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	8131.31	N/A	8131.31	7070.70	EUR	Yes²	8131.31	7070.70

BURSAMY

Exchange BURSAMY	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BURSAMY	FCPO.MY	CRUDE PALM OIL - MY	FCPO	8050	N/A	8050	7000	MYR	No	8050	7000
BURSAMY	FBMKLCI	FKLI	FKLI	4025	3500	5750	5000	MYR	No	5750	5000

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	692.946	N/A	692.946	602.545	USD	No	692.946	602.545
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1253.87	N/A	1253.87	1090.32	USD	No	1253.87	1090.32
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	829.705	N/A	829.705	721.483	USD	No	829.705	721.483
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	2591.96	N/A	2591.96	2253.88	USD	No	2591.96	2253.88
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	789.68	N/A	789.68	686.679	USD	No	789.681	686.679
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	3715.31	N/A	3715.31	3230.70	USD	No	3715.31	3230.70
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	6130.36	N/A	6130.36	5330.75	USD	No	6130.36	5330.75
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	5306.61	N/A	5306.61	4614.44	USD	No	5306.61	4614.44
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3063.82	N/A	3063.82	2664.20	USD	Yes	3063.82	2664.20
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	723.449	N/A	723.449	628.264	USD	No	723.475	628.264
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1191.73	N/A	1191.73	1035.40	USD	No	1191.76	1035.40
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1090.13	947.939	1557.33	1354.20	USD	No	1486.95	1293
CBOT	MZC	MICRO CORN FUTURES	MZC	183.527	N/A	183.527	159.589	USD	No	183.527	159.589
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	374.327	N/A	374.327	325.502	USD	No	374.327	325.502
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	311.984	N/A	311.984	271.29	USD	No	311.984	271.29
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	361.005	N/A	361.005	313.917	USD	No	361.005	313.917
CBOT	MZW	MICRO WHEAT FUTURES	MZW	292.777	N/A	292.777	254.589	USD	No	292.777	254.589
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3955.67	N/A	3955.67	3439.72	USD	No	3955.67	3439.72
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	4016.07	N/A	4016.07	3492.24	USD	No	4016.33	3492.24
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945.01	N/A	4945.01	4300.01	USD	No	4945.01	4300.01
CBOT	UB	ULTRA TREASURY BOND	UB	7236.22	N/A	7236.22	6292.36	USD	Yes	7236.47	6292.36
CBOT	YC	MINI SIZED CORN FUTURES	XC	377.197	N/A	377.197	327.997	USD	No	377.197	327.997
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	722.01	N/A	722.01	627.835	USD	No	722.01	627.835
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	585.554	N/A	585.554	509.178	USD	No	585.554	509.178
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	57.50	N/A	57.50	50	USD	No	57.50	50
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	105.634	N/A	105.634	91.8542	USD	No	105.632	91.8542
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	172.502	N/A	172.502	150	USD	No	172.50	150
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	196.001	N/A	196.001	170.435	USD	No	196.002	170.435
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	610.737	N/A	610.737	531.073	USD	No	610.734	531.073
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	10901.31	9479.40	15573.30	13542	USD	Yes	14864.90	12926
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2598.66	N/A	2598.66	2259.70	USD	No	2598.78	2259.70
CBOT	ZB	US TREASURY BOND	ZB	5544.32	N/A	5544.32	4820.93	USD	Yes	5544.07	4820.93
CBOT	ZC	CORN FUTURES	ZC	1885.98	N/A	1885.98	1639.99	USD	Yes	1885.98	1639.99
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1772.41	N/A	1772.41	1541.18	USD	Yes	1772.35	1541.18
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3533.72	N/A	3533.72	3072.80	USD	Yes	3533.72	3072.80
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2919.91	N/A	2919.91	2539.05	USD	Yes	2919.91	2539.05
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2723.04	N/A	2723.04	2367.86	USD	Yes	2723.54	2367.86
CBOT	ZO	OAT FUTURES	ZO	5658.35	N/A	5658.35	4920.31	USD	Yes	5658.35	4920.31
CBOT	ZQ	30 DAY FED FUNDS	ZQ	546.25	N/A	546.25	475.00	USD	Yes²	546.263	475.00
CBOT	ZR	ROUGH RICE FUTURES	ZR	4427.05	N/A	4427.05	3849.61	USD	Yes	4427.05	3849.61
CBOT	ZS	SOYBEAN FUTURES	ZS	3610.05	N/A	3610.05	3139.17	USD	Yes	3610.05	3139.17
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1455.76	N/A	1455.76	1265.88	USD	Yes	1456.33	1265.88
CBOT	ZW	WHEAT FUTURES	ZW	2927.77	N/A	2927.77	2545.89	USD	Yes	2927.77	2545.89

Montreal Exchange (CDE)

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

Exchange CDE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CDE	CGB	10 YEAR GOVERNMENT OF CANADA BONDS	CGB	3708.07	N/A	3708.07	3224.41	CAD	No	3708.07	3224.41
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1946.14	N/A	1946.14	1692.30	CAD	No	1946.14	1692.30
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	733.2975	N/A	733.2975	637.65	CAD	No	733.2975	637.65
CDE	CRA	3 MONTH CORRA	CRA	519.536	N/A	519.536	451.77	CAD	No	519.546	451.77
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15759.45	13703.87	22513.51	19576.96	CAD	No	22513.51	19576.96
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	12338.09	N/A	12338.09	10728.78	CAD	No	12338.09	10728.78

CEDX

Exchange CEDX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CEDX	BCH20P	-	CH20F	16636.99	N/A	16636.99	14466.95	CHF	Yes	16636.99	14466.95
CEDX	BDE40G	-	DE40F	29782.63	N/A	29782.63	25897.94	EUR	Yes	29782.63	25897.94
CEDX	BES35P	-	ES35F	67713.62	N/A	67713.62	58881.41	EUR	Yes	67713.62	58881.41
CEDX	BEZ50P	-	EZ50F	6870.40	N/A	6870.40	5974.26	EUR	Yes	6870.40	5974.26
CEDX	BFR40P	-	FR40F	9234.14	N/A	9234.14	8029.68	EUR	Yes	9234.14	8029.68
CEDX	BIT40P	-	IT40F	13632.81	N/A	13632.81	11854.62	EUR	Yes	13632.81	11854.62
CEDX	BNL25P	-	NL25F	11181.52	N/A	11181.52	9723.06	EUR	Yes	11181.52	9723.06
CEDX	BNO25G	-	NO25F	14390.17	N/A	14390.17	12513.19	NOK	Yes	14390.17	12513.19
CEDX	BSE30P	-	SE30F	33660.01	N/A	33660.01	29269.57	SEK	Yes	33660.01	29269.57
CEDX	BUK100P	-	UK100F	9243.85	N/A	9243.85	8038.13	GBP	Yes	9243.85	8038.13

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	9900.61	N/A	9900.61	8607.75	USD	No	9900.61	8607.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	9956.32	N/A	9956.32	8655.53	USD	No	9956.31	8655.53
CFE	VA	S&P 500 VARIANCE	VA	166.75	N/A	166.75	145	USD	No	166.75	145
CFE	VIX	CBOE VOLATILITY INDEX	VX	11092.27	N/A	11092.27	9645.46	USD	Yes	27679.25	24068.91
CFE	VIX	CBOE VOLATILITY INDEX	VX23	10637.50	N/A	10637.50	9250	USD	No	29340.23	25513.25
CFE	VIX	CBOE VOLATILITY INDEX	VX25	10637.50	N/A	10637.50	9250	USD	No	26179.05	22764.39
CFE	VIX	CBOE VOLATILITY INDEX	VX26	10637.50	N/A	10637.50	9250	USD	No	25534.53	22203.94
CFE	VIX	CBOE VOLATILITY INDEX	VX27	10637.50	N/A	10637.50	9250	USD	No	25241.11	21948.80
CFE	VIX	CBOE VOLATILITY INDEX	VX29	10637.50	N/A	10637.50	9250	USD	No	27171.18	23627.12
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1106.75	N/A	1106.75	962.389	USD	No	2515.89	2187.73

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	2530.01	N/A	2530.01	2200.01	USD	Yes	2530.01	2200.01
CME	GBP	BRITISH POUND	6B	2530	N/A	2530	2200	USD	Yes	2530	2200
CME	CAD	CANADIAN DOLLAR	6C	1552.51	N/A	1552.51	1350.01	USD	Yes	1552.51	1350.01
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4090.35	N/A	4090.35	3556.83	USD	Yes	4090.35	3556.83
CME	JPY	JAPANESE YEN	6J	4370.36	N/A	4370.36	3800.31	USD	Yes	4376.61	3800.31
CME	BRE	BRAZILIAN REAL	6L	1854.19	N/A	1854.19	1348.50	USD	Yes²	1854.19	1348.50
CME	6M	MEXICAN PESO	6M	1840.01	N/A	1840.01	1600.01	USD	Yes	1840.01	1600.01
CME	NZD	NEW ZEALAND DOLLAR	6N	2535.53	N/A	2535.53	2204.81	USD	Yes²	2535.53	2204.81
CME	RUR^*	RUSSIAN RUBLE IN US DOLLARS	6R	28735.625	N/A	28735.625	24987.50	USD	Yes²	28735.625	24987.50
CME	CHF	SWISS FRANC	6S	6210	N/A	6210	5400	USD	Yes	6210	5400
CME	ZAR	SOUTH AFRICAN RAND	6Z	2257.10	N/A	2257.10	1962.625	USD	No	2257.10	1962.625
CME	ACDX	AUSTRALIAN DOLLAR	ACD	15468.17	N/A	15468.17	13450.59	CAD	No	15468.17	13450.59
CME	AJY	AUSTRALIAN DOLLAR	AJY	2603517.79	N/A	2603517.79	2263928.00	JPY	No	2603517.19	2263928.00
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	878.282	N/A	878.282	763.723	USD	No	878.286	763.727
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	26682.71	N/A	26682.71	23202.36	USD	No	26682.71	23202.36
CME	BOS	BOSTON HOUSING INDEX	BOS	5100.25	N/A	5100.25	4435.00	USD	No	5100.25	4435.00
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	193359.92	N/A	193359.92	165737.07	USD	Yes	193359.92	165737.07
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	273685.625	N/A	273685.625	237987.50	EUR	No	328422.75	285585
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	8915.56	N/A	8915.56	7752.66	USD	No	8915.56	7752.66
CME	CHI	CHICAGO HOUSING INDEX	CHI	3179.75	N/A	3179.75	2765.00	USD	No	3179.75	2765.00
CME	CLP	CHILEAN PESO	CHP	5931.20	N/A	5931.20	5157.56	USD	No	5951.20	5157.56
CME	CJY	CANADIAN DOLLAR	CJY	2770583.00	N/A	2770583.00	2409202.08	JPY	No	2770582.40	2409202.08
CME	CNH	UNITED STATES DOLLAR	CNH	24673.14	N/A	24673.14	21436.50	CNH	No	24673.14	21436.50
CME	CSC	CHEESE	CSC	3684.54	N/A	3684.54	3203.95	USD	No	3684.54	3203.95
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5221.00	N/A	5221.00	4540.00	USD	No	5221.00	4540.00
CME	CZK	CZECH KORUNA	CZK	20539.91	N/A	20539.91	17860.79	USD	Yes²	20539.91	17860.79
CME	DA	MILK CLASS III INDEX	DC	5427.75	N/A	5427.75	4719.78	USD	Yes	5427.75	4719.78
CME	DEN	DENVER HOUSING INDEX	DEN	4677.63	N/A	4677.63	4067.50	USD	No	4677.62	4067.50
CME	DY	CME DRY WHEY INDEX	DY	4101.38	N/A	4101.38	3566.41	USD	No	4101.38	3566.41
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2045.18	N/A	2045.18	1778.41	USD	No	2045.18	1778.41
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	18633.69	N/A	18633.69	16200.99	AUD	No	18633.69	16200.99
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	13814.22	N/A	13814.22	12011.60	CAD	No	13814.22	12011.60
CME	ECK	CZECH KORUNA	ECK	9250.60	N/A	9250.60	8044	EUR	No	9250.60	8044
CME	EHF	HUNGARIAN FORINT	EHF	5565.32	N/A	5565.32	4828.97	EUR	Yes²	5553.32	4828.97
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	25099.93	N/A	25099.93	21826.03	USD	Yes²	25372.45	22063
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	240723.99	209325.21	343891.42	299036.01	JPY	No	319355	277700
CME	EPZ	POLISH ZLOTY	EPZ	7409.98	N/A	7409.98	6443.46	EUR	Yes²	7409.98	6443.46
CME	ES	E-MINI S&P 500	ES	16675.95	15159.95	23822.78	21657.07	USD	Yes	22191.40	20174
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	30779.75	N/A	30779.75	26764.90	USD	No	30779.76	26764.90
CME	ESTR	EURO SHORT-TERM RATE	ESR	143.75	N/A	143.75	125.00	EUR	No	143.88	125.00
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	79035.26	N/A	79035.26	68726.31	EUR	No	84801	73740
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	82837.10	N/A	82837.10	72032.26	USD	Yes	99404.52	86438.71
CME	GSCI	S&P-GSCI INDEX	GD	23156.89	N/A	23156.89	20136.42	USD	No	23156.88	20136.42
CME	GDK	CLASS IV MILK - 200K LBS	GDK	1613.18	N/A	1613.18	1402.77	USD	No	1613.18	1402.77
CME	GF	FEEDER CATTLE	GF	9806.96	N/A	9806.96	8527.79	USD	Yes	9806.96	8527.79
CME	NF	NON FAT DRY MILK INDEX	GNF	3574.97	N/A	3574.97	3108.67	USD	No	3574.97	3108.67
CME	HE	LEAN HOGS	HE	4732.74	N/A	4732.74	4115.42	USD	Yes	4732.74	4115.42
CME	HUF	HUNGARIAN FORINT	HUF	11814.98	N/A	11814.98	10273.90	USD	Yes²	11826.98	10273.90
CME	IBAA	BOVESPA INDEX - USD	IBV	41086.05	N/A	41086.05	35727	USD	No	30895.90	26866
CME	ILS	ISRAELI SHEKEL	ILS	37065.27	N/A	37065.27	32230.67	USD	Yes²	37065.27	32230.67
CME	J7	JAPANESE YEN	J7	2185.18	N/A	2185.18	1900.16	USD	No	2188.31	1900.16
CME	KRW	KOREAN WON	KRW	17862.26	N/A	17862.26	15529.50	USD	Yes²	11557.93	10048.50
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4459.13	N/A	4459.13	3877.50	USD	No	4459.13	3877.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6658.50	N/A	6658.50	5790.00	USD	No	6658.50	5790.00
CME	LBR	LUMBER FUTURES	LBR	3080.10	N/A	3080.10	2678.35	USD	No	3080.10	2678.35
CME	LE	LIVE CATTLE	LE	4554.17	N/A	4554.17	3960.15	USD	Yes	4554.17	3960.15
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	745.435	648.204	1064.91	926.005	USD	No	970.60	844
CME	M6A	AUSTRALIAN DOLLAR	M6A	253.001	N/A	253.001	220.001	USD	No	253.001	220.001
CME	M6B	BRITISH POUND	M6B	253	N/A	253	220	USD	No	253	220
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	409.035	N/A	409.035	355.683	USD	No	409.035	355.683
CME	MBT	MICRO BITCOIN	MBT	3867.20	N/A	3867.20	3314.74	USD	Yes	3867.20	3314.74
CME	MCD	CANADIAN DOLLAR	MCD	155.251	N/A	155.251	135.001	USD	No	155.251	135.001
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1667.82	1516.20	2382.60	2166	USD	Yes	2218.70	2017
CME	MET	MICRO ETHER	MET	165.674	N/A	165.674	144.065	USD	Yes	198.809	172.877
CME	MIA	MIAMI HOUSING INDEX	MIA	6483.125	N/A	6483.125	5637.50	USD	No	6483.125	5637.50
CME	MIR	INDIAN RUPEE	MIR	1344.94	N/A	1344.94	1169.50	USD	No	1344.94	1169.50
CME	MJY	JAPANESE YEN	MJY	437.036	N/A	437.036	380.031	USD	No	437.661	380.031
CME	MNH	UNITED STATES DOLLAR	MNH	2471.28	N/A	2471.28	2148.15	CNH	No	2471.28	2148.15
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	120347.50	104650	171925	149500	JPY	No	159620	138800
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1708.90	N/A	1708.90	1486	USD	No	1570.90	1366
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2416.26	2196.60	3451.80	3138	USD	Yes	3304.40	3004
CME	MSF	SWISS FRANC	MSF	621.028	N/A	621.028	540.024	USD	No	621.028	540.024
CME	MSL	MICRO SOLANA	MSL	2863.26	N/A	2863.26	2489.52	USD	No	2863.26	2489.52
CME	MXP	MICRO XRP	MXP	6629.27	N/A	6629.27	5763.75	USD	No	6629.41	5763.75
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1203153	1046220	1718790	1494600	JPY	No	1596315	1388100
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	17088.86	N/A	17088.86	14859.01	USD	No	15707.85	13659
CME	NOK	NORWEGIAN KRONE	NOK	23054.89	N/A	23054.89	20033.39	USD	No	23054.89	20033.39
CME	NQ	E-MINI NASDAQ 100	NQ	24161.83	21965.30	34516.90	31379	USD	Yes	33045.10	30041
CME	NYM	NEW YORK HOUSING INDEX	NYM	4832.88	N/A	4832.88	4202.50	USD	No	4832.88	4202.50
CME	PJY	BRITISH POUND	PJY	2918814.70	N/A	2918814.70	2538099.74	JPY	No	2918815.08	2538099.74
CME	PLN	POLISH ZLOTY	PLN	16438.80	N/A	16438.80	14294.61	USD	Yes²	16438.80	14294.61
CME	PSF	BRITISH POUND	PSF	11828.56	N/A	11828.56	10285.71	CHF	No	11828.56	10285.71
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4346.70	N/A	4346.70	3779.09	CHF	No	4346.70	3779.09
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8002.275	N/A	8002.275	6958.50	USD	Yes²	8002.275	6958.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	11058.38	N/A	11058.38	9615.60	EUR	Yes²	11057.94	9615.60
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6129.58	N/A	6129.58	5329.69	GBP	No	6129.58	5329.69
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	23154.43	N/A	23154.43	20127.61	USD	No	23154.42	20127.61
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	39070.64	N/A	39070.64	33974.47	USD	No	39070.65	33974.47
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	9128.05	N/A	9128.05	7936.98	USD	No	9128.06	7936.98
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7454.35	6482.04	10649.06	9260.05	USD	Yes	9700.25	8435
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1203256.56	N/A	1203256.56	1046157.99	JPY	Yes²	1203255.94	1046157.99
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4485	N/A	4485	3900	USD	No	4485	3900
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6442.88	N/A	6442.88	5602.50	USD	No	6442.88	5602.50
CME	SEK	SWEDISH KRONA	SEK	24340.82	N/A	24340.82	21145.51	USD	No	24340.82	21145.51
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5146.25	N/A	5146.25	4475	USD	No	5146.25	4475
CME	SGX	SHORT GILT	SG	271710.84	N/A	271710.84	236270.25	USD	No	271710.79	236270.25
CME	SIR	INDIAN RUPEE	SIR	6724.66	N/A	6724.66	5847.50	USD	No	6724.66	5847.50
CME	SJY	SWISS FRANC	SJY	4094828.43	N/A	4094828.43	3560720.37	JPY	No	4094829.93	3560720.37
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	30113.27	N/A	30113.27	26185.45	USD	No	30113.27	26185.45
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	57282.83	N/A	57282.83	49790.45	USD	No	57282.81	49790.44
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1197.85	N/A	1197.85	1041.61	GBP	No	1197.85	1041.61
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	311.694	N/A	311.694	271.039	USD	No	311.694	271.039
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	563.50	N/A	563.50	490	USD	Yes	563.50	490
CME	SVX	SCHNEIDER ELECTRIC SE	SU	76239.98	N/A	76239.98	66295.63	USD	No	76239.97	66295.63
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1053.53	N/A	1053.53	916.079	USD	No	1053.54	916.079
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4792.63	N/A	4792.63	4167.50	USD	No	4792.62	4167.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	11954.61	N/A	11954.61	10395.31	USD	No	11954.61	10395.31
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	14545.66	N/A	14545.66	12648.40	USD	No	14545.66	12648.40
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	11583.48	N/A	11583.48	10072.53	USD	No	11583.48	10072.53
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	17252.94	N/A	17252.94	15002.55	USD	No	17252.94	15002.55
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	34022.02	N/A	34022.02	29584.36	USD	No	34022.02	29584.36
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	7067.39	N/A	7067.39	6145.56	USD	No	7067.39	6145.56
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4920.16	N/A	4920.16	4278.14	USD	No	4920.16	4278.14
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	10953.86	N/A	10953.86	9525.01	USD	No	10953.86	9525.01
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	12667.82	N/A	12667.82	11015.50	USD	No	12667.82	11015.50
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	44162.75	N/A	44162.75	38402.39	USD	No	44162.75	38402.39
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	14582.81	N/A	14582.81	12680.25	USD	No	14582.81	12680.25
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	132566.25	N/A	132566.25	115275	USD	No	132566.25	115275

COMEX

Exchange COMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
COMEX	1OZ	1 OUNCE GOLD FUTURES	1OZ	221.17	N/A	221.17	192.321	USD	No	221.17	192.321
COMEX	ALI	ALUMINUM INDEX	ALI	7182.23	N/A	7182.23	6245.42	USD	No	7182.23	6245.42
COMEX	GC	GOLD	GC	22116.63	N/A	22116.63	19231.85	USD	Yes	22116.63	19231.85
COMEX	HG	COPPER INDEX	HG	11870.99	N/A	11870.99	10322.60	USD	Yes	11870.99	10322.60
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2419.69	N/A	2419.69	2104.08	USD	No	2419.69	2104.08
COMEX	MGC	E-MICRO GOLD	MGC	2211.66	N/A	2211.66	1923.19	USD	Yes	2211.66	1923.19
COMEX	MHG	MICRO COPPER	MHG	1187.10	N/A	1187.10	1032.26	USD	No	1187.10	1032.26
COMEX	QC	COMEX MINY COPPER	QC	5935.49	N/A	5935.49	5161.30	USD	No	5935.49	5161.30
COMEX	QI	COMEX MINY SILVER	QI	13031.30	N/A	13031.30	11331.56	USD	No	13031.30	11331.56
COMEX	QO	COMEX MINY GOLD	QO	11058.32	N/A	11058.32	9615.93	USD	No	11058.31	9615.93
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	36229.69	N/A	36229.69	31504.07	CNH	No	36229.70	31504.07
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	6905.93	N/A	6905.93	6005.15	USD	No	6905.93	6005.15
COMEX	SI	SILVER INDEX	SI	26062.60	N/A	26062.60	22663.13	USD	Yes	26062.61	22663.13
COMEX	SI	SILVER INDEX	SIL	5212.52	N/A	5212.52	4532.63	USD	No	5212.52	4532.63
COMEX	UX	URANIUM INDEX	UX	2052.67	N/A	2052.67	1784.93	USD	No	2052.67	1784.93

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	42757.00	N/A	42757.00	37180.00	EUR	No	42757.00	37180.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	12240.30	N/A	12240.30	10643.74	EUR	Yes	12240.30	10643.74

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	10297.01	N/A	10297.01	8953.92	CHF	No	10297.01	8953.92
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6874.51	N/A	6874.51	5968.87	EUR	No	6874.51	5968.87
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3024.96	N/A	3024.96	2630.40	EUR	Yes	4084.94	3552.12
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1097.44	N/A	1097.44	954.298	EUR	No	1252.79	1089.38
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3585.97	N/A	3585.97	3118.23	USD	No	3585.97	3118.23
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2626.60	N/A	2626.60	2284.00	EUR	No	2626.60	2284.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	35336.08	30727.025	50480.11	43895.75	EUR	Yes	48452.09	42132.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9266.70	N/A	9266.70	8058.00	EUR	Yes²	9266.70	8058.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7067.22	6145.405	10096.02	8779.15	EUR	No	9690.42	8426.45
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1413.44	1229.08	2019.20	1755.83	EUR	Yes	1938.08	1685.29
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	245.09	N/A	245.09	213.121	EUR	No	235.105	204.4395
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	3269.17	N/A	3269.17	2842.76	EUR	No	3269.17	2842.76
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3186.995	2771.30	4552.85	3959	EUR	Yes²	4552.85	3959
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	2013.13	N/A	2013.13	1750.55	EUR	No	2013.13	1750.55
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4020.16	N/A	4020.16	3495.46	EUR	Yes²	4020.16	3495.46
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	928.567	807.45	1326.52	1153.50	EUR	Yes	1180.82	1026.80
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	6097.24	N/A	6097.24	5301.95	EUR	Yes²	5603.36	4872.49
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1630.87	N/A	1630.87	1418.15	EUR	Yes²	1595.32	1387.23
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3919.95	N/A	3919.95	3408.65	EUR	Yes²	3194.69	2777.99
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7302.84	N/A	7302.84	6350.30	EUR	Yes²	6030.77	5244.15
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2921.40	N/A	2921.40	2540.35	EUR	Yes²	2742.59	2384.86
EUREX	ESI	EURO STOXX INSURANCE	FESI	3109.62	N/A	3109.62	2703.84	EUR	Yes²	2691.59	2340.37
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1824.62	N/A	1824.62	1586.62	EUR	Yes²	1223.32	1063.75
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3895.38	N/A	3895.38	3387.29	EUR	Yes²	3608.26	3137.62
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1440.10	N/A	1440.10	1252.26	EUR	Yes²	1399.84	1217.25
EUREX	SXRE	EURO STOXX RETAIL	FESR	4380.92	N/A	4380.92	3809.50	EUR	Yes²	4020.31	3495.925
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1115.45	N/A	1115.45	969.955	EUR	Yes²	1041.87	905.975
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1301.14	N/A	1301.14	1131.42	EUR	Yes²	1132.96	985.179
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1651.26	N/A	1651.26	1435.87	EUR	Yes	1431.27	1244.58
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1194.23	N/A	1194.23	1038.46	EUR	Yes²	1007.12	875.76
EUREX	ESTX50	EURO STOXX50	FESX	3053.46	2655.18	4362.09	3793.12	EUR	Yes	4181.15	3635.78
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	16033.09	N/A	16033.09	13941.81	EUR	Yes²	16033.09	13941.81
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	4969.95	N/A	4969.95	4321.70	EUR	Yes²	5508.54	4790.04
EUREX	EU3	THREE MONTH EURIBOR	FEU3	459.319	N/A	459.319	399.408	EUR	Yes	459.319	399.408
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2654.89	2308.60	3792.70	3298.00	EUR	Yes	3792.70	3298.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	8832.50	N/A	8832.50	7680.44	EUR	Yes²	8832.50	7680.44
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1309.13	N/A	1309.13	1138.38	GBP	No	1309.13	1138.38
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2605.00	N/A	2605.00	2265.21	EUR	Yes	2905.08	2526.16
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1614.62	N/A	1614.62	1404.02	EUR	Yes	1614.62	1404.02
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	618.266	N/A	618.266	537.622	EUR	Yes	618.266	537.622
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	6665.84	N/A	6665.84	5796.38	EUR	Yes	6665.84	5796.38
EUREX	DJESL	EURO STOXX LARGE	FLCE	2385.80	N/A	2385.80	2074.15	EUR	No	2073.00	1802.21
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2259.58	N/A	2259.58	1964.73	EUR	No	1743.29	1515.815
EUREX	DJESM	EURO STOXX MID	FMCE	2284.93	N/A	2284.93	1986.66	EUR	No	1766.47	1535.88
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2586.61	N/A	2586.61	2249.23	USD	No	3365.16	2926.23
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2405.37	N/A	2405.37	2091.625	EUR	Yes²	1875.85	1631.17
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	5454.28	N/A	5454.28	4742.85	USD	No	5362.39	4662.95
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	7900.35	N/A	7900.35	6869.81	USD	No	7900.35	6869.81
EUREX	MXEU	MSCI EUROPE	FMEP	1888.19	N/A	1888.19	1641.91	EUR	No	1888.19	1641.91
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2853.50	N/A	2853.50	2481.31	EUR	No	2343.47	2037.80
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10909.04	N/A	10909.04	9486.12	USD	No	9976.19	8674.95
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6021.38	N/A	6021.38	5235.98	USD	No	6165.48	5361.29
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	13674.45	N/A	13674.45	11890.83	USD	No	13674.45	11890.83
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	5463.42	N/A	5463.42	4750.80	EUR	No	3362.13	2923.59
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	8812.99	N/A	8812.99	7663.47	USD	No	8812.99	7663.47
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6043.55	N/A	6043.55	5255.26	USD	No	6043.55	5255.26
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2626.77	N/A	2626.77	2284.15	EUR	No	2626.77	2284.15
EUREX	DJESS	EURO STOXX SMALL	FSCE	1383.48	N/A	1383.48	1203.005	EUR	No	1186.63	1031.83
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1543.05	N/A	1543.05	1341.77	EUR	No	1253.94	1090.38
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1453.17	N/A	1453.17	1263.62	EUR	No	1158.11	1007.05
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3501.76	N/A	3501.76	3045.01	CHF	Yes²	3501.76	3045.01
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8845.80	N/A	8845.80	7692.00	CHF	No	8845.80	7692.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	7982.27	6941.10	11403.24	9915.86	CHF	Yes	8068.18	7015.81
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3317.27	N/A	3317.27	2884.51	CHF	Yes²	3317.27	2884.51
EUREX	SMI	SWISS MARKET INDEX	FSMS	798.227	694.11	1140.32	991.586	CHF	No	806.818	701.581
EUREX	MDAX	MIDCAP DAX	FSMX	2960.43	N/A	2960.43	2574.28	EUR	No	2510.47	2183.01
EUREX	ST3	THREE MONTH ESTR	FST3	188.553	N/A	188.553	163.959	EUR	No	188.553	163.959
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2936.87	N/A	2936.87	2553.80	EUR	Yes²	2669.82	2321.58
EUREX	SX7P	STOXX 600 BANKS	FSTB	1747.42	N/A	1747.42	1519.49	EUR	Yes	1485.47	1291.72
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	5162.89	N/A	5162.89	4489.40	EUR	Yes²	4402.58	3828.27
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1906.20	N/A	1906.20	1657.57	EUR	Yes	1601.04	1392.21
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4742.43	N/A	4742.43	4123.86	EUR	Yes²	3696.05	3213.96
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4670.75	N/A	4670.75	4061.52	EUR	Yes²	4278.12	3720.10
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4997.98	N/A	4997.98	4346.07	EUR	Yes²	3636.63	3162.29
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2889.82	N/A	2889.82	2512.89	EUR	Yes²	2483.69	2159.73
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	671.565	N/A	671.565	583.97	EUR	No	671.565	583.97
EUREX	SXMP	STOXX 600 MEDIA	FSTM	2023.54	N/A	2023.54	1759.58	EUR	Yes²	1474.32	1282.00
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3768.23	N/A	3768.23	3276.71	EUR	Yes²	3587.76	3119.78
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1946.12	N/A	1946.12	1692.25	EUR	Yes²	2080.93	1809.48
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1592.54	N/A	1592.54	1384.80	EUR	Yes²	1679.33	1460.27
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3423.52	N/A	3423.52	2976.97	EUR	Yes	3340.92	2905.145
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	793.00	N/A	793.00	689.565	EUR	Yes²	790.389	687.295
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1602.96	N/A	1602.96	1393.88	EUR	Yes	1383.90	1203.39
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1386.95	N/A	1386.95	1206.04	EUR	Yes²	1156.61	1005.75
EUREX	STX	STOXX50	FSTX	3707.89	N/A	3707.89	3224.19	EUR	Yes²	2659.32	2312.40
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	6868.98	N/A	6868.98	5973.03	EUR	Yes²	6868.98	5973.03
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3388.96	N/A	3388.96	2946.92	EUR	Yes²	3426.19	2979.30
EUREX	ESTX50	EURO STOXX50	FSXE	305.346	265.518	436.209	379.312	EUR	No	418.115	363.578
EUREX	TDX	TECDAX	FTDX	8010.78	N/A	8010.78	6965.90	EUR	Yes²	8010.78	6965.90
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	1520.04	N/A	1520.04	1321.78	USD	No	1520.04	1321.78
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1037.87	N/A	1037.87	902.50	EUR	Yes	2526.07	2196.58
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2297.14	N/A	2297.14	1997.29	EUR	No	1902.14	1653.85
EUREX	DJ600	STOXX 600 INDEX	FXXP	1486.43	1292.54	2123.47	1846.49	EUR	Yes	1756.33	1527.24

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	8476.56	N/A	8476.56	7370.92	EUR	No	8476.56	7370.92
FTA	EOE	AMS EOE INDEX	FTI	17262.32	N/A	17262.32	15010.71	EUR	Yes	12828.36	11155.09
FTA	EOE	AMS EOE INDEX	MFA	1726.23	N/A	1726.23	1501.07	EUR	No	1282.84	1115.51

Hong Kong Futures Exchange (HKFE)

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

Exchange HKFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	CES120	CES CHINA 120 INDEX	CHH	73830.58	N/A	73830.58	64200.51	HKD	No	73830.58	64200.51
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24620.925	N/A	24620.925	21409.50	CNH	Yes	24620.925	21409.50
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3220	N/A	3220	2800	HKD	No	3220	2800
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9309.14	N/A	9309.14	8094.90	HKD	No	9309.13	8094.90
HKFE	GDR	CNH GOLD FUTURES	GDR	429314.56	N/A	429314.56	373317.01	CNH	No	429314.58	373317.01
HKFE	GDU	USD GOLD FUTURES	GDU	62170.47	N/A	62170.47	54061.27	USD	No	62170.46	54061.27
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	42779.31	37199.40	61113.30	53142	HKD	Yes	61113.30	53142
HKFE	HSI	HANG SENG STOCK INDEX	HSI	104923.70	91238	149891	130340	HKD	Yes	149891	130340
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	36325.01	31586.97	51892.88	45124.24	HKD	Yes	51892.88	45124.24
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4050.14	N/A	4050.14	3521.86	USD	No	4050.14	3521.86
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8555.86	7439.88	12222.66	10628.40	HKD	Yes	12222.66	10628.40
HKFE	MCS	UNITED STATES DOLLAR	MCS	4932.27	N/A	4932.27	4282.02	CNH	No	4932.27	4282.02
HKFE	MHI	MINI HANG SENG INDEX	MHI	20984.74	18247.60	29978.20	26068	HKD	Yes	29978.20	26068
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	3136.41	N/A	3136.41	2727.31	USD	No	3136.41	2727.31
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5059.60	N/A	5059.60	4398.43	USD	No	5059.61	4398.43
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	10998.81	N/A	10998.81	9564.05	USD	No	10998.81	9564.05
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	61093.75	N/A	61093.75	53125	HKD	No	114632	99680

Intercontinental Exchange (ICEEU)

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

Exchange ICEEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEU	ER3	COMPOUNDED ESTR AVERAGE 3 MONTHS RATE	ER3	242.248	N/A	242.248	210.65	EUR	No	242.253	210.65
ICEEU	SG	GENERALI	G	3213.25	N/A	3213.25	2794.13	GBP	No	3213.25	2794.13
ICEEU	H	MEDIUM GILT	H	5841.99	N/A	5841.99	5079.99	GBP	No	5841.98	5079.99
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	704.576	N/A	704.576	612.669	EUR	Yes	704.569	612.669
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	6270.02	N/A	6270.02	5452.19	USD	No	6270.02	5452.19
ICEEU	O	5 YEAR EURO SWAPNOTE	O	4047.83	N/A	4047.83	3519.85	EUR	No	4047.83	3519.85
ICEEU	P	10 YEAR EURO SWAPNOTE	P	7782.49	N/A	7782.49	6767.38	EUR	No	7782.49	6767.38
ICEEU	R	LONG GILT	R	3577.13	N/A	3577.13	3110.55	GBP	No	3577.13	3110.55
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	474.265	N/A	474.265	412.40	CHF	No	474.26	412.40
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	565.23	N/A	565.23	491.50	GBP	Yes	565.225	491.50
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	772.45	N/A	772.45	671.691	GBP	No	772.445	671.691
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1776.56	N/A	1776.56	1544.83	EUR	No	1776.56	1544.83
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	915.953	N/A	915.953	796.481	GBP	No	915.953	796.481
ICEEU	Y	FTSE 250 INDEX	Y2	4363.12	N/A	4363.12	3793.99	GBP	No	4363.12	3793.99
ICEEU	Z	FTSE 100 INDEX	Z	4846.92	4214.71	6924.17	6021.02	GBP	Yes	6924.17	6021.02

ICE Agricultural Products (ICEEUSOFT)

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

Exchange ICEEUSOFT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEUSOFT	C	COCOA	C	11063	N/A	11063	9620	GBP	No	11063	9620
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7601.50	N/A	7601.50	6610	USD	No	7601.50	6610
ICEEUSOFT	T	WHEAT	T	2100.43	N/A	2100.43	1826.32	GBP	No	2100.43	1826.32
ICEEUSOFT	W	WHITE SUGAR	W	2182.01	N/A	2182.01	1897.40	USD	No	2182.01	1897.40

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	6820.64	N/A	6820.64	5930.99	USD	No	6820.64	5930.99
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	23855312.07	N/A	23855312.07	20743749.625	JPY	No	23855312.07	20743749.625
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10222.40	N/A	10222.40	8878.59	USD	No	10222.40	8878.59
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	14575.28	N/A	14575.28	12674.16	CAD	No	14575.28	12674.16
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6129.14	N/A	6129.14	5329.69	GBP	No	6129.14	5329.69
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	19785.94	N/A	19785.94	17205.17	AUD	No	19785.94	17205.17
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	7641.76	N/A	7641.76	6645.01	CHF	No	7641.76	6645.01
ICEUS	ZY	SWISS FRANC	KZY	4094828.43	N/A	4094828.43	3560720.37	JPY	No	4094829.93	3560720.37
ICEUS	MP	BRITISH POUND	MP	7243.87	N/A	7243.87	6299.02	USD	No	7243.87	6299.02
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	12203.41	N/A	12203.41	10611.66	CHF	No	12203.41	10611.66
ICEUS	GBP	BRITISH POUND	SY	2955688.39	N/A	2955688.39	2570163.82	JPY	No	2955688.77	2570163.82

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	1357	N/A	1357	1180	EUR	No	1357	1180
IDEM	FTMIB	FTSE MIB INDEX	FIB	19821.61	17236.18	28316.58	24623.11	EUR	Yes	28316.58	24623.11
IDEM	FTMIB	FTSE MIB INDEX	MICR	792.864	689.447	1132.66	984.9245	EUR	No	1132.66	984.9245
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3964.32	3447.24	5663.32	4924.62	EUR	No	5663.32	4924.62
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1142.28	N/A	1142.28	993.286	EUR	No	1142.28	993.286

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	21657.59	N/A	21657.59	18832.68	USD	No	21657.58	18832.68
IPE	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	23881.92	N/A	23881.92	20766.80	USD	No	23881.92	20766.80
IPE	NGF	ICE UK NATURAL GAS	NGF	5069.79	N/A	5069.79	4408.51	GBP	No	26092.70	4408.51
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	21027.10	N/A	21027.10	16821.68	USD	No	21027.10	16821.68
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14974.375	N/A	14974.375	11979.50	USD	Yes	14974.38	11979.50

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	7862837.74	6837250.21	11232625.345	9767500.30	KRW	Yes	11232628.35	9767500.30
KSE	K200M	MINI KOSPI200 INDEX	05	1569106.09	1364439.96	2241580.13	1949199.94	KRW	Yes	2241580.15	1949200.13
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1244855.24	906500	1778364.625	1295000	KRW	No	1778364.625	1295000
KSE	005930	HANG SENG BANK LTD	11	177200	N/A	177200	148000	KRW	No	170200	148000
KSE	017670	HENDERSON LAND DEVELOPMENT	12	158800	N/A	158800	132000	KRW	No	151800	132000
KSE	005490	POSCO HOLDINGS INC	13	793250	N/A	793250	655000	KRW	No	753250	655000
KSE	030200	KTCORPORATION	14	154337.50	N/A	154337.50	127250	KRW	No	146337.50	127250
KSE	015760	KOREA ELECTRIC POWER CORP	15	80418.75	N/A	80418.75	68625	KRW	No	78918.75	68625
KSE	005380	SUN HUNG KAI PROPERTIES	16	601375	N/A	601375	492500	KRW	No	566375	492500
KSE	016360	NEW WORLD DEVELOPMENT	17	194275	N/A	194275	158500	KRW	No	182275	158500
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	175087.50	N/A	175087.50	152250	KRW	No	187087.50	152250
KSE	000270	SWIRE PACIFIC LTD - CL A	19	291687.50	N/A	291687.50	236250	KRW	No	271687.50	236250
KSE	012330	HYUNDAI MOBIS CO LTD	20	930625	N/A	930625	687500	KRW	No	790625	687500
KSE	006400	SAMSUNG SDI CO LTD	22	530951.88	N/A	530951.88	435041.04	KRW	No	500297.20	435041.04
KSE	009150	BANK OF EAST ASIA LTD	23	401175	N/A	401175	324500	KRW	No	373175	324500
KSE	066570	LG ELECTRONICS INC	24	222887.50	N/A	222887.50	184250	KRW	No	211887.50	184250
KSE	036460	KOREA GAS CORPORATION	28	109531.25	N/A	109531.25	94375	KRW	No	108531.25	94375
KSE	004020	HYUNDAI STEEL CO	32	91618.75	N/A	91618.75	76625	KRW	No	88118.75	76625
KSE	003550	LG CORP	34	226475	N/A	226475	186500	KRW	No	214475	186500
KSE	078930	GS HOLDINGS	35	139975	N/A	139975	116500	KRW	No	133975	116500
KSE	033780	KT & G CORPORATION	36	350750	N/A	350750	305000	KRW	No	354750	305000
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1075117.50	N/A	1075117.50	838750	KRW	No	1075117.50	838750
KSE	086790	HANA FINANCIAL GROUP	40	225112.50	N/A	225112.50	195750	KRW	No	233112.50	195750
KSE	096770	SK INNOVATION CO LTD	41	275112.50	N/A	275112.50	235750	KRW	No	271112.50	235750
KSE	001040	CJ CORP	42	502387.50	N/A	502387.50	374250	KRW	No	430387.50	374250
KSE	034220	LG DISPLAY CO LTD	45	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	105560	KB FINANCIAL GROUP INC	46	318837.50	N/A	318837.50	277250	KRW	No	352837.50	277250
KSE	051910	LG CHEM LTD	47	618687.50	N/A	618687.50	516250	KRW	No	593687.50	516250
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	000660	SK HYNIX INC	50	752687.50	N/A	752687.50	576250	KRW	No	662687.50	576250
KSE	006360	GS ENGINEERING & CONSTRUCT	51	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	139480	E-MART INC	54	255912.50	N/A	255912.50	207750	KRW	No	238912.50	207750
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	118131.25	N/A	118131.25	98375	KRW	No	113131.25	98375
KSE	035420	NAVER CORP	56	590000	N/A	590000	500000	KRW	No	575000	500000
KSE	003490	KOREAN AIR LINES CO LTD	57	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	932814	N/A	932814	759357.14	KRW	No	932814	759357.14
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3070404	N/A	3070404	2554177.18	KRW	No	3070404	2554177.18
KSE	KWY	UNITED STATES DOLLAR	75	1574235.03	N/A	1574235.03	1368900.02	KRW	No	3148470.30	2737800.05
KSE	032640	LG UPLUS CORP	B0	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	010950	S-OILCORPORATION	B2	169625	N/A	169625	147500	KRW	No	171625	147500
KSE	010130	KOREA ZINC CO LTD	B3	2488470	N/A	2488470	1912500	KRW	No	2488470	1912500
KSE	024110	INDUSTRIALBANKOFKOREA	B4	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	001680	DAESANG CORPORATION	B6	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	047050	POSCO INTERNATIONAL CORP	B7	148637.50	N/A	148637.50	129250	KRW	No	155637.50	129250
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	179361	N/A	179361	120000	KRW	No	179361	120000
KSE	023530	BARLEY FUTURES	BA	233350	N/A	233350	189000	KRW	No	217350	189000
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	192337.50	N/A	192337.50	167250	KRW	No	211337.50	167250
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	399075	N/A	399075	290500	KRW	No	334075	290500
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	029780	SAMSUNG CARD CO	BG	167000	N/A	167000	120000	KRW	No	138000	120000
KSE	036570	NCSOFTCORPORATION	BJ	539112.50	N/A	539112.50	435750	KRW	No	501112.50	435750
KSE	000080	HITE JINRO CO LTD	BK	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	404687.50	N/A	404687.50	296250	KRW	No	340687.50	296250
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	258175	N/A	258175	224500	KRW	No	274175	224500
KSE	000720	DANONE	BN	209000	N/A	209000	180000	KRW	No	207000	180000
KSE	011210	HYUNDAI WIA CORP	BP	137293.75	N/A	137293.75	111125	KRW	No	127793.75	111125
KSE	008770	HOTEL SHILLA CO LTD	BQ	158787.50	N/A	158787.50	130250	KRW	No	149787.50	130250
KSE	035250	KANGWON LAND, INC.	BS	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	138930	BNK FINANCIAL GROUP INC	BT	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	001120	LX INTERNATIONAL CORP	BX	83943.75	N/A	83943.75	72125	KRW	No	82943.75	72125
KSE	011070	LG INNOTEK CO LTD	BY	445787.50	N/A	445787.50	370250	KRW	No	425787.50	370250
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	034730	SK INC	C1	604637.50	N/A	604637.50	469250	KRW	No	539637.50	469250
KSE	001740	SK NETWORKS CO LTD	C2	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	362250	N/A	362250	315000	KRW	No	382250	315000
KSE	018260	SAMSUNG SDS CO LTD	C5	398162.50	N/A	398162.50	342750	KRW	No	394162.50	342750
KSE	090430	AMOREPACIFIC CORP	C6	404225	N/A	404225	351500	KRW	No	411225	351500
KSE	030000	CHEIL WORLDWIDE INC	C7	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	028260	SAMSUNG C&T CORP	C8	546112.50	N/A	546112.50	415750	KRW	No	478112.50	415750
KSE	000880	HANWHA CORPORATION	C9	293422.50	N/A	293422.50	237750	KRW	No	293422.50	237750
KSE	088350	CARREFOUR SA	CA	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	086280	COCOA NYBOT	CC	351737.50	N/A	351737.50	303250	KRW	No	348737.50	303250
KSE	010620	HD HYUNDAI MIPO	CD	679329	N/A	679329	468750	KRW	No	679329	468750
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	035720	KAKAO CORP	CF	158750	N/A	158750	125000	KRW	No	143750	125000
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	069080	WEBZEN INC	CK	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	096530	LIGHT SWEET CRUDE OIL	CL	99792	N/A	99792	84000	KRW	No	99792	84000
KSE	022100	POSCO DX CO LTD	CN	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	068270	CELLTRION INC	CP	486210.20	N/A	486210.20	420985.93	KRW	No	484133.82	420985.93
KSE	122870	YG ENTERTAINMENT INC	CQ	260575	N/A	260575	220500	KRW	No	253575	220500
KSE	051900	LG H&H	CR	996187.50	N/A	996187.50	866250	KRW	No	1021187.50	866250
KSE	002790	AXA SA	CS	84012.50	N/A	84012.50	71750	KRW	No	82512.50	71750
KSE	000810	COTTON NO. 2	CT	1322750	N/A	1322750	1085000	KRW	No	1247750	1085000
KSE	008930	HANMI SCIENCE CO LTD	CV	117631.25	N/A	117631.25	98375	KRW	No	113167.50	98375
KSE	021240	COWAY CO LTD	CW	287112.50	N/A	287112.50	235750	KRW	No	271112.50	235750
KSE	128940	HANMI PHARM CO LTD	CX	909937.50	N/A	909937.50	791250	KRW	No	929937.50	791250
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	341212.50	N/A	341212.50	269750	KRW	No	310212.50	269750
KSE	097950	CJ CHEILJEDANG CORP.	D1	707250	N/A	707250	615000	KRW	No	727250	615000
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	134375	N/A	134375	112500	KRW	No	129375	112500
KSE	002380	KCC CORP	D3	983625	N/A	983625	807500	KRW	No	928625	807500
KSE	012750	S1 CORPORATION	D5	215375	N/A	215375	172500	KRW	No	198375	172500
KSE	000100	YUHAN CORPORATION	D6	308487.50	N/A	308487.50	268250	KRW	No	308487.50	268250
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	128000	N/A	128000	110000	KRW	No	126500	110000
KSE	069960	HYUNDAI DEPT STORE CO	D8	227812.50	N/A	227812.50	173750	KRW	No	199812.50	173750
KSE	004370	MILK CLASS III INDEX	DA	1154250	N/A	1154250	995000	KRW	No	1144250	995000
KSE	079550	LIG NEX1 CO LTD	DB	1618627.50	N/A	1618627.50	1146250	KRW	No	1618627.50	1146250
KSE	204320	HL MANDO CO LTD	DC	101681.25	N/A	101681.25	85375	KRW	No	98181.25	85375
KSE	004170	SHINSEGAE INC	DD	504275	N/A	504275	438500	KRW	No	506275	438500
KSE	161890	KOLMAR KOREA CO LTD	DE	282750	N/A	282750	225000	KRW	No	258750	225000
KSE	111770	YOUNGONE CORP	DG	178537.50	N/A	178537.50	155250	KRW	No	199537.50	155250
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	250125	N/A	250125	217500	KRW	No	262125	217500
KSE	192820	COSMAX INC	DK	691375	N/A	691375	592500	KRW	No	681375	592500
KSE	039130	HANA TOUR SERVICE INC	DN	162075	N/A	162075	130500	KRW	No	150075	130500
KSE	086900	MEDY-TOX INC	DP	492200	N/A	492200	428000	KRW	No	497200	428000
KSE	078340	COM2US CORP	DR	118018.75	N/A	118018.75	102625	KRW	No	118018.75	102625
KSE	035760	CJ ENM CO LTD	DT	227812.50	N/A	227812.50	193750	KRW	No	222812.50	193750
KSE	056190	SFA ENGINEERING CORP	DV	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	241560	DOOSAN BOBCAT INC	DW	151512.50	N/A	151512.50	131750	KRW	No	165512.50	131750
KSE	017800	CME DRY WHEY INDEX	DY	229425	N/A	229425	199500	KRW	No	241425	199500
KSE	105630	HANSAE CO LTD	DZ	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	240810	WONIK IPS CO LTD	E0	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	091700	PARTRON CO LTD	E3	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	041510	SM ENTERTAINMENT CO LTD	E4	401350	N/A	401350	349000	KRW	No	402350	349000
KSE	251270	NETMARBLE CORP	E5	172787.50	N/A	172787.50	150250	KRW	No	179787.50	150250
KSE	003670	POSCO FUTURE M CO LTD	E8	396987.50	N/A	396987.50	298250	KRW	No	349680	298250
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	316140	WOORI FINANCIAL GROUP INC	EB	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	009420	HANALL BIOPHARMA CO LTD	EE	82264.50	N/A	82264.50	68515	KRW	No	82264.50	68515
KSE	035900	JYP ENTERTAINMENT CORP	EF	224537.50	N/A	224537.50	195250	KRW	No	225537.50	195250
KSE	028670	PAN OCEAN CO LTD	EH	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	289550	N/A	289550	237000	KRW	No	272550	237000
KSE	093370	FOOSUNG CO LTD	EL	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	375500	DL E&C CO LTD	ER	156750	N/A	156750	125000	KRW	No	143750	125000
KSE	207940	E-MINI S&P 500	ES	3020000	N/A	3020000	2600000	KRW	No	2990000	2600000
KSE	028050	SAMSUNG E&A CO LTD	ET	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	272210	HANWHA SYSTEMS CO LTD	EV	216150	N/A	216150	144100	KRW	No	216150	144100
KSE	293490	KAKAO GAMES CORP	EX	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	247540	ECOPRO BM CO LTD	EY	290394	N/A	290394	237250	KRW	No	290394	237250
KSE	253450	STUDIO DRAGON CORP	EZ	158700	N/A	158700	138000	KRW	No	160700	138000
KSE	278280	CHUNBO CO LTD	F0	114562.50	N/A	114562.50	98750	KRW	No	113562.50	98750
KSE	200130	KOLMAR BNH CO LTD	F1	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	036540	SFA SEMICON CO LTD	F2	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	060250	NHN KCP CORP	F3	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	516285	N/A	516285	409750	KRW	No	516285	409750
KSE	373220	LG ENERGY SOLUTION	F5	884437.50	N/A	884437.50	721250	KRW	No	829437.50	721250
KSE	323410	KAKAOBANK CORP	F6	83506.25	N/A	83506.25	70875	KRW	No	81506.25	70875
KSE	377300	KAKAO PAY CORP	F7	182025	N/A	182025	143500	KRW	No	171094.50	143500
KSE	259960	KRAFTON INC	F8	1079562.50	N/A	1079562.50	938750	KRW	No	1104562.50	938750
KSE	302440	SK BIOSCIENCE CO LTD	F9	136112.50	N/A	136112.50	115750	KRW	No	133112.50	115750
KSE	011200	HMM CO LTD	FA	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	78792.25	N/A	78792.25	68515	KRW	No	78792.25	68515
KSE	352820	HYBE CO LTD	FC	888375	N/A	888375	772500	KRW	No	968375	772500
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1260270	N/A	1260270	1067500	KRW	No	1322625	1067500
KSE	402340	SK SQUARE CO LTD	FE	465450	N/A	465450	323000	KRW	No	377832	323000
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	274087.50	N/A	274087.50	232250	KRW	No	267087.50	232250
KSE	383220	F&F CO LTD / NEW	FG	224537.50	N/A	224537.50	195250	KRW	No	224537.50	195250
KSE	267250	HD HYUNDAI	FH	392462.50	N/A	392462.50	304750	KRW	No	350462.50	304750
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	324875	N/A	324875	282500	KRW	No	338875	282500
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	336725	N/A	336725	281500	KRW	No	323725	281500
KSE	263750	PEARL ABYSS CORP	FL	111118.75	N/A	111118.75	96625	KRW	No	119118.75	96625
KSE	066970	L&F CO LTD	FM	158496	N/A	158496	124750	KRW	No	158496	124750
KSE	112040	WEMADE CO LTD	FN	110332.50	N/A	110332.50	78250	KRW	No	110332.50	78250
KSE	196170	ALTEOGEN INC	FP	1438200	N/A	1438200	1020000	KRW	No	1438200	1020000
KSE	058470	LEENO INDUSTRIAL INC	FQ	145743.75	N/A	145743.75	124125	KRW	No	142743.75	124125

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	4551.42	N/A	4551.42	3957.74	USD	No	4551.42	3957.74
LMEOTC	CA	CARREFOUR SA	CA	19639.70	N/A	19639.70	17078	USD	No	19639.70	17078
LMEOTC	PB	LEAD - LME	PB	4686.23	N/A	4686.23	4074.99	USD	No	4686.23	4074.99
LMEOTC	SNLME	TIN FUTURE	SN	36618.67	N/A	36618.67	31808.02	USD	No	36618.72	31808.02
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6745.40	N/A	6745.40	5865.39	USD	No	6745.40	5865.39

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	803.285	N/A	803.285	698.509	EUR	Yes	1401.11	1218.35
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1943.74	N/A	1943.74	1690.21	EUR	Yes	2901.69	2523.21
MATIF	EMA	CORN	EMA	1118.70	N/A	1118.70	972.78	EUR	No	1319.76	1147.62

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

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	FCC1	FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ	FCI	259.618	N/A	259.618	225.755	EUR	No	261.65	225.755
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	9660.01	8400.01	13800.02	12000.01	EUR	No	13800.01	12000.01
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	966.001	840.001	1380.00	1200.00	EUR	Yes	1380.00	1200.00

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	DEUA	MILK CLASS III INDEX	DA	9471.75	N/A	9471.75	8236.31	MXN	No	14962.22	13010.62
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	30418.67	N/A	30418.67	26451.02	MXN	No	30418.67	26451.02
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	58110.72	N/A	58110.72	50531.065	MXN	Yes²	55512.77	48271.97
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11622.14	N/A	11622.14	10106.21	MXN	No	11102.55	9654.39

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	4265.41	N/A	4265.41	3709.05	EUR	No	4265.41	3709.05
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3619.71	N/A	3619.71	3146.95	EUR	No	3619.71	3146.95
MONEP	CAC40	CAC 40	FCE	5355.53	4656.98	7650.76	6652.83	EUR	Yes	6265.40	5448.17
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	15648.67	N/A	15648.67	13607.54	EUR	No	15648.67	13607.54
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10149.60	N/A	10149.60	8825.74	EUR	No	10149.60	8825.74
MONEP	CAC40	CAC 40	MFC	535.553	465.698	765.076	665.283	EUR	No	626.54	544.817

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	279880.5	N/A	279880.5	243374.4	INR	Yes	9285.48	8074.33
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11260.83	N/A	11260.83	9792.00	INR	No	11260.83	9792.00
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	287773.85	N/A	287773.85	250227.25	INR	Yes	4406.28	3831.55
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13278.50	N/A	13278.50	11546.50	INR	No	13278.49	11546.50
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6808.29	N/A	6808.29	5920.25	INR	No	6808.29	5920.25
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	260247.6	N/A	260247.6	226302	INR	Yes	2158.44	1876.90
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	268075.5	N/A	268075.5	233109	INR	Yes	3554.81	3091.14
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9840.55	N/A	9840.55	8557	INR	Yes	9840.55	8557

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	81866.86	N/A	81866.86	71188.57	USD	No	81866.86	71188.57
NYBOT	CC	COCOA NYBOT	CC	16591.08	N/A	16591.08	14427.02	USD	Yes	16591.08	14427.02
NYBOT	CT	COTTON NO. 2	CT	2596.35	N/A	2596.35	2257.69	USD	Yes	2596.38	2257.69
NYBOT	DX	NYBOT US DOLLAR FX	DX	2927.14	N/A	2927.14	2545.34	USD	Yes	2927.15	2545.34
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	11881.11	N/A	11881.11	10331.40	USD	No	11881.11	10331.40
NYBOT	KC	COFFEE "C"	KC	19728.83	N/A	19728.83	17155.50	USD	Yes	19728.83	17155.50
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	12530.99	N/A	12530.99	10896.51	USD	Yes	12530.99	10896.51
NYBOT	RS	CANOLA	RS	1002.07	N/A	1002.07	871.361	CAD	No	1002.07	871.361
NYBOT	SB	SUGAR NO. 11	SB	1691.37	N/A	1691.37	1470.75	USD	Yes	1691.37	1470.75
NYBOT	SF	SUGAR #16 112000 LBS	SF	1797.92	N/A	1797.92	1562.14	USD	No	1797.92	1562.14

New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250.00	N/A	16250.00	13000	USD	No	16250	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16250.00	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	7684.06	N/A	7684.06	6681.79	USD	No	7684.06	6681.79
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	7684.06	N/A	7684.06	6681.79	USD	No	7684.06	6681.79
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7685.17	N/A	7685.17	6681.79	USD	No	7685.17	6681.79
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1625.00	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	768.406	N/A	768.406	668.179	USD	No	768.406	668.179
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	7684.06	N/A	7684.06	6681.79	USD	Yes	7684.06	6681.79
NYMEX	PA	PALLADIUM INDEX	PA	19505.06	N/A	19505.06	16960.42	USD	No	19505.06	16960.42
NYMEX	PL	PLATINUM INDEX	PL	7115.18	N/A	7115.18	6187.11	USD	No	7115.18	6187.11
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1921.02	N/A	1921.02	1670.45	USD	No	1921.02	1670.45
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125	N/A	8125	6500	USD	No	8125.00	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	7990.61	N/A	7990.61	6948.35	USD	No	7990.61	6948.35

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	6910.12	N/A	6910.12	6008.80	USD	No	6910.12	6008.80
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	12509.44	N/A	12509.44	10877.77	USD	No	12509.44	10877.77
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	13718.17	N/A	13718.17	11928.84	USD	No	13718.17	11928.84
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5675.48	4935.20	8107.83	7050.29	USD	No	8107.83	7050.29
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2751.26	2392.40	3930.38	3417.72	USD	No	3930.38	3417.72
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	61185.61	N/A	61185.61	53204.87	USD	No	61185.60	53204.87

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	23561.48	N/A	23561.48	20488	SEK	No	23561.48	20488
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17102.225	14871.50	24431.75	21245	SEK	Yes	24431.75	21245
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	913.94	N/A	913.94	794.731	SEK	No	5712.14	794.731

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	2774972.655	2413019.70	3964246.65	3447171	JPY	Yes	3398557.05	2955267
OSE.JPN	N225M	NIKKEI 225 MINI	225M	277497.27	241301.97	396424.665	344717.10	JPY	Yes	339855.705	295526.70
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	27749.73	24130.20	39642.47	34471.71	JPY	No	33985.57	29552.67
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	157874.79	N/A	157874.79	137270.40	JPY	No	157874.79	137270.40
OSE.JPN	TPXC30	TOPIX CORE30	C30	122853.28	N/A	122853.28	106828.93	JPY	No	122853.28	106828.93
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	419951.31	N/A	419951.31	365175.05	JPY	No	419951.31	365175.05
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	2170988.37	N/A	2170988.37	1887815.97	JPY	Yes	2091172.62	1818410.97
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	217098.84	N/A	217098.84	188781.60	JPY	No	209117.26	181841.10
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	67396.16	N/A	67396.16	58599	JPY	No	67396.16	58599
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	138000	N/A	138000	120000	JPY	No	212175	184500
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	184459.85	N/A	184459.85	160244.41	JPY	No	184459.85	160244.41
OSE.JPN	TOPX	TOPIX INDEX	TPX	1375494.23	1196081.94	1964991.75	1708688.48	JPY	No	1964991.75	1708688.48
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	137549.42	119608.19	196499.18	170868.85	JPY	No	196499.18	170868.85

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14974.375	N/A	14974.375	11979.50	USD	No	14974.38	11979.50

ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	COCOA NYBOT	CC	16591.08	N/A	16591.08	14427.02	USD	No	16591.08	14427.02
QBALGOIUS	CT	COTTON NO. 2	CT	2596.35	N/A	2596.35	2257.69	USD	No	2596.38	2257.69
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2927.14	N/A	2927.14	2545.34	USD	No	2927.15	2545.34
QBALGOIUS	KC	COFFEE "C"	KC	19728.83	N/A	19728.83	17155.50	USD	No	19728.83	17155.50
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	12530.99	N/A	12530.99	10896.51	USD	No	12530.99	10896.51
QBALGOIUS	SB	SUGAR NO. 11	SB	1691.37	N/A	1691.37	1470.75	USD	No	1691.37	1470.75

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	317479.66	N/A	317479.66	276069.22	JPY	No	317479.61	276069.22
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1502.57	N/A	1502.57	1306.58	USD	No	1502.57	1306.58
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1296.37	1127.28	1851.96	1610.40	USD	No	1851.96	1610.40
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4031.04	N/A	4031.04	3505.25	USD	No	4031.04	3505.25
SGX	XIN0I	FTSE CHINA H50	FCH	4725.51	N/A	4725.51	4109.08	USD	No	4725.51	4109.08
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1150	N/A	1150	1000	USD	No	1150	1000
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1716.88	N/A	1716.88	1492.78	USD	No	1716.88	1492.78
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1006.61	N/A	1006.61	875.27	USD	No	1006.61	875.27
SGX	INR	UNITED STATES DOLLAR	INR	9835.38	N/A	9835.38	8552.50	USD	No	9835.38	8552.50
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9839.40	N/A	9839.40	8556.00	USD	No	9839.40	8556.00
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2688.47	N/A	2688.47	2337.80	USD	No	2688.47	2337.80
SGX	SGB	SGX MINI JGB INDEX	JB	362904.61	N/A	362904.61	315455.37	JPY	No	362904.11	315455.37
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	359485.54	N/A	359485.54	312596.12	JPY	No	359485.54	312596.12
SGX	KRW	KOREAN WON	KRW	10493.91	N/A	10493.91	9120	USD	No	10500.16	9120
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2097.60	N/A	2097.60	1824	USD	No	2100.48	1826.50
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6154.89	N/A	6154.89	5352.075	CNH	No	6154.89	5352.075
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1829650	N/A	1829650	1591000	JPY	No	1829650	1591000
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2012.50	1750	2875	2500	USD	No	2875	2500
SGX	SGXNK	SGX: NIKKEI 225	NK	1046501.62	910001.41	1495002.32	1300002.015	JPY	Yes	1495002.32	1300002.015
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	209300.32	182000.28	299000.46	260000.40	JPY	No	299000.46	260000.40
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	43002.20	N/A	43002.20	37393.22	USD	No	43002.20	37393.22
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1851.51	1610.01	2645.01	2300.01	SGD	Yes²	2645.01	2300.01
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	5392.97	N/A	5392.97	4688.76	SGD	No	5392.97	4688.76
SGX	STI	SGX STRAITS TIMES INDEX	ST	4718.23	N/A	4718.23	4102.81	SGD	No	4718.23	4102.81
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2704.15	N/A	2704.15	2350.65	USD	No	2704.15	2350.65
SGX	TSR20	SICOM RUBBER	TF	690.00	N/A	690.00	600.00	USD	No	690.00	600.00
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	41400.63	N/A	41400.63	36000.00	JPY	No	41401.38	36000.00
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1861.55	N/A	1861.55	1618.70	USD	No	1861.55	1618.70
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	8113.19	N/A	8113.19	7054.95	USD	No	8113.19	7054.95
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4427.50	3850	6325	5500	USD	No	6325	5500
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24619.545	N/A	24619.545	21408.30	CNH	Yes	24619.545	21408.30
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9318429.55	N/A	9318429.55	8102981.78	JPY	No	9318429.05	8102981.78
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1348.42	N/A	1348.42	1172.19	SGD	No	1348.42	1172.19
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1863650.17	N/A	1863650.17	1620565.22	JPY	No	1863651.76	1620565.38
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1259.70	N/A	1259.70	1065.92	SGD	No	1225.80	1065.92
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4287.29	N/A	4287.29	3728.08	SGD	No	4459.89	3728.08
SGX	G13	GENTING SINGAPORE LTD	YGEN	612.898	N/A	612.898	532.955	SGD	No	620.955	532.96
SGX	BN4	KEPPEL LTD	YKEP	3703.31	N/A	3703.31	3220.27	SGD	No	3871.75	3220.27
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5617.98	N/A	5617.98	4885.20	SGD	No	5925.95	4885.19
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3483.47	N/A	3483.47	2935.02	SGD	No	3375.27	2935.02
SGX	Y92	THAI BEVERAGE PCL	YTBE	811.451	N/A	811.451	705.61	SGD	No	825.49	705.61
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6085.85	N/A	6085.85	5292.05	SGD	No	6301.16	5292.05
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2632.88	N/A	2632.88	2289.47	SGD	No	2721.00	2289.47
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	20150.52	N/A	20150.52	4623.97	SGD	No	5667.43	4623.97
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	172.50	N/A	172.50	150	USD	No	172.50	150
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	517.50	N/A	517.50	450	USD	No	517.50	450

ASX24 (SNFE)⁴

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

Exchange SNFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SNFE	SPI	S&P/ASX 200 INDEX (AUSTRALIA)	AP	13511.99	11749.56	19302.84	16785.08	AUD	Yes	19302.84	16785.08
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	641.70	N/A	641.70	558.00	AUD	No	641.702	558.00
SNFE	IR	90 DAY BILLS	IR	2095.27	N/A	2095.27	1821.98	AUD	No	2095.28	1821.98
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3036.05	N/A	3036.05	2640.02	AUD	No	3036.03	2640.02
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1244.30	N/A	1244.30	1082	AUD	No	1244.31	1082

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

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

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

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

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

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

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

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

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

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

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

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

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

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

Portfolio Margin Mechanics

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

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

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

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

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

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

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

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

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

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

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

Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

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Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CEDX

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

Singapore Exchange (SGX)

ASX24 (SNFE)4

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Portfolio Margin

Portfolio Margin Eligibility

Portfolio Margin Mechanics

Additional US Margin Requirements

Further Reading

Disclosures

ASX24 (SNFE)⁴