Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

For residents of the United States trading futures and FOPs:

Risk-based margin
Portfolio margin

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

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

Futures Margin

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 Index	BXF	8380.54	N/A	8380.54	6704.43	EUR	Yes²	8380.54	6704.43

Chicago Board Of Trade (CBOT)

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

Exchange CBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CBOT	10Y	10 Year Micro Treasury Yield	10Y	700	N/A	700	560	USD	No	700	560
CBOT	2YY	2 Year Micro Treasury Yield	2YY	1527.28	N/A	1527.28	1221.82	USD	No	1527.28	1221.82
CBOT	30Y	30 Year Micro Treasury Yield	30Y	1101.09	N/A	1101.09	880.871	USD	No	1101.09	880.871
CBOT	5YY	5 Year Micro Treasury Yield	5YY	1117.52	N/A	1117.52	894.017	USD	No	1117.52	894.017
CBOT	AIGCI	Bloomberg Commodity Index	AW	974.622	N/A	974.622	779.698	USD	No	974.622	779.698
CBOT	AC	Ethanol -CME	EH	6125	N/A	6125	4900	USD	No	6125	4900
CBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	5154.50	N/A	5154.50	4123.60	USD	Yes	5154.50	4123.60
CBOT	MTN	Micro Ultra 10-Year U.S Treasury Note	MTN	560.355	N/A	560.355	448.284	USD	No	560.355	448.284
CBOT	MWN	Micro Ultra US Treasury Bond	MWN	1356.32	N/A	1356.32	1085.06	USD	No	1356.32	1085.06
CBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	796.125	692.2825	1137.32	988.975	USD	No	1137.32	988.975
CBOT	DJUSRE	Dow Jones US Real Estate Index	RX	4404.37	N/A	4404.37	3523.50	USD	No	4404.37	3523.50
CBOT	TN	Ultra 10-Year US Treasury Note	TN	4186.19	N/A	4186.19	3348.95	USD	No	4186.19	3348.95
CBOT	TWE	20-Year U.S. Treasury Bond	TWE	6375	N/A	6375	5100	USD	No	6375	5100
CBOT	UB	Ultra Treasury Bond	UB	8739.30	N/A	8739.30	6991.44	USD	Yes	8739.30	6991.44
CBOT	YC	Mini Sized Corn Futures	XC	483.399	N/A	483.399	386.719	USD	No	483.399	386.719
CBOT	YK	Mini Sized Soybean Futures	XK	1059.65	N/A	1059.65	847.719	USD	No	1059.65	847.719
CBOT	YW	Mini Sized Wheat Futures	XW	1095.32	N/A	1095.32	876.253	USD	No	1095.32	876.253
CBOT	YIA	1-Year Eris SOFR Swap Futures	YIA	93.75	N/A	93.75	75.00	USD	No	93.75	75.00
CBOT	YIC	3-Year Eris SOFR Swap Futures	YIC	62.50	N/A	62.50	50	USD	No	62.50	50
CBOT	YID	4-Year Eris SOFR Swap Futures	YID	93.75	N/A	93.75	75.00	USD	No	93.75	75.00
CBOT	YIT	2-Year Eris SOFR Swap Futures	YIT	62.50	N/A	62.50	50	USD	No	62.50	50
CBOT	YIW	5-Year Eris SOFR Swap Futures	YIW	100	N/A	100	80	USD	No	100	80
CBOT	YM	E-mini Dow Jones Industrial Average	YM	7961.25	6922.825	11373.21	9889.75	USD	Yes	11373.21	9889.75
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2506.21	N/A	2506.21	2004.97	USD	No	2506.21	2004.97
CBOT	ZB	US Treasury Bond	ZB	6004.65	N/A	6004.65	4803.72	USD	Yes	6004.65	4803.72
CBOT	ZC	Corn Futures	ZC	2417.00	N/A	2417.00	1933.60	USD	Yes	2417.00	1933.60
CBOT	ZF	5 Year US Treasury Note	ZF	1750.06	N/A	1750.06	1400.05	USD	Yes	1750.06	1400.05
CBOT	ZL	Soybean Oil Futures	ZL	3498.89	N/A	3498.89	2799.11	USD	Yes	3498.89	2799.11
CBOT	ZM	Soybean Meal Futures	ZM	4608.24	N/A	4608.24	3686.59	USD	Yes	4608.24	3686.59
CBOT	ZN	10 Year US Treasury Note	ZN	2829.87	N/A	2829.87	2263.90	USD	Yes	2829.87	2263.90
CBOT	ZO	Oat Futures	ZO	6272.04	N/A	6272.04	5017.63	USD	Yes	6272.04	5017.63
CBOT	ZQ	30 Day Fed Funds	ZQ	426.89	N/A	426.89	341.512	USD	Yes²	426.89	341.512
CBOT	ZR	Rough Rice Futures	ZR	6649.26	N/A	6649.26	5319.41	USD	Yes	6649.26	5319.41
CBOT	ZS	Soybean Futures	ZS	5298.24	N/A	5298.24	4238.59	USD	Yes	5298.24	4238.59
CBOT	ZT	2 Year US Treasury Note	ZT	1437.50	N/A	1437.50	1150	USD	Yes	1437.50	1150
CBOT	ZW	Wheat Futures	ZW	5476.58	N/A	5476.58	4381.26	USD	Yes	5476.58	4381.26

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	638.649	N/A	638.649	510.919	CAD	No	638.649	510.919
CDE	CGB	10 Year Government of Canada Bonds	CGB	4247.36	N/A	4247.36	3397.88	CAD	No	4247.36	3397.88
CDE	CGF	5 Year Government of Canada Bonds	CGF	2329.36	N/A	2329.36	1863.49	CAD	No	2329.36	1863.49
CDE	CGZ	2 Year Government of Canada Bonds	CGZ	930.587	N/A	930.587	744.47	CAD	No	930.587	744.47
CDE	CRA	3 Month CORRA	CRA	385.725	N/A	385.725	308.58	CAD	No	385.725	308.58
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	11840.80	9472.64	16915.42	13532.34	CAD	No	16915.42	13532.34
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	12397.57	N/A	12397.57	9918.06	CAD	No	12397.57	9918.06

CBOE Futures Exchange (CFE)

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

Exchange CFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFE	IBXXIBHY	iBoxx iShares $ High Yield Corporate Bond Index TR	IBHY	10186.18	N/A	10186.18	8148.94	USD	No	10186.18	8148.94
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	14595.50	N/A	14595.50	11676.40	USD	No	14595.50	11676.40
CFE	VIX	CBOE Volatility Index	VX	8636.94	N/A	8636.94	6909.55	USD	No	30734.08	24587.27
CFE	VIX	CBOE Volatility Index	VX20	8562.50	N/A	8562.50	6850	USD	No	30877.32	24701.86
CFE	VIX	CBOE Volatility Index	VX22	8575.25	N/A	8575.25	6860.20	USD	No	30115.91	24092.73
CFE	VIX	CBOE Volatility Index	VX23	8575.96	N/A	8575.96	6860.77	USD	No	30049.77	24009.57
CFE	VIX	CBOE Volatility Index	VX24	8529.85	N/A	8529.85	6823.88	USD	No	30042.55	24009.57
CFE	VIX	CBOE Volatility Index	VX26	7255.13	N/A	7255.13	5804.10	USD	No	28547.53	22838.02
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	863.694	N/A	863.694	690.955	USD	No	3073.41	2458.73

Chicago Mercantile Exchange (CME)

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

Exchange CME	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CME	AUD	Australian dollar	6A	2726.86	N/A	2726.86	2181.48	USD	Yes	2726.86	2181.48
CME	GBP	British pound	6B	2408.76	N/A	2408.76	1927.01	USD	Yes	2408.76	1927.01
CME	CAD	Canadian dollar	6C	2110.07	N/A	2110.07	1688.05	USD	Yes	2110.07	1688.05
CME	EUR	European Monetary Union Euro	6E	3276.91	N/A	3276.91	2621.53	USD	Yes	3276.91	2621.53
CME	JPY	Japanese yen	6J	3250.28	N/A	3250.28	2600.23	USD	Yes	3250.28	2600.23
CME	BRE	Brazilian real	6L	1998.56	N/A	1998.56	1453.50	USD	Yes²	1998.56	1453.50
CME	MXP	Mexican Peso	6M	2218.50	N/A	2218.50	1774.80	USD	Yes	2218.50	1774.80
CME	NZD	New Zealand dollar	6N	2256.75	N/A	2256.75	1805.40	USD	Yes²	2256.75	1805.40
CME	RUR^*	Russian Ruble in US Dollars	6R	33750	N/A	33750	27000	USD	Yes²	33750	27000
CME	CHF	Swiss franc	6S	5182.73	N/A	5182.73	4146.19	USD	Yes	5182.73	4146.19
CME	ZAR	South African Rand	6Z	2376.72	N/A	2376.72	1901.375	USD	No	2376.72	1901.375
CME	ACD	Australian dollar	ACD	13356.78	N/A	13356.78	10685.42	CAD	No	13356.78	10685.42
CME	AJY	Australian dollar	AJY	2473514.34	N/A	2473514.34	1978811.47	JPY	No	2473514.34	1978811.47
CME	BQX	CME E-Mini NASDAQ Biotechnology	BIO	26402.37	N/A	26402.37	21121.90	USD	No	26402.37	21121.90
CME	BOS	Boston Housing Index	BOS	5203.125	N/A	5203.125	4162.50	USD	No	5203.125	4162.50
CME	BSBY	Three-Month Bloomberg Short-Term Bank Yield	BSB	2008.19	N/A	2008.19	1606.55	USD	No	2008.19	1606.55
CME	BRR	CME CF Bitcoin Reference Rate	BTC	158391.59	N/A	158391.59	123193.46	USD	Yes	158391.59	123193.46
CME	BTCEURRR	CME CF Bitcoin-Euro Reference Rate	BTE	183468.75	N/A	183468.75	146775	EUR	No	366937.50	293550
CME	CB	CME Cash-Settled Butter Futures	CB	9781.31	N/A	9781.31	7825.05	USD	No	9781.31	7825.05
CME	CHI	Chicago Housing Index	CHI	3150.00	N/A	3150.00	2520.00	USD	No	3150.00	2520.00
CME	CLP	Chilean peso	CHP	8271.29	N/A	8271.29	6617.03	USD	No	8271.29	6617.03
CME	CJY	Canadian dollar	CJY	2855587.17	N/A	2855587.17	2284469.73	JPY	No	2855587.17	2284469.73
CME	CNH	United States dollar	CNH	27091.875	N/A	27091.875	21673.50	CNH	No	27091.875	21673.50
CME	CSC	Cheese	CSC	10763.85	N/A	10763.85	8611.08	USD	No	10763.85	8611.08
CME	CUS	Housing Index Composite	CUS	8500	N/A	8500	4400	USD	No	8500	4400
CME	CZK	Czech koruna	CZK	19876.72	N/A	19876.72	15901.38	USD	Yes²	19876.72	15901.38
CME	DA	MILK CLASS III INDEX	DC	6794.67	N/A	6794.67	5435.74	USD	Yes	6794.67	5435.74
CME	DEN	Denver Housing Index	DEN	4918.75	N/A	4918.75	3935.00	USD	No	4918.75	3935.00
CME	DY	CME DRY WHEY INDEX	DY	2379.93	N/A	2379.93	1903.94	USD	No	2379.93	1903.94
CME	E7	European Monetary Union Euro	E7	1638.46	N/A	1638.46	1310.76	USD	No	1638.46	1310.76
CME	EAD	European Monetary Union Euro	EAD	17177.45	N/A	17177.45	13741.96	AUD	No	17177.45	13741.96
CME	ECD	European Monetary Union Euro	ECD	10738.08	N/A	10738.08	8590.47	CAD	No	10738.08	8590.47
CME	ECK	Czech koruna	ECK	10073	N/A	10073	8058.40	EUR	No	10073	8058.40
CME	EHF	Hungarian forint	EHF	8325.99	N/A	8325.99	6660.79	EUR	Yes²	8325.99	6660.79
CME	EMD	E-mini S&P Midcap 400 Futures	EMD	16911.93	13529.54	24159.89	19327.91	USD	Yes²	24159.89	19327.91
CME	NIY	Yen Denominated Nikkei 225 Index	ENY	204036.32	163229.06	291480.46	233184.37	JPY	No	291480.46	233184.37
CME	EPZ	Polish zloty	EPZ	10450.01	N/A	10450.01	8360.01	EUR	Yes²	10450.01	8360.01
CME	ES	E-mini S&P 500	ES	9086.01	8260.01	12980.02	11800.01	USD	Yes	12980.02	11800.01
CME	SPXESUP	E-mini S&P 500 ESG	ESG	14539.17	N/A	14539.17	11631.33	USD	No	14539.17	11631.33
CME	ESTR	Euro Short-Term Rate	ESR	250.00	N/A	250.00	200.00	EUR	No	250.00	200.00
CME	ETHEURRR	CME CF Ether-Euro Reference Rate	ETE	85796.875	N/A	85796.875	68637.50	EUR	No	171593.75	137275
CME	ETHUSDRR	CME CF Ether-Dollar Reference Rate	ETH	104936.01	N/A	104936.01	83948.80	USD	Yes	209872.01	167897.61
CME	GSCI	S&P-GSCI Index	GD	19856.68	N/A	19856.68	15885.34	USD	No	19856.68	15885.34
CME	GDK	Class IV Milk - 200k lbs	GDK	2372.65	N/A	2372.65	1898.12	USD	No	2372.65	1898.12
CME	GF	Feeder Cattle	GF	9278.91	N/A	9278.91	7423.13	USD	Yes	9278.91	7423.13
CME	NF	NON FAT DRY MILK INDEX	GNF	3877.54	N/A	3877.54	3102.03	USD	No	3877.54	3102.03
CME	HE	Lean Hogs	HE	5172.98	N/A	5172.98	4138.39	USD	Yes	5172.98	4138.39
CME	HUF	Hungarian forint	HUF	11597.10	N/A	11597.10	9277.68	USD	Yes²	11597.10	9277.68
CME	IBAA	Bovespa Index - USD	IBV	29995.08	N/A	29995.08	23996.07	USD	No	29995.08	23996.07
CME	ILS	Israeli Shekel	ILS	31444.38	N/A	31444.38	25155.50	USD	Yes²	31444.38	25155.50
CME	J7	Japanese yen	J7	1625.14	N/A	1625.14	1300.11	USD	No	1625.14	1300.11
CME	KRW	Korean Won	KRW	19496.875	N/A	19496.875	15597.50	USD	Yes²	12615.625	10092.50
CME	LAV	Las Vegas Housing Index	LAV	4540.63	N/A	4540.63	3632.50	USD	No	4540.63	3632.50
CME	LAX	Los Angeles Housing Index	LAX	6853.13	N/A	6853.13	5482.50	USD	No	6853.13	5482.50
CME	LBR	Lumber Futures	LBR	1007.52	N/A	1007.52	806.014	USD	No	1007.52	806.014
CME	LE	Live Cattle	LE	4261.97	N/A	4261.97	3409.57	USD	Yes	4261.97	3409.57
CME	M2K	Micro E-Mini Russell 2000 Index	M2K	568.75	455	812.50	650	USD	No	812.50	650
CME	M6A	Australian dollar	M6A	272.686	N/A	272.686	218.148	USD	No	272.686	218.148
CME	M6B	British pound	M6B	240.876	N/A	240.876	192.701	USD	No	240.876	192.701
CME	M6E	European Monetary Union Euro	M6E	327.691	N/A	327.691	262.153	USD	No	327.691	262.153
CME	MBT	Micro Bitcoin	MBT	3167.83	N/A	3167.83	2463.87	USD	Yes	3167.83	2463.87
CME	MCD	Canadian dollar	MCD	211.007	N/A	211.007	168.805	USD	No	211.007	168.805
CME	MES	Micro E-Mini S&P 500 Stock Price Index	MES	908.601	826.001	1298.00	1180.00	USD	Yes	1298.00	1180.00
CME	MET	Micro Ether	MET	209.872	N/A	209.872	167.898	USD	Yes	419.744	335.795
CME	MIA	Miami Housing Index	MIA	10078.125	N/A	10078.125	5562.50	USD	No	10078.125	5562.50
CME	MIR	Indian Rupee	MIR	1495.25	N/A	1495.25	1196.00	USD	No	1495.08	1196.00
CME	MNH	United States dollar	MNH	2709.19	N/A	2709.19	2167.35	CNH	No	2709.19	2167.35
CME	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	1575.63	1432.39	2250.90	2046.27	USD	Yes	2250.90	2046.27
CME	MSF	Swiss franc	MSF	518.298	N/A	518.298	414.631	USD	No	518.305	414.644
CME	NIY	Yen Denominated Nikkei 225 Index	NIY	1020181.61	816145.29	1457402.30	1165921.84	JPY	No	1457402.30	1165921.84
CME	NKD	Dollar Denominated Nikkei 225 Index	NKD	14683.24	N/A	14683.24	11746.60	USD	No	14683.24	11746.60
CME	NOK	Norwegian krone	NOK	25677.28	N/A	25677.28	20541.82	USD	No	25677.28	20541.82
CME	NQ	E-mini NASDAQ 100	NQ	15756.29	14323.90	22508.99	20462.72	USD	Yes	22508.99	20462.72
CME	NYM	New York Housing Index	NYM	5152.34	N/A	5152.34	3812.50	USD	No	5152.34	3812.50
CME	PJY	British pound	PJY	3156217.44	N/A	3156217.44	2524973.95	JPY	No	3156217.44	2524973.95
CME	PLN	Polish zloty	PLN	16360.79	N/A	16360.79	13088.63	USD	Yes²	16360.79	13088.63
CME	PSF	British pound	PSF	11993.43	N/A	11993.43	9594.75	CHF	No	11993.43	9594.75
CME	RF	European Monetary Union Euro	RF	4718.09	N/A	4718.09	3774.47	CHF	No	4718.09	3774.47
CME	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	8785.625	N/A	8785.625	7028.50	USD	Yes²	8785.625	7028.50
CME	RME	CME Chinese Renminbi in Euro Cross Rate	RME	10385.53	N/A	10385.53	8308.42	EUR	Yes²	10385.53	8308.42
CME	RP	European Monetary Union Euro	RP	6721.875	N/A	6721.875	5377.50	GBP	No	6721.875	5377.50
CME	RS1	E-mini Russell 1000 Index Futures	RS1	12004.50	N/A	12004.50	9603.60	USD	No	12004.50	9603.60
CME	RSG	E-mini Russell 1000 Growth Index Futures	RSG	38043.49	N/A	38043.49	30434.79	USD	No	38043.49	30434.79
CME	RSV	E-Mini Russell 1000 Value Index Futures	RSV	10208.79	N/A	10208.79	8167.03	USD	No	10208.79	8167.03
CME	RTY	E-mini Russell 2000 Index	RTY	5687.50	4550	8125	6500	USD	Yes	8125	6500
CME	RY	European Monetary Union Euro	RY	1102106.57	N/A	1102106.57	881685.26	JPY	Yes²	1102106.57	881685.26
CME	SPXDIVAN	S&P 500 Dividend Points (Annual) Index	SDA	4811.61	N/A	4811.61	3725	USD	No	4811.61	3725
CME	SDG	San Diego Housing Index	SDG	6868.75	N/A	6868.75	5495.00	USD	No	6868.75	5495.00
CME	SEK	Swedish krona	SEK	20743.01	N/A	20743.01	16594.41	USD	No	20743.01	16594.41
CME	SFR	San Francisco Housing Index	SFR	5500	N/A	5500	4400	USD	No	5500	4400
CME	SGX	S&P 500 / Citigroup Growth Index	SG	231284.41	N/A	231284.41	185027.53	USD	No	231284.41	185027.53
CME	SIR	Indian Rupee	SIR	7481.25	N/A	7481.25	5985	USD	No	7481.25	5985
CME	SJY	Swiss franc	SJY	4233342.02	N/A	4233342.02	3386673.61	JPY	No	4233342.02	3386673.61
CME	SMC	E-Mini S&P SmallCap 600 Futures	SMC	34566.69	N/A	34566.69	27653.35	USD	No	34566.69	27653.35
CME	SONIA	Sterling Overnight Index Average	SON	1089.14	N/A	1089.14	871.313	GBP	No	1089.14	871.313
CME	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	436.923	N/A	436.923	349.538	USD	No	436.923	349.538
CME	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	625	N/A	625	500	USD	Yes	625	500
CME	SVX	S&P 500 / Citigroup Value Index	SU	80185.78	N/A	80185.78	64148.62	USD	No	80185.78	64148.62
CME	TBF3	13-Week US Treasury Bill	TBF3	636.023	N/A	636.023	508.818	USD	No	636.023	508.818
CME	WDC	Washington DC Housing Index	WDC	5000	N/A	5000	4000	USD	No	5000	4000
CME	IXB	Materials Select Sector Index	XAB	15442.65	N/A	15442.65	12354.12	USD	No	15442.65	12354.12
CME	IXE	Energy Select Sector Index	XAE	15720.95	N/A	15720.95	12576.76	USD	No	15720.95	12576.76
CME	IXM	Financial Select Sector Index	XAF	16303.64	N/A	16303.64	13042.91	USD	No	16303.64	13042.91
CME	IXI	Industrial Select Sector Index	XAI	20051.86	N/A	20051.86	16041.48	USD	No	20051.86	16041.48
CME	IXT	Technology Select Sector Index -	XAK	43060.71	N/A	43060.71	34448.57	USD	No	43060.71	34448.57
CME	IXR	Consumer Staples Select Sector Index	XAP	7949.52	N/A	7949.52	6359.62	USD	No	7949.52	6359.62
CME	IXRE	Real Estate Select Sector Index	XAR	8732.45	N/A	8732.45	6985.96	USD	No	8732.45	6985.96
CME	IXU	Utilities Select Sector Index	XAU	9942.47	N/A	9942.47	7953.98	USD	No	9942.47	7953.98
CME	IXV	Health Care Select Sector Index	XAV	14671.90	N/A	14671.90	11737.52	USD	No	14671.90	11737.52
CME	IXY	Consumer Discretionary Select Sector Index	XAY	36773.56	N/A	36773.56	29418.85	USD	No	36773.56	29418.85

COMEX

Exchange COMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
COMEX	ALI	Aluminum Index	ALI	7188.81	N/A	7188.81	5751.05	USD	No	7188.81	5751.05
COMEX	GC	Gold	GC	16711.56	N/A	16711.56	13369.25	USD	Yes	16711.56	13369.25
COMEX	HG	Copper Index	HG	12014.93	N/A	12014.93	9611.95	USD	Yes	12014.93	9611.95
COMEX	HRC	Hot-Rolled Coil Steel Index	HRC	3046.29	N/A	3046.29	2437.03	USD	No	3046.29	2437.03
COMEX	MGC	E-Micro Gold	MGC	1671.16	N/A	1671.16	1336.92	USD	Yes	1671.16	1336.92
COMEX	MHG	Micro Copper	MHG	1201.49	N/A	1201.49	961.195	USD	No	1201.49	961.195
COMEX	QC	COMEX MINY Copper	QC	6007.47	N/A	6007.47	4805.97	USD	No	6007.47	4805.97
COMEX	QI	COMEX MINY Silver	QI	11110.55	N/A	11110.55	8888.44	USD	No	11110.55	8888.44
COMEX	QO	COMEX MINY Gold	QO	8355.78	N/A	8355.78	6684.62	USD	No	8355.78	6684.62
COMEX	SGC	Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures	SGC	46057.30	N/A	46057.30	36845.84	CNH	No	46057.30	36845.84
COMEX	SGUF	Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures	SGU	6838.52	N/A	6838.52	5470.82	USD	No	6838.52	5470.82
COMEX	SI	Silver Index	SI	22221.09	N/A	22221.09	17776.88	USD	Yes	22221.09	17776.88
COMEX	SI	Silver Index	SIL	4444.22	N/A	4444.22	3555.38	USD	No	4444.22	3555.38
COMEX	UX	Uranium Index	UX	6216.10	N/A	6216.10	4972.88	USD	No	6216.10	4972.88

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	69810.00	N/A	69810.00	55848.00	EUR	No	69810.00	55848.00
ENDEX	TFM	Dutch TTF Natural Gas Futures	TFM	10851.98	N/A	10851.98	8681.58	EUR	Yes	10851.98	8681.58

EUREX

Exchange EUREX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
EUREX	CONF	Swiss Federal Long-Term Bonds	CONF	13584.90	N/A	13584.90	10867.92	CHF	No	13584.90	10867.92
EUREX	KS200.EU	KOSPI 200 - Eurex/KRX Linked Product	FBK2	8129843.62	6503874.895	11614062.31	9291249.85	KRW	Yes	11614062.31	9291249.85
EUREX	FBON	Euro BONO Futures on Long-term Spanish Government Bonds	FBON	8268.90	N/A	8268.90	6615.12	EUR	No	8268.90	6615.12
EUREX	BTP	Euro-BTP Italian Government Bond	FBTP	4224.93	N/A	4224.93	3379.94	EUR	Yes	4276.24	3420.99
EUREX	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	1166.79	N/A	1166.79	933.433	EUR	No	1331.47	1065.18
EUREX	DJUBS	Dow Jones-UBS Commodity Index	FCCO	3125.87	N/A	3125.87	2500.70	USD	No	3125.87	2500.70
EUREX	KWY.EU	US Dollar in Korean Won - EUREX/KRX Linked Product	FCUW	1708750	N/A	1708750	1367000	KRW	No	3417500	2734000
EUREX	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	3878.57	N/A	3878.57	2172.00	EUR	No	3878.57	2172.00
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDAX	30134.125	24107.30	43048.75	34439	EUR	Yes	41319.375	33055.50
EUREX	DDAX	DivDAX Price Index	FDIV	9620.00	N/A	9620.00	7696.00	EUR	Yes²	9620.00	7696.00
EUREX	DDXDIVPT	DivDAX Dividend Points Index	FDVD	3310.71	N/A	3310.71	1854	EUR	No	3310.71	1854
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXM	6026.825	4821.46	8609.75	6887.80	EUR	No	8263.875	6611.10
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXS	1205.365	964.292	1721.95	1377.56	EUR	Yes	1652.775	1322.22
EUREX	DBEA	EURO STOXX Banks Index Dividend Futures	FEBD	373.329	N/A	373.329	207.765	EUR	No	373.329	207.765
EUREX	DJSD	Euro STOXX Select Dividend 30 Index	FEDV	4250	N/A	4250	3400	EUR	Yes²	4250	3400
EUREX	ESA	Euro STOXX 600 Automobile & Parts	FESA	9916.65	N/A	9916.65	7933.32	EUR	Yes²	9916.65	7933.32
EUREX	SX7E	Euro STOXX Banks Index	FESB	720.902	576.722	1029.86	823.888	EUR	Yes	916.738	733.39
EUREX	SX4E	Euro STOXX Chemicals	FESC	6662.23	N/A	6662.23	5329.79	EUR	Yes²	6257.01	5005.61
EUREX	ESE	Euro STOXX Oil & Gas	FESE	2005.24	N/A	2005.24	1604.20	EUR	Yes²	2005.24	1604.20
EUREX	ESF	Euro STOXX Financial Services Index	FESF	3338.66	N/A	3338.66	2670.93	EUR	Yes²	2720.99	2176.795
EUREX	SXNE	Euro STOXX Industrial Goods&Services	FESG	6779.56	N/A	6779.56	5423.65	EUR	Yes²	5864.70	4691.76
EUREX	SXDE	Euro STOXX Healthcare	FESH	2671.33	N/A	2671.33	2137.06	EUR	Yes²	2671.33	2137.06
EUREX	ESI	Euro STOXX Insurance	FESI	2660.22	N/A	2660.22	2128.18	EUR	Yes²	2302.63	1842.10
EUREX	ESM	Euro STOXX Media Index	FESM	1436.05	N/A	1436.05	1148.84	EUR	Yes²	1436.05	1148.84
EUREX	SXOE	Euro STOXX Construction	FESN	3356.89	N/A	3356.89	2685.51	EUR	Yes²	3344.07	2675.255
EUREX	SX3E	Euro STOXX Food&Beverages	FESO	1609.10	N/A	1609.10	1287.28	EUR	Yes²	1578.85	1263.08
EUREX	SXRE	Euro STOXX Retail	FESR	4179.80	N/A	4179.80	3343.84	EUR	Yes²	4179.80	3343.84
EUREX	SXPE	Euro STOXX Basic Resources	FESS	1476.29	N/A	1476.29	1181.03	EUR	Yes²	1378.86	1103.09
EUREX	SXKE	Euro STOXX Telecommunications	FEST	890.625	N/A	890.625	712.50	EUR	Yes²	890.625	712.50
EUREX	ESU	Euro STOXX Utilities Index	FESU	1533.43	N/A	1533.43	1226.74	EUR	Yes	1469.05	1175.24
EUREX	SXTE	Euro STOXX Travel & Leisure	FESV	1313.76	N/A	1313.76	1051.01	EUR	Yes²	1313.76	1051.01
EUREX	ESTX50	Euro STOXX50	FESX	3104.19	2483.355	4434.56	3547.65	EUR	Yes	4250.625	3400.50
EUREX	SX8E	Euro STOXX Technology	FESY	17452.59	N/A	17452.59	13962.07	EUR	Yes²	17452.59	13962.07
EUREX	SXQE	Euro STOXX Personal & Household Goods	FESZ	7678.09	N/A	7678.09	6142.47	EUR	Yes²	7678.09	6142.47
EUREX	EU3	Three Month EURIBOR	FEU3	422.979	N/A	422.979	338.383	EUR	Yes	422.979	338.383
EUREX	DESX5	EURO STOXX 50 Index-Dividenden	FEXD	4050.16	2254	5785.94	3220	EUR	Yes	5785.94	3220
EUREX	OMXH25	OMX Helsinki 25 Index	FFOX	8457.02	N/A	8457.02	6765.62	EUR	Yes²	8457.02	6765.62
EUREX	GBL	Euro Bund (10 Year Bond)	FGBL	3249.32	N/A	3249.32	2599.46	EUR	Yes	3859.29	3087.43
EUREX	GBM	Euro Bobl (5 Year Bond)	FGBM	2004.89	N/A	2004.89	1603.91	EUR	Yes	2004.89	1603.91
EUREX	GBS	Euro Schatz (2 Year Bond)	FGBS	831.20	N/A	831.20	664.96	EUR	Yes	763.103	610.482
EUREX	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	7713.89	N/A	7713.89	6171.11	EUR	Yes	8665.14	6932.11
EUREX	DJESL	Euro Stoxx Large	FLCE	2371.98	N/A	2371.98	1897.59	EUR	No	2061.01	1648.81
EUREX	DJ200L	STOXX Large 200 Index	FLCP	2285.08	N/A	2285.08	1828.07	EUR	No	1785.81	1428.65
EUREX	DJESM	Euro Stoxx Mid	FMCE	2244.67	N/A	2244.67	1795.73	EUR	No	1735.34	1388.27
EUREX	M1CN	MSCI China NTR USD	FMCH	2234.68	N/A	2234.68	1787.75	USD	No	2209.58	1767.66
EUREX	DJ200	STOXX MID 200 Index	FMCP	2401.05	N/A	2401.05	1920.84	EUR	Yes²	1872.475	1497.98
EUREX	M1MS	MSCI Emerging Markets Asia	FMEA	5440.50	N/A	5440.50	4352.40	USD	No	5152.775	4122.22
EUREX	M1EF	MSCI Emerging Markets Net Total Return Index	FMEM	4677.75	N/A	4677.75	3742.20	USD	No	4677.75	3742.20
EUREX	MXEU	MSCI Europe	FMEP	1450.15	N/A	1450.15	1160.12	EUR	No	1194.52	955.616
EUREX	M7EU	MSCI Europe Net Return EUR Index	FMEU	2849.10	N/A	2849.10	2279.28	EUR	No	2339.86	1871.89
EUREX	M1IN	MSCI India NTR USD	FMIN	11552.10	N/A	11552.10	9241.68	USD	No	10564.20	8451.36
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6177.93	N/A	6177.93	4942.34	USD	No	5522.45	4417.96
EUREX	K200M.EU	Mini KOSPI 200 - Eurex/KRX Linked Product	FMK2	1626012.62	1300810.09	2322875.17	1858300.13	KRW	No	2322875.17	1858300.13
EUREX	M1TW	MSCI Taiwan NTR USD	FMTW	5870.81	N/A	5870.81	4696.65	USD	No	5324.26	4259.41
EUREX	MBWO	MSCI World Net EUR Index 1	FMWN	3702.04	N/A	3702.04	2961.63	EUR	No	3251.67	2601.34
EUREX	M1WO	MSCI World NETR USD Index	FMWO	8666.75	N/A	8666.75	6933.40	USD	No	7409.44	5927.55
EUREX	MXWO	MSCI World Index	FMWP	4739.72	N/A	4739.72	3791.78	USD	No	4739.72	3791.78
EUREX	OAT	Euro-OAT French Government Bond	FOAT	3440.10	N/A	3440.10	2752.08	EUR	No	3903.85	3123.08
EUREX	DJESS	Euro Stoxx Small	FSCE	1472.07	N/A	1472.07	1177.66	EUR	No	1262.61	1010.08
EUREX	DJ200S	STOXX Small 200 Index	FSCP	1597.88	N/A	1597.88	1278.30	EUR	No	1298.49	1038.79
EUREX	SXXPESGX	STOXX Europe 600 ESG-X	FSEG	1501.17	N/A	1501.17	1200.94	EUR	No	1196.37	957.095
EUREX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	4076.38	N/A	4076.38	3261.11	CHF	Yes²	4076.38	3261.11
EUREX	SMIDP	SMI Dividend Points Index	FSMD	13253.57	N/A	13253.57	7422.00	CHF	No	13253.57	7422.00
EUREX	SMI	Swiss Market Index	FSMI	5766.05	4612.84	8237.21	6589.77	CHF	Yes	7346.25	5877
EUREX	SMIM	Swiss Mid-cap Index	FSMM	4091.70	N/A	4091.70	3273.36	CHF	Yes²	4091.70	3273.36
EUREX	SMI	Swiss Market Index	FSMS	576.605	461.284	823.721	658.977	CHF	No	734.625	587.70
EUREX	MDAX	Midcap DAX	FSMX	2837.17	N/A	2837.17	2269.74	EUR	No	2259.39	1807.51
EUREX	ST3	Three Month ESTR	FST3	143.538	N/A	143.538	114.831	EUR	No	205.304	164.243
EUREX	SXAP	STOXX 600 Automobiles & Parts	FSTA	5209.64	N/A	5209.64	4167.71	EUR	Yes²	5209.64	4167.71
EUREX	SX7P	STOXX 600 Banks	FSTB	1379.91	N/A	1379.91	1103.93	EUR	Yes	1173.06	938.445
EUREX	SX4P	STOXX 600 Chemicals	FSTC	5703.68	N/A	5703.68	4562.945	EUR	Yes²	4863.375	3890.70
EUREX	SXEP	STOXX 600 Oil & Gas	FSTE	2018.90	N/A	2018.90	1615.12	EUR	Yes	2018.90	1615.12
EUREX	SXFP	STOXX 600 Financial Services Index	FSTF	4446.96	N/A	4446.96	3557.57	EUR	Yes²	3465.84	2772.68
EUREX	SXNP	STOXX 600 Industrial Goods & Services Index	FSTG	4391.36	N/A	4391.36	3513.09	EUR	Yes²	4030.69	3224.555
EUREX	SXDP	STOXX 600 Healthcare	FSTH	3814.62	N/A	3814.62	3051.70	EUR	Yes²	3814.62	3051.70
EUREX	SXIP	STOXX 600 Insurance	FSTI	2466.01	N/A	2466.01	1972.81	EUR	Yes²	2119.45	1695.56
EUREX	SX86P	STOXX 600 Real Estate	FSTL	793.995	N/A	793.995	635.196	EUR	No	793.995	635.196
EUREX	SXMP	STOXX 600 Media	FSTM	1744.48	N/A	1744.48	1395.58	EUR	Yes²	1584.18	1267.35
EUREX	SXOP	STOXX 600 Construction & Materials	FSTN	3651.04	N/A	3651.04	2920.83	EUR	Yes²	3476.18	2780.95
EUREX	SX3P	STOXX 600 Food & Beverage Index	FSTO	2265.94	N/A	2265.94	1812.75	EUR	Yes²	2265.94	1812.75
EUREX	SXRP	STOXX 600 Retail	FSTR	2000.07	N/A	2000.07	1600.06	EUR	Yes²	2000.07	1600.06
EUREX	SXPP	STOXX 600 Basic Resources Index	FSTS	4676.64	N/A	4676.64	3741.31	EUR	Yes	4563.76	3651.01
EUREX	SXKP	STOXX 600 Telecommunications	FSTT	619.375	N/A	619.375	495.50	EUR	Yes²	619.375	495.50
EUREX	SX6P	STOXX 600 Utilities	FSTU	1542.54	N/A	1542.54	1234.03	EUR	Yes	1437.31	1149.85
EUREX	SXTP	STOXX 600 Travel & Leisure	FSTV	1380.11	N/A	1380.11	1104.09	EUR	Yes²	1213.40	970.72
EUREX	STX	STOXX50	FSTX	3682.41	N/A	3682.41	2945.93	EUR	Yes²	2831.875	2265.50
EUREX	SX8P	STOXX 600 Technology	FSTY	7468.89	N/A	7468.89	5975.11	EUR	Yes²	7468.89	5975.11
EUREX	SXQP	STOXX 600 Personal & Household Goods	FSTZ	4008.72	N/A	4008.72	3206.98	EUR	Yes²	4008.72	3206.98
EUREX	ESTX50	Euro STOXX50	FSXE	310.419	248.3355	443.456	354.765	EUR	No	425.0625	340.05
EUREX	TDX	TECDAX	FTDX	8197.12	N/A	8197.12	6557.69	EUR	Yes²	8197.12	6557.69
EUREX	V2TX	VSTOXX Volatility Index	FVS	881.25	N/A	881.25	705	EUR	Yes	3050	2440
EUREX	DJES	Euro STOXX Price Index	FXXE	2288.08	N/A	2288.08	1830.46	EUR	No	1894.65	1515.72
EUREX	DJ600	STOXX 600 Index	FXXP	1518.81	1215.05	2169.73	1735.78	EUR	Yes	1803.48	1442.78

Euronext NL (FTA)

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

Exchange FTA	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
FTA	AMX	AMX INDEX	FMX	10940.10	N/A	10940.10	8752.08	EUR	No	10940.10	8752.08
FTA	EOE	AMS EOE Index	FTI	9231.28	7385.03	13187.55	10550.04	EUR	Yes	13187.55	10550.04
FTA	EOE	AMS EOE Index	MFA	923.128	738.503	1318.75	1055.00	EUR	No	1318.75	1055.00

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	CES120	CES China 120 Index	CHH	70536.74	N/A	70536.74	56429.39	HKD	No	70536.74	56429.39
HKFE	CNH	United States dollar	CUS	27087.75	N/A	27087.75	21670.20	CNH	Yes	27087.75	21670.20
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	4132.82	N/A	4132.82	2758.30	HKD	No	4132.82	2758.30
HKFE	HSIDPI	HSI Dividend Point Index	DHS	12371.82	N/A	12371.82	8179.10	HKD	No	12371.82	8179.10
HKFE	GDR	CNH Gold Futures	GDR	102154.09	N/A	102154.09	81723.27	CNH	No	102154.09	81723.27
HKFE	GDU	USD Gold Futures	GDU	15647.83	N/A	15647.83	12518.26	USD	No	15647.83	12518.26
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	35526.75	28421.40	50752.50	40602	HKD	Yes	50752.50	40602
HKFE	HSI	Hang Seng Stock Index	HSI	75937.31	60749.85	108481.88	86785.50	HKD	Yes	108481.88	86785.50
HKFE	HSTECH	Hang Seng TECH Index	HTI	25038.68	20030.94	35769.54	28615.63	HKD	Yes	35769.54	28615.63
HKFE	MCA	MSCI China A 50 Connect Index	MCA	2773.86	2219.09	3962.66	3170.13	USD	No	3962.66	3170.13
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	7105.35	5684.28	10150.50	8120.40	HKD	Yes	10150.50	8120.40
HKFE	MCS	United States dollar	MCS	5563.69	N/A	5563.69	4450.96	CNH	No	5563.69	4450.96
HKFE	MHI	Mini Hang Seng Index	MHI	15187.46	12149.97	21696.38	17357.10	HKD	Yes	21696.38	17357.10
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MIA	2295.70	N/A	2295.70	1836.56	USD	No	2295.70	1836.56
HKFE	MND	MSCI India Index (USD) - HKFE	MND	3418.11	N/A	3418.11	2734.49	USD	No	3418.11	2734.49
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	6571.63	N/A	6571.63	5257.30	USD	No	6571.63	5257.30
HKFE	VHSI	Hang Seng Volatility Index	VHS	64843.75	N/A	64843.75	51875	HKD	No	126350	101080

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	SG	Short Gilt	G	3126.40	N/A	3126.40	2501.12	GBP	No	3126.40	2501.12
ICEEU	H	Medium Gilt	H	5573.85	N/A	5573.85	4459.08	GBP	No	5573.85	4459.08
ICEEU	I	3 Month EURIBOR Interest Rate	I	898.4375	N/A	898.4375	718.75	EUR	Yes	898.4375	718.75
ICEEU	NDUEBRAF	The MSCI Brazil Net Total Return	MCG	6361.52	N/A	6361.52	5089.22	USD	No	6361.52	5089.22
ICEEU	O	5 Year Euro Swapnote	O	4903.42	N/A	4903.42	3922.74	EUR	No	4903.42	3922.74
ICEEU	P	10 Year Euro Swapnote	P	9636.26	N/A	9636.26	7709.01	EUR	No	9636.26	7709.01
ICEEU	R	Long Gilt	R	4600	N/A	4600	3680	GBP	No	4600	3680
ICEEU	SRFXON3	Three Month SaronA	SA3	771.625	N/A	771.625	617.30	CHF	No	771.625	617.30
ICEEU	SONIA.N	Three Month SONIA	SO3	1161.875	N/A	1161.875	929.50	GBP	Yes	1161.875	929.50
ICEEU	SONIO.N	One Month SONIA	SOA	908.218	N/A	908.218	726.574	GBP	No	908.218	726.574
ICEEU	TWS	2 Year Euro Swapnote	TWS	1995.05	N/A	1995.05	1596.04	EUR	No	1995.05	1596.04
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	866.711	N/A	866.711	606	GBP	No	866.711	606
ICEEU	Y	FTSE 250 Index	Y2	5136.50	N/A	5136.50	4109.20	GBP	No	5136.50	4109.20
ICEEU	Z	FTSE 100 Index	Z	4568.94	3655.15	6527.05	5221.64	GBP	Yes	6527.05	5221.64

ICE Agricultural Products (ICEEUSOFT)

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

Exchange ICEEUSOFT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEUSOFT	C	Cocoa	C	16725	N/A	16725	13380	GBP	No	16725	13380
ICEEUSOFT	D	Robusta Coffee	RC	4375	N/A	4375	3500	USD	No	4375	3500
ICEEUSOFT	T	Wheat	T	5255.59	N/A	5255.59	4204.47	GBP	No	5255.59	4204.47
ICEEUSOFT	W	White Sugar	W	2568.75	N/A	2568.75	2055	USD	No	2568.75	2055

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	8180.57	N/A	8180.57	6544.45	USD	No	8180.57	6544.45
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	26231250.78	N/A	26231250.78	20985000.625	JPY	No	26231250.78	20985000.625
ICEUS	EO	European Monetary Union Euro	KEO	8774.85	N/A	8774.85	7019.88	USD	No	8774.85	7019.88
ICEUS	ECD	European Monetary Union Euro	KEP	12347.05	N/A	12347.05	9877.64	CAD	No	12347.05	9877.64
ICEUS	GB	European Monetary Union Euro	KGB	6721.875	N/A	6721.875	5377.50	GBP	No	6721.875	5377.50
ICEUS	EAD	European Monetary Union Euro	KRA	18173.05	N/A	18173.05	14538.44	AUD	No	18173.05	14538.44
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	8303.22	N/A	8303.22	6642.58	CHF	No	8303.22	6642.58
ICEUS	ZY	Swiss franc	KZY	4233342.02	N/A	4233342.02	3386673.61	JPY	No	4233342.02	3386673.61
ICEUS	MP	British pound	MP	7226.27	N/A	7226.27	5781.02	USD	No	7226.27	5781.02
ICEUS	SS	British Pound in Swiss Franc	SS	11923.73	N/A	11923.73	9538.99	CHF	No	11923.73	9538.99
ICEUS	SY	British Pound in Japanese Yen	SY	3425611.44	N/A	3425611.44	2740489.15	JPY	No	3425611.44	2740489.15

Borsa Italiana (IDEM)

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

Exchange IDEM	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	3987.65	N/A	3987.65	3190.12	EUR	No	3987.65	3190.12
IDEM	FTMIB	FTSE MIB Index	FIB	18481.80	14785.44	26402.58	21122.06	EUR	Yes	26402.58	21122.06
IDEM	FTMIB	FTSE MIB Index	MICR	739.272	591.418	1056.10	844.8825	EUR	No	1056.10	844.8825
IDEM	FTMIB	FTSE MIB Index	MIN	3696.36	2957.09	5280.52	4224.41	EUR	No	5280.52	4224.41
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1040.78	N/A	1040.78	832.622	EUR	No	1040.78	832.622
IDEM	TOD1	TOD: TOD'S SPA: ADJ	TOD7	57.9256	N/A	57.9256	46.3405	EUR	No	57.9256	46.3405

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	41864.98	N/A	41864.98	33491.98	USD	No	41864.98	33491.98
IPE	COIL	ICE Brent Crude	COIL	17550	N/A	17550	13000	USD	Yes	17550	13000
IPE	GOIL	ICE Gasoil	GOIL	9260.08	N/A	9260.08	6859.32	USD	No	9260.08	6859.32
IPE	HOIL	ICE Heating Oil	HOIL	35154	N/A	35154	26040	USD	No	35154	26040
IPE	NCF	Newcastle Coal Futures	NCF	55683.10	N/A	55683.10	44546.48	USD	No	55683.10	44546.48
IPE	NGF	ICE UK Natural Gas	NGF	8076	N/A	8076	6460.80	GBP	No	21462	6460.80
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	34020	N/A	34020	25200	USD	No	34020	25200
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	17550	N/A	17550	13000	USD	Yes	17550	13000

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	8129843.62	6503874.895	11614062.31	9291249.85	KRW	Yes	11614062.31	9291249.85
KSE	K200M	Mini KOSPI200 Index	05	1626012.62	1300810.09	2322875.17	1858300.13	KRW	Yes	2322875.17	1858300.13
KSE	KOSDQ150	KOSDAQ 150 Index	06	1281994.525	973280.02	1831420.75	1390400.02	KRW	No	1831420.75	1390400.02
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	246699.22	N/A	246699.22	197359.375	KRW	No	246699.22	197359.375
KSE	017670	SK TELECOM	112	164780.01	N/A	164780.01	131824.00	KRW	No	164780.01	131824.00
KSE	005490	POSCO HOLDINGS INC	113	1258605.41	N/A	1258605.41	1006884.30	KRW	No	1258605.41	1006884.30
KSE	030200	KTCORPORATION	114	112364.27	N/A	112364.27	89891.42	KRW	No	112364.27	89891.42
KSE	015760	KOREA ELECTRIC POWER CORP	115	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	005380	HYUNDAI MOTOR CO	116	767404.05	N/A	767404.05	613923.24	KRW	No	767404.05	613923.24
KSE	016360	SAMSUNG SECURITIES CO LTD	117	121466.41	N/A	121466.41	97173.125	KRW	No	121466.41	97173.125
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	148494.02	N/A	148494.02	118795.21	KRW	No	148494.02	118795.21
KSE	000270	KIA CORP	119	358435.75	N/A	358435.75	286748.59	KRW	No	358435.75	286748.59
KSE	012330	HYUNDAI MOBIS CO LTD	120	714046.73	N/A	714046.73	571237.38	KRW	No	714046.73	571237.38
KSE	006400	SAMSUNG SDI CO LTD	122	1366889.45	N/A	1366889.45	1093511.56	KRW	No	1366889.45	1093511.56
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	478018.96	N/A	478018.96	382415.16	KRW	No	478018.96	382415.16
KSE	066570	LG ELECTRONICS INC	124	307275.49	N/A	307275.49	245820.39	KRW	No	307275.49	245820.39
KSE	036460	KOREA GAS CORPORATION	128	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	004020	HYUNDAI STEEL CO	132	99338.81	N/A	99338.81	79471.04	KRW	No	99338.81	79471.04
KSE	003550	LG CORP	134	252976.54	N/A	252976.54	202381.23	KRW	No	252976.54	202381.23
KSE	078930	GS HOLDINGS	135	139827.61	N/A	139827.61	111862.09	KRW	No	139827.61	111862.09
KSE	033780	KT & G CORPORATION	136	283735.48	N/A	283735.48	226988.38	KRW	No	283735.48	226988.38
KSE	009540	HD KOREA SHIPBUILDING & OFFS	139	429055.76	N/A	429055.76	343244.61	KRW	No	429055.76	343244.61
KSE	086790	HANA FINANCIAL GROUP	140	198991.48	N/A	198991.48	159193.18	KRW	No	198991.48	159193.18
KSE	096770	SK INNOVATION CO LTD	141	347764.29	N/A	347764.29	278211.43	KRW	No	347764.29	278211.43
KSE	001040	CJ CORP	142	519225	N/A	519225	375886.76	KRW	No	519225	375886.76
KSE	034220	LG DISPLAY CO LTD	145	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	105560	KB FINANCIAL GROUP INC	146	256115.21	N/A	256115.21	204892.17	KRW	No	256115.21	204892.17
KSE	051910	LG CHEM LTD	147	1230357.42	N/A	1230357.42	984285.94	KRW	No	1230357.42	984285.94
KSE	006800	MIRAE ASSET SECURITIES CO LT	148	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	042670	HD HYUNDAI INFRACORE CO LTD	149	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	000660	SK HYNIX INC	150	577828.57	N/A	577828.57	462262.85	KRW	No	577828.57	462262.85
KSE	006360	GS ENGINEERING & CONSTRUCT	151	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	139480	E-MART INC	154	198049.88	N/A	198049.88	158439.90	KRW	No	198049.88	158439.90
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	136218.14	N/A	136218.14	108974.51	KRW	No	136218.14	108974.51
KSE	035420	NAVER CORP	156	580653.37	N/A	580653.37	464522.70	KRW	No	580653.37	464522.70
KSE	003490	KOREAN AIR LINES CO LTD	157	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	3KTB	3-Year Korea Treasury Bond	165	1108557.64	N/A	1108557.64	886846.11	KRW	No	1108557.64	886846.11
KSE	FLKTB	10-Year Korea Treasury Bond	167	3620339.48	N/A	3620339.48	2896271.58	KRW	No	3620339.48	2896271.58
KSE	KWY	United States dollar	175	1709750.06	N/A	1709750.06	1367800.05	KRW	No	3419500.12	2735600.10
KSE	032640	LG UPLUS CORP	1B0	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	010950	S-OILCORPORATION	1B2	219706.69	N/A	219706.69	175765.35	KRW	No	219706.69	175765.35
KSE	010130	KOREA ZINC CO LTD	1B3	1564625.47	N/A	1564625.47	1251700.31	KRW	No	1564625.47	1251700.31
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	001680	DAESANG CORPORATION	1B6	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	047050	POSCO INTERNATIONAL CORP	1B7	144535.61	N/A	144535.61	115628.49	KRW	No	144535.61	115628.49
KSE	034020	DOOSAN ENERBILITY CO LTD	1B9	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	023530	LOTTE SHOPPING CO	1BA	220334.42	N/A	220334.42	176267.54	KRW	No	220334.42	176267.54
KSE	011170	LOTTE CHEMICAL CORP	1BB	352786.16	N/A	352786.16	282228.93	KRW	No	352786.16	282228.93
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	292523.75	N/A	292523.75	234019.00	KRW	No	292523.75	234019.00
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	029780	SAMSUNG CARD CO	1BG	125232.81	N/A	125232.81	100186.25	KRW	No	125232.81	100186.25
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	847237.50	N/A	847237.50	564825	KRW	No	847237.50	564825
KSE	036570	NCSOFTCORPORATION	1BJ	663828.05	N/A	663828.05	531062.42	KRW	No	663828.05	531062.42
KSE	000080	HITE JINRO CO LTD	1BK	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	221276.02	N/A	221276.02	177020.80	KRW	No	221276.02	177020.80
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	170743.48	N/A	170743.48	136594.79	KRW	No	170743.48	136594.79
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	109696.41	N/A	109696.41	87757.13	KRW	No	109696.41	87757.13
KSE	011210	HYUNDAI WIA CORP	1BP	178276.28	N/A	178276.28	142621.03	KRW	No	178276.28	142621.03
KSE	008770	HOTEL SHILLA CO LTD	1BQ	182670.41	N/A	182670.41	146136.33	KRW	No	182670.41	146136.33
KSE	035250	KANGWON LAND, INC.	1BS	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	138930	BNK FINANCIAL GROUP INC	1BT	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	139130	DGB FINANCIAL GROUP INC	1BV	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	001120	LX INTERNATIONAL CORP	1BX	92119.87	N/A	92119.87	73695.90	KRW	No	92119.87	73695.90
KSE	011070	LG INNOTEK CO LTD	1BY	734448.07	N/A	734448.07	587558.44	KRW	No	734448.07	587558.44
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	034730	SK INC	1C1	508150.15	N/A	508150.15	406520.12	KRW	No	508150.15	406520.12
KSE	001740	SK NETWORKS CO LTD	1C2	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	446318.44	N/A	446318.44	357054.73	KRW	No	446318.44	357054.73
KSE	018260	SAMSUNG SDS CO LTD	1C5	489318.16	N/A	489318.16	391454.53	KRW	No	489318.16	391454.53
KSE	090430	AMOREPACIFIC CORP	1C6	530120.85	N/A	530120.85	424096.68	KRW	No	530120.85	424096.68
KSE	030000	CHEIL WORLDWIDE INC	1C7	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	028260	SAMSUNG C&T CORP	1C8	469544.58	N/A	469544.58	375635.66	KRW	No	469544.58	375635.66
KSE	000880	HANWHA CORPORATION	1C9	86313.34	N/A	86313.34	69050.67	KRW	No	86313.34	69050.67
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	583164.31	N/A	583164.31	466531.45	KRW	No	583164.31	466531.45
KSE	010620	HD HYUNDAI MIPO	1CD	245757.62	N/A	245757.62	196606.09	KRW	No	245757.62	196606.09
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	96984.81	N/A	96984.81	77587.85	KRW	No	96984.81	77587.85
KSE	035720	KAKAO CORP	1CF	147831.21	N/A	147831.21	118264.97	KRW	No	147831.21	118264.97
KSE	034230	PARADISE CO LTD	1CG	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	1CJ	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	069080	WEBZEN INC	1CK	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	096530	SEEGENE INC	1CL	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	022100	POSCO DX CO LTD	1CN	127272.94	N/A	127272.94	101818.35	KRW	No	127272.94	101818.35
KSE	068270	CELLTRION INC	1CP	601368.57	N/A	601368.57	481094.84	KRW	No	601368.57	481094.84
KSE	122870	YG ENTERTAINMENT INC	1CQ	128685.34	N/A	128685.34	102948.27	KRW	No	128685.34	102948.27
KSE	051900	LG H&H	1CR	1396706.74	N/A	1396706.74	1117365.39	KRW	No	1396706.74	1117365.39
KSE	002790	AMOREPACIFIC GROUP	1CS	108597.88	N/A	108597.88	86878.30	KRW	No	108597.88	86878.30
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	1046745.41	N/A	1046745.41	837396.33	KRW	No	1046745.41	837396.33
KSE	008930	HANMI SCIENCE CO LTD	1CV	110704.50	N/A	110704.50	84367.36	KRW	No	110704.50	84367.36
KSE	021240	COWAY CO LTD	1CW	188006.14	N/A	188006.14	150404.91	KRW	No	188006.14	150404.91
KSE	128940	HANMI PHARM CO LTD	1CX	998096.09	N/A	998096.09	798476.875	KRW	No	998096.09	798476.875
KSE	018880	HANON SYSTEMS	1CY	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	005830	DB INSURANCE CO LTD	1D0	308217.09	N/A	308217.09	246573.67	KRW	No	308217.09	246573.67
KSE	097950	CJ CHEILJEDANG CORP.	1D1	1106380.08	N/A	1106380.08	885104.06	KRW	No	1106380.08	885104.06
KSE	009240	HANSSEM CO LTD	1D2	208407.47	N/A	208407.47	166725.98	KRW	No	208407.47	166725.98
KSE	002380	KCC CORP	1D3	922768.07	N/A	922768.07	738214.45	KRW	No	922768.07	738214.45
KSE	007070	GS RETAIL CO LTD	1D4	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	012750	S1 CORPORATION	1D5	193028.02	N/A	193028.02	154422.41	KRW	No	193028.02	154422.41
KSE	000100	YUHAN CORPORATION	1D6	222845.34	N/A	222845.34	178276.27	KRW	No	222845.34	178276.27
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	113619.74	N/A	113619.74	90895.79	KRW	No	113619.74	90895.79
KSE	069960	HYUNDAI DEPT STORE CO	1D8	156933.34	N/A	156933.34	125546.67	KRW	No	156933.34	125546.67
KSE	004370	NONGSHIM CO LTD	1DA	1333933.44	N/A	1333933.44	1067146.72	KRW	No	1333933.44	1067146.72
KSE	079550	LIG NEX1 CO LTD	1DB	532631.79	N/A	532631.79	426105.43	KRW	No	532631.79	426105.43
KSE	204320	HL MANDO CO LTD	1DC	120210.94	N/A	120210.94	96168.75	KRW	No	120210.94	96168.75
KSE	004170	SHINSEGAE INC	1DD	558996.58	N/A	558996.58	447197.27	KRW	No	558996.58	447197.27
KSE	161890	KOLMAR KOREA CO LTD	1DE	173568.28	N/A	173568.28	138854.62	KRW	No	173568.28	138854.62
KSE	111770	YOUNGONE CORP	1DG	122721.875	N/A	122721.875	98177.50	KRW	No	122721.875	98177.50
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	439413.38	N/A	439413.38	351530.70	KRW	No	439413.38	351530.70
KSE	192820	COSMAX INC	1DK	496537.11	N/A	496537.11	397229.69	KRW	No	496537.11	397229.69
KSE	039130	HANA TOUR SERVICE INC	1DN	188633.87	N/A	188633.87	150907.10	KRW	No	188633.87	150907.10
KSE	086900	MEDY-TOX INC	1DP	423092.29	N/A	423092.29	338473.83	KRW	No	423092.29	338473.83
KSE	078340	COM2US CORP	1DR	130725.48	N/A	130725.48	104580.38	KRW	No	130725.48	104580.38
KSE	035760	CJ ENM CO LTD	1DT	268042.15	N/A	268042.15	214433.71	KRW	No	268042.15	214433.71
KSE	056190	SFA ENGINEERING CORP	1DV	90079.74	N/A	90079.74	72063.79	KRW	No	90079.74	72063.79
KSE	241560	DOOSAN BOBCAT INC	1DW	174196.01	N/A	174196.01	139356.81	KRW	No	174196.01	139356.81
KSE	017800	HYUNDAI ELEVATOR CO	1DY	127429.87	N/A	127429.87	101943.90	KRW	No	127429.87	101943.90
KSE	105630	HANSAE CO LTD	1DZ	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	240810	WONIK IPS CO LTD	1E0	106086.94	N/A	106086.94	84869.55	KRW	No	106086.94	84869.55
KSE	091700	PARTRON CO LTD	1E3	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	041510	SM ENTERTAINMENT CO LTD	1E4	244188.28	N/A	244188.28	195350.625	KRW	No	244188.28	195350.625
KSE	251270	NETMARBLE CORP	1E5	199305.35	N/A	199305.35	159444.28	KRW	No	199305.35	159444.28
KSE	003670	POSCO FUTURE M CO LTD	1E8	864702.73	N/A	864702.73	691762.19	KRW	No	864702.73	691762.19
KSE	178920	PI ADVANCED MATERIALS CO LTD	1EA	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	316140	WOORI FINANCIAL GROUP INC	1EB	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	020150	LOTTE ENERGY MATERIALS CORP	1ED	144378.67	N/A	144378.67	115502.94	KRW	No	144378.67	115502.94
KSE	009420	HANALL BIOPHARMA CO LTD	1EE	104674.54	N/A	104674.54	83739.63	KRW	No	104674.54	83739.63
KSE	035900	JYP ENTERTAINMENT CORP	1EF	187378.42	N/A	187378.42	149902.72	KRW	No	187378.42	149902.72
KSE	003410	SSANGYONG C&E CO LTD	1EG	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	028670	PAN OCEAN CO LTD	1EH	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	011790	SKC CO LTD	1EJ	431340	N/A	431340	287560	KRW	No	431340	287560
KSE	000990	DB HITEK CO LTD	1EK	136218.14	N/A	136218.14	108974.51	KRW	No	136218.14	108974.51
KSE	093370	FOOSUNG CO LTD	1EL	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	375500	DL E&C CO LTD	1ER	108754.81	N/A	108754.81	87003.85	KRW	No	108754.81	87003.85
KSE	207940	SAMSUNG BIOLOGICS CO LTD	1ES	2460714.84	N/A	2460714.84	1968571.875	KRW	No	2460714.84	1968571.875
KSE	028050	SAMSUNG E&A CO LTD	1ET	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	272210	HANWHA SYSTEMS CO LTD	1EV	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	293490	KAKAO GAMES CORP	1EX	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	247540	ECOPRO BM CO LTD	1EY	657550.70	N/A	657550.70	526040.55	KRW	No	657550.70	526040.55
KSE	253450	STUDIO DRAGON CORP	1EZ	142181.61	N/A	142181.61	113745.28	KRW	No	142181.61	113745.28
KSE	278280	CHUNBO CO LTD	1F0	227239.48	N/A	227239.48	181791.58	KRW	No	227239.48	181791.58
KSE	200130	KOLMAR BNH CO LTD	1F1	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	036540	SFA SEMICON CO LTD	1F2	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	060250	NHN KCP CORP	1F3	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	000250	SAM CHUN DANG PHARM CO LTD	1F4	640614	N/A	640614	427076	KRW	No	640614	427076
KSE	373220	LG ENERGY SOLUTION	1F5	1187985.41	N/A	1187985.41	950388.28	KRW	No	1187985.41	950388.28
KSE	323410	KAKAOBANK CORP	1F6	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	377300	KAKAO PAY CORP	1F7	111736.54	N/A	111736.54	89389.23	KRW	No	111736.54	89389.23
KSE	259960	KRAFTON INC	1F8	812914.71	N/A	812914.71	650331.76	KRW	No	812914.71	650331.76
KSE	302440	SK BIOSCIENCE CO LTD	1F9	187692.28	N/A	187692.28	150153.82	KRW	No	187692.28	150153.82
KSE	011200	HMM CO LTD	1FA	85450	N/A	85450	68360	KRW	No	85450	68360
KSE	361610	SK IE TECHNOLOGY CO LTD	1FB	176706.95	N/A	176706.95	141365.56	KRW	No	176706.95	141365.56
KSE	352820	HYBE CO LTD	1FC	604507.25	N/A	604507.25	483605.78	KRW	No	604507.25	483605.78
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	1FD	451026.42	N/A	451026.42	360821.13	KRW	No	451026.42	360821.13
KSE	402340	SK SQUARE CO LTD	1FE	262078.69	N/A	262078.69	209662.95	KRW	No	262078.69	209662.95
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	1FF	276202.69	N/A	276202.69	220962.15	KRW	No	276202.69	220962.15
KSE	383220	F&F CO LTD / NEW	1FG	213115.48	N/A	213115.48	170492.38	KRW	No	213115.48	170492.38
KSE	267250	HD HYUNDAI	1FH	213429.35	N/A	213429.35	170743.48	KRW	No	213429.35	170743.48
KSE	271560	ORION CORP/REPUBLIC OF KOREA	1FJ	288757.35	N/A	288757.35	231005.88	KRW	No	288757.35	231005.88
KSE	138040	MERITZ FINANCIAL GROUP INC	1FK	266472.83	N/A	266472.83	213178.26	KRW	No	266472.83	213178.26
KSE	263750	PEARL ABYSS CORP	1FL	122094.14	N/A	122094.14	97675.31	KRW	No	122094.14	97675.31
KSE	066970	L&F CO LTD	1FM	488062.71	N/A	488062.71	390450.16	KRW	No	488062.71	390450.16
KSE	112040	WEMADE CO LTD	1FN	243810	N/A	243810	162540	KRW	No	243810	162540
KSE	196170	ALTEOGEN INC	1FP	919818	N/A	919818	613212	KRW	No	919818	613212
KSE	058470	LEENO INDUSTRIAL INC	1FQ	916490.72	N/A	916490.72	733192.58	KRW	No	916490.72	733192.58

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	5835.80	N/A	5835.80	4668.64	USD	No	5835.80	4668.64
LMEOTC	CA	Grade A Copper - LME	CA	24839.27	N/A	24839.27	19871.41	USD	No	24839.27	19871.41
LMEOTC	PB	Lead - LME	PB	5903.03	N/A	5903.03	4722.42	USD	No	5903.03	4722.42
LMEOTC	SNLME	Tin future	SN	45314.50	N/A	45314.50	36251.60	USD	No	45314.50	36251.60
LMEOTC	ZSLME	Special High Grade Zinc	ZS	9063.99	N/A	9063.99	7251.19	USD	No	9063.99	7251.19

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	1760.625	N/A	1760.625	1408.50	EUR	Yes	1760.625	1408.50
MATIF	ECO	European Rapeseed Future	ECO	3475	N/A	3475	2780	EUR	Yes	3475	2780
MATIF	EMA	Corn	EMA	2037.97	N/A	2037.97	1630.38	EUR	No	2037.97	1630.38

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

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	IBEX35	IBEX 35 Index	IBX	8312.51	6650.01	11875.01	9500.01	EUR	No	11875.01	9500.01
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	831.251	665.001	1187.50	950.001	EUR	Yes	1187.50	950.001

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	DEUA	United States dollar	DA	9488.32	N/A	9488.32	7590.66	MXN	No	15489.85	12391.88
MEXDER	EURO	European Monetary Union Euro	EU	21522.29	N/A	21522.29	17217.83	MXN	No	21522.29	17217.83
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	61815.58	N/A	61815.58	49452.46	MXN	Yes²	62759.88	50207.90
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	12363.12	N/A	12363.12	9890.49	MXN	No	12551.98	10041.58

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	4928.96	N/A	4928.96	3943.16	EUR	No	4928.96	3943.16
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	4455.47	N/A	4455.47	3564.38	EUR	No	4455.47	3564.38
MONEP	CAC40	CAC 40	FCE	4812.50	3850	6875	5500	EUR	Yes	6875	5500
MONEP	FEF	FTSEurofirst 80 NEW	FEF	14975.76	N/A	14975.76	11980.61	EUR	No	14975.76	11980.61
MONEP	FEO	FTSEurofirst 100 NEW	FEO	11163.41	N/A	11163.41	8930.73	EUR	No	11163.41	8930.73
MONEP	CAC40	CAC 40	MFC	481.25	385	687.50	550	EUR	No	687.50	550

National Stock Exchange of India (NSE)

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

Exchange NSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	128824.2	N/A	128824.2	103059.45	INR	Yes	8540.36	6832.29
NSE	EURINR	Euro in Indian Rupee	EURINR	11263.13	N/A	11263.13	9010.50	INR	No	11263.13	9010.50
NSE	NSEFIN	NSE Nifty Financial Services Index Futures	FINNIFTY	152836	N/A	152836	122268.8	INR	Yes	3799.59	3039.67
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	13074.00	N/A	13074.00	10459.20	INR	No	13074.00	10459.20
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	6695.31	N/A	6695.31	5356.25	INR	No	6695.31	5356.25
NSE	MIDCAPSEL	Nifty Midcap Select	MIDCPNIFTY	128570.25	N/A	128570.25	102855.75	INR	Yes	1703.13	1362.51
NSE	NIFTY50	Nifty 50	NIFTY	85523.5	N/A	85523.5	68418.75	INR	Yes	3398.77	2719.01
NSE	USDINR	US Dollars in Indian Rupee	USDINR	10444.69	N/A	10444.69	8355.75	INR	Yes	10444.69	8355.75

ICE Futures U.S. (NYBOT)

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

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	LRC30APR	ICE U.S. Conforming 30-yr Fixed Mortgage Rate Lock Weighted APR	30C	3802.24	N/A	3802.24	3041.79	USD	No	3802.24	3041.79
NYBOT	CC	Cocoa NYBOT	CC	20202.14	N/A	20202.14	16161.72	USD	Yes	20202.14	16161.72
NYBOT	CT	Cotton No. 2	CT	4900.12	N/A	4900.12	3920.10	USD	Yes	4900.12	3920.10
NYBOT	DX	NYBOT US Dollar FX	DX	2579.37	N/A	2579.37	2063.50	USD	Yes	2579.37	2063.50
NYBOT	NYFANG	NYSE FANG+ Index	FNG	6843.35	N/A	6843.35	5474.68	USD	No	6843.35	5474.68
NYBOT	KC	Coffee "C"	KC	11028.95	N/A	11028.95	8823.16	USD	Yes	11028.95	8823.16
NYBOT	OJ	FC Orange Juice "A"	OJ	18155.56	N/A	18155.56	14524.45	USD	Yes	18155.56	14524.45
NYBOT	RS	Canola	RS	1410.41	N/A	1410.41	1128.33	CAD	No	1410.41	1128.33
NYBOT	SB	Sugar No. 11	SB	2520	N/A	2520	2016	USD	Yes	2520	2016
NYBOT	SF	Sugar #16 112000 lbs	SF	2216.17	N/A	2216.17	1772.93	USD	No	2216.17	1772.93

New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	BB	NYMEX Brent Financial Futures Index	BB	17550	N/A	17550	13000	USD	No	17550	13000
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	17550	N/A	17550	13000	USD	Yes	17550	13000
NYMEX	CL	Light Sweet Crude Oil	CL	17550	N/A	17550	13000	USD	Yes	17550	13000
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	6916.45	N/A	6916.45	5533.16	USD	No	6916.45	5533.16
NYMEX	HO	Heating Oil	HO	35154	N/A	35154	26040	USD	Yes	35154	26040
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	6916.45	N/A	6916.45	5533.16	USD	No	6916.45	5533.16
NYMEX	MCL	Micro WTI Crude Oil	MCL	1755	N/A	1755	1300	USD	Yes	1755	1300
NYMEX	MHO	Micro NY Harbor ULSD	MHO	3515.40	N/A	3515.40	2604	USD	No	3515.40	2604
NYMEX	MHNG	Micro Henry Hub Natural Gas	MNG	691.645	N/A	691.645	553.316	USD	No	691.645	553.316
NYMEX	MRB	Micro RBOB Gasoline	MRB	3402	N/A	3402	2520	USD	No	3402	2520
NYMEX	NG	Henry Hub Natural Gas	NG	6916.45	N/A	6916.45	5533.16	USD	Yes	6916.45	5533.16
NYMEX	PA	Palladium Index	PA	96580.00	N/A	96580.00	19758.34	USD	No	96580.00	19758.34
NYMEX	PL	Platinum Index	PL	5868.73	N/A	5868.73	4694.98	USD	No	5868.73	4694.98
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	1729.11	N/A	1729.11	1383.29	USD	No	1729.11	1383.29
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	8775	N/A	8775	6500	USD	No	8775	6500
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	34020	N/A	34020	25200	USD	Yes	34020	25200
NYMEX	TT	NYMEX Cotton index	TT	15154.27	N/A	15154.27	12123.41	USD	No	15154.27	12123.41

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	5304.20	N/A	5304.20	4243.36	USD	No	5304.20	4243.36
NYSELIFFE	M1EU	MSCI Europe NTR	EU9	8869.18	N/A	8869.18	7095.35	USD	No	8869.18	7095.35
NYSELIFFE	M1JP	The MSCI Japan NTR	JPP	11755.57	N/A	11755.57	9404.45	USD	No	11755.57	9404.45
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	5464.95	4371.96	7807.07	6245.66	USD	No	7807.07	6245.66
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2865.69	2292.55	4093.84	3275.08	USD	No	4093.84	3275.08
NYSELIFFE	MXUS	MSCI USA Index	MUN	54039.24	N/A	54039.24	43231.39	USD	No	54039.24	43231.39

Nasdaq OMX - Stockholm (OMS)

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

Exchange OMS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OMS	OMXESG	OMXS30 ESG Responsible Index	OMXESG	26906.36	N/A	26906.36	21525.09	SEK	No	26906.36	21525.09
OMS	OMXS30	OMX Index (Sweden)	OMXS30	19521.25	15617	27887.50	22310	SEK	Yes	27887.50	22310
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1063.81	N/A	1063.81	851.045	SEK	No	6110.79	851.045

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	2609661.845	2087729.48	3728088.35	2982470.68	JPY	Yes	3728088.35	2982470.68
OSE.JPN	N225M	Nikkei 225 Mini	225M	260966.18	208772.95	372808.835	298247.07	JPY	Yes	372808.835	298247.07
OSE.JPN	N225MC	Nikkei 225 Micro	225MC	26096.62	20877.29	37280.88	29824.71	JPY	No	37280.88	29824.71
OSE.JPN	JPNK400	JPX-Nikkei Index 400	400	154871.625	N/A	154871.625	123897.30	JPY	No	154871.625	123897.30
OSE.JPN	TPXC30	Topix Core30	C30	118097.14	N/A	118097.14	94477.71	JPY	No	118097.14	94477.71
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	453112.42	N/A	453112.42	362489.94	JPY	No	453112.42	362489.94
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JBL	2118878.34	N/A	2118878.34	1695102.67	JPY	Yes	1555693.88	1244555.10
OSE.JPN	MJ	Mini 10 Year JGB	JBLM	211887.83	N/A	211887.83	169510.27	JPY	No	155569.39	124455.51
OSE.JPN	TSEMOTHR	TSE Growth Market 250 Index	MOTH	70570.43	N/A	70570.43	56456.34	JPY	No	54033	43226.40
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NVI	125625	N/A	125625	100500	JPY	No	257500	206000
OSE.JPN	TSEREIT	TSE REIT Index	REIT	238366.52	N/A	238366.52	190693.22	JPY	No	238366.52	190693.22
OSE.JPN	TOPX	TOPIX Index	TPX	1516955.53	1213564.42	2167079.33	1733663.46	JPY	No	2167079.33	1733663.46
OSE.JPN	MNTPX	Japan Mini Topix	TPXM	151695.55	121356.44	216707.93	173366.35	JPY	No	216707.93	173366.35

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	17550	N/A	17550	13000	USD	No	17550	13000
QBALGOIEU	GOIL	-	GOIL	9260.08	N/A	9260.08	6859.32	USD	No	9260.08	6859.32
QBALGOIEU	WTI	-	WTI	17550	N/A	17550	13000	USD	No	17550	13000

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	20202.14	N/A	20202.14	16161.72	USD	No	20202.14	16161.72
QBALGOIUS	CT	-	CT	4900.12	N/A	4900.12	3920.10	USD	No	4900.12	3920.10
QBALGOIUS	DX	-	DX	2579.37	N/A	2579.37	2063.50	USD	No	2579.37	2063.50
QBALGOIUS	KC	-	KC	11028.95	N/A	11028.95	8823.16	USD	No	11028.95	8823.16
QBALGOIUS	OJ	-	OJ	18155.56	N/A	18155.56	14524.45	USD	No	18155.56	14524.45
QBALGOIUS	SB	-	SB	2520	N/A	2520	2016	USD	No	2520	2016

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	309116.92	N/A	309116.92	247293.54	JPY	No	309116.92	247293.54
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	2108.55	N/A	2108.55	1686.84	USD	No	2108.55	1686.84
SGX	XINA50	FTSE/Xinhua China A50	CN	1329.30	1063.44	1899	1519.20	USD	No	1899	1519.20
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	4320	N/A	4320	3456	USD	No	4320	3456
SGX	XIN0I	FTSE China H50	FCH	4538.72	N/A	4538.72	3630.98	USD	No	4538.72	3630.98
SGX	SCI	SGX TSI Iron Ore Futures	FEF	1938.89	N/A	1938.89	1551.11	USD	No	1938.89	1551.11
SGX	WIIDN	FTSE Indonesia Index	FID	1552.47	N/A	1552.47	1241.98	USD	No	1552.47	1241.98
SGX	FIVNM30	FTSE Vietnam 30 Price Return Index	FVN	991.76	N/A	991.76	793.408	USD	No	991.76	793.408
SGX	INR	United States dollar	INR	10451.56	N/A	10451.56	8361.25	USD	No	10451.56	8361.25
SGX	INX	SGX USD/INR (USD) Month-end	INX	10445.94	N/A	10445.94	8356.75	USD	No	10445.94	8356.75
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	2990	N/A	2990	2392	USD	No	2990	2392
SGX	SGB	SGX Mini JGB Index	JB	264860.89	N/A	264860.89	211888.72	JPY	No	264860.89	211888.72
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	356000	N/A	356000	284800	JPY	No	356000	284800
SGX	KRW	Korean Won	KRW	5070.78	N/A	5070.78	4056.62	USD	No	5070.78	4056.62
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	1014.16	N/A	1014.16	811.325	USD	No	1014.16	811.325
SGX	MUC	SGX USD/CNH Futures (Mini)	MUC	6772.125	N/A	6772.125	5417.70	CNH	No	6772.125	5417.70
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	2079750.06	N/A	2079750.06	1393800.05	JPY	No	2079750.06	1393800.05
SGX	SGXNK	SGX: Nikkei 225	NK	1024898.95	819919.16	1464141.36	1171313.09	JPY	Yes	1464141.36	1171313.09
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	204979.79	163983.83	292828.27	234262.62	JPY	No	292828.27	234262.62
SGX	N225U	SGX: USD Nikkei 225 Index	NU	50403.67	N/A	50403.67	40322.93	USD	No	50403.67	40322.93
SGX	SSG	MSCI Singapore Free Index	SGP	1336.78	1069.42	1909.69	1527.75	SGD	Yes²	1909.69	1527.75
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	5821.71	N/A	5821.71	4657.37	SGD	No	5821.71	4657.37
SGX	STI	SGX Straits Times Index	ST	4791.62	N/A	4791.62	3833.30	SGD	No	4791.62	3833.30
SGX	TD	SGX Taiwan Dollar in US Dollar Futures (Mini)	TD	2702	N/A	2702	2161.60	USD	No	2702	2161.60
SGX	TSR20	SICOM Rubber	TF	625.00	N/A	625.00	500.00	USD	No	625.00	500.00
SGX	SGXTU	SGX Thai baht in US Dollar Futures	TU	1190.23	N/A	1190.23	952.184	USD	No	1190.23	952.184
SGX	TWD	SGX Taiwan Dollar in US Dollar Futures (Full-Sized)	TWD	8106	N/A	8106	6481.80	USD	No	8103.50	6481.80
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2591.08	2072.87	3701.55	2961.24	USD	No	3701.55	2961.24
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	27088.50	N/A	27088.50	21670.80	CNH	Yes	27088.50	21670.80
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	9397464.10	N/A	9397464.10	7517971.28	JPY	No	9397464.10	7517971.28
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	1455.43	N/A	1455.43	1164.34	SGD	No	1455.43	1164.34
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	1879492.82	N/A	1879492.82	1503594.26	JPY	No	1879492.82	1503594.26
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1361.63	N/A	1361.63	1089.30	SGD	No	1361.64	1089.31
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	3648.94	N/A	3648.94	2919.15	SGD	No	3648.94	2919.15
SGX	G13	GENTING SINGAPORE LTD	YGEN	868.626	N/A	868.626	694.90	SGD	No	868.631	694.905
SGX	BN4	KEPPEL LTD	YKEP	3794.73	N/A	3794.73	3035.78	SGD	No	3794.73	3035.78
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5358.26	N/A	5358.26	4286.61	SGD	No	5358.26	4286.61
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2262.19	N/A	2262.19	1809.75	SGD	No	2262.19	1809.75
SGX	Y92	THAI BEVERAGE PCL	YTBE	920.278	N/A	920.278	736.22	SGD	No	920.278	736.22
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5668.15	N/A	5668.15	4534.52	SGD	No	5668.15	4534.52
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2983.39	N/A	2983.39	2386.71	SGD	No	2983.38	2386.70
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	15445.32	N/A	15445.32	3483.77	SGD	No	4354.73	3483.78
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	375	N/A	375	300	USD	No	375	300
SGX	YESBANK	YES BANK LTD	ZYES	187.50	N/A	187.50	150	USD	No	187.50	150

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	648.959	N/A	648.959	519.167	USD	No	648.959	519.167
SMFE	2YSME	Small 2YR US Treasury Yield	S2Y	731.25	N/A	731.25	585	USD	No	731.25	585
SMFE	30YSME	Small 30YR US Treasury Yield	S30Y	526.424	N/A	526.424	421.139	USD	No	526.424	421.139

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	13354.33	10683.46	19077.61	15262.09	AUD	Yes	19077.61	15262.09
SNFE	IB	30 Day Interbank Cash Rate	IB	785	N/A	785	628	AUD	No	785	628
SNFE	IR	90 Day Bills	IR	3225.98	N/A	3225.98	2580.79	AUD	No	3225.98	2580.79
SNFE	XT	10 Year Treasury Bond 6%	XT	3597.52	N/A	3597.52	2878.01	AUD	No	3597.52	2878.01
SNFE	YT	3 Year Treasury Bond 6%	YT	1316.31	N/A	1316.31	1053.05	AUD	No	1316.31	1053.05

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

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁵	Intraday End Time⁵

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

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

Portfolio Margin Mechanics

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

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

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

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

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

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

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

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

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

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

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

Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

You can change your location setting by clicking here

Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

Singapore Exchange (SGX)

The Small Exchange (SMFE)

ASX24 (SNFE)4

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Portfolio Margin

Portfolio Margin Eligibility

Portfolio Margin Mechanics

Additional US Margin Requirements

Further Reading

Disclosures

ASX24 (SNFE)⁴