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

B3

Exchange B3	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
B3	BGI	-	BGI	12289.62	N/A	12289.62	10686.36	BRL	No	12289.62	10686.36
B3	CCM	-	CCM	2196.48	N/A	2196.48	1909.98	BRL	No	3761.10	3270.53
B3	DI1	-	DI1	328.348	N/A	328.348	285.52	BRL	No	328.348	285.52
B3	BRL	-	DOL	14052165.84	N/A	14052165.84	12219274.65	USD	No	14052165.84	12219274.65
B3	IND	-	IND	27701.87	24088.58	39574.10	34412.26	BRL	No	39574.10	34412.26
B3	WIN	-	WIN	5540.37	4817.72	7914.82	6882.45	BRL	No	7914.82	6882.45

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	8499.16	N/A	8499.16	7390.57	EUR	Yes²	8499.16	7390.57

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	6900	N/A	6900	6000	MYR	No	6900	6000
BURSAMY	FBMKLCI	FKLI	FKLI	3220.00	2800.00	4600.00	4000.00	MYR	No	4600.00	4000.00

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	603.77	N/A	603.77	525	USD	No	603.77	525
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	664.125	N/A	664.125	577.50	USD	No	664.125	577.50
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	543.375	N/A	543.375	472.50	USD	No	543.375	472.50
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	960.68	N/A	960.68	835.374	USD	No	960.68	835.374
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	974.614	N/A	974.614	847.443	USD	No	974.574	847.443
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1146.53	N/A	1146.53	996.986	USD	No	1146.53	996.986
CBOT	DHY	BLOOMBERG HIGH YIELD DURATION-HEDGED CREDIT INDEX	DHY	2209.84	N/A	2209.84	1921.60	USD	No	2209.84	1921.60
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	1955.13	N/A	1955.13	1700.00	USD	No	1955.13	1700.00
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	2377.08	N/A	2377.08	2067.02	USD	No	2377.08	2067.02
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2456.15	N/A	2456.15	2135.79	USD	Yes	2456.15	2135.79
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	482.439	N/A	482.439	419.512	USD	No	482.476	419.512
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	908.016	N/A	908.016	789.579	USD	No	908.016	789.579
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1207.58	1050.07	1725.12	1500.10	USD	No	1725.00	1500.00
CBOT	MZC	MICRO CORN FUTURES	MZC	146.949	N/A	146.949	127.782	USD	No	146.949	127.782
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	430.997	N/A	430.997	374.78	USD	No	430.997	374.78
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	288.769	N/A	288.769	251.104	USD	No	288.769	251.104
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	392.721	N/A	392.721	341.496	USD	No	392.721	341.496
CBOT	MZW	MICRO WHEAT FUTURES	MZW	245.709	N/A	245.709	213.66	USD	No	245.709	213.66
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	236.509	205.66	337.87	293.80	USD	No	337.848	293.781
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	241.17	209.713	344.529	299.59	USD	No	344.506	299.57
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3338.26	N/A	3338.26	2902.79	USD	No	3338.26	2902.79
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	2932.52	N/A	2932.52	2550.02	USD	No	2932.89	2550.02
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	5922.50	N/A	5922.50	5150	USD	Yes	5922.50	5150
CBOT	YC	MINI SIZED CORN FUTURES	XC	293.898	N/A	293.898	255.563	USD	No	293.898	255.563
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	785.441	N/A	785.441	682.992	USD	No	785.441	682.992
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	491.418	N/A	491.418	427.32	USD	No	491.418	427.32
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	345.013	N/A	345.013	300.012	USD	No	345.197	300.012
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	862.555	N/A	862.555	750.048	USD	No	862.555	750.048
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1063.75	N/A	1063.75	925.00	USD	No	1063.75	925.00
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	948.644	N/A	948.644	824.908	USD	No	949.148	824.908
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	1630.28	N/A	1630.28	1417.64	USD	No	1829.68	1591.03
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	12075.81	10500.71	17251.16	15001.01	USD	Yes	17250.02	15000.02
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2070.00	N/A	2070.00	1800.00	USD	No	2070.25	1800.00
CBOT	ZB	US TREASURY BOND	ZB	4255.24	N/A	4255.24	3699.99	USD	Yes	4254.99	3699.99
CBOT	ZC	CORN FUTURES	ZC	1469.49	N/A	1469.49	1277.82	USD	Yes	1469.49	1277.82
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1437.51	N/A	1437.51	1250.01	USD	Yes	1438.01	1250.01
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	4309.97	N/A	4309.97	3747.80	USD	Yes	4309.97	3747.80
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2887.69	N/A	2887.69	2511.04	USD	Yes	2887.69	2511.04
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2156.28	N/A	2156.28	1875.02	USD	Yes	2156.40	1875.02
CBOT	ZO	OAT FUTURES	ZO	3885.12	N/A	3885.12	3378.36	USD	Yes	3885.12	3378.36
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1178.76	N/A	1178.76	1025.00	USD	Yes²	1354.42	1177.75
CBOT	ZR	ROUGH RICE FUTURES	ZR	3511.32	N/A	3511.32	3053.32	USD	Yes	3511.32	3053.32
CBOT	ZS	SOYBEAN FUTURES	ZS	3927.21	N/A	3927.21	3414.96	USD	Yes	3927.21	3414.96
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380.08	N/A	1380.08	1200.07	USD	Yes	1380.21	1200.07
CBOT	ZW	WHEAT FUTURES	ZW	2457.09	N/A	2457.09	2136.60	USD	Yes	2457.09	2136.60

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	2450.02	N/A	2450.02	2130.45	CAD	No	2450.02	2130.45
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1335.16	N/A	1335.16	1161.00	CAD	No	1335.16	1161.00
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	596.666	N/A	596.666	518.84	CAD	No	596.667	518.84
CDE	CRA	3 MONTH CORRA	CRA	368.911	N/A	368.911	320.79	CAD	No	368.908	320.79
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	17468.90	15190.35	24955.575	21700.50	CAD	No	24955.575	21700.50
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	18347.99	N/A	18347.99	15954.78	CAD	No	18347.99	15954.78

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	10394.28	N/A	10394.28	9038.50	USD	No	10394.28	9038.50
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8516.04	N/A	8516.04	7405.25	USD	No	8516.04	7405.25
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	317.359	N/A	317.359	275.863	USD	No	317.358	275.863
CFE	VA	S&P 500 VARIANCE	VA	247.25	N/A	247.25	215	USD	No	281.375	244.674
CFE	VIX	CBOE VOLATILITY INDEX	VX	6348.02	N/A	6348.02	5520.02	USD	Yes	19798.50	17216.09
CFE	VIX	CBOE VOLATILITY INDEX	VX08	7670.50	N/A	7670.50	6670	USD	No	20813.01	18098.27
CFE	VIX	CBOE VOLATILITY INDEX	VX09	7670.50	N/A	7670.50	6670	USD	No	20246.83	17605.94
CFE	VIX	CBOE VOLATILITY INDEX	VX10	7670.50	N/A	7670.50	6670	USD	No	20007.65	17397.95
CFE	VIX	CBOE VOLATILITY INDEX	VX12	7670.50	N/A	7670.50	6670	USD	No	19648.20	17085.39
CFE	VIX	CBOE VOLATILITY INDEX	VX13	7670.50	N/A	7670.50	6670	USD	No	19495.42	16952.54
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	767.05	N/A	767.05	667	USD	No	2206.06	1918.31

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	2540.49	N/A	2540.49	2209.12	USD	Yes	2540.49	2209.12
CME	GBP	BRITISH POUND	6B	2545.97	N/A	2545.97	2213.89	USD	Yes	2545.97	2213.89
CME	CAD	CANADIAN DOLLAR	6C	1433.46	N/A	1433.46	1246.48	USD	Yes	1433.46	1246.48
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3840.85	N/A	3840.85	3339.87	USD	Yes	3840.85	3339.87
CME	JPY	JAPANESE YEN	6J	3645.44	N/A	3645.44	3169.95	USD	Yes	3651.69	3169.95
CME	BRE	BRAZILIAN REAL	6L	1974.84	N/A	1974.84	1436.25	USD	Yes²	6610.38	4807.55
CME	6M	MEXICAN PESO	6M	1999.62	N/A	1999.62	1738.80	USD	Yes	1999.62	1738.80
CME	NZD	NEW ZEALAND DOLLAR	6N	2570.00	N/A	2570.00	2234.78	USD	Yes²	2570.00	2234.78
CME	CHF	SWISS FRANC	6S	5754.68	N/A	5754.68	5004.07	USD	Yes	5754.68	5004.07
CME	ZAR	SOUTH AFRICAN RAND	6Z	2518.64	N/A	2518.64	2190.125	USD	No	2518.64	2190.125
CME	ACDX	AUSTRALIAN DOLLAR	ACD	16031.74	N/A	16031.74	13940.65	CAD	No	16031.74	13940.65
CME	ADA	CME CF CARDANO – DOLLAR REFERENCE RATE	ADA	29785	N/A	29785	25900	USD	No	32167.80	27972
CME	AJY	AUSTRALIAN DOLLAR	AJY	3244513.27	N/A	3244513.27	2821315.89	JPY	No	3244513.47	2821315.89
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	982.525	N/A	982.525	854.369	USD	No	982.536	854.379
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	38500.20	N/A	38500.20	33478.44	USD	No	38500.20	33478.44
CME	BOS	BOSTON HOUSING INDEX	BOS	4956.50	N/A	4956.50	4310.00	USD	No	4956.50	4310.00
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	115922.26	N/A	115922.26	99361.94	USD	Yes	115922.26	99361.94
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	178570.08	N/A	178570.08	155278.33	EUR	No	190767.75	165885
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	10508.80	N/A	10508.80	9138.09	USD	No	8789.16	7642.75
CME	CHI	CHICAGO HOUSING INDEX	CHI	3182.63	N/A	3182.63	2767.50	USD	No	3182.62	2767.50
CME	CLP	CHILEAN PESO	CHP	8557.30	N/A	8557.30	7441.13	USD	No	8572.30	7441.13
CME	CJY	CANADIAN DOLLAR	CJY	2964939.64	N/A	2964939.64	2578208.38	JPY	No	2964939.84	2578208.38
CME	CNH	UNITED STATES DOLLAR	CNH	23765.46	N/A	23765.46	20665.50	CNH	No	23765.46	20665.50
CME	CSC	CHEESE	CSC	6087.38	N/A	6087.38	5293.37	USD	No	6087.38	5293.37
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5143.38	N/A	5143.38	4472.50	USD	No	5143.37	4472.50
CME	CZK	CZECH KORUNA	CZK	18957.25	N/A	18957.25	16484.56	USD	Yes²	18957.25	16484.56
CME	DA	MILK CLASS III INDEX	DC	5190.52	N/A	5190.52	4513.49	USD	Yes	5190.52	4513.49
CME	DEN	DENVER HOUSING INDEX	DEN	4453.38	N/A	4453.38	3872.50	USD	No	4453.37	3872.50
CME	DY	CME DRY WHEY INDEX	DY	7677.93	N/A	7677.93	6676.46	USD	No	7677.93	6676.46
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1920.42	N/A	1920.42	1669.93	USD	No	1920.42	1669.93
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	18208.04	N/A	18208.04	15826.59	AUD	No	18208.04	15826.59
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	3571.40	N/A	3571.40	3105.57	EUR	No	3815.355	3317.70
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	10127.32	N/A	10127.32	8799.24	CAD	No	10127.32	8799.24
CME	ECK	CZECH KORUNA	ECK	9474.16	N/A	9474.16	8238.40	EUR	No	9474.16	8238.40
CME	EEM	MICRO ETHER EURO	EEM	145.057	N/A	145.057	126.103	EUR	No	145.057	126.103
CME	EHF	HUNGARIAN FORINT	EHF	6284.46	N/A	6284.46	5464.74	EUR	Yes²	6290.46	5464.74
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	27901.26	N/A	27901.26	24261.97	USD	Yes²	27901.26	24261.97
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	316363.13	275098.37	451947.32	392997.67	JPY	No	451947.32	392997.67
CME	EPZ	POLISH ZLOTY	EPZ	6810.875	N/A	6810.875	5922.50	EUR	Yes²	6810.875	5922.50
CME	ES	E-MINI S&P 500	ES	18640.17	16945.61	26628.81	24208.01	USD	Yes	26628.81	24208.01
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	23444.01	N/A	23444.01	20382.03	USD	No	23444.02	20382.03
CME	ESTR	EURO SHORT-TERM RATE	ESR	694.565	N/A	694.565	603.797	EUR	No	694.565	603.797
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	72508.98	N/A	72508.98	63051.29	EUR	No	72508.98	63051.29
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	44387.69	N/A	44387.69	38597.99	USD	Yes	55484.61	48247.49
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	12808.80	N/A	12808.80	11136.95	USD	No	12807.50	11136.95
CME	GSCI	S&P-GSCI INDEX	GD	34480.56	N/A	34480.56	29983.10	USD	No	34480.58	29983.10
CME	GDK	CLASS IV MILK - 200K LBS	GDK	9610.35	N/A	9610.35	8356.83	USD	No	8803.63	7655.33
CME	GF	FEEDER CATTLE	GF	12651.08	N/A	12651.08	11000.94	USD	Yes	12651.08	11000.94
CME	NF	NON FAT DRY MILK INDEX	GNF	12582.39	N/A	12582.39	10941.21	USD	No	12582.39	10941.21
CME	HE	LEAN HOGS	HE	3694.12	N/A	3694.12	3212.28	USD	Yes	3694.12	3212.28
CME	HUF	HUNGARIAN FORINT	HUF	12030.91	N/A	12030.91	10461.66	USD	Yes²	12036.91	10461.66
CME	IBAA	BOVESPA INDEX - USD	IBV	48763.42	N/A	48763.42	42402.98	USD	No	48763.42	42402.98
CME	ILS	ISRAELI SHEKEL	ILS	35299.20	N/A	35299.20	30694.96	USD	Yes²	35299.20	30694.96
CME	J7	JAPANESE YEN	J7	1822.72	N/A	1822.72	1584.97	USD	No	1825.84	1584.97
CME	KRW	KOREAN WON	KRW	17013.23	N/A	17013.23	14787.875	USD	Yes²	11008.56	9568.625
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4303.88	N/A	4303.88	3742.50	USD	No	4303.87	3742.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6310.625	N/A	6310.625	5487.50	USD	No	6310.625	5487.50
CME	LBR	LUMBER FUTURES	LBR	2511.96	N/A	2511.96	2183.11	USD	No	2511.96	2183.11
CME	LE	LIVE CATTLE	LE	5854.32	N/A	5854.32	5090.71	USD	Yes	5854.32	5090.71
CME	LNK	CME CF CHAINLINK - DOLLAR REFERENCE RATE	LNK	47437.50	N/A	47437.50	41250	USD	No	47437.50	41250
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	857.329	745.504	1224.76	1065.01	USD	No	1224.76	1065.01
CME	M6A	AUSTRALIAN DOLLAR	M6A	254.049	N/A	254.049	220.912	USD	No	254.049	220.912
CME	M6B	BRITISH POUND	M6B	254.597	N/A	254.597	221.389	USD	No	254.597	221.389
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	384.085	N/A	384.085	333.987	USD	No	384.085	333.987
CME	MBT	MICRO BITCOIN	MBT	2318.45	N/A	2318.45	1987.24	USD	Yes	2318.45	1987.24
CME	MCA.X	MSCI CHINA A 50 CONNECT INDEX	MCA	2978.50	N/A	2978.50	2590	USD	No	3216.78	2797.20
CME	MCD	CANADIAN DOLLAR	MCD	143.346	N/A	143.346	124.648	USD	No	143.346	124.648
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1864.02	1694.56	2662.88	2420.80	USD	Yes	2662.88	2420.80
CME	MET	MICRO ETHER	MET	88.7754	N/A	88.7754	77.196	USD	Yes	110.969	96.495
CME	MIA	MIAMI HOUSING INDEX	MIA	6281.875	N/A	6281.875	5462.50	USD	No	6281.875	5462.50
CME	MIR	INDIAN RUPEE	MIR	1269.30	N/A	1269.30	1103.70	USD	No	1269.30	1103.70
CME	MJY	JAPANESE YEN	MJY	364.544	N/A	364.544	316.995	USD	No	365.169	316.995
CME	MLN	MICRO CHAINLINK	MLN	2371.875	N/A	2371.875	2062.50	USD	No	2371.875	2062.50
CME	MNH	UNITED STATES DOLLAR	MNH	2379.81	N/A	2379.81	2069.40	CNH	No	2379.81	2069.40
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	158181.56	137549.19	225973.66	196498.84	JPY	No	225973.66	196498.84
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	2602.69	N/A	2602.69	2263.20	USD	No	2602.69	2263.20
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2862.16	2601.97	4088.80	3717.09	USD	Yes	4088.80	3717.09
CME	MSF	SWISS FRANC	MSF	575.468	N/A	575.468	500.407	USD	No	575.468	500.407
CME	MSL	MICRO SOLANA	MSL	926.90	N/A	926.90	806.00	USD	No	926.90	806.00
CME	MXL	MICRO LUMENS	MXL	2226.69	N/A	2226.69	1936.25	USD	No	2404.82	2091.15
CME	MXP	MICRO XRP	MXP	2373.97	N/A	2373.97	2064.30	USD	No	2373.97	2064.30
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1581815.63	1375491.85	2259736.61	1964988.36	JPY	No	2259736.61	1964988.36
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	26026.86	N/A	26026.86	22632.05	USD	No	26026.86	22632.05
CME	NOK	NORWEGIAN KRONE	NOK	24083.49	N/A	24083.49	20940.70	USD	No	24083.49	20940.70
CME	NQ	E-MINI NASDAQ 100	NQ	28621.63	26019.66	40888.04	37170.94	USD	Yes	40888.04	37170.94
CME	NYM	NEW YORK HOUSING INDEX	NYM	4818.50	N/A	4818.50	4190.00	USD	No	4818.50	4190.00
CME	PJY	BRITISH POUND	PJY	3312955.79	N/A	3312955.79	2880831.02	JPY	No	3312955.67	2880831.02
CME	PLN	POLISH ZLOTY	PLN	16347.06	N/A	16347.06	14214.84	USD	Yes²	16347.06	14214.84
CME	PSF	BRITISH POUND	PSF	12117.16	N/A	12117.16	10536.66	CHF	No	12117.16	10536.66
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	225.531	N/A	225.531	196.114	USD	No	225.531	196.114
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	129.95	N/A	129.95	113	USD	No	129.95	113
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	141.45	N/A	141.45	123	USD	No	141.45	123
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	149.128	129.676	213.04	185.251	USD	No	213.039	185.251
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	145.318	126.364	207.597	180.519	USD	No	207.602	180.519
CME	QRF	SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE)	QRF	167.876	145.979	239.823	208.542	USD	No	239.823	208.542
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	171.121	148.801	244.459	212.573	USD	No	244.459	212.573
CME	QSF	SPOT-QUOTED S&P 500 (CLEARED FUTURE)	QSF	380.238	330.642	543.198	472.346	USD	No	543.197	472.346
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	388.711	338.01	555.302	482.871	USD	No	555.302	482.871
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	209.424	N/A	209.424	182.107	USD	No	209.424	182.107
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4449.16	N/A	4449.16	3868.73	CHF	No	4449.16	3868.73
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8305.875	N/A	8305.875	7222.50	USD	Yes²	8305.875	7222.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	9600.91	N/A	9600.91	8348.61	EUR	Yes²	9601.38	8348.61
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6271.16	N/A	6271.16	5453.125	GBP	No	6271.16	5453.125
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	16719.02	N/A	16719.02	14532.05	USD	No	16711.86	14532.05
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	56795.30	N/A	56795.30	49375.28	USD	No	56795.29	49375.28
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	12349.74	N/A	12349.74	10737.66	USD	No	12349.74	10737.66
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	8573.29	7455.04	12247.56	10650.05	USD	Yes	12247.56	10650.05
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1422436.22	N/A	1422436.22	1236884.98	JPY	Yes²	1422435.34	1236884.98
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4709.25	N/A	4709.25	4095.00	USD	No	4709.25	4095.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6307.75	N/A	6307.75	5485.00	USD	No	6307.75	5485.00
CME	SDI	S&P 500 QUARTERLY DIVIDEND INDEX	SDI	2160.23	N/A	2160.23	1878.46	USD	No	2160.23	1878.46
CME	SEK	SWEDISH KRONA	SEK	22323.19	N/A	22323.19	19410.93	USD	No	22323.19	19410.93
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5068.63	N/A	5068.63	4407.50	USD	No	5068.63	4407.50
CME	SGX	SHORT GILT	SG	378717.67	N/A	378717.67	329319.71	USD	No	378717.72	329319.71
CME	SIR	INDIAN RUPEE	SIR	6346.38	N/A	6346.38	5518.50	USD	No	6346.38	5518.50
CME	SJY	SWISS FRANC	SJY	4797163.17	N/A	4797163.17	4171444.72	JPY	No	4797161.42	4171444.72
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	35079.52	N/A	35079.52	30503.93	USD	No	35079.52	30503.93
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	18537.99	N/A	18537.99	16119.99	USD	No	18537.99	16119.99
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	859.598	N/A	859.598	747.477	GBP	No	859.603	747.477
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1178.75	N/A	1178.75	1025.00	USD	No	1336.92	1162.54
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	833.75	N/A	833.75	725.00	USD	Yes	951.702	827.562
CME	SVX	SCHNEIDER ELECTRIC SE	SU	97549.67	N/A	97549.67	84825.80	USD	No	97549.69	84825.80
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	666.952	N/A	666.952	579.954	USD	No	3709.99	3226.08
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4769.63	N/A	4769.63	4147.50	USD	No	4769.62	4147.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	16556.28	N/A	16556.28	14396.17	USD	No	16556.28	14396.17
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	15934.45	N/A	15934.45	13855.66	USD	No	15934.45	13855.66
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	11445.19	N/A	11445.19	9951.95	USD	No	11444.75	9951.95
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	24389.89	N/A	24389.89	21206.68	USD	No	24389.89	21206.68
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	35798.05	N/A	35798.05	31126.97	USD	No	35798.05	31126.97
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	6488.36	N/A	6488.36	5641.97	USD	No	6488.36	5641.97
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4163.25	N/A	4163.25	3620.02	USD	No	4163.02	3620.02
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	9766.89	N/A	9766.89	8492.63	USD	No	9766.89	8492.63
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	17420.67	N/A	17420.67	15147.16	USD	No	17420.67	15147.16
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	51724.49	N/A	51724.49	44971.04	USD	No	51724.49	44971.04
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	11923.00	N/A	11923.00	10366.96	USD	No	11922.00	10366.96
CME	XLM	CME CF STELLAR LUMENS – DOLLAR REFERENCE RATE	XLM	44533.75	N/A	44533.75	38725	USD	No	48096.45	41823
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	47481.35	N/A	47481.35	41285.97	USD	No	47481.35	41285.97

COINDERIV

Exchange COINDERIV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
COINDERIV	BIP	-	BIP	225.4575	N/A	225.4575	196.05	USD	No	225.4575	196.05
COINDERIV	BIT	-	BIT	225.8715	N/A	225.8715	196.41	USD	No	225.8715	196.41
COINDERIV	ET	-	ET	88.251	N/A	88.251	76.74	USD	No	110.314	95.925
COINDERIV	ETP	-	ETP	88.044	N/A	88.044	76.56	USD	No	110.055	95.70

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	526.484	N/A	526.484	457.812	USD	No	526.484	457.812
COMEX	ALI	ALUMINUM INDEX	ALI	9377.24	N/A	9377.24	8154.12	USD	No	9377.24	8154.12
COMEX	GC	GOLD	GC	52647.35	N/A	52647.35	45780.30	USD	Yes	52647.34	45780.30
COMEX	HG	COPPER INDEX	HG	21695.625	N/A	21695.625	14574.52	USD	Yes	21695.625	14574.52
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	1659.88	N/A	1659.88	1443.34	USD	No	1659.88	1443.34
COMEX	MGC	E-MICRO GOLD	MGC	5264.74	N/A	5264.74	4578.03	USD	Yes	5264.73	4578.03
COMEX	MHG	MICRO COPPER	MHG	2169.56	N/A	2169.56	1457.45	USD	No	2169.56	1457.45
COMEX	QC	COMEX MINY COPPER	QC	10847.81	N/A	10847.81	7287.26	USD	No	10847.81	7287.26
COMEX	QI	COMEX MINY SILVER	QI	42559.06	N/A	42559.06	37007.87	USD	No	42559.05	37007.87
COMEX	QO	COMEX MINY GOLD	QO	26323.68	N/A	26323.68	22890.15	USD	No	26323.67	22890.15
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	40045.88	N/A	40045.88	34822.50	CNH	No	40045.89	34822.50
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	25415.84	N/A	25415.84	22100.73	USD	No	25415.84	22100.73
COMEX	SI	SILVER INDEX	SI	85118.11	N/A	85118.11	74015.74	USD	Yes	85118.11	74015.74
COMEX	SIC	SILVER INDEX (SIC)	SIC	1702.32	N/A	1702.32	1480.28	USD	No	1702.32	1480.28
COMEX	SI	SILVER INDEX	SIL	17023.62	N/A	17023.62	14803.15	USD	No	17023.62	14803.15
COMEX	UX	URANIUM INDEX	UX	5985.26	N/A	5985.26	5204.57	USD	No	5985.26	5204.57

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	41710.50	N/A	41710.50	36270.00	EUR	No	41710.50	36270.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	13713.54	N/A	13713.54	11924.82	EUR	Yes	13713.54	11924.82

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	10168.31	N/A	10168.31	8842.01	CHF	No	10168.31	8842.01
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	4983.33	N/A	4983.33	4333.33	EUR	No	4983.33	4333.33
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3007.76	N/A	3007.76	2615.45	EUR	Yes	4320.62	3757.06
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1109.10	N/A	1109.10	964.436	EUR	No	1406.53	1223.07
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	7319.91	N/A	7319.91	6365.14	USD	No	7319.91	6365.14
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	3828.46	N/A	3828.46	3329.09	EUR	No	3828.46	3329.09
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	36204.47	31482.15	51720.675	44974.50	EUR	Yes	50366.84	43797.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	10386.80	N/A	10386.80	9032.00	EUR	Yes²	10386.80	9032.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7240.89	6296.43	10344.135	8994.90	EUR	No	10073.37	8759.45
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1448.18	1259.29	2068.83	1798.98	EUR	Yes	2014.67	1751.89
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	951.10	N/A	951.10	827.043	EUR	No	951.10	827.043
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2205.51	N/A	2205.51	1917.75	EUR	No	2205.51	1917.75
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	5185.37	N/A	5185.37	4509	EUR	Yes²	5185.37	4509
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1441.99	N/A	1441.99	1253.81	EUR	No	897.949	780.764
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	6753.46	N/A	6753.46	5872.57	EUR	Yes²	6753.46	5872.57
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1256.62	1092.71	1795.17	1561.01	EUR	Yes	1629.45	1416.91
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5810.06	N/A	5810.06	5052.23	EUR	Yes²	5252.41	4567.31
EUREX	ESE	EURO STOXX OIL & GAS	FESE	2490.50	N/A	2490.50	2165.49	EUR	Yes²	2256.29	1961.845
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3216.70	N/A	3216.70	2797.13	EUR	Yes²	2882.31	2506.36
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7371.73	N/A	7371.73	6410.20	EUR	Yes²	6705.56	5830.92
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2795.77	N/A	2795.77	2431.10	EUR	Yes²	2795.77	2431.10
EUREX	ESI	EURO STOXX INSURANCE	FESI	3138.37	N/A	3138.37	2727.74	EUR	Yes²	2691.27	2339.14
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1307.18	N/A	1307.18	1136.68	EUR	Yes²	940.882	818.158
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	4130.75	N/A	4130.75	3591.95	EUR	Yes²	4057.13	3527.94
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1444.07	N/A	1444.07	1255.71	EUR	Yes²	1497.34	1302.03
EUREX	SXRE	EURO STOXX RETAIL	FESR	4156.37	N/A	4156.37	3614.23	EUR	Yes²	4468.47	3885.625
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1698.65	N/A	1698.65	1477.09	EUR	Yes²	1583.84	1377.25
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1331.37	N/A	1331.37	1157.71	EUR	Yes²	1241.43	1079.51
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	2155.81	N/A	2155.81	1874.41	EUR	Yes	1774.39	1542.77
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1242.53	N/A	1242.53	1080.46	EUR	Yes²	1242.53	1080.46
EUREX	ESTX50	EURO STOXX50	FESX	3358.12	2920.11	4797.32	4171.58	EUR	Yes	4649.76	4043.27
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	21924.45	N/A	21924.45	19064.74	EUR	Yes²	21924.45	19064.74
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	4973.35	N/A	4973.35	4324.66	EUR	Yes²	5429.63	4721.41
EUREX	EU3	THREE MONTH EURIBOR	FEU3	193.508	N/A	193.508	168.268	EUR	Yes	193.508	168.268
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2706.41	2353.40	3866.30	3362.00	EUR	Yes	3866.30	3362.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	12442.73	N/A	12442.73	10815.50	EUR	Yes²	12442.73	10815.50
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	695.17	N/A	695.17	604.496	GBP	No	728.208	633.224
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2261.24	N/A	2261.24	1966.30	EUR	Yes	2918.58	2537.90
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1221.60	N/A	1221.60	1062.26	EUR	Yes	1569.84	1365.08
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	442.523	N/A	442.523	384.803	EUR	Yes	543.502	472.61
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	4583.92	N/A	4583.92	3986.02	EUR	Yes	5049.67	4391.02
EUREX	DJESL	EURO STOXX LARGE	FLCE	2714.45	N/A	2714.45	2360.39	EUR	No	2371.04	2061.77
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2518.52	N/A	2518.52	2190.02	EUR	No	1973.79	1716.34
EUREX	DJESM	EURO STOXX MID	FMCE	2469.06	N/A	2469.06	2146.28	EUR	No	1942.62	1688.66
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2547.96	N/A	2547.96	2215.59	USD	No	3037.33	2641.12
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2606.67	N/A	2606.67	2266.34	EUR	Yes²	2081.92	1810.10
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	7324.06	N/A	7324.06	6368.64	USD	No	6145.93	5344.20
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	11778.95	N/A	11778.95	10241.23	USD	No	11778.95	10241.23
EUREX	MXEU	MSCI EUROPE	FMEP	1610.17	N/A	1610.17	1400.15	EUR	No	1598.74	1390.21
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	3277.48	N/A	3277.48	2849.93	EUR	No	2726.25	2370.61
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	9865.31	N/A	9865.31	8578.22	USD	No	8665.43	7534.88
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	9357.29	N/A	9357.29	8136.45	USD	No	9357.29	8136.45
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	17167.72	N/A	17167.72	14925.20	USD	No	17167.72	14925.20
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	4208.77	N/A	4208.77	3659.77	EUR	No	3783.66	3290.11
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	10629.16	N/A	10629.16	9242.74	USD	No	10629.16	9242.74
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6793.11	N/A	6793.11	5906.95	USD	No	6793.11	5906.95
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2387.50	N/A	2387.50	2076.09	EUR	No	2631.07	2287.89
EUREX	DJESS	EURO STOXX SMALL	FSCE	1564.71	N/A	1564.71	1360.425	EUR	No	1337.30	1162.71
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1722.15	N/A	1722.15	1497.465	EUR	No	1418.64	1233.555
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1719.34	N/A	1719.34	1495.065	EUR	No	1337.71	1163.21
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3812.82	N/A	3812.82	3315.49	CHF	Yes²	3812.82	3315.49
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8556	N/A	8556	7440	CHF	No	8556	7440
EUREX	SMI	SWISS MARKET INDEX	FSMI	6623.53	5759.59	9462.19	8227.99	CHF	Yes	7957.655	6919.70
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4565.69	N/A	4565.69	3967.87	CHF	Yes²	4565.69	3967.87
EUREX	SMI	SWISS MARKET INDEX	FSMS	662.353	575.959	946.219	822.799	CHF	No	795.7655	691.97
EUREX	MDAX	MIDCAP DAX	FSMX	3002.22	N/A	3002.22	2610.48	EUR	Yes	2439.56	2121.24
EUREX	ST3	THREE MONTH ESTR	FST3	49.339	N/A	49.339	42.9034	EUR	No	52.7749	45.8913
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2820.61	N/A	2820.61	2452.66	EUR	Yes²	2820.61	2452.66
EUREX	SX7P	STOXX 600 BANKS	FSTB	2359.92	N/A	2359.92	2052.07	EUR	Yes	1986.99	1727.79
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4830.77	N/A	4830.77	4200.66	EUR	Yes²	4125.65	3587.51
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	2210.82	N/A	2210.82	1922.44	EUR	Yes	2026.64	1762.28
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4722.92	N/A	4722.92	4105.94	EUR	Yes²	3783.18	3288.96
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	5378.83	N/A	5378.83	4677.04	EUR	Yes²	4857.75	4223.95
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4048.94	N/A	4048.94	3520.63	EUR	Yes²	3747.85	3258.83
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	3018.60	N/A	3018.60	2624.82	EUR	Yes²	2474.57	2151.755
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	682.772	N/A	682.772	593.698	EUR	No	682.772	593.698
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1474.77	N/A	1474.77	1282.255	EUR	Yes²	1348.62	1172.57
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	4237.71	N/A	4237.71	3684.15	EUR	Yes²	4085.11	3551.49
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1935.84	N/A	1935.84	1683.25	EUR	Yes²	2376.96	2066.81
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1779.77	N/A	1779.77	1547.62	EUR	Yes²	1779.77	1547.62
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	5108.18	N/A	5108.18	4441.88	EUR	Yes	5418.39	4711.63
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	847.855	N/A	847.855	737.25	EUR	Yes²	847.855	737.25
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	2048.74	N/A	2048.74	1781.49	EUR	Yes	1718.48	1494.31
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1223.63	N/A	1223.63	1063.84	EUR	Yes²	1223.63	1063.84
EUREX	STX	STOXX50	FSTX	3948.31	N/A	3948.31	3432.80	EUR	Yes²	2953.07	2567.50
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	8837.60	N/A	8837.60	7684.04	EUR	Yes²	8837.60	7684.04
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3243.70	N/A	3243.70	2820.19	EUR	Yes²	3171.99	2757.84
EUREX	ESTX50	EURO STOXX50	FSXE	335.812	292.011	479.732	417.158	EUR	No	464.976	404.327
EUREX	TDX	TECDAX	FTDX	7843.80	N/A	7843.80	6820.69	EUR	Yes²	7843.80	6820.69
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	469.547	N/A	469.547	408.298	USD	No	469.547	408.298
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1167.25	N/A	1167.25	1015.00	EUR	Yes	2355.20	2048.00
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2609.35	N/A	2609.35	2268.67	EUR	No	2141.53	1861.93
EUREX	DJ600	STOXX 600 INDEX	FXXP	1699.50	1477.82	2427.85	2111.18	EUR	Yes	1968.37	1711.63
EUREX	UNIB2	UNA: UNILEVER PLC: ADJ 20251208	UNIH	987.469	N/A	987.469	858.669	EUR	No	987.469	858.669

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	10364.89	N/A	10364.89	9012.95	EUR	No	10364.89	9012.95
FTA	EOE	AMS EOE INDEX	FTI	10933.02	9506.98	15618.60	13581.40	EUR	Yes	13248.96	11520.84
FTA	EOE	AMS EOE INDEX	MFA	1093.30	950.698	1561.86	1358.14	EUR	No	1324.90	1152.08

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	83922.37	N/A	83922.37	67137.90	HKD	No	83922.37	67137.90
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	25831.125	N/A	25831.125	20664.90	CNH	Yes	25831.125	20664.90
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3438.25	N/A	3438.25	2750.60	HKD	No	3438.25	2750.60
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	10659.88	N/A	10659.88	8527.90	HKD	No	10659.87	8527.90
HKFE	GDR	CNH GOLD FUTURES	GDR	1419272.27	N/A	1419272.27	1135417.80	CNH	No	1419272.25	1135417.80
HKFE	GDU	USD GOLD FUTURES	GDU	205928.39	N/A	205928.39	164742.71	USD	No	205928.39	164742.71
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	48095.25	38476.20	68707.50	54966	HKD	Yes	68707.50	54966
HKFE	HSI	HANG SENG STOCK INDEX	HSI	95051.87	76041.50	135788.39	108630.71	HKD	Yes	135788.39	108630.71
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	29093.75	23275.00	41562.50	33250.00	HKD	Yes	41562.50	33250.00
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4664.39	3731.45	6663.42	5330.64	USD	No	6663.42	5330.64
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	9619.05	7695.24	13741.50	10993.20	HKD	Yes	13741.50	10993.20
HKFE	MCS	UNITED STATES DOLLAR	MCS	5167.42	N/A	5167.42	4133.04	CNH	No	5167.42	4133.04
HKFE	MHI	MINI HANG SENG INDEX	MHI	19010.37	15208.30	27157.68	21726.14	HKD	Yes	27157.68	21726.14
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2733.98	N/A	2733.98	2187.18	USD	No	2733.98	2187.18
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	6565.85	N/A	6565.85	5252.68	USD	No	6565.85	5252.68
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	12696.86	N/A	12696.86	10157.25	USD	No	12696.86	10157.25
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	61093.75	N/A	61093.75	48875	HKD	No	130812.50	104650

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	76.6868	N/A	76.6868	66.6842	EUR	No	297.463	258.659
ICEEU	SG	GENERALI	G	1988.56	N/A	1988.56	1729.18	GBP	No	1988.56	1729.18
ICEEU	H	MEDIUM GILT	H	2776.92	N/A	2776.92	2414.71	GBP	No	2776.92	2414.71
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	401.412	N/A	401.412	349.054	EUR	Yes	650.596	565.729
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	10888.59	N/A	10888.59	9467.01	USD	No	10888.58	9467.01
ICEEU	O	5 YEAR EURO SWAPNOTE	O	2439.04	N/A	2439.04	2120.90	EUR	No	2439.04	2120.90
ICEEU	P	10 YEAR EURO SWAPNOTE	P	5118.77	N/A	5118.77	4451.10	EUR	No	5118.77	4451.10
ICEEU	R	LONG GILT	R	2792.96	N/A	2792.96	2428.65	GBP	No	2792.95	2428.65
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	295.55	N/A	295.55	257	CHF	No	403.20	350.609
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	401.935	N/A	401.935	349.50	GBP	Yes	643.872	559.888
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	541.516	N/A	541.516	470.884	GBP	No	555.03	482.631
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	906.688	N/A	906.688	788.423	EUR	No	906.686	788.423
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	218.273	N/A	218.273	189.802	GBP	No	218.273	189.802
ICEEU	Y	FTSE 250 INDEX	Y2	4835.22	N/A	4835.22	4204.36	GBP	No	4835.22	4204.36
ICEEU	Z	FTSE 100 INDEX	Z	5173.17	4498.41	7390.25	6426.30	GBP	Yes	7390.25	6426.30

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	5577.51	N/A	5577.51	4850.01	GBP	No	5577.51	4850.01
ICEEUSOFT	D	ROBUSTA COFFEE	RC	5259.22	N/A	5259.22	4573.24	USD	No	5259.22	4573.24
ICEEUSOFT	T	WHEAT	T	1737.23	N/A	1737.23	1510.63	GBP	No	1737.23	1510.63
ICEEUSOFT	W	WHITE SUGAR	W	1715.70	N/A	1715.70	1491.91	USD	No	1715.70	1491.91

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	7621.47	N/A	7621.47	6627.37	USD	No	7621.47	6627.37
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	26060436.49	N/A	26060436.49	22661249.125	JPY	No	26060436.49	22661249.125
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	9805.52	N/A	9805.52	8526.16	USD	No	9805.52	8526.16
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	11328.00	N/A	11328.00	9850.44	CAD	No	11328.00	9850.44
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6271.09	N/A	6271.09	5453.125	GBP	No	6271.09	5453.125
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	20230.59	N/A	20230.59	17591.82	AUD	No	20230.59	17591.82
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6954.35	N/A	6954.35	6047.27	CHF	No	6954.35	6047.27
ICEUS	ZY	SWISS FRANC	KZY	4797163.17	N/A	4797163.17	4171444.72	JPY	No	4797161.42	4171444.72
ICEUS	MP	BRITISH POUND	MP	7637.90	N/A	7637.90	6641.66	USD	No	7637.90	6641.66
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	12338.47	N/A	12338.47	10729.10	CHF	No	12338.47	10729.10
ICEUS	GBP	BRITISH POUND	SY	3331873.44	N/A	3331873.44	2897281.14	JPY	No	3331873.31	2897281.14

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	2448.35	N/A	2448.35	2129	EUR	No	2448.35	2129
IDEM	FTMIB	FTSE MIB INDEX	FIB	17039.33	14816.81	24341.90	21166.87	EUR	Yes	17314.89	15056.42
IDEM	FTMIB	FTSE MIB INDEX	MICR	681.573	592.672	973.676	846.675	EUR	No	692.595	602.257
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3407.87	2963.36	4868.38	4233.37	EUR	No	3462.98	3011.28
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1441.36	N/A	1441.36	1253.36	EUR	No	1441.36	1253.36

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	19004.87	N/A	19004.87	16525.98	USD	No	19004.87	16525.98
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	15531.21	N/A	15531.21	12424.97	USD	No	15531.21	12424.97
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	21450.48	N/A	21450.48	18652.59	USD	No	21450.48	18652.59
IPE	NGF	ICE UK NATURAL GAS	NGF	7096.12	N/A	7096.12	6170.54	GBP	No	23941.30	6170.54
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	21156.53	N/A	21156.53	16925.23	USD	No	21156.53	16925.23
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14863.875	N/A	14863.875	11891.10	USD	Yes	14863.875	11891.10

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	16436087.74	14292250.21	23480125.345	20417500.30	KRW	Yes	23480128.345	20417500.30
KSE	K200M	MINI KOSPI200 INDEX	05	3287217.55	2858450.04	4696025.07	4083500.06	KRW	Yes	4696025.67	4083500.06
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	2021338.99	1757685.93	2887627.13	2510979.90	KRW	No	2887626.89	2510979.90
KSE	000670	YOUNG POONG CORPORATION	0Q	173362.50	N/A	173362.50	150750	KRW	No	184362.50	150750
KSE	005930	SAMSUNG ELECTRONICS CO LTD	11	513475	N/A	513475	446500	KRW	No	623475	446500
KSE	017670	HENDERSON LAND DEVELOPMENT	12	224250	N/A	224250	195000	KRW	No	252250	195000
KSE	005490	POSCO HOLDINGS INC	13	1101125	N/A	1101125	957500	KRW	No	1211125	957500
KSE	030200	KTCORPORATION	14	184862.50	N/A	184862.50	160750	KRW	No	199862.50	160750
KSE	015760	KOREA ELECTRIC POWER CORP	15	182787.50	N/A	182787.50	150250	KRW	No	172787.50	150250
KSE	005380	SUN HUNG KAI PROPERTIES	16	1484750	N/A	1484750	1265000	KRW	No	1454750	1265000
KSE	016360	NEW WORLD DEVELOPMENT	17	279162.50	N/A	279162.50	242750	KRW	No	291162.50	242750
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	304750	N/A	304750	265000	KRW	No	361750	265000
KSE	000270	SWIRE PACIFIC LTD - CL A	19	478112.50	N/A	478112.50	415750	KRW	No	527112.50	415750
KSE	007340	DN AUTOMOTIVE CORP	1T	92000	N/A	92000	80000	KRW	No	126000	80000
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	496400	N/A	496400	416000	KRW	No	478400	416000
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	126068.75	N/A	126068.75	109625	KRW	No	131068.75	109625
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	416587.50	N/A	416587.50	362250	KRW	No	438587.50	362250
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	270662.50	N/A	270662.50	232750	KRW	No	267662.50	232750
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	3412625	N/A	3412625	2967500	KRW	No	5782625	2967500
KSE	012330	HYUNDAI MOBIS CO LTD	20	1292250	N/A	1292250	1115000	KRW	No	1282250	1115000
KSE	006400	SAMSUNG SDI CO LTD	22	1108312.50	N/A	1108312.50	963750	KRW	No	1213312.50	963750
KSE	009150	BANK OF EAST ASIA LTD	23	918562.50	N/A	918562.50	798750	KRW	No	1033562.50	798750
KSE	066570	LG ELECTRONICS INC	24	412025	N/A	412025	303500	KRW	No	349025	303500
KSE	036460	KOREA GAS CORPORATION	28	125618.75	N/A	125618.75	106625	KRW	No	122618.75	106625
KSE	017960	HAN KUK CARBON CO LTD	2A	102837.50	N/A	102837.50	87250	KRW	No	100337.50	87250
KSE	095340	ISC CO LTD	2B	504850	N/A	504850	439000	KRW	No	574850	439000
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	357780	SOULBRAIN CO LTD/NEW	2D	1142812.50	N/A	1142812.50	993750	KRW	No	1167812.50	993750
KSE	222080	CREATIVE & INNOVATIVE SYSTEM	2E	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	086520	ECOPRO CO LTD	2F	447062.50	N/A	447062.50	388750	KRW	No	480062.50	388750
KSE	140860	PARK SYSTEMS CORP	2G	754687.50	N/A	754687.50	656250	KRW	No	829687.50	656250
KSE	030520	HANCOM INC	2H	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	004020	HYUNDAI STEEL CO	32	100175	N/A	100175	84500	KRW	No	97175	84500
KSE	003550	LG CORP	34	288575	N/A	288575	240500	KRW	No	276575	240500
KSE	078930	GS HOLDINGS	35	201825	N/A	201825	175500	KRW	No	203825	175500
KSE	033780	KT & G CORPORATION	36	495075	N/A	495075	430500	KRW	No	507075	430500
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1141375	N/A	1141375	992500	KRW	No	1206375	992500
KSE	086790	HANA FINANCIAL GROUP	40	373750	N/A	373750	325000	KRW	No	406750	325000
KSE	096770	SK INNOVATION CO LTD	41	334362.50	N/A	334362.50	290750	KRW	No	363362.50	290750
KSE	001040	CJ CORP	42	667000	N/A	667000	580000	KRW	No	777000	580000
KSE	034220	LG DISPLAY CO LTD	45	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	105560	KB FINANCIAL GROUP INC	46	484437.50	N/A	484437.50	421250	KRW	No	528437.50	421250
KSE	051910	LG CHEM LTD	47	967437.50	N/A	967437.50	841250	KRW	No	1142437.50	841250
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	153525	N/A	153525	133500	KRW	No	173525	133500
KSE	000660	SK HYNIX INC	50	2553000	N/A	2553000	2220000	KRW	No	2833000	2220000
KSE	006360	GS ENGINEERING & CONSTRUCT	51	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	139480	E-MART INC	54	435100	N/A	435100	294000	KRW	No	338100	294000
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	211312.50	N/A	211312.50	183750	KRW	No	217312.50	183750
KSE	035420	NAVER CORP	56	749562.50	N/A	749562.50	638750	KRW	No	734562.50	638750
KSE	003490	KOREAN AIR LINES CO LTD	57	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	683336.13	N/A	683336.13	594205.33	KRW	No	683336.13	594205.33
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	2424195.40	N/A	2424195.40	2107996.00	KRW	No	2424195.40	2107996.00
KSE	KWY	UNITED STATES DOLLAR	75	1656575	N/A	1656575	1440500	KRW	No	3313150.12	2881000.11
KSE	032640	LG UPLUS CORP	B0	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	010950	S-OILCORPORATION	B2	310500	N/A	310500	270000	KRW	No	324500	270000
KSE	010130	KOREA ZINC CO LTD	B3	4979500	N/A	4979500	4330000	KRW	No	5589500	4330000
KSE	024110	INDUSTRIALBANKOFKOREA	B4	82840.25	N/A	82840.25	72035	KRW	No	83681.25	72035
KSE	001680	DAESANG CORPORATION	B6	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	047050	POSCO INTERNATIONAL CORP	B7	198375	N/A	198375	172500	KRW	No	243375	172500
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	274562.50	N/A	274562.50	238750	KRW	No	276562.50	238750
KSE	023530	BARLEY FUTURES	BA	345425	N/A	345425	279500	KRW	No	321425	279500
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	235750	N/A	235750	205000	KRW	No	251750	205000
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	589375	N/A	589375	512500	KRW	No	643375	512500
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	029780	SAMSUNG CARD CO	BG	176812.50	N/A	176812.50	153750	KRW	No	188812.50	153750
KSE	012450	HANWHA AEROSPACE CO LTD	BH	3261625	N/A	3261625	2827500	KRW	No	3251625	2827500
KSE	036570	NCSOFTCORPORATION	BJ	619562.50	N/A	619562.50	538750	KRW	No	649562.50	538750
KSE	000080	HITE JINRO CO LTD	BK	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	708687.50	N/A	708687.50	616250	KRW	No	898687.50	616250
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	475812.50	N/A	475812.50	413750	KRW	No	509812.50	413750
KSE	000720	DANONE	BN	331775	N/A	331775	288500	KRW	No	344775	288500
KSE	011210	HYUNDAI WIA CORP	BP	248687.50	N/A	248687.50	216250	KRW	No	249687.50	216250
KSE	008770	HOTEL SHILLA CO LTD	BQ	151106.25	N/A	151106.25	124875	KRW	No	143606.25	124875
KSE	035250	KANGWON LAND, INC.	BS	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	138930	BNK FINANCIAL GROUP INC	BT	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	011070	LG INNOTEK CO LTD	BY	728812.50	N/A	728812.50	633750	KRW	No	758812.50	633750
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	83806.25	N/A	83806.25	72875	KRW	No	84806.25	72875
KSE	034730	SK INC	C1	984687.50	N/A	984687.50	856250	KRW	No	1034687.50	856250
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	422625	N/A	422625	367500	KRW	No	510625	367500
KSE	018260	SAMSUNG SDS CO LTD	C5	495937.50	N/A	495937.50	431250	KRW	No	507937.50	431250
KSE	090430	AMOREPACIFIC CORP	C6	495275	N/A	495275	398500	KRW	No	458275	398500
KSE	030000	CHEIL WORLDWIDE INC	C7	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	028260	SAMSUNG C&T CORP	C8	960250	N/A	960250	835000	KRW	No	1145250	835000
KSE	000880	HANWHA CORPORATION	C9	344712.50	N/A	344712.50	299750	KRW	No	396712.50	299750
KSE	088350	CARREFOUR SA	CA	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	086280	COCOA NYBOT	CC	750375	N/A	750375	652500	KRW	No	820375	652500
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	96312.50	N/A	96312.50	83750	KRW	No	102312.50	83750
KSE	035720	KAKAO CORP	CF	170050	N/A	170050	147000	KRW	No	169050	147000
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	069080	WEBZEN INC	CK	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	096530	LIGHT SWEET CRUDE OIL	CL	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	022100	POSCO DX CO LTD	CN	118306.25	N/A	118306.25	102875	KRW	No	153306.25	102875
KSE	068270	CELLTRION INC	CP	700687.50	N/A	700687.50	596250	KRW	No	685687.50	596250
KSE	122870	YG ENTERTAINMENT INC	CQ	232050	N/A	232050	187000	KRW	No	215050	187000
KSE	051900	LG H&H	CR	793500	N/A	793500	690000	KRW	No	833500	690000
KSE	002790	AXA SA	CS	103256.25	N/A	103256.25	85875	KRW	No	98756.25	85875
KSE	000810	COTTON NO. 2	CT	1670375	N/A	1670375	1452500	KRW	No	2020375	1452500
KSE	008930	HANMI SCIENCE CO LTD	CV	125462.50	N/A	125462.50	104750	KRW	No	120462.50	104750
KSE	021240	COWAY CO LTD	CW	252712.50	N/A	252712.50	219750	KRW	No	262712.50	219750
KSE	128940	HANMI PHARM CO LTD	CX	1895250	N/A	1895250	1535000	KRW	No	1765250	1535000
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	536762.50	N/A	536762.50	466750	KRW	No	615762.50	466750
KSE	097950	CJ CHEILJEDANG CORP.	D1	662687.50	N/A	662687.50	576250	KRW	No	687687.50	576250
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	133112.50	N/A	133112.50	115750	KRW	No	141612.50	115750
KSE	002380	KCC CORP	D3	1598500	N/A	1598500	1390000	KRW	No	1668500	1390000
KSE	012750	S1 CORPORATION	D5	270537.50	N/A	270537.50	235250	KRW	No	299537.50	235250
KSE	000100	YUHAN CORPORATION	D6	314525	N/A	314525	273500	KRW	No	315525	273500
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	166175	N/A	166175	144500	KRW	No	170175	144500
KSE	069960	HYUNDAI DEPT STORE CO	D8	318837.50	N/A	318837.50	277250	KRW	No	367837.50	277250
KSE	004370	MILK CLASS III INDEX	DA	1300937.50	N/A	1300937.50	1131250	KRW	No	1425937.50	1131250
KSE	079550	LIG NEX1 CO LTD	DB	1344562.50	N/A	1344562.50	1138750	KRW	No	1309562.50	1138750
KSE	204320	HL MANDO CO LTD	DC	174512.50	N/A	174512.50	151750	KRW	No	183512.50	151750
KSE	004170	SHINSEGAE INC	DD	1049375	N/A	1049375	912500	KRW	No	1054375	912500
KSE	161890	KOLMAR KOREA CO LTD	DE	212150	N/A	212150	181000	KRW	No	208150	181000
KSE	111770	YOUNGONE CORP	DG	300775	N/A	300775	228500	KRW	No	262775	228500
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	484437.50	N/A	484437.50	421250	KRW	No	630437.50	421250
KSE	192820	COSMAX INC	DK	600875	N/A	600875	522500	KRW	No	645875	522500
KSE	039130	HANA TOUR SERVICE INC	DN	146912.50	N/A	146912.50	127750	KRW	No	151912.50	127750
KSE	086900	MEDY-TOX INC	DP	383237.50	N/A	383237.50	333250	KRW	No	389237.50	333250
KSE	078340	COM2US CORP	DR	106662.50	N/A	106662.50	92750	KRW	No	128162.50	92750
KSE	035760	CJ ENM CO LTD	DT	230000	N/A	230000	200000	KRW	No	274000	200000
KSE	056190	SFA ENGINEERING CORP	DV	92000	N/A	92000	80000	KRW	No	96500	80000
KSE	241560	DOOSAN BOBCAT INC	DW	192625	N/A	192625	167500	KRW	No	216625	167500
KSE	012630	NYBOT US DOLLAR FX	DX	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	017800	CME DRY WHEY INDEX	DY	326900	N/A	326900	246000	KRW	No	282900	246000
KSE	240810	WONIK IPS CO LTD	E0	383525	N/A	383525	333500	KRW	No	691525	333500
KSE	091700	PARTRON CO LTD	E3	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	041510	SM ENTERTAINMENT CO LTD	E4	346150	N/A	346150	301000	KRW	No	346150	301000
KSE	251270	NETMARBLE CORP	E5	172875	N/A	172875	142500	KRW	No	163875	142500
KSE	003670	POSCO FUTURE M CO LTD	E8	654062.50	N/A	654062.50	568750	KRW	No	744062.50	568750
KSE	316140	WOORI FINANCIAL GROUP INC	EB	112556.25	N/A	112556.25	97875	KRW	No	122556.25	97875
KSE	009420	HANALL BIOPHARMA CO LTD	EE	155537.50	N/A	155537.50	135250	KRW	No	164537.50	135250
KSE	035900	JYP ENTERTAINMENT CORP	EF	209275	N/A	209275	178500	KRW	No	205275	178500
KSE	028670	PAN OCEAN CO LTD	EH	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	318387.50	N/A	318387.50	274250	KRW	No	315387.50	274250
KSE	093370	FOOSUNG CO LTD	EL	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	375500	DL E&C CO LTD	ER	146175	N/A	146175	124500	KRW	No	143175	124500
KSE	028050	SAMSUNG E&A CO LTD	ET	97175	N/A	97175	84500	KRW	No	107175	84500
KSE	272210	HANWHA SYSTEMS CO LTD	EV	304175	N/A	304175	264500	KRW	No	342175	264500
KSE	293490	KAKAO GAMES CORP	EX	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	247540	ECOPRO BM CO LTD	EY	595125	N/A	595125	517500	KRW	No	670125	517500
KSE	253450	STUDIO DRAGON CORP	EZ	143750	N/A	143750	125000	KRW	No	154250	125000
KSE	200130	KOLMAR BNH CO LTD	F1	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	036540	SFA SEMICON CO LTD	F2	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	1497875	N/A	1497875	1302500	KRW	No	1617875	1302500
KSE	373220	LG ENERGY SOLUTION	F5	1178750	N/A	1178750	1025000	KRW	No	1353750	1025000
KSE	323410	KAKAOBANK CORP	F6	82840.25	N/A	82840.25	72035	KRW	No	88081.25	72035
KSE	377300	KAKAO PAY CORP	F7	183137.50	N/A	183137.50	159250	KRW	No	207137.50	159250
KSE	259960	KRAFTON INC	F8	761750	N/A	761750	645000	KRW	No	741750	645000
KSE	302440	SK BIOSCIENCE CO LTD	F9	145762.50	N/A	145762.50	126750	KRW	No	145762.50	126750
KSE	011200	HMM CO LTD	FA	82840.25	N/A	82840.25	72035	KRW	No	82840.25	72035
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	82840.25	N/A	82840.25	72035	KRW	No	96631.25	72035
KSE	352820	HYBE CO LTD	FC	1113937.50	N/A	1113937.50	951250	KRW	No	1093937.50	951250
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1549625	N/A	1549625	1347500	KRW	No	1569625	1347500
KSE	402340	SK SQUARE CO LTD	FE	1638750	N/A	1638750	1425000	KRW	No	2068750	1425000
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	326025	N/A	326025	283500	KRW	No	338025	283500
KSE	383220	F&F CO LTD / NEW	FG	216712.50	N/A	216712.50	179750	KRW	No	206712.50	179750
KSE	267250	HD HYUNDAI	FH	750375	N/A	750375	652500	KRW	No	875375	652500
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	398475	N/A	398475	346500	KRW	No	492475	346500
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	388125	N/A	388125	337500	KRW	No	438125	337500
KSE	263750	PEARL ABYSS CORP	FL	153812.50	N/A	153812.50	133750	KRW	No	154812.50	133750
KSE	066970	L&F CO LTD	FM	341262.50	N/A	341262.50	296750	KRW	No	363262.50	296750
KSE	112040	WEMADE CO LTD	FN	88368.75	N/A	88368.75	72035	KRW	No	82840.25	72035
KSE	196170	ALTEOGEN INC	FP	1121250	N/A	1121250	975000	KRW	No	1166250	975000
KSE	058470	LEENO INDUSTRIAL INC	FQ	282037.50	N/A	282037.50	245250	KRW	No	319037.50	245250
KSE	052690	KEPCO ENGINEERING & CONSTRUC	G3	424350	N/A	424350	369000	KRW	No	442350	369000
KSE	000150	DOOSAN CO LTD	GT	2797375	N/A	2797375	2432500	KRW	No	3337375	2432500

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	5969.41	N/A	5969.41	5190.79	USD	No	5969.41	5190.79
LMEOTC	CA	CARREFOUR SA	CA	30746.14	N/A	30746.14	26734.91	USD	No	30746.90	26734.91
LMEOTC	PB	LEAD - LME	PB	3974.29	N/A	3974.29	3455.89	USD	No	3974.29	3455.89
LMEOTC	SNLME	TIN FUTURE	SN	84837.51	N/A	84837.51	73716.44	USD	No	84837.51	73716.44
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	8022.39	N/A	8022.39	6975.99	USD	No	8022.39	6975.99

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	615.471	N/A	615.471	535.192	EUR	Yes	1098.52	955.239
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1761.29	N/A	1761.29	1531.55	EUR	Yes	2636.12	2292.27
MATIF	EMA	CORN	EMA	777.351	N/A	777.351	675.939	EUR	No	980.57	852.645

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 20241107	FCI	270.246	N/A	270.246	233.792	EUR	No	268.861	233.792
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	11270.01	9800.00	16100.01	14000.00	EUR	No	16100.00	14000.00
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	1127.00	980.00	1610.00	1400.00	EUR	Yes	1610.00	1400.00

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	7828.51	N/A	7828.51	6807.40	MXN	No	13551.45	11783.87
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	26025.08	N/A	26025.08	22630.51	MXN	No	26025.08	22630.51
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	71593.05	N/A	71593.05	62252.08	MXN	Yes²	65024.88	56540.88
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	14319.20	N/A	14319.20	12450.42	MXN	No	13005.51	11308.18

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	3387.41	N/A	3387.41	2945.57	EUR	No	3387.41	2945.57
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3367.90	N/A	3367.90	2928.61	EUR	No	3367.90	2928.61
MONEP	CAC40	CAC 40	FCE	4769.30	4147.22	6813.28	5924.595	EUR	Yes	5201.13	4522.72
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	16211.62	N/A	16211.62	14097.06	EUR	No	16211.62	14097.06
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	12125.81	N/A	12125.81	10544.18	EUR	No	12125.81	10544.18
MONEP	CAC40	CAC 40	MFC	476.93	414.722	681.328	592.4595	EUR	No	520.113	452.272

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	10029.74	N/A	10029.74	8721.52	INR	Yes	9979.72	8678.02
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	12395.35	N/A	12395.35	10778.50	INR	No	12395.35	10778.50
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	4032.61	N/A	4032.61	3506.57	INR	Yes	4009.19	3486.25
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	14226.16	N/A	14226.16	12370.50	INR	No	14226.16	12370.50
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	8946.71	N/A	8946.71	7779.75	INR	No	8946.71	7779.75
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2056.31	N/A	2056.31	1788.10	INR	Yes	2044.87	1778.15
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3667.75	N/A	3667.75	3189.35	INR	Yes	3646.50	3170.87
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10422.45	N/A	10422.45	9063.00	INR	Yes	10422.45	9063.00

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	2942.30	N/A	2942.30	2558.50	USD	No	2942.28	2558.50
NYBOT	AC	COFFEE "C" METRIC	AC	48993.17	N/A	48993.17	42602.76	USD	No	48993.17	42602.76
NYBOT	CC	COCOA NYBOT	CC	7868.91	N/A	7868.91	6842.53	USD	Yes	7868.91	6842.53
NYBOT	CT	COTTON NO. 2	CT	1689.20	N/A	1689.20	1468.87	USD	Yes	1689.20	1468.87
NYBOT	DX	NYBOT US DOLLAR FX	DX	2526.16	N/A	2526.16	2196.66	USD	Yes	2526.16	2196.66
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	17415.76	N/A	17415.76	15143.48	USD	No	17415.76	15143.48
NYBOT	KC	COFFEE "C"	KC	17333.44	N/A	17333.44	15072.56	USD	Yes	17333.44	15072.56
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	10174.87	N/A	10174.87	8847.71	USD	Yes	10174.87	8847.71
NYBOT	RS	CANOLA	RS	1175.28	N/A	1175.28	1021.98	CAD	No	1175.28	1021.98
NYBOT	SB	SUGAR NO. 11	SB	1461.09	N/A	1461.09	1270.51	USD	Yes	1461.09	1270.51
NYBOT	SF	SUGAR #16 112000 LBS	SF	2969.17	N/A	2969.17	2581.89	USD	No	2969.17	2581.89

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	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	18562.83	N/A	18562.83	16141.59	USD	No	18562.83	16141.59
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	18562.82	N/A	18562.82	16141.59	USD	No	18562.82	16141.59
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	18563.81	N/A	18563.81	16141.59	USD	No	18563.81	16141.59
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	1856.28	N/A	1856.28	1614.16	USD	No	1856.28	1614.16
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	18562.82	N/A	18562.82	16141.59	USD	Yes	18562.82	16141.59
NYMEX	PA	PALLADIUM INDEX	PA	32510.25	N/A	32510.25	28269.78	USD	No	32510.24	28269.78
NYMEX	PL	PLATINUM INDEX	PL	17437.39	N/A	17437.39	15162.95	USD	No	17437.39	15162.95
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	4640.72	N/A	4640.72	4035.40	USD	No	4640.72	4035.40
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125	N/A	8125	6500	USD	No	8125	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	5209.13	N/A	5209.13	4529.68	USD	No	5209.13	4529.68

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	8860.59	N/A	8860.59	7704.55	USD	No	8860.60	7704.55
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	8952.98	N/A	8952.98	7785.20	USD	No	8636.85	7510.30
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	20063.42	N/A	20063.42	17446.45	USD	No	20063.42	17446.45
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	7338.23	6381.07	10483.18	9115.81	USD	No	10385.07	9030.50
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3995.25	3474.13	5707.50	4963.04	USD	No	5869.95	5104.31
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	76993.96	N/A	76993.96	66951.27	USD	No	76993.97	66951.27

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	29440.86	N/A	29440.86	25599.98	SEK	No	29440.86	25599.98
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	21373.60	18585.74	30533.72	26551.06	SEK	Yes	30533.72	26551.06

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	3813371.93	3315975.59	5447674.19	4737107.99	JPY	Yes	5447674.19	4737107.99
OSE.JPN	N225M	NIKKEI 225 MINI	225M	381337.19	331597.56	544767.42	473710.80	JPY	Yes	544767.42	473710.80
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	38133.72	33159.76	54476.74	47371.08	JPY	No	54476.74	47371.08
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	254785.16	N/A	254785.16	221551.30	JPY	No	254785.16	221551.30
OSE.JPN	TPXC30	TOPIX CORE30	C30	186898.66	N/A	186898.66	162520.57	JPY	No	186898.66	162520.57
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	773284.38	N/A	773284.38	672421.20	JPY	No	773284.38	672421.20
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1973494.03	N/A	1973494.03	1716081.77	JPY	Yes	1973494.03	1716081.77
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	197349.40	N/A	197349.40	171608.18	JPY	No	197349.40	171608.18
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	61110.10	N/A	61110.10	53139.20	JPY	No	61110.10	53139.20
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	194637.50	N/A	194637.50	169250	JPY	No	179599.33	156173.33
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	165119.97	N/A	165119.97	143569.74	JPY	No	165119.97	143569.74
OSE.JPN	TOPX	TOPIX INDEX	TPX	2125429.15	1848199.26	3036327.36	2640284.66	JPY	No	3036327.36	2640284.66
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	212542.92	184819.93	303632.74	264028.47	JPY	No	303632.74	264028.47

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	15531.21	N/A	15531.21	12424.97	USD	No	15531.21	12424.97
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14863.875	N/A	14863.875	11891.10	USD	No	14863.875	11891.10

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	7868.91	N/A	7868.91	6842.53	USD	No	7868.91	6842.53
QBALGOIUS	CT	COTTON NO. 2	CT	1689.20	N/A	1689.20	1468.87	USD	No	1689.20	1468.87
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2526.16	N/A	2526.16	2196.66	USD	No	2526.16	2196.66
QBALGOIUS	KC	COFFEE "C"	KC	17333.44	N/A	17333.44	15072.56	USD	No	17333.44	15072.56
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	10174.87	N/A	10174.87	8847.71	USD	No	10174.87	8847.71
QBALGOIUS	SB	SUGAR NO. 11	SB	1461.09	N/A	1461.09	1270.51	USD	No	1461.09	1270.51

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	417994.63	N/A	417994.63	363473.59	JPY	No	417994.73	363473.59
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1930.52	N/A	1930.52	1678.71	USD	No	1930.52	1678.71
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1437.60	1250.09	2053.72	1785.84	USD	No	2053.72	1785.84
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4177.66	N/A	4177.66	3632.75	USD	No	4177.66	3632.75
SGX	XIN0I	FTSE CHINA H50	FCH	3951.17	N/A	3951.17	3435.78	USD	No	3951.17	3435.78
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1173.00	N/A	1173.00	1020.00	USD	No	1173.00	1020.00
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1938.68	N/A	1938.68	1685.76	USD	No	1938.68	1685.76
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1548.78	N/A	1548.78	1346.77	USD	No	1548.78	1346.77
SGX	INR	UNITED STATES DOLLAR	INR	10420.15	N/A	10420.15	9061.00	USD	No	10420.15	9061.00
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10424.18	N/A	10424.18	9064.50	USD	No	10424.17	9064.50
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2537.82	N/A	2537.82	2206.80	USD	No	2537.82	2206.80
SGX	SGB	SGX MINI JGB INDEX	JB	354376.11	N/A	354376.11	308149.18	JPY	No	354375.91	308149.18
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	367923.42	N/A	367923.42	319933.41	JPY	No	367923.42	319933.41
SGX	KRW	KOREAN WON	KRW	10013.46	N/A	10013.46	8705	USD	No	10019.71	8705
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2001.52	N/A	2001.52	1738.50	USD	No	2004.04	1741.01
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	515.196	447.997	735.995	639.995	USD	No	735.995	639.995
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	5939.69	N/A	5939.69	5164.95	CNH	No	5939.69	5164.95
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1848510.03	N/A	1848510.03	1607400.02	JPY	No	1848510.15	1607400.02
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2092.99	1819.99	2989.99	2599.99	USD	No	2989.99	2599.99
SGX	SGXNK	SGX: NIKKEI 225	NK	1567450.71	1363000.62	2239215.31	1947143.74	JPY	Yes	2239215.31	1947143.74
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	313490.14	272600.12	447843.06	389428.75	JPY	No	447843.06	389428.75
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	75680.64	N/A	75680.64	65809.25	USD	No	75680.64	65809.25
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1869.21	1625.40	2670.30	2322.00	SGD	Yes²	2670.30	2322.00
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	7232.27	N/A	7232.27	6288.93	SGD	No	7232.27	6288.93
SGX	STI	SGX STRAITS TIMES INDEX	ST	6330.65	N/A	6330.65	5504.91	SGD	No	6330.65	5504.91
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2570.78	N/A	2570.78	2235.10	USD	No	2570.78	2235.10
SGX	TSR20	SICOM RUBBER	TF	823.393	N/A	823.393	715.994	USD	No	823.393	715.994
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	40250.25	N/A	40250.25	35000.00	JPY	No	40250.00	35000.00
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	2541.09	N/A	2541.09	2209.65	USD	No	2541.09	2209.65
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7711.46	N/A	7711.46	6705.30	USD	No	7711.46	6705.30
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	5151.96	4479.97	7359.95	6399.95	USD	No	7359.95	6399.95
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	23758.77	N/A	23758.77	20659.80	CNH	Yes	23758.77	20659.80
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	10754429.91	N/A	10754429.91	9351678.18	JPY	No	10754433.41	9351678.18
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1808.07	N/A	1808.07	1572.23	SGD	No	1808.07	1572.23
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	2150942.19	N/A	2150942.19	1870384.51	JPY	No	2150942.18	1870384.34
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1285.69	N/A	1285.69	1118.00	SGD	No	1299.01	1118.00
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	5484.32	N/A	5484.32	4768.97	SGD	No	5553.47	4768.97
SGX	G13	GENTING SINGAPORE LTD	YGEN	664.424	N/A	664.424	577.76	SGD	No	671.133	577.755
SGX	BN4	KEPPEL LTD	YKEP	6554.47	N/A	6554.47	5699.54	SGD	No	6601.38	5699.53
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	7517.45	N/A	7517.45	6536.91	SGD	No	7586.84	6536.91
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	4314.42	N/A	4314.42	3751.67	SGD	No	4355.55	3751.67
SGX	Y92	THAI BEVERAGE PCL	YTBE	811.107	N/A	811.107	705.31	SGD	No	823.205	705.32
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6813.33	N/A	6813.33	5924.64	SGD	No	6885.91	5924.64
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	3097.75	N/A	3097.75	2693.70	SGD	No	3125.74	2693.70
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	30174.75	N/A	30174.75	6823.03	SGD	No	7921.68	6823.04
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	359.785	N/A	359.785	312.368	USD	No	359.224	312.368

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	12199.01	10607.84	17427.16	15154.05	AUD	Yes	17427.16	15154.05
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	626.795	N/A	626.795	545.039	AUD	No	626.795	545.039
SNFE	IR	90 DAY BILLS	IR	1215.48	N/A	1215.48	1056.94	AUD	No	1215.48	1056.94
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3018.77	N/A	3018.77	2625.02	AUD	No	3018.79	2625.02
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1236.25	N/A	1236.25	1075.00	AUD	No	1236.25	1075.00

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

B3

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COINDERIV

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