Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

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

Futures Margin

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

In addition to the exchange scanning ranges, we will consider additional scenarios which incorporate extreme moves in the underlying. Accordingly, we may require margin over and above the exchange-mandated margin on short options in order to account for the risk inherent in an extreme market move. You can view the current projected margin requirements on a specific option or futures order that you are considering before you submit the order by creating the order in our trading platform and using the right-click menu to "Check Margin" before you transmit.

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 three times 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	3087.50	N/A	3087.50	2470	EUR	Yes²	3087.50	2470

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	255	204	510	408	CAD	Yes²	510	408
CDE	CGB	10 Year Government of Canada Bonds	CGB	1265.625	1012.50	2531.25	2025	CAD	No	2531.25	2025
CDE	CGF	5 Year Government of Canada Bonds	CGF	981.25	785	1962.50	1570	CAD	No	1962.50	1570
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	4868.75	3895	9737.50	7790	CAD	No	9737.50	7790
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	5720.625	4576.50	11441.25	9153	CAD	Yes	11441.25	9153
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	1430	1144	2860	2288	CAD	No	2860	2288

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	VIX	CBOE Volatility Index	VX	12953.125	N/A	12953.125	10362.50	USD	No	25287.50	20230
CFE	VIX	CBOE Volatility Index	VX01	13140.625	N/A	13140.625	10512.50	USD	No	25130	20104
CFE	VIX	CBOE Volatility Index	VX02	13093.75	N/A	13093.75	10475	USD	No	25130	20104
CFE	VIX	CBOE Volatility Index	VX04	11430.88	N/A	11430.88	9144.70	USD	No	22617.12	18093.70
CFE	VIX	CBOE Volatility Index	VX05	10378.125	N/A	10378.125	8302.50	USD	No	21022.75	16818.20
CFE	VIX	CBOE Volatility Index	VX52	13140.625	N/A	13140.625	10512.50	USD	No	25147.50	20118

CBOE Futures Exchange (CFECRYPTO)

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

Exchange CFECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFECRYPTO	GXBT	The Gemini Bitcoin Trace Price Index	XBT	2028.125	N/A	2028.125	1622.50	USD	No	40000	32000

Chicago Mercantile Exchange (CME)

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

Exchange CME	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CME	ACD	-	ACD	6500	N/A	6500	5200	CAD	No	6500	5200
CME	AUD	-	AD	2658.50	N/A	2658.50	2126.80	USD	No	2658.50	2126.80
CME	AJY	-	AJY	1000000	N/A	1000000	800000	JPY	No	1000000	800000
CME	GBP	-	BP	7393.52	N/A	7393.52	5914.81	USD	No	7393.52	5914.81
CME	BRE	-	BR	1750	N/A	1750	1400	USD	No	1750	1400
CME	CAD	-	CD	2602.12	N/A	2602.12	2081.70	USD	No	2602.12	2081.70
CME	CZK	-	CKO	13851.25	N/A	13851.25	11081	USD	No	13851.25	11081
CME	EUR	-	EC	6982.50	N/A	6982.50	5586	USD	No	6982.50	5586
CME	ECK	-	ECZ	12993.75	N/A	12993.75	10395	EUR	No	12993.75	10395
CME	GE	-	ED	209.375	167.50	418.75	335	USD	No	418.75	335
CME	EHF	-	EHU	4721.25	N/A	4721.25	3777	EUR	No	4721.25	3777
CME	EM	-	EM	437.50	N/A	437.50	350	USD	No	437.50	350
CME	EPZ	-	EPL	5617.50	N/A	5617.50	4494	EUR	No	5617.50	4494
CME	GF	-	FC	3500	N/A	3500	2800	USD	No	3500	2800
CME	GSCI	-	GI	6250	N/A	6250	5000	USD	No	6250	5000
CME	HUF	-	HFO	8000	N/A	8000	6400	USD	No	8000	6400
CME	JPY	-	JY	3968.75	N/A	3968.75	3175	USD	No	3968.75	3175
CME	LE	-	LC	1875	N/A	1875	1500	USD	No	1875	1500
CME	HE	-	LH	2210	N/A	2210	1768	USD	No	2210	1768
CME	MXP	-	MP	2040	N/A	2040	1200	USD	No	2040	1200
CME	NZD	-	NE	3018.75	N/A	3018.75	2415	USD	No	3018.75	2415
CME	NKD	-	NK	4107.50	3286	8215	6572	USD	No	8215	6572
CME	PLN	-	PLZ	8000	N/A	8000	6400	USD	No	8000	6400
CME	ZAR	-	RA	2375	N/A	2375	1900	USD	No	2375	1900
CME	RF	-	RF	7812	N/A	7812	6200	CHF	No	7812	6200
CME	RP	-	RP	9070	N/A	9070	7256	GBP	No	9070	7256
CME	RUR	-	RU	2826.25	N/A	2826.25	2261	USD	No	2826.25	2261
CME	RY	-	RY	739718.75	N/A	739718.75	591775	JPY	Yes²	739718.75	591775
CME	CHF	-	SF	6016.09	N/A	6016.09	4812.875	USD	No	6016.09	4812.875
CME	SPX	-	SP	21106.875	16885.50	42213.75	33771	USD	Yes	42213.75	33771

Chicago Mercantile Exchange (CMECRYPTO)

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

Exchange CMECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CMECRYPTO	BRR	CME CF Bitcoin Reference Rate	BTC	9812.50	N/A	9812.50	7850	USD	No	200000	160000

Eurex (DTB)

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

Exchange DTB	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
DTB	ADS	ADIDAS AG	ADSG	3749.75	N/A	3749.75	2999.80	EUR	No	3749.75	2999.80
DTB	AGN	AEGON NV	AENF	81.5195	N/A	81.5195	65.2156	EUR	No	81.5194	65.2155
DTB	AIB	AIB GROUP PLC	ALBF	362.975	N/A	362.975	362.95	EUR	No	453.688	362.95
DTB	ALV	ALLIANZ SE-REG	ALVG	3303.53	N/A	3303.53	2642.82	EUR	No	3303.53	2642.82
DTB	VNA	VONOVIA SE	ANNF	787.259	N/A	787.259	629.807	EUR	No	787.259	629.807
DTB	G	ASSICURAZIONI GENERALI	ASGG	2702.67	N/A	2702.67	2162.13	EUR	No	2702.67	2162.13
DTB	CS	AXA SA	AXAG	362.15	N/A	362.15	289.72	EUR	No	362.15	289.72
DTB	BAS	BASF SE	BASG	1132.05	N/A	1132.05	905.638	EUR	No	1132.05	905.639
DTB	BAYN	BAYER AG-REG	BAYF	1226.93	N/A	1226.93	981.546	EUR	No	1226.93	981.546
DTB	BMW3	BAYERISCHE MOTOREN WERKE-PRF	BM3F	1228.04	N/A	1228.04	982.433	EUR	No	1228.04	982.433
DTB	BMW	BAYERISCHE MOTOREN WERKE AG	BMWF	1390.78	N/A	1390.78	1112.62	EUR	No	1390.78	1112.62
DTB	BNP	BNP PARIBAS	BNPH	791.009	N/A	791.009	632.807	EUR	No	791.009	632.807
DTB	BN	DANONE	BSNH	1205.92	N/A	1205.92	964.734	EUR	No	1205.92	964.734
DTB	EN	BOUYGUES SA	BYGG	621.895	N/A	621.895	497.516	EUR	No	621.895	497.516
DTB	CA	CARREFOUR SA	CARG	285.543	N/A	285.543	228.434	EUR	No	285.543	228.434
DTB	CBK	COMMERZBANK AG	CBKH	128.335	N/A	128.335	102.668	EUR	No	128.335	102.668
DTB	DAI	DAIMLER AG-REGISTERED SHARES	DAIF	891.314	N/A	891.314	713.052	EUR	No	891.314	713.052
DTB	DEC	JC DECAUX SA	DCSG	486.717	N/A	486.717	389.374	EUR	No	486.717	389.374
DTB	DPW	DEUTSCHE POST AG-REG	DPWF	474.905	N/A	474.905	379.924	EUR	No	474.905	379.924
DTB	DSM	KONINKLIJKE DSM NV	DSMF	1412.90	N/A	1412.90	1130.32	EUR	No	1412.90	1130.32
DTB	DTE	DEUTSCHE TELEKOM AG-REG	DTEF	282.637	N/A	282.637	226.11	EUR	No	282.637	226.11
DTB	ENEL	ENEL SPA	ENLG	941.199	N/A	941.199	752.959	EUR	No	941.20	752.96
DTB	ENI	ENI SPA	ENTG	2673.98	N/A	2673.98	2139.19	EUR	No	2673.98	2139.19
DTB	EOAB	EOA: E.ON SE: ADJ	EOAH	215.535	N/A	215.535	172.428	EUR	No	215.535	172.428
DTB	EUN2	ISHARES CORE EURO STOXX 50	EUNF	591.147	N/A	591.147	472.918	EUR	No	591.147	472.918
DTB	EXS1	ISHARES CORE DAX UCITS ETF D	EXSF	2828.35	N/A	2828.35	2262.68	EUR	No	1762.94	1410.35
DTB	MDAX	Midcap DAX	F2MX	10519.91	N/A	10519.91	8415.93	EUR	Yes	10519.91	8415.93
DTB	BTM	Mid-Term Euro-BTP Italian Government Bond	FBTM	4762.50	N/A	4762.50	3810	EUR	No	4762.50	3810
DTB	BTP	Euro-BTP Italian Government Bond	FBTP	5362.50	N/A	5362.50	4290	EUR	No	5362.50	4290
DTB	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2387.50	N/A	2387.50	1910	EUR	No	2387.50	1910
DTB	DJUBS	Dow Jones-UBS Commodity Index	FCCO	1137.50	N/A	1137.50	910	USD	No	1137.50	910
DTB	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	2400	N/A	2400	1920	EUR	No	2400	1920
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDAX	12788.19	10230.55	25576.39	20461.11	EUR	Yes	25576.39	20461.11
DTB	DDAX	DivDAX Price Index	FDIV	7636.98	N/A	7636.98	6109.58	EUR	Yes²	7636.98	6109.58
DTB	DDXDIVPT	DivDAX Dividend Points Index	FDVD	1312.41	N/A	1312.41	1049.93	EUR	No	1312.41	1049.93
DTB	DXDIVPT	DAX Dividend Points Index	FDXD	3577.26	N/A	3577.26	2861.81	EUR	No	3577.26	2861.81
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDXM	2557.64	2046.11	5115.28	4092.22	EUR	No	5115.28	4092.22
DTB	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	4707.18	N/A	4707.18	3765.74	EUR	Yes²	4707.18	3765.74
DTB	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	2349.84	N/A	2349.84	1879.87	EUR	Yes²	2349.84	1879.87
DTB	SX7E	Dow Jones Euro STOXX Banks Index	FESB	437.47	N/A	437.47	349.976	EUR	Yes	437.47	349.976
DTB	SX4E	Dow Jones Euro STOXX Chemicals	FESC	4330.96	N/A	4330.96	3464.76	EUR	Yes²	4330.96	3464.76
DTB	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	1493.65	N/A	1493.65	1194.92	EUR	Yes²	1493.65	1194.92
DTB	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	1881.12	N/A	1881.12	1504.90	EUR	Yes²	1881.12	1504.90
DTB	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	3506.01	N/A	3506.01	2804.81	EUR	Yes²	3506.01	2804.81
DTB	SXDE	Dow Jones Euro STOXX Healthcare	FESH	3431.02	N/A	3431.02	2744.81	EUR	Yes²	3431.02	2744.81
DTB	ESI	Dow Jones Euro STOXX Insurance	FESI	1162.42	N/A	1162.42	929.937	EUR	Yes²	1162.42	929.937
DTB	ESM	Dow Jones Euro STOXX Media Index	FESM	1006.18	N/A	1006.18	804.945	EUR	Yes²	1006.18	804.945
DTB	SXOE	Dow Jones Euro STOXX Construction	FESN	1737.38	N/A	1737.38	1389.91	EUR	Yes²	1737.38	1389.91
DTB	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	2487.33	N/A	2487.33	1989.86	EUR	Yes²	2487.33	1989.86
DTB	SXRE	Dow Jones Euro STOXX Retail	FESR	2231.10	N/A	2231.10	1784.88	EUR	Yes²	2231.10	1784.88
DTB	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	1074.93	N/A	1074.93	859.942	EUR	Yes²	1074.93	859.942
DTB	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1399.90	N/A	1399.90	1119.92	EUR	Yes²	1399.90	1119.92
DTB	ESU	Dow Jones Euro STOXX Utilities Index	FESU	1362.41	N/A	1362.41	1089.93	EUR	Yes	1362.41	1089.93
DTB	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	843.693	N/A	843.693	674.954	EUR	Yes²	843.693	674.954
DTB	ESTX50	Dow Jones Euro STOXX50	FESX	1455.53	1164.42	2911.05	2328.84	EUR	Yes	2911.05	2328.84
DTB	SX8E	Dow Jones Euro STOXX Technology	FESY	2118.61	N/A	2118.61	1694.88	EUR	Yes²	2118.61	1694.88
DTB	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	3924.73	N/A	3924.73	3139.79	EUR	Yes²	3924.73	3139.79
DTB	EU3	Three Month EURIBOR	FEU3	625	N/A	625	500	EUR	Yes	625	500
DTB	DESX5	Dow Jones EURO STOXX 50 Index-Dividenden	FEXD	3135	N/A	3135	2508	EUR	Yes	3135	2508
DTB	OMXH25	OMX Helsinki 25 Index	FFOX	3570.38	N/A	3570.38	2856.30	EUR	Yes²	3570.38	2856.30
DTB	GBL	Euro Bund (10 Year Bond)	FGBL	1431.25	1145	2862.50	2290	EUR	Yes	2862.50	2290
DTB	GBM	Euro Bobl (5 Year Bond)	FGBM	675	540	1350	1080	EUR	Yes	1350	1080
DTB	GBS	Euro Schatz (2 Year Bond)	FGBS	250	200	500	400	EUR	Yes	500	400
DTB	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	4050	3240	8100	6480	EUR	No	8100	6480
DTB	DJESL	Euro Stoxx Large	FLCE	1612.39	N/A	1612.39	1289.91	EUR	No	1612.39	1289.91
DTB	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	1643.64	N/A	1643.64	1314.91	EUR	No	1643.64	1314.91
DTB	DJESM	Euro Stoxx Mid	FMCE	1899.87	N/A	1899.87	1519.90	EUR	No	1899.87	1519.90
DTB	DJ200	Dow Jones STOXX MID 200 Index	FMCP	1999.86	N/A	1999.86	1599.89	EUR	Yes²	1999.86	1599.89
DTB	FME	FRESENIUS MEDICAL CARE AG &	FMEH	1152.30	N/A	1152.30	921.837	EUR	No	1152.30	921.837
DTB	M7EU	MSCI Europe Net Return EUR Index	FMEU	1347.50	N/A	1347.50	1078	EUR	No	1347.50	1078
DTB	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5563.50	N/A	5563.50	4450.80	USD	No	5563.50	4450.80
DTB	MXRU	MSCI Russia Index	FMRU	567.50	N/A	567.50	454	USD	No	567.50	454
DTB	MBWO	MSCI World Net EUR Index 1	FMWN	1799.88	N/A	1799.88	1439.90	EUR	No	1799.88	1439.90
DTB	M1WO	MSCI World NETR USD Index	FMWO	4158.75	N/A	4158.75	3327	USD	No	4158.75	3327
DTB	OAM	Mid-Term Euro-OAT	FOAM	1300	N/A	1300	1040	EUR	No	1300	1040
DTB	OAT	Euro-OAT French Government Bond	FOAT	1293.75	1035	2587.50	2070	EUR	No	2587.50	2070
DTB	FRA	FRAPORT AG FRANKFURT AIRPORT	FRAG	1192.42	N/A	1192.42	953.935	EUR	No	1192.42	953.935
DTB	RDXUSD	Russian Depositary (USD)	FRDX	1293.09	N/A	1293.09	1034.47	USD	No	1293.09	1034.47
DTB	DJESS	Euro Stoxx Small	FSCE	1093.68	N/A	1093.68	874.941	EUR	No	1093.68	874.941
DTB	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	1224.92	N/A	1224.92	979.933	EUR	No	1224.92	979.933
DTB	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	2424.84	N/A	2424.84	1939.87	EUR	Yes²	2424.84	1939.87
DTB	SX7P	Dow Jones STOXX 600 Banks	FSTB	649.956	N/A	649.956	519.965	EUR	Yes	649.956	519.965
DTB	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	3799.74	N/A	3799.74	3039.79	EUR	Yes²	3799.74	3039.79
DTB	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	1481.15	N/A	1481.15	1184.92	EUR	Yes	1481.15	1184.92
DTB	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	1993.61	N/A	1993.61	1594.89	EUR	Yes²	1993.61	1594.89
DTB	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	2199.85	N/A	2199.85	1759.88	EUR	Yes²	2199.85	1759.88
DTB	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	3449.77	N/A	3449.77	2759.81	EUR	Yes²	3449.77	2759.81
DTB	SXIP	Dow Jones STOXX 600 Insurance	FSTI	1231.17	N/A	1231.17	984.933	EUR	Yes²	1231.17	984.933
DTB	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	774.947	N/A	774.947	619.958	EUR	No	774.947	619.958
DTB	SXMP	Dow Jones STOXX 600 Media	FSTM	1256.16	N/A	1256.16	1004.93	EUR	Yes²	1256.16	1004.93
DTB	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	1787.38	N/A	1787.38	1429.90	EUR	Yes²	1787.38	1429.90
DTB	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	3024.79	N/A	3024.79	2419.84	EUR	Yes²	3024.79	2419.84
DTB	SXRP	Dow Jones STOXX 600 Retail	FSTR	1337.41	N/A	1337.41	1069.93	EUR	Yes²	1337.41	1069.93
DTB	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	2349.84	N/A	2349.84	1879.87	EUR	Yes	2349.84	1879.87
DTB	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	1187.42	N/A	1187.42	949.935	EUR	Yes²	1187.42	949.935
DTB	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1387.41	N/A	1387.41	1109.92	EUR	Yes	1387.41	1109.92
DTB	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	1068.68	N/A	1068.68	854.942	EUR	Yes²	1068.68	854.942
DTB	STX	Dow Jones STOXX50	FSTX	2681.07	N/A	2681.07	2144.85	EUR	Yes²	2681.07	2144.85
DTB	SX8P	Dow Jones STOXX 600 Technology	FSTY	1924.87	N/A	1924.87	1539.90	EUR	Yes²	1924.87	1539.90
DTB	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	3462.26	N/A	3462.26	2769.81	EUR	Yes²	3462.27	2769.81
DTB	FT25	Tel Aviv 35 Index	FT25	5003.91	N/A	5003.91	4003.13	USD	No	5003.91	4003.13
DTB	TDX	TECDAX	FTDX	2384.84	N/A	2384.84	1907.87	EUR	Yes²	2384.84	1907.87
DTB	ORA	ORANGE	FTEF	273.638	N/A	273.638	218.91	EUR	No	273.638	218.91
DTB	V2TX	VSTOXX Volatility Index	FVS	1190.62	N/A	1190.62	952.50	EUR	Yes	2652.71	2122.17
DTB	4GLD	XETRA-GOLD	FXGL	35203.61	N/A	35203.61	35201.23	EUR	No	44001.53	35201.23
DTB	DJES	Dow Jones Euro STOXX Price Index	FXXE	1599.89	N/A	1599.89	1279.91	EUR	No	1599.89	1279.91
DTB	DJ600	Dow Jones STOXX 600 Index	FXXP	1637.39	N/A	1637.39	1309.91	EUR	No	1637.39	1309.91
DTB	GALP	GALP ENERGIA SGPS SA	GALF	264.638	N/A	264.638	211.711	EUR	No	264.638	211.711
DTB	SGO	COMPAGNIE DE SAINT-GOBAIN	GOBG	568.555	N/A	568.555	454.844	EUR	No	568.555	454.844
DTB	ENGI	ENGIE	GZFG	239.515	N/A	239.515	191.612	EUR	No	239.515	191.612
DTB	HEI1	HEIDELBERGCEMENT AG	HEFG	1015.81	N/A	1015.81	812.645	EUR	No	1015.81	812.645
DTB	HEN3	HENKEL AG & CO KGAA VORZUG	HENG	1883.31	N/A	1883.31	1506.65	EUR	No	1883.31	1506.65
DTB	HEN	HENKEL AG & CO KGAA	HESF	1675.20	N/A	1675.20	1340.16	EUR	No	1675.20	1340.16
DTB	ISP	INTESA SANPAOLO	IESI	380.98	N/A	380.98	304.784	EUR	No	380.98	304.784
DTB	IFX	INFINEON TECHNOLOGIES AG	IFXG	359.006	N/A	359.006	287.204	EUR	No	359.006	287.204
DTB	INGA	ING GROEP NV	INNG	192.624	N/A	192.624	154.10	EUR	No	192.624	154.10
DTB	ABI	ANHEUSER-BUSCH INBEV SA/NV	ITKG	1185.11	N/A	1185.11	948.086	EUR	No	1185.11	948.086
DTB	KCO	KLOECKNER & CO SE	KCOH	128.148	N/A	128.148	102.518	EUR	No	128.147	102.518
DTB	LHA	DEUTSCHE LUFTHANSA-REG	LHAF	363.35	N/A	363.35	290.68	EUR	No	363.35	290.68
DTB	LIN	LINDE PLC	LING	5109.18	N/A	5109.18	4087.34	EUR	No	5109.18	4087.34
DTB	OR	L'OREAL	LORF	3880.99	N/A	3880.99	3104.79	EUR	No	3880.99	3104.79
DTB	LXS	LANXESS AG	LXSF	815.382	N/A	815.382	652.306	EUR	No	815.382	652.306
DTB	MAN	MAN SE	MANG	1693.01	N/A	1693.01	1354.41	EUR	No	1693.01	1354.41
DTB	MUV2	MUENCHENER RUECKVER AG-REG	MU2G	3521.95	N/A	3521.95	2817.56	EUR	No	3521.95	2817.56
DTB	NDA1	AURUBIS AG	NDAF	846.13	N/A	846.13	676.904	EUR	No	846.13	676.904
DTB	RI	PERNOD-RICARD SA	PERH	2778.56	N/A	2778.56	2222.85	EUR	No	2778.56	2222.85
DTB	PHIA	KONINKLIJKE PHILIPS NV	PH1F	617.396	N/A	617.396	493.917	EUR	No	617.396	493.917
DTB	PAH3	PORSCHE AUTOMOBIL HLDG-PRF	PORK	1075.80	N/A	1075.80	860.641	EUR	No	1075.80	860.642
DTB	PSM	PROSIEBENSAT.1 MEDIA SE	PSMG	327.302	N/A	327.302	261.842	EUR	No	327.302	261.842
DTB	RDSA	ROYAL DUTCH SHELL PLC-A SHS	R6CF	488.404	N/A	488.404	390.723	EUR	No	488.404	390.724
DTB	RHM	RHEINMETALL AG	RHMG	1493.90	N/A	1493.90	1195.12	EUR	No	1493.90	1195.12
DTB	RNO	RENAULT SA	RNLF	1069.99	N/A	1069.99	855.992	EUR	No	1069.99	855.992
DTB	RWE	RWE AG	RWEG	385.781	N/A	385.781	308.625	EUR	No	385.781	308.625
DTB	SAP	SAP SE	SAPI	1702.01	N/A	1702.01	1361.61	EUR	No	1702.01	1361.61
DTB	SCR	SCOR SE	SCOI	749.012	N/A	749.012	599.209	EUR	No	749.012	599.209
DTB	SDF	K+S AG-REG	SDXH	299.98	N/A	299.98	239.984	EUR	No	299.98	239.984
DTB	GLE	SOCIETE GENERALE SA	SGEI	571.555	N/A	571.555	457.244	EUR	No	571.555	457.244
DTB	SIE	SIEMENS AG-REG	SIEG	1883.12	N/A	1883.12	1506.50	EUR	No	1883.12	1506.50
DTB	SU	SCHNEIDER ELECTRIC SE	SNDH	1178.17	N/A	1178.17	942.536	EUR	No	1178.17	942.536
DTB	SAN	SANOFI	SNWF	1473.65	N/A	1473.65	1178.92	EUR	No	1473.65	1178.92
DTB	SZG	SALZGITTER AG	SZGG	510.715	N/A	510.715	408.572	EUR	No	510.715	408.572
DTB	TKA	THYSSEN-KRUPP AG	TKAG	295.386	N/A	295.386	236.309	EUR	No	295.386	236.309
DTB	FP	TOTAL SA	TOTG	917.563	N/A	917.563	734.05	EUR	No	917.563	734.05
DTB	TIT	TELECOM ITALIA SPA	TQIF	105.97	N/A	105.97	84.776	EUR	No	105.969	84.775
DTB	TUI1	TUI AG-DI	TUIF	248.233	N/A	248.233	198.587	EUR	No	248.233	198.587
DTB	UNA	UNILEVER NV-CVA	UNIH	1182.19	N/A	1182.19	945.756	EUR	No	1182.19	945.756
DTB	VOW	VOLKSWAGEN AG	VOWG	2810.43	N/A	2810.43	2248.35	EUR	No	2810.43	2248.35
DTB	ACA	CREDIT AGRICOLE SA	XCAH	192.024	N/A	192.024	153.62	EUR	No	192.024	153.62

CBOT (ECBOT)

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

Exchange ECBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ECBOT	AIGCI	Bloomberg Commodity Index	AW	375	N/A	375	300	USD	No	375	300
ECBOT	B1U	30-Year Deliverable Interest Rate Swap Futures	B1U	4500	N/A	4500	3600	USD	No	4500	3600
ECBOT	AC	Ethanol -CME	EH	2187.50	N/A	2187.50	1750	USD	No	2187.50	1750
ECBOT	F1U	5-Year Deliverable Interest Rate Swap Futures	F1U	875	N/A	875	700	USD	No	875	700
ECBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	1625	N/A	1625	1300	USD	Yes	1625	1300
ECBOT	LIB	7-Year Eris Swap Futures	LIB	7500	N/A	7500	3000	USD	No	7500	3000
ECBOT	LIC	3-Year Eris Swap Futures	LIC	937.50	N/A	937.50	750	USD	No	937.50	750
ECBOT	LID	4-Year Eris Swap Futures	LID	2250	N/A	2250	900	USD	No	2250	900
ECBOT	LII	12-Year Eris Swap Futures	LII	13125	N/A	13125	5250	USD	No	13125	5250
ECBOT	LIL	15-Year Eris Swap Futures	LIL	15750	N/A	15750	6300	USD	No	15750	6300
ECBOT	LIO	20-Year Eris Swap Futures	LIO	7875	N/A	7875	6300	USD	No	7875	6300
ECBOT	LIT	2-Year Eris Swap Futures	LIT	750	N/A	750	600	USD	No	750	600
ECBOT	LIW	5-Year Eris Swap Futures	LIW	1125	N/A	1125	900	USD	No	1125	900
ECBOT	LIY	10-Year Eris Swap Futures	LIY	8625	N/A	8625	3450	USD	No	8625	3450
ECBOT	N1U	10-Year Deliverable Interest Rate Swap Futures	N1U	1687.50	N/A	1687.50	1350	USD	No	1687.50	1350
ECBOT	DJUSRE	Dow Jones US Real Estate Index	RX	1250	N/A	1250	1000	USD	No	1250	1000
ECBOT	T1U	2-Year Deliverable Interest Rate Swap Futures	T1U	500	N/A	500	400	USD	No	500	400
ECBOT	TN	Ultra 10-Year US Treasury Note	TN	968.75	775	1937.50	1550	USD	No	1937.50	1550
ECBOT	UB	Ultra Treasury Bond	UB	2281.25	1825	4562.50	3650	USD	Yes	4562.50	3650
ECBOT	YC	Mini Sized Corn Futures	XC	200	N/A	200	160	USD	No	200	160
ECBOT	YK	Mini Sized Soybean Futures	XK	512.50	N/A	512.50	410	USD	No	512.50	410
ECBOT	YW	Mini Sized Wheat Futures	XW	262.50	N/A	262.50	210	USD	No	262.50	210
ECBOT	YM	Mini Sized Dow Jones Industrial Average $5	YM	4131.00	3304.80	8262.00	6609.60	USD	Yes	8262.00	6609.60
ECBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	687.50	550	1375	1100	USD	No	1375	1100
ECBOT	ZB	30 Year US Treasury Bond	ZB	1593.75	1275	3187.50	2550	USD	Yes	3187.50	2550
ECBOT	ZC	Corn Futures	ZC	1000	N/A	1000	800	USD	Yes	1000	800
ECBOT	ZF	5 Year US Treasury Note	ZF	425	340	850	680	USD	Yes	850	680
ECBOT	ZL	Soybean Oil Futures	ZL	675	N/A	675	540	USD	Yes	675	540
ECBOT	ZM	Soybean Meal Futures	ZM	1812.50	N/A	1812.50	1450	USD	Yes	1812.50	1450
ECBOT	ZN	10 Year US Treasury Note	ZN	656.25	525	1312.50	1050	USD	Yes	1312.50	1050
ECBOT	ZO	Oat Futures	ZO	1141.875	N/A	1141.875	913.50	USD	Yes	1141.875	913.50
ECBOT	ZQ	30 Day Fed Funds	ZQ	100	80	200	160	USD	Yes²	200	160
ECBOT	ZR	Rough Rice Futures	ZR	1562.50	N/A	1562.50	1250	USD	Yes	1562.50	1250
ECBOT	ZS	Soybean Futures	ZS	2562.50	N/A	2562.50	2050	USD	Yes	2562.50	2050
ECBOT	ZT	2 Year US Treasury Note	ZT	343.75	275	687.50	550	USD	Yes	687.50	550
ECBOT	ZW	Wheat Futures	ZW	1562.50	N/A	1562.50	1250	USD	Yes	1562.50	1250

Euronext NL (FTA)

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

Exchange FTA	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
FTA	AGN	AEGON NV	AE6	81.5195	N/A	81.5195	65.2156	EUR	No	81.5194	65.2155
FTA	AD	KONINKLIJKE AHOLD DELHAIZE N	AH6	419.503	N/A	419.503	335.602	EUR	No	419.503	335.602
FTA	AKZA	AKZO NOBEL	AK6	1321.79	N/A	1321.79	1057.43	EUR	No	1321.79	1057.43
FTA	ASML	ASML HOLDING NV	AS6	2713.32	N/A	2713.32	2170.65	EUR	No	2713.32	2170.65
FTA	LI	KLEPIERRE	CI6	539.401	N/A	539.401	431.521	EUR	No	539.401	431.521
FTA	DSM	KONINKLIJKE DSM NV	DS6	1412.90	N/A	1412.90	1130.32	EUR	No	1412.90	1130.32
FTA	FED	Euro in US Dollars Index	FED	1890	N/A	1890	1512	USD	No	1890	1512
FTA	AMX	AMX INDEX	FMX	6250	N/A	6250	5000	EUR	No	6250	5000
FTA	EOE	AMS EOE Index	FTI	3750	3000	7500	6000	EUR	Yes	7500	6000
FTA	FUR	FUGRO NV-CVA	FU6	183.025	N/A	183.025	146.42	EUR	No	183.025	146.42
FTA	HEIA	HEINEKEN NV	HE6	1517.52	N/A	1517.52	1214.02	EUR	No	1517.52	1214.02
FTA	INGA	ING GROEP NV	IN6	193.525	N/A	193.525	154.82	EUR	No	193.525	154.82
FTA	KPN	KONINKLIJKE KPN NV	KP6	55.0175	N/A	55.0175	44.014	EUR	No	55.0175	44.014
FTA	EOE	AMS EOE Index	MFA	375	300	750	600	EUR	No	750	600
FTA	MT	ARCELORMITTAL	MT6	366.313	N/A	366.313	293.05	EUR	No	366.313	293.05
FTA	PHIA	KONINKLIJKE PHILIPS NV	PH6	617.396	N/A	617.396	493.917	EUR	No	617.396	493.917
FTA	PNL	POSTNL NV	PN6	55.0175	N/A	55.0175	44.014	EUR	No	55.0175	44.014
FTA	RAND	RANDSTAD N.V.	RA6	757.636	N/A	757.636	606.109	EUR	No	757.636	606.109
FTA	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD6	488.404	N/A	488.404	390.723	EUR	No	488.404	390.724
FTA	REN	RELX PLC	RE6	428.421	N/A	428.421	342.737	EUR	No	428.421	342.737
FTA	SBMO	SBM OFFSHORE NV	SB6	236.89	N/A	236.89	189.512	EUR	No	236.89	189.512
FTA	URW	UNIBAIL-RODAMCO-WESTFIELD	UB6	2739.94	N/A	2739.94	2191.95	EUR	No	2739.94	2191.95
FTA	UNA	UNILEVER NV-CVA	UN6	1182.19	N/A	1182.19	945.756	EUR	No	1182.19	945.756
FTA	WKL	WOLTERS KLUWER	WK6	995.182	N/A	995.182	796.146	EUR	No	995.182	796.146

CME (GLOBEX)

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

Exchange GLOBEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
GLOBEX	AUD	Australian dollar	6A	2658.50	N/A	2658.50	2126.80	USD	Yes	2658.50	2126.80
GLOBEX	GBP	British pound	6B	7393.52	N/A	7393.52	5914.81	USD	Yes	7393.52	5914.81
GLOBEX	CAD	Canadian dollar	6C	2602.12	N/A	2602.12	2081.70	USD	Yes	2602.12	2081.70
GLOBEX	EUR	European Monetary Union Euro	6E	6982.50	N/A	6982.50	5586	USD	Yes	6982.50	5586
GLOBEX	JPY	Japanese yen	6J	3968.75	N/A	3968.75	3175	USD	Yes	3968.75	3175
GLOBEX	BRE	Brazilian Real in US Dollars	6L	1750	N/A	1750	1400	USD	Yes²	1750	1400
GLOBEX	MXP	Mexican Peso	6M	2040	N/A	2040	1200	USD	Yes	2040	1200
GLOBEX	NZD	New Zealand dollar	6N	3018.75	N/A	3018.75	2415	USD	Yes²	3018.75	2415
GLOBEX	RUR	Russian Ruble in US Dollars	6R	2826.25	N/A	2826.25	2261	USD	Yes²	2826.25	2261
GLOBEX	CHF	Swiss franc	6S	6016.09	N/A	6016.09	4812.875	USD	Yes	6016.09	4812.875
GLOBEX	ZAR	South African Rand	6Z	2375	N/A	2375	1900	USD	No	2375	1900
GLOBEX	ACD	Australian dollar	ACD	6500	N/A	6500	5200	CAD	No	6500	5200
GLOBEX	AJY	Australian dollar	AJY	1000000	N/A	1000000	800000	JPY	No	1000000	800000
GLOBEX	BQX	CME E-Mini NASDAQ Biotechnology	BIO	23125	N/A	23125	18500	USD	No	23125	18500
GLOBEX	BOS	Boston Housing Index	BOS	3125	N/A	3125	2500	USD	No	3125	2500
GLOBEX	CB	CME Cash-Settled Butter Futures	CB	875	N/A	875	700	USD	No	875	700
GLOBEX	CHI	Chicago Housing Index	CHI	3750	N/A	3750	1500	USD	No	3750	1500
GLOBEX	CLP	Chilean peso	CHP	9295	N/A	9295	7436	USD	No	9295	7436
GLOBEX	CJY	Canadian dollar	CJY	900000	N/A	900000	720000	JPY	No	900000	720000
GLOBEX	CNH	United States dollar	CNH	102910	N/A	102910	82328	CNH	No	102910	82328
GLOBEX	CSC	Cheese	CSC	562.50	N/A	562.50	450	USD	No	562.50	450
GLOBEX	CUS	Housing Index Composite	CUS	5000	N/A	5000	2000	USD	No	5000	2000
GLOBEX	CZK	Czech koruna	CZK	13851.25	N/A	13851.25	11081	USD	Yes²	13851.25	11081
GLOBEX	DA	MILK CLASS III INDEX	DC	1062.50	N/A	1062.50	850	USD	Yes	1062.50	850
GLOBEX	DEN	Denver Housing Index	DEN	1875	N/A	1875	1500	USD	No	1875	1500
GLOBEX	DY	CME DRY WHEY INDEX	DY	843.75	N/A	843.75	675	USD	No	843.75	675
GLOBEX	E7	European Monetary Union Euro	E7	3491.25	N/A	3491.25	2793	USD	No	3491.25	2793
GLOBEX	EAD	European Monetary Union Euro	EAD	8246	N/A	8246	6200	AUD	No	8246	6200
GLOBEX	ECD	European Monetary Union Euro	ECD	9036.25	N/A	9036.25	7229	CAD	No	9036.25	7229
GLOBEX	ECK	Czech koruna	ECK	12993.75	N/A	12993.75	10395	EUR	No	12993.75	10395
GLOBEX	EHF	Hungarian forint	EHF	4721.25	N/A	4721.25	3777	EUR	Yes²	4721.25	3777
GLOBEX	EMD	E-mini S&P Midcap 400 Futures	EMD	11412.50	N/A	11412.50	9130	USD	Yes²	11412.50	9130
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	ENY	164250	N/A	164250	131400	JPY	No	164250	131400
GLOBEX	EPZ	Polish zloty	EPZ	5617.50	N/A	5617.50	4494	EUR	Yes²	5617.50	4494
GLOBEX	ES	E-mini S&P 500	ES	4221.375	3377.10	8442.75	6754.20	USD	Yes	8442.75	6754.20
GLOBEX	GSCI	S&P-GSCI Index	GD	6250	N/A	6250	5000	USD	No	6250	5000
GLOBEX	GDK	Class IV Milk - 200k lbs	GDK	937.50	N/A	937.50	750	USD	No	937.50	750
GLOBEX	GE	GLOBEX Euro-Dollar	GE	209.375	167.50	418.75	335	USD	Yes	418.75	335
GLOBEX	GF	Feeder Cattle	GF	3500	N/A	3500	2800	USD	Yes	3500	2800
GLOBEX	EM	1 Month LIBOR (Int. Rate)	GLB	437.50	N/A	437.50	350	USD	No	437.50	350
GLOBEX	NF	NON FAT DRY MILK INDEX	GNF	2750	N/A	2750	2200	USD	No	2750	2200
GLOBEX	HE	Lean Hogs	HE	2210	N/A	2210	1768	USD	Yes	2210	1768
GLOBEX	HUF	Hungarian forint	HUF	8000	N/A	8000	6400	USD	Yes²	8000	6400
GLOBEX	IBAA	Bovespa Index - USD	IBV	38012.50	N/A	38012.50	30410	USD	No	38012.50	30410
GLOBEX	ILS	Israeli Shekel in US Dollar	ILS	25942.50	N/A	25942.50	20754	USD	Yes²	25942.50	20754
GLOBEX	J7	Japanese yen	J7	1984.375	N/A	1984.375	1587.50	USD	No	1984.375	1587.50
GLOBEX	KRW	Korean Won	KRW	23593.75	N/A	23593.75	18875	USD	Yes²	15312.50	12250
GLOBEX	LAV	Las Vegas Housing Index	LAV	7500	N/A	7500	3000	USD	No	7500	3000
GLOBEX	LAX	Los Angeles Housing Index	LAX	2500	N/A	2500	2000	USD	No	2500	2000
GLOBEX	LB	Random Length Lumber	LBS	3688.52	N/A	3688.52	2950.82	USD	Yes	3688.52	2950.82
GLOBEX	LE	Live Cattle	LE	1875	N/A	1875	1500	USD	Yes	1875	1500
GLOBEX	M6A	Australian dollar	M6A	265.85	N/A	265.85	212.68	USD	No	265.85	212.68
GLOBEX	M6B	British pound	M6B	739.352	N/A	739.352	591.481	USD	No	739.352	591.481
GLOBEX	M6E	European Monetary Union Euro	M6E	698.25	N/A	698.25	558.60	USD	No	698.25	558.60
GLOBEX	MCD	Canadian dollar	MCD	260.212	N/A	260.212	208.17	USD	No	260.212	208.17
GLOBEX	MIA	Miami Housing Index	MIA	3750	N/A	3750	3000	USD	No	3750	3000
GLOBEX	MIR	Indian Rupee	MIR	1765	N/A	1765	1412	USD	No	1765	1412
GLOBEX	MJY	Japanese yen	MJY	396.875	N/A	396.875	317.50	USD	No	396.875	317.50
GLOBEX	MNH	United States dollar	MNH	10291	N/A	10291	8232.80	CNH	No	10291	8232.80
GLOBEX	MSF	Swiss franc	MSF	601.609	N/A	601.609	481.288	USD	No	601.609	481.288
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	NIY	821250	N/A	821250	657000	JPY	No	821250	657000
GLOBEX	NKD	Dollar Denominated Nikkei 225 Index	NKD	4107.50	3286	8215	6572	USD	No	8215	6572
GLOBEX	NOK	Norwegian krone	NOK	13250	N/A	13250	10600	USD	No	13250	10600
GLOBEX	NQ	E-mini NASDAQ 100 Futures	NQ	4625.12	3700.10	9250.24	7400.19	USD	Yes	9250.24	7400.19
GLOBEX	NYM	New York Housing Index	NYM	4000	N/A	4000	1600	USD	No	4000	1600
GLOBEX	PJY	British pound	PJY	1756172.50	N/A	1756172.50	1404938	JPY	No	1756172.50	1404938
GLOBEX	PLN	Polish zloty	PLN	8000	N/A	8000	6400	USD	Yes²	8000	6400
GLOBEX	PSF	British pound	PSF	14337.50	N/A	14337.50	11470	CHF	No	14337.50	11470
GLOBEX	RF	European Monetary Union Euro	RF	7812	N/A	7812	6200	CHF	No	7812	6200
GLOBEX	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	21862.50	N/A	21862.50	17490	USD	Yes²	21862.50	17490
GLOBEX	RME	CME Chinese Renminbi in Euro Cross Rate	RME	21038.75	N/A	21038.75	16831	EUR	Yes²	21038.75	16831
GLOBEX	RP	European Monetary Union Euro	RP	9070	N/A	9070	7256	GBP	No	9070	7256
GLOBEX	RS1	E-mini Russell 1000 Index Futures	RS1	8250	N/A	8250	6600	USD	No	8250	6600
GLOBEX	RSG	E-mini Russell 1000 Growth Index Futures	RSG	8000	N/A	8000	6400	USD	No	8000	6400
GLOBEX	RSV	E-Mini Russell 1000 Value Index Futures	RSV	6000	N/A	6000	4800	USD	No	6000	4800
GLOBEX	RTY	E-Mini Russell 2000 Index	RTY	2218.75	1775	4437.50	3550	USD	Yes	4437.50	3550
GLOBEX	RY	European Monetary Union Euro	RY	739718.75	N/A	739718.75	591775	JPY	Yes²	739718.75	591775
GLOBEX	SDG	San Diego Housing Index	SDG	3750	N/A	3750	3000	USD	No	3750	3000
GLOBEX	SEK	Swedish krona	SEK	14500	N/A	14500	11600	USD	No	14500	11600
GLOBEX	SFR	San Francisco Housing Index	SFR	7500	N/A	7500	3000	USD	No	7500	3000
GLOBEX	SGX	S&P 500 / Citigroup Growth Index	SG	46875	N/A	46875	37500	USD	No	46875	37500
GLOBEX	SIR	Indian Rupee	SIR	8825	N/A	8825	7060	USD	No	8825	7060
GLOBEX	SJY	Swiss franc	SJY	1968281.25	N/A	1968281.25	1574625	JPY	No	1968281.25	1574625
GLOBEX	SMC	E-Mini S&P SmallCap 600 Futures	SMC	11250	N/A	11250	9000	USD	No	11250	9000
GLOBEX	SONIA	Sterling Overnight Index Average	SON	725	N/A	725	580	GBP	No	725	580
GLOBEX	SPX	S&P 500 Stock Index	SP	21106.875	16885.50	42213.75	33771	USD	Yes	42213.75	33771
GLOBEX	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	462.50	N/A	462.50	370	USD	No	462.50	370
GLOBEX	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	525	N/A	525	420	USD	No	525	420
GLOBEX	SVX	S&P 500 / Citigroup Value Index	SU	31250	N/A	31250	25000	USD	No	31250	25000
GLOBEX	WDC	Washington DC Housing Index	WDC	2500	N/A	2500	2000	USD	No	2500	2000
GLOBEX	IXB	Materials Select Sector Index	XAB	6375	N/A	6375	5100	USD	No	6375	5100
GLOBEX	IXE	Energy Select Sector Index	XAE	4375	N/A	4375	3500	USD	No	4375	3500
GLOBEX	IXM	Financial Select Sector Index	XAF	4976.25	N/A	4976.25	3981	USD	No	4976.25	3981
GLOBEX	IXI	Industrial Select Sector Index	XAI	8125	N/A	8125	6500	USD	No	8125	6500
GLOBEX	IXT	Technology Select Sector Index -	XAK	5000	N/A	5000	4000	USD	No	5000	4000
GLOBEX	IXR	Consumer Staples Select Sector Index	XAP	3466.25	N/A	3466.25	2773	USD	No	3466.25	2773
GLOBEX	IXU	Utilities Select Sector Index	XAU	3531.25	N/A	3531.25	2825	USD	No	3531.25	2825
GLOBEX	IXV	Health Care Select Sector Index	XAV	5837.50	N/A	5837.50	4670	USD	No	5837.50	4670
GLOBEX	IXY	Consumer Discretionary Select Sector Index	XAY	6676.25	N/A	6676.25	5341	USD	No	6676.25	5341

Hong Kong Futures Exchange (HKFE)

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

Exchange	Underlying	Product description	Trading Class	Intraday Initial¹^,5	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	2823	ISHARES FTSE A50 CHINA INDEX	A50	7476.07	5980.86	14952.15	11961.72	HKD	No	14952.14	11961.71
HKFE	2018	AAC TECHNOLOGIES HOLDINGS IN	AAC	13244.22	N/A	13244.22	10595.37	HKD	No	12206.65	9765.32
HKFE	1288	AGRICULTURAL BANK OF CHINA-H	ABC	8579.68	N/A	8579.68	6863.74	HKD	No	8579.68	6863.74
HKFE	914	ANHUI CONCH CEMENT CO LTD-H	ACC	5046.50	N/A	5046.50	4037.20	HKD	No	5046.50	4037.20
HKFE	1299	AIA GROUP LTD	AIA	16021.23	N/A	16021.23	12816.99	HKD	No	16021.23	12816.98
HKFE	2600	ALUMINUM CORP OF CHINA LTD-H	ALC	1355.74	N/A	1355.74	1084.59	HKD	No	1355.74	1084.59
HKFE	1060	ALIBABA PICTURES GROUP LTD	ALI	16634.06	N/A	16634.06	13307.25	HKD	No	16634.06	13307.25
HKFE	3188	CHINAAMC CSI 300 IDX ETF-HKD	AMC	18385.02	N/A	18385.02	14708.01	HKD	No	18385.02	14708.01
HKFE	2357	AVICHINA INDUSTRY & TECH-H	AVI	12631.875	N/A	12631.875	10105.50	HKD	No	12631.89	10105.51
HKFE	874	GUANGZHOU BAIYUNSHAN PHARM-H	BAI	60060	N/A	60060	60032.71	HKD	No	75040.89	60032.71
HKFE	3988	BANK OF CHINA LTD - H	BCL	827.95	N/A	827.95	662.36	HKD	No	827.951	662.361
HKFE	3328	BANK OF COMMUNICATIONS CO-H	BCM	1453.29	N/A	1453.29	1162.63	HKD	No	1453.29	1162.63
HKFE	23	BANK OF EAST ASIA LTD	BEA	1270.69	N/A	1270.69	1016.55	HKD	No	1270.69	1016.55
HKFE	2388	BOC HONG KONG HOLDINGS LTD	BOC	3739.54	N/A	3739.54	2991.63	HKD	No	3739.54	2991.63
HKFE	IBOV	Brazil Bovespa Stock Index	BOV	99351.00	N/A	99351.00	79480.80	HKD	No	99351.00	79480.80
HKFE	939	CHINA CONSTRUCTION BANK-H	CCB	1610.88	N/A	1610.88	1288.70	HKD	No	1610.88	1288.70
HKFE	1800	CHINA COMMUNICATIONS CONST-H	CCC	1896.03	N/A	1896.03	1516.83	HKD	No	1896.03	1516.83
HKFE	1898	CHINA COAL ENERGY CO - H	CCD	8004.36	N/A	8004.36	6403.49	HKD	No	8004.35	6403.48
HKFE	1898	CHINA COAL ENERGY CO - H	CCE	800.436	N/A	800.436	640.349	HKD	No	800.435	640.348
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDA	2513.87	N/A	2513.87	2011.09	HKD	No	2513.87	2011.09
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDB	25138.69	N/A	25138.69	20110.95	HKD	No	25138.69	20110.95
HKFE	1816	CGN POWER CO LTD-H	CGA	23762.94	N/A	23762.94	19010.35	HKD	No	23762.94	19010.35
HKFE	1816	CGN POWER CO LTD-H	CGN	4752.59	N/A	4752.59	3802.07	HKD	No	4752.59	3802.07
HKFE	CES120	CES China 120 Index	CHH	45236.25	N/A	45236.25	36189	HKD	No	45236.25	36189
HKFE	2883	CHINA OILFIELD SERVICES-H	CHO	18460.05	N/A	18460.05	14768.04	HKD	No	18460.06	14768.05
HKFE	941	CHINA MOBILE LTD	CHT	9373.86	N/A	9373.86	7499.09	HKD	No	9373.86	7499.09
HKFE	762	CHINA UNICOM HONG KONG LTD	CHU	4347.37	N/A	4347.37	3477.89	HKD	No	4347.37	3477.89
HKFE	267	CITIC LTD	CIT	3236.76	N/A	3236.76	2589.41	HKD	No	3236.76	2589.41
HKFE	1	CK HUTCHISON HOLDINGS LTD	CKH	9905.40	N/A	9905.40	7924.32	HKD	No	9905.40	7924.32
HKFE	2628	CHINA LIFE INSURANCE CO-H	CLI	4142.26	N/A	4142.26	3313.80	HKD	No	4142.26	3313.81
HKFE	2	CLP HOLDINGS LTD	CLP	11018.50	N/A	11018.50	8814.80	HKD	No	11018.50	8814.80
HKFE	3968	CHINA MERCHANTS BANK - H	CMB	3995.93	N/A	3995.93	3196.74	HKD	No	3995.93	3196.74
HKFE	883	CNOOC LTD	CNC	3201.74	N/A	3201.74	2561.40	HKD	No	3201.74	2561.40
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COD	12856.30	N/A	12856.30	10285.04	HKD	No	12856.30	10285.04
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COG	12006.54	N/A	12006.54	9605.24	HKD	No	12006.54	9605.24
HKFE	688	CHINA OVERSEAS LAND & INVEST	COL	13607.41	N/A	13607.41	10885.93	HKD	No	13607.41	10885.93
HKFE	293	CATHAY PACIFIC AIRWAYS	CPA	2736.49	N/A	2736.49	2189.19	HKD	No	2736.49	2189.19
HKFE	386	CHINA PETROLEUM & CHEMICAL-H	CPC	3241.77	N/A	3241.77	2593.41	HKD	No	3241.77	2593.41
HKFE	2601	CHINA PACIFIC INSURANCE GR-H	CPI	6603.60	N/A	6603.60	5282.88	HKD	No	6603.60	5282.88
HKFE	1766	CRRC CORP LTD - H	CRR	19535.65	N/A	19535.65	15628.52	HKD	No	19535.64	15628.51
HKFE	2822	CSOP FTSE CHINA A50 ETF-HKD	CSA	15083.22	N/A	15083.22	12066.58	HKD	No	15083.22	12066.58
HKFE	1088	CHINA SHENHUA ENERGY CO - H	CSC	45474.78	N/A	45474.78	36379.82	HKD	No	45474.79	36379.83
HKFE	1088	CHINA SHENHUA ENERGY CO - H	CSE	2273.74	N/A	2273.74	1818.99	HKD	No	2273.74	1818.99
HKFE	998	CHINA CITIC BANK CORP LTD-H	CTB	23963.05	N/A	23963.05	19170.44	HKD	No	23963.08	19170.46
HKFE	728	CHINA TELECOM CORP LTD-H	CTC	1961.07	N/A	1961.07	1568.85	HKD	No	1961.07	1568.86
HKFE	6030	CITIC SECURITIES CO LTD-H	CTS	3646.99	N/A	3646.99	2917.59	HKD	No	3646.99	2917.59
HKFE	1668	CHINA SOUTH CITY HOLDINGS	CTY	2926.60	N/A	2926.60	2341.28	HKD	No	2926.59	2341.27
HKFE	CNH	United States dollar	CUS	102992.50	N/A	102992.50	82394	CNH	Yes	102992.50	82394
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	11400	N/A	11400	4560	HKD	No	11400	4560
HKFE	HSIDPI	HSI Dividend Point Index	DHS	12750	N/A	12750	10200	HKD	No	12750	10200
HKFE	861	DIGITAL CHINA HOLDINGS LTD	DIG	4827.63	N/A	4827.63	3862.10	HKD	No	4827.63	3862.10
HKFE	3333	CHINA EVERGRANDE GROUP	EVA	124567.87	N/A	124567.87	99654.30	HKD	No	124567.87	99654.30
HKFE	3333	CHINA EVERGRANDE GROUP	EVG	12456.79	N/A	12456.79	9965.43	HKD	No	12456.79	9965.43
HKFE	656	FOSUN INTERNATIONAL LTD	FOS	30966.875	N/A	30966.875	24773.50	HKD	No	30966.875	24773.50
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAA	19785.78	N/A	19785.78	15828.62	HKD	No	19785.78	15828.62
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAB	11076.59	N/A	11076.59	8861.27	HKD	No	11076.59	8861.27
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAC	7914.31	N/A	7914.31	6331.45	HKD	No	7914.31	6331.45
HKFE	175	GEELY AUTOMOBILE HOLDINGS LT	GAH	18109.86	N/A	18109.86	14487.89	HKD	No	18109.87	14487.89
HKFE	GDR	CNH Gold Futures	GDR	28249.20	N/A	28249.20	22599.36	CNH	No	28249.20	22599.36
HKFE	GDU	USD Gold Futures	GDU	3910.20	N/A	3910.20	3128.16	USD	No	3910.20	3128.16
HKFE	27	GALAXY ENTERTAINMENT GROUP L	GLX	12794.47	N/A	12794.47	10235.58	HKD	No	12794.47	10235.58
HKFE	493	GOME RETAIL HOLDINGS LTD	GOM	8504.63	N/A	8504.63	6803.70	HKD	No	8504.63	6803.70
HKFE	2333	GREAT WALL MOTOR COMPANY-H	GWM	11856.46	N/A	11856.46	9485.17	HKD	No	11856.46	9485.17
HKFE	6837	HAITONG SECURITIES CO LTD-H	HAI	20486.15	N/A	20486.15	16388.92	HKD	No	20486.16	16388.93
HKFE	6	POWER ASSETS HOLDINGS LTD	HEB	7429.04	N/A	7429.04	5943.23	HKD	No	7429.04	5943.23
HKFE	6	POWER ASSETS HOLDINGS LTD	HEH	6791.20	N/A	6791.20	5432.96	HKD	No	6791.20	5432.96
HKFE	388	HONG KONG EXCHANGES & CLEAR	HEX	5808.16	N/A	5808.16	4646.53	HKD	No	5808.16	4646.53
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	40282.50	32226	80565	64452	HKD	Yes	80565	64452
HKFE	3	HONG KONG & CHINA GAS	HKA	4418.39	N/A	4418.39	3534.71	HKD	No	4418.39	3534.71
HKFE	5	HSBC HOLDINGS PLC	HKB	6413.49	N/A	6413.49	5130.80	HKD	No	6413.49	5130.80
HKFE	3	HONG KONG & CHINA GAS	HKG	4017.19	N/A	4017.19	3213.75	HKD	No	4017.19	3213.75
HKFE	12	HENDERSON LAND DEVELOPMENT	HLA	10965.32	N/A	10965.32	8772.26	HKD	No	10965.32	8772.26
HKFE	12	HENDERSON LAND DEVELOPMENT	HLD	9967.93	N/A	9967.93	7974.34	HKD	No	9967.93	7974.35
HKFE	902	HUANENG POWER INTL INC-H	HNP	2426.32	N/A	2426.32	1941.06	HKD	No	2426.32	1941.06
HKFE	11	HANG SENG BANK LTD	HSB	4457.43	N/A	4457.43	3565.94	HKD	No	4457.43	3565.94
HKFE	HSI	Hang Seng Stock Index	HSI	66912.50	53530	133825	107060	HKD	Yes	133825	107060
HKFE	6886	HUATAI SECURITIES CO LTD-H	HTS	33118.05	N/A	33118.05	26494.44	HKD	No	33118.04	26494.43
HKFE	1398	IND & COMM BK OF CHINA - H	ICB	1375.75	N/A	1375.75	1100.60	HKD	No	1375.75	1100.60
HKFE	3888	KINGSOFT CORP LTD	KSA	15408.39	N/A	15408.39	12326.71	HKD	No	15408.39	12326.71
HKFE	3888	KINGSOFT CORP LTD	KSO	3081.68	N/A	3081.68	2465.34	HKD	No	3081.68	2465.34
HKFE	494	LI & FUNG LTD	LIA	761.355	N/A	761.355	609.084	HKD	No	761.355	609.084
HKFE	494	LI & FUNG LTD	LIF	675.368	N/A	675.368	540.294	HKD	No	675.368	540.294
HKFE	823	LINK REIT	LNK	19723.24	N/A	19723.24	15778.60	HKD	No	19723.25	15778.60
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	8056.50	6445.20	16113	12890.40	HKD	Yes	16113	12890.40
HKFE	INDEXCF	MICEX Index	MCX	84667.80	N/A	84667.80	67734.24	HKD	No	84667.80	67734.24
HKFE	3690	MEITUAN DIANPING-CLASS B	MET	7341.60	N/A	7341.60	5873.28	HKD	No	7341.60	5873.28
HKFE	MHI	Mini Hang Seng Index	MHI	13382.50	10706	26765	21412	HKD	Yes	26765	21412
HKFE	1810	XIAOMI CORP-CLASS B	MIU	3386.85	N/A	3386.85	2709.48	HKD	No	3386.85	2709.48
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSA	16693.83	N/A	16693.83	13355.07	HKD	No	16693.82	13355.05
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSB	13907.59	N/A	13907.59	11126.07	HKD	No	13907.57	11126.06
HKFE	66	MTR CORP.	MTR	5134.05	N/A	5134.05	4107.24	HKD	No	5134.05	4107.24
HKFE	1336	NEW CHINA LIFE INSURANCE C-H	NCL	8342.05	N/A	8342.05	6673.64	HKD	No	8342.05	6673.64
HKFE	17	NEW WORLD DEVELOPMENT	NWD	2691.47	N/A	2691.47	2153.17	HKD	No	2691.47	2153.17
HKFE	2318	PING AN INSURANCE GROUP CO-H	PAI	9261.30	N/A	9261.30	7409.04	HKD	No	9261.30	7409.04
HKFE	857	PETROCHINA CO LTD-H	PEC	2686.46	N/A	2686.46	2149.17	HKD	No	2686.47	2149.17
HKFE	2328	PICC PROPERTY & CASUALTY -H	PIA	5950.74	N/A	5950.74	4760.60	HKD	No	5950.74	4760.60
HKFE	2328	PICC PROPERTY & CASUALTY -H	PIC	3967.16	N/A	3967.16	3173.73	HKD	No	3967.16	3173.73
HKFE	119	POLY PROPERTY GROUP CO LTD	POL	6503.54	N/A	6503.54	5202.83	HKD	No	6503.55	5202.84
HKFE	TOP40	FTSE/JSE Africa Top40 Index	SAF	101864.70	N/A	101864.70	81491.76	HKD	No	101864.70	81491.76
HKFE	1928	SANDS CHINA LTD	SAN	3531.92	N/A	3531.92	2825.54	HKD	No	3531.92	2825.54
HKFE	16	SUN HUNG KAI PROPERTIES	SHK	28390.47	N/A	28390.47	22712.375	HKD	No	28390.47	22712.375
HKFE	2382	SUNNY OPTICAL TECH	SNO	20189.00	N/A	20189.00	16151.20	HKD	No	17709.65	14167.72
HKFE	1055	CHINA SOUTHERN AIRLINES CO-H	SOA	13407.30	N/A	13407.30	10725.84	HKD	No	13407.31	10725.85
HKFE	410	SOHO CHINA LTD	SOH	7479.07	N/A	7479.07	5983.26	HKD	No	7479.07	5983.26
HKFE	1918	SUNAC CHINA HOLDINGS LTD	SUA	68287.20	N/A	68287.20	54629.76	HKD	No	68287.21	54629.77
HKFE	1918	SUNAC CHINA HOLDINGS LTD	SUN	13657.44	N/A	13657.44	10925.95	HKD	No	13657.44	10925.95
HKFE	19	SWIRE PACIFIC LTD - CL A	SWA	10449.44	N/A	10449.44	8359.55	HKD	No	10449.44	8359.55
HKFE	700	TENCENT HOLDINGS LTD	TCH	7724.21	N/A	7724.21	6179.37	HKD	No	7724.21	6179.37
HKFE	2800	TRACKER FUND OF HONG KONG	TRF	2634	N/A	2634	2634	HKD	No	87115	69692
HKFE	788	CHINA TOWER CORP LTD-H	TWR	3401.85	N/A	3401.85	2721.48	HKD	No	3401.86	2721.49
HKFE	VHSI	Hang Seng Volatility Index	VHS	71093.75	N/A	71093.75	56875	HKD	No	119350	95480
HKFE	4	WHARF HOLDINGS LTD	WHL	5052.75	N/A	5052.75	4042.20	HKD	No	5052.75	4042.20
HKFE	1171	YANZHOU COAL MINING CO-H	YZA	20375.60	N/A	20375.60	16300.48	HKD	No	20375.60	16300.48
HKFE	1171	YANZHOU COAL MINING CO-H	YZC	3441.875	N/A	3441.875	2753.50	HKD	No	3441.875	2753.50
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJA	7429.05	N/A	7429.05	5943.24	HKD	No	7429.05	5943.24
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJM	1485.81	N/A	1485.81	1188.65	HKD	No	1485.81	1188.65

Intercontinental Exchange (ICEEU)

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

Exchange ICEEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEU	AD	KONINKLIJKE AHOLD DELHAIZE N	AHL	419.503	N/A	419.503	335.602	EUR	No	419.503	335.602
ICEEU	AKZA	AKZO NOBEL	AKZ	1321.79	N/A	1321.79	1057.43	EUR	No	1321.79	1057.43
ICEEU	ASML	ASML HOLDING NV	ASL	2713.32	N/A	2713.32	2170.65	EUR	No	2713.32	2170.65
ICEEU	ENI	ENI SPA	ENI	2673.98	N/A	2673.98	2139.19	EUR	No	2673.98	2139.19
ICEEU	ENEL	ENEL SPA	ENL	941.199	N/A	941.199	752.959	EUR	No	941.20	752.96
ICEEU	SG	Short Gilt	G	987.50	N/A	987.50	790	GBP	No	987.50	790
ICEEU	G	ASSICURAZIONI GENERALI	GEN	2702.67	N/A	2702.67	2162.13	EUR	No	2702.67	2162.13
ICEEU	H	Medium Gilt	H	1350	N/A	1350	1080	GBP	No	1350	1080
ICEEU	HEIA	HEINEKEN NV	HEI	1517.52	N/A	1517.52	1214.02	EUR	No	1517.52	1214.02
ICEEU	I	3 Month EURIBOR Interest Rate	I	101.5625	81.25	203.125	162.50	EUR	Yes	203.125	162.50
ICEEU	INGA	ING GROEP NV	ING	192.624	N/A	192.624	154.10	EUR	No	192.624	154.10
ICEEU	KPN	KONINKLIJKE KPN NV	KPN	55.0175	N/A	55.0175	44.014	EUR	No	55.0175	44.014
ICEEU	L	3 Month Sterling Interest Rate FUT	L	121.875	97.50	243.75	195	GBP	Yes	243.75	195
ICEEU	MB	MEDIOBANCA SPA	MB	1416.30	N/A	1416.30	1133.04	EUR	No	1416.30	1133.04
ICEEU	MS	MEDIASET SPA	MSI	478.099	N/A	478.099	382.479	EUR	No	478.10	382.48
ICEEU	O	5 Year Euro Swapnote	O	875	N/A	875	700	EUR	No	875	700
ICEEU	P	10 Year Euro Swapnote	P	1950	N/A	1950	1560	EUR	No	1950	1560
ICEEU	PHIA	KONINKLIJKE PHILIPS NV	PHI	617.396	N/A	617.396	493.917	EUR	No	617.396	493.917
ICEEU	R	Long Gilt	R	1237.50	990	2475	1980	GBP	No	2475	1980
ICEEU	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD	488.404	N/A	488.404	390.723	EUR	No	488.404	390.724
ICEEU	REN	RELX PLC	REN	428.421	N/A	428.421	342.737	EUR	No	428.421	342.737
ICEEU	S	Three Month Euro Swiss Franc Interest Rate	S	296.875	N/A	296.875	237.50	CHF	No	296.875	237.50
ICEEU	STM	STMICROELECTRONICS NV	STM	2295.81	N/A	2295.81	1836.65	EUR	No	2295.81	1836.65
ICEEU	TIT	TELECOM ITALIA SPA	TI	105.97	N/A	105.97	84.776	EUR	No	105.969	84.775
ICEEU	TWS	2 Year Euro Swapnote	TWS	258.75	N/A	258.75	207	EUR	No	258.75	207
ICEEU	UCG	UNICREDIT SPA	UC	2050.39	N/A	2050.39	1640.31	EUR	No	2050.39	1640.31
ICEEU	UNA	UNILEVER NV-CVA	UNA	1182.19	N/A	1182.19	945.756	EUR	No	1182.19	945.756
ICEEU	USO	Five Year $ Swapnote	USO	2750	N/A	2750	2200	USD	No	2750	2200
ICEEU	USP	Ten Year $ Swapnote	USP	6875	N/A	6875	5500	USD	No	6875	5500
ICEEU	USW	Two Year Dollar Swapnote	USW	3560	N/A	3560	2848	USD	No	3560	2848
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	1545	N/A	1545	618	GBP	No	1545	618
ICEEU	Y	FTSE 250 Index	Y2	3010	N/A	3010	2408	GBP	No	3010	2408
ICEEU	Z	FTSE 100 Index	Z	2687.50	2150	5375	4300	GBP	Yes	5375	4300

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	1375	N/A	1375	1100	GBP	No	1375	1100
ICEEUSOFT	D	Robusta Coffee	RC	1075	N/A	1075	860	USD	No	1075	860
ICEEUSOFT	T	Wheat	T	886.25	N/A	886.25	709	GBP	No	886.25	709
ICEEUSOFT	W	White Sugar	W	1451.25	N/A	1451.25	1161	USD	No	1451.25	1161

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	IAU	Million Australian Dollar in US Dollar	IAU	33850	N/A	33850	27080	USD	No	33850	27080
ICEUS	IEJ	Million Euro in Japanese Yen	IEJ	5462100	N/A	5462100	4046000	JPY	No	5462100	4046000
ICEUS	IEO	Million Euro in US Dollar	IEO	38375	N/A	38375	30700	USD	No	38375	30700
ICEUS	IGB	Million Euro in British Pound	IGB	72555	N/A	72555	58044	GBP	No	72555	58044
ICEUS	IMP	Million British Pound in US Dollar	IMP	117530	N/A	117530	94024	USD	No	117530	94024
ICEUS	ISN	Million US Dollar in Japanese Yen	ISN	4482500	N/A	4482500	3586000	JPY	No	4482500	3586000
ICEUS	AUD	Australian dollar	KAU	3385	N/A	3385	2708	USD	No	3385	2708
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	682762.50	N/A	682762.50	505750	JPY	No	682762.50	505750
ICEUS	EO	European Monetary Union Euro	KEO	4796.875	N/A	4796.875	3837.50	USD	No	4796.875	3837.50
ICEUS	ECD	European Monetary Union Euro	KEP	3264.06	N/A	3264.06	2611.25	CAD	No	3264.06	2611.25
ICEUS	GB	Euro in British Pound	KGB	9070	N/A	9070	7256	GBP	No	9070	7256
ICEUS	EAD	European Monetary Union Euro	KRA	7925	N/A	7925	6340	AUD	No	7925	6340
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	4634.375	N/A	4634.375	3707.50	CHF	No	4634.375	3707.50
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	1458750	N/A	1458750	1167000	JPY	No	1458750	1167000
ICEUS	MP	British pound	MP	7346.25	N/A	7346.25	5877	USD	No	7346.25	5877
ICEUS	SS	British Pound in Swiss Franc	SS	7571.875	N/A	7571.875	6057.50	CHF	No	7571.875	6057.50
ICEUS	SY	British Pound in Japanese Yen	SY	1746403.22	N/A	1746403.22	1397122.57	JPY	No	1746403.22	1397122.57

Borsa Italiana (IDEM)

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

Exchange IDEM	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IDEM	A2A	A2A SPA	A2A	1505.06	N/A	1505.06	1204.04	EUR	No	1505.06	1204.04
IDEM	ACE	ACEA SPA	ACE	1162.42	N/A	1162.42	929.937	EUR	No	1162.42	929.937
IDEM	AGL	AUTOGRILL SPA	AGL	711.514	N/A	711.514	569.211	EUR	No	711.514	569.211
IDEM	ATL	ATLANTIA SPA	ATL	3023.48	N/A	3023.48	2418.79	EUR	No	3023.48	2418.79
IDEM	BMED	BANCA MEDIOLANUM SPA	BMED	490.748	N/A	490.748	392.599	EUR	No	490.748	392.598
IDEM	BZU	BUZZI UNICEM SPA	BZU	283.199	N/A	283.199	226.56	EUR	No	283.199	226.56
IDEM	CPR	DAVIDE CAMPARI-MILANO SPA	CPR	1441.78	N/A	1441.78	1153.42	EUR	No	1441.78	1153.42
IDEM	ENEL	ENEL SPA	ENEL	470.593	N/A	470.593	376.474	EUR	No	470.593	376.474
IDEM	ENI	ENI SPA	ENI	1336.97	N/A	1336.97	1069.58	EUR	No	1336.97	1069.58
IDEM	ERG	ERG SPA	ERG	1554.27	N/A	1554.27	1243.42	EUR	No	1554.27	1243.42
IDEM	ERG	ERG SPA	ERG.1	1588.46	N/A	1588.46	1270.77	EUR	No	1588.46	1270.77
IDEM	EXO	EXOR NV	EXO	943.811	N/A	943.811	755.049	EUR	No	943.811	755.049
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	1016.25	N/A	1016.25	813	EUR	No	1016.25	813
IDEM	FTMIB	FTSE MIB Index	FTMIB	5948.44	4758.75	11896.875	9517.50	EUR	Yes	11896.875	9517.50
IDEM	G	ASSICURAZIONI GENERALI	G	270.263	N/A	270.263	216.21	EUR	No	270.263	216.21
IDEM	GEO	GEOX SPA	GEO	152.552	N/A	152.552	122.042	EUR	No	152.552	122.042
IDEM	ISP	INTESA SANPAOLO	ISP	380.974	N/A	380.974	304.779	EUR	No	380.974	304.779
IDEM	LDO	LEONARDO SPA	LDO	766.823	N/A	766.823	613.459	EUR	No	766.822	613.458
IDEM	MB	MEDIOBANCA SPA	MB	708.139	N/A	708.139	566.512	EUR	No	708.139	566.512
IDEM	FTMIB	FTSE MIB Index	MINI	1189.69	951.75	2379.375	1903.50	EUR	No	2379.375	1903.50
IDEM	MS	MEDIASET SPA	MS	804.844	N/A	804.844	643.875	EUR	No	804.844	643.875
IDEM	PRY	PRYSMIAN SPA	PRY	314.322	N/A	314.322	251.458	EUR	No	314.322	251.458
IDEM	SPM	SAIPEM SPA	SPM	833.438	N/A	833.438	666.75	EUR	No	833.438	666.75
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	955.435	N/A	955.435	764.348	EUR	No	955.435	764.348
IDEM	SRS	SARAS SPA	SRS	328.50	N/A	328.50	262.80	EUR	No	328.50	262.80
IDEM	STM	STMICROELECTRONICS NV	STM	1147.89	N/A	1147.89	918.312	EUR	No	1147.89	918.313
IDEM	TEN	TENARIS SA	TEN	958.998	N/A	958.998	767.198	EUR	No	958.998	767.198
IDEM	TIT	TELECOM ITALIA SPA	TIT	105.969	N/A	105.969	84.775	EUR	No	105.968	84.774
IDEM	TITR	TELECOM ITALIA-RSP	TITR	91.0813	N/A	91.0813	72.865	EUR	No	91.0813	72.865
IDEM	TOD	TOD'S SPA	TOD	895.163	N/A	895.163	716.13	EUR	No	895.163	716.13
IDEM	TRN	TERNA SPA	TRN	956.56	N/A	956.56	765.248	EUR	No	956.56	765.248
IDEM	UBI	UBI BANCA SPA	UBI	251.149	N/A	251.149	200.919	EUR	No	251.149	200.919
IDEM	UCG	UNICREDIT SPA	UCG	1213.21	N/A	1213.21	970.57	EUR	No	1213.21	970.57
IDEM	UNI	UNIPOL GRUPPO SPA	UNI	363.289	N/A	363.289	290.632	EUR	No	363.289	290.632
IDEM	US	UNIPOLSAI ASSICURAZIONI SPA	US	592.05	N/A	592.05	473.64	EUR	No	592.05	473.64

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	13612.50	N/A	13612.50	10890	USD	No	13612.50	10890
IPE	COIL	ICE Brent Crude	COIL	5750	N/A	5750	4600	USD	Yes	5750	4600
IPE	ECF	ICE ECX EUA Futures	ECF	22670	N/A	22670	19670	EUR	No	24682.07	19670
IPE	GOIL	ICE Gasoil	GOIL	3965	N/A	3965	3172	USD	No	3965	3172
IPE	HOIL	ICE Heating Oil	HOIL	5435.325	N/A	5435.325	4348.26	USD	No	5435.325	4348.26
IPE	NCF	Newcastle Coal Futures	NCF	11625	N/A	11625	9300	USD	No	11625	9300
IPE	NGF	ICE UK Natural Gas	NGF	3095.74	N/A	3095.74	2476.59	GBP	No	3095.74	2476.59
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	5512.50	N/A	5512.50	4410	USD	No	5512.50	4410
IPE	UCX	CSX Coal Futures	UCX	13312.50	N/A	13312.50	10650	USD	No	13312.50	10650
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	2479.69	1983.75	4959.375	3967.50	USD	Yes	4959.375	3967.50

Korea Stock Exchange (KSE)

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

Exchange KSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
KSE	K200	KOSPI200 Index	01	4232870.625	3386296.50	8465741.25	6772593	KRW	Yes	8465740.72	6772592.575
KSE	K200M	Mini KOSPI200 Index	05	835651.58	668521.26	1671303.16	1337042.53	KRW	Yes	1671303.16	1337042.53
KSE	KOSDQ150	KOSDAQ 150 Index	06	1528051.50	N/A	1528051.50	1175913.76	KRW	No	1528051.50	1175913.76
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	120809.55	N/A	120809.55	96647.64	KRW	No	120809.55	96647.64
KSE	017670	SK TELECOM	112	845040.94	N/A	845040.94	676032.75	KRW	No	845040.94	676032.75
KSE	005490	POSCO	113	779315.48	N/A	779315.48	623452.38	KRW	No	779315.48	623452.38
KSE	030200	KTCORPORATION	114	93267.48	N/A	93267.48	74613.98	KRW	No	93267.48	74613.98
KSE	015760	KOREA ELECTRIC POWER CORP	115	101717.89	N/A	101717.89	81374.31	KRW	No	101717.89	81374.31
KSE	005380	HYUNDAI MOTOR CO	116	355230.16	N/A	355230.16	284184.125	KRW	No	355230.16	284184.125
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	122374.44	N/A	122374.44	97899.55	KRW	No	122374.44	97899.55
KSE	000270	KIA MOTORS CORPORATION	119	98588.11	N/A	98588.11	78870.48	KRW	No	98588.11	78870.48
KSE	066570	LG ELECTRONICS INC	124	210634.28	N/A	210634.28	168507.42	KRW	No	210634.28	168507.42
KSE	004020	HYUNDAI STEEL CO	132	141466.11	N/A	141466.11	113172.89	KRW	No	141466.11	113172.89
KSE	033780	KT & G CORPORATION	136	325497.25	N/A	325497.25	260397.80	KRW	No	325497.25	260397.80
KSE	086790	HANA FINANCIAL GROUP	140	112828.61	N/A	112828.61	90262.89	KRW	No	112828.61	90262.89
KSE	096770	SK INNOVATION CO LTD	141	560230.82	N/A	560230.82	448184.66	KRW	No	560230.82	448184.66
KSE	034220	LG DISPLAY CO LTD	145	54301.70	N/A	54301.70	43441.36	KRW	No	54301.70	43441.36
KSE	105560	KB FINANCIAL GROUP INC	146	144126.43	N/A	144126.43	115301.14	KRW	No	144126.43	115301.14
KSE	051910	LG CHEM LTD	147	1089163.87	N/A	1089163.87	871331.09	KRW	No	1089163.87	871331.09
KSE	042670	DOOSAN INFRACORE CO LTD	149	25257.33	N/A	25257.33	20205.87	KRW	No	25257.33	20205.87
KSE	000660	SK HYNIX INC	150	188412.83	N/A	188412.83	150730.27	KRW	No	188412.83	150730.27
KSE	006360	GS ENGINEERING & CONSTRUCT	151	147725.67	N/A	147725.67	118180.54	KRW	No	147725.67	118180.54
KSE	139480	E-MART INC	154	564925.51	N/A	564925.51	451940.41	KRW	No	564925.51	451940.41
KSE	035420	NAVER CORP	156	381833.30	N/A	381833.30	305466.64	KRW	No	381833.30	305466.64
KSE	3KTB	3-Year Korea Treasury Bond	165	1310280.02	N/A	1310280.02	1048224.02	KRW	No	1310280.02	1048224.02
KSE	FLKTB	10-Year Korea Treasury Bond	167	4963397.54	N/A	4963397.54	3970718.03	KRW	No	4963397.54	3970718.03
KSE	KWY	United States dollar	175	1410125	N/A	1410125	1128100	KRW	No	2820250	2256200

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	5310.625	N/A	5310.625	4248.50	USD	No	5310.625	4248.50
LMEOTC	CA	Grade A Copper - LME	CA	14213.44	N/A	14213.44	11370.75	USD	No	14213.44	11370.75
LMEOTC	NI	Nickel - LME	NI	9423.98	N/A	9423.98	7539.18	USD	No	9423.98	7539.18
LMEOTC	PB	Lead - LME	PB	5747.81	N/A	5747.81	4598.25	USD	No	5747.81	4598.25
LMEOTC	SNLME	Tin future	SN	9552.69	N/A	9552.69	7642.15	USD	No	9552.69	7642.15
LMEOTC	ZSLME	Special High Grade Zinc	ZS	6778.75	N/A	6778.75	5423	USD	No	6778.75	5423

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	562.50	N/A	562.50	450	EUR	Yes	562.50	450
MATIF	ECO	European Rapeseed Future	ECO	937.50	N/A	937.50	750	EUR	No	937.50	750
MATIF	EMA	Corn	EMA	625	N/A	625	500	EUR	No	625	500

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	89.3565	N/A	89.3565	71.4852	EUR	No	89.3564	71.4851
MEFFRV	ACS	ACS ACTIVIDADES CONS Y SERV	ACS	626.77	N/A	626.77	501.416	EUR	No	626.77	501.416
MEFFRV	ACX	ACERINOX SA	ACX	160.939	N/A	160.939	128.751	EUR	No	160.939	128.751
MEFFRV	ANA	ACCIONA SA	ANA	1519.02	N/A	1519.02	1215.22	EUR	No	1519.02	1215.22
MEFFRV	BBVA	BANCO BILBAO VIZCAYA ARGENTA	BBV	88.8126	N/A	88.8126	71.0501	EUR	No	88.8128	71.0502
MEFFRV	BKIA	BANKIA SA	BKI	55.0175	N/A	55.0175	44.014	EUR	No	55.0175	44.014
MEFFRV	BKT	BANKINTER SA	BKT	137.316	N/A	137.316	109.853	EUR	No	137.316	109.853
MEFFRV	BME	BOLSAS Y MERCADOS ESPANOLES	BME	486.342	N/A	486.342	389.074	EUR	No	486.342	389.074
MEFFRV	ELE	ENDESA SA	ELE	395.973	N/A	395.973	316.779	EUR	No	395.973	316.778
MEFFRV	ENG	ENAGAS SA	ENA	478.467	N/A	478.467	382.774	EUR	No	478.467	382.774
MEFFRV	FCC	FOMENTO DE CONSTRUC Y CONTRA	FCC	225.36	N/A	225.36	180.288	EUR	No	225.36	180.288
MEFFRV	FER	FERROVIAL SA	FER	335.134	N/A	335.134	268.107	EUR	No	335.134	268.107
MEFFRV	GAM	SIEMENS GAMESA RENEWABLE ENE	GAM	300.20	N/A	300.20	240.16	EUR	No	300.20	240.16
MEFFRV	GAS	NATURGY ENERGY GROUP SA	GAS	435.908	N/A	435.908	348.726	EUR	No	435.908	348.726
MEFFRV	GRF	GRIFOLS SA	GRF	1498.65	N/A	1498.65	1198.92	EUR	No	1498.65	1198.92
MEFFRV	IBE	IBERDROLA SA	IBE	131.391	N/A	131.391	105.113	EUR	No	131.391	105.113
MEFFRV	IBEX35	IBEX 35 Index	IBX	4687.50	3750	9375	7500	EUR	No	9375	7500
MEFFRV	IDR	INDRA SISTEMAS S.A.	IDR	161.52	N/A	161.52	129.216	EUR	No	161.52	129.216
MEFFRV	ITX	INDUSTRIA DE DISENO TEXTIL	ITX	477.901	N/A	477.901	382.321	EUR	No	477.901	382.321
MEFFRV	MAP	MAPFRE SA	MAP	55.0175	N/A	55.0175	44.014	EUR	No	55.0175	44.014
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	468.75	375	937.50	750	EUR	Yes	937.50	750
MEFFRV	MT	ARCELORMITTAL	MTS	366.313	N/A	366.313	293.05	EUR	No	366.313	293.05
MEFFRV	REE	RED ELECTRICA CORPORACION SA	REE	378.724	N/A	378.724	302.979	EUR	No	378.724	302.979
MEFFRV	REP	REPSOL SA	REP	279.918	N/A	279.918	223.935	EUR	No	279.918	223.935
MEFFRV	SAB2	BANCO DE SABADELL SA	SAB	55.0175	N/A	55.0175	44.014	EUR	No	55.0175	44.014
MEFFRV	SAN1	BANCO SANTANDER SA	SAN	77.8526	N/A	77.8526	62.2821	EUR	No	77.8525	62.282
MEFFRV	SCYR	SACYR SA	SVO	55.0175	N/A	55.0175	44.014	EUR	No	55.0175	44.014
MEFFRV	TEF	TELEFONICA SA	TEF	148.271	N/A	148.271	118.616	EUR	No	148.271	118.616
MEFFRV	TL5	MEDIASET ESPANA COMUNICACION	TL5	106.081	N/A	106.081	84.8645	EUR	No	106.081	84.8645

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	AMXL	AMERICA MOVIL SAB DE C-SER L	AXL	1269.69	N/A	1269.69	1015.75	MXN	No	1269.69	1015.75
MEXDER	CEMEXCPO	CEMEX SAB-CPO	CXC	944	N/A	944	944	MXN	No	1269.69	1015.75
MEXDER	DEUA	United States dollar	DA	17323.78	N/A	17323.78	13859.02	MXN	No	17323.78	13859.02
MEXDER	EURO	European Monetary Union Euro	EU	29205.80	N/A	29205.80	23364.64	MXN	No	29205.80	23364.64
MEXDER	FEMSAUBD	FOMENTO ECONOMICO MEXICA-UBD	FEM	3224.21	N/A	3224.21	2579.37	MXN	No	3224.21	2579.37
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	45760.24	N/A	45760.24	36608.19	MXN	Yes²	45760.24	36608.19
MEXDER	BONO10	10 Year Bond	M10	11527.90	N/A	11527.90	9222.32	MXN	No	11527.90	9222.32
MEXDER	BONO3	3 Year Bond	M3	5460.84	N/A	5460.84	4368.67	MXN	No	5460.84	4368.67
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	9156.32	N/A	9156.32	7325.05	MXN	No	9000	7200

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	4200	N/A	4200	3360	EUR	No	4200	3360
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	2375	N/A	2375	1900	EUR	No	2375	1900
MONEP	CAC40	CAC 40	FCE	2006.25	1605	4012.50	3210	EUR	Yes	4012.50	3210
MONEP	FEF	FTSEurofirst 80 NEW	FEF	7575	N/A	7575	6060	EUR	No	7575	6060
MONEP	FEO	FTSEurofirst 100 NEW	FEO	7075	N/A	7075	5660	EUR	No	7075	5660
MONEP	CAC40	CAC 40	MFC	200.625	160.50	401.25	321	EUR	No	401.25	321

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	ACC	ACC LIMITED	ACC	85242.4	68194	170485.2	136388	INR	No	424.675	339.74
NSE	ADANIENT	ADANI ENTERPRISES LTD	ADANIENT	90442.8	72354	180885.2	144708.4	INR	No	45.0588	36.0471
NSE	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ADANIPORTS	131160.25	104928.25	262320	209856.25	INR	No	104.553	83.6425
NSE	ADANIPOWE	ADANI POWER LIMITED	ADANIPOWER	271410	217128	542818	434254	INR	No	27.0909	21.6727
NSE	AJANTPHAR	AJANTA PHARMA LTD	AJANTPHARM	275462.5	275252	550925	550505	INR	No	1376.26	1101.01
NSE	ALBK	ALLAHABAD BANK	ALBK	72823.41	58258.75	145646.6	116517.5	INR	No	13.2031	10.5625
NSE	AMARAJABA	AMARA RAJA BATTERIES LTD	AMARAJABAT	73145.8	58516.5	146290.9	117033	INR	No	208.237	166.59
NSE	AMBUJACEM	AMBUJA CEMENTS LIMITED	AMBUJACEM	78058.5	62446.75	156117.25	124893.75	INR	No	62.2219	49.7775
NSE	APOLLOHOS	APOLLO HOSPITALS ENTERPRISE	APOLLOHOSP	88727.5	70982	177454.5	141963.5	INR	No	353.634	282.908
NSE	APOLLOTYR	APOLLO TYRES LIMITED	APOLLOTYRE	100326.6	80261.1	200653.2	160522.5	INR	No	66.6469	53.3175
NSE	ARVIND	ARVIND LTD	ARVIND	29159.6	23327.8	58319.2	46655.4	INR	No	29.1596	23.3277
NSE	ASHOKLEY	ASHOK LEYLAND LIMITED	ASHOKLEY	59231.2	47384.8	118462.4	94770	INR	No	29.5031	23.6025
NSE	ASIANPAIN	ASIAN PAINTS LTD	ASIANPAINT	114453	91562.4	228905.4	183124.2	INR	No	380.134	304.108
NSE	AUROPHARM	AUROBINDO PHARMA LTD	AUROPHARMA	364600	364600	729200	729200	INR	No	955.866	764.692
NSE	AXISBANK	AXIS BANK LTD	AXISBANK	105866.28	84693	211732.8	169386	INR	No	175.806	140.645
NSE	BAJAJ-AUT	BAJAJ AUTO LIMITED	BAJAJ-AUTO	100421	80336.75	200842.25	160673.75	INR	No	800.469	640.375
NSE	BAJAJFINS	BAJAJ FINSERV LTD	BAJAJFINSV	109808	87846.375	219616.25	175692.5	INR	No	1750.59	1400.47
NSE	BAJFINANC	BAJAJ FINANCE LTD	BAJFINANCE	88439.75	70751.75	176879.75	141503.75	INR	No	704.969	563.975
NSE	BALKRISIN	BALKRISHNA INDUSTRIES LTD	BALKRISIND	106551.2	85240.8	213102.4	170481.6	INR	No	265.416	212.332
NSE	BANKBAROD	BANK OF BARODA	BANKBARODA	63368.8	50695.2	126737.6	101390	INR	No	31.5719	25.2575
NSE	BANKINDIA	BANK OF INDIA	BANKINDIA	75140.4	60112.2	150281.4	120225	INR	No	24.9594	19.9675
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	43474.2	34779.4	86948.4	69558.8	INR	Yes	4319.91	3455.93
NSE	BATAINDIA	BATA INDIA LTD	BATAINDIA	85333.6	68266.55	170666.65	136533.65	INR	No	309.178	247.343
NSE	BEL	BHARAT ELECTRONICS LTD	BEL	58023.405	46418.625	116046.81	92837.25	INR	No	23.3563	18.685
NSE	BEML	BEML LIMITED	BEML	55768.5	44615	111537.5	89230	INR	No	222.275	177.82
NSE	BERGEPAIN	BERGER PAINTS INDIA LTD	BERGEPAINT	101090	80872	202180	161744	INR	No	91.575	73.26
NSE	BHARATFIN	BHARAT FINANCIAL INCLUSION L	BHARATFIN	72358	57886	144715.5	115772.5	INR	No	288.381	230.705
NSE	BHARATFOR	BHARAT FORGE LIMITED	BHARATFORG	87720	70176	175440	140352	INR	No	145.675	116.54
NSE	BHARTIART	BHARTI AIRTEL LIMITED	BHARTIARTL	77187.99	61750.29	154375.98	123500.75	INR	No	90.4844	72.3875
NSE	BHEL	BHARAT HEAVY ELECTRICALS	BHEL	71097.675	56878.125	142195.5	113756.25	INR	No	18.8969	15.1175
NSE	BIOCON	BIOCON LTD	BIOCON	291870	291870	583740	583740	INR	No	811.389	649.111
NSE	BOSCHLTD	BOSCH LIMITED	BOSCHLTD	83962.2	67169.7	167924.4	134339.4	INR	No	5577.28	4461.82
NSE	BPCL	BHARAT PETROLEUM CORP LTD	BPCL	88247.52	70597.98	176495.04	141195.96	INR	No	97.6903	78.1522
NSE	BRITANNIA	BRITANNIA INDUSTRIES LTD	BRITANNIA	89246.6	71397.2	178493.2	142794.6	INR	No	889.241	711.392
NSE	CADILAHC	CADILA HEALTHCARE LTD	CADILAHC	278360	277702.4	556720	555404.8	INR	No	433.91	347.128
NSE	CANBK	CANARA BANK	CANBK	75828.2	60662.4	151656.2	121325	INR	No	75.5531	60.4425
NSE	CANFINHOM	CAN FIN HOMES LTD	CANFINHOME	49546.875	39637.5	99093.75	79275	INR	No	78.9875	63.19
NSE	CAPF	CAPITAL FIRST LTD	CAPF	61144.96	48916	122289.6	97832	INR	No	152.313	121.85
NSE	CASTROLIN	CASTROL INDIA LTD	CASTROLIND	59434.48	47547.36	118868.68	95095	INR	No	42.2906	33.8325
NSE	CEATLTD	CEAT LIMITED	CEATLTD	65261.35	52209.15	130522.7	104417.95	INR	No	371.584	297.268
NSE	CENTURYTE	CENTURY TEXTILES & INDS LTD	CENTURYTEX	72432.25	57945.8	144865.05	115892.15	INR	No	262.441	209.952
NSE	CESC	CESC LIMITED	CESC	54705.255	43764.215	109410.4	87528.65	INR	No	198.216	158.573
NSE	CGPOWER	CG POWER AND INDUSTRIAL SOLU	CGPOWER	69945.6	55956.48	139891.2	111912.96	INR	No	11.6201	9.29608
NSE	CHENNPETR	CHENNAI PETROLEUM CORP LTD	CHENNPETRO	59376.6	47501.25	118753.2	95002.5	INR	No	78.8937	63.115
NSE	CHOLAFIN	CHOLAMANDALAM INVESTMENT AND	CHOLAFIN	87491.5	69993	174983	139986.25	INR	No	348.703	278.963
NSE	CIPLA	CIPLA LTD	CIPLA	179834	143867	359667	287734	INR	No	686.672	549.337
NSE	COALINDIA	COAL INDIA LTD	COALINDIA	77319.66	61855.64	154639.32	123711.5	INR	No	70.0406	56.0325
NSE	COLPAL	COLGATE PALMOLIVE (INDIA)	COLPAL	130482.1	104386.1	260964.2	208771.5	INR	No	371.469	297.175
NSE	CONCOR	CONTAINER CORP OF INDIA LTD	CONCOR	115750	92600	231500	185200	INR	No	184.525	147.62
NSE	CUMMINSIN	CUMMINS INDIA LTD	CUMMINSIND	80511.2	64408.75	161021.7	128817.5	INR	No	229.206	183.365
NSE	DABUR	DABUR INDIA LIMITED	DABUR	78912.125	63129.625	157823.75	126258.75	INR	No	125.809	100.647
NSE	DCBBANK	DCB BANK LTD	DCBBANK	103725	82980	207450	165960	INR	No	45.9375	36.75
NSE	DHFL	DEWAN HOUSING FINANCE CORP	DHFL	127060.35	101648.25	254121	203296.5	INR	No	169.189	135.351
NSE	DISHTV	DISH TV INDIA LTD	DISHTV	52424.96	41940	104849.6	83880	INR	No	13.0688	10.455
NSE	DIVISLAB	DIVI'S LABORATORIES LTD	DIVISLAB	299820	298876.4	599640	597752	INR	No	1867.98	1494.38
NSE	DLF	DLF LIMITED	DLF	63593.75	50875	127187.5	101750	INR	No	50.6875	40.55
NSE	DRREDDY	DR. REDDY'S LABORATORIES	DRREDDY	325350	325350	650700	650700	INR	No	3411.43	2729.15
NSE	EICHERMOT	EICHER MOTORS LTD	EICHERMOT	84305.5	67444.5	168611	134888.75	INR	No	6720.12	5376.09
NSE	ENGINERSI	ENGINEERS INDIA LTD	ENGINERSIN	57651.65	46121.25	115302.95	92242.5	INR	No	32.8188	26.255
NSE	EQUITAS	EQUITAS HOLDINGS LTD/INDIA	EQUITAS	114117.6	91294	228235.2	182588.4	INR	No	56.9463	45.5571
NSE	ESCORTS	ESCORTS LTD	ESCORTS	104053.18	83242.5	208106.8	166485	INR	No	188.513	150.81
NSE	EURINR	Euro in Indian Rupee	EURINR	5024.41	4019.53	10048.82	8039.06	INR	No	9877.76	7902.21
NSE	EXIDEIND	EXIDE INDUSTRIES LTD	EXIDEIND	73334.4	58667.6	146668.8	117335	INR	No	73.0594	58.4475
NSE	FEDERALBN	FEDERAL BANK LTD	FEDERALBNK	71379.55	57103.75	142759.65	114207.5	INR	No	25.8563	20.685
NSE	GAIL	GAIL INDIA LTD	GAIL	133275.0573	106619.9925	266549.8479	213239.985	INR	No	99.5813	79.665
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	5697.47	4557.97	11394.93	9115.95	INR	No	11247.28	8997.82
NSE	GLENMARK	GLENMARK PHARMACEUTICALS LTD	GLENMARK	334650	334650	669300	669300	INR	No	837.19	669.752
NSE	GMRINFRA	GMR INFRASTRUCTURE LTD	GMRINFRA	101038.95	80831.25	202077.9	161662.5	INR	No	4.46562	3.5725
NSE	GODFRYPHL	GODFREY PHILLIPS INDIA LTD	GODFRYPHLP	92211	73768.8	184421.3	147537.6	INR	No	262.509	210.008
NSE	GODREJCP	GODREJ CONSUMER PRODUCTS LTD	GODREJCP	70580.4	56464.5	141161.4	112929	INR	No	234.419	187.535
NSE	GODREJIND	GODREJ INDUSTRIES LTD	GODREJIND	115860.9	92688.75	231721.5	185377.5	INR	No	153.931	123.145
NSE	GRASIM	GRASIM INDUSTRIES LTD	GRASIM	90373.5	72299.025	180747.75	144597.75	INR	No	240.122	192.098
NSE	GSFC	GUJARAT STATE FERT & CHEMICA	GSFC	70488.45	56390.85	140976.45	112781.25	INR	No	31.2156	24.9725
NSE	HAVELLS	HAVELLS INDIA LTD	HAVELLS	101233	80986.3	202466	161973	INR	No	201.741	161.392
NSE	HCLTECH	HCL TECHNOLOGIES LTD	HCLTECH	95716.6	76573	191432.5	153146	INR	No	272.487	217.99
NSE	HDFC	HOUSING DEVELOPMENT FINANCE	HDFC	135504.5	108403.75	271009.5	216807.5	INR	No	540.069	432.055
NSE	HDFCBANK	HDFC BANK LTD	HDFCBANK	74529.25	59623.5	149058.5	119247	INR	No	594.084	475.268
NSE	HEROMOTOC	HERO MOTOCORP LIMITED	HEROMOTOCO	94251	75400.8	188501.8	150801.6	INR	No	939.109	751.287
NSE	HEXAWARE	HEXAWARE TECHNOLOGIES LTD	HEXAWARE	70038.3	56030.7	140076.6	112061.25	INR	No	93.0469	74.4375
NSE	HINDALCO	HINDALCO INDUSTRIES LIMITED	HINDALCO	109610.2	87688.3	219220.4	175376.25	INR	No	62.4094	49.9275
NSE	HINDPETRO	HINDUSTAN PETROLEUM CORP	HINDPETRO	69236.055	55388.8125	138472.11	110777.7825	INR	No	87.6813	70.1451
NSE	HINDUNILV	HINDUSTAN UNILEVER LTD	HINDUNILVR	158791.2	127032.6	317581.8	254065.2	INR	No	527.403	421.9225
NSE	HINDZINC	HINDUSTAN ZINC LTD	HINDZINC	122579.84	98064	245160	196128	INR	No	76.325	61.06
NSE	IBULHSGFI	INDIABULLS HOUSING FINANCE L	IBULHSGFIN	103708	82966.5	207416	165933	INR	No	414.02	331.216
NSE	ICICIBANK	ICICI BANK LTD	ICICIBANK	137646.025	110116.875	275291.5	220233.75	INR	No	99.7438	79.795
NSE	ICICIPRUL	ICICI PRUDENTIAL LIFE INSURA	ICICIPRULI	57498.61	45998.81	114997.22	91997.75	INR	No	88.1344	70.5075
NSE	IDBI	IDBI BANK LIMITED	IDBI	86890.6	69512.5	173781	139025	INR	No	17.3156	13.8525
NSE	IDEA	VODAFONE IDEA LTD	IDEA	42897.96	34318.41	85796.2	68636.75	INR	No	12.2191	9.77525
NSE	IDFC	IDFC LTD	IDFC	74476.908	59581.5	148954.08	119163	INR	No	11.2469	8.9975
NSE	IDFCBANK	IDFC BANK LTD	IDFCBANK	61239.09	48991.25	122478.4	97982.5	INR	No	11.0969	8.8775
NSE	IFCI	IFCI LIMITED	IFCI	48711	38968.75	97422	77937.5	INR	No	3.88438	3.1075
NSE	IGL	INDRAPRASTHA GAS LTD	IGL	99094.6	79275.625	198188.925	158551.25	INR	No	71.8187	57.455
NSE	INDIACEM	INDIA CEMENTS LIMITED	INDIACEM	46659.2	37327.5	93318.75	74655	INR	No	26.575	21.26
NSE	INDIANB	INDIAN BANK	INDIANB	68293.8	54635	136587.6	109270	INR	No	68.0438	54.435
NSE	INDIGO	INTERGLOBE AVIATION LTD	INDIGO	90663	72530.4	181325.4	145060.2	INR	No	301.122	240.898
NSE	INDUSINDB	INDUSIND BANK LIMITED	INDUSINDBK	68489.4	54791.7	136979.1	109583.4	INR	No	454.959	363.968
NSE	INFIBEAM	INFIBEAM AVENUES LTD	INFIBEAM	93300	92414.8	186600	184830	INR	No	57.7093	46.1675
NSE	INFRATEL	BHARTI INFRATEL LTD	INFRATEL	60971.52	48777.25	121943.21	97554.5	INR	No	71.4813	57.185
NSE	INFY	INFOSYS LTD	INFY	120495.6	96396	240990	192792	INR	No	200.10	160.08
NSE	IOC	INDIAN OIL CORPORATION LTD	IOC	67226.1	53781	134452.5	107562	INR	No	44.68	35.744
NSE	IRB	IRB INFRASTRUCTURE DEVELOPER	IRB	54191.5	43353.25	108382.75	86706.25	INR	No	43.2031	34.5625
NSE	ITC	ITC LTD	ITC	94128.72	75303.12	188257.44	150606	INR	No	78.1531	62.5225
NSE	JETAIRWAY	JET AIRWAYS INDIA LTD	JETAIRWAYS	66299.52	53039.64	132598.8	106079.28	INR	No	110.237	88.1894
NSE	JINDALSTE	JINDAL STEEL & POWER LTD	JINDALSTEL	57121.875	45697.5	114243.75	91395	INR	No	50.6125	40.49
NSE	JISLJALEQ	JAIN IRRIGATION SYSTEMS LTD	JISLJALEQS	92750.4	74200.5	185500.8	148401	INR	No	20.5488	16.439
NSE	JPASSOCIA	JAIPRAKASH ASSOCIATES LTD	JPASSOCIAT	37161.66	29729.26	74322.98	59458.52	INR	No	2.17347	1.73878
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	3922.04	3137.63	7844.07	6275.26	INR	No	7745.00	6196.00
NSE	JSWSTEEL	JSW STEEL LTD	JSWSTEEL	62571.15	50056.8	125142.15	100113.75	INR	No	83.1281	66.5025
NSE	JUBLFOOD	JUBILANT FOODWORKS LTD	JUBLFOOD	88667	70933.5	177334.5	141867.5	INR	No	353.394	282.715
NSE	JUSTDIAL	JUST DIAL LTD	JUSTDIAL	115224.76	92179.78	230449.8	184359	INR	No	164.107	131.285
NSE	KAJARIACE	KAJARIA CERAMICS LIMITED	KAJARIACER	68927.2	55141.7	137854	110283	INR	No	137.404	109.923
NSE	KOTAKBANK	KOTAK MAHINDRA BANK LTD	KOTAKBANK	142948.8	114359.2	285897.6	228717.6	INR	No	356.084	284.867
NSE	KPIT	KPIT TECHNOLOGIES LTD	KPIT	68923.8	55139.175	137847.6	110278.125	INR	No	61.0406	48.8325
NSE	KSCL	KAVERI SEED CO LTD	KSCL	423112.5	423112.5	846225	846225	INR	No	737.169	589.735
NSE	KTKBANK	KARNATAKA BANK LTD	KTKBANK	69525	55620	139050	111240	INR	No	30.7875	24.63
NSE	LTFH	L&T FINANCE HOLDINGS LTD	L&TFH	98153.55	78522.75	196306.65	157045.5	INR	No	43.4738	34.779
NSE	LICHSGFIN	LIC HOUSING FINANCE LTD	LICHSGFIN	72393.75	57915	144787.5	115830	INR	No	131.15	104.92
NSE	LT	LARSEN & TOUBRO LIMITED	LT	75315.75	60252.75	150631.5	120505.125	INR	No	400.234	320.188
NSE	LUPIN	LUPIN LTD	LUPIN	295627.5	295627.5	591255	591255	INR	No	1110.60	888.481
NSE	MM	MAHINDRA & MAHINDRA LIMITED	M&M	107697	86157.5	215394	172315	INR	No	214.619	171.695
NSE	MMFIN	MAHINDRA & MAHINDRA FIN SECS	M&MFIN	84386	67508.75	168772.5	135017.5	INR	No	134.555	107.644
NSE	MANAPPURA	MANAPPURAM FINANCE LTD	MANAPPURAM	75562.8	60450	151125	120900	INR	No	25.10	20.08
NSE	MARICO	MARICO LIMITED	MARICO	137629.44	110103.5	275259.4	220207	INR	No	105.494	84.395
NSE	MARUTI	MARUTI SUZUKI INDIA LTD	MARUTI	81745.5	65396.475	163491	130793.25	INR	No	2172.02	1737.61
NSE	MCDOWELL-	UNITED SPIRITS LTD	MCDOWELL-N	111484.375	89187.5	222968.75	178375	INR	No	177.725	142.18
NSE	MCX	MULTI COMMODITY EXCH INDIA	MCX	72113.3	57690.5	144225.9	115381	INR	No	205.30	164.24
NSE	MFSL	MAX FINANCIAL SERVICES LTD	MFSL	73676.28	58941	147352.8	117882	INR	No	122.344	97.875
NSE	MGL	MAHANAGAR GAS LTD	MGL	74428.8	59543.28	148858.2	119086.8	INR	No	247.209	197.767
NSE	MINDTREE	MINDTREE LIMITED	MINDTREE	74091.6	59273.22	148183.2	118546.2	INR	No	246.084	196.868
NSE	MOTHERSUM	MOTHERSON SUMI SYSTEMS LTD	MOTHERSUMI	56756.16	45405.12	113512.56	90810	INR	No	47.1219	37.6975
NSE	MRF	MRF LIMITED	MRF	94375.8	75500.7	188751.7	151001.4	INR	No	18807.14	15045.72
NSE	MRPL	MANGALORE REFINERY & PETRO	MRPL	48791.25	39033	97582.5	78066	INR	No	21.61	17.288
NSE	MUTHOOTFI	MUTHOOT FINANCE LTD	MUTHOOTFIN	100633.65	80506.8	201267	161013	INR	No	133.691	106.952
NSE	NATIONALU	NATIONAL ALUMINIUM CO LTD	NATIONALUM	73050	58440	146100	116880	INR	No	18.1875	14.55
NSE	NBCC	NBCC INDIA LTD	NBCC	45000	36000	90000	72000	INR	No	14.95	11.96
NSE	NCC	NCC LTD	NCC	93787.2	75030	187575.2	150060	INR	No	23.3594	18.6875
NSE	NESTLEIND	NESTLE INDIA LIMITED	NESTLEIND	78153	62522.5	156306.5	125045	INR	No	3114.87	2491.89
NSE	NHPC	NHPC LTD	NHPC	100912.5	80730	201825	161460	INR	No	7.45	5.96
NSE	NIFTY50	Nifty 50	NIFTY	65657.775	52526.175	131315.25	105052.5	INR	Yes	1739.80	1391.84
NSE	NIITTECH	NIIT TECHNOLOGIES LTD	NIITTECH	121520.25	97215.75	243039.75	194432.25	INR	No	322.891	258.312
NSE	NMDC	NMDC LIMITED	NMDC	80296.8	64237.8	160593.6	128475	INR	No	26.6781	21.3425
NSE	NTPC	NTPC LIMITED	NTPC	81637.6	65310	163274.8	130620	INR	No	40.6813	32.545
NSE	OFSS	ORACLE FINANCIAL SERVICES	OFSS	77540.85	62032.65	155082	124065.45	INR	No	1030.15	824.123
NSE	OIL	OIL INDIA LTD	OIL	85256.4372	68205.3537	170512.8744	136410.3675	INR	No	49.9781	39.9825
NSE	ONGC	OIL & NATURAL GAS CORP LTD	ONGC	78263.625	62610.75	156527.25	125221.875	INR	No	41.5906	33.2725
NSE	ORIENTBAN	ORIENTAL BANK OF COMMERCE	ORIENTBANK	76781.4	61425	153562.8	122850	INR	No	25.4938	20.395
NSE	PAGEIND	PAGE INDUSTRIES LTD	PAGEIND	85732.25	68585.75	171464.25	137171.5	INR	No	6833.87	5467.10
NSE	PCJEWELLE	PC JEWELLER LTD	PCJEWELLER	33025.95	26420.7	66051.9	52841.55	INR	No	43.9471	35.1577
NSE	PEL	PIRAMAL ENTERPRISES LTD	PEL	91874.138	73499.25	183747.974	146998.5	INR	No	606.25	485.00
NSE	PETRONET	PETRONET LNG LTD	PETRONET	92737.5	74190	185475	148380	INR	No	61.6125	49.29
NSE	PFC	POWER FINANCE CORPORATION	PFC	91556.4	73245	183112.8	146490	INR	No	30.4312	24.345
NSE	PIDILITIN	PIDILITE INDUSTRIES LTD	PIDILITIND	83057	66445.5	166114	132891.5	INR	No	331.041	264.833
NSE	PNB	PUNJAB NATIONAL BANK	PNB	56882.1	45505.625	113764.2	91011.25	INR	No	20.6094	16.4875
NSE	POWERGRID	POWER GRID CORP. OF INDIA LTD.	POWERGRID	105662.4	84530	211324.8	169060	INR	No	52.6438	42.115
NSE	PTC	PTC INDIA LTD	PTC	99275.2	79420	198549.6	158840	INR	No	24.7312	19.785
NSE	PVR	PVR LTD	PVR	88613.2	70890.4	177226.4	141780.8	INR	No	441.466	353.172
NSE	RAMCOCEM	RAMCO CEMENTS LTD/THE	RAMCOCEM	71621.28	57296.96	143242.4	114593.6	INR	No	178.403	142.723
NSE	RAYMOND	RAYMOND LIMITED	RAYMOND	96711.2	77369.04	193422.4	154738.4	INR	No	240.916	192.733
NSE	RBLBANK	RBL BANK LTD	RBLBANK	98664.36	78931.44	197329.2	157862.4	INR	No	163.841	131.072
NSE	RCOM	RELIANCE COMMUNICATIONS LTD	RCOM	86452.8	69162.24	172905.6	138324.48	INR	No	6.1627	4.93016
NSE	RECLTD	REC LTD	RECLTD	88809.6	71047.2	177618.6	142095	INR	No	29.5031	23.6025
NSE	RELCAPITA	RELIANCE CAPITAL LIMITED	RELCAPITAL	46800	37440	93600	74880	INR	No	62.175	49.74
NSE	RELIANCE	RELIANCE INDUSTRIES LIMITED	RELIANCE	79108	63286	158215.5	126572.5	INR	No	315.294	252.235
NSE	RELINFRA	RELIANCE INFRASTRUCTURE LTD	RELINFRA	54010.97	43208.75	108021.81	86417.5	INR	No	82.8063	66.245
NSE	REPCOHOME	REPCO HOME FINANCE LTD	REPCOHOME	44907.21	35925.75	89814.33	71851.5	INR	No	99.4313	79.545
NSE	RPOWER	RELIANCE POWER LIMITED	RPOWER	51918.75	41535	103837.5	83070	INR	No	7.9625	6.37
NSE	SAIL	STEEL AUTHORITY OF INDIA	SAIL	87543.72	70035	175087.2	140070	INR	No	14.5406	11.6325
NSE	SBIN	STATE BANK OF INDIA	SBIN	123454.8	98763.9	246909.3	197527.5	INR	No	82.0031	65.6025
NSE	SHREECEM	SHREE CEMENT LIMITED	SHREECEM	120183	96146.5	240366.5	192293	INR	No	4790.01	3832.01
NSE	SIEMENS	SIEMENS LTD	SIEMENS	68787.5	55030	137575	110060	INR	No	274.15	219.32
NSE	SOUTHBANK	SOUTH INDIAN BANK LTD	SOUTHBANK	72858.50004	58286.73375	145717.00008	116573.4675	INR	No	4.38438	3.5075
NSE	SREINFRA	SREI INFRASTRUCTURE FINANCE	SREINFRA	41248.76	32998.98	82497.8	65997.96	INR	No	11.7604	9.40828
NSE	SRF	SRF LIMITED	SRF	156303	125042.5	312606.25	250085	INR	No	622.963	498.37
NSE	SRTRANSFI	SHRIRAM TRANSPORT FINANCE	SRTRANSFIN	113947.8	91158	227895	182316	INR	No	378.6125	302.89
NSE	STAR	STRIDES PHARMA SCIENCE LTD	STAR	186140	186083.2	372280	372167.2	INR	No	581.511	465.209
NSE	SUNPHARMA	SUN PHARMACEUTICAL INDUS	SUNPHARMA	65824.66	52659.75	131649.1	105319.5	INR	No	119.256	95.405
NSE	SUNTV	SUN TV NETWORK LIMITED	SUNTV	81910.9	65528.7	163822	131057	INR	No	163.234	130.587
NSE	SUZLON	SUZLON ENERGY LIMITED	SUZLON	33960.915	27168.75	67921.65	54337.5	INR	No	1.50937	1.2075
NSE	SYNDIBANK	SYNDICATE BANK	SYNDIBANK	44156.25	35325	88312.5	70650	INR	No	9.775	7.82
NSE	TATACHEM	TATA CHEMICALS LIMITED	TATACHEM	73317.1875	58653.75	146634.375	117307.5	INR	No	194.813	155.85
NSE	TATACOMM	TATA COMMUNICATIONS LIMITED	TATACOMM	60647.52	48518	121295.2	97036	INR	No	151.081	120.865
NSE	TATAELXSI	TATA ELXSI LIMITED	TATAELXSI	59061.2	47249.2	118122.4	94498	INR	No	294.244	235.395
NSE	TATAGLOBA	TATA GLOBAL BEVERAGES LTD	TATAGLOBAL	67935.825	54348.75	135871.875	108697.5	INR	No	60.175	48.14
NSE	TATAMOTOR	TATA MOTORS LTD	TATAMOTORS	35636.7	28509.3	71273.4	57018.75	INR	No	47.3406	37.8725
NSE	TATAMTRDV	TATA MOTORS LTD-A-DVR	TATAMTRDVR	36570.52	29256.36	73141.32	58513	INR	No	26.0219	20.8175
NSE	TATAPOWER	TATA POWER CO LTD	TATAPOWER	101587.5	81270	203175	162540	INR	No	22.4875	17.99
NSE	TATASTEEL	TATA STEEL BSL LTD	TATASTEEL	77496.0766	61996.8825	154991.941	123993.765	INR	No	145.556	116.445
NSE	TCS	TATA CONSULTANCY SVCS LTD	TCS	70784.75	56627.75	141569.5	113255.5	INR	No	564.228	451.383
NSE	TECHM	TECH MAHINDRA LTD	TECHM	121573.2	97258.44	243146.4	194516.4	INR	No	201.897	161.517
NSE	TITAN	TITAN CO LTD	TITAN	99410.25	79528.5	198820.5	159056.25	INR	No	264.144	211.315
NSE	TORNTPHAR	TORRENT PHARMACEUTICALS LTD	TORNTPHARM	444650	444650	889300	889300	INR	No	2229.50	1783.60
NSE	TORNTPOWE	TORRENT POWER LTD	TORNTPOWER	108239.1	86591.4	216478.2	173182.5	INR	No	71.8969	57.5175
NSE	TV18BRDCS	TV18 BROADCAST LTD	TV18BRDCST	43575.76	34860.625	87151.35	69721.25	INR	No	10.2156	8.1725
NSE	TVSMOTOR	TVS MOTOR CO LTD	TVSMOTOR	81118.8	64895	162238	129790	INR	No	161.65	129.32
NSE	UBL	UNITED BREWERIES LTD	UBL	125238.4	100191	250477.5	200382	INR	No	356.537	285.23
NSE	UJJIVAN	UJJIVAN FINANCIAL SERVICES L	UJJIVAN	57997.44	46398.08	115995.04	92796	INR	No	72.2594	57.8075
NSE	ULTRACEMC	ULTRATECH CEMENT LTD	ULTRACEMCO	113939.6	91151.8	227880	182303.6	INR	No	1135.28	908.227
NSE	UNIONBANK	UNION BANK OF INDIA	UNIONBANK	66431.4	53145	132862.8	106290	INR	No	22.06875	17.655
NSE	UPL	UPL LTD	UPL	130603.2	104482.5	261206.4	208965	INR	No	216.897	173.518
NSE	USDINR	US Dollars in Indian Rupee	USDINR	4429.88	3543.90	8859.75	7087.80	INR	Yes	8790.53	7032.43
NSE	VEDL	VEDANTA LTD	VEDL	50184.05	40147.275	100367.925	80294.375	INR	No	57.1406	45.7125
NSE	VGUARD	V-GUARD INDUSTRIES LTD	VGUARD	92592.3	74073.6	185184.3	148147.5	INR	No	61.5031	49.2025
NSE	VOLTAS	VOLTAS LIMITED	VOLTAS	82103.1	65682.5	164206	131365	INR	No	163.606	130.885
NSE	WIPRO	WIPRO LTD	WIPRO	113733.84	90987.12	227467.44	181974	INR	No	94.4406	75.5525
NSE	WOCKPHARM	WOCKHARDT LIMITED	WOCKPHARMA	230872.5	230310.9	461745	460621.8	INR	No	639.752	511.802
NSE	YESBANK	YES BANK LTD	YESBANK	62371.925	49897.575	124743.675	99794.975	INR	No	71.0946	56.8757
NSE	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZEEL	90471.81	72377.5	180943.1	144755	INR	No	138.688	110.95

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	2375	N/A	2375	1900	USD	Yes	2375	1900
NYBOT	CT	Cotton No. 2	CT	3312.50	N/A	3312.50	2650	USD	Yes	3312.50	2650
NYBOT	DX	NYBOT US Dollar FX	DX	3680.625	N/A	3680.625	2944.50	USD	Yes	3680.63	2944.50
NYBOT	NYFANG	NYSE FANG+ Index	FNG	24312.50	N/A	24312.50	19450	USD	No	24312.50	19450
NYBOT	KC	Coffee "C"	KC	3375	N/A	3375	2700	USD	Yes	3375	2700
NYBOT	OJ	FC Orange Juice "A"	OJ	1008.75	N/A	1008.75	807	USD	Yes	1008.75	807
NYBOT	RS	Canola	RS	425	N/A	425	340	CAD	No	425	340
NYBOT	SB	Sugar No. 11	SB	1190	N/A	1190	952	USD	Yes	1190	952
NYBOT	SF	Sugar #16 112000 lbs	SF	616.00	N/A	616.00	492.80	USD	No	616.00	492.80

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	5727.50	N/A	5727.50	4582	USD	No	5727.50	4582
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	5727.50	N/A	5727.50	4582	USD	Yes²	5727.50	4582
NYMEX	CL	Light Sweet Crude Oil	CL	2885.625	2308.50	5771.25	4617	USD	Yes	5771.25	4617
NYMEX	GC	Gold	GC	2975	2380	4250	3400	USD	Yes	4250	3400
NYMEX	HG	NYMEX Copper Index	HG	2712.50	2170	3875	3100	USD	Yes	3875	3100
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	5102.21	4081.77	7288.875	5831.10	USD	No	7288.875	5831.10
NYMEX	HO	Heating Oil	HO	3937.50	3150	5625	4500	USD	Yes	5625	4500
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	5102.21	4081.77	7288.875	5831.10	USD	No	7288.875	5831.10
NYMEX	HRC	Hot-Rolled Coil Steel Index	HRC	625	N/A	625	500	USD	No	625	500
NYMEX	MGC	E-Micro Gold	MGC	297.50	238	425	340	USD	No	425	340
NYMEX	NG	Henry Hub Natural Gas	NG	5102.21	4081.77	7288.875	5831.10	USD	Yes	7288.875	5831.10
NYMEX	PA	NYMEX Palladium Index	PA	6353.125	N/A	6353.125	5082.50	USD	No	6353.125	5082.50
NYMEX	PL	NYMEX Platinum Index	PL	2125	N/A	2125	1700	USD	No	2125	1700
NYMEX	QC	COMEX MINY Copper	QC	1356.25	1085	1937.50	1550	USD	No	1937.50	1550
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	1275.55	1020.44	1822.22	1457.775	USD	No	1822.22	1457.775
NYMEX	QH	NYMEX MINY Heating Oil Index	QH	1968.75	1575	2812.50	2250	USD	No	2812.50	2250
NYMEX	QI	COMEX MINY Silver	QI	1701	1260	2430	1800	USD	No	2430	1800
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	1443.15	1154.52	2886.30	2309.04	USD	No	2886.30	2309.04
NYMEX	QO	COMEX MINY Gold	QO	1487.50	1190	2125	1700	USD	No	2125	1700
NYMEX	QU	NYMEX MINY Gasoline RBOB Index	QU	2032.625	1626.10	2903.75	2323	USD	No	2903.75	2323
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	4065.25	3252.20	5807.50	4646	USD	Yes	5807.50	4646
NYMEX	SI	NYMEX Silver Index	SI	3402	2520	4860	3600	USD	Yes	4860	3600
NYMEX	SI	NYMEX Silver Index	SIL	680.40	504	972	720	USD	No	972	720
NYMEX	TT	NYMEX Cotton index	TT	3750	N/A	3750	3000	USD	No	3750	3000
NYMEX	UX	NYMEX Uranium Index	UX	562.50	N/A	562.50	450	USD	No	562.50	450

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	MXEA	MSCI EAFE Index	MFS	5625	N/A	5625	4500	USD	No	5625	4500
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3250	N/A	3250	2600	USD	No	3250	2600
NYSELIFFE	MXUS	MSCI USA Index	MUN	14162.50	N/A	14162.50	11330	USD	No	14162.50	11330
NYSELIFFE	YG	Mini Sized NY Gold Futures	YG	1330.89	N/A	1330.89	1064.71	USD	Yes²	1330.89	1064.71
NYSELIFFE	YI	Mini Sized NY Silver Futures	YI	978.75	N/A	978.75	783	USD	Yes²	978.75	783
NYSELIFFE	ZG	Gold 100 Troy Oz	ZG	4139.62	N/A	4139.62	3311.70	USD	Yes²	4139.62	3311.70
NYSELIFFE	ZI	CBOT 5000 Oz Silver Futures	ZI	4893.75	N/A	4893.75	3915	USD	Yes²	4893.75	3915

Nasdaq OMX - Stockholm (OMS)

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

Exchange OMS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OMS	ABB	ABB LTD-REG	ABB	3381.64	N/A	3381.64	2705.31	SEK	No	3381.64	2705.31
OMS	ABB	ABB LTD-REG	ABB.FWD	3384.12	N/A	3384.12	2707.29	SEK	No	3384.12	2707.29
OMS	ALFA	ALFA LAVAL AB	ALFA.FWD	3697.22	N/A	3697.22	2957.77	SEK	No	3697.22	2957.77
OMS	ASSA.B	ASSA ABLOY AB-B	ASSAB.FWD	3104.76	N/A	3104.76	2483.81	SEK	No	3104.76	2483.81
OMS	ATCO.A	ATLAS COPCO AB-A SHS	ATCOA.FWD	5421.53	N/A	5421.53	4337.22	SEK	No	5421.52	4337.22
OMS	AZN	ASTRAZENECA PLC	AZN.FWD	16846.97	N/A	16846.97	13477.58	SEK	No	16846.97	13477.58
OMS	BOL	BOLIDEN AB	BOLI.FWD	3892.60	N/A	3892.60	3114.08	SEK	No	3892.60	3114.08
OMS	ELUX.B	ELECTROLUX, AB SER. B	ELUXB.FWD	3715.97	N/A	3715.97	2972.77	SEK	No	3715.97	2972.77
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB	1861.25	N/A	1861.25	1489	SEK	No	1861.25	1489
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB.FWD	1861.25	N/A	1861.25	1489	SEK	No	1861.25	1489
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB	4267.50	N/A	4267.50	3414	SEK	No	4267.50	3414
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB.FWD	4267.50	N/A	4267.50	3414	SEK	No	4267.50	3414
OMS	HUSQ.B	HUSQVARNA AB-B SHS	HUSQB.FWD	1331.15	N/A	1331.15	1064.92	SEK	No	1331.15	1064.92
OMS	INVE.B	INVESTOR AB-B SHS	INVEB	7311.94	N/A	7311.94	5849.55	SEK	No	7311.94	5849.56
OMS	INVE.B	INVESTOR AB-B SHS	INVEB.FWD	7311.94	N/A	7311.94	5849.55	SEK	No	7311.94	5849.56
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	LUPE.FWD	4652.32	N/A	4652.32	3721.86	SEK	No	4652.32	3721.86
OMS	NDA	NORDEA BANK ABP	NDASE	1465.20	N/A	1465.20	1172.16	SEK	No	1465.20	1172.16
OMS	NDA	NORDEA BANK ABP	NDASE.FWD	1465.20	N/A	1465.20	1172.16	SEK	No	1465.20	1172.16
OMS	NOKIASEK	NOKIA OYJ	NOKIA.FWD	1037.64	N/A	1037.64	830.115	SEK	No	1037.64	830.115
OMS	OMXS30	OMX Index (Sweden)	OMXS30	14787.50	N/A	14787.50	11830	SEK	Yes	14787.50	11830
OMS	SAND	SANDVIK AB	SAND	2422.49	N/A	2422.49	1937.99	SEK	No	2422.49	1937.99
OMS	SAND	SANDVIK AB	SAND.FWD	2425.13	N/A	2425.13	1940.10	SEK	No	2425.13	1940.10
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA	1664.50	N/A	1664.50	1331.60	SEK	No	1664.50	1331.60
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA.FWD	1664.50	N/A	1664.50	1331.60	SEK	No	1664.50	1331.60
OMS	SECU.B	SECURITAS AB-B SHS	SECUB	2731.67	N/A	2731.67	2185.33	SEK	No	2731.67	2185.33
OMS	SECU.B	SECURITAS AB-B SHS	SECUB.FWD	2731.67	N/A	2731.67	2185.33	SEK	No	2731.67	2185.33
OMS	SHB.A	SVENSKA HANDELSBANKEN-A SHS	SHBA.FWD	1963.99	N/A	1963.99	1571.19	SEK	No	1963.99	1571.19
OMS	SKA.B	SKANSKA AB-B SHS	SKAB	2695.92	N/A	2695.92	2156.74	SEK	No	2695.92	2156.74
OMS	SKA.B	SKANSKA AB-B SHS	SKAB.FWD	2698.86	N/A	2698.86	2159.09	SEK	No	2698.86	2159.09
OMS	SKF.B	SKF AB-B SHARES	SKFB	2502.93	N/A	2502.93	2002.35	SEK	No	2502.93	2002.35
OMS	SKF.B	SKF AB-B SHARES	SKFB.FWD	2499.58	N/A	2499.58	1999.67	SEK	No	2499.58	1999.67
OMS	SSAB.A	SSAB AB-A SHARES	SSABA.FWD	601.829	N/A	601.829	481.463	SEK	No	601.829	481.463
OMS	STER	STORA ENSO OYJ-R SHS	STER.FWD	2037.11	N/A	2037.11	1629.69	SEK	No	2037.11	1629.69
OMS	SWED.A	SWEDBANK AB - A SHARES	SWEDA	3845.33	N/A	3845.33	3076.27	SEK	No	3845.33	3076.27
OMS	SWED.A	SWEDBANK AB - A SHARES	SWEDA.FWD	3845.33	N/A	3845.33	3076.27	SEK	No	3845.33	3076.27
OMS	TEL2.B	TELE2 AB-B SHS	TEL2B.FWD	2074.53	N/A	2074.53	1659.62	SEK	No	2074.53	1659.62
OMS	TELIA	TELIA CO AB	TLSN	800.939	N/A	800.939	640.751	SEK	No	800.939	640.751
OMS	TELIA	TELIA CO AB	TLSN.FWD	800.939	N/A	800.939	640.751	SEK	No	800.939	640.751
OMS	TREL.B	TRELLEBORG AB-B SHS	TRELB.FWD	2713.86	N/A	2713.86	2171.08	SEK	No	2713.86	2171.08
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB	2215.14	N/A	2215.14	1772.12	SEK	No	2215.14	1772.12
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB.FWD	2215.14	N/A	2215.14	1772.12	SEK	No	2215.14	1772.12

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	DJIA	OSE Dow Jones Industrial Average	DJIA	193569.16	N/A	193569.16	154855.33	JPY	No	193569.16	154855.33
OSE.JPN	JGB	Japanese Government Bonds	JGBL	1901250.075	N/A	1901250.075	1521000.06	JPY	Yes	1901250.075	1521000.06
OSE.JPN	MJ	Mini 10 Year JGB	JGBLM	190025.01	N/A	190025.01	152020.00	JPY	No	190025.01	152020.00
OSE.JPN	JPNK400	JPX-Nikkei Index 400	JN400	108253.00	N/A	108253.00	86602.40	JPY	No	108253.00	86602.40
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTHE	126400.16	N/A	126400.16	101120.13	JPY	No	126400.16	101120.13
OSE.JPN	N225	Nikkei 225	NK225	818638.59	654910.87	1637277.19	1309821.75	JPY	Yes	1637277.19	1309821.75
OSE.JPN	N225M	Nikkei 225 Mini	NK225M	81863.86	65491.09	163727.72	130982.17	JPY	No	163727.72	130982.17
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NKVI	134687.50	N/A	134687.50	107750	JPY	No	264526.25	211621
OSE.JPN	TSEREIT	TSE REIT Index	REIT	78562.23	N/A	78562.23	62849.78	JPY	No	78562.23	62849.78
OSE.JPN	TOPX	TOPIX Index	TOPIX	614213.04	491370.44	1228426.09	982740.87	JPY	No	1228426.09	982740.87
OSE.JPN	MNTPX	Japan Mini Topix	TOPIXM	60367.13	48293.70	120734.26	96587.40	JPY	No	120734.26	96587.40
OSE.JPN	TPXC30	Topix Core30	TPX30	52959.05	N/A	52959.05	42367.24	JPY	No	52959.05	42367.24

QBALGO

Exchange QBALGO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGO	AUD	-	6A	2658.50	N/A	2658.50	2126.80	USD	No	2658.50	2126.80
QBALGO	GBP	-	6B	7393.52	N/A	7393.52	5914.81	USD	No	7393.52	5914.81
QBALGO	CAD	-	6C	2602.12	N/A	2602.12	2081.70	USD	No	2602.12	2081.70
QBALGO	EUR	-	6E	6982.50	N/A	6982.50	5586	USD	No	6982.50	5586
QBALGO	JPY	-	6J	3968.75	N/A	3968.75	3175	USD	No	3968.75	3175
QBALGO	MXP	-	6M	2040	N/A	2040	1200	USD	No	2040	1200
QBALGO	NZD	-	6N	3018.75	N/A	3018.75	2415	USD	No	3018.75	2415
QBALGO	B1U	-	B1U	4500	N/A	4500	3600	USD	No	4500	3600
QBALGO	CL	-	CL	2885.625	2308.50	5771.25	4617	USD	No	5771.25	4617
QBALGO	EMD	-	EMD	11412.50	N/A	11412.50	9130	USD	No	11412.50	9130
QBALGO	NIY	-	ENY	164250	N/A	164250	131400	JPY	No	164250	131400
QBALGO	ES	-	ES	4221.375	3377.10	8442.75	6754.20	USD	No	8442.75	6754.20
QBALGO	F1U	-	F1U	875	N/A	875	700	USD	No	875	700
QBALGO	GE	-	GE	209.375	167.50	418.75	335	USD	No	418.75	335
QBALGO	GF	-	GF	3500	N/A	3500	2800	USD	No	3500	2800
QBALGO	HE	-	HE	2210	N/A	2210	1768	USD	No	2210	1768
QBALGO	HO	-	HO	3937.50	3150	5625	4500	USD	No	5625	4500
QBALGO	KE	-	KE	1625	N/A	1625	1300	USD	No	1625	1300
QBALGO	LE	-	LE	1875	N/A	1875	1500	USD	No	1875	1500
QBALGO	N1U	-	N1U	1687.50	N/A	1687.50	1350	USD	No	1687.50	1350
QBALGO	NG	-	NG	5102.21	4081.77	7288.875	5831.10	USD	No	7288.875	5831.10
QBALGO	NIY	-	NIY	821250	N/A	821250	657000	JPY	No	821250	657000
QBALGO	NKD	-	NKD	4107.50	3286	8215	6572	USD	No	8215	6572
QBALGO	NQ	-	NQ	4625.12	3700.10	9250.24	7400.19	USD	No	9250.24	7400.19
QBALGO	PA	-	PA	6353.125	N/A	6353.125	5082.50	USD	No	6353.125	5082.50
QBALGO	PL	-	PL	2125	N/A	2125	1700	USD	No	2125	1700
QBALGO	QC	-	QC	1356.25	1085	1937.50	1550	USD	No	1937.50	1550
QBALGO	QI	-	QI	1701	1260	2430	1800	USD	No	2430	1800
QBALGO	QO	-	QO	1487.50	1190	2125	1700	USD	No	2125	1700
QBALGO	RB	-	RB	4065.25	3252.20	5807.50	4646	USD	No	5807.50	4646
QBALGO	RTY	-	RTY	2218.75	1775	4437.50	3550	USD	No	4437.50	3550
QBALGO	SJY	-	SJY	1968281.25	N/A	1968281.25	1574625	JPY	No	1968281.25	1574625
QBALGO	T1U	-	T1U	500	N/A	500	400	USD	No	500	400
QBALGO	TN	-	TN	968.75	775	1937.50	1550	USD	No	1937.50	1550
QBALGO	UB	-	UB	2281.25	1825	4562.50	3650	USD	No	4562.50	3650
QBALGO	YM	-	YM	4131.00	3304.80	8262.00	6609.60	USD	No	8262.00	6609.60
QBALGO	ZB	-	ZB	1593.75	1275	3187.50	2550	USD	No	3187.50	2550
QBALGO	ZC	-	ZC	1000	N/A	1000	800	USD	No	1000	800
QBALGO	ZF	-	ZF	425	340	850	680	USD	No	850	680
QBALGO	ZL	-	ZL	675	N/A	675	540	USD	No	675	540
QBALGO	ZM	-	ZM	1812.50	N/A	1812.50	1450	USD	No	1812.50	1450
QBALGO	ZN	-	ZN	656.25	525	1312.50	1050	USD	No	1312.50	1050
QBALGO	ZQ	-	ZQ	100	80	200	160	USD	No	200	160
QBALGO	ZS	-	ZS	2562.50	N/A	2562.50	2050	USD	No	2562.50	2050
QBALGO	ZT	-	ZT	343.75	275	687.50	550	USD	No	687.50	550
QBALGO	ZW	-	ZW	1562.50	N/A	1562.50	1250	USD	No	1562.50	1250

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	86464.81	N/A	86464.81	69171.85	JPY	No	86464.81	69171.85
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	866.638	N/A	866.638	693.3105	USD	No	866.638	693.3105
SGX	M3CNX	MSCI China Free Price USD Index	CH	5723.44	N/A	5723.44	4578.75	USD	No	5723.44	4578.75
SGX	XINA50	FTSE/Xinhua China A50	CN	1677.12	N/A	1677.12	1341.69	USD	No	1677.12	1341.69
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	10858.57	N/A	10858.57	8686.85	USD	No	10858.57	8686.85
SGX	SEY	Euroyen (TIBOR) Index	EY	52494.82	N/A	52494.82	41995.86	JPY	No	52494.82	41995.86
SGX	SCI	SGX TSI Iron Ore Futures	FEF	744.123	N/A	744.123	595.299	USD	No	744.123	595.299
SGX	MXID	MSCI Indonesia Index	ID	875	N/A	875	700	USD	No	875	700
SGX	NIFTY	CNX Nifty Index	IN	1349.80	N/A	1349.80	1079.84	USD	Yes	1349.80	1079.84
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3524.00	N/A	3524.00	2819.20	USD	No	3524.00	2819.20
SGX	SGB	SGX Mini JGB Index	JB	190200.005	N/A	190200.005	152160.00	JPY	No	190200.005	152160.00
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	331529.34	N/A	331529.34	265223.475	JPY	No	331529.34	265223.475
SGX	KU	SGX Korean Won in US Dollar Futures	KU	2782.22	N/A	2782.22	2225.775	USD	No	2782.22	2225.775
SGX	MXMY	MSCI Malaysia Index	MY	992.5875	N/A	992.5875	794.07	USD	No	992.5875	794.07
SGX	M1CNX	MSCI China Free Net Total Return (USD) Index	NCH	5990.70	N/A	5990.70	4792.56	USD	No	5990.70	4792.56
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1265018.01	N/A	1265018.01	883014.41	JPY	No	1265018.01	883014.41
SGX	SGXNK	SGX: Nikkei 225	NK	402219.84	321775.875	804439.69	643551.75	JPY	Yes	804439.69	643551.75
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	82069.56	65655.65	164139.13	131311.30	JPY	No	164139.13	131311.30
SGX	N225U	SGX: USD Nikkei 225 Index	NU	8252.14	N/A	8252.14	6601.71	USD	No	8252.14	6601.71
SGX	SSG	MSCI Singapore Free Index	SGP	2180.59	N/A	2180.59	1744.47	SGD	Yes²	2180.59	1744.47
SGX	STI	SGX Straits Times Index	ST	2754.57	N/A	2754.57	2203.65	SGD	No	2754.57	2203.65
SGX	TSR20	SICOM Rubber	TF	687.50	N/A	687.50	550	USD	No	687.50	550
SGX	MXTH	MSCI Thailand index	TH	997.18	N/A	997.18	797.744	USD	No	997.18	797.744
SGX	STW	MSCI Taiwan Index	TW	1312.50	1050	2625	2100	USD	Yes	2625	2100
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	103445.80	N/A	103445.80	82756.64	CNH	No	103445.80	82756.64
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	3715031.28	N/A	3715031.28	2972025.03	JPY	No	3715031.28	2972025.03
SGX	US	SGX US Dollar in Singapore Dollar Futures	US	2136.32	N/A	2136.32	1709.06	SGD	No	2136.32	1709.06
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	743006.26	N/A	743006.26	594405.01	JPY	No	743006.26	594405.01
SGX	AMBUJACEM	AMBUJA CEMENTS LIMITED	ZACE	1100.26	N/A	1100.26	880.211	USD	No	1100.26	880.211
SGX	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ZADS	1848.13	N/A	1848.13	1478.51	USD	No	1848.13	1478.51
SGX	ASIANPAIN	ASIAN PAINTS LTD	ZAPN	1680.95	N/A	1680.95	1344.76	USD	No	1680.95	1344.76
SGX	AUROPHARM	AUROBINDO PHARMA LTD	ZARB	7269	N/A	7269	7269	USD	No	9102.91	7282.32
SGX	AXISBANK	AXIS BANK LTD	ZAXS	1554.97	N/A	1554.97	1243.98	USD	No	1554.97	1243.98
SGX	BAJFINANC	BAJAJ FINANCE LTD	ZBAF	3750	N/A	3750	3000	USD	No	3750	3000
SGX	BHARTIART	BHARTI AIRTEL LIMITED	ZBHA	1375	N/A	1375	1100	USD	No	1375	1100
SGX	INFRATEL	BHARTI INFRATEL LTD	ZBHI	875	N/A	875	700	USD	No	875	700
SGX	BAJAJ-AUT	BAJAJ AUTO LIMITED	ZBJA	1769.46	N/A	1769.46	1415.57	USD	No	1769.46	1415.57
SGX	BOSCHLTD	BOSCH LIMITED	ZBOS	2468.37	N/A	2468.37	1974.69	USD	No	2468.37	1974.69
SGX	BPCL	BHARAT PETROLEUM CORP LTD	ZBPC	1875	N/A	1875	1500	USD	No	1875	1500
SGX	CIPLA	CIPLA LTD	ZCIP	522.25	N/A	522.25	522.25	USD	No	1062.50	850
SGX	COALINDIA	COAL INDIA LTD	ZCOA	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	DRREDDY	DR. REDDY'S LABORATORIES	ZDRR	12971.25	N/A	12971.25	12971.25	USD	No	16243.78	12995.03
SGX	EICHERMOT	EICHER MOTORS LTD	ZEIM	3250	N/A	3250	2600	USD	No	3250	2600
SGX	GAIL	GAIL INDIA LTD	ZGAI	1761.22	N/A	1761.22	1408.98	USD	No	1761.22	1408.98
SGX	HCLTECH	HCL TECHNOLOGIES LTD	ZHCL	1204.89	N/A	1204.89	963.914	USD	No	1204.89	963.914
SGX	HDFCBANK	HDFC BANK LTD	ZHDB	2627.06	N/A	2627.06	2101.65	USD	No	2627.06	2101.65
SGX	HDFC	HOUSING DEVELOPMENT FINANCE	ZHDF	2386.87	N/A	2386.87	1909.49	USD	No	2386.87	1909.49
SGX	HEROMOTOC	HERO MOTOCORP LIMITED	ZHMC	2077.52	N/A	2077.52	1662.02	USD	No	2077.52	1662.02
SGX	HINDALCO	HINDALCO INDUSTRIES LIMITED	ZHND	1500	N/A	1500	1200	USD	No	1500	1200
SGX	HINDPETRO	HINDUSTAN PETROLEUM CORP	ZHPC	1750	N/A	1750	1400	USD	No	1750	1400
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	2332.27	N/A	2332.27	1865.81	USD	No	2332.27	1865.81
SGX	ICICIBANK	ICICI BANK LTD	ZICI	1764.48	N/A	1764.48	1411.58	USD	No	1764.48	1411.58
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	875	N/A	875	700	USD	No	875	700
SGX	INDUSINDB	INDUSIND BANK LIMITED	ZIIB	1005.25	N/A	1005.25	804.196	USD	No	1005.25	804.196
SGX	INFY	INFOSYS LTD	ZINF	1500	N/A	1500	1200	USD	No	1500	1200
SGX	IOC	INDIAN OIL CORPORATION LTD	ZIOC	687.50	N/A	687.50	550	USD	No	687.50	550
SGX	ITC	ITC LTD	ZITC	1382.53	N/A	1382.53	1106.02	USD	No	1382.53	1106.02
SGX	KOTAKBANK	KOTAK MAHINDRA BANK LTD	ZKMB	1574.38	N/A	1574.38	1259.50	USD	No	1574.38	1259.50
SGX	LUPIN	LUPIN LTD	ZLPC	4223.50	N/A	4223.50	4223.50	USD	No	5289.05	4231.24
SGX	LT	LARSEN & TOUBRO LIMITED	ZLT	1769.24	N/A	1769.24	1415.39	USD	No	1769.24	1415.39
SGX	MM	MAHINDRA & MAHINDRA LIMITED	ZMM	2000	N/A	2000	1600	USD	No	2000	1600
SGX	MARUTI	MARUTI SUZUKI INDIA LTD	ZMSI	1000	N/A	1000	800	USD	No	1000	800
SGX	NTPC	NTPC LIMITED	ZNTP	1079.35	N/A	1079.35	863.48	USD	No	1079.35	863.48
SGX	ONGC	OIL & NATURAL GAS CORP LTD	ZONG	1375	N/A	1375	1100	USD	No	1375	1100
SGX	POWERGRID	POWER GRID CORP. OF INDIA LTD.	ZPWG	1396.81	N/A	1396.81	1117.44	USD	No	1396.81	1117.44
SGX	RELIANCE	RELIANCE INDUSTRIES LIMITED	ZRIL	2788.35	N/A	2788.35	2230.68	USD	No	2788.35	2230.68
SGX	SBIN	STATE BANK OF INDIA	ZSBI	1813.32	N/A	1813.32	1450.65	USD	No	1813.32	1450.65
SGX	SUNPHARMA	SUN PHARMACEUTICAL INDUS	ZSUN	687.50	N/A	687.50	550	USD	No	687.50	550
SGX	TATASTEEL	TATA STEEL BSL LTD	ZTAT	965.611	N/A	965.611	772.488	USD	No	965.611	772.488
SGX	TCS	TATA CONSULTANCY SVCS LTD	ZTCS	1247.09	N/A	1247.09	997.675	USD	No	1247.09	997.675
SGX	TECHM	TECH MAHINDRA LTD	ZTEC	1785.52	N/A	1785.52	1428.41	USD	No	1785.52	1428.41
SGX	TATAMOTOR	TATA MOTORS LTD	ZTTM	625	N/A	625	500	USD	No	625	500
SGX	UPL	UPL LTD	ZUPL	1917.26	N/A	1917.26	1533.81	USD	No	1917.26	1533.81
SGX	ULTRACEMC	ULTRATECH CEMENT LTD	ZUTC	2510.22	N/A	2510.22	2008.17	USD	No	2510.22	2008.17
SGX	VEDL	VEDANTA LTD	ZVED	812.50	N/A	812.50	650	USD	No	812.50	650
SGX	WIPRO	WIPRO LTD	ZWPR	1670.31	N/A	1670.31	1336.24	USD	No	1670.31	1336.24
SGX	YESBANK	YES BANK LTD	ZYES	1500	N/A	1500	1200	USD	No	1500	1200
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	1227.12	N/A	1227.12	981.696	USD	No	1227.12	981.696

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	MSPI	ASX Mini SPI 200 Index	AM	885	708	1770	1416	AUD	No	1770	1416
SNFE	SPI	S&P/ASX 200 Index (Australia)	AP	4424.375	3539.50	8848.75	7079	AUD	Yes	8848.75	7079
SNFE	IB	30 Day Interbank Cash Rate	IB	266.25	N/A	266.25	213	AUD	No	266.25	213
SNFE	IR	90 Day Bills	IR	396.25	N/A	396.25	317	AUD	No	396.25	317
SNFE	XT	10 Year Treasury Bond 6%	XT	2956.25	N/A	2956.25	2365	AUD	No	2956.25	2365
SNFE	YT	3 Year Treasury Bond 6%	YT	765	N/A	765	612	AUD	No	765	612

Eurex (SOFFEX)

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

Exchange SOFFEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SOFFEX	ABBN	ABB LTD-REG	ABBF	370.637	N/A	370.637	296.509	CHF	No	370.637	296.509
SOFFEX	ADEN	ADECCO GROUP AG-REG	ADEF	871.193	N/A	871.193	696.955	CHF	No	871.193	696.955
SOFFEX	BAER	JULIUS BAER GROUP LTD	BAEI	710.528	N/A	710.528	568.422	CHF	No	710.528	568.422
SOFFEX	BALN	BALOISE HOLDING AG - REG	BALF	2662.14	N/A	2662.14	2129.71	CHF	No	2662.14	2129.71
SOFFEX	CFR	CIE FINANCIERE RICHEMONT-REG	CFRI	1215.58	N/A	1215.58	972.467	CHF	No	1215.58	972.467
SOFFEX	CLN	CLARIANT AG-REG	CLNF	352.639	N/A	352.639	282.111	CHF	No	352.639	282.111
SOFFEX	CONF	Swiss Federal Long-Term Bonds	CONF	2125	N/A	2125	1700	CHF	No	2125	1700
SOFFEX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	1272.36	N/A	1272.36	1017.89	CHF	Yes²	1272.36	1017.89
SOFFEX	SMIDP	SMI Dividend Points Index	FSMD	14887.62	N/A	14887.62	5955.05	CHF	No	14887.62	5955.05
SOFFEX	SMI	Swiss Market Index	FSMI	4133.81	3307.05	8267.62	6614.09	CHF	Yes	8267.62	6614.09
SOFFEX	SMIM	Swiss Mid-cap Index	FSMM	2074.77	N/A	2074.77	1659.81	CHF	Yes²	2074.77	1659.81
SOFFEX	GAM	GAM HOLDING AG	GAMF	81.7898	N/A	81.7898	65.4318	CHF	No	81.7898	65.4318
SOFFEX	GEBN	GEBERIT AG-REG	GBRI	7214.01	N/A	7214.01	5771.21	CHF	No	7214.01	5771.21
SOFFEX	GIVN	GIVAUDAN-REG	GIVG	4437.52	N/A	4437.52	3550.01	CHF	No	4437.52	3550.01
SOFFEX	KUD	KUDELSKI SA-BR	KUDG	607.917	N/A	607.917	607.833	CHF	No	759.792	607.833
SOFFEX	NESN	NESTLE SA-REG	NESG	1588.66	N/A	1588.66	1270.93	CHF	No	1588.66	1270.93
SOFFEX	NOVN	NOVARTIS AG-REG	NOVF	1640.78	N/A	1640.78	1312.62	CHF	No	1640.78	1312.62
SOFFEX	OERL	OC OERLIKON CORP AG-REG	OERG	214.658	N/A	214.658	171.726	CHF	No	214.658	171.727
SOFFEX	ROG	ROCHE HOLDING AG-GENUSSCHEIN	ROGF	4765.60	N/A	4765.60	3812.48	CHF	No	4765.60	3812.48
SOFFEX	SCMN	SWISSCOM AG-REG	SCMH	892.19	N/A	892.19	713.752	CHF	No	892.19	713.752
SOFFEX	SGSN	SGS SA-REG	SGSL	4385.02	N/A	4385.02	3508.02	CHF	No	4385.02	3508.02
SOFFEX	SLHN	SWISS LIFE HOLDING AG-REG	SLHG	7244.01	N/A	7244.01	5795.21	CHF	No	7244.01	5795.21
SOFFEX	STMN	STRAUMANN HOLDING AG-REG	STMF	1224.21	N/A	1224.21	979.366	CHF	No	1224.21	979.366
SOFFEX	UHR	SWATCH GROUP AG/THE-BR	UHFF	557.924	N/A	557.924	446.339	CHF	No	557.924	446.339
SOFFEX	UHRN	SWATCH GROUP AG/THE-REG	UHRF	1095.79	N/A	1095.79	876.63	CHF	No	1095.79	876.63
SOFFEX	CSSMI	ISHARES SMI ETF CH	XMTF	1715.39	N/A	1715.39	1372.31	CHF	No	1715.39	1372.31
SOFFEX	ZURN	ZURICH INSURANCE GROUP AG	ZURF	563.36	N/A	563.36	450.688	CHF	No	563.36	450.688

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
ECBOT	ZB	30-year T-BONDS	7:20	15:00
ECBOT	ZN	10-YR TREAS.	7:20	15:00
ECBOT	ZF	5-YR TREAS.	7:20	15:00
ECBOT	ZT	2-YR TREAS.	7:20	15:00
ECBOT	Z3N	3-YR TREAS.	8:30	15:00
ECBOT	ZQ	30 Day Federal Funds	7:20	15:00
ECBOT	TN	10-YR T-NOTES	7:20	15:00
ECBOT	UB	Ultra T-BONDS	7:20	15:00
ECBOT	YM	MINI DJIA	8:30	15:00
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 po

Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

CBOE Futures Exchange (CFECRYPTO)

Chicago Mercantile Exchange (CME)

Chicago Mercantile Exchange (CMECRYPTO)

Eurex (DTB)

CBOT (ECBOT)

Euronext NL (FTA)

CME (GLOBEX)

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)

QBALGO

Singapore Exchange (SGX)

ASX24 (SNFE)4

Eurex (SOFFEX)

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

ASX24 (SNFE)⁴