	HKD	No	1440.07	1152.05
HKFE	6030	CITIC SECURITIES CO LTD-H	CTS	4900.22	N/A	4900.22	3920.18	HKD	No	4900.22	3920.18
HKFE	CNH	United States dollar	CUS	39787.50	N/A	39787.50	31830	CNH	Yes	39787.50	31830
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	4526.04	N/A	4526.04	2461.07	HKD	No	4526.04	2461.07
HKFE	HSIDPI	HSI Dividend Point Index	DHS	15268.40	N/A	15268.40	9161.04	HKD	No	15268.40	9161.04
HKFE	3333	CHINA EVERGRANDE GROUP	EVG	1326.01	N/A	1326.01	1060.81	HKD	No	1326.01	1060.81
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAC	8380.39	N/A	8380.39	6704.31	HKD	No	8380.39	6704.31
HKFE	175	GEELY AUTOMOBILE HOLDINGS LT	GAH	25001.14	N/A	25001.14	20000.92	HKD	No	25001.14	20000.91
HKFE	GDR	CNH Gold Futures	GDR	686038.13	N/A	686038.13	548830.50	CNH	No	686038.13	548830.50
HKFE	GDU	USD Gold Futures	GDU	5601.98	N/A	5601.98	4481.58	USD	No	5601.98	4481.58
HKFE	868	XINYI GLASS HOLDINGS LTD	GHL	9690.44	N/A	9690.44	7752.35	HKD	No	9690.44	7752.35
HKFE	1772	GANFENG LITHIUM CO LTD-H	GLI	6192.22	N/A	6192.22	4953.78	HKD	No	5870.27	4696.21
HKFE	27	GALAXY ENTERTAINMENT GROUP L	GLX	10512.98	N/A	10512.98	8410.38	HKD	No	10512.98	8410.38
HKFE	2333	GREAT WALL MOTOR COMPANY-H	GWM	64127.92	N/A	64127.92	51302.34	HKD	No	64127.94	51302.35
HKFE	6837	HAITONG SECURITIES CO LTD-H	HAI	17575.80	N/A	17575.80	14060.64	HKD	No	17575.81	14060.65
HKFE	6862	HAIDILAO INTERNATIONAL HOLDI	HDO	4535.21	N/A	4535.21	3628.17	HKD	No	4535.21	3628.17
HKFE	6	POWER ASSETS HOLDINGS LTD	HEH	6094.03	N/A	6094.03	4875.22	HKD	No	6094.03	4875.22
HKFE	388	HONG KONG EXCHANGES & CLEAR	HEX	11320.52	N/A	11320.52	9056.41	HKD	No	11320.52	9056.41
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	44950.50	35960.40	64215	51372	HKD	Yes	64215	51372
HKFE	5	HSBC HOLDINGS PLC	HKB	5455.25	N/A	5455.25	4364.20	HKD	No	5455.25	4364.20
HKFE	3	HONG KONG & CHINA GAS	HKG	3035.14	N/A	3035.14	2428.11	HKD	No	3035.14	2428.11
HKFE	12	HENDERSON LAND DEVELOPMENT	HLD	8362.88	N/A	8362.88	6690.31	HKD	No	8362.88	6690.31
HKFE	902	HUANENG POWER INTL INC-H	HNP	2110.10	N/A	2110.10	1688.08	HKD	No	2110.10	1688.08
HKFE	11	HANG SENG BANK LTD	HSB	3932.68	N/A	3932.68	3146.14	HKD	No	3932.68	3146.14
HKFE	HSI	Hang Seng Stock Index	HSI	85354.50	68283.60	121935	97548	HKD	Yes	121935	97548
HKFE	HSTECH	Hang Seng TECH Index	HTI	20216	16172.80	28880	23104	HKD	Yes	28880	23104
HKFE	1398	IND & COMM BK OF CHINA - H	ICB	1177.55	N/A	1177.55	942.043	HKD	No	1177.55	942.043
HKFE	9618	JD.COM INC - CL A	JDC	35876.64	N/A	35876.64	28701.31	HKD	No	35876.64	28701.31
HKFE	6618	JD HEALTH INTERNATIONAL INC.	JDH	8006.62	N/A	8006.62	6405.29	HKD	No	8006.62	6405.29
HKFE	268	KINGDEE INTERNATIONAL SFTWR	KDS	11650.53	N/A	11650.53	9320.43	HKD	No	11650.53	9320.42
HKFE	3888	KINGSOFT CORP LTD	KSO	9925.56	N/A	9925.56	7940.44	HKD	No	9925.56	7940.45
HKFE	1024	KUAISHOU TECHNOLOGY	KST	11194.26	N/A	11194.26	8955.41	HKD	No	11194.26	8955.41
HKFE	2015	LI AUTO INC-CLASS A	LAU	6135.28	N/A	6135.28	4908.22	HKD	No	6135.28	4908.22
HKFE	2331	LI NING CO LTD	LNI	10135.01	N/A	10135.01	8108.01	HKD	No	9944.46	7955.57
HKFE	823	LINK REIT	LNK	16788.27	N/A	16788.27	13430.61	HKD	No	16788.27	13430.61
HKFE	MCA	MSCI China A 50 Connect Index	MCA	4056.04	3244.83	5794.34	4635.47	USD	No	5794.34	4635.47
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	8990.10	7192.08	12843	10274.40	HKD	Yes	12843	10274.40
HKFE	MCN.HK	MSCI China Free Net Total Return (USD) Index (HKFE)	MCN	8638.37	N/A	8638.37	6910.70	USD	No	8638.37	6910.70
HKFE	MCS	United States dollar	MCS	7957.50	N/A	7957.50	6366	CNH	No	7957.50	6366
HKFE	3690	MEITUAN-CLASS B	MET	31764.27	N/A	31764.27	25411.41	HKD	No	31764.27	25411.41
HKFE	MHI	Mini Hang Seng Index	MHI	17070.90	13656.72	24387	19509.60	HKD	Yes	24387	19509.60
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MIA	2697.24	N/A	2697.24	2157.79	USD	No	2697.24	2157.79
HKFE	1810	XIAOMI CORP-CLASS B	MIU	4660.21	N/A	4660.21	3728.17	HKD	No	4660.21	3728.17
HKFE	3993	CHINA MOLYBDENUM CO LTD-H	MOL	9630.44	N/A	9630.44	7704.35	HKD	No	9630.44	7704.35
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSB	7850.36	N/A	7850.36	6280.29	HKD	No	7850.35	6280.28
HKFE	66	MTR CORP.	MTR	5381.50	N/A	5381.50	4305.20	HKD	No	5381.50	4305.20
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	5072.81	N/A	5072.81	4058.25	USD	No	5072.81	4058.25
HKFE	1336	NEW CHINA LIFE INSURANCE C-H	NCL	5650.26	N/A	5650.26	4520.21	HKD	No	5650.26	4520.21
HKFE	9633	NONGFU SPRING CO LTD-H	NFU	11113.01	N/A	11113.01	8890.41	HKD	No	11113.01	8890.41
HKFE	9999	NETEASE, INC.	NTE	20000.91	N/A	20000.91	16000.73	HKD	No	20000.91	16000.73
HKFE	17	NEW WORLD DEVELOPMENT	NWD	7687.85	N/A	7687.85	6150.28	HKD	No	7687.85	6150.28
HKFE	2318	PING AN INSURANCE GROUP CO-H	PAI	7669.10	N/A	7669.10	6135.28	HKD	No	7669.10	6135.28
HKFE	857	PETROCHINA CO LTD-H	PEC	1935.09	N/A	1935.09	1548.07	HKD	No	1935.09	1548.07
HKFE	9868	XPENG INC - CLASS A SHARES	PEN	9415.43	N/A	9415.43	7532.34	HKD	No	9415.43	7532.34
HKFE	1833	PING AN HEALTHCARE AND TECHN	PHT	3456.41	N/A	3456.41	2765.13	HKD	No	3456.41	2765.13
HKFE	2328	PICC PROPERTY & CASUALTY -H	PIC	3550.16	N/A	3550.16	2840.13	HKD	No	3550.16	2840.13
HKFE	TOP40	FTSE/JSE Africa Top40 Index	SAF	130153.80	N/A	130153.80	104123.04	HKD	No	130153.80	104123.04
HKFE	1928	SANDS CHINA LTD	SAN	1858.63	N/A	1858.63	1486.90	HKD	No	1858.63	1486.90
HKFE	16	SUN HUNG KAI PROPERTIES	SHK	23601.08	N/A	23601.08	18880.86	HKD	No	23601.08	18880.86
HKFE	968	XINYI SOLAR HOLDINGS LTD	SHL	6250.29	N/A	6250.29	5000.23	HKD	No	6250.29	5000.23
HKFE	981	SEMICONDUCTOR MANUFACTURING	SMC	11613.03	N/A	11613.03	9290.42	HKD	No	11613.03	9290.42
HKFE	2382	SUNNY OPTICAL TECH	SNO	54952.51	N/A	54952.51	43962.01	HKD	No	54952.51	43962.01
HKFE	1918	SUNAC CHINA HOLDINGS LTD	SUN	8990.80	N/A	8990.80	7192.64	HKD	No	8990.80	7192.64
HKFE	19	SWIRE PACIFIC LTD - CL A	SWA	5756.51	N/A	5756.51	4605.21	HKD	No	5756.51	4605.21
HKFE	700	TENCENT HOLDINGS LTD	TCH	11835.54	N/A	11835.54	9468.43	HKD	No	11835.54	9468.43
HKFE	2800	TRACKER FUND OF HONG KON-HKD	TRF	306014.01	N/A	306014.01	244811.21	HKD	No	306014.07	244811.25
HKFE	9961	TRIP.COM GROUP LIMITED	TRP	7129.08	N/A	7129.08	5703.26	HKD	No	7129.08	5703.26
HKFE	788	CHINA TOWER CORP LTD-H	TWR	2275.11	N/A	2275.11	1820.09	HKD	No	2275.10	1820.08
HKFE	VHSI	Hang Seng Volatility Index	VHS	60312.50	N/A	60312.50	48250	HKD	No	131750	105400
HKFE	9898	WEIBO CORP-CLASS A	WEB	12262.60	N/A	12262.60	9810.08	HKD	No	12262.60	9810.08
HKFE	4	WHARF HOLDINGS LTD	WHL	6250.29	N/A	6250.29	5000.23	HKD	No	6250.29	5000.23
HKFE	2269	WUXI BIOLOGICS CAYMAN INC	WXB	11538.03	N/A	11538.03	9230.42	HKD	No	11538.03	9230.42
HKFE	1171	YANKUANG ENERGY GROUP CO-H	YZC	8240.38	N/A	8240.38	6592.30	HKD	No	8240.38	6592.30
HKFE	6060	ZHONGAN ONLINE P&C INSURAN-H	ZAO	8097.58	N/A	8097.58	6478.07	HKD	No	7489.23	5991.39
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJM	4965.23	N/A	4965.23	3972.18	HKD	No	4965.23	3972.18

ICE Cryptocurrency (ICECRYPTO)

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

Exchange ICECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICECRYPTO	BAKKT	Bakkt Bitcoin	BTM	27050	N/A	27050	21640	USD	No	81150	64920

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	568.992	N/A	568.992	455.193	EUR	No	568.992	455.193
ICEEU	AKZA	AKZO NOBEL N.V.	AKZ	1817.02	N/A	1817.02	1453.62	EUR	No	1817.02	1453.62
ICEEU	ASML	ASML HOLDING NV	ASL	12039.75	N/A	12039.75	9631.80	EUR	No	12039.75	9631.80
ICEEU	ENI	ENI SPA	ENI	2467.23	N/A	2467.23	1973.79	EUR	No	2467.23	1973.79
ICEEU	ENEL	ENEL SPA	ENL	1276.17	N/A	1276.17	1020.94	EUR	No	1276.18	1020.94
ICEEU	SG	Short Gilt	G	1575.00	N/A	1575.00	1260.00	GBP	No	1575.00	1260.00
ICEEU	G	ASSICURAZIONI GENERALI	GEN	3457.13	N/A	3457.13	2765.70	EUR	No	3457.12	2765.70
ICEEU	H	Medium Gilt	H	4200.00	N/A	4200.00	3360.00	GBP	No	4200	3360
ICEEU	HEIA	HEINEKEN NV	HEI	1934.76	N/A	1934.76	1547.81	EUR	No	1934.76	1547.81
ICEEU	I	3 Month EURIBOR Interest Rate	I	347.50	N/A	347.50	278	EUR	Yes	347.50	278
ICEEU	INGA	ING GROEP NV	ING	253.468	N/A	253.468	202.775	EUR	No	253.468	202.775
ICEEU	KPN	KONINKLIJKE KPN NV	KPN	54.74875	N/A	54.74875	43.799	EUR	No	54.74875	43.799
ICEEU	MB	MEDIOBANCA SPA	MB	1946.98	N/A	1946.98	1557.58	EUR	No	1946.98	1557.58
ICEEU	MFEB	MFE-MEDIAFOREUROPE NV-CL B	MSI	600.75	N/A	600.75	480.60	EUR	No	600.75	480.60
ICEEU	O	5 Year Euro Swapnote	O	3149.99	N/A	3149.99	2520.00	EUR	No	3150.00	2520.00
ICEEU	P	10 Year Euro Swapnote	P	6975.00	N/A	6975.00	5580.00	EUR	No	6975.01	5580.00
ICEEU	PHIA	KONINKLIJKE PHILIPS NV	PHI	563.836	N/A	563.836	451.069	EUR	No	563.836	451.069
ICEEU	R	Long Gilt	R	3000.01	N/A	3000.01	2400.01	GBP	No	3000.01	2400.00
ICEEU	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD	408.043	N/A	408.043	326.434	EUR	No	408.043	326.434
ICEEU	REN	RELX PLC	REN	624.785	N/A	624.785	499.828	EUR	No	624.785	499.828
ICEEU	SRFXON3	Three Month SaronA	SA3	493.659	N/A	493.659	394.927	CHF	No	493.659	394.927
ICEEU	SONIA.N	Three Month SONIA	SO3	638.4375	N/A	638.4375	510.75	GBP	No	638.4375	510.75
ICEEU	SONIO.N	One Month SONIA	SOA	1161.70	N/A	1161.70	929.357	GBP	No	1161.70	929.357
ICEEU	STM	STMICROELECTRONICS NV	STM	8391.43	N/A	8391.43	6713.15	EUR	No	8391.43	6713.15
ICEEU	TIT	TELECOM ITALIA SPA	TI	156.00	N/A	156.00	124.80	EUR	No	156.00	124.80
ICEEU	TWS	2 Year Euro Swapnote	TWS	1001.25	N/A	1001.25	801	EUR	No	1001.25	801
ICEEU	UCG	UNICREDIT SPA	UC	2538.48	N/A	2538.48	2030.78	EUR	No	2538.48	2030.78
ICEEU	UNA	UNILEVER PLC	UNA	1121.22	N/A	1121.22	896.973	EUR	No	1121.22	896.973
ICEEU	USO	Five Year $ Swapnote	USO	4687.49	N/A	4687.49	3750.00	USD	No	4687.50	3750.00
ICEEU	USP	Ten Year $ Swapnote	USP	11962.51	N/A	11962.51	9570.01	USD	No	11962.51	9570.01
ICEEU	USW	Two Year Dollar Swapnote	USW	4410.00	N/A	4410.00	3528.00	USD	No	4410.00	3528.00
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	1397.83	N/A	1397.83	559.132	GBP	No	1397.83	559.132
ICEEU	Y	FTSE 250 Index	Y2	9761.80	N/A	9761.80	7809.44	GBP	No	9761.80	7809.44
ICEEU	Z	FTSE 100 Index	Z	4674.25	3739.40	6677.50	5342.00	GBP	Yes	6677.50	5342.00

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	2175	N/A	2175	1740	GBP	No	2175	1740
ICEEUSOFT	D	Robusta Coffee	RC	2123.28	N/A	2123.28	1698.62	USD	No	2123.28	1698.62
ICEEUSOFT	T	Wheat	T	4276.30	N/A	4276.30	3421.04	GBP	No	4276.30	3421.04
ICEEUSOFT	W	White Sugar	W	2510.41	N/A	2510.41	2008.33	USD	No	2510.41	2008.33

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	5253.75	N/A	5253.75	4203	USD	No	5253.75	4203
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	862499.22	N/A	862499.22	689999.375	JPY	No	862499.375	689999.50
ICEUS	EO	European Monetary Union Euro	KEO	5356.875	N/A	5356.875	4285.50	USD	No	5356.875	4285.50
ICEUS	ECD	European Monetary Union Euro	KEP	9820.31	N/A	9820.31	7856.25	CAD	No	9820.31	7856.25
ICEUS	GB	European Monetary Union Euro	KGB	6529.69	N/A	6529.69	5223.75	GBP	No	6529.69	5223.75
ICEUS	EAD	European Monetary Union Euro	KRA	13762.50	N/A	13762.50	11010	AUD	No	13762.50	11010
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	5606.25	N/A	5606.25	4485	CHF	No	5606.25	4485
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	1892812.50	N/A	1892812.50	1514250	JPY	No	1892812.50	1514250
ICEUS	MP	British pound	MP	5341.02	N/A	5341.02	4272.81	USD	No	5341.02	4272.81
ICEUS	SS	British Pound in Swiss Franc	SS	9747.66	N/A	9747.66	7798.125	CHF	No	9747.66	7798.125
ICEUS	SY	British Pound in Japanese Yen	SY	1380936.41	N/A	1380936.41	1104749.125	JPY	No	1380936.41	1104749.125

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	1795.62	N/A	1795.62	1436.50	EUR	No	1795.62	1436.50
IDEM	ACE	ACEA SPA	ACE	1640.42	N/A	1640.42	1312.34	EUR	No	1640.42	1312.34
IDEM	AGL	AUTOGRILL SPA	AGL	893.594	N/A	893.594	714.875	EUR	No	893.594	714.875
IDEM	ATL	ATLANTIA SPA	ATL	2419.69	N/A	2419.69	1935.75	EUR	No	2419.69	1935.75
IDEM	BMED	BANCA MEDIOLANUM SPA	BMED	953.913	N/A	953.913	763.13	EUR	No	953.913	763.13
IDEM	BZU	BUZZI UNICEM SPA	BZU	367.548	N/A	367.548	294.038	EUR	No	367.548	294.038
IDEM	CPR	DAVIDE CAMPARI-MILANO NV	CPR	2153.17	N/A	2153.17	1722.54	EUR	No	2153.17	1722.54
IDEM	ENEL	ENEL SPA	ENEL	638.076	N/A	638.076	510.461	EUR	No	638.077	510.462
IDEM	ENI	ENI SPA	ENI	1665.56	N/A	1665.56	1332.45	EUR	No	1665.56	1332.45
IDEM	ERG	ERG SPA	ERG	2686.28	N/A	2686.28	2149.02	EUR	No	2686.28	2149.02
IDEM	EXO	EXOR NV	EXO	1631.03	N/A	1631.03	1304.83	EUR	No	1631.03	1304.83
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	7806.15	N/A	7806.15	3122.46	EUR	No	7806.15	3122.46
IDEM	FTMIB	FTSE MIB Index	FTMIB	14692.73	11754.18	20989.61	16791.69	EUR	Yes	20989.61	16791.69
IDEM	G	ASSICURAZIONI GENERALI	G	345.707	N/A	345.707	276.566	EUR	No	345.707	276.566
IDEM	GEO	GEOX SPA	GEO	126.506	N/A	126.506	101.205	EUR	No	126.506	101.205
IDEM	ISP	INTESA SANPAOLO	ISP	480.315	N/A	480.315	384.252	EUR	No	480.315	384.252
IDEM	LDO	LEONARDO SPA	LDO	950.906	N/A	950.906	760.725	EUR	No	950.906	760.725
IDEM	MB	MEDIOBANCA SPA	MB	1281.90	N/A	1281.90	1025.52	EUR	No	1281.90	1025.52
IDEM	MFEB	MFE-MEDIAFOREUROPE NV-CL B	MFEB	247.00	N/A	247.00	197.60	EUR	No	247.00	197.60
IDEM	MFEB1	MFE1.OLD: MFE-MEDIAFOREUROPE NV: ADJ	MFEB.1	1051.08	N/A	1051.08	840.866	EUR	No	1051.08	840.867
IDEM	FTMIB	FTSE MIB Index	MICRO	587.709	470.167	839.5845	671.668	EUR	No	839.5845	671.668
IDEM	FTMIB	FTSE MIB Index	MINI	2938.55	2350.84	4197.92	3358.34	EUR	No	4197.92	3358.34
IDEM	PRY	PRYSMIAN SPA	PRY	624.11	N/A	624.11	499.288	EUR	No	624.11	499.288
IDEM	SPM	SAIPEM SPA	SPM	400.80	N/A	400.80	320.64	EUR	No	400.80	320.64
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	1572.71	N/A	1572.71	1258.16	EUR	No	1572.70	1258.16
IDEM	SRS	SARAS SPA	SRS	120.945	N/A	120.945	96.756	EUR	No	120.945	96.756
IDEM	STM	STMICROELECTRONICS NV	STM	4900.70	N/A	4900.70	3920.56	EUR	No	4900.70	3920.56
IDEM	TEN	TENARIS SA	TEN	1218.37	N/A	1218.37	974.70	EUR	No	1218.37	974.70
IDEM	TIT	TELECOM ITALIA SPA	TIT	197.444	N/A	197.444	157.955	EUR	No	197.444	157.955
IDEM	TITR	TELECOM ITALIA-RSP	TITR	174.037	N/A	174.037	139.23	EUR	No	174.037	139.23
IDEM	TOD	TOD'S SPA	TOD	1029.06	N/A	1029.06	823.25	EUR	No	1029.06	823.25
IDEM	TRN	TERNA-RETE ELETTRICA NAZIONA	TRN	1283.84	N/A	1283.84	1027.07	EUR	No	1283.84	1027.07
IDEM	UCG	UNICREDIT SPA	UCG	1396.31	N/A	1396.31	1117.05	EUR	No	1396.31	1117.05
IDEM	UNI	UNIPOL GRUPPO SPA	UNI	545.781	N/A	545.781	436.625	EUR	No	545.781	436.625
IDEM	US	UNIPOLSAI ASSICURAZIONI SPA	US	494.838	N/A	494.838	395.87	EUR	No	494.838	395.87

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	52859.26	N/A	52859.26	42287.41	USD	No	52859.26	42287.41
IPE	COIL	ICE Brent Crude	COIL	9500	N/A	9500	7600	USD	Yes	9500	7600
IPE	GOIL	ICE Gasoil	GOIL	10507.25	N/A	10507.25	8405.80	USD	No	10507.25	8405.80
IPE	HOIL	ICE Heating Oil	HOIL	10101.00	N/A	10101.00	8080.80	USD	No	10101.00	8080.80
IPE	NCF	Newcastle Coal Futures	NCF	62769.61	N/A	62769.61	50215.69	USD	No	62769.61	50215.69
IPE	NGF	ICE UK Natural Gas	NGF	26621.00	N/A	26621.00	21296.80	GBP	No	26621.00	21296.80
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	15471.75	N/A	15471.75	12377.40	USD	No	15471.75	12377.40
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	10900	N/A	10900	8720	USD	Yes	10900	8720

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	8454687.50	6763750	12078125	9662500	KRW	Yes	12078125	9662500
KSE	K200M	Mini KOSPI200 Index	05	1691112.49	1352889.92	2415874.99	1932699.89	KRW	Yes	2415874.99	1932699.89
KSE	KOSDQ150	KOSDAQ 150 Index	06	1197962.48	958369.98	1711374.97	1369099.98	KRW	No	1711374.97	1369099.98
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	241568.73	N/A	241568.73	193254.98	KRW	No	241568.73	193254.98
KSE	017670	SK TELECOM	112	175629.52	N/A	175629.52	140503.61	KRW	No	175629.52	140503.61
KSE	005490	POSCO	113	935961.62	N/A	935961.62	748769.30	KRW	No	935961.62	748769.30
KSE	030200	KTCORPORATION	114	97658.76	N/A	97658.76	78127.01	KRW	No	97658.76	78127.01
KSE	015760	KOREA ELECTRIC POWER CORP	115	67032.98	N/A	67032.98	53626.38	KRW	No	67032.98	53626.38
KSE	005380	HYUNDAI MOTOR CO	116	653141.81	N/A	653141.81	522513.44	KRW	No	653141.81	522513.44
KSE	016360	SAMSUNG SECURITIES CO LTD	117	132659.67	N/A	132659.67	106127.73	KRW	No	132659.67	106127.73
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	122659.41	N/A	122659.41	98127.53	KRW	No	122659.41	98127.53
KSE	000270	KIA CORP	119	261881.74	N/A	261881.74	209505.39	KRW	No	261881.74	209505.39
KSE	012330	HYUNDAI MOBIS CO LTD	120	798458.09	N/A	798458.09	638766.45	KRW	No	798458.09	638766.45
KSE	006400	SAMSUNG SDI CO LTD	122	2021927.15	N/A	2021927.15	1617541.72	KRW	No	2021927.15	1617541.72
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	589077.69	N/A	589077.69	471262.15	KRW	No	589077.69	471262.15
KSE	066570	LG ELECTRONICS INC	124	457824.30	N/A	457824.30	366259.41	KRW	No	457824.30	366259.41
KSE	036460	KOREA GAS CORPORATION	128	114690.45	N/A	114690.45	91752.36	KRW	No	114690.45	91752.36
KSE	004020	HYUNDAI STEEL CO	132	140003.60	N/A	140003.60	112002.88	KRW	No	140003.60	112002.88
KSE	003550	LG CORP	134	257194.12	N/A	257194.12	205755.29	KRW	No	257194.12	205755.29
KSE	078930	GS HOLDINGS	135	124690.71	N/A	124690.71	99752.57	KRW	No	124690.71	99752.57
KSE	033780	KT & G CORPORATION	136	245943.83	N/A	245943.83	196755.06	KRW	No	245943.83	196755.06
KSE	009540	KOREA SHIPBUILDING & OFFSHOR	139	304070.34	N/A	304070.34	243256.27	KRW	No	304070.34	243256.27
KSE	086790	HANA FINANCIAL GROUP	140	144222.46	N/A	144222.46	115377.97	KRW	No	144222.46	115377.97
KSE	096770	SK INNOVATION CO LTD	141	821896.19	N/A	821896.19	657516.95	KRW	No	821896.19	657516.95
KSE	001040	CJ CORP	142	254069.04	N/A	254069.04	203255.23	KRW	No	254069.04	203255.23
KSE	034220	LG DISPLAY CO LTD	145	74845.68	N/A	74845.68	59876.54	KRW	No	74845.68	59876.54
KSE	105560	KB FINANCIAL GROUP INC	146	193129.97	N/A	193129.97	154503.97	KRW	No	193129.97	154503.97
KSE	051910	LG CHEM LTD	147	2234432.62	N/A	2234432.62	1787546.09	KRW	No	2234432.62	1787546.09
KSE	006800	MIRAE ASSET SECURITIES CO LT	148	26969.45	N/A	26969.45	21575.56	KRW	No	26969.45	21575.56
KSE	042670	HYUNDAI DOOSAN INFRACORE CO	149	20844.29	N/A	20844.29	16675.43	KRW	No	20844.29	16675.43
KSE	000660	SK HYNIX INC	150	401572.83	N/A	401572.83	321258.26	KRW	No	401572.83	321258.26
KSE	006360	GS ENGINEERING & CONSTRUCT	151	134690.97	N/A	134690.97	107752.77	KRW	No	134690.97	107752.77
KSE	139480	E-MART INC	154	450011.59	N/A	450011.59	360009.26	KRW	No	450011.59	360009.26
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	123440.67	N/A	123440.67	98752.54	KRW	No	123440.67	98752.54
KSE	035420	NAVER CORP	156	1070340.08	N/A	1070340.08	856272.03	KRW	No	1070340.08	856272.03
KSE	003490	KOREAN AIR LINES CO LTD	157	90627.33	N/A	90627.33	72501.87	KRW	No	90627.33	72501.87
KSE	3KTB	3-Year Korea Treasury Bond	165	970438.44	N/A	970438.44	776350.75	KRW	No	970438.44	776350.75
KSE	FLKTB	10-Year Korea Treasury Bond	167	2996780.78	N/A	2996780.78	2397424.62	KRW	No	2996780.78	2397424.62
KSE	KWY	United States dollar	175	1483750	N/A	1483750	1187000	KRW	No	2967500	2374000
KSE	032640	LG UPLUS CORP	1B0	42032.33	N/A	42032.33	33625.87	KRW	No	42032.33	33625.87
KSE	010950	S-OILCORPORATION	1B2	295945.12	N/A	295945.12	236756.09	KRW	No	295945.12	236756.09
KSE	010130	KOREA ZINC CO LTD	1B3	1706293.95	N/A	1706293.95	1365035.16	KRW	No	1706293.95	1365035.16
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	33907.12	N/A	33907.12	27125.70	KRW	No	33907.12	27125.70
KSE	001680	DAESANG CORPORATION	1B6	70783.07	N/A	70783.07	56626.46	KRW	No	70783.07	56626.46
KSE	047050	POSCO INTERNATIONAL CORP	1B7	71564.34	N/A	71564.34	57251.47	KRW	No	71564.34	57251.47
KSE	034020	DOOSAN HEAVY INDUSTRIES	1B9	66797.25	N/A	66797.25	51443.76	KRW	No	66797.25	51443.76
KSE	023530	LOTTE SHOPPING CO	1BA	268444.41	N/A	268444.41	214755.53	KRW	No	268444.41	214755.53
KSE	011170	LOTTE CHEMICAL CORP	1BB	675017.38	N/A	675017.38	540013.91	KRW	No	675017.38	540013.91
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	208755.37	N/A	208755.37	167004.30	KRW	No	208755.37	167004.30
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	17594.20	N/A	17594.20	14075.36	KRW	No	17594.20	14075.36
KSE	029780	SAMSUNG CARD CO	1BG	96408.73	N/A	96408.73	77126.99	KRW	No	96408.73	77126.99
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	165941.77	N/A	165941.77	132753.42	KRW	No	165941.77	132753.42
KSE	036570	NCSOFTCORPORATION	1BJ	2282445	N/A	2282445	1521630	KRW	No	2282445	1521630
KSE	000080	HITE JINRO CO LTD	1BK	96408.73	N/A	96408.73	77126.99	KRW	No	96408.73	77126.99
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	249068.92	N/A	249068.92	199255.14	KRW	No	249068.92	199255.14
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	112034.14	N/A	112034.14	89627.30	KRW	No	112034.14	89627.30
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	139847.35	N/A	139847.35	111877.88	KRW	No	139847.35	111877.88
KSE	011210	HYUNDAI WIA CORP	1BP	235006.05	N/A	235006.05	188004.84	KRW	No	235006.05	188004.84
KSE	008770	HOTEL SHILLA CO LTD	1BQ	264595.50	N/A	264595.50	193504.98	KRW	No	264595.50	193504.98
KSE	035250	KANGWON LAND, INC.	1BS	79533.30	N/A	79533.30	63626.64	KRW	No	79533.30	63626.64
KSE	138930	BNK FINANCIAL GROUP INC	1BT	27688.21	N/A	27688.21	22150.57	KRW	No	27688.21	22150.57
KSE	139130	DGB FINANCIAL GROUP INC	1BV	30688.29	N/A	30688.29	24550.63	KRW	No	30688.29	24550.63
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	42813.60	N/A	42813.60	34250.88	KRW	No	42813.60	34250.88
KSE	001120	LX INTERNATIONAL CORP	1BX	81252.09	N/A	81252.09	65001.67	KRW	No	81252.09	65001.67
KSE	011070	LG INNOTEK CO LTD	1BY	1201593.46	N/A	1201593.46	961274.77	KRW	No	1201593.46	961274.77
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	37344.71	N/A	37344.71	29875.77	KRW	No	37344.71	29875.77
KSE	010060	OCI CO LTD	1C0	295007.59	N/A	295007.59	236006.07	KRW	No	295007.59	236006.07
KSE	034730	SK INC	1C1	760957.11	N/A	760957.11	608765.66	KRW	No	760957.11	608765.66
KSE	001740	SK NETWORKS CO LTD	1C2	15094.14	N/A	15094.14	12075.31	KRW	No	15094.14	12075.31
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	542201.46	N/A	542201.46	433761.17	KRW	No	542201.46	433761.17
KSE	002350	NEXEN TIRE CORPORATION	1C4	22531.83	N/A	22531.83	18025.46	KRW	No	22531.83	18025.46
KSE	018260	SAMSUNG SDS CO LTD	1C5	470324.62	N/A	470324.62	376259.69	KRW	No	470324.62	376259.69
KSE	090430	AMOREPACIFIC CORP	1C6	475012.25	N/A	475012.25	380009.77	KRW	No	475012.25	380009.77
KSE	030000	CHEIL WORLDWIDE INC	1C7	70470.57	N/A	70470.57	56376.45	KRW	No	70470.57	56376.45
KSE	028260	SAMSUNG C&T CORP	1C8	360946.80	N/A	360946.80	288757.44	KRW	No	360946.80	288757.44
KSE	000880	HANWHA CORPORATION	1C9	100471.34	N/A	100471.34	80377.07	KRW	No	100471.34	80377.07
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	009830	HANWHA SOLUTIONS CORP	1CB	121878.14	N/A	121878.14	97502.51	KRW	No	121878.14	97502.51
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	545326.56	N/A	545326.56	436261.25	KRW	No	545326.56	436261.25
KSE	010620	HYUNDAIMIPODOCKYARD	1CD	252506.51	N/A	252506.51	202005.20	KRW	No	252506.51	202005.20
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	81720.86	N/A	81720.86	65376.68	KRW	No	81720.86	65376.68
KSE	035720	KAKAO CORP	1CF	292507.53	N/A	292507.53	234006.02	KRW	No	292507.53	234006.02
KSE	034230	PARADISE CO LTD	1CG	47969.99	N/A	47969.99	38375.99	KRW	No	47969.99	38375.99
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	1CJ	52345.10	N/A	52345.10	41876.08	KRW	No	52345.10	41876.08
KSE	069080	WEBZEN INC	1CK	90499.50	N/A	90499.50	63376.63	KRW	No	90499.50	63376.63
KSE	096530	SEEGENE INC	1CL	677517.43	N/A	677517.43	542013.95	KRW	No	677517.44	542013.95
KSE	022100	POSCO ICT CO LTD	1CN	19938.01	N/A	19938.01	15950.41	KRW	No	19938.01	15950.41
KSE	068270	CELLTRION INC	1CP	1083574.06	N/A	1083574.06	866859.25	KRW	No	1083574.06	866859.25
KSE	122870	YG ENTERTAINMENT INC	1CQ	154066.47	N/A	154066.47	123253.17	KRW	No	154066.47	123253.17
KSE	051900	LG HOUSEHOLD & HEALTH CARE	1CR	3034453.125	N/A	3034453.125	2427562.50	KRW	No	3034453.125	2427562.50
KSE	002790	AMOREPACIFIC GROUP	1CS	129378.33	N/A	129378.33	103502.67	KRW	No	129378.33	103502.67
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	679705	N/A	679705	543763.98	KRW	No	679705	543763.98
KSE	008930	HANMI SCIENCE CO LTD	1CV	634716.43	N/A	634716.43	507773.14	KRW	No	634716.43	507773.14
KSE	021240	COWAY CO LTD	1CW	228130.88	N/A	228130.88	182504.71	KRW	No	228130.88	182504.71
KSE	128940	HANMI PHARM CO LTD	1CX	3281334.375	N/A	3281334.375	2625067.50	KRW	No	3281334.375	2625067.50
KSE	018880	HANON SYSTEMS	1CY	38594.74	N/A	38594.74	30875.80	KRW	No	38594.74	30875.80
KSE	027410	BGF CO LTD	1CZ	16094.17	N/A	16094.17	12875.33	KRW	No	16094.17	12875.33
KSE	005830	DB INSURANCE CO LTD	1D0	198442.61	N/A	198442.61	158754.09	KRW	No	198442.61	158754.09
KSE	097950	CJ CHEILJEDANG CORP.	1D1	1175030.27	N/A	1175030.27	940024.22	KRW	No	1175030.27	940024.22
KSE	009240	HANSSEM CO LTD	1D2	265319.34	N/A	265319.34	212255.47	KRW	No	265319.34	212255.47
KSE	002380	KCC CORP	1D3	1176592.77	N/A	1176592.77	941274.22	KRW	No	1176592.77	941274.22
KSE	007070	GS RETAIL CO LTD	1D4	90627.33	N/A	90627.33	72501.87	KRW	No	90627.33	72501.87
KSE	012750	S1 CORPORATION	1D5	224380.79	N/A	224380.79	179504.63	KRW	No	224380.79	179504.63
KSE	000100	YUHAN CORPORATION	1D6	761269.58	N/A	761269.58	609015.66	KRW	No	761269.59	609015.66
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	111721.63	N/A	111721.63	89377.30	KRW	No	111721.63	89377.30
KSE	069960	HYUNDAI DEPT STORE CO	1D8	230630.94	N/A	230630.94	184504.75	KRW	No	230630.94	184504.75
KSE	079160	CJ CGV CO LTD	1D9	76408.22	N/A	76408.22	61126.57	KRW	No	76408.22	61126.57
KSE	004370	NONGSHIM CO LTD	1DA	984400.39	N/A	984400.39	787520.31	KRW	No	984400.39	787520.31
KSE	079550	LIG NEX1 CO LTD	1DB	258472.50	N/A	258472.50	179754.63	KRW	No	258472.50	179754.63
KSE	204320	MANDO CORP	1DC	181567.18	N/A	181567.18	145253.74	KRW	No	181567.18	145253.74
KSE	004170	SHINSEGAE INC	1DD	754706.95	N/A	754706.95	603765.55	KRW	No	754706.95	603765.55
KSE	161890	KOLMAR KOREA CO LTD	1DE	120784.36	N/A	120784.36	96627.49	KRW	No	120784.36	96627.49
KSE	111770	YOUNGONE CORP	1DG	148753.83	N/A	148753.83	119003.07	KRW	No	148753.83	119003.07
KSE	008560	MERITZ SECURITIES CO LTD	1DH	19875.51	N/A	19875.51	15900.41	KRW	No	19875.51	15900.41
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	571889.75	N/A	571889.75	457511.80	KRW	No	571889.75	457511.80
KSE	192820	COSMAX INC	1DK	244068.78	N/A	244068.78	195255.02	KRW	No	244068.78	195255.02
KSE	108670	LX HAUSYS LTD	1DL	200630.17	N/A	200630.17	160504.13	KRW	No	200630.17	160504.13
KSE	023590	DAOU TECHNOLOGY INC	1DM	69064.28	N/A	69064.28	55251.42	KRW	No	69064.28	55251.42
KSE	039130	HANA TOUR SERVICE INC	1DN	237506.12	N/A	237506.12	190004.88	KRW	No	237506.12	190004.88
KSE	086900	MEDY-TOX INC	1DP	1588790.92	N/A	1588790.92	1271032.73	KRW	No	1588790.92	1271032.73
KSE	078340	COM2US CORP	1DR	557497.50	N/A	557497.50	371665	KRW	No	557497.50	371665
KSE	035760	CJ ENM CO LTD	1DT	421260.86	N/A	421260.86	337008.67	KRW	No	421260.86	337008.67
KSE	056190	SFA ENGINEERING CORP	1DV	109065.31	N/A	109065.31	87252.25	KRW	No	109065.31	87252.25
KSE	241560	DOOSAN BOBCAT INC	1DW	127190.78	N/A	127190.78	101752.62	KRW	No	127190.78	101752.62
KSE	017800	HYUNDAI ELEVATOR CO	1DY	125315.73	N/A	125315.73	100252.58	KRW	No	125315.73	100252.58
KSE	105630	HANSAE CO LTD	1DZ	73126.88	N/A	73126.88	58501.50	KRW	No	73126.88	58501.50
KSE	240810	WONIK IPS CO LTD	1E0	123909.44	N/A	123909.44	99127.55	KRW	No	123909.44	99127.55
KSE	001060	JW PHARMACEUTICAL	1E1	281224.01	N/A	281224.01	224979.21	KRW	No	281224.01	224979.21
KSE	053800	AHNLAB INC	1E2	320008.24	N/A	320008.24	256006.58	KRW	No	320008.24	256006.58
KSE	091700	PARTRON CO LTD	1E3	38438.49	N/A	38438.49	30750.79	KRW	No	38438.49	30750.79
KSE	041510	SM ENTERTAINMENT CO LTD	1E4	213130.49	N/A	213130.49	170504.39	KRW	No	213130.49	170504.39
KSE	251270	NETMARBLE CORP	1E5	345321.39	N/A	345321.39	276257.11	KRW	No	345321.39	276257.11
KSE	091990	CELLTRION HEALTHCARE CO LTD	1E6	894876.45	N/A	894876.45	715901.16	KRW	No	894876.47	715901.16
KSE	003670	POSCO CHEMICAL CO LTD	1E8	406260.46	N/A	406260.46	325008.36	KRW	No	406260.46	325008.36
KSE	003520	YUNGJIN PHARMACEUTICAL CO	1E9	63251.63	N/A	63251.63	50601.30	KRW	No	63251.63	50601.30
KSE	178920	PI ADVANCED MATERIALS CO LTD	1EA	191160	N/A	191160	131753.39	KRW	No	191160	131753.39
KSE	294870	HDC HYUNDAI DEVELOPMENT CO-E	1EC	58126.50	N/A	58126.50	46501.20	KRW	No	58126.50	46501.20
KSE	020150	ILJIN MATERIALS CO LTD	1ED	372960	N/A	372960	280007.21	KRW	No	372960	280007.21
KSE	009420	HANALL BIOPHARMA CO LTD	1EE	248756.40	N/A	248756.40	199005.12	KRW	No	248756.40	199005.12
KSE	035900	JYP ENTERTAINMENT CORP	1EF	140316.11	N/A	140316.11	112252.89	KRW	No	140316.11	112252.89
KSE	207940	SAMSUNG BIOLOGICS CO LTD	1ES	5281386.09	N/A	5281386.09	4225108.75	KRW	No	5281386.09	4225108.75
KSE	028050	SAMSUNG ENGINEERING CO LTD	1ET	73126.88	N/A	73126.88	58501.50	KRW	No	73126.88	58501.50
KSE	272210	HANWHA SYSTEMS CO LTD	1EV	54532.65	N/A	54532.65	43626.12	KRW	No	54532.65	43626.12
KSE	003850	BORYUNG PHARMACEUTICAL CO	1EW	168754.35	N/A	168754.35	135003.48	KRW	No	168754.35	135003.48
KSE	293490	KAKAO GAMES CORP	1EX	253818	N/A	253818	176254.53	KRW	No	253818	176254.53
KSE	247540	ECOPRO BM CO LTD	1EY	1396425	N/A	1396425	1084027.89	KRW	No	1396425	1084027.89
KSE	253450	STUDIO DRAGON CORP	1EZ	272194.51	N/A	272194.51	217755.61	KRW	No	272194.51	217755.61
KSE	278280	CHUNBO CO LTD	1F0	940649.24	N/A	940649.24	752519.375	KRW	No	940649.24	752519.375
KSE	200130	KOLMAR BNH CO LTD	1F1	93283.65	N/A	93283.65	74626.92	KRW	No	93283.65	74626.92
KSE	036540	SFA SEMICON CO LTD	1F2	22688.08	N/A	22688.08	18150.47	KRW	No	22688.08	18150.47
KSE	060250	NHN KCP CORP	1F3	82189.62	N/A	82189.62	65751.69	KRW	No	82189.62	65751.69
KSE	000250	SAM CHUN DANG PHARM CO LTD	1F4	497512.79	N/A	497512.79	398010.23	KRW	No	497512.79	398010.23

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	6657.59	N/A	6657.59	5326.07	USD	No	6657.59	5326.07
LMEOTC	CA	Grade A Copper - LME	CA	26147.49	N/A	26147.49	20917.99	USD	No	26147.49	20917.99
LMEOTC	NI	Nickel - LME	NI	18555.91	N/A	18555.91	14844.73	USD	No	18555.91	14844.73
LMEOTC	PB	Lead - LME	PB	8598.69	N/A	8598.69	6878.95	USD	No	8598.69	6878.95
LMEOTC	SNLME	Tin future	SN	66381.86	N/A	66381.86	53105.49	USD	No	66381.86	53105.49
LMEOTC	ZSLME	Special High Grade Zinc	ZS	11912.50	N/A	11912.50	9530.00	USD	No	11912.50	9530.00

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	1062.50	N/A	1062.50	850	EUR	Yes	1062.50	850
MATIF	ECO	European Rapeseed Future	ECO	3259.67	N/A	3259.67	2607.74	EUR	No	3259.67	2607.74
MATIF	EMA	Corn	EMA	1437.18	N/A	1437.18	1149.74	EUR	No	1437.18	1149.74

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	65.111	N/A	65.111	52.0887	EUR	No	65.111	52.0887
MEFFRV	ACS	ACS ACTIVIDADES CONS Y SERV	ACS	479.80	N/A	479.80	383.84	EUR	No	479.80	383.84
MEFFRV	ACX	ACERINOX SA	ACX	237.423	N/A	237.423	189.938	EUR	No	237.423	189.938
MEFFRV	ANA	ACCIONA SA	ANA	2937.11	N/A	2937.11	2349.69	EUR	No	2937.11	2349.69
MEFFRV	BBVA	BANCO BILBAO VIZCAYA ARGENTA	BBV	108.006	N/A	108.006	86.405	EUR	No	108.006	86.4049
MEFFRV	BKT	BANKINTER SA	BKT	92.5618	N/A	92.5618	74.0494	EUR	No	92.5618	74.0494
MEFFRV	ELE	ENDESA SA	ELE	359.552	N/A	359.552	287.642	EUR	No	359.552	287.642
MEFFRV	ENG	ENAGAS SA	ENA	377.441	N/A	377.441	301.953	EUR	No	377.441	301.953
MEFFRV	FCC	FOMENTO DE CONSTRUC Y CONTRA	FCC	201.177	N/A	201.177	160.942	EUR	No	201.177	160.942
MEFFRV	FER	FERROVIAL SA	FER	495.075	N/A	495.075	396.06	EUR	No	495.075	396.06
MEFFRV	SGRE	SIEMENS GAMESA RENEWABLE ENE	GAM	596.5625	N/A	596.5625	477.25	EUR	No	596.5625	477.25
MEFFRV	NTGY	NATURGY ENERGY GROUP SA	GAS	538.151	N/A	538.151	430.521	EUR	No	538.151	430.521
MEFFRV	GRF	GRIFOLS SA	GRF	1065.83	N/A	1065.83	852.661	EUR	No	1065.83	852.661
MEFFRV	IBE	IBERDROLA SA	IBE	186.042	N/A	186.042	148.834	EUR	No	186.042	148.834
MEFFRV	IBEX35	IBEX 35 Index	IBX	7875.02	6300.01	11250.03	9000.02	EUR	No	11250.03	9000.02
MEFFRV	IDR	INDRA SISTEMAS S.A.	IDR	175.89	N/A	175.89	140.712	EUR	No	175.889	140.712
MEFFRV	ITX	INDUSTRIA DE DISENO TEXTIL	ITX	535.781	N/A	535.781	428.625	EUR	No	535.781	428.625
MEFFRV	MAP	MAPFRE SA	MAP	54.74875	N/A	54.74875	43.799	EUR	No	54.74875	43.799
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	787.502	630.001	1125.00	900.002	EUR	Yes	1125.00	900.002
MEFFRV	MT	ARCELORMITTAL	MTS	779.315	N/A	779.315	623.452	EUR	No	779.315	623.452
MEFFRV	REE	RED ELECTRICA CORPORACION SA	REE	333.047	N/A	333.047	266.438	EUR	No	333.047	266.438
MEFFRV	REP	REPSOL SA	REP	210.58	N/A	210.58	168.464	EUR	No	210.58	168.464
MEFFRV	SAB1	BANCO DE SABADELL SA	SAB	54.74875	N/A	54.74875	43.799	EUR	No	54.74875	43.799
MEFFRV	SAN1	BANCO SANTANDER SA	SAN	66.7826	N/A	66.7826	53.4261	EUR	No	66.7828	53.4262
MEFFRV	SCYR	SACYR SA	SVO	54.74875	N/A	54.74875	43.799	EUR	No	54.74875	43.799
MEFFRV	TEF	TELEFONICA SA	TEF	80.0517	N/A	80.0517	64.0413	EUR	No	80.0518	64.0414
MEFFRV	TL5	MEDIASET ESPANA COMUNICACION	TL5	79.8339	N/A	79.8339	63.8671	EUR	No	79.834	63.8672

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	1269.06	N/A	1269.06	1015.25	MXN	No	1269.06	1015.25
MEXDER	CEMEXCPO	CEMEX SAB-CPO	CXC	1269.06	N/A	1269.06	1015.25	MXN	No	1269.06	1015.25
MEXDER	DEUA	United States dollar	DA	22500.02	N/A	22500.02	18000.01	MXN	No	22500.02	18000.01
MEXDER	EURO	European Monetary Union Euro	EU	55500.00	N/A	55500.00	44400.00	MXN	No	55500.00	44400.00
MEXDER	FEMSAUBD	FOMENTO ECONOMICO MEXICA-UBD	FEM	3192.19	N/A	3192.19	2553.75	MXN	No	3192.19	2553.75
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	55250	N/A	55250	44200	MXN	Yes²	55250	44200
MEXDER	BONO10	10 Year Bond	M10	30562.50	N/A	30562.50	24450	MXN	No	30562.50	24450
MEXDER	BONO3	3 Year Bond	M3	10462.50	N/A	10462.50	8370	MXN	No	10462.50	8370
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	11050.01	N/A	11050.01	8840.00	MXN	No	11050.01	8840.00

Euronext France (MONEP)

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

Exchange MONEP	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MONEP	EPEU	FTSE EPRA/NAREIT Euro Zone	EPE	9750.00	N/A	9750.00	7800.00	EUR	No	9750.00	7800.00
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	7192.22	N/A	7192.22	5753.78	EUR	No	7192.22	5753.78
MONEP	CAC40	CAC 40	FCE	5103.58	4082.86	7290.83	5832.66	EUR	Yes	7290.83	5832.66
MONEP	FEF	FTSEurofirst 80 NEW	FEF	15562.51	N/A	15562.51	12450.01	EUR	No	15562.51	12450.01
MONEP	FEO	FTSEurofirst 100 NEW	FEO	13049.99	N/A	13049.99	10439.99	EUR	No	13049.99	10439.99
MONEP	CAC40	CAC 40	MFC	510.358	408.286	729.083	583.266	EUR	No	729.083	583.266

National Stock Exchange of India (NSE)

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

Exchange NSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NSE	ABCAPITAL	ADITYA BIRLA CAPITAL LIMITED	ABCAPITAL	195582.64	N/A	195582.64	156466.2	INR	No	44.3756	35.5005
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	141866.5	113493.25	202666.5	162133.25	INR	Yes	8085.09	6468.07
NSE	CROMPTON	CROMPTON GREAVES CONSUMER EL	CROMPTON	123697.2	N/A	123697.2	98957.87	INR	No	112.19	89.7517
NSE	DALBHARAT	DALMIA BHARAT LTD	DALBHARAT	145988.75	N/A	145988.75	116791	INR	No	582.83	466.264
NSE	EURINR	Euro in Indian Rupee	EURINR	10628.75	N/A	10628.75	8503.00	INR	No	10628.75	8503.00
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	12731.88	N/A	12731.88	10185.50	INR	No	12731.88	10185.50
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	8144.06	N/A	8144.06	6515.25	INR	No	8144.06	6515.25
NSE	LAURUSLAB	LAURUS LABS LTD	LAURUSLABS	586535.4	N/A	586535.4	469228.5	INR	No	651.706	521.365
NSE	NIFTY50	Nifty 50	NIFTY	101655	81324	145221.25	116177	INR	Yes	2894.16	2315.33
NSE	USDINR	US Dollars in Indian Rupee	USDINR	9276.56	N/A	9276.56	7421.25	INR	Yes	9276.56	7421.25

ICE Futures U.S. (NYBOT)

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

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	CC	Cocoa NYBOT	CC	3125.56	N/A	3125.56	2500.45	USD	Yes	3125.56	2500.45
NYBOT	CT	Cotton No. 2	CT	6370.06	N/A	6370.06	5096.05	USD	Yes	6370.06	5096.05
NYBOT	DX	NYBOT US Dollar FX	DX	2632.71	N/A	2632.71	2106.17	USD	Yes	2632.71	2106.17
NYBOT	NYFANG	NYSE FANG+ Index	FNG	5449.45	N/A	5449.45	4359.56	USD	No	5449.45	4359.56
NYBOT	KC	Coffee "C"	KC	16182.80	N/A	16182.80	12946.24	USD	Yes	16182.80	12946.24
NYBOT	OJ	FC Orange Juice "A"	OJ	3022.28	N/A	3022.28	2417.82	USD	Yes	3022.28	2417.82
NYBOT	RS	Canola	RS	1725	N/A	1725	1380	CAD	No	1725	1380
NYBOT	SB	Sugar No. 11	SB	2325.82	N/A	2325.82	1860.66	USD	Yes	2325.82	1860.66
NYBOT	SF	Sugar #16 112000 lbs	SF	4158.42	N/A	4158.42	3326.74	USD	No	4158.42	3326.74

New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	ALI	NYMEX Aluminum Index	ALI	11604.68	N/A	11604.68	9283.75	USD	No	11604.68	9283.75
NYMEX	BB	NYMEX Brent Financial Futures Index	BB	7031.25	N/A	7031.25	5625	USD	No	7031.25	5625
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	7031.25	N/A	7031.25	5625	USD	Yes²	7031.25	5625
NYMEX	CL	Light Sweet Crude Oil	CL	7250	N/A	7250	5800	USD	Yes	7250	5800
NYMEX	GC	Gold	GC	10246.08	N/A	10246.08	8196.87	USD	Yes	10246.08	8196.87
NYMEX	HG	NYMEX Copper Index	HG	11648.22	N/A	11648.22	9318.58	USD	Yes	11648.22	9318.58
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	13660.50	N/A	13660.50	10928.40	USD	No	13660.50	10928.40
NYMEX	HO	Heating Oil	HO	7375	N/A	7375	5900	USD	Yes	7375	5900
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	13660.50	N/A	13660.50	10928.40	USD	No	13660.50	10928.40
NYMEX	HRC	Hot-Rolled Coil Steel Index	HRC	2129.17	N/A	2129.17	1703.34	USD	No	2129.17	1703.34
NYMEX	LT	Gulf Coast ULSD (Platts) Up-Down Futures	LT	62.50	N/A	62.50	50	USD	No	62.50	50
NYMEX	MCL	Micro WTI Crude Oil	MCL	725	N/A	725	580	USD	No	725	580
NYMEX	MGC	E-Micro Gold	MGC	1024.61	N/A	1024.61	819.687	USD	No	1024.61	819.687
NYMEX	NG	Henry Hub Natural Gas	NG	16071.13	N/A	16071.13	12856.90	USD	Yes	16071.13	12856.90
NYMEX	PA	NYMEX Palladium Index	PA	39786.61	N/A	39786.61	31829.29	USD	No	39786.61	31829.29
NYMEX	PL	NYMEX Platinum Index	PL	7086.74	N/A	7086.74	5669.39	USD	No	7086.74	5669.39
NYMEX	QC	COMEX MINY Copper	QC	5824.11	N/A	5824.11	4659.29	USD	No	5824.11	4659.29
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	3415.13	N/A	3415.13	2732.10	USD	No	3415.13	2732.10
NYMEX	QI	COMEX MINY Silver	QI	17188.50	N/A	17188.50	7161.875	USD	No	17188.50	7161.875
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	3625	N/A	3625	2900	USD	No	3625	2900
NYMEX	QO	COMEX MINY Gold	QO	5123.04	N/A	5123.04	4098.43	USD	No	5123.04	4098.43
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	7625	N/A	7625	6100	USD	Yes	7625	6100
NYMEX	SGC	Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures	SGC	56250.10	N/A	56250.10	45000.08	CNH	No	56250.10	45000.08
NYMEX	SGUF	Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures	SGU	6361.05	N/A	6361.05	5088.84	USD	No	6361.05	5088.84
NYMEX	SI	NYMEX Silver Index	SI	34377	N/A	34377	14323.75	USD	Yes	34377	14323.75
NYMEX	SI	NYMEX Silver Index	SIL	6875.40	N/A	6875.40	2864.75	USD	No	6875.40	2864.75
NYMEX	TT	NYMEX Cotton index	TT	6840.50	N/A	6840.50	5472.40	USD	No	6840.50	5472.40
NYMEX	UX	NYMEX Uranium Index	UX	5625.01	N/A	5625.01	4500.00	USD	No	5625.01	4500.00

New York Stock Exchange/Liffe (NYSE LIFFE)

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

Exchange NYSELIFFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYSELIFFE	M1MSA	MSCI Emerging Markets Asia Net Total Return (NTR)	ASN	6230.29	N/A	6230.29	4984.23	USD	No	6230.29	4984.23
NYSELIFFE	M1EU	MSCI Europe NTR	EU9	8025.57	N/A	8025.57	6420.45	USD	No	8025.57	6420.45
NYSELIFFE	M1JP	The MSCI Japan NTR	JPP	5376.83	N/A	5376.83	4301.46	USD	No	5376.83	4301.46
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	6574.19	5259.35	9391.70	7513.36	USD	No	9391.70	7513.36
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3657.67	2926.13	5225.24	4180.19	USD	No	5225.24	4180.19
NYSELIFFE	MXUS	MSCI USA Index	MUN	33412.08	N/A	33412.08	26729.66	USD	No	33412.08	26729.66
NYSELIFFE	YG	Mini Sized NY Gold Futures	YG	6273.71	N/A	6273.71	5018.97	USD	Yes²	6273.71	5018.97
NYSELIFFE	YI	Mini Sized NY Silver Futures	YI	9194.39	N/A	9194.39	3831.00	USD	No	9194.39	3831.00
NYSELIFFE	ZG	Gold 100 Troy Oz	ZG	19513.86	N/A	19513.86	15611.09	USD	Yes²	19513.86	15611.09
NYSELIFFE	ZI	CBOT 5000 Oz Silver Futures	ZI	45971.94	N/A	45971.94	19154.97	USD	Yes²	45971.95	19154.98

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	6264.26	N/A	6264.26	5011.41	SEK	No	6264.26	5011.41
OMS	ALFA	ALFA LAVAL AB	ALFA.FWD	6249.41	N/A	6249.41	4999.53	SEK	No	6249.41	4999.53
OMS	ATCO.A	ATLAS COPCO AB-A SHS	ATCOA.FWD	10901.79	N/A	10901.79	8721.43	SEK	No	10901.79	8721.43
OMS	AZN	ASTRAZENECA PLC	AZN.FWD	24937.06	N/A	24937.06	19949.64	SEK	No	24937.06	19949.64
OMS	BOL	BOLIDEN AB	BOLI.FWD	7091.37	N/A	7091.37	5673.10	SEK	No	7091.37	5673.10
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB.FWD	2048.75	N/A	2048.75	1639	SEK	No	2048.75	1639
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB.FWD	3299.57	N/A	3299.57	2639.65	SEK	No	3299.57	2639.65
OMS	HUSQ.B	HUSQVARNA AB-B SHS	HUSQB.FWD	2495	N/A	2495	1996	SEK	No	2495	1996
OMS	INVE.B	INVESTOR AB-B SHS	INVEB.FWD	3911.04	N/A	3911.04	3128.83	SEK	No	3911.04	3128.83
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	LUPE.FWD	9264.32	N/A	9264.32	7411.46	SEK	No	9264.32	7411.46
OMS	NDASE	NORDEA BANK ABP	NDASE.FWD	2155.51	N/A	2155.51	1724.41	SEK	No	2155.51	1724.41
OMS	OMXESG	OMXS30 ESG Responsible Index	OMXESG	33073.57	N/A	33073.57	26458.86	SEK	No	33073.57	26458.86
OMS	OMXS30	OMX Index (Sweden)	OMXS30	18525.78	14820.62	26465.40	21172.32	SEK	Yes	26465.40	21172.32
OMS	SAND	SANDVIK AB	SAND.FWD	4640.54	N/A	4640.54	3712.43	SEK	No	4640.54	3712.43
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA.FWD	2397.14	N/A	2397.14	1917.72	SEK	No	2397.14	1917.72
OMS	SECU.B	SECURITAS AB-B SHS	SECUB.FWD	2160.49	N/A	2160.49	1728.39	SEK	No	2160.49	1728.39
OMS	SHB.A	SVENSKA HANDELSBANKEN-A SHS	SHBA.FWD	2012.78	N/A	2012.78	1610.23	SEK	No	2012.78	1610.23
OMS	SKF.B	SKF AB-B SHARES	SKFB.FWD	4309.36	N/A	4309.36	3447.48	SEK	No	4309.36	3447.48
OMS	SSAB.A	SSAB AB-A SHARES	SSABA.FWD	1207.50	N/A	1207.50	966	SEK	No	1207.50	966
OMS	TELIA	TELIA CO AB	TLSN.FWD	633.283	N/A	633.283	506.626	SEK	No	633.283	506.626
OMS	TREL.B	TRELLEBORG AB-B SHS	TRELB.FWD	4556.78	N/A	4556.78	3645.43	SEK	No	4556.78	3645.43
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB.FWD	4145.55	N/A	4145.55	3316.44	SEK	No	4145.55	3316.44

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	2270882.27	1816705.81	3244117.52	2595294.02	JPY	Yes	3244117.52	2595294.02
OSE.JPN	N225M	Nikkei 225 Mini	225M	227088.23	181670.58	324411.75	259529.40	JPY	No	324411.75	259529.40
OSE.JPN	JPNK400	JPX-Nikkei Index 400	400	104062.41	N/A	104062.41	83249.93	JPY	No	104062.41	83249.93
OSE.JPN	TPXC30	Topix Core30	C30	153750	N/A	153750	123000	JPY	No	153750	123000
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	330847.45	N/A	330847.45	264677.96	JPY	No	330847.45	264677.96
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JBL	1211166.11	N/A	1211166.11	968932.89	JPY	Yes	1211166.11	968932.89
OSE.JPN	MJ	Mini 10 Year JGB	JBLM	121116.61	N/A	121116.61	96893.29	JPY	No	121116.61	96893.29
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTH	94082.87	N/A	94082.87	75266.29	JPY	No	94082.87	75266.29
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NVI	127500	N/A	127500	102000	JPY	No	255250	204200
OSE.JPN	TSEREIT	TSE REIT Index	REIT	271298.71	N/A	271298.71	217038.96	JPY	No	271298.71	217038.96
OSE.JPN	TOPX	TOPIX Index	TPX	1350092.05	1080073.64	1928702.92	1542962.34	JPY	No	1928702.92	1542962.34
OSE.JPN	MNTPX	Japan Mini Topix	TPXM	135009.20	108007.36	192870.29	154296.23	JPY	No	192870.29	154296.23

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	-	COIL	9500	N/A	9500	7600	USD	No	9500	7600
QBALGOIEU	GOIL	-	GOIL	10507.25	N/A	10507.25	8405.80	USD	No	10507.25	8405.80
QBALGOIEU	WTI	-	WTI	10900	N/A	10900	8720	USD	No	10900	8720

ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	-	CC	3125.56	N/A	3125.56	2500.45	USD	No	3125.56	2500.45
QBALGOIUS	CT	-	CT	6370.06	N/A	6370.06	5096.05	USD	No	6370.06	5096.05
QBALGOIUS	DX	-	DX	2632.71	N/A	2632.71	2106.17	USD	No	2632.71	2106.17
QBALGOIUS	KC	-	KC	16182.80	N/A	16182.80	12946.24	USD	No	16182.80	12946.24
QBALGOIUS	OJ	-	OJ	3022.28	N/A	3022.28	2417.82	USD	No	3022.28	2417.82
QBALGOIUS	SB	-	SB	2325.82	N/A	2325.82	1860.66	USD	No	2325.82	1860.66

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	168750.00	N/A	168750.00	135000.00	JPY	No	168750.00	135000.00
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	1500	N/A	1500	1200	USD	No	1500	1200
SGX	XINA50	FTSE/Xinhua China A50	CN	1581.405	1265.12	2259.15	1807.32	USD	No	2259.15	1807.32
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	4870.31	N/A	4870.31	3896.25	USD	No	4870.31	3896.25
SGX	XIN0I	FTSE China H50	FCH	4130.21	N/A	4130.21	3304.16	USD	No	4130.21	3304.16
SGX	SCI	SGX TSI Iron Ore Futures	FEF	2625.00	N/A	2625.00	2100.00	USD	No	2625.00	2100.00
SGX	WIIDN	FTSE Indonesia Index	FID	2129.60	N/A	2129.60	1703.68	USD	No	2129.60	1703.68
SGX	FIVNM30	FTSE Vietnam 30 Price Return Index	FVN	1956.35	N/A	1956.35	1565.08	USD	No	1956.35	1565.08
SGX	NIFTY	CNX Nifty Index	IN	2146.84	1717.47	3066.91	2453.53	USD	Yes	3066.91	2453.53
SGX	INR	SGX USD/INR (USD) Futures	INR	4125.00	N/A	4125.00	3300.00	USD	No	4125.00	3300.00
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3369.50	N/A	3369.50	2695.60	USD	No	3369.50	2695.60
SGX	SGB	SGX Mini JGB Index	JB	170223.62	N/A	170223.62	136178.89	JPY	No	170223.62	136178.89
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	299718.75	N/A	299718.75	239775	JPY	No	299718.75	239775
SGX	KRW	Korean Won	KRW	7500	N/A	7500	6000	USD	No	7500	6000
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	1500	N/A	1500	1200	USD	No	1500	1200
SGX	MUC	SGX USD/CNH Futures (Mini)	MUC	9960	N/A	9960	7968	CNH	No	9960	7968
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1216250	N/A	1216250	973000	JPY	No	1216250	973000
SGX	SGXNK	SGX: Nikkei 225	NK	966958.42	773566.73	1381369.17	1105095.33	JPY	Yes	1381369.17	1105095.33
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	193391.68	154713.35	276273.83	221019.07	JPY	No	276273.83	221019.07
SGX	N225U	SGX: USD Nikkei 225 Index	NU	22500	N/A	22500	18000	USD	No	22500	18000
SGX	SSG	MSCI Singapore Free Index	SGP	1513.31	1210.65	2161.87	1729.50	SGD	Yes²	2161.87	1729.50
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	4340.11	N/A	4340.11	3472.09	SGD	No	4340.11	3472.09
SGX	STI	SGX Straits Times Index	ST	4875	N/A	4875	3900	SGD	No	4875	3900
SGX	TD	SGX Taiwan Dollar in US Dollar Futures (Mini)	TD	3180.49	N/A	3180.49	2543.59	USD	No	3180.49	2543.59
SGX	TSR20	SICOM Rubber	TF	900.49	N/A	900.49	720.392	USD	No	900.49	720.392
SGX	TWD	SGX Taiwan Dollar in US Dollar Futures (Full-Sized)	TWD	9538.46	N/A	9538.46	7630.77	USD	No	9538.46	7630.77
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2362.50	1890	3375	2700	USD	No	3375	2700
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	39840	N/A	39840	31872	CNH	No	39840	31872
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	2999999.97	N/A	2999999.97	2399999.98	JPY	No	2999999.97	2399999.98
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	1085.09	N/A	1085.09	868.071	SGD	No	1085.09	868.071
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	599999.99	N/A	599999.99	480000.00	JPY	No	599999.99	480000.00
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1272.30	N/A	1272.30	1017.84	SGD	No	1272.30	1017.84
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	3361.69	N/A	3361.69	2689.36	SGD	No	3361.70	2689.36
SGX	G13	GENTING SINGAPORE LTD	YGEN	736.00	N/A	736.00	588.80	SGD	No	736.002	588.80
SGX	BN4	KEPPEL CORP LTD	YKEP	2953.38	N/A	2953.38	2362.70	SGD	No	2953.38	2362.70
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	4620.40	N/A	4620.40	3696.32	SGD	No	4620.40	3696.32
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2295.20	N/A	2295.20	1836.16	SGD	No	2295.20	1836.16
SGX	Y92	THAI BEVERAGE PCL	YTBE	1218.86	N/A	1218.86	975.09	SGD	No	1218.85	975.08
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5607.67	N/A	5607.67	4486.13	SGD	No	5607.67	4486.13
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	4010.97	N/A	4010.97	3208.77	SGD	No	4010.97	3208.77
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	3297.79	N/A	3297.79	2638.23	SGD	No	3297.79	2638.23
SGX	AMBUJACEM	AMBUJA CEMENTS LIMITED	ZACE	3023.23	N/A	3023.23	2418.59	USD	No	3023.23	2418.59
SGX	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ZADS	5856.53	N/A	5856.53	4685.22	USD	No	5856.53	4685.22
SGX	ASIANPAIN	ASIAN PAINTS LTD	ZAPN	6314.48	N/A	6314.48	5051.59	USD	No	6314.48	5051.59
SGX	AUROPHARM	AUROBINDO PHARMA LTD	ZARB	8697.96	N/A	8697.96	6958.37	USD	No	8697.96	6958.37
SGX	AXISBANK	AXIS BANK LTD	ZAXS	2709.05	N/A	2709.05	2167.24	USD	No	2709.05	2167.24
SGX	BAJFINANC	BAJAJ FINANCE LTD	ZBAF	14699.88	N/A	14699.88	11759.91	USD	No	14699.88	11759.91
SGX	BHARTIART	BHARTI AIRTEL LIMITED	ZBHA	4598.36	N/A	4598.36	3678.69	USD	No	4598.36	3678.69
SGX	INDUSTOWE	INDUS TOWERS LTD	ZBHI	1276.73	N/A	1276.73	1021.38	USD	No	1276.73	1021.38
SGX	BAJAJ-AUT	BAJAJ AUTO LIMITED	ZBJA	3221.43	N/A	3221.43	2577.14	USD	No	3221.43	2577.14
SGX	BOSCHLTD	BOSCH LIMITED	ZBOS	3281.86	N/A	3281.86	2625.49	USD	No	3281.86	2625.49
SGX	BPCL	BHARAT PETROLEUM CORP LTD	ZBPC	2243.50	N/A	2243.50	1794.80	USD	No	2243.50	1794.80
SGX	CIPLA	CIPLA LTD	ZCIP	17295.19	N/A	17295.19	13836.15	USD	No	17295.19	13836.15
SGX	COALINDIA	COAL INDIA LTD	ZCOA	927.634	N/A	927.634	742.107	USD	No	927.634	742.107
SGX	DRREDDY	DR. REDDY'S LABORATORIES	ZDRR	29336.45	N/A	29336.45	23469.16	USD	No	29336.45	23469.16
SGX	EICHERMOT	EICHER MOTORS LTD	ZEIM	5292.16	N/A	5292.16	4233.73	USD	No	5292.16	4233.73
SGX	GAIL	GAIL INDIA LTD	ZGAI	2166.64	N/A	2166.64	1733.31	USD	No	2166.64	1733.31
SGX	HCLTECH	HCL TECHNOLOGIES LTD	ZHCL	4981.92	N/A	4981.92	3985.54	USD	No	4981.92	3985.54
SGX	HDFCBANK	HDFC BANK LIMITED	ZHDB	5800.04	N/A	5800.04	4640.03	USD	No	5800.04	4640.03
SGX	HDFC	HOUSING DEVELOPMENT FINANCE	ZHDF	5090.87	N/A	5090.87	4072.69	USD	No	5090.87	4072.69
SGX	HEROMOTOC	HERO MOTOCORP LIMITED	ZHMC	2411.47	N/A	2411.47	1929.18	USD	No	2411.47	1929.18
SGX	HINDALCO	HINDALCO INDUSTRIES LIMITED	ZHND	4751.72	N/A	4751.72	3801.38	USD	No	4751.72	3801.38
SGX	HINDPETRO	HINDUSTAN PETROLEUM CORP	ZHPC	1524.94	N/A	1524.94	1219.95	USD	No	1524.94	1219.95
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	4436.32	N/A	4436.32	3549.05	USD	No	4436.32	3549.05
SGX	ICICIBANK	ICICI BANK LTD	ZICI	6156.08	N/A	6156.08	4924.86	USD	No	6156.08	4924.86
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	299.252	N/A	299.252	239.402	USD	No	299.252	239.402
SGX	INDUSINDB	INDUSIND BANK LIMITED	ZIIB	1000.28	N/A	1000.28	800.226	USD	No	1000.28	800.226
SGX	INFY	INFOSYS LTD	ZINF	7242.21	N/A	7242.21	5793.77	USD	No	7242.21	5793.77
SGX	IOC	INDIAN OIL CORPORATION LTD	ZIOC	1157.08	N/A	1157.08	925.663	USD	No	1157.08	925.664
SGX	ITC	ITC LTD	ZITC	1671.15	N/A	1671.15	1336.92	USD	No	1671.15	1336.92
SGX	KOTAKBANK	KOTAK MAHINDRA BANK LTD	ZKMB	3637.71	N/A	3637.71	2910.17	USD	No	3637.71	2910.17
SGX	LUPIN	LUPIN LTD	ZLPC	5954.63	N/A	5954.63	4763.70	USD	No	5954.63	4763.70
SGX	LT	LARSEN & TOUBRO LIMITED	ZLT	3837.69	N/A	3837.69	3070.15	USD	No	3837.69	3070.15
SGX	MM	MAHINDRA & MAHINDRA LIMITED	ZMM	3307.76	N/A	3307.76	2646.21	USD	No	3307.76	2646.21
SGX	MARUTI	MARUTI SUZUKI INDIA LTD	ZMSI	1517.28	N/A	1517.28	1213.83	USD	No	1517.28	1213.83
SGX	NTPC	NTPC LIMITED	ZNTP	1829.03	N/A	1829.03	1463.22	USD	No	1829.03	1463.22
SGX	ONGC	OIL & NATURAL GAS CORP LTD	ZONG	1813.60	N/A	1813.60	1450.88	USD	No	1813.60	1450.88
SGX	POWERGRID	POWER GRID CORP. OF INDIA LTD.	ZPWG	3119.33	N/A	3119.33	2495.46	USD	No	3119.33	2495.46
SGX	RELIANCE	RELIANCE INDUSTRIES LIMITED	ZRIL	9530.66	N/A	9530.66	7624.52	USD	No	9530.66	7624.52
SGX	SBIN	STATE BANK OF INDIA	ZSBI	4770.49	N/A	4770.49	3816.39	USD	No	4770.49	3816.39
SGX	SUNPHARMA	SUN PHARMACEUTICAL INDUS	ZSUN	4303.00	N/A	4303.00	3442.40	USD	No	4303.00	3442.40
SGX	TATASTEEL	TATA STEEL LTD	ZTAT	3496.05	N/A	3496.05	2796.84	USD	No	3496.05	2796.84
SGX	TCS	TATA CONSULTANCY SVCS LTD	ZTCS	7434.50	N/A	7434.50	5947.60	USD	No	7434.50	5947.60
SGX	TECHM	TECH MAHINDRA LTD	ZTEC	6523.00	N/A	6523.00	5218.40	USD	No	6523.00	5218.40
SGX	TATAMOTOR	TATA MOTORS LTD	ZTTM	2000	N/A	2000	1600	USD	No	2000	1600
SGX	UPL	UPL LTD	ZUPL	4643.24	N/A	4643.24	3714.59	USD	No	4643.24	3714.59
SGX	ULTRACEMC	ULTRATECH CEMENT LTD	ZUTC	7188.86	N/A	7188.86	5751.09	USD	No	7188.86	5751.09
SGX	VEDL	VEDANTA LTD	ZVED	2055.77	N/A	2055.77	1644.61	USD	No	2055.77	1644.61
SGX	WIPRO	WIPRO LTD	ZWPR	6354.35	N/A	6354.35	5083.48	USD	No	6354.35	5083.48
SGX	YESBANK	YES BANK LTD	ZYES	250	N/A	250	200	USD	No	250	200
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	1250	N/A	1250	1000	USD	No	1250	1000

The Small Exchange (SMFE)

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

Exchange SMFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SMFE	10YSME	Small 10YR US Treasury Yield	S10Y	750	N/A	750	600	USD	No	750	600
SMFE	2YSME	Small 2YR US Treasury Yield	S2Y	312.50	N/A	312.50	250	USD	No	312.50	250
SMFE	30YSME	Small 30YR US Treasury Yield	S30Y	725	N/A	725	580	USD	No	725	580
SMFE	S420	Small Cannabis	S420	187.50	N/A	187.50	150.00	USD	No	187.50	150.00
SMFE	SCCX	Small Cryptocurrency	SCCX	1082.81	N/A	1082.81	866.25	USD	No	1082.81	866.25
SMFE	FXSME	Small US Dollar	SFX	838.35	N/A	838.35	670.68	USD	No	838.35	670.68
SMFE	75SME	Small Stocks 75	SM75	2196.75	N/A	2196.75	1757.40	USD	No	2196.75	1757.40
SMFE	SMO	Small US Crude Oil	SMO	1500	N/A	1500	1200	USD	No	1500	1200
SMFE	PRESME	Small Precious Metals	SPRE	1073.85	N/A	1073.85	859.08	USD	No	1073.85	859.08
SMFE	STXSME	Small Technology 60	STIX	562.503	N/A	562.503	450.003	USD	No	562.503	450.003

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	12794.47	10235.58	18277.82	14622.255	AUD	Yes	18277.82	14622.255
SNFE	IB	30 Day Interbank Cash Rate	IB	1145.33	N/A	1145.33	916.265	AUD	No	1145.33	916.265
SNFE	IR	90 Day Bills	IR	770	N/A	770	616	AUD	No	770	616
SNFE	XT	10 Year Treasury Bond 6%	XT	3826.25	N/A	3826.25	3061	AUD	No	3826.25	3061
SNFE	YT	3 Year Treasury Bond 6%	YT	997.50	N/A	997.50	798	AUD	No	997.50	798

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	635.712	N/A	635.712	508.57	CHF	No	635.712	508.57
SOFFEX	ADEN	ADECCO GROUP AG-REG	ADEF	915.793	N/A	915.793	732.634	CHF	No	915.793	732.634
SOFFEX	BAER	JULIUS BAER GROUP LTD	BAEI	1178.44	N/A	1178.44	942.751	CHF	No	1178.44	942.751
SOFFEX	BALN	BALOISE HOLDING AG - REG	BALF	3020.15	N/A	3020.15	2416.12	CHF	No	3020.15	2416.12
SOFFEX	CFR	CIE FINANCIERE RICHEMO-A REG	CFRI	2417.47	N/A	2417.47	1933.97	CHF	No	2417.47	1933.97
SOFFEX	CONF	Swiss Federal Long-Term Bonds	CONF	7999.19	N/A	7999.19	6399.35	CHF	No	7253.07	5802.46
SOFFEX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	4906.93	N/A	4906.93	3925.54	CHF	Yes²	4239.375	3391.50
SOFFEX	SMIDP	SMI Dividend Points Index	FSMD	27484.35	N/A	27484.35	10993.74	CHF	No	26707.75	10683.10
SOFFEX	SMI	Swiss Market Index	FSMI	7199.36	5759.49	10284.80	8227.84	CHF	Yes	10284.80	8227.84
SOFFEX	SMIM	Swiss Mid-cap Index	FSMM	6611.71	N/A	6611.71	5289.37	CHF	Yes²	5754.60	4603.68
SOFFEX	SMI	Swiss Market Index	FSMS	719.936	575.949	1028.48	822.784	CHF	No	1028.48	822.784
SOFFEX	GAM	GAM HOLDING AG	GAMF	57.13125	N/A	57.13125	45.705	CHF	No	57.13125	45.705
SOFFEX	GEBN	GEBERIT AG-REG	GBRI	12215.57	N/A	12215.57	9772.46	CHF	No	12215.57	9772.46
SOFFEX	GIVN	GIVAUDAN-REG	GIVG	7954.37	N/A	7954.37	6363.49	CHF	No	7954.37	6363.49
SOFFEX	KUD	KUDELSKI SA-BR	KUDG	64.8648	N/A	64.8648	51.8918	CHF	No	64.8647	51.8918
SOFFEX	NESN	NESTLE SA-REG	NESG	2265.39	N/A	2265.39	1812.31	CHF	No	2265.39	1812.31
SOFFEX	ROG	ROCHE HOLDING AG-GENUSSCHEIN	ROGF	6842.67	N/A	6842.67	5474.14	CHF	No	6842.67	5474.14
SOFFEX	SCMN	SWISSCOM AG-REG	SCMH	971.097	N/A	971.097	776.877	CHF	No	971.097	776.877
SOFFEX	SGSN	SGS SA-REG	SGSL	5369.15	N/A	5369.15	4295.32	CHF	No	5369.15	4295.32
SOFFEX	SLHN	SWISS LIFE HOLDING AG-REG	SLHG	11379.45	N/A	11379.45	9103.56	CHF	No	11379.45	9103.56
SOFFEX	STMN	STRAUMANN HOLDING AG-REG	STMF	3095.14	N/A	3095.14	2476.11	CHF	No	3095.14	2476.11
SOFFEX	UHR	SWATCH GROUP AG/THE-BR	UHFF	535.79	N/A	535.79	428.632	CHF	No	535.79	428.632
SOFFEX	UHRN	SWATCH GROUP AG/THE-REG	UHRF	1023.59	N/A	1023.59	818.871	CHF	No	1023.59	818.871
SOFFEX	CSSMI	ISHARES SMI ETF CH	XMTF	2431.70	N/A	2431.70	1945.36	CHF	No	2431.70	1945.36
SOFFEX	ZURN	ZURICH INSURANCE GROUP AG	ZURF	815.309	N/A	815.309	652.247	CHF	No	815.309	652.247

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

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

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

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

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

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

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

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

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

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

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

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

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

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

Portfolio Margin Mechanics

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

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

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

A market-based stress of the underlying. 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:

SSF - Single Stock Futures

You can change your location setting by clicking here

Further Reading

See the following special articles and links, which describe important information on futures/options risk management and financial controls:

Delivery, Exercise and Corporate Actions

To learn more about trading on margin, go to our Education Center:

Go

Disclosures

Cash accounts and IRA accounts (both cash and margin type) are not afforded intraday margin rates.
Long positions only.
Margin requirements for HHI.HK futures positions larger than 1,000 contracts on HKFE are double the normal HHI.HK margin requirements.

If you are not an India resident, you need to have Non Resident Indian ("NRI") status in order to trade India derivatives.
Interactive Brokers Australia currently offers margin lending to all clients EXCEPT Self- managed Superannuation Fund account holders ("SMSF"). Click here for more information. For clients of Interactive Brokers Australia who are classified as retail, margin loans will be capped at AUD$25,000 (subject to change in IBKR Australia’s sole discretion). Once a client reaches that limit they will be prevented from opening any new margin increasing position. Closing or margin-reducing trades will be allowed.