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	9820.15	N/A	9820.15	7856.12	EUR	Yes²	9820.15	7856.12

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	853.125	N/A	853.125	682.50	USD	No	853.125	682.50
CBOT	2YY	2 Year Micro Treasury Yield	2YY	1564.17	N/A	1564.17	1251.34	USD	No	1564.17	1251.34
CBOT	30Y	30 Year Micro Treasury Yield	30Y	794.972	N/A	794.972	635.977	USD	No	794.972	635.977
CBOT	5YY	5 Year Micro Treasury Yield	5YY	1134.64	N/A	1134.64	907.712	USD	No	1134.64	907.712
CBOT	AIGCI	Bloomberg Commodity Index	AW	1243.04	N/A	1243.04	994.432	USD	No	1243.04	994.432
CBOT	B1U	30-Year Deliverable Interest Rate Swap Futures	B1U	6250.06	N/A	6250.06	5000.05	USD	No	6250.06	5000.05
CBOT	AC	Ethanol -CME	EH	6125	N/A	6125	4900	USD	No	6125	4900
CBOT	F1U	5-Year Deliverable Interest Rate Swap Futures	F1U	7113.69	N/A	7113.69	5690.96	USD	No	7113.69	5690.96
CBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	6214.74	N/A	6214.74	4971.79	USD	Yes	6214.74	4971.79
CBOT	LIT	2-Year Eris Swap Futures	LIT	295.279	N/A	295.279	222.161	USD	No	295.279	222.161
CBOT	LIW	5-Year Eris Swap Futures	LIW	63.2075	N/A	63.2075	50.566	USD	No	63.2075	50.566
CBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	676.582	588.3325	966.546	840.475	USD	No	966.546	840.475
CBOT	N1U	10-Year Deliverable Interest Rate Swap Futures	N1U	10418.50	N/A	10418.50	8334.80	USD	No	10418.50	8334.80
CBOT	DJUSRE	Dow Jones US Real Estate Index	RX	4832.25	N/A	4832.25	3865.80	USD	No	4832.25	3865.80
CBOT	T1U	2-Year Deliverable Interest Rate Swap Futures	T1U	850.196	N/A	850.196	680.156	USD	No	850.196	680.156
CBOT	TN	Ultra 10-Year US Treasury Note	TN	4317.78	N/A	4317.78	3454.22	USD	No	4317.78	3454.22
CBOT	TWE	20-Year U.S. Treasury Bond	TWE	6125.07	N/A	6125.07	4900.05	USD	No	6125.07	4900.05
CBOT	UB	Ultra Treasury Bond	UB	8125	N/A	8125	6500	USD	Yes	8125	6500
CBOT	YC	Mini Sized Corn Futures	XC	701.732	N/A	701.732	561.385	USD	No	701.732	561.385
CBOT	YK	Mini Sized Soybean Futures	XK	1362.23	N/A	1362.23	1089.79	USD	No	1362.23	1089.79
CBOT	YW	Mini Sized Wheat Futures	XW	971.544	N/A	971.544	777.235	USD	No	971.544	777.235
CBOT	YIW	5-Year Eris SOFR Swap Futures	YIW	64.2658	N/A	64.2658	51.4126	USD	No	64.2658	51.4126
CBOT	YM	E-mini Dow Jones Industrial Average	YM	6765.82	5883.325	9665.46	8404.75	USD	Yes	9665.46	8404.75
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	3203.85	N/A	3203.85	2563.08	USD	No	3203.85	2563.08
CBOT	ZB	30 Year US Treasury Bond	ZB	5634.69	N/A	5634.69	4507.76	USD	Yes	5634.69	4507.76
CBOT	ZC	Corn Futures	ZC	3508.66	N/A	3508.66	2806.93	USD	Yes	3508.66	2806.93
CBOT	ZF	5 Year US Treasury Note	ZF	2125.32	N/A	2125.32	1700.25	USD	Yes	2125.32	1700.25
CBOT	ZL	Soybean Oil Futures	ZL	4645.36	N/A	4645.36	3716.29	USD	Yes	4645.36	3716.29
CBOT	ZM	Soybean Meal Futures	ZM	4684.64	N/A	4684.64	3747.71	USD	Yes	4684.64	3747.71
CBOT	ZN	10 Year US Treasury Note	ZN	2833.74	N/A	2833.74	2266.99	USD	Yes	2833.74	2266.99
CBOT	ZO	Oat Futures	ZO	5397.77	N/A	5397.77	4318.22	USD	Yes	5397.77	4318.22
CBOT	ZQ	30 Day Fed Funds	ZQ	1125.00	N/A	1125.00	900.00	USD	Yes²	1125.00	900.00
CBOT	ZR	Rough Rice Futures	ZR	5435.13	N/A	5435.13	4348.11	USD	Yes	5435.13	4348.11
CBOT	ZS	Soybean Futures	ZS	6811.16	N/A	6811.16	5448.93	USD	Yes	6811.16	5448.93
CBOT	ZT	2 Year US Treasury Note	ZT	1844.65	N/A	1844.65	1475.72	USD	Yes	1844.65	1475.72
CBOT	ZW	Wheat Futures	ZW	4857.72	N/A	4857.72	3886.18	USD	Yes	4857.72	3886.18

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	1664.97	N/A	1664.97	1331.98	CAD	No	1664.97	1331.98
CDE	CGB	10 Year Government of Canada Bonds	CGB	4545.88	N/A	4545.88	3636.70	CAD	No	4545.88	3636.70
CDE	CGF	5 Year Government of Canada Bonds	CGF	2669.83	N/A	2669.83	2135.86	CAD	No	2669.83	2135.86
CDE	CGZ	2 Year Government of Canada Bonds	CGZ	1144.53	N/A	1144.53	915.622	CAD	No	1144.53	915.622
CDE	CRA	3 Month CORRA	CRA	813.075	N/A	813.075	650.46	CAD	No	813.075	650.46
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	22060.41	N/A	22060.41	17648.33	CAD	No	22060.41	17648.33
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	12197.55	9758.04	17425.06	13940.05	CAD	No	17425.06	13940.05
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	13368.07	N/A	13368.07	10694.45	CAD	No	13368.07	10694.45

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	10802.60	N/A	10802.60	8642.08	USD	No	10802.60	8642.08
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	9840.72	N/A	9840.72	7872.57	USD	No	9840.72	7872.57
CFE	VIX	CBOE Volatility Index	VX	10450	N/A	10450	8360	USD	No	28994.85	23195.88
CFE	VIX	CBOE Volatility Index	VX23	10450	N/A	10450	8360	USD	No	30663.28	24530.62
CFE	VIX	CBOE Volatility Index	VX24	10450	N/A	10450	8360	USD	No	30190.11	24152.09
CFE	VIX	CBOE Volatility Index	VX26	10450	N/A	10450	8360	USD	No	31510.60	25208.48
CFE	VIX	CBOE Volatility Index	VX27	10450	N/A	10450	8360	USD	No	30872.49	24697.99
CFE	VIX	CBOE Volatility Index	VX28	10450	N/A	10450	8360	USD	No	30654.59	24523.67
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	1045	N/A	1045	836	USD	No	2849.89	2279.91

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	3080.48	N/A	3080.48	2464.39	USD	Yes	3080.48	2464.39
CME	GBP	British pound	6B	3500.02	N/A	3500.02	2800.02	USD	Yes	3500.02	2800.02
CME	CAD	Canadian dollar	6C	2649.32	N/A	2649.32	2119.46	USD	Yes	2649.32	2119.46
CME	EUR	European Monetary Union Euro	6E	8377.09	N/A	8377.09	6701.67	USD	Yes	8377.09	6701.67
CME	JPY	Japanese yen	6J	4650	N/A	4650	3720	USD	Yes	4650	3720
CME	BRE	Brazilian Real in US Dollars	6L	2084.67	N/A	2084.67	1516.125	USD	Yes²	2084.67	1516.125
CME	MXP	Mexican Peso	6M	2142	N/A	2142	1713.60	USD	Yes	2142	1713.60
CME	NZD	New Zealand dollar	6N	2473.69	N/A	2473.69	1978.96	USD	Yes²	2473.69	1978.96
CME	RUR^*	Russian Ruble in US Dollars	6R	39046.875	N/A	39046.875	31237.50	USD	Yes²	39046.875	31237.50
CME	CHF	Swiss franc	6S	5625.06	N/A	5625.06	4500.05	USD	Yes	5625.06	4500.05
CME	ZAR	South African Rand	6Z	2376.87	N/A	2376.87	1901.49	USD	No	2376.87	1901.49
CME	ACD	Australian dollar	ACD	15101.72	N/A	15101.72	12081.37	CAD	No	15101.72	12081.37
CME	AJY	Australian dollar	AJY	2749567.46	N/A	2749567.46	2199653.97	JPY	No	2749567.46	2199653.97
CME	BQX	CME E-Mini NASDAQ Biotechnology	BIO	31859.68	N/A	31859.68	25487.75	USD	No	31859.68	25487.75
CME	BOS	Boston Housing Index	BOS	4865.62	N/A	4865.62	3892.50	USD	No	4865.62	3892.50
CME	BSBY	Three-Month Bloomberg Short-Term Bank Yield	BSB	3534.42	N/A	3534.42	2827.53	USD	No	3534.42	2827.53
CME	BRR	CME CF Bitcoin Reference Rate	BTC	86229.85	N/A	86229.85	68983.88	USD	Yes	86229.85	68983.88
CME	BTCEURRR	CME CF Bitcoin-Euro Reference Rate	BTE	74906.25	N/A	74906.25	59925	EUR	No	149812.50	119850
CME	CB	CME Cash-Settled Butter Futures	CB	6795.85	N/A	6795.85	5436.68	USD	No	6795.85	5436.68
CME	CHI	Chicago Housing Index	CHI	2953.125	N/A	2953.125	2362.50	USD	No	2953.125	2362.50
CME	CLP	Chilean peso	CHP	8689.03	N/A	8689.03	6951.22	USD	No	8689.03	6951.22
CME	CJY	Canadian dollar	CJY	2872220.28	N/A	2872220.28	2297776.23	JPY	No	2872220.28	2297776.23
CME	CNH	United States dollar	CNH	55983.45	N/A	55983.45	44786.76	CNH	No	55983.45	44786.76
CME	CSC	Cheese	CSC	6828.57	N/A	6828.57	5462.85	USD	No	6828.57	5462.85
CME	CUS	Housing Index Composite	CUS	7781.25	N/A	7781.25	3937.50	USD	No	7781.25	3937.50
CME	CZK	Czech koruna	CZK	22414.49	N/A	22414.49	17931.59	USD	Yes²	22414.49	17931.59
CME	DA	MILK CLASS III INDEX	DC	4732.30	N/A	4732.30	3785.84	USD	Yes	4732.30	3785.84
CME	DEN	Denver Housing Index	DEN	4968.75	N/A	4968.75	3975	USD	No	4968.75	3975
CME	DY	CME DRY WHEY INDEX	DY	2650.70	N/A	2650.70	2120.56	USD	No	2650.70	2120.56
CME	E7	European Monetary Union Euro	E7	4171.72	N/A	4171.72	3337.38	USD	No	4171.72	3337.38
CME	EAD	European Monetary Union Euro	EAD	20052.09	N/A	20052.09	16041.67	AUD	No	20052.09	16041.67
CME	ECD	European Monetary Union Euro	ECD	14814.05	N/A	14814.05	11851.24	CAD	No	14814.05	11851.24
CME	ECK	Czech koruna	ECK	10612	N/A	10612	8489.60	EUR	No	10612	8489.60
CME	EHF	Hungarian forint	EHF	8196.44	N/A	8196.44	6557.15	EUR	Yes²	8196.44	6557.15
CME	EMD	E-mini S&P Midcap 400 Futures	EMD	19227.16	15381.72	27467.36	21973.89	USD	Yes²	27467.36	21973.89
CME	NIY	Yen Denominated Nikkei 225 Index	ENY	171928.13	137542.50	245611.62	196489.29	JPY	No	245611.62	196489.29
CME	EPZ	Polish zloty	EPZ	10337.84	N/A	10337.84	8270.27	EUR	Yes²	10337.84	8270.27
CME	ES	E-mini S&P 500	ES	8748.06	7952.78	12497.23	11361.12	USD	Yes	12497.23	11361.12
CME	SPXESUP	E-mini S&P 500 ESG	ESG	14582.89	N/A	14582.89	11666.31	USD	No	14582.89	11666.31
CME	ETHEURRR	CME CF Ether-Euro Reference Rate	ETE	52781.25	N/A	52781.25	42225	EUR	No	105562.50	84450
CME	ETHUSDRR	CME CF Ether-Dollar Reference Rate	ETH	63380.30	N/A	63380.30	50704.24	USD	Yes	126760.60	101408.48
CME	GSCI	S&P-GSCI Index	GD	32087.12	N/A	32087.12	25669.70	USD	No	32087.12	25669.70
CME	GDK	Class IV Milk - 200k lbs	GDK	2557.42	N/A	2557.42	2045.94	USD	No	2557.42	2045.94
CME	GE	Euro-Dollar	GE	1087.50	N/A	1087.50	870.003	USD	Yes	1087.50	870
CME	GF	Feeder Cattle	GF	7468.66	N/A	7468.66	5974.93	USD	Yes	7468.66	5974.93
CME	EM	1 Month LIBOR (Int. Rate)	GLB	1344.93	N/A	1344.93	1075.94	USD	No	1344.93	1075.94
CME	NF	NON FAT DRY MILK INDEX	GNF	4600.23	N/A	4600.23	3680.18	USD	No	4600.23	3680.18
CME	HE	Lean Hogs	HE	4455.63	N/A	4455.63	3564.51	USD	Yes	4455.63	3564.51
CME	HUF	Hungarian forint	HUF	14215.07	N/A	14215.07	11372.05	USD	Yes²	14215.07	11372.05
CME	IBAA	Bovespa Index - USD	IBV	27500	N/A	27500	22000	USD	No	27500	22000
CME	ILS	Israeli Shekel in US Dollar	ILS	24856.86	N/A	24856.86	19885.49	USD	Yes²	24856.86	19885.49
CME	J7	Japanese yen	J7	2325	N/A	2325	1860	USD	No	2325	1860
CME	KRW	Korean Won	KRW	20426.56	N/A	20426.56	16341.25	USD	Yes²	13217.19	10573.75
CME	LAV	Las Vegas Housing Index	LAV	4203.125	N/A	4203.125	3362.50	USD	No	4203.125	3362.50
CME	LAX	Los Angeles Housing Index	LAX	9175.39	N/A	9175.39	4957.50	USD	No	9175.39	4957.50
CME	LBR	Lumber Futures	LBR	1375	N/A	1375	1100	USD	No	1375	1100
CME	LE	Live Cattle	LE	3681.40	N/A	3681.40	2945.12	USD	Yes	3681.40	2945.12
CME	M2K	Micro E-Mini Russell 2000 Index	M2K	655.96	524.768	937.085	749.668	USD	No	937.085	749.668
CME	M6A	Australian dollar	M6A	308.048	N/A	308.048	246.439	USD	No	308.048	246.439
CME	M6B	British pound	M6B	350.002	N/A	350.002	280.002	USD	No	350.002	280.002
CME	M6C	United States dollar	M6C	1476.05	N/A	1476.05	1180.84	CAD	No	1476.05	1180.84
CME	M6E	European Monetary Union Euro	M6E	807.43	N/A	807.43	645.944	USD	No	807.43	645.944
CME	M6J	United States dollar	M6J	137574.80	N/A	137574.80	110059.84	JPY	No	137574.80	110059.84
CME	M6S	United States dollar	M6S	983.459	N/A	983.459	786.767	CHF	No	983.459	786.767
CME	MBT	Micro Bitcoin	MBT	1724.60	N/A	1724.60	1379.68	USD	Yes	1724.60	1379.68
CME	MCD	Canadian dollar	MCD	264.932	N/A	264.932	211.946	USD	No	264.932	211.946
CME	MES	Micro E-Mini S&P 500 Stock Price Index	MES	874.806	795.278	1249.72	1136.11	USD	Yes	1249.72	1136.11
CME	MET	Micro Ether	MET	126.761	N/A	126.761	101.408	USD	Yes	253.521	202.817
CME	MIA	Miami Housing Index	MIA	6359.375	N/A	6359.375	5087.50	USD	No	6359.375	5087.50
CME	MIR	Indian Rupee	MIR	1514.125	N/A	1514.125	1211.30	USD	No	1514.125	1211.30
CME	MNH	United States dollar	MNH	5578.18	N/A	5578.18	4462.55	CNH	No	5578.18	4462.55
CME	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	1423.36	1293.96	2033.37	1848.51	USD	Yes	2033.37	1848.51
CME	MSF	Swiss franc	MSF	562.506	N/A	562.506	450.005	USD	No	562.506	450.005
CME	NIY	Yen Denominated Nikkei 225 Index	NIY	858301.66	686641.33	1226145.23	980916.18	JPY	No	1226145.23	980916.18
CME	NKD	Dollar Denominated Nikkei 225 Index	NKD	16033.02	N/A	16033.02	12826.42	USD	No	16033.02	12826.42
CME	NOK	Norwegian krone	NOK	27502.97	N/A	27502.97	22002.37	USD	No	27502.97	22002.37
CME	NQ	E-mini NASDAQ 100	NQ	14233.56	12939.60	20333.65	18485.14	USD	Yes	20333.65	18485.14
CME	NYM	New York Housing Index	NYM	4328.125	N/A	4328.125	3462.50	USD	No	4328.125	3462.50
CME	PJY	British pound	PJY	2446911.21	N/A	2446911.21	1957528.97	JPY	No	2446911.21	1957528.97
CME	PLN	Polish zloty	PLN	17754.72	N/A	17754.72	14203.78	USD	Yes²	17754.72	14203.78
CME	PSF	British pound	PSF	13152.45	N/A	13152.45	10521.96	CHF	No	13152.45	10521.96
CME	RF	European Monetary Union Euro	RF	4545	N/A	4545	3636	CHF	No	4545	3636
CME	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	8804.375	N/A	8804.375	7043.50	USD	Yes²	8804.375	7043.50
CME	RME	CME Chinese Renminbi in Euro Cross Rate	RME	9688.75	N/A	9688.75	7751.00	EUR	Yes²	9688.75	7751.00
CME	RP	European Monetary Union Euro	RP	6734.375	N/A	6734.375	5387.50	GBP	No	6734.375	5387.50
CME	RS1	E-mini Russell 1000 Index Futures	RS1	11089.35	N/A	11089.35	8871.48	USD	No	11089.35	8871.48
CME	RSG	E-mini Russell 1000 Growth Index Futures	RSG	33567.05	N/A	33567.05	26853.64	USD	No	33567.05	26853.64
CME	RSV	E-Mini Russell 1000 Value Index Futures	RSV	13753.59	N/A	13753.59	11002.87	USD	No	13753.59	11002.87
CME	RTY	E-mini Russell 2000 Index	RTY	6559.60	5247.68	9370.85	7496.68	USD	Yes	9370.85	7496.68
CME	RY	European Monetary Union Euro	RY	957787.05	N/A	957787.05	766229.64	JPY	Yes²	957787.05	766229.64
CME	SPXDIVAN	S&P 500 Dividend Points (Annual) Index	SDA	4371.69	N/A	4371.69	3450	USD	No	4371.69	3450
CME	SDG	San Diego Housing Index	SDG	9526.37	N/A	9526.37	5000	USD	No	9526.37	5000
CME	SEK	Swedish krona	SEK	21865.84	N/A	21865.84	17492.67	USD	No	21865.84	17492.67
CME	SFR	San Francisco Housing Index	SFR	8241.21	N/A	8241.21	4162.50	USD	No	8241.21	4162.50
CME	SGX	S&P 500 / Citigroup Growth Index	SG	190791.24	N/A	190791.24	152632.99	USD	No	190791.24	152632.99
CME	SIR	Indian Rupee	SIR	7570.625	N/A	7570.625	6056.50	USD	No	7570.625	6056.50
CME	SJY	Swiss franc	SJY	3762500.75	N/A	3762500.75	3010000.60	JPY	No	3762500.75	3010000.60
CME	SMC	E-Mini S&P SmallCap 600 Futures	SMC	42501.16	N/A	42501.16	34000.93	USD	No	42501.16	34000.93
CME	SONIA	Sterling Overnight Index Average	SON	1551.57	N/A	1551.57	1241.26	GBP	No	1551.57	1241.26
CME	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	687.50	N/A	687.50	550.00	USD	No	687.50	550.00
CME	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	1090.55	N/A	1090.55	872.441	USD	Yes	1090.55	872.441
CME	SVX	S&P 500 / Citigroup Value Index	SU	91420.42	N/A	91420.42	73136.34	USD	No	91420.42	73136.34
CME	VOLQ	NASDAQ-100 Volatility Index	VLQ	1409.375	N/A	1409.375	1127.50	USD	No	2401	1920.80
CME	WDC	Washington DC Housing Index	WDC	7029.69	N/A	7029.69	3717.50	USD	No	7029.69	3717.50
CME	IXB	Materials Select Sector Index	XAB	17917.02	N/A	17917.02	14333.62	USD	No	17917.02	14333.62
CME	IXE	Energy Select Sector Index	XAE	20863.32	N/A	20863.32	16690.65	USD	No	20863.32	16690.65
CME	IXM	Financial Select Sector Index	XAF	18413.37	N/A	18413.37	14730.70	USD	No	18413.37	14730.70
CME	IXI	Industrial Select Sector Index	XAI	19524.15	N/A	19524.15	15619.32	USD	No	19524.15	15619.32
CME	IXT	Technology Select Sector Index -	XAK	39073.96	N/A	39073.96	31259.16	USD	No	39073.96	31259.16
CME	IXR	Consumer Staples Select Sector Index	XAP	9243.80	N/A	9243.80	7395.04	USD	No	9243.80	7395.04
CME	IXRE	Real Estate Select Sector Index	XAR	10001.53	N/A	10001.53	8001.22	USD	No	10001.53	8001.22
CME	IXU	Utilities Select Sector Index	XAU	8902.41	N/A	8902.41	7121.93	USD	No	8902.41	7121.93
CME	IXV	Health Care Select Sector Index	XAV	15758.69	N/A	15758.69	12606.95	USD	No	15758.69	12606.95
CME	IXY	Consumer Discretionary Select Sector Index	XAY	35254.46	N/A	35254.46	28203.57	USD	No	35254.46	28203.57

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	9112.50	N/A	9112.50	7290.00	USD	No	9112.50	7290.00
COMEX	GC	Gold	GC	11029.14	N/A	11029.14	8823.31	USD	Yes	11029.14	8823.31
COMEX	HG	Copper Index	HG	28447.49	N/A	28447.49	22757.99	USD	Yes	28447.49	22757.99
COMEX	HRC	Hot-Rolled Coil Steel Index	HRC	3050.76	N/A	3050.76	2440.61	USD	No	3050.76	2440.61
COMEX	MGC	E-Micro Gold	MGC	1102.91	N/A	1102.91	882.331	USD	No	1102.91	882.331
COMEX	MHG	Micro Copper	MHG	1236.85	N/A	1236.85	989.478	USD	No	1236.85	989.478
COMEX	QC	COMEX MINY Copper	QC	12986.90	N/A	12986.90	10389.52	USD	No	12986.90	10389.52
COMEX	QI	COMEX MINY Silver	QI	9232.42	N/A	9232.42	7385.94	USD	No	9232.42	7385.94
COMEX	QO	COMEX MINY Gold	QO	5514.57	N/A	5514.57	4411.66	USD	No	5514.57	4411.66
COMEX	SGC	Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures	SGC	34893.21	N/A	34893.21	27914.57	CNH	No	34893.21	27914.57
COMEX	SGUF	Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures	SGU	5879.96	N/A	5879.96	4703.97	USD	No	5879.96	4703.97
COMEX	SI	Silver Index	SI	18464.84	N/A	18464.84	14771.875	USD	Yes	18464.84	14771.875
COMEX	SI	Silver Index	SIL	3692.97	N/A	3692.97	2954.375	USD	No	3692.97	2954.375
COMEX	UX	Uranium Index	UX	2563.36	N/A	2563.36	2050.69	USD	No	2563.36	2050.69

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	82480.00	N/A	82480.00	65984.00	EUR	No	82480.00	65984.00

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	ABBA1	ABBN: ABB LTD-REG: ADJ	ABBF	657.137	N/A	657.137	525.709	CHF	No	657.137	525.709
EUREX	CONF	Swiss Federal Long-Term Bonds	CONF	15175.44	N/A	15175.44	12140.35	CHF	No	15175.44	12140.35
EUREX	FBON	Euro BONO Futures on Long-term Spanish Government Bonds	FBON	12485.17	N/A	12485.17	9988.13	EUR	No	12485.17	9988.13
EUREX	BTP	Euro-BTP Italian Government Bond	FBTP	5779.87	N/A	5779.87	4623.90	EUR	Yes	5779.87	4623.90
EUREX	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2303.75	N/A	2303.75	1843.00	EUR	No	2303.75	1843.00
EUREX	DJUBS	Dow Jones-UBS Commodity Index	FCCO	3825.90	N/A	3825.90	3060.72	USD	No	3825.90	3060.72
EUREX	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	2787.68	N/A	2787.68	2022.00	EUR	No	2787.68	2022.00
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDAX	27225.24	21780.19	38893.20	31114.56	EUR	Yes	38199.81	30559.85
EUREX	DDAX	DivDAX Price Index	FDIV	10531.10	N/A	10531.10	8424.88	EUR	Yes²	10531.10	8424.88
EUREX	DDXDIVPT	DivDAX Dividend Points Index	FDVD	2423.71	N/A	2423.71	1758	EUR	No	2423.71	1758
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXM	5445.05	4356.04	7778.64	6222.91	EUR	No	7639.96	6111.97
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXS	1089.01	871.208	1555.73	1244.58	EUR	Yes	1527.99	1222.39
EUREX	DBEA	EURO STOXX Banks Index Dividend Futures	FEBD	398.371	N/A	398.371	318.697	EUR	No	398.371	318.697
EUREX	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	3873.75	N/A	3873.75	3099	EUR	Yes²	3873.75	3099
EUREX	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	8852.71	N/A	8852.71	7082.16	EUR	Yes²	8852.71	7082.16
EUREX	SX7E	Dow Jones Euro STOXX Banks Index	FESB	607.193	485.754	867.419	693.935	EUR	Yes	783.62	626.896
EUREX	SX4E	Dow Jones Euro STOXX Chemicals	FESC	7412.81	N/A	7412.81	5930.25	EUR	Yes²	7412.81	5930.25
EUREX	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	2123.72	N/A	2123.72	1698.98	EUR	Yes²	2123.72	1698.98
EUREX	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	2710.80	N/A	2710.80	2168.64	EUR	Yes²	2331.30	1865.04
EUREX	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	6296.60	N/A	6296.60	5037.28	EUR	Yes²	6296.60	5037.28
EUREX	SXDE	Dow Jones Euro STOXX Healthcare	FESH	3728.76	N/A	3728.76	2983.01	EUR	Yes²	3728.76	2983.01
EUREX	ESI	Dow Jones Euro STOXX Insurance	FESI	2248.78	N/A	2248.78	1799.02	EUR	Yes²	1852.72	1482.18
EUREX	ESM	Dow Jones Euro STOXX Media Index	FESM	1235.97	N/A	1235.97	988.773	EUR	Yes²	1235.97	988.773
EUREX	SXOE	Dow Jones Euro STOXX Construction	FESN	2911.47	N/A	2911.47	2329.17	EUR	Yes²	2686.49	2149.19
EUREX	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	2701.56	N/A	2701.56	2161.25	EUR	Yes²	2701.56	2161.25
EUREX	SXRE	Dow Jones Euro STOXX Retail	FESR	3355.45	N/A	3355.45	2684.36	EUR	Yes²	3374.40	2699.52
EUREX	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	1444.10	N/A	1444.10	1155.28	EUR	Yes²	1444.10	1155.28
EUREX	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1341.87	N/A	1341.87	1073.50	EUR	Yes²	1341.87	1073.50
EUREX	ESU	Dow Jones Euro STOXX Utilities Index	FESU	1685.98	N/A	1685.98	1348.78	EUR	Yes	1574.19	1259.35
EUREX	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	1641.25	N/A	1641.25	1313.00	EUR	Yes²	1641.25	1313.00
EUREX	ESTX50	Dow Jones Euro STOXX50	FESX	3137.35	2509.88	4481.93	3585.55	EUR	Yes	4481.93	3585.55
EUREX	SX8E	Dow Jones Euro STOXX Technology	FESY	14560.49	N/A	14560.49	11648.39	EUR	Yes²	14560.49	11648.39
EUREX	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	10218.75	N/A	10218.75	8175.00	EUR	Yes²	10218.75	8175.00
EUREX	EU3	Three Month EURIBOR	FEU3	1315.24	N/A	1315.24	1052.19	EUR	Yes	1315.24	1052.19
EUREX	DESX5	Dow Jones EURO STOXX 50 Index-Dividenden	FEXD	2794.60	2003.40	3992.28	2862.00	EUR	Yes	3992.28	2862.00
EUREX	OMXH25	OMX Helsinki 25 Index	FFOX	10487.71	N/A	10487.71	8390.17	EUR	Yes²	10487.71	8390.17
EUREX	GBL	Euro Bund (10 Year Bond)	FGBL	4712.64	N/A	4712.64	3770.11	EUR	Yes	6415.81	5132.65
EUREX	GBM	Euro Bobl (5 Year Bond)	FGBM	3033.88	N/A	3033.88	2427.10	EUR	Yes	3557.56	2846.05
EUREX	GBS	Euro Schatz (2 Year Bond)	FGBS	1319.63	N/A	1319.63	1055.70	EUR	Yes	1319.63	1055.70
EUREX	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	9872.21	N/A	9872.21	7897.77	EUR	Yes	13337.13	10669.70
EUREX	DJESL	Euro Stoxx Large	FLCE	2239.63	N/A	2239.63	1791.71	EUR	No	2239.63	1791.71
EUREX	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	2135.65	N/A	2135.65	1708.52	EUR	No	1899.61	1519.69
EUREX	DJESM	Euro Stoxx Mid	FMCE	2060.32	N/A	2060.32	1648.25	EUR	No	2060.32	1648.25
EUREX	DJ200	Dow Jones STOXX MID 200 Index	FMCP	2318.53	N/A	2318.53	1854.83	EUR	Yes²	2179.06	1743.25
EUREX	M1MS	MSCI Emerging Markets Asia	FMEA	3535.76	2828.61	5051.08	4040.87	USD	No	4665.25	3732.20
EUREX	M1EF	MSCI Emerging Markets Net Total Return Index	FMEM	7050.26	N/A	7050.26	5640.21	USD	No	7050.26	5640.21
EUREX	MXEU	MSCI Europe	FMEP	1658.40	N/A	1658.40	1326.72	EUR	No	1658.40	1326.72
EUREX	M7EU	MSCI Europe Net Return EUR Index	FMEU	2609.27	N/A	2609.27	2087.41	EUR	No	2067.00	1653.60
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5973.475	N/A	5973.475	4778.78	USD	No	5973.475	4778.78
EUREX	MBWO	MSCI World Net EUR Index 1	FMWN	3188.96	N/A	3188.96	2551.17	EUR	No	2788.63	2230.90
EUREX	M1WO	MSCI World NETR USD Index	FMWO	7436.64	N/A	7436.64	5949.31	USD	No	7413.04	5930.43
EUREX	MXWO	MSCI World Index	FMWP	5066.08	N/A	5066.08	4052.87	USD	No	5066.08	4052.87
EUREX	OAT	Euro-OAT French Government Bond	FOAT	4999.35	N/A	4999.35	3999.48	EUR	No	6450.95	5160.76
EUREX	DJESS	Euro Stoxx Small	FSCE	1493.19	N/A	1493.19	1194.55	EUR	No	1337.68	1070.14
EUREX	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	1562.33	N/A	1562.33	1249.86	EUR	No	1411.90	1129.52
EUREX	SXXPESGX	STOXX Europe 600 ESG-X	FSEG	1581.54	N/A	1581.54	1265.23	EUR	No	1480.59	1184.47
EUREX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	4465.42	N/A	4465.42	3572.33	CHF	Yes²	4465.42	3572.33
EUREX	SMIDP	SMI Dividend Points Index	FSMD	9647.98	N/A	9647.98	6998.00	CHF	No	9647.98	6998.00
EUREX	SMI	Swiss Market Index	FSMI	6422.24	5137.79	9174.625	7339.70	CHF	Yes	9174.625	7339.70
EUREX	SMIM	Swiss Mid-cap Index	FSMM	5630.93	N/A	5630.93	4504.75	CHF	Yes²	5630.93	4504.75
EUREX	SMI	Swiss Market Index	FSMS	642.224	513.779	917.4625	733.97	CHF	No	917.4625	733.97
EUREX	MDAX	Midcap DAX	FSMX	3075.41	N/A	3075.41	2460.33	EUR	No	2868.25	2294.60
EUREX	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	5767.93	N/A	5767.93	4614.34	EUR	Yes²	5767.93	4614.34
EUREX	SX7P	Dow Jones STOXX 600 Banks	FSTB	1129.76	N/A	1129.76	903.81	EUR	Yes	1036.92	829.54
EUREX	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	6299.15	N/A	6299.15	5039.32	EUR	Yes²	6299.15	5039.32
EUREX	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	2234.42	N/A	2234.42	1787.53	EUR	Yes	2234.42	1787.53
EUREX	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	3517.41	N/A	3517.41	2813.93	EUR	Yes²	3015.71	2412.57
EUREX	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	3939.34	N/A	3939.34	3151.47	EUR	Yes²	3799.57	3039.65
EUREX	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	3883.13	N/A	3883.13	3106.50	EUR	Yes²	3883.13	3106.50
EUREX	SXIP	Dow Jones STOXX 600 Insurance	FSTI	2193.81	N/A	2193.81	1755.045	EUR	Yes²	1934.975	1547.98
EUREX	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	831.889	N/A	831.889	665.511	EUR	No	831.889	665.511
EUREX	SXMP	Dow Jones STOXX 600 Media	FSTM	1492.53	N/A	1492.53	1194.03	EUR	Yes²	1492.53	1194.03
EUREX	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	3168.55	N/A	3168.55	2534.84	EUR	Yes²	2873.50	2298.80
EUREX	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	3402.20	N/A	3402.20	2721.76	EUR	Yes²	3402.20	2721.76
EUREX	SXRP	Dow Jones STOXX 600 Retail	FSTR	1904.86	N/A	1904.86	1523.89	EUR	Yes²	2142.06	1713.65
EUREX	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	4222.49	N/A	4222.49	3377.99	EUR	Yes	4222.49	3377.99
EUREX	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	1128.12	N/A	1128.12	902.50	EUR	Yes²	1128.12	902.50
EUREX	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1652.75	N/A	1652.75	1322.20	EUR	Yes	1514.06	1211.25
EUREX	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	1845.40	N/A	1845.40	1476.32	EUR	Yes²	1845.40	1476.32
EUREX	STX	Dow Jones STOXX50	FSTX	3448.32	N/A	3448.32	2758.66	EUR	Yes²	3139.35	2511.48
EUREX	SX8P	Dow Jones STOXX 600 Technology	FSTY	7806.00	N/A	7806.00	6244.80	EUR	Yes²	7806.00	6244.80
EUREX	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	5546.77	N/A	5546.77	4437.41	EUR	Yes²	5546.77	4437.41
EUREX	ESTX50	Dow Jones Euro STOXX50	FSXE	313.735	250.988	448.193	358.555	EUR	No	448.193	358.555
EUREX	TDX	TECDAX	FTDX	8961.14	N/A	8961.14	7168.91	EUR	Yes²	8961.14	7168.91
EUREX	V2TX	VSTOXX Volatility Index	FVS	1062.50	N/A	1062.50	850	EUR	Yes	2810.94	2248.75
EUREX	DJES	Dow Jones Euro STOXX Price Index	FXXE	2115.46	N/A	2115.46	1692.37	EUR	No	2104.51	1683.61
EUREX	DJ600	Dow Jones STOXX 600 Index	FXXP	1441.23	1152.99	2058.91	1647.12	EUR	Yes	1890.56	1512.44

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	12383.08	N/A	12383.08	9906.47	EUR	No	12383.08	9906.47
FTA	EOE	AMS EOE Index	FTI	9362.93	7490.34	13375.61	10700.49	EUR	Yes	13375.61	10700.49
FTA	EOE	AMS EOE Index	MFA	936.293	749.034	1337.56	1070.05	EUR	No	1337.56	1070.05

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	83301.84	N/A	83301.84	66641.47	HKD	No	83301.84	66641.47
HKFE	CNH	United States dollar	CUS	44496.66	N/A	44496.66	35597.33	CNH	Yes	44496.66	35597.33
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	3282.86	N/A	3282.86	2378.00	HKD	No	3282.86	2378.00
HKFE	HSIDPI	HSI Dividend Point Index	DHS	9880.37	N/A	9880.37	7150	HKD	No	9880.37	7150
HKFE	GDR	CNH Gold Futures	GDR	66520.03	N/A	66520.03	53216.03	CNH	No	66520.03	53216.03
HKFE	GDU	USD Gold Futures	GDU	12176.19	N/A	12176.19	9740.96	USD	No	12176.19	9740.96
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	33757.50	27006	48225	38580	HKD	Yes	48225	38580
HKFE	HSI	Hang Seng Stock Index	HSI	81134.38	64907.51	115906.26	92725.01	HKD	Yes	115906.26	92725.01
HKFE	HSTECH	Hang Seng TECH Index	HTI	24730.24	19784.20	35328.92	28263.14	HKD	Yes	35328.92	28263.14
HKFE	MCA	MSCI China A 50 Connect Index	MCA	3817.10	N/A	3817.10	3053.68	USD	No	3817.10	3053.68
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	6751.50	5401.20	9645	7716	HKD	Yes	9645	7716
HKFE	MCS	United States dollar	MCS	9099.81	N/A	9099.81	7279.84	CNH	No	9099.81	7279.84
HKFE	MHI	Mini Hang Seng Index	MHI	16226.88	12981.50	23181.25	18545.00	HKD	Yes	23181.25	18545.00
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MIA	1188.84	N/A	1188.84	951.072	USD	No	1188.84	951.072
HKFE	MND	MSCI India Index (USD) - HKFE	MND	2620.10	N/A	2620.10	2096.08	USD	No	2620.10	2096.08
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	3710.70	N/A	3710.70	2968.56	USD	No	3710.70	2968.56
HKFE	VHSI	Hang Seng Volatility Index	VHS	67656.25	N/A	67656.25	54125	HKD	No	123200	98560

Notes

* Please note that RUR Futures will continue to remain in closing only. Visit our Knowledge Base for additional info.

ICE Cryptocurrency (ICECRYPTO)

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

Exchange ICECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICECRYPTO	BAKKT	Bakkt Bitcoin	BTM	17971.72	N/A	17971.72	14377.37	USD	No	35943.43	28754.75

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	2987.22	N/A	2987.22	2389.78	GBP	No	2987.22	2389.78
ICEEU	H	Medium Gilt	H	6447.60	N/A	6447.60	5158.08	GBP	No	6447.60	5158.08
ICEEU	I	3 Month EURIBOR Interest Rate	I	1339.06	N/A	1339.06	1071.25	EUR	Yes	1339.06	1071.25
ICEEU	NDUEBRAF	The MSCI Brazil Net Total Return	MCG	7686.25	N/A	7686.25	6149	USD	No	7686.25	6149
ICEEU	O	5 Year Euro Swapnote	O	5387.14	N/A	5387.14	4309.71	EUR	No	5387.14	4309.71
ICEEU	P	10 Year Euro Swapnote	P	10821.60	N/A	10821.60	8657.28	EUR	No	10821.60	8657.28
ICEEU	R	Long Gilt	R	7025.05	N/A	7025.05	5620.04	GBP	No	7025.05	5620.04
ICEEU	SRFXON3	Three Month SaronA	SA3	990.531	N/A	990.531	792.425	CHF	No	990.531	792.425
ICEEU	SONIA.N	Three Month SONIA	SO3	1855.63	N/A	1855.63	1484.50	GBP	Yes	1855.63	1484.50
ICEEU	SONIO.N	One Month SONIA	SOA	961.563	N/A	961.563	769.25	GBP	No	961.563	769.25
ICEEU	TWS	2 Year Euro Swapnote	TWS	2282.21	N/A	2282.21	1825.76	EUR	No	2282.21	1825.76
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	764.184	N/A	764.184	591	GBP	No	764.184	591
ICEEU	Y	FTSE 250 Index	Y2	4885.97	N/A	4885.97	3908.77	GBP	No	4885.97	3908.77
ICEEU	Z	FTSE 100 Index	Z	4124.63	3299.70	5892.32	4713.86	GBP	Yes	5892.32	4713.86

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	1753.14	N/A	1753.14	1402.51	GBP	No	1753.14	1402.51
ICEEUSOFT	D	Robusta Coffee	RC	2304.80	N/A	2304.80	1843.84	USD	No	2304.80	1843.84
ICEEUSOFT	T	Wheat	T	4635.10	N/A	4635.10	3708.08	GBP	No	4635.10	3708.08
ICEEUSOFT	W	White Sugar	W	3557.54	N/A	3557.54	2846.03	USD	No	3557.54	2846.03

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	9241.45	N/A	9241.45	7393.16	USD	No	9241.45	7393.16
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	23345313.07	N/A	23345313.07	18676250.46	JPY	No	23345313.125	18676250.50
ICEUS	EO	European Monetary Union Euro	KEO	10139.85	N/A	10139.85	8111.88	USD	No	10139.85	8111.88
ICEUS	ECD	European Monetary Union Euro	KEP	17387.69	N/A	17387.69	13910.15	CAD	No	17387.69	13910.15
ICEUS	GB	European Monetary Union Euro	KGB	9007.27	N/A	9007.27	7205.82	GBP	No	9007.27	7205.82
ICEUS	EAD	European Monetary Union Euro	KRA	22430.16	N/A	22430.16	17944.13	AUD	No	22430.16	17944.13
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	6728.58	N/A	6728.58	5382.86	CHF	No	6728.58	5382.86
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	3710785.80	N/A	3710785.80	2968628.64	JPY	No	3710785.80	2968628.64
ICEUS	MP	British pound	MP	9095.24	N/A	9095.24	7276.19	USD	No	9095.24	7276.19
ICEUS	SS	British Pound in Swiss Franc	SS	14069.47	N/A	14069.47	11255.58	CHF	No	14069.47	11255.58
ICEUS	SY	British Pound in Japanese Yen	SY	2509276.45	N/A	2509276.45	2007421.16	JPY	No	2509276.45	2007421.16

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	1677.74	N/A	1677.74	1324	EUR	No	1677.74	1324
IDEM	FTMIB	FTSE MIB Index	FTMIB	14400.10	11520.08	20571.58	16457.26	EUR	Yes	20571.58	16457.26
IDEM	FTMIB	FTSE MIB Index	MICRO	576.004	460.803	822.863	658.2905	EUR	No	822.863	658.2905
IDEM	FTMIB	FTSE MIB Index	MINI	2880.02	2304.02	4114.32	3291.45	EUR	No	4114.32	3291.45
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	1871.51	N/A	1871.51	1497.21	EUR	No	1871.51	1497.20

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	67187.10	N/A	67187.10	53749.68	USD	No	67187.10	53749.68
IPE	COIL	ICE Brent Crude	COIL	31320	N/A	31320	23200	USD	Yes	31320	23200
IPE	GOIL	ICE Gasoil	GOIL	12435.93	N/A	12435.93	9211.80	USD	No	12435.93	9211.80
IPE	HOIL	ICE Heating Oil	HOIL	35154.01	N/A	35154.01	26040.01	USD	No	35154.01	26040.01
IPE	NCF	Newcastle Coal Futures	NCF	101931.10	N/A	101931.10	81544.88	USD	No	101931.10	81544.88
IPE	NGF	ICE UK Natural Gas	NGF	9981.225	N/A	9981.225	7984.98	GBP	No	20838.20	7984.98
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	27000	N/A	27000	20000	USD	Yes	27000	20000

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	7557812.67	6046250.14	10796875.25	8637500.20	KRW	Yes	10796875.25	8637500.20
KSE	K200M	Mini KOSPI200 Index	05	1504037.50	1203230.00	2148624.99	1718899.995	KRW	Yes	2148624.99	1718899.995
KSE	KOSDQ150	KOSDAQ 150 Index	06	1276926.44	923160.03	1824180.625	1318800.05	KRW	No	1824180.625	1318800.05
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	134456.71	N/A	134456.71	107565.36	KRW	No	134456.71	107565.36
KSE	017670	SK TELECOM	112	92732.00	N/A	92732.00	74185.60	KRW	No	92732.00	74185.60
KSE	005490	POSCO HOLDINGS INC	113	854437.50	N/A	854437.50	581333.05	KRW	No	854437.50	581333.05
KSE	030200	KTCORPORATION	114	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	015760	KOREA ELECTRIC POWER CORP	115	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	005380	HYUNDAI MOTOR CO	116	376928.83	N/A	376928.83	301543.07	KRW	No	376928.83	301543.07
KSE	016360	SAMSUNG SECURITIES CO LTD	117	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	000270	KIA CORP	119	161648.09	N/A	161648.09	129318.47	KRW	No	161648.09	129318.47
KSE	012330	HYUNDAI MOBIS CO LTD	120	426623.44	N/A	426623.44	341298.75	KRW	No	426623.44	341298.75
KSE	006400	SAMSUNG SDI CO LTD	122	1344567.09	N/A	1344567.09	1075653.67	KRW	No	1344567.09	1075653.67
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	278289.75	N/A	278289.75	222631.80	KRW	No	278289.75	222631.80
KSE	066570	LG ELECTRONICS INC	124	238534.08	N/A	238534.08	190827.27	KRW	No	238534.08	190827.27
KSE	036460	KOREA GAS CORPORATION	128	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	004020	HYUNDAI STEEL CO	132	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	003550	LG CORP	134	167461.43	N/A	167461.43	133969.14	KRW	No	167461.43	133969.14
KSE	078930	GS HOLDINGS	135	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	033780	KT & G CORPORATION	136	155834.76	N/A	155834.76	124667.80	KRW	No	155834.76	124667.80
KSE	009540	HD KOREA SHIPBUILDING & OFFS	139	197739	N/A	197739	155722.25	KRW	No	197739	155722.25
KSE	086790	HANA FINANCIAL GROUP	140	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	096770	SK INNOVATION CO LTD	141	467298	N/A	467298	311532	KRW	No	467298	311532
KSE	001040	CJ CORP	142	224986.50	N/A	224986.50	149991	KRW	No	224986.50	149991
KSE	034220	LG DISPLAY CO LTD	145	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	105560	KB FINANCIAL GROUP INC	146	91044.26	N/A	91044.26	72835.41	KRW	No	91044.26	72835.41
KSE	051910	LG CHEM LTD	147	1366470	N/A	1366470	1084654.92	KRW	No	1366470	1084654.92
KSE	006800	MIRAE ASSET SECURITIES CO LT	148	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	042670	HD HYUNDAI INFRACORE CO LTD	149	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	000660	SK HYNIX INC	150	203841.61	N/A	203841.61	163073.29	KRW	No	203841.61	163073.29
KSE	006360	GS ENGINEERING & CONSTRUCT	151	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	139480	E-MART INC	154	157147.45	N/A	157147.45	125717.96	KRW	No	157147.45	125717.96
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	035420	NAVER CORP	156	383492.29	N/A	383492.29	306793.83	KRW	No	383492.29	306793.83
KSE	003490	KOREAN AIR LINES CO LTD	157	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	3KTB	3-Year Korea Treasury Bond	165	1338175.60	N/A	1338175.60	1070540.48	KRW	No	1338175.60	1070540.48
KSE	FLKTB	10-Year Korea Treasury Bond	167	3593476.81	N/A	3593476.81	2874781.45	KRW	No	3593476.81	2874781.45
KSE	KWY	United States dollar	175	1633000.03	N/A	1633000.03	1306400.02	KRW	No	3266000.06	2612800.05
KSE	032640	LG UPLUS CORP	1B0	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	010950	S-OILCORPORATION	1B2	139519.93	N/A	139519.93	111615.95	KRW	No	139519.93	111615.95
KSE	010130	KOREA ZINC CO LTD	1B3	913255.47	N/A	913255.47	730604.375	KRW	No	913255.47	730604.375
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	001680	DAESANG CORPORATION	1B6	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	047050	POSCO INTERNATIONAL CORP	1B7	143055	N/A	143055	95370	KRW	No	143055	95370
KSE	034020	DOOSAN ENERBILITY CO LTD	1B9	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	023530	LOTTE SHOPPING CO	1BA	151521.64	N/A	151521.64	121217.31	KRW	No	151521.64	121217.31
KSE	011170	LOTTE CHEMICAL CORP	1BB	325171.44	N/A	325171.44	260137.15	KRW	No	325171.44	260137.15
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	126580.58	N/A	126580.58	101264.46	KRW	No	126580.58	101264.46
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	029780	SAMSUNG CARD CO	1BG	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	224406	N/A	224406	163823.40	KRW	No	224406	163823.40
KSE	036570	NCSOFTCORPORATION	1BJ	600085.72	N/A	600085.72	480068.55	KRW	No	600085.72	480068.55
KSE	000080	HITE JINRO CO LTD	1BK	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	105390.05	N/A	105390.05	84312.04	KRW	No	105390.05	84312.04
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	101155.50	N/A	101155.50	79661.38	KRW	No	101155.50	79661.38
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	011210	HYUNDAI WIA CORP	1BP	153450	N/A	153450	102300	KRW	No	153450	102300
KSE	008770	HOTEL SHILLA CO LTD	1BQ	157950	N/A	157950	117016.72	KRW	No	157950	117016.72
KSE	035250	KANGWON LAND, INC.	1BS	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	138930	BNK FINANCIAL GROUP INC	1BT	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	139130	DGB FINANCIAL GROUP INC	1BV	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	001120	LX INTERNATIONAL CORP	1BX	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	011070	LG INNOTEK CO LTD	1BY	609840	N/A	609840	462066.02	KRW	No	609840	462066.02
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	034730	SK INC	1C1	318420.48	N/A	318420.48	254736.39	KRW	No	318420.48	254736.39
KSE	001740	SK NETWORKS CO LTD	1C2	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	257400	N/A	257400	198028.28	KRW	No	257400	198028.28
KSE	002350	NEXEN TIRE CORPORATION	1C4	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	018260	SAMSUNG SDS CO LTD	1C5	236471.29	N/A	236471.29	189177.03	KRW	No	236471.29	189177.03
KSE	090430	AMOREPACIFIC CORP	1C6	228657	N/A	228657	159922.84	KRW	No	228657	159922.84
KSE	030000	CHEIL WORLDWIDE INC	1C7	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	028260	SAMSUNG C&T CORP	1C8	206654.52	N/A	206654.52	165323.61	KRW	No	206654.52	165323.61
KSE	000880	HANWHA CORPORATION	1C9	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	322546.07	N/A	322546.07	258036.86	KRW	No	322546.07	258036.86
KSE	010620	HYUNDAIMIPODOCKYARD	1CD	173218.50	N/A	173218.50	122867.55	KRW	No	173218.50	122867.55
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	035720	KAKAO CORP	1CF	107077.80	N/A	107077.80	85662.24	KRW	No	107077.80	85662.24
KSE	034230	PARADISE CO LTD	1CG	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	1CJ	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	069080	WEBZEN INC	1CK	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	096530	SEEGENE INC	1CL	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	022100	POSCO DX CO LTD	1CN	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	068270	CELLTRION INC	1CP	392616	N/A	392616	261744	KRW	No	392616	261744
KSE	122870	YG ENTERTAINMENT INC	1CQ	291064.50	N/A	291064.50	194043	KRW	No	291064.50	194043
KSE	051900	LG H&H	1CR	1008894.14	N/A	1008894.14	807115.31	KRW	No	1008894.14	807115.31
KSE	002790	AMOREPACIFIC GROUP	1CS	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	434124.51	N/A	434124.51	347299.61	KRW	No	434124.51	347299.61
KSE	008930	HANMI SCIENCE CO LTD	1CV	99345	N/A	99345	66230	KRW	No	99345	66230
KSE	021240	COWAY CO LTD	1CW	90575.44	N/A	90575.44	72460.35	KRW	No	90575.44	72460.35
KSE	128940	HANMI PHARM CO LTD	1CX	720720	N/A	720720	480480	KRW	No	720720	480480
KSE	018880	HANON SYSTEMS	1CY	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	027410	BGF CO LTD	1CZ	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	005830	DB INSURANCE CO LTD	1D0	148932	N/A	148932	118216.88	KRW	No	148932	118216.88
KSE	097950	CJ CHEILJEDANG CORP.	1D1	610399.71	N/A	610399.71	488319.77	KRW	No	610399.71	488319.77
KSE	009240	HANSSEM CO LTD	1D2	98026.50	N/A	98026.50	68559.79	KRW	No	98026.50	68559.79
KSE	002380	KCC CORP	1D3	398494.41	N/A	398494.41	318795.53	KRW	No	398494.41	318795.53
KSE	007070	GS RETAIL CO LTD	1D4	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	012750	S1 CORPORATION	1D5	101451.99	N/A	101451.99	81161.59	KRW	No	101451.99	81161.59
KSE	000100	YUHAN CORPORATION	1D6	114203.81	N/A	114203.81	91363.05	KRW	No	114203.81	91363.05
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	069960	HYUNDAI DEPT STORE CO	1D8	96013.71	N/A	96013.71	76810.97	KRW	No	96013.71	76810.97
KSE	079160	CJ CGV CO LTD	1D9	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	004370	NONGSHIM CO LTD	1DA	833556.58	N/A	833556.58	666845.23	KRW	No	833556.58	666845.23
KSE	079550	LIG NEX1 CO LTD	1DB	168988.50	N/A	168988.50	129892.01	KRW	No	168988.50	129892.01
KSE	204320	HL MANDO CO LTD	1DC	100809.75	N/A	100809.75	72535.36	KRW	No	100809.75	72535.36
KSE	004170	SHINSEGAE INC	1DD	370927.99	N/A	370927.99	296742.38	KRW	No	370927.99	296742.38
KSE	161890	KOLMAR KOREA CO LTD	1DE	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	111770	YOUNGONE CORP	1DG	89450.28	N/A	89450.28	71560.22	KRW	No	89450.28	71560.22
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	324135	N/A	324135	220531.50	KRW	No	324135	220531.50
KSE	192820	COSMAX INC	1DK	249852	N/A	249852	166568	KRW	No	249852	166568
KSE	108670	LX HAUSYS LTD	1DL	112140	N/A	112140	74760	KRW	No	112140	74760
KSE	023590	DAOU TECHNOLOGY INC	1DM	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	039130	HANA TOUR SERVICE INC	1DN	106080	N/A	106080	81611.66	KRW	No	106080	81611.66
KSE	086900	MEDY-TOX INC	1DP	713175	N/A	713175	475450	KRW	No	713175	475450
KSE	078340	COM2US CORP	1DR	156618	N/A	156618	104412	KRW	No	156618	104412
KSE	035760	CJ ENM CO LTD	1DT	143833.04	N/A	143833.04	115066.44	KRW	No	143833.04	115066.44
KSE	056190	SFA ENGINEERING CORP	1DV	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	241560	DOOSAN BOBCAT INC	1DW	123322.50	N/A	123322.50	91363.05	KRW	No	123322.50	91363.05
KSE	017800	HYUNDAI ELEVATOR CO	1DY	139725	N/A	139725	93150	KRW	No	139725	93150
KSE	105630	HANSAE CO LTD	1DZ	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	240810	WONIK IPS CO LTD	1E0	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	001060	JW PHARMACEUTICAL	1E1	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	053800	AHNLAB INC	1E2	167118	N/A	167118	111412	KRW	No	167118	111412
KSE	091700	PARTRON CO LTD	1E3	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	041510	SM ENTERTAINMENT CO LTD	1E4	319590	N/A	319590	213060	KRW	No	319590	213060
KSE	251270	NETMARBLE CORP	1E5	112717.50	N/A	112717.50	84762.11	KRW	No	112717.50	84762.11
KSE	091990	CELLTRION HEALTHCARE CO LTD	1E6	194532	N/A	194532	129688	KRW	No	194532	129688
KSE	003670	POSCO FUTURE M CO LTD	1E8	1601700	N/A	1601700	1067800	KRW	No	1601700	1067800
KSE	003520	YUNGJIN PHARMACEUTICAL CO	1E9	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	178920	PI ADVANCED MATERIALS CO LTD	1EA	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	316140	WOORI FINANCIAL GROUP INC	1EB	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	294870	HDC HYUNDAI DEVELOPMENT CO-E	1EC	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	020150	LOTTE ENERGY MATERIALS CORP	1ED	136983	N/A	136983	91322	KRW	No	136983	91322
KSE	009420	HANALL BIOPHARMA CO LTD	1EE	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	035900	JYP ENTERTAINMENT CORP	1EF	395950.50	N/A	395950.50	263967	KRW	No	395950.50	263967
KSE	003410	SSANGYONG C&E CO LTD	1EG	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	028670	PAN OCEAN CO LTD	1EH	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	011790	SKC CO LTD	1EJ	225041.13	N/A	225041.13	180032.90	KRW	No	225041.13	180032.90
KSE	000990	DB HITEK CO LTD	1EK	207055.50	N/A	207055.50	138037	KRW	No	207055.50	138037
KSE	093370	FOOSUNG CO LTD	1EL	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	375500	DL E&C CO LTD	1ER	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	207940	SAMSUNG BIOLOGICS CO LTD	1ES	1542525	N/A	1542525	1177668.20	KRW	No	1542525	1177668.20
KSE	028050	SAMSUNG ENGINEERING CO LTD	1ET	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	272210	HANWHA SYSTEMS CO LTD	1EV	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	003850	BORYUNG	1EW	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	293490	KAKAO GAMES CORP	1EX	95875.50	N/A	95875.50	65110	KRW	No	95875.50	65110
KSE	247540	ECOPRO BM CO LTD	1EY	1066050	N/A	1066050	710700	KRW	No	1066050	710700
KSE	253450	STUDIO DRAGON CORP	1EZ	121905	N/A	121905	96913.85	KRW	No	121905	96913.85
KSE	278280	CHUNBO CO LTD	1F0	714000	N/A	714000	476000	KRW	No	714000	476000
KSE	200130	KOLMAR BNH CO LTD	1F1	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	036540	SFA SEMICON CO LTD	1F2	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	060250	NHN KCP CORP	1F3	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	000250	SAM CHUN DANG PHARM CO LTD	1F4	286368	N/A	286368	190912	KRW	No	286368	190912
KSE	373220	LG ENERGY SOLUTION	1F5	1167210	N/A	1167210	891127.27	KRW	No	1167210	891127.27
KSE	323410	KAKAOBANK CORP	1F6	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	377300	KAKAO PAY CORP	1F7	191394	N/A	191394	127596	KRW	No	191394	127596
KSE	259960	KRAFTON INC	1F8	450982.50	N/A	450982.50	300655	KRW	No	450982.50	300655
KSE	302440	SK BIOSCIENCE CO LTD	1F9	246859.50	N/A	246859.50	164573	KRW	No	246859.50	164573
KSE	011200	HMM CO LTD	1FA	81387.50	N/A	81387.50	65110	KRW	No	81387.50	65110
KSE	361610	SK IE TECHNOLOGY CO LTD	1FB	298800	N/A	298800	199200	KRW	No	298800	199200
KSE	352820	HYBE CO LTD	1FC	727425	N/A	727425	517449.30	KRW	No	727425	517449.30
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	1FD	258336	N/A	258336	187226.74	KRW	No	258336	187226.74
KSE	402340	SK SQUARE CO LTD	1FE	84668.34	N/A	84668.34	67734.67	KRW	No	84668.34	67734.67
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	1FF	176091	N/A	176091	117394	KRW	No	176091	117394
KSE	383220	F&F CO LTD / NEW	1FG	267907.50	N/A	267907.50	198478.36	KRW	No	267907.50	198478.36
KSE	267250	HD HYUNDAI	1FH	111578.44	N/A	111578.44	89262.75	KRW	No	111578.44	89262.75
KSE	271560	ORION CORP/REPUBLIC OF KOREA	1FJ	234408.49	N/A	234408.49	187526.78	KRW	No	234408.49	187526.78
KSE	138040	MERITZ FINANCIAL GROUP INC	1FK	91971	N/A	91971	69684.96	KRW	No	91971	69684.96
KSE	263750	PEARL ABYSS CORP	1FL	119488.50	N/A	119488.50	93965.48	KRW	No	119488.50	93965.48
KSE	066970	L&F CO LTD	1FM	900045	N/A	900045	600030	KRW	No	900045	600030
KSE	112040	WEMADE CO LTD	1FN	165089.25	N/A	165089.25	110059.50	KRW	No	165089.25	110059.50
KSE	196170	ALTEOGEN INC	1FP	157844.25	N/A	157844.25	105229.50	KRW	No	157844.25	105229.50
KSE	058470	LEENO INDUSTRIAL INC	1FQ	249364.50	N/A	249364.50	195927.99	KRW	No	249364.50	195927.99

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	6707.81	N/A	6707.81	5366.25	USD	No	6707.81	5366.25
LMEOTC	CA	Grade A Copper - LME	CA	21201.875	N/A	21201.875	16961.50	USD	No	21201.875	16961.50
LMEOTC	PB	Lead - LME	PB	6210.94	N/A	6210.94	4968.75	USD	No	6210.94	4968.75
LMEOTC	SNLME	Tin future	SN	28537.47	N/A	28537.47	22829.98	USD	No	28537.47	22829.98
LMEOTC	ZSLME	Special High Grade Zinc	ZS	10341.25	N/A	10341.25	8273	USD	No	10341.25	8273

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	1760.63	N/A	1760.63	1408.50	EUR	Yes	1760.63	1408.50
MATIF	ECO	European Rapeseed Future	ECO	3475.00	N/A	3475.00	2780.00	EUR	No	3475.00	2780.00
MATIF	EMA	Corn	EMA	1906.25	N/A	1906.25	1525	EUR	No	1906.25	1525

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	A3M	ATRESMEDIA CORP DE MEDIOS DE	A3T	67.2966	N/A	67.2966	53.8373	EUR	No	67.2967	53.8373
MEFFRV	ANA	ACCIONA SA	ANA	2970.74	N/A	2970.74	2376.59	EUR	No	2970.74	2376.59
MEFFRV	BKT	BANKINTER SA	BKT	104.379	N/A	104.379	83.5034	EUR	No	104.379	83.5033
MEFFRV	ENG	ENAGAS SA	ENA	343.145	N/A	343.145	274.516	EUR	No	343.145	274.516
MEFFRV	FCC	FOMENTO DE CONSTRUC Y CONTRA	FCC	176.217	N/A	176.217	140.974	EUR	No	176.217	140.974
MEFFRV	FER	FERROVIAL SA	FER	549.483	N/A	549.483	439.586	EUR	No	549.483	439.586
MEFFRV	GRF	GRIFOLS SA	GRF	218.348	N/A	218.348	174.679	EUR	No	218.348	174.679
MEFFRV	IBEX35	IBEX 35 Index	IBX	8750.02	7000.01	12500.02	10000.02	EUR	No	12500.02	10000.02
MEFFRV	IDR	INDRA SISTEMAS S.A.	IDR	217.316	N/A	217.316	173.853	EUR	No	217.316	173.853
MEFFRV	MAP	MAPFRE SA	MAP	58.3394	N/A	58.3394	46.6715	EUR	No	58.3394	46.6715
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	875.002	700.001	1250.00	1000.00	EUR	Yes	1250.00	1000.00
MEFFRV	RED1	RED ELECTRICA CORPORACION SA	REE	302.234	N/A	302.234	241.787	EUR	No	302.234	241.788
MEFFRV	SAB1	BANCO DE SABADELL SA	SAB	58.3394	N/A	58.3394	46.6715	EUR	No	58.3394	46.6715
MEFFRV	SCYR	SACYR SA	SVO	58.3394	N/A	58.3394	46.6715	EUR	No	58.3394	46.6715

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	IPC	Mexico Bolsa (IPC) Index	IPC	58266.20	N/A	58266.20	46612.96	MXN	Yes²	56464.155	45171.32
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	11653.24	N/A	11653.24	9322.59	MXN	No	11292.83	9034.26

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	4339.18	N/A	4339.18	3471.35	EUR	No	4339.18	3471.35
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	4320.98	N/A	4320.98	3456.79	EUR	No	4320.98	3456.79
MONEP	CAC40	CAC 40	FCE	5153.48	4122.79	7362.12	5889.70	EUR	Yes	7362.12	5889.70
MONEP	FEF	FTSEurofirst 80 NEW	FEF	17540.79	N/A	17540.79	14032.63	EUR	No	17540.79	14032.63
MONEP	FEO	FTSEurofirst 100 NEW	FEO	12940.94	N/A	12940.94	10352.75	EUR	No	12940.94	10352.75
MONEP	CAC40	CAC 40	MFC	515.348	412.279	736.212	588.97	EUR	No	736.212	588.97

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	198680.75	N/A	198680.75	158944.5	INR	Yes	7903.81	6323.05
NSE	EURINR	Euro in Indian Rupee	EURINR	11064.69	N/A	11064.69	8851.75	INR	No	11064.69	8851.75
NSE	NSEFIN	NSE Nifty Financial Services Index Futures	FINNIFTY	140169.2	N/A	140169.2	112135.2	INR	Yes	3485.10	2788.08
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	12829.38	N/A	12829.38	10263.50	INR	No	12829.38	10263.50
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	7445	N/A	7445	5956	INR	No	7445	5956
NSE	NIFTY50	Nifty 50	NIFTY	144020.5	N/A	144020.5	115216.5	INR	Yes	2862.14	2289.71
NSE	USDINR	US Dollars in Indian Rupee	USDINR	10333.44	N/A	10333.44	8266.75	INR	Yes	10333.44	8266.75

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	CC	Cocoa NYBOT	CC	3216.43	N/A	3216.43	2573.14	USD	Yes	3216.43	2573.14
NYBOT	CT	Cotton No. 2	CT	6000.28	N/A	6000.28	4800.23	USD	Yes	6000.28	4800.23
NYBOT	DX	NYBOT US Dollar FX	DX	3125	N/A	3125	2500	USD	Yes	3125	2500
NYBOT	NYFANG	NYSE FANG+ Index	FNG	5379.88	N/A	5379.88	4303.91	USD	No	5379.88	4303.91
NYBOT	KC	Coffee "C"	KC	9618.88	N/A	9618.88	7695.11	USD	Yes	9618.88	7695.11
NYBOT	OJ	FC Orange Juice "A"	OJ	12618.96	N/A	12618.96	10095.17	USD	Yes	12618.96	10095.17
NYBOT	RS	Canola	RS	1390.88	N/A	1390.88	1112.70	CAD	No	1390.88	1112.70
NYBOT	SB	Sugar No. 11	SB	3125.17	N/A	3125.17	2500.14	USD	Yes	3125.17	2500.14
NYBOT	SF	Sugar #16 112000 lbs	SF	1666.00	N/A	1666.00	1332.80	USD	No	1666.00	1332.80

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	27000	N/A	27000	20000	USD	No	27000	20000
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	27000	N/A	27000	20000	USD	Yes	27000	20000
NYMEX	CL	Light Sweet Crude Oil	CL	27000	N/A	27000	20000	USD	Yes	27000	20000
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	6156.41	N/A	6156.41	4925.13	USD	No	6156.41	4925.13
NYMEX	HO	Heating Oil	HO	35154	N/A	35154	26040	USD	Yes	35154	26040
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	6156.41	N/A	6156.41	4925.13	USD	No	6156.41	4925.13
NYMEX	MCL	Micro WTI Crude Oil	MCL	2700	N/A	2700	2000	USD	Yes	2700	2000
NYMEX	MHO	Micro NY Harbor ULSD	MHO	3515.40	N/A	3515.40	2604	USD	No	3515.40	2604
NYMEX	MRB	Micro RBOB Gasoline	MRB	3402	N/A	3402	2520	USD	No	3402	2520
NYMEX	NG	Henry Hub Natural Gas	NG	6156.41	N/A	6156.41	4925.13	USD	Yes	6156.41	4925.13
NYMEX	PA	Palladium Index	PA	141030.00	N/A	141030.00	30950.96	USD	No	141030.00	30950.96
NYMEX	PL	Platinum Index	PL	7152.61	N/A	7152.61	5722.09	USD	No	7152.61	5722.09
NYMEX	PLM	Micro Platinum	PLM	1441.70	N/A	1441.70	1153.36	USD	No	1441.70	1153.36
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	1539.10	N/A	1539.10	1231.28	USD	No	1539.10	1231.28
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	13500	N/A	13500	10000	USD	No	13500	10000
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	34020	N/A	34020	25200	USD	Yes	34020	25200
NYMEX	TT	NYMEX Cotton index	TT	17313.82	N/A	17313.82	13851.05	USD	No	17313.82	13851.05

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	4298.43	N/A	4298.43	3438.75	USD	No	4298.43	3438.75
NYSELIFFE	M1EU	MSCI Europe NTR	EU9	7895.91	N/A	7895.91	6316.73	USD	No	7895.91	6316.73
NYSELIFFE	M1JP	The MSCI Japan NTR	JPP	9286.02	N/A	9286.02	7428.81	USD	No	9286.02	7428.81
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	6302.71	5042.17	9003.87	7203.10	USD	No	9003.87	7203.10
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3274.47	2619.57	4677.81	3742.25	USD	No	4677.81	3742.25
NYSELIFFE	MXUS	MSCI USA Index	MUN	52396.37	N/A	52396.37	41917.10	USD	No	52396.37	41917.10

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	23146.25	N/A	23146.25	18517	SEK	No	23146.25	18517
OMS	OMXS30	OMX Index (Sweden)	OMXS30	17054.625	13643.70	24363.75	19491	SEK	Yes	24363.75	19491

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	1933112.92	1546490.34	2761589.89	2209271.91	JPY	Yes	2761589.89	2209271.91
OSE.JPN	N225M	Nikkei 225 Mini	225M	193311.29	154649.03	276158.99	220927.19	JPY	Yes	276158.99	220927.19
OSE.JPN	N225MC	Nikkei 225 Micro	225MC	19360.99	15488.79	27658.56	22126.85	JPY	No	27658.56	22126.85
OSE.JPN	JPNK400	JPX-Nikkei Index 400	400	98071.24	N/A	98071.24	78456.99	JPY	No	98071.24	78456.99
OSE.JPN	TPXC30	Topix Core30	C30	278972.50	N/A	278972.50	223178.00	JPY	No	278972.50	223178.00
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	435182.60	N/A	435182.60	348146.08	JPY	No	435182.60	348146.08
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JBL	4198049.06	N/A	4198049.06	3358439.25	JPY	Yes	4198049.06	3358439.25
OSE.JPN	MJ	Mini 10 Year JGB	JBLM	417914.84	N/A	417914.84	334331.87	JPY	No	417914.84	334331.87
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTH	86610.57	N/A	86610.57	69288.45	JPY	No	86610.57	69288.45
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NVI	121875	N/A	121875	97500	JPY	No	262000	209600
OSE.JPN	TSEREIT	TSE REIT Index	REIT	277084.70	N/A	277084.70	221667.76	JPY	No	277084.70	221667.76
OSE.JPN	TOPX	TOPIX Index	TPX	1268890.24	1015112.19	1812700.34	1450160.27	JPY	No	1812700.34	1450160.27
OSE.JPN	MNTPX	Japan Mini Topix	TPXM	126889.02	101511.22	181270.03	145016.03	JPY	No	181270.03	145016.03

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	31320	N/A	31320	23200	USD	No	31320	23200
QBALGOIEU	GOIL	-	GOIL	12435.93	N/A	12435.93	9211.80	USD	No	12435.93	9211.80
QBALGOIEU	WTI	-	WTI	27000	N/A	27000	20000	USD	No	27000	20000

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	3216.43	N/A	3216.43	2573.14	USD	No	3216.43	2573.14
QBALGOIUS	CT	-	CT	6000.28	N/A	6000.28	4800.23	USD	No	6000.28	4800.23
QBALGOIUS	DX	-	DX	3125	N/A	3125	2500	USD	No	3125	2500
QBALGOIUS	KC	-	KC	9618.88	N/A	9618.88	7695.11	USD	No	9618.88	7695.11
QBALGOIUS	OJ	-	OJ	12618.96	N/A	12618.96	10095.17	USD	No	12618.96	10095.17
QBALGOIUS	SB	-	SB	3125.17	N/A	3125.17	2500.14	USD	No	3125.17	2500.14

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	357583.26	N/A	357583.26	286066.61	JPY	No	357583.26	286066.61
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	2315.21	N/A	2315.21	1852.17	USD	No	2315.21	1852.17
SGX	XINA50	FTSE/Xinhua China A50	CN	1305.78	1044.62	1865.40	1492.32	USD	No	1865.40	1492.32
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	4821.20	N/A	4821.20	3856.96	USD	No	4821.20	3856.96
SGX	XIN0I	FTSE China H50	FCH	6984.10	N/A	6984.10	5587.28	USD	No	6984.10	5587.28
SGX	SCI	SGX TSI Iron Ore Futures	FEF	1636.25	N/A	1636.25	1309	USD	No	1636.25	1309
SGX	WIIDN	FTSE Indonesia Index	FID	1036.63	N/A	1036.63	829.303	USD	No	1036.63	829.303
SGX	FIVNM30	FTSE Vietnam 30 Price Return Index	FVN	750	N/A	750	600	USD	No	750	600
SGX	NIFTY	CNX Nifty Index	IN	1802.18	1441.74	2574.54	2059.63	USD	Yes	2574.54	2059.63
SGX	INR	SGX USD/INR (USD) Futures	INR	10328.44	N/A	10328.44	8262.75	USD	No	10328.44	8262.75
SGX	INX	SGX USD/INR (USD) Month-end	INX	10331.25	N/A	10331.25	8265.00	USD	No	10331.25	8265.00
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3024.75	N/A	3024.75	2419.80	USD	No	3024.75	2419.80
SGX	SGB	SGX Mini JGB Index	JB	250000.00	N/A	250000.00	200000.00	JPY	No	250000.00	200000.00
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	335062.50	N/A	335062.50	268050	JPY	No	335062.50	268050
SGX	KRW	Korean Won	KRW	7009.16	N/A	7009.16	5607.33	USD	No	7009.16	5607.33
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	1401.83	N/A	1401.83	1121.47	USD	No	1401.83	1121.47
SGX	MUC	SGX USD/CNH Futures (Mini)	MUC	11108.63	N/A	11108.63	8886.90	CNH	No	11108.63	8886.90
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1926750.03	N/A	1926750.03	1241400.02	JPY	No	1926750.03	1241400.02
SGX	SGXNK	SGX: Nikkei 225	NK	849581.25	679665	1213687.50	970950	JPY	Yes	1213687.50	970950
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	169916.25	135933	242737.50	194190	JPY	No	242737.50	194190
SGX	N225U	SGX: USD Nikkei 225 Index	NU	41886.95	N/A	41886.95	33509.56	USD	No	41886.95	33509.56
SGX	SSG	MSCI Singapore Free Index	SGP	1400	1120	2000	1600	SGD	Yes²	2000	1600
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	5834.96	N/A	5834.96	4667.97	SGD	No	5834.96	4667.97
SGX	STI	SGX Straits Times Index	ST	4911.13	N/A	4911.13	3928.91	SGD	No	4911.13	3928.91
SGX	TD	SGX Taiwan Dollar in US Dollar Futures (Mini)	TD	2849.26	N/A	2849.26	2279.41	USD	No	2849.26	2279.41
SGX	TSR20	SICOM Rubber	TF	625.003	N/A	625.003	500.002	USD	No	625.003	500.002
SGX	SGXTU	SGX Thai baht in US Dollar Futures	TU	1740.63	N/A	1740.63	1392.50	USD	No	1740.63	1392.50
SGX	TWD	SGX Taiwan Dollar in US Dollar Futures (Full-Sized)	TWD	8547.79	N/A	8547.79	6838.23	USD	No	8547.79	6838.23
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2450.02	1960.01	3500.02	2800.02	USD	No	3500.02	2800.02
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	44487.91	N/A	44487.91	35590.33	CNH	No	44487.91	35590.33
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	7208236.01	N/A	7208236.01	5766588.81	JPY	No	7208236.01	5766588.81
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	1458.74	N/A	1458.74	1166.99	SGD	No	1458.74	1166.99
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	1441647.20	N/A	1441647.20	1153317.76	JPY	No	1441647.20	1153317.76
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	966.919	N/A	966.919	773.535	SGD	No	966.914	773.53
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	2924.70	N/A	2924.70	2339.76	SGD	No	2924.70	2339.76
SGX	G13	GENTING SINGAPORE LTD	YGEN	916.171	N/A	916.171	732.935	SGD	No	916.175	732.94
SGX	BN4	KEPPEL CORP LTD	YKEP	3571.66	N/A	3571.66	2857.33	SGD	No	3571.66	2857.33
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	4634.42	N/A	4634.42	3707.54	SGD	No	4634.42	3707.54
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2320.03	N/A	2320.03	1856.02	SGD	No	2320.03	1856.02
SGX	Y92	THAI BEVERAGE PCL	YTBE	1033.63	N/A	1033.63	826.90	SGD	No	1033.64	826.91
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5279.03	N/A	5279.03	4223.22	SGD	No	5279.03	4223.22
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	3690.06	N/A	3690.06	2952.04	SGD	No	3690.06	2952.05
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	2349.16	N/A	2349.16	1879.33	SGD	No	2349.16	1879.32
SGX	YESBANK	YES BANK LTD	ZYES	162.50	N/A	162.50	130	USD	No	162.50	130

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	822.732	N/A	822.732	658.186	USD	No	822.732	658.186
SMFE	2YSME	Small 2YR US Treasury Yield	S2Y	1210.09	N/A	1210.09	968.07	USD	No	1210.09	968.07
SMFE	30YSME	Small 30YR US Treasury Yield	S30Y	547.445	N/A	547.445	437.956	USD	No	547.445	437.956

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	13072.50	10458	18675	14940	AUD	Yes	18675	14940
SNFE	IB	30 Day Interbank Cash Rate	IB	1096.27	N/A	1096.27	877.015	AUD	No	1096.27	877.015
SNFE	IR	90 Day Bills	IR	1662.50	N/A	1662.50	1330	AUD	No	1662.50	1330
SNFE	XT	10 Year Treasury Bond 6%	XT	4813.75	N/A	4813.75	3851	AUD	No	4813.75	3851
SNFE	YT	3 Year Treasury Bond 6%	YT	1522.50	N/A	1522.50	1218	AUD	No	1522.50	1218

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

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

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

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

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

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

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

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

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

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

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

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

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

Portfolio Margin Mechanics

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

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

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

A market-based stress of the underlying 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

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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)

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)

ICE Cryptocurrency (ICECRYPTO)

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