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Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

As a resident of 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.

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 Index	BXF	14062.50	N/A	14062.50	11250.00	EUR	Yes²	14062.50	11250.00

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	445	N/A	445	356	CAD	No	445	356
CDE	CGB	10 Year Government of Canada Bonds	CGB	3217.51	N/A	3217.51	2574.00	CAD	No	3217.51	2574.01
CDE	CGF	5 Year Government of Canada Bonds	CGF	1621.97	N/A	1621.97	1297.57	CAD	No	1621.97	1297.57
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	18363.75	N/A	18363.75	14691	CAD	No	18363.75	14691
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	12358.41	9886.73	17654.87	14123.89	CAD	No	17654.87	14123.89
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	11430.04	N/A	11430.04	9144.03	CAD	No	11430.04	9144.03

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	AMB90	CBOE Three-Month AMERIBOR Compound Average Rate Index	AMB3	1423.56	N/A	1423.56	705	USD	No	1423.56	705
CFE	IBXXIBHY	iBoxx iShares $ High Yield Corporate Bond Index TR	IBHY	10815	N/A	10815	8652	USD	No	10815	8652
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	10467.50	N/A	10467.50	8374	USD	No	10467.50	8374
CFE	VIX	CBOE Volatility Index	VX	12002.75	N/A	12002.75	9602.20	USD	No	24788.75	19831
CFE	VIX	CBOE Volatility Index	VX43	12343.75	N/A	12343.75	9875	USD	No	27062.50	21650
CFE	VIX	CBOE Volatility Index	VX44	12343.75	N/A	12343.75	9875	USD	No	26350	21080
CFE	VIX	CBOE Volatility Index	VX45	12343.75	N/A	12343.75	9875	USD	No	26012.50	20810
CFE	VIX	CBOE Volatility Index	VX47	11252.62	N/A	11252.62	9002.10	USD	No	23239.375	18591.50
CFE	VIX	CBOE Volatility Index	VX48	11250	N/A	11250	9000	USD	No	21173.63	16938.90
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	1200.28	N/A	1200.28	960.221	USD	No	2763.95	2211.16

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	9375	N/A	9375	7500	CAD	No	9375	7500
CME	AUD	-	AD	2782.37	N/A	2782.37	2225.90	USD	No	2782.25	2225.80
CME	AJY	-	AJY	1687500.47	N/A	1687500.47	1350000.375	JPY	No	1687500.47	1350000.375
CME	GBP	-	BP	5346.09	N/A	5346.09	4276.875	USD	No	5346.09	4276.875
CME	BRE	-	BR	1693.63	N/A	1693.63	1354.90	USD	No	1693.63	1354.90
CME	CAD	-	CD	3031.875	N/A	3031.875	2425.50	USD	No	3031.875	2425.50
CME	CZK	-	CKO	22500	N/A	22500	18000	USD	No	22500	18000
CME	EUR	-	EC	5443.125	N/A	5443.125	4354.50	USD	No	5443.125	4354.50
CME	ECK	-	ECZ	10125	N/A	10125	8100	EUR	No	10125	8100
CME	GE	-	ED	347.975	N/A	347.975	278.38	USD	No	347.972	278.378
CME	EHF	-	EHU	5625	N/A	5625	4500	EUR	No	5625	4500
CME	EM	-	EM	1406.25	N/A	1406.25	1125	USD	No	1406.25	1125.00
CME	EPZ	-	EPL	7875	N/A	7875	6300	EUR	No	7875	6300
CME	GF	-	FC	6817.87	N/A	6817.87	5454.30	USD	No	6817.87	5454.30
CME	GSCI	-	GI	18677.39	N/A	18677.39	14941.92	USD	No	18677.39	14941.92
CME	HUF	-	HFO	12000	N/A	12000	9600	USD	No	12000	9600
CME	JPY	-	JY	4125	N/A	4125	3300	USD	No	4125	3300
CME	LE	-	LC	4019.25	N/A	4019.25	3215.40	USD	No	4019.25	3215.40
CME	HE	-	LH	4642.00	N/A	4642.00	3713.60	USD	No	4642.00	3713.60
CME	MXP	-	MP	1807.50	N/A	1807.50	1446	USD	No	1807.50	1446
CME	NZD	-	NE	2633.37	N/A	2633.37	2106.70	USD	No	2633.50	2106.80
CME	NKD	-	NK	14676.75	N/A	14676.75	11741.40	USD	No	14676.75	11741.40
CME	PLN	-	PLZ	14250	N/A	14250	11400	USD	No	14250	11400
CME	ZAR	-	RA	3386.875	N/A	3386.875	2709.50	USD	No	3386.875	2709.50
CME	RF	-	RF	6343.125	N/A	6343.125	5074.50	CHF	No	6343.125	5074.50
CME	RP	-	RP	6628.44	N/A	6628.44	5302.75	GBP	No	6628.59	5302.875
CME	RUR	-	RU	6493.75	N/A	6493.75	5195	USD	No	6490.625	5192.50
CME	RY	-	RY	618421.875	N/A	618421.875	494737.50	JPY	Yes²	618421.72	494737.375
CME	CHF	-	SF	5083.59	N/A	5083.59	4066.875	USD	No	5083.59	4066.875

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	181859.375	N/A	181859.375	145487.50	USD	No	545578.125	436462.50
CMECRYPTO	ETHUSDRR	CME CF Ether-Dollar Reference Rate	ETH	119187.50	N/A	119187.50	95350	USD	No	357562.50	286050
CMECRYPTO	MBT	Micro Bitcoin	MBT	3637.19	N/A	3637.19	2909.75	USD	No	10911.56	8729.25

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	5006.25	N/A	5006.25	4005	EUR	No	5006.25	4005
DTB	AGN	AEGON NV	AENF	116.217	N/A	116.217	92.9736	EUR	No	118.382	94.7052
DTB	A5G	AIB GROUP PLC	ALBF	300.00	N/A	300.00	240.00	EUR	No	300.00	240.00
DTB	ALV	ALLIANZ SE-REG	ALVG	3682.50	N/A	3682.50	2946	EUR	No	3682.50	2946
DTB	VNA	VONOVIA SE	ANNF	993.375	N/A	993.375	794.70	EUR	No	993.375	794.70
DTB	CS	AXA SA	AXAG	522.289	N/A	522.289	417.831	EUR	No	444.375	355.50
DTB	BAS	BASF SE	BASG	1220.44	N/A	1220.44	976.35	EUR	No	1220.44	976.35
DTB	BMW3	BAYERISCHE MOTOREN WERKE-PRF	BM3F	1345.31	N/A	1345.31	1076.25	EUR	No	1345.31	1076.25
DTB	BMW	BAYERISCHE MOTOREN WERKE AG	BMWF	1619.25	N/A	1619.25	1295.40	EUR	No	1619.25	1295.40
DTB	BNP	BNP PARIBAS	BNPH	1107.82	N/A	1107.82	886.26	EUR	No	1061.81	849.45
DTB	BN	DANONE	BSNH	1089.75	N/A	1089.75	871.80	EUR	No	1089.75	871.80
DTB	EN	BOUYGUES SA	BYGG	629.25	N/A	629.25	503.40	EUR	No	629.25	503.40
DTB	CA	CARREFOUR SA	CARG	287.625	N/A	287.625	230.10	EUR	No	287.625	230.10
DTB	CBK	COMMERZBANK AG	CBKH	144.833	N/A	144.833	115.866	EUR	No	122.104	97.683
DTB	DAI	DAIMLER AG-REGISTERED SHARES	DAIF	1560.38	N/A	1560.38	1248.30	EUR	No	1560.38	1248.30
DTB	DEC	JC DECAUX SA	DCSG	418.192	N/A	418.192	334.554	EUR	No	416.25	333
DTB	DPW	DEUTSCHE POST AG-REG	DPWF	989.625	N/A	989.625	791.70	EUR	No	989.625	791.70
DTB	DSM	KONINKLIJKE DSM NV	DSMF	3398.44	N/A	3398.44	2718.75	EUR	No	3398.44	2718.75
DTB	DTE	DEUTSCHE TELEKOM AG-REG	DTEF	309.937	N/A	309.937	247.95	EUR	No	309.937	247.95
DTB	EUN2	ISHARES CORE EURO STOXX 50	EUNF	789.473	N/A	789.473	631.579	EUR	No	789.473	631.579
DTB	EXS1	ISHARES CORE DAX DE EUR ACC	EXSF	3937.72	N/A	3937.72	3150.17	EUR	No	2456.75	1965.40
DTB	MDAX	Midcap DAX	F2MX	17731.19	N/A	17731.19	14184.95	EUR	Yes	15266.50	12213.20
DTB	FBON	Euro BONO Futures on Long-term Spanish Government Bonds	FBON	17574.88	N/A	17574.88	14059.90	EUR	No	17574.88	14059.90
DTB	BTP	Euro-BTP Italian Government Bond	FBTP	5747.50	N/A	5747.50	4598	EUR	Yes	5747.50	4598
DTB	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2303.80	N/A	2303.80	1843.04	EUR	No	2303.80	1843.04
DTB	DJUBS	Dow Jones-UBS Commodity Index	FCCO	4967.66	N/A	4967.66	3974.125	USD	No	3807.34	3045.875
DTB	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	2147.50	N/A	2147.50	1718	EUR	No	2147.50	1718
DTB	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDAX	28638.97	22911.175	40912.81	32730.25	EUR	Yes	40912.81	32730.25
DTB	DDAX	DivDAX Price Index	FDIV	12005.80	N/A	12005.80	9604.64	EUR	Yes²	9624.15	7699.32
DTB	DDXDIVPT	DivDAX Dividend Points Index	FDVD	1562.50	N/A	1562.50	1250	EUR	No	1562.50	1250
DTB	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXM	5727.79	4582.23	8182.56	6546.05	EUR	No	8182.56	6546.05
DTB	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXS	1145.56	916.447	1636.51	1309.21	EUR	No	1636.51	1309.21
DTB	DBEA	EURO STOXX Banks Index Dividend Futures	FEBD	492.557	N/A	492.557	394.046	EUR	No	492.557	394.046
DTB	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	4730	N/A	4730	3784	EUR	Yes²	4730	3784
DTB	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	10362.87	N/A	10362.87	8290.30	EUR	Yes²	8853.44	7082.75
DTB	SX7E	Dow Jones Euro STOXX Banks Index	FESB	549.089	439.271	784.413	627.53	EUR	Yes	784.413	627.53
DTB	SX4E	Dow Jones Euro STOXX Chemicals	FESC	7850.81	N/A	7850.81	6280.65	EUR	Yes²	7850.81	6280.65
DTB	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	1962.49	N/A	1962.49	1569.99	EUR	Yes²	1792.07	1433.66
DTB	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	3583.58	N/A	3583.58	2866.86	EUR	Yes²	3244.54	2595.63
DTB	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	6991.06	N/A	6991.06	5592.85	EUR	Yes²	6991.06	5592.85
DTB	SXDE	Dow Jones Euro STOXX Healthcare	FESH	3905.09	N/A	3905.09	3124.07	EUR	Yes²	3785.93	3028.75
DTB	ESI	Dow Jones Euro STOXX Insurance	FESI	2118.36	N/A	2118.36	1694.69	EUR	Yes²	1948.48	1558.78
DTB	ESM	Dow Jones Euro STOXX Media Index	FESM	1076.83	N/A	1076.83	861.46	EUR	Yes²	1058.19	846.555
DTB	SXOE	Dow Jones Euro STOXX Construction	FESN	3142.96	N/A	3142.96	2514.37	EUR	Yes²	3142.96	2514.37
DTB	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	2701.57	N/A	2701.57	2161.25	EUR	Yes²	2701.57	2161.25
DTB	SXRE	Dow Jones Euro STOXX Retail	FESR	3991.76	N/A	3991.76	3193.41	EUR	Yes²	3991.76	3193.41
DTB	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	1728.94	N/A	1728.94	1383.16	EUR	Yes²	1728.94	1383.16
DTB	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1341.88	N/A	1341.88	1073.51	EUR	Yes²	1341.88	1073.51
DTB	ESU	Dow Jones Euro STOXX Utilities Index	FESU	1579.77	N/A	1579.77	1263.81	EUR	Yes	1509.44	1207.55
DTB	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	1340.31	N/A	1340.31	1072.25	EUR	Yes²	1322.30	1057.84
DTB	ESTX50	Dow Jones Euro STOXX50	FESX	3203.22	2562.57	4576.03	3660.82	EUR	Yes	4576.03	3660.82
DTB	SX8E	Dow Jones Euro STOXX Technology	FESY	15332.56	N/A	15332.56	12266.05	EUR	Yes²	12372.69	9898.15
DTB	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	7771.25	N/A	7771.25	6217	EUR	Yes²	7771.25	6217
DTB	EU3	Three Month EURIBOR	FEU3	1781.25	N/A	1781.25	1425	EUR	Yes	1781.25	1425
DTB	DESX5	Dow Jones EURO STOXX 50 Index-Dividenden	FEXD	1769.25	1415.40	2527.50	2022	EUR	Yes	2527.50	2022
DTB	OMXH25	OMX Helsinki 25 Index	FFOX	15132.62	N/A	15132.62	12106.10	EUR	Yes²	13594.375	10875.50
DTB	GBL	Euro Bund (10 Year Bond)	FGBL	3402.45	N/A	3402.45	2721.96	EUR	Yes	3402.45	2721.96
DTB	GBM	Euro Bobl (5 Year Bond)	FGBM	1306.26	N/A	1306.26	1045.01	EUR	Yes	1389.77	1111.82
DTB	GBS	Euro Schatz (2 Year Bond)	FGBS	475	N/A	475	380	EUR	Yes	475	380
DTB	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	10448.46	N/A	10448.46	8358.77	EUR	No	10448.46	8358.77
DTB	DJESL	Euro Stoxx Large	FLCE	2393.05	N/A	2393.05	1914.44	EUR	No	2393.05	1914.44
DTB	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	2095.26	N/A	2095.26	1676.21	EUR	No	1924.42	1539.54
DTB	DJESM	Euro Stoxx Mid	FMCE	2380.27	N/A	2380.27	1904.22	EUR	No	2193.00	1754.40
DTB	M1CNX	MSCI China Free Net Total Return (USD) Index	FMCN	9622.44	N/A	9622.44	7697.95	USD	No	7711.44	6169.15
DTB	DJ200	Dow Jones STOXX MID 200 Index	FMCP	2726.68	N/A	2726.68	2181.34	EUR	Yes²	2547.78	2038.22
DTB	M1MS	MSCI Emerging Markets Asia	FMEA	4283.43	3426.75	6119.19	4895.35	USD	No	5431.46	4345.17
DTB	FME	FRESENIUS MEDICAL CARE AG &	FMEH	1148.25	N/A	1148.25	918.60	EUR	No	1148.25	918.60
DTB	M1EF	MSCI Emerging Markets Net Total Return Index	FMEM	8436.48	N/A	8436.48	6749.18	USD	No	7823.41	6258.73
DTB	MXEU	MSCI Europe	FMEP	4045.78	N/A	4045.78	3236.62	EUR	No	3039.04	2431.23
DTB	M7EU	MSCI Europe Net Return EUR Index	FMEU	1731.69	1385.36	2473.85	1979.08	EUR	No	1850.03	1480.02
DTB	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	9417.74	N/A	9417.74	7534.19	USD	No	9417.74	7534.19
DTB	MXRU	MSCI Russia Index	FMRU	3152.16	N/A	3152.16	2521.73	USD	No	3130.30	2504.24
DTB	MBWO	MSCI World Net EUR Index 1	FMWN	3504.75	N/A	3504.75	2803.80	EUR	No	3109.91	2487.93
DTB	M1WO	MSCI World NETR USD Index	FMWO	9707.00	N/A	9707.00	7765.60	USD	No	9707.00	7765.60
DTB	MXWO	MSCI World Index	FMWP	5750.89	N/A	5750.89	4600.71	USD	No	4023.25	3218.60
DTB	OAT	Euro-OAT French Government Bond	FOAT	3534.15	N/A	3534.15	2827.32	EUR	No	3534.15	2827.32
DTB	FRA	FRAPORT AG FRANKFURT AIRPORT	FRAG	1295.12	N/A	1295.12	1036.09	EUR	No	1150.88	920.70
DTB	RDXUSD	Russian Depositary (USD)	FRDX	7277.46	N/A	7277.46	5821.97	USD	No	6825.44	5460.35
DTB	DJESS	Euro Stoxx Small	FSCE	1678.33	N/A	1678.33	1342.67	EUR	No	1529.96	1223.96
DTB	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	1918.68	N/A	1918.68	1534.94	EUR	No	1918.68	1534.94
DTB	SXXPESGX	STOXX Europe 600 ESG-X	FSEG	15181.25	12145	21687.50	17350	EUR	No	1387.08	1109.66
DTB	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	6193.00	N/A	6193.00	4954.40	EUR	Yes²	5174.56	4139.65
DTB	SX7P	Dow Jones STOXX 600 Banks	FSTB	770.407	616.326	1100.58	880.465	EUR	Yes	1015.51	812.41
DTB	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	6753.69	N/A	6753.69	5402.95	EUR	Yes²	6753.69	5402.95
DTB	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	1390.44	1112.36	1986.35	1589.08	EUR	Yes	1592.38	1273.90
DTB	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	4608.29	N/A	4608.29	3686.63	EUR	Yes²	3864.61	3091.69
DTB	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	4544.46	N/A	4544.46	3635.56	EUR	Yes²	4544.46	3635.56
DTB	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	3929.08	N/A	3929.08	3143.26	EUR	Yes²	3883.125	3106.50
DTB	SXIP	Dow Jones STOXX 600 Insurance	FSTI	2110.01	N/A	2110.01	1688.01	EUR	Yes²	1932.77	1546.21
DTB	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	1118.55	N/A	1118.55	894.84	EUR	No	835.238	668.19
DTB	SXMP	Dow Jones STOXX 600 Media	FSTM	1641.50	N/A	1641.50	1313.20	EUR	Yes²	1587.84	1270.27
DTB	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	3461.22	N/A	3461.22	2768.98	EUR	Yes²	3432.99	2746.39
DTB	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	3402.19	N/A	3402.19	2721.75	EUR	Yes²	3402.19	2721.75
DTB	SXRP	Dow Jones STOXX 600 Retail	FSTR	2246.28	N/A	2246.28	1797.03	EUR	Yes²	2246.28	1797.03
DTB	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	4356.79	N/A	4356.79	3485.43	EUR	Yes	4334.28	3467.43
DTB	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	1128.125	N/A	1128.125	902.50	EUR	Yes²	1128.125	902.50
DTB	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1595.76	N/A	1595.76	1276.61	EUR	Yes	1595.76	1276.61
DTB	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	1937.47	N/A	1937.47	1549.97	EUR	Yes²	1810.94	1448.76
DTB	STX	Dow Jones STOXX50	FSTX	3259.40	N/A	3259.40	2607.52	EUR	Yes²	2967.56	2374.05
DTB	SX8P	Dow Jones STOXX 600 Technology	FSTY	9027.56	N/A	9027.56	7222.05	EUR	Yes²	6272.50	5018
DTB	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	4295.88	N/A	4295.88	3436.71	EUR	Yes²	4295.88	3436.71
DTB	ESTX50	Dow Jones Euro STOXX50	FSXE	320.322	256.257	457.603	366.082	EUR	No	457.603	366.082
DTB	TDX	TECDAX	FTDX	10614.24	N/A	10614.24	8491.39	EUR	Yes²	9080.86	7264.69
DTB	ORA	ORANGE	FTEF	181.227	N/A	181.227	144.982	EUR	No	181.227	144.982
DTB	V2TX	VSTOXX Volatility Index	FVS	1150	N/A	1150	920	EUR	Yes	2293.10	1834.48
DTB	4GLD	XETRA-GOLD	FXGL	62330.00	N/A	62330.00	49864.00	EUR	No	62330.00	49864.00
DTB	DJES	Dow Jones Euro STOXX Price Index	FXXE	2314.60	N/A	2314.60	1851.68	EUR	No	2314.60	1851.68
DTB	DJ600	Dow Jones STOXX 600 Index	FXXP	1445.85	1156.68	2065.49	1652.40	EUR	Yes	1894.59	1515.68
DTB	GALP	GALP ENERGIA SGPS SA	GALF	186.187	N/A	186.187	148.95	EUR	No	186.187	148.95
DTB	SGO	COMPAGNIE DE SAINT-GOBAIN	GOBG	1151.44	N/A	1151.44	921.15	EUR	No	1151.44	921.15
DTB	HEI	HEIDELBERGCEMENT AG	HEFG	1179.00	N/A	1179.00	943.20	EUR	No	1179.00	943.20
DTB	HEN3	HENKEL AG & CO KGAA VOR-PREF	HENG	1467.75	N/A	1467.75	1174.20	EUR	No	1467.75	1174.20
DTB	HEN	HENKEL AG & CO KGAA	HESF	1359.375	N/A	1359.375	1087.50	EUR	No	1359.375	1087.50
DTB	IFX	INFINEON TECHNOLOGIES AG	IFXG	865.092	N/A	865.092	692.073	EUR	No	1046.61	837.287
DTB	INGA	ING GROEP NV	INNG	368.823	N/A	368.823	295.058	EUR	No	334.425	267.54
DTB	ABI	ANHEUSER-BUSCH INBEV SA/NV	ITKG	913.031	N/A	913.031	730.425	EUR	No	913.031	730.425
DTB	KCO	KLOECKNER & CO SE	KCOH	249.863	N/A	249.863	199.891	EUR	No	249.863	199.891
DTB	LHA	DEUTSCHE LUFTHANSA-REG	LHAF	162.273	N/A	162.273	129.818	EUR	No	154.92	123.936
DTB	OR	L'OREAL	LORF	6936.56	N/A	6936.56	5549.25	EUR	No	6936.56	5549.25
DTB	LXS	LANXESS AG	LXSF	1084.12	N/A	1084.12	867.30	EUR	No	1084.12	867.30
DTB	MUV2	MUENCHENER RUECKVER AG-REG	MU2G	4533.75	N/A	4533.75	3627	EUR	No	4533.75	3627
DTB	NDA	AURUBIS AG	NDAF	1372.50	N/A	1372.50	1098	EUR	No	1372.50	1098.00
DTB	RI	PERNOD-RICARD SA	PERH	3722.81	N/A	3722.81	2978.25	EUR	No	3722.81	2978.25
DTB	PHIA	KONINKLIJKE PHILIPS NV	PH1F	710.625	N/A	710.625	568.50	EUR	No	710.625	568.50
DTB	PAH3	PORSCHE AUTOMOBIL HLDG-PRF	PORK	1744.38	N/A	1744.38	1395.50	EUR	No	1651.875	1321.50
DTB	PSM	PROSIEBENSAT.1 MEDIA SE	PSMG	319.569	N/A	319.569	255.655	EUR	No	428.431	342.745
DTB	RDSA	ROYAL DUTCH SHELL PLC-A SHS	R6CF	387.375	N/A	387.375	309.90	EUR	No	387.375	309.90
DTB	RHM	RHEINMETALL AG	RHMG	1769.90	N/A	1769.90	1415.92	EUR	No	1632.75	1306.20
DTB	RNO	RENAULT SA	RNLF	680.414	N/A	680.414	544.331	EUR	No	629.062	503.25
DTB	SAP	SAP SE	SAPI	2343.00	N/A	2343.00	1874.40	EUR	No	2343.00	1874.40
DTB	SCR	SCOR SE	SCOI	453.937	N/A	453.937	363.15	EUR	No	453.937	363.15
DTB	SDF	K+S AG-REG	SDXH	302.724	N/A	302.724	242.179	EUR	No	283.278	226.623
DTB	GLE	SOCIETE GENERALE SA	SGEI	572.873	N/A	572.873	458.298	EUR	No	530.438	424.35
DTB	SIRB	SIE: SIEMENS AG-REG: ADJ	SIEG	3820.88	N/A	3820.88	3056.70	EUR	No	3820.88	3056.70
DTB	SU	SCHNEIDER ELECTRIC SE	SNDH	2703.00	N/A	2703.00	2162.40	EUR	No	2703.00	2162.40
DTB	SAN	SANOFI	SNWF	1577.44	N/A	1577.44	1261.95	EUR	No	1577.44	1261.95
DTB	SZG	SALZGITTER AG	SZGG	709.064	N/A	709.064	567.251	EUR	No	650.944	520.755
DTB	TKA	THYSSEN-KRUPP AG	TKAG	243.145	N/A	243.145	194.516	EUR	No	204.97	163.976
DTB	TTE	TOTALENERGIES SE	TOTG	821.25	N/A	821.25	657	EUR	No	821.25	657
DTB	TUI1	TUI AG-DI	TUIF	102.261	N/A	102.261	81.809	EUR	No	119.937	95.9497
DTB	UNA	UNILEVER PLC	UNIH	1087.99	N/A	1087.99	870.39	EUR	No	1087.99	870.39
DTB	VOW	VOLKSWAGEN AG	VOWG	5160	N/A	5160	4128	EUR	No	5160	4128
DTB	ACA	CREDIT AGRICOLE SA	XCAH	236.025	N/A	236.025	188.82	EUR	No	236.025	188.82

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	10Y	10 Year Micro Treasury Yield	10Y	382.8125	N/A	382.8125	306.25	USD	No	382.8125	306.25
ECBOT	2YY	2 Year Micro Treasury Yield	2YY	450	N/A	450	360	USD	No	450	360
ECBOT	30Y	30 Year Micro Treasury Yield	30Y	705.256	N/A	705.256	564.205	USD	No	705.256	564.205
ECBOT	5YY	5 Year Micro Treasury Yield	5YY	522.019	N/A	522.019	417.615	USD	No	522.019	417.615
ECBOT	AIGCI	Bloomberg Commodity Index	AW	661.281	N/A	661.281	529.025	USD	No	661.281	529.025
ECBOT	B1U	30-Year Deliverable Interest Rate Swap Futures	B1U	18749.98	N/A	18749.98	14999.99	USD	No	18749.98	14999.99
ECBOT	AC	Ethanol -CME	EH	16124.98	N/A	16124.98	12899.98	USD	No	16124.98	12899.98
ECBOT	F1U	5-Year Deliverable Interest Rate Swap Futures	F1U	1485.84	N/A	1485.84	1188.67	USD	No	1485.84	1188.68
ECBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	4226.07	N/A	4226.07	3380.85	USD	Yes	4226.07	3380.85
ECBOT	LIT	2-Year Eris Swap Futures	LIT	172.129	N/A	172.129	137.703	USD	No	172.13	137.704
ECBOT	LIW	5-Year Eris Swap Futures	LIW	156.979	N/A	156.979	125.583	USD	No	156.979	125.583
ECBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	907.208	788.877	1296.01	1126.97	USD	No	1296.01	1126.97
ECBOT	N1U	10-Year Deliverable Interest Rate Swap Futures	N1U	3235.47	N/A	3235.47	2588.37	USD	No	3235.47	2588.37
ECBOT	DJUSRE	Dow Jones US Real Estate Index	RX	4429.68	N/A	4429.68	3543.74	USD	No	4429.68	3543.74
ECBOT	T1U	2-Year Deliverable Interest Rate Swap Futures	T1U	850.196	N/A	850.196	680.157	USD	No	850.195	680.156
ECBOT	TN	Ultra 10-Year US Treasury Note	TN	4012.23	N/A	4012.23	3209.78	USD	No	4012.23	3209.78
ECBOT	UB	Ultra Treasury Bond	UB	12946.38	N/A	12946.38	10357.11	USD	Yes	12946.38	10357.11
ECBOT	YC	Mini Sized Corn Futures	XC	488.345	N/A	488.345	390.676	USD	No	488.345	390.676
ECBOT	YK	Mini Sized Soybean Futures	XK	955.286	N/A	955.286	764.229	USD	No	955.286	764.229
ECBOT	YW	Mini Sized Wheat Futures	XW	737.846	N/A	737.846	590.277	USD	No	737.846	590.277
ECBOT	YM	Mini Sized Dow Jones Industrial Average $5	YM	9072.08	7888.77	12960.12	11269.67	USD	Yes	12960.12	11269.67
ECBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	931.253	N/A	931.253	745.002	USD	No	931.25	745
ECBOT	ZB	30 Year US Treasury Bond	ZB	7061.73	N/A	7061.73	5649.38	USD	Yes	7061.73	5649.38
ECBOT	ZC	Corn Futures	ZC	2441.73	N/A	2441.73	1953.38	USD	Yes	2441.73	1953.38
ECBOT	ZF	5 Year US Treasury Note	ZF	1036.11	N/A	1036.11	828.888	USD	Yes	1036.11	828.889
ECBOT	ZL	Soybean Oil Futures	ZL	3939.30	N/A	3939.30	3151.44	USD	Yes	3939.30	3151.44
ECBOT	ZM	Soybean Meal Futures	ZM	2500.00	N/A	2500.00	2000.00	USD	Yes	2500.00	2000.00
ECBOT	ZN	10 Year US Treasury Note	ZN	1902.02	N/A	1902.02	1521.61	USD	Yes	1902.02	1521.61
ECBOT	ZO	Oat Futures	ZO	4023.56	N/A	4023.56	3218.84	USD	Yes	4023.56	3218.84
ECBOT	ZQ	30 Day Fed Funds	ZQ	514.411	N/A	514.411	411.529	USD	Yes²	514.406	411.525
ECBOT	ZR	Rough Rice Futures	ZR	2397.12	N/A	2397.12	1917.69	USD	Yes	2397.11	1917.69
ECBOT	ZS	Soybean Futures	ZS	4776.43	N/A	4776.43	3821.15	USD	Yes	4776.43	3821.15
ECBOT	ZT	2 Year US Treasury Note	ZT	508.177	N/A	508.177	406.542	USD	Yes	508.177	406.542
ECBOT	ZW	Wheat Futures	ZW	3689.23	N/A	3689.23	2951.39	USD	Yes	3689.23	2951.39

ENDEX

Exchange ENDEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ENDEX	ECF	ICE ECX EUA Futures	ECF	61440	N/A	61440	49152	EUR	No	61440	49152

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	111.45	N/A	111.45	89.16	EUR	No	111.45	89.16
FTA	AD	KONINKLIJKE AHOLD DELHAIZE N	AH6	522.844	N/A	522.844	418.275	EUR	No	522.844	418.275
FTA	AKZA	AKZO NOBEL N.V.	AK6	1767.75	N/A	1767.75	1414.20	EUR	No	1767.75	1414.20
FTA	ASML	ASML HOLDING NV	AS6	12491.25	N/A	12491.25	9993	EUR	No	12491.25	9993
FTA	LI	KLEPIERRE	CI6	599.837	N/A	599.837	479.87	EUR	No	599.837	479.87
FTA	DSM	KONINKLIJKE DSM NV	DS6	3398.44	N/A	3398.44	2718.75	EUR	No	3398.44	2718.75
FTA	AMX	AMX INDEX	FMX	13125.03	N/A	13125.03	10500.03	EUR	No	13125.03	10500.03
FTA	EOE	AMS EOE Index	FTI	10807.17	8645.73	15438.81	12351.05	EUR	Yes	15438.81	12351.05
FTA	FUR	FUGRO NV	FU6	357.163	N/A	357.163	285.73	EUR	No	357.163	285.73
FTA	HEIA	HEINEKEN NV	HE6	1721.25	N/A	1721.25	1377	EUR	No	1721.25	1377.00
FTA	INGA	ING GROEP NV	IN6	308.625	N/A	308.625	246.90	EUR	No	308.625	246.90
FTA	KPN	KONINKLIJKE KPN NV	KP6	54.8125	N/A	54.8125	43.85	EUR	No	54.8125	43.85
FTA	EOE	AMS EOE Index	MFA	1080.72	864.573	1543.88	1235.10	EUR	No	1543.88	1235.10
FTA	MT	ARCELORMITTAL	MT6	758.425	N/A	758.425	606.74	EUR	No	758.425	606.74
FTA	PHIA	KONINKLIJKE PHILIPS NV	PH6	710.625	N/A	710.625	568.50	EUR	No	710.625	568.50
FTA	PNL	POSTNL NV	PN6	98.25	N/A	98.25	78.60	EUR	No	98.25	78.60
FTA	RAND	RANDSTAD N.V.	RA6	1154.63	N/A	1154.63	923.70	EUR	No	1154.63	923.70
FTA	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD6	542.325	N/A	542.325	433.86	EUR	No	542.325	433.86
FTA	REN	RELX PLC	RE6	614.175	N/A	614.175	491.34	EUR	No	614.175	491.34
FTA	SBMO	SBM OFFSHORE NV	SB6	316.325	N/A	316.325	253.06	EUR	No	316.325	253.06
FTA	URW	UNIBAIL-RODAMCO-WESTFIELD	UB6	2045.25	N/A	2045.25	1636.20	EUR	No	2045.25	1636.20
FTA	UNA	UNILEVER PLC	UN6	1087.99	N/A	1087.99	870.39	EUR	No	1087.99	870.39
FTA	WKL	WOLTERS KLUWER	WK6	1720.87	N/A	1720.87	1376.70	EUR	No	1720.87	1376.70

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	2782.37	N/A	2782.37	2225.90	USD	Yes	2782.25	2225.80
GLOBEX	GBP	British pound	6B	5346.09	N/A	5346.09	4276.875	USD	Yes	5346.09	4276.875
GLOBEX	CAD	Canadian dollar	6C	3031.875	N/A	3031.875	2425.50	USD	Yes	3031.875	2425.50
GLOBEX	EUR	European Monetary Union Euro	6E	5443.125	N/A	5443.125	4354.50	USD	Yes	5443.125	4354.50
GLOBEX	JPY	Japanese yen	6J	4125	N/A	4125	3300	USD	Yes	4125	3300
GLOBEX	BRE	Brazilian Real in US Dollars	6L	1693.63	N/A	1693.63	1354.90	USD	Yes²	1693.63	1354.90
GLOBEX	MXP	Mexican Peso	6M	1807.50	N/A	1807.50	1446	USD	Yes	1807.50	1446
GLOBEX	NZD	New Zealand dollar	6N	2633.37	N/A	2633.37	2106.70	USD	Yes²	2633.50	2106.80
GLOBEX	RUR	Russian Ruble in US Dollars	6R	6493.75	N/A	6493.75	5195	USD	Yes²	6490.625	5192.50
GLOBEX	CHF	Swiss franc	6S	5083.59	N/A	5083.59	4066.875	USD	Yes	5083.59	4066.875
GLOBEX	ZAR	South African Rand	6Z	3386.875	N/A	3386.875	2709.50	USD	No	3386.875	2709.50
GLOBEX	ACD	Australian dollar	ACD	9375	N/A	9375	7500	CAD	No	9375	7500
GLOBEX	AJY	Australian dollar	AJY	1687500.47	N/A	1687500.47	1350000.375	JPY	No	1687500.47	1350000.375
GLOBEX	BQX	CME E-Mini NASDAQ Biotechnology	BIO	30000.06	N/A	30000.06	24000.05	USD	No	30000.06	24000.05
GLOBEX	BOS	Boston Housing Index	BOS	7875.00	N/A	7875.00	6300.00	USD	No	7875.00	6300.00
GLOBEX	CB	CME Cash-Settled Butter Futures	CB	4189.75	N/A	4189.75	3351.80	USD	No	4189.78	3351.82
GLOBEX	CHI	Chicago Housing Index	CHI	4875	N/A	4875	3900	USD	No	4875	3900
GLOBEX	CLP	Chilean peso	CHP	9375	N/A	9375	7500	USD	No	9375	7500
GLOBEX	CJY	Canadian dollar	CJY	1500000.47	N/A	1500000.47	1200000.375	JPY	No	1500000.31	1200000.25
GLOBEX	CNH	United States dollar	CNH	40405	N/A	40405	32324	CNH	No	40405	32324
GLOBEX	CSC	Cheese	CSC	7478.33	N/A	7478.33	5982.66	USD	No	7478.33	5982.66
GLOBEX	CUS	Housing Index Composite	CUS	9000.00	N/A	9000.00	7200.00	USD	No	9000.00	7200.00
GLOBEX	CZK	Czech koruna	CZK	22500	N/A	22500	18000	USD	Yes²	22500	18000
GLOBEX	DA	MILK CLASS III INDEX	DC	3951.86	N/A	3951.86	3161.49	USD	Yes	3951.86	3161.49
GLOBEX	DEN	Denver Housing Index	DEN	6375.00	N/A	6375.00	5100.00	USD	No	6375.00	5100.00
GLOBEX	DY	CME DRY WHEY INDEX	DY	2437.49	N/A	2437.49	1949.99	USD	No	2437.49	1949.99
GLOBEX	E7	European Monetary Union Euro	E7	2721.56	N/A	2721.56	2177.25	USD	No	2721.56	2177.25
GLOBEX	EAD	European Monetary Union Euro	EAD	9844.69	N/A	9844.69	7875.75	AUD	No	9844.69	7875.75
GLOBEX	ECD	European Monetary Union Euro	ECD	7625.31	N/A	7625.31	6100.25	CAD	No	7625.31	6100.25
GLOBEX	ECK	Czech koruna	ECK	10125	N/A	10125	8100	EUR	No	10125	8100
GLOBEX	EHF	Hungarian forint	EHF	5625	N/A	5625	4500	EUR	Yes²	5625	4500
GLOBEX	EMD	E-mini S&P Midcap 400 Futures	EMD	11995.81	9596.65	17136.87	13709.50	USD	Yes²	17136.87	13709.50
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	ENY	210636.33	168509.06	300909.04	240727.23	JPY	No	300909.04	240727.23
GLOBEX	EPZ	Polish zloty	EPZ	7875	N/A	7875	6300	EUR	Yes²	7875	6300
GLOBEX	ES	E-mini S&P 500	ES	12929.86	11754.42	18471.22	16792.02	USD	Yes	18471.22	16792.02
GLOBEX	SPXESUP	E-mini S&P 500 ESG	ESG	23875.19	N/A	23875.19	19100.15	USD	No	23875.19	19100.15
GLOBEX	GSCI	S&P-GSCI Index	GD	18677.39	N/A	18677.39	14941.92	USD	No	18677.39	14941.92
GLOBEX	GDK	Class IV Milk - 200k lbs	GDK	5625.01	N/A	5625.01	4500.01	USD	No	5625.01	4500.01
GLOBEX	GE	GLOBEX Euro-Dollar	GE	347.975	N/A	347.975	278.38	USD	Yes	347.972	278.378
GLOBEX	GF	Feeder Cattle	GF	6817.87	N/A	6817.87	5454.30	USD	Yes	6817.87	5454.30
GLOBEX	EM	1 Month LIBOR (Int. Rate)	GLB	1406.25	N/A	1406.25	1125	USD	No	1406.25	1125.00
GLOBEX	NF	NON FAT DRY MILK INDEX	GNF	6710.05	N/A	6710.05	5368.04	USD	No	6710.05	5368.04
GLOBEX	HE	Lean Hogs	HE	4642.00	N/A	4642.00	3713.60	USD	Yes	4642.00	3713.60
GLOBEX	HUF	Hungarian forint	HUF	12000	N/A	12000	9600	USD	Yes²	12000	9600
GLOBEX	IBAA	Bovespa Index - USD	IBV	77962.44	N/A	77962.44	62369.95	USD	No	77962.44	62369.95
GLOBEX	ILS	Israeli Shekel in US Dollar	ILS	27750	N/A	27750	22200	USD	Yes²	27750	22200
GLOBEX	J7	Japanese yen	J7	2062.50	N/A	2062.50	1650	USD	No	2062.50	1650
GLOBEX	KRW	Korean Won	KRW	22343.75	N/A	22343.75	17875	USD	Yes²	14531.25	11625
GLOBEX	LAV	Las Vegas Housing Index	LAV	7875.00	N/A	7875.00	6300.00	USD	No	7875.00	6300.00
GLOBEX	LAX	Los Angeles Housing Index	LAX	7875.00	N/A	7875.00	6300.00	USD	No	7875.00	6300.00
GLOBEX	LB	Random Length Lumber	LBS	23390.90	N/A	23390.90	18712.72	USD	Yes	23390.90	18712.72
GLOBEX	LE	Live Cattle	LE	4019.25	N/A	4019.25	3215.40	USD	Yes	4019.25	3215.40
GLOBEX	M2K	Micro E-Mini Russell 2000 Index	M2K	877.033	701.626	1252.90	1002.32	USD	No	1252.90	1002.32
GLOBEX	M6A	Australian dollar	M6A	278.237	N/A	278.237	222.59	USD	No	278.225	222.58
GLOBEX	M6B	British pound	M6B	534.609	N/A	534.609	427.6875	USD	No	534.609	427.6875
GLOBEX	M6C	United States dollar	M6C	843.75	N/A	843.75	675	CAD	No	843.75	675
GLOBEX	M6E	European Monetary Union Euro	M6E	544.313	N/A	544.313	435.45	USD	No	544.313	435.45
GLOBEX	M6J	United States dollar	M6J	77925	N/A	77925	62340	JPY	No	77925	62340
GLOBEX	M6S	United States dollar	M6S	1125	N/A	1125	900	CHF	No	1125	900
GLOBEX	MCD	Canadian dollar	MCD	303.188	N/A	303.188	242.55	USD	No	303.188	242.55
GLOBEX	MES	Micro E-Mini S&P 500 Stock Price Index	MES	1292.99	1175.44	1847.12	1679.20	USD	Yes	1847.12	1679.20
GLOBEX	MIA	Miami Housing Index	MIA	10125.00	N/A	10125.00	8100.00	USD	No	10125.00	8100.00
GLOBEX	MIR	Indian Rupee	MIR	1663.75	N/A	1663.75	1331	USD	No	1663.75	1331
GLOBEX	MJY	Japanese yen	MJY	412.50	N/A	412.50	330	USD	No	412.50	330
GLOBEX	MNH	United States dollar	MNH	4040.50	N/A	4040.50	3232.40	CNH	No	4040.50	3232.40
GLOBEX	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	1832.41	1665.83	2617.73	2379.76	USD	Yes	2617.73	2379.76
GLOBEX	MSF	Swiss franc	MSF	508.359	N/A	508.359	406.6875	USD	No	508.359	406.6875
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	NIY	1053181.61	842545.29	1504545.16	1203636.125	JPY	No	1504545.16	1203636.125
GLOBEX	NKD	Dollar Denominated Nikkei 225 Index	NKD	14676.75	N/A	14676.75	11741.40	USD	No	14676.75	11741.40
GLOBEX	NOK	Norwegian krone	NOK	27425	N/A	27425	21940	USD	No	27425	21940
GLOBEX	NQ	E-mini NASDAQ 100 Futures	NQ	18324.13	16658.30	26177.33	23797.57	USD	Yes	26177.33	23797.57
GLOBEX	NYM	New York Housing Index	NYM	5062.50	N/A	5062.50	4050.00	USD	No	5062.50	4050.00
GLOBEX	PJY	British pound	PJY	1991133.75	N/A	1991133.75	1592907	JPY	No	1991133.75	1592907
GLOBEX	PLN	Polish zloty	PLN	14250	N/A	14250	11400	USD	Yes²	14250	11400
GLOBEX	PSF	British pound	PSF	20250	N/A	20250	16200	CHF	No	20250	16200
GLOBEX	RF	European Monetary Union Euro	RF	6343.125	N/A	6343.125	5074.50	CHF	No	6343.125	5074.50
GLOBEX	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	9711.25	N/A	9711.25	7769	USD	Yes²	9710	7768
GLOBEX	RME	CME Chinese Renminbi in Euro Cross Rate	RME	11250	N/A	11250	9000	EUR	Yes²	11250	9000
GLOBEX	RP	European Monetary Union Euro	RP	6628.44	N/A	6628.44	5302.75	GBP	No	6628.59	5302.875
GLOBEX	RS1	E-mini Russell 1000 Index Futures	RS1	16724.12	N/A	16724.12	13379.30	USD	No	16724.12	13379.30
GLOBEX	RSG	E-mini Russell 1000 Growth Index Futures	RSG	24081.42	N/A	24081.42	19265.14	USD	No	24081.42	19265.14
GLOBEX	RSV	E-Mini Russell 1000 Value Index Futures	RSV	9851.06	N/A	9851.06	7880.84	USD	No	9851.06	7880.84
GLOBEX	RTY	E-Mini Russell 2000 Index	RTY	8770.33	7016.26	12529.04	10023.23	USD	Yes	12529.04	10023.23
GLOBEX	RY	European Monetary Union Euro	RY	618421.875	N/A	618421.875	494737.50	JPY	Yes²	618421.72	494737.375
GLOBEX	SPXDIVAN	S&P 500 Dividend Points (Annual) Index	SDA	3731.25	N/A	3731.25	2985	USD	No	3731.25	2985
GLOBEX	SDG	San Diego Housing Index	SDG	8625.00	N/A	8625.00	6900.00	USD	No	8625.00	6900.00
GLOBEX	SEK	Swedish krona	SEK	17037.50	N/A	17037.50	13630	USD	No	17037.50	13630
GLOBEX	SFR	San Francisco Housing Index	SFR	8062.50	N/A	8062.50	6450.00	USD	No	8062.50	6450.00
GLOBEX	SGX	S&P 500 / Citigroup Growth Index	SG	134999.57	N/A	134999.57	107999.66	USD	No	134999.57	107999.66
GLOBEX	SIR	Indian Rupee	SIR	8318.75	N/A	8318.75	6655	USD	No	8318.75	6655
GLOBEX	SJY	Swiss franc	SJY	2999998.75	N/A	2999998.75	2399999	JPY	No	2999999.06	2399999.25
GLOBEX	SMC	E-Mini S&P SmallCap 600 Futures	SMC	31874.97	N/A	31874.97	25499.97	USD	No	31874.97	25499.97
GLOBEX	SONIA	Sterling Overnight Index Average	SON	351.231	N/A	351.231	280.985	GBP	No	351.228	280.983
GLOBEX	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	508.551	N/A	508.551	406.841	USD	No	508.551	406.841
GLOBEX	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	339.378	N/A	339.378	271.503	USD	No	339.378	271.503
GLOBEX	SVX	S&P 500 / Citigroup Value Index	SU	80625.21	N/A	80625.21	64500.17	USD	No	80625.21	64500.17
GLOBEX	WDC	Washington DC Housing Index	WDC	6375.00	N/A	6375.00	5100.00	USD	No	6375.00	5100.00
GLOBEX	IXB	Materials Select Sector Index	XAB	13011.11	N/A	13011.11	10408.88	USD	No	13011.11	10408.88
GLOBEX	IXE	Energy Select Sector Index	XAE	8517.75	N/A	8517.75	6814.20	USD	No	8517.75	6814.20
GLOBEX	IXM	Financial Select Sector Index	XAF	15137.22	N/A	15137.22	12109.78	USD	No	15137.22	12109.78
GLOBEX	IXI	Industrial Select Sector Index	XAI	15026.55	N/A	15026.55	12021.24	USD	No	15026.55	12021.24
GLOBEX	IXT	Technology Select Sector Index -	XAK	24589.76	N/A	24589.76	19671.81	USD	No	24589.76	19671.81
GLOBEX	IXR	Consumer Staples Select Sector Index	XAP	6867.03	N/A	6867.03	5493.62	USD	No	6867.03	5493.62
GLOBEX	IXRE	Real Estate Select Sector Index	XAR	9252.17	N/A	9252.17	7401.74	USD	No	9252.17	7401.74
GLOBEX	IXU	Utilities Select Sector Index	XAU	7718.46	N/A	7718.46	6174.77	USD	No	7718.46	6174.77
GLOBEX	IXV	Health Care Select Sector Index	XAV	13351.15	N/A	13351.15	10680.92	USD	No	13351.15	10680.92
GLOBEX	IXY	Consumer Discretionary Select Sector Index	XAY	28223.90	N/A	28223.90	22579.12	USD	No	28223.90	22579.12

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 CHINA A50 E-HKD	A50	16161.12	12928.89	23087.32	18469.85	HKD	No	23087.32	18469.85
HKFE	2018	AAC TECHNOLOGIES HOLDINGS IN	AAC	7924.94	N/A	7924.94	6339.95	HKD	No	7924.94	6339.95
HKFE	1288	AGRICULTURAL BANK OF CHINA-H	ABC	6674.95	N/A	6674.95	5339.96	HKD	No	6674.94	5339.95
HKFE	914	ANHUI CONCH CEMENT CO LTD-H	ACC	5437.46	N/A	5437.46	4349.97	HKD	No	5437.46	4349.97
HKFE	1299	AIA GROUP LTD	AIA	21874.82	N/A	21874.82	17499.86	HKD	No	21874.83	17499.86
HKFE	9988	ALIBABA GROUP HOLDING LTD	ALB	20162.34	N/A	20162.34	16129.87	HKD	No	20162.34	16129.87
HKFE	2600	ALUMINUM CORP OF CHINA LTD-H	ALC	2649.98	N/A	2649.98	2119.98	HKD	No	2649.98	2119.98
HKFE	241	ALIBABA HEALTH INFORMATION T	ALH	5681.00	N/A	5681.00	4544.80	HKD	No	5439.96	4351.96
HKFE	3188	CHINAAMC ETF SERIES - CH-HKD	AMC	29979.76	N/A	29979.76	23983.81	HKD	No	29979.76	23983.81
HKFE	3988	BANK OF CHINA LTD - H	BCL	682.495	N/A	682.495	545.996	HKD	No	682.495	545.996
HKFE	3328	BANK OF COMMUNICATIONS CO-H	BCM	1169.99	N/A	1169.99	935.992	HKD	No	1169.99	935.993
HKFE	23	BANK OF EAST ASIA LTD	BEA	646.995	N/A	646.995	517.596	HKD	No	646.995	517.596
HKFE	9888	BAIDU INC-CLASS A	BIU	5857.45	N/A	5857.45	4685.96	HKD	No	5857.45	4685.96
HKFE	9626	BILIBILI INC-CLASS Z	BLI	8114.94	N/A	8114.94	6491.95	HKD	No	8114.94	6491.95
HKFE	2388	BOC HONG KONG HOLDINGS LTD	BOC	3074.98	N/A	3074.98	2459.98	HKD	No	3074.98	2459.98
HKFE	IBOV	Brazil Bovespa Stock Index	BOV	134742.30	N/A	134742.30	107793.84	HKD	No	134742.30	107793.84
HKFE	1876	BUDWEISER BREWING CO APAC LT	BUD	5049.96	N/A	5049.96	4039.97	HKD	No	5049.96	4039.97
HKFE	1211	BYD CO LTD-H	BYD	31724.75	N/A	31724.75	25379.80	HKD	No	31724.75	25379.80
HKFE	285	BYD ELECTRONIC INTL CO LTD	BYE	7302.31	N/A	7302.31	5841.85	HKD	No	7009.06	5607.25
HKFE	939	CHINA CONSTRUCTION BANK-H	CCB	1372.49	N/A	1372.49	1097.99	HKD	No	1372.49	1097.99
HKFE	1800	CHINA COMMUNICATIONS CONST-H	CCC	1049.99	N/A	1049.99	839.993	HKD	No	1049.99	839.993
HKFE	1898	CHINA COAL ENERGY CO - H	CCE	1564.99	N/A	1564.99	1251.99	HKD	No	1564.99	1251.99
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDA	1649.98	N/A	1649.98	1319.98	HKD	No	1649.99	1319.99
HKFE	1816	CGN POWER CO LTD-H	CGN	5574.95	N/A	5574.95	4459.96	HKD	No	5574.96	4459.97
HKFE	CES120	CES China 120 Index	CHH	71221.50	N/A	71221.50	56977.20	HKD	No	71221.50	56977.20
HKFE	941	CHINA MOBILE LTD	CHT	6056.20	N/A	6056.20	4844.96	HKD	No	6056.20	4844.96
HKFE	762	CHINA UNICOM HONG KONG LTD	CHU	2024.99	N/A	2024.99	1619.99	HKD	No	2024.98	1619.99
HKFE	267	CITIC LTD	CIT	1984.98	N/A	1984.98	1587.99	HKD	No	1984.99	1587.99
HKFE	1	CK HUTCHISON HOLDINGS LTD	CKH	6574.95	N/A	6574.95	5259.96	HKD	No	6574.95	5259.96
HKFE	2628	CHINA LIFE INSURANCE CO-H	CLI	3424.97	N/A	3424.97	2739.98	HKD	No	3424.97	2739.98
HKFE	2	CLP HOLDINGS LTD	CLP	9324.93	N/A	9324.93	7459.94	HKD	No	9324.93	7459.94
HKFE	3968	CHINA MERCHANTS BANK - H	CMB	7899.94	N/A	7899.94	6319.95	HKD	No	7899.94	6319.95
HKFE	883	CNOOC LTD	CNC	2172.48	N/A	2172.48	1737.99	HKD	No	2172.48	1737.99
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COG	9687.43	N/A	9687.43	7749.94	HKD	No	9687.42	7749.94
HKFE	688	CHINA OVERSEAS LAND & INVEST	COL	8969.93	N/A	8969.93	7175.94	HKD	No	8969.93	7175.94
HKFE	386	CHINA PETROLEUM & CHEMICAL-H	CPC	2004.99	N/A	2004.99	1603.99	HKD	No	2004.99	1603.99
HKFE	2601	CHINA PACIFIC INSURANCE GR-H	CPI	6249.95	N/A	6249.95	4999.96	HKD	No	6249.95	4999.96
HKFE	2822	CSOP FTSE CHINA A50 ETF-HKD	CSA	22587.32	N/A	22587.32	18069.86	HKD	No	22587.32	18069.86
HKFE	1088	CHINA SHENHUA ENERGY CO - H	CSE	2292.48	N/A	2292.48	1833.99	HKD	No	2292.48	1833.99
HKFE	998	CHINA CITIC BANK CORP LTD-H	CTB	17549.88	N/A	17549.88	14039.90	HKD	No	17549.86	14039.88
HKFE	728	CHINA TELECOM CORP LTD-H	CTC	1399.99	N/A	1399.99	1119.99	HKD	No	1399.99	1119.99
HKFE	6030	CITIC SECURITIES CO LTD-H	CTS	4614.96	N/A	4614.96	3691.97	HKD	No	4614.96	3691.97
HKFE	CNH	United States dollar	CUS	40585	N/A	40585	32468	CNH	Yes	40585	32468
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	3405.50	N/A	3405.50	2724.40	HKD	No	3405.50	2724.40
HKFE	HSIDPI	HSI Dividend Point Index	DHS	11531.10	N/A	11531.10	9224.88	HKD	No	11531.10	9224.88
HKFE	3333	CHINA EVERGRANDE GROUP	EVG	2886.10	N/A	2886.10	2308.88	HKD	No	2886.10	2308.88
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAC	7359.94	N/A	7359.94	5887.95	HKD	No	7359.94	5887.95
HKFE	175	GEELY AUTOMOBILE HOLDINGS LT	GAH	28249.78	N/A	28249.78	22599.82	HKD	No	28249.78	22599.82
HKFE	GDR	CNH Gold Futures	GDR	680513.92	N/A	680513.92	544411.14	CNH	No	680513.92	544411.14
HKFE	GDU	USD Gold Futures	GDU	7321.82	N/A	7321.82	5857.45	USD	No	7321.82	5857.45
HKFE	27	GALAXY ENTERTAINMENT GROUP L	GLX	10237.42	N/A	10237.42	8189.93	HKD	No	10237.42	8189.94
HKFE	2333	GREAT WALL MOTOR COMPANY-H	GWM	77249.39	N/A	77249.39	61799.51	HKD	No	77249.38	61799.50
HKFE	6837	HAITONG SECURITIES CO LTD-H	HAI	17574.86	N/A	17574.86	14059.89	HKD	No	17574.86	14059.89
HKFE	6862	HAIDILAO INTERNATIONAL HOLDI	HDO	7137.44	N/A	7137.44	5709.95	HKD	No	7137.44	5709.95
HKFE	6	POWER ASSETS HOLDINGS LTD	HEH	5668.71	N/A	5668.71	4534.96	HKD	No	5668.70	4534.96
HKFE	388	HONG KONG EXCHANGES & CLEAR	HEX	11554.91	N/A	11554.91	9243.93	HKD	No	11554.91	9243.93
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	46431	37144.80	66330	53064	HKD	Yes	66330	53064
HKFE	5	HSBC HOLDINGS PLC	HKB	4494.96	N/A	4494.96	3595.97	HKD	No	4494.96	3595.97
HKFE	3	HONG KONG & CHINA GAS	HKE	3045.76	N/A	3045.76	2436.61	HKD	No	3045.76	2436.61
HKFE	3	HONG KONG & CHINA GAS	HKG	2899.98	N/A	2899.98	2319.98	HKD	No	2899.98	2319.98
HKFE	12	HENDERSON LAND DEVELOPMENT	HLD	8024.94	N/A	8024.94	6419.95	HKD	No	8024.94	6419.95
HKFE	902	HUANENG POWER INTL INC-H	HNP	1959.99	N/A	1959.99	1567.99	HKD	No	1959.98	1567.99
HKFE	11	HANG SENG BANK LTD	HSB	3577.47	N/A	3577.47	2861.98	HKD	No	3577.47	2861.98
HKFE	HSI	Hang Seng Stock Index	HSI	93530.12	74824.10	133614.46	106891.57	HKD	Yes	133614.46	106891.57
HKFE	HSTECH	Hang Seng TECH Index	HTI	28004.53	22403.62	40006.47	32005.18	HKD	Yes	40006.47	32005.18
HKFE	1398	IND & COMM BK OF CHINA - H	ICB	1092.49	N/A	1092.49	873.993	HKD	No	1092.49	873.993
HKFE	9618	JD.COM INC - CL A	JDC	38049.70	N/A	38049.70	30439.76	HKD	No	38049.69	30439.76
HKFE	6618	JD HEALTH INTERNATIONAL INC.	JDH	9629.20	N/A	9629.20	7703.36	HKD	No	9629.20	7703.36
HKFE	268	KINGDEE INTERNATIONAL SFTWR	KDS	12849.90	N/A	12849.90	10279.92	HKD	No	12849.90	10279.92
HKFE	3888	KINGSOFT CORP LTD	KSO	8863.37	N/A	8863.37	7090.70	HKD	No	8526.48	6821.18
HKFE	1024	KUAISHOU TECHNOLOGY	KST	12342.40	N/A	12342.40	9873.92	HKD	No	12342.40	9873.92
HKFE	2015	LI AUTO INC-CLASS A	LAU	5499.96	N/A	5499.96	4399.96	HKD	No	5499.96	4399.96
HKFE	823	LINK REIT	LNK	16812.37	N/A	16812.37	13449.89	HKD	No	16812.37	13449.89
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	9286.20	7428.96	13266	10612.80	HKD	Yes	13266	10612.80
HKFE	MCN.HK	MSCI China Free Net Total Return (USD) Index (HKFE)	MCN	10394.72	N/A	10394.72	8315.77	USD	No	10394.72	8315.77
HKFE	MCS	United States dollar	MCS	8117.25	N/A	8117.25	6493.80	CNH	No	8117.25	6493.80
HKFE	3690	MEITUAN-CLASS B	MET	37458.96	N/A	37458.96	29967.17	HKD	No	36151.12	28920.90
HKFE	MHI	Mini Hang Seng Index	MHI	18706.02	14964.82	26722.89	21378.31	HKD	Yes	26722.89	21378.31
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MIA	2489.76	N/A	2489.76	1991.81	USD	No	2489.76	1991.81
HKFE	1810	XIAOMI CORP-CLASS B	MIU	5274.96	N/A	5274.96	4219.97	HKD	No	5274.96	4219.97
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSB	7799.94	N/A	7799.94	6239.95	HKD	No	7799.94	6239.95
HKFE	66	MTR CORP.	MTR	5256.21	N/A	5256.21	4204.97	HKD	No	5256.21	4204.97
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	5189.61	N/A	5189.61	4151.69	USD	No	5189.61	4151.69
HKFE	1336	NEW CHINA LIFE INSURANCE C-H	NCL	5987.45	N/A	5987.45	4789.96	HKD	No	5987.45	4789.96
HKFE	9633	NONGFU SPRING CO LTD-H	NFU	9437.42	N/A	9437.42	7549.94	HKD	No	9437.42	7549.94
HKFE	9999	NETEASE, INC.	NTE	18599.85	N/A	18599.85	14879.88	HKD	No	18599.85	14879.88
HKFE	17	NEW WORLD DEVELOPMENT	NWD	8387.43	N/A	8387.43	6709.95	HKD	No	8387.43	6709.95
HKFE	2318	PING AN INSURANCE GROUP CO-H	PAI	7093.69	N/A	7093.69	5674.95	HKD	No	7093.69	5674.95
HKFE	857	PETROCHINA CO LTD-H	PEC	2014.99	N/A	2014.99	1611.99	HKD	No	2014.98	1611.99
HKFE	9868	XPENG INC - CLASS A SHARES	PEN	7349.94	N/A	7349.94	5879.95	HKD	No	7349.94	5879.95
HKFE	1833	PING AN HEALTHCARE AND TECHN	PHT	6449.95	N/A	6449.95	5159.96	HKD	No	6449.95	5159.96
HKFE	2328	PICC PROPERTY & CASUALTY -H	PIC	3634.97	N/A	3634.97	2907.98	HKD	No	3634.97	2907.98
HKFE	TOP40	FTSE/JSE Africa Top40 Index	SAF	120298.50	N/A	120298.50	96238.80	HKD	No	120298.50	96238.80
HKFE	1928	SANDS CHINA LTD	SAN	2992.50	N/A	2992.50	2394	HKD	No	2992.50	2394
HKFE	16	SUN HUNG KAI PROPERTIES	SHK	25224.80	N/A	25224.80	20179.84	HKD	No	25224.80	20179.84
HKFE	981	SEMICONDUCTOR MANUFACTURING	SMC	13499.89	N/A	13499.89	10799.91	HKD	No	13499.89	10799.92
HKFE	2382	SUNNY OPTICAL TECH	SNO	48299.61	N/A	48299.61	38639.69	HKD	No	48299.61	38639.69
HKFE	1918	SUNAC CHINA HOLDINGS LTD	SUN	9073.08	N/A	9073.08	7258.46	HKD	No	7953.40	6362.72
HKFE	19	SWIRE PACIFIC LTD - CL A	SWA	6168.70	N/A	6168.70	4934.96	HKD	No	6168.70	4934.96
HKFE	700	TENCENT HOLDINGS LTD	TCH	12079.90	N/A	12079.90	9663.92	HKD	No	12079.90	9663.92
HKFE	2800	TRACKER FUND OF HONG KON-HKD	TRF	319997.45	N/A	319997.45	255997.95	HKD	No	319997.45	255997.95
HKFE	9961	TRIP.COM GROUP LIMITED	TRP	9449.92	N/A	9449.92	7559.94	HKD	No	9449.92	7559.94
HKFE	788	CHINA TOWER CORP LTD-H	TWR	2599.99	N/A	2599.99	2079.99	HKD	No	2599.98	2079.98
HKFE	VHSI	Hang Seng Volatility Index	VHS	79375	N/A	79375	63500	HKD	No	110937.50	88750
HKFE	4	WHARF HOLDINGS LTD	WHL	6599.95	N/A	6599.95	5279.96	HKD	No	6599.95	5279.96
HKFE	2269	WUXI BIOLOGICS CAYMAN INC	WXB	13549.89	N/A	13549.89	10839.91	HKD	No	13549.89	10839.91
HKFE	1171	YANZHOU COAL MINING CO-H	YZA	9306.25	N/A	9306.25	7445.00	HKD	No	8364.08	6691.26
HKFE	1171	YANZHOU COAL MINING CO-H	YZC	8874.41	N/A	8874.41	7099.53	HKD	No	7975.96	6380.77
HKFE	6060	ZHONGAN ONLINE P&C INSURAN-H	ZAO	8479.02	N/A	8479.02	6783.21	HKD	No	8234.97	6587.98
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJM	5129.96	N/A	5129.96	4103.97	HKD	No	5129.96	4103.97

ICE Cryptocurrency (ICECRYPTO)

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

Exchange ICECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICECRYPTO	BAKKT	Bakkt Bitcoin	BTM	35723.44	N/A	35723.44	28578.75	USD	No	107170.31	85736.25

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	522.844	N/A	522.844	418.275	EUR	No	522.844	418.275
ICEEU	AKZA	AKZO NOBEL N.V.	AKZ	1767.75	N/A	1767.75	1414.20	EUR	No	1767.75	1414.20
ICEEU	ASML	ASML HOLDING NV	ASL	12491.25	N/A	12491.25	9993	EUR	No	12491.25	9993
ICEEU	SG	Short Gilt	G	1125	N/A	1125	900	GBP	No	1125.00	899.999
ICEEU	H	Medium Gilt	H	4387.50	N/A	4387.50	3510.00	GBP	No	4387.50	3510.00
ICEEU	HEIA	HEINEKEN NV	HEI	1721.25	N/A	1721.25	1377	EUR	No	1721.25	1377.00
ICEEU	I	3 Month EURIBOR Interest Rate	I	273.4375	N/A	273.4375	218.75	EUR	Yes	273.4375	218.75
ICEEU	INGA	ING GROEP NV	ING	238.875	N/A	238.875	191.10	EUR	No	238.875	191.10
ICEEU	KPN	KONINKLIJKE KPN NV	KPN	53.8925	N/A	53.8925	43.114	EUR	No	53.8925	43.114
ICEEU	L	3 Month Sterling Interest Rate FUT	L	268.281	N/A	268.281	214.625	GBP	Yes	268.281	214.625
ICEEU	O	5 Year Euro Swapnote	O	2925.00	N/A	2925.00	2340.00	EUR	No	2925.00	2340.00
ICEEU	P	10 Year Euro Swapnote	P	7875.00	N/A	7875.00	6300.00	EUR	No	7875.00	6300.00
ICEEU	PHIA	KONINKLIJKE PHILIPS NV	PHI	710.625	N/A	710.625	568.50	EUR	No	710.625	568.50
ICEEU	R	Long Gilt	R	3562.50	N/A	3562.50	2850	GBP	No	3562.50	2850
ICEEU	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD	412.863	N/A	412.863	330.29	EUR	No	412.863	330.29
ICEEU	REN	RELX PLC	REN	614.175	N/A	614.175	491.34	EUR	No	614.175	491.34
ICEEU	S	Three Month Euro Swiss Franc Interest Rate	S	500.003	N/A	500.003	400.003	CHF	No	500	400
ICEEU	TWS	2 Year Euro Swapnote	TWS	948.75	N/A	948.75	759	EUR	No	948.751	759.001
ICEEU	UNA	UNILEVER PLC	UNA	1087.99	N/A	1087.99	870.39	EUR	No	1087.99	870.39
ICEEU	USO	Five Year $ Swapnote	USO	4687.51	N/A	4687.51	3750.01	USD	No	4687.51	3750.01
ICEEU	USP	Ten Year $ Swapnote	USP	12562.51	N/A	12562.51	10050.00	USD	No	12562.51	10050.01
ICEEU	USW	Two Year Dollar Swapnote	USW	3630.00	N/A	3630.00	2904.00	USD	No	3630.00	2904.00
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	946.06	N/A	946.06	756.848	GBP	No	946.06	756.848
ICEEU	Y	FTSE 250 Index	Y2	9508.01	N/A	9508.01	7606.41	GBP	No	9508.01	7606.41
ICEEU	Z	FTSE 100 Index	Z	5367.25	4293.80	7667.51	6134.00	GBP	Yes	7667.50	6134.00

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	2175	N/A	2175	1740	GBP	No	2175	1740
ICEEUSOFT	D	Robusta Coffee	RC	2100.00	N/A	2100.00	1680.00	USD	No	2100.00	1680.00
ICEEUSOFT	T	Wheat	T	4183.59	N/A	4183.59	3346.87	GBP	No	4183.59	3346.87
ICEEUSOFT	W	White Sugar	W	2422.79	N/A	2422.79	1938.23	USD	No	2422.79	1938.23

ICE Futures US (ICEUS)

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

Exchange ICEUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEUS	AUD	Australian dollar	KAU	5437.50	N/A	5437.50	4350	USD	No	5437.50	4350
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	877031.41	N/A	877031.41	701625.125	JPY	No	877031.41	701625.125
ICEUS	EO	European Monetary Union Euro	KEO	5685.94	N/A	5685.94	4548.75	USD	No	5685.94	4548.75
ICEUS	ECD	European Monetary Union Euro	KEP	9178.125	N/A	9178.125	7342.50	CAD	No	9178.125	7342.50
ICEUS	GB	European Monetary Union Euro	KGB	6628.44	N/A	6628.44	5302.75	GBP	No	6628.59	5302.875
ICEUS	EAD	European Monetary Union Euro	KRA	11910.94	N/A	11910.94	9528.75	AUD	No	11910.94	9528.75
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	167296.56	N/A	167296.56	133837.25	CHF	No	167296.875	133837.50
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	38506250	N/A	38506250	30805000	JPY	No	38506250	30805000
ICEUS	MP	British pound	MP	5346.09	N/A	5346.09	4276.875	USD	No	5346.09	4276.875
ICEUS	SS	British Pound in Swiss Franc	SS	197187.19	N/A	197187.19	157749.75	CHF	No	197187.50	157750
ICEUS	SY	British Pound in Japanese Yen	SY	1352813.59	N/A	1352813.59	1082250.875	JPY	No	1352813.59	1082250.875

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	1998.31	N/A	1998.31	1598.65	EUR	No	1998.31	1598.65
IDEM	ACE	ACEA SPA	ACE	1763.44	N/A	1763.44	1410.75	EUR	No	1763.44	1410.75
IDEM	AGL	AUTOGRILL SPA	AGL	1504.99	N/A	1504.99	1203.99	EUR	No	1504.99	1203.99
IDEM	ATL	ATLANTIA SPA	ATL	2261.16	N/A	2261.16	1808.93	EUR	No	2261.16	1808.93
IDEM	BMED	BANCA MEDIOLANUM SPA	BMED	1027.19	N/A	1027.19	821.755	EUR	No	1027.19	821.755
IDEM	BZU	BUZZI UNICEM SPA	BZU	376.125	N/A	376.125	300.90	EUR	No	376.125	300.90
IDEM	CPR	DAVIDE CAMPARI-MILANO NV	CPR	2391.56	N/A	2391.56	1913.25	EUR	No	2391.56	1913.25
IDEM	ENEL	ENEL SPA	ENEL	650.625	N/A	650.625	520.50	EUR	No	650.625	520.50
IDEM	ENI	ENI SPA	ENI	1516.22	N/A	1516.22	1212.98	EUR	No	1516.22	1212.98
IDEM	ERG	ERG SPA	ERG	2918.69	N/A	2918.69	2334.95	EUR	No	2918.69	2334.95
IDEM	EXO	EXOR NV	EXO	1543.51	N/A	1543.51	1234.81	EUR	No	1543.51	1234.81
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	3602.59	N/A	3602.59	2882.07	EUR	No	3602.59	2882.07
IDEM	FTMIB	FTSE MIB Index	FTMIB	13932.23	11145.79	19903.19	15922.55	EUR	Yes	19903.19	15922.55
IDEM	G	ASSICURAZIONI GENERALI	G	351.094	N/A	351.094	280.875	EUR	No	351.094	280.875
IDEM	GEO	GEOX SPA	GEO	132.844	N/A	132.844	106.275	EUR	No	132.844	106.275
IDEM	ISP	INTESA SANPAOLO	ISP	473.156	N/A	473.156	378.525	EUR	No	473.156	378.525
IDEM	LDO	LEONARDO SPA	LDO	937.688	N/A	937.688	750.15	EUR	No	937.688	750.15
IDEM	MB	MEDIOBANCA SPA	MB	1234.99	N/A	1234.99	987.994	EUR	No	1234.99	987.994
IDEM	FTMIB	FTSE MIB Index	MICRO	557.289	445.831	796.128	636.902	EUR	No	796.128	636.902
IDEM	FTMIB	FTSE MIB Index	MINI	2786.45	2229.16	3980.64	3184.51	EUR	No	3980.64	3184.51
IDEM	MS	MEDIASET NV	MS	502.531	N/A	502.531	402.025	EUR	No	502.531	402.025
IDEM	PRY	PRYSMIAN SPA	PRY	586.312	N/A	586.312	469.05	EUR	No	586.313	469.05
IDEM	SPM	SAIPEM SPA	SPM	438.00	N/A	438.00	350.40	EUR	No	438.00	350.40
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	1462.35	N/A	1462.35	1169.88	EUR	No	1462.35	1169.88
IDEM	SRS	SARAS SPA	SRS	181.339	N/A	181.339	145.071	EUR	No	181.339	145.071
IDEM	STM	STMICROELECTRONICS NV	STM	4154.16	N/A	4154.16	3323.32	EUR	No	4154.16	3323.32
IDEM	TEN	TENARIS SA	TEN	1137.15	N/A	1137.15	909.72	EUR	No	1137.15	909.72
IDEM	TIT	TELECOM ITALIA SPA	TIT	68.10	N/A	68.10	54.48	EUR	No	68.10	54.48
IDEM	TITR	TELECOM ITALIA-RSP	TITR	65.6438	N/A	65.6438	52.515	EUR	No	65.6438	52.515
IDEM	TOD	TOD'S SPA	TOD	1281.62	N/A	1281.62	1025.29	EUR	No	1281.62	1025.29
IDEM	TRN	TERNA-RETE ELETTRICA NAZIONA	TRN	1181.25	N/A	1181.25	945.00	EUR	No	1181.25	945.00
IDEM	UCG	UNICREDIT SPA	UCG	1208.01	N/A	1208.01	966.405	EUR	No	1208.01	966.405
IDEM	UNI	UNIPOL GRUPPO SPA	UNI	563.938	N/A	563.938	451.15	EUR	No	563.938	451.15
IDEM	US	UNIPOLSAI ASSICURAZIONI SPA	US	517.156	N/A	517.156	413.725	EUR	No	517.156	413.725

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	41371.46	N/A	41371.46	33097.17	USD	No	41371.46	33097.17
IPE	COIL	ICE Brent Crude	COIL	7462.50	N/A	7462.50	5970	USD	Yes	7462.50	5970
IPE	GOIL	ICE Gasoil	GOIL	6561.75	N/A	6561.75	5249.40	USD	No	6561.75	5249.40
IPE	HOIL	ICE Heating Oil	HOIL	8253.00	N/A	8253.00	6602.40	USD	No	8253.00	6602.40
IPE	NCF	Newcastle Coal Futures	NCF	38313.10	N/A	38313.10	30650.48	USD	No	38313.10	30650.48
IPE	NGF	ICE UK Natural Gas	NGF	23529.00	N/A	23529.00	18823.20	GBP	No	23529.00	18823.20
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	9854.25	N/A	9854.25	7883.40	USD	No	9854.25	7883.40
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	8250	N/A	8250	6600	USD	Yes	8250	6600

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	8518124.87	6814499.895	12168749.81	9734999.85	KRW	Yes	12168749.81	9734999.85
KSE	K200M	Mini KOSPI200 Index	05	1703624.97	1362899.98	2433749.96	1946999.97	KRW	Yes	2433749.96	1946999.97
KSE	KOSDQ150	KOSDAQ 150 Index	06	1248450.04	998760.03	1783500.06	1426800.05	KRW	No	1783500.06	1426800.05
KSE	3KTB	3-Year Korea Treasury Bond	165	919009.50	N/A	919009.50	735207.60	KRW	No	919009.50	735207.60
KSE	FLKTB	10-Year Korea Treasury Bond	167	2809134.73	N/A	2809134.73	2247307.78	KRW	No	2809134.73	2247307.78
KSE	KWY	United States dollar	175	1484125.06	N/A	1484125.06	1187300.05	KRW	No	2968250.12	2374600.10

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	6358.31	N/A	6358.31	5086.65	USD	No	6358.31	5086.65
LMEOTC	CA	Grade A Copper - LME	CA	30394.18	N/A	30394.18	24315.35	USD	No	30394.18	24315.35
LMEOTC	NI	Nickel - LME	NI	17282.63	N/A	17282.63	13826.11	USD	No	17282.63	13826.11
LMEOTC	PB	Lead - LME	PB	7908.80	N/A	7908.80	6327.04	USD	No	7908.80	6327.04
LMEOTC	SNLME	Tin future	SN	66389.14	N/A	66389.14	53111.31	USD	No	66389.14	53111.31
LMEOTC	ZSLME	Special High Grade Zinc	ZS	8902.22	N/A	8902.22	7121.78	USD	No	8902.22	7121.78

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	1018.01	N/A	1018.01	814.412	EUR	Yes	1018.01	814.412
MATIF	ECO	European Rapeseed Future	ECO	2440.49	N/A	2440.49	1952.39	EUR	No	2440.49	1952.39
MATIF	EMA	Corn	EMA	1623.81	N/A	1623.81	1299.05	EUR	No	1623.81	1299.05

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	A3M	ATRESMEDIA CORP DE MEDIOS DE	A3T	67.9934	N/A	67.9934	54.3947	EUR	No	67.9932	54.3946
MEFFRV	ACS	ACS ACTIVIDADES CONS Y SERV	ACS	445.80	N/A	445.80	356.64	EUR	No	445.80	356.64
MEFFRV	ACX	ACERINOX SA	ACX	223.179	N/A	223.179	178.543	EUR	No	223.179	178.543
MEFFRV	ANA	ACCIONA SA	ANA	2777.80	N/A	2777.80	2222.24	EUR	No	2777.80	2222.24
MEFFRV	BBVA	BANCO BILBAO VIZCAYA ARGENTA	BBV	105.586	N/A	105.586	84.4691	EUR	No	105.586	84.4691
MEFFRV	BKT	BANKINTER SA	BKT	93.9544	N/A	93.9544	75.1635	EUR	No	93.9545	75.1636
MEFFRV	BKTB	BKT: BANKINTER SA: ADJ	BLD	167.63	N/A	167.63	134.104	EUR	No	167.63	134.104
MEFFRV	ELE	ENDESA SA	ELE	352.985	N/A	352.985	282.388	EUR	No	352.985	282.388
MEFFRV	ENG	ENAGAS SA	ENA	370.03	N/A	370.03	296.024	EUR	No	370.03	296.024
MEFFRV	FCC	FOMENTO DE CONSTRUC Y CONTRA	FCC	222.40	N/A	222.40	177.92	EUR	No	222.40	177.92
MEFFRV	FER	FERROVIAL SA	FER	486.311	N/A	486.311	389.048	EUR	No	486.311	389.048
MEFFRV	SGRE	SIEMENS GAMESA RENEWABLE ENE	GAM	516.00	N/A	516.00	412.80	EUR	No	516.00	412.80
MEFFRV	NTGY	NATURGY ENERGY GROUP SA	GAS	449.73	N/A	449.73	359.784	EUR	No	449.73	359.784
MEFFRV	GRF	GRIFOLS SA	GRF	1265.30	N/A	1265.30	1012.24	EUR	No	1265.30	1012.24
MEFFRV	IBE	IBERDROLA SA	IBE	179.667	N/A	179.667	143.734	EUR	No	179.667	143.734
MEFFRV	IBEX35	IBEX 35 Index	IBX	7875	6300	11250	9000	EUR	No	11250	9000
MEFFRV	IDR	INDRA SISTEMAS S.A.	IDR	188.40	N/A	188.40	150.72	EUR	No	188.40	150.72
MEFFRV	ITX	INDUSTRIA DE DISENO TEXTIL	ITX	581.872	N/A	581.872	465.498	EUR	No	581.872	465.498
MEFFRV	MAP	MAPFRE SA	MAP	53.8925	N/A	53.8925	43.114	EUR	No	53.8925	43.114
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	787.50	630	1125	900	EUR	Yes	1125	900
MEFFRV	MT	ARCELORMITTAL	MTS	673.982	N/A	673.982	539.185	EUR	No	673.982	539.185
MEFFRV	REE	RED ELECTRICA CORPORACION SA	REE	336.221	N/A	336.221	268.977	EUR	No	336.221	268.977
MEFFRV	REP	REPSOL SA	REP	215.893	N/A	215.893	172.714	EUR	No	215.893	172.714
MEFFRV	SAB1	BANCO DE SABADELL SA	SAB	53.8925	N/A	53.8925	43.114	EUR	No	53.8925	43.114
MEFFRV	SAN1	BANCO SANTANDER SA	SAN	77.7619	N/A	77.7619	62.2095	EUR	No	77.7619	62.2095
MEFFRV	SCYR	SACYR SA	SVO	53.8925	N/A	53.8925	43.114	EUR	No	53.8925	43.114
MEFFRV	TEF	TELEFONICA SA	TEF	75.6734	N/A	75.6734	60.5387	EUR	No	75.6733	60.5386
MEFFRV	TL5	MEDIASET ESPANA COMUNICACION	TL5	88.7848	N/A	88.7848	71.0278	EUR	No	88.7846	71.0277

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	1284.75	N/A	1284.75	1027.80	MXN	No	1284.75	1027.80
MEXDER	CEMEXCPO	CEMEX SAB-CPO	CXC	1284.75	N/A	1284.75	1027.80	MXN	No	1284.75	1027.80
MEXDER	DEUA	United States dollar	DA	20625	N/A	20625	16500	MXN	No	20625	16500
MEXDER	EURO	European Monetary Union Euro	EU	57375	N/A	57375	45900	MXN	No	57375	45900
MEXDER	FEMSAUBD	FOMENTO ECONOMICO MEXICA-UBD	FEM	3246.68	N/A	3246.68	2597.35	MXN	No	3246.68	2597.35
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	54375.18	N/A	54375.18	43500.14	MXN	Yes²	54375	43500
MEXDER	BONO10	10 Year Bond	M10	30375	N/A	30375	24300	MXN	No	30375	24300
MEXDER	BONO3	3 Year Bond	M3	5437.50	N/A	5437.50	4350.00	MXN	No	5437.50	4350.00
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	10875.04	N/A	10875.04	8700.03	MXN	No	38062.69	30450.15

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	9750.02	N/A	9750.02	7800.01	EUR	No	9750.02	7800.01
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	6580.81	N/A	6580.81	5264.65	EUR	No	6580.81	5264.65
MONEP	CAC40	CAC 40	FCE	4812.50	3850	6875	5500	EUR	Yes	6875	5500
MONEP	FEF	FTSEurofirst 80 NEW	FEF	15562.52	N/A	15562.52	12450.02	EUR	No	15562.52	12450.02
MONEP	FEO	FTSEurofirst 100 NEW	FEO	13050.02	N/A	13050.02	10440.01	EUR	No	13050.02	10440.01
MONEP	CAC40	CAC 40	MFC	481.25	385	687.50	550	EUR	No	687.50	550

National Stock Exchange of India (NSE)

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

Exchange NSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	152984.25	122387.5	218549	174839.25	INR	Yes	8721.14	6976.91
NSE	CROMPTON	CROMPTON GREAVES CONSUMER EL	CROMPTON	136648.6	N/A	136648.6	109318.55	INR	No	123.963	99.1705
NSE	DALBHARAT	DALMIA BHARAT LTD	DALBHARAT	153957.5	N/A	153957.5	123166	INR	No	614.742	491.794
NSE	EURINR	Euro in Indian Rupee	EURINR	10938.12	N/A	10938.12	8750.50	INR	No	10938.12	8750.50
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	12913.50	N/A	12913.50	10330.80	INR	No	12913.50	10330.80
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	8311.56	N/A	8311.56	6649.25	INR	No	8311.56	6649.25
NSE	NIFTY50	Nifty 50	NIFTY	105398	84318.5	150568.5	120454.5	INR	Yes	3001.65	2401.32
NSE	USDINR	US Dollars in Indian Rupee	USDINR	9417.81	N/A	9417.81	7534.25	INR	Yes	9417.81	7534.25

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	2849.24	N/A	2849.24	2279.40	USD	Yes	2849.24	2279.40
NYBOT	CT	Cotton No. 2	CT	6824.375	N/A	6824.375	5459.50	USD	Yes	6824.31	5459.45
NYBOT	DX	NYBOT US Dollar FX	DX	2375.01	N/A	2375.01	1900.01	USD	Yes	2375.01	1900.00
NYBOT	NYFANG	NYSE FANG+ Index	FNG	4703.29	N/A	4703.29	3762.63	USD	No	4703.29	3762.63
NYBOT	KC	Coffee "C"	KC	14571.75	N/A	14571.75	11657.40	USD	Yes	14571.75	11657.40
NYBOT	OJ	FC Orange Juice "A"	OJ	2875.86	N/A	2875.86	2300.69	USD	Yes	2875.86	2300.69
NYBOT	RS	Canola	RS	1725	N/A	1725	1380	CAD	No	1725	1380
NYBOT	SB	Sugar No. 11	SB	2274.58	N/A	2274.58	1819.66	USD	Yes	2274.58	1819.66
NYBOT	SF	Sugar #16 112000 lbs	SF	5920.74	N/A	5920.74	4736.59	USD	No	5920.74	4736.59

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	ALI	NYMEX Aluminum Index	ALI	9322.22	N/A	9322.22	7457.77	USD	No	9322.22	7457.77
NYMEX	BB	NYMEX Brent Financial Futures Index	BB	7031.25	N/A	7031.25	5625	USD	No	7031.25	5625
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	7031.25	N/A	7031.25	5625	USD	Yes²	7031.25	5625
NYMEX	CL	Light Sweet Crude Oil	CL	9375	N/A	9375	7500	USD	Yes	9375	7500
NYMEX	GC	Gold	GC	10500.14	N/A	10500.14	8400.11	USD	Yes	10500.14	8400.11
NYMEX	HG	NYMEX Copper Index	HG	12644.75	N/A	12644.75	10115.80	USD	Yes	12644.75	10115.80
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	15289.25	N/A	15289.25	12231.40	USD	No	15289.25	12231.40
NYMEX	HO	Heating Oil	HO	6875	N/A	6875	5500	USD	Yes	6875	5500
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	15289.25	N/A	15289.25	12231.40	USD	No	15289.25	12231.40
NYMEX	HRC	Hot-Rolled Coil Steel Index	HRC	2535.90	N/A	2535.90	2028.72	USD	No	2535.90	2028.72
NYMEX	LT	Gulf Coast ULSD (Platts) Up-Down Futures	LT	62.50	N/A	62.50	50	USD	No	62.50	50
NYMEX	MCL	Micro WTI Crude Oil	MCL	631.25	N/A	631.25	505	USD	No	631.25	505
NYMEX	MGC	E-Micro Gold	MGC	1050.01	N/A	1050.01	840.011	USD	No	1050.01	840.011
NYMEX	NG	Henry Hub Natural Gas	NG	15289.25	N/A	15289.25	12231.40	USD	Yes	15289.25	12231.40
NYMEX	PA	NYMEX Palladium Index	PA	43962.78	N/A	43962.78	35170.22	USD	No	43962.78	35170.23
NYMEX	PL	NYMEX Platinum Index	PL	7260.28	N/A	7260.28	5808.22	USD	No	7260.28	5808.22
NYMEX	QC	COMEX MINY Copper	QC	6322.37	N/A	6322.37	5057.90	USD	No	6322.37	5057.90
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	3822.31	N/A	3822.31	3057.85	USD	No	3822.31	3057.85
NYMEX	QI	COMEX MINY Silver	QI	17607.75	N/A	17607.75	7336.56	USD	No	17607.75	7336.56
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	3156.25	N/A	3156.25	2525	USD	No	3156.25	2525
NYMEX	QO	COMEX MINY Gold	QO	5250.07	N/A	5250.07	4200.06	USD	No	5250.07	4200.06
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	6625	N/A	6625	5300	USD	Yes	6625	5300
NYMEX	SGC	Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures	SGC	64713.42	N/A	64713.42	51770.73	CNH	No	64713.42	51770.73
NYMEX	SGUF	Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures	SGU	7910.67	N/A	7910.67	6328.54	USD	No	7910.67	6328.54
NYMEX	SI	NYMEX Silver Index	SI	35215.50	N/A	35215.50	14673.125	USD	Yes	35215.50	14673.125
NYMEX	SI	NYMEX Silver Index	SIL	7043.10	N/A	7043.10	2934.625	USD	No	7043.10	2934.625
NYMEX	TT	NYMEX Cotton index	TT	6936.75	N/A	6936.75	5549.40	USD	No	6936.75	5549.40
NYMEX	UX	NYMEX Uranium Index	UX	4125.00	N/A	4125.00	3300.00	USD	No	4125.00	3300.00

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	5357.95	4286.36	7654.21	6123.37	USD	No	7654.21	6123.37
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	4587.07	3669.66	6552.96	5242.37	USD	No	6552.96	5242.37
NYSELIFFE	MXUS	MSCI USA Index	MUN	31592.75	N/A	31592.75	25274.20	USD	No	31592.75	25274.20
NYSELIFFE	YG	Mini Sized NY Gold Futures	YG	7036.63	N/A	7036.63	5629.30	USD	Yes²	7036.63	5629.30
NYSELIFFE	YI	Mini Sized NY Silver Futures	YI	10843.22	N/A	10843.22	4518.01	USD	Yes²	10843.22	4518.01
NYSELIFFE	ZG	Gold 100 Troy Oz	ZG	21886.87	N/A	21886.87	17509.50	USD	Yes²	21886.87	17509.50
NYSELIFFE	ZI	CBOT 5000 Oz Silver Futures	ZI	54216.08	N/A	54216.08	22590.04	USD	Yes²	54216.09	22590.04

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.FWD	5417.07	N/A	5417.07	4333.66	SEK	No	5417.07	4333.66
OMS	ATCO.A	ATLAS COPCO AB-A SHS	ATCOA.FWD	10267.42	N/A	10267.42	8213.94	SEK	No	10267.42	8213.94
OMS	AZN	ASTRAZENECA PLC	AZN.FWD	24771.25	N/A	24771.25	19817	SEK	No	24771.25	19817
OMS	BOL	BOLIDEN AB	BOLI.FWD	6013.125	N/A	6013.125	4810.50	SEK	No	6013.125	4810.50
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB.FWD	2110	N/A	2110	1688	SEK	No	2110	1688
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB.FWD	3083.75	N/A	3083.75	2467	SEK	No	3083.75	2467
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	LUPE.FWD	9014.84	N/A	9014.84	7211.87	SEK	No	9014.84	7211.87
OMS	NDASE	NORDEA BANK ABP	NDASE.FWD	2005.50	N/A	2005.50	1604.40	SEK	No	2005.50	1604.40
OMS	NOKIASEK	NOKIA OYJ	NOKIA.FWD	1681.25	N/A	1681.25	1345	SEK	No	1681.25	1345
OMS	OMXESG	OMXS30 ESG Responsible Index	OMXESG	28802.47	N/A	28802.47	23041.98	SEK	No	28802.47	23041.98
OMS	OMXS30	OMX Index (Sweden)	OMXS30	17082.64	13666.12	24403.78	19523.02	SEK	Yes	24403.78	19523.02
OMS	SAND	SANDVIK AB	SAND.FWD	3973.125	N/A	3973.125	3178.50	SEK	No	3973.125	3178.50
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA.FWD	2379.64	N/A	2379.64	1903.71	SEK	No	2379.64	1903.71
OMS	SKA.B	SKANSKA AB-B SHS	SKAB.FWD	4072.50	N/A	4072.50	3258	SEK	No	4072.50	3258
OMS	SKF.B	SKF AB-B SHARES	SKFB.FWD	4075.10	N/A	4075.10	3260.08	SEK	No	4075.10	3260.08
OMS	SSAB.A	SSAB AB-A SHARES	SSABA.FWD	835.50	N/A	835.50	668.40	SEK	No	835.50	668.40
OMS	STER	STORA ENSO OYJ-R SHS	STER.FWD	2681.25	N/A	2681.25	2145	SEK	No	2681.25	2145
OMS	TELIA	TELIA CO AB	TLSN.FWD	664.968	N/A	664.968	531.974	SEK	No	664.968	531.974
OMS	TREL.B	TRELLEBORG AB-B SHS	TRELB.FWD	3563.37	N/A	3563.37	2850.70	SEK	No	3563.37	2850.70
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB.FWD	3698.62	N/A	3698.62	2958.90	SEK	No	3698.62	2958.90

Osaka Securities Exchange (OSE.JPN)

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

Exchange OSE.JPN	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OSE.JPN	N225	Nikkei 225	225	2284753.88	1827803.10	3263934.11	2611147.29	JPY	Yes	3263934.11	2611147.29
OSE.JPN	N225M	Nikkei 225 Mini	225M	228475.39	182780.31	326393.41	261114.73	JPY	No	326393.41	261114.73
OSE.JPN	JPNK400	JPX-Nikkei Index 400	400	66867.59	53494.07	95525.13	76420.10	JPY	No	95525.13	76420.10
OSE.JPN	TPXC30	Topix Core30	C30	155625	N/A	155625	124500	JPY	No	155625	124500
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	327360.01	N/A	327360.01	261888.00	JPY	No	327360.01	261888.00
OSE.JPN	M-GD	Gold (Mini) - Japan	GLDM	24195.32	N/A	24195.32	19356.25	JPY	No	24195.32	19356.25
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JBL	996789.56	N/A	996789.56	797431.65	JPY	Yes	996789.56	797431.65
OSE.JPN	MJ	Mini 10 Year JGB	JBLM	99678.96	N/A	99678.96	79743.16	JPY	No	99678.96	79743.16
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTH	132186.45	N/A	132186.45	105749.16	JPY	No	132186.45	105749.16
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NVI	133750	N/A	133750	107000	JPY	No	248150	198520
OSE.JPN	M-PT	Platinum (Mini) - Japan	PLTM	41070.57	N/A	41070.57	32856.46	JPY	No	41070.57	32856.46
OSE.JPN	TSEREIT	TSE REIT Index	REIT	275460.16	N/A	275460.16	220368.13	JPY	No	275460.16	220368.13
OSE.JPN	TOPX	TOPIX Index	TPX	1324070.31	1059256.24	1891529.01	1513223.21	JPY	No	1891529.01	1513223.21
OSE.JPN	MNTPX	Japan Mini Topix	TPXM	132407.03	105925.62	189152.90	151322.32	JPY	No	189152.90	151322.32

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	-	COIL	7462.50	N/A	7462.50	5970	USD	No	7462.50	5970
QBALGOIEU	GOIL	-	GOIL	6561.75	N/A	6561.75	5249.40	USD	No	6561.75	5249.40
QBALGOIEU	WTI	-	WTI	8250	N/A	8250	6600	USD	No	8250	6600

ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	-	CC	2849.24	N/A	2849.24	2279.40	USD	No	2849.24	2279.40
QBALGOIUS	CT	-	CT	6824.375	N/A	6824.375	5459.50	USD	No	6824.31	5459.45
QBALGOIUS	DX	-	DX	2375.01	N/A	2375.01	1900.01	USD	No	2375.01	1900.00
QBALGOIUS	KC	-	KC	14571.75	N/A	14571.75	11657.40	USD	No	14571.75	11657.40
QBALGOIUS	OJ	-	OJ	2875.86	N/A	2875.86	2300.69	USD	No	2875.86	2300.69
QBALGOIUS	SB	-	SB	2274.58	N/A	2274.58	1819.66	USD	No	2274.58	1819.66

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	161250.00	N/A	161250.00	129000.00	JPY	No	161250.00	129000.00
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	1687.50	N/A	1687.50	1350	USD	No	1687.50	1350
SGX	XINA50	FTSE/Xinhua China A50	CN	1679.16	1343.33	2398.80	1919.04	USD	No	2398.80	1919.04
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	4831.56	N/A	4831.56	3865.25	USD	No	4831.56	3865.25
SGX	XIN0I	FTSE China H50	FCH	4709.21	N/A	4709.21	3767.37	USD	No	4709.21	3767.37
SGX	SCI	SGX TSI Iron Ore Futures	FEF	3074.90	N/A	3074.90	2459.92	USD	No	3074.90	2459.92
SGX	WIIDN	FTSE Indonesia Index	FID	2113.51	N/A	2113.51	1690.81	USD	No	2113.51	1690.81
SGX	FIVNM30	FTSE Vietnam 30 Price Return Index	FVN	1942.85	N/A	1942.85	1554.28	USD	No	1942.85	1554.28
SGX	NIFTY	CNX Nifty Index	IN	2140.56	1712.45	3057.95	2446.36	USD	Yes	3057.95	2446.36
SGX	INR	SGX USD/INR (USD) Futures	INR	4125.00	N/A	4125.00	3300.00	USD	No	4125.00	3300.00
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3318	N/A	3318	2654.40	USD	No	3318	2654.40
SGX	SGB	SGX Mini JGB Index	JB	172078.50	N/A	172078.50	137662.80	JPY	No	172078.50	137662.80
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	298812.50	N/A	298812.50	239050	JPY	No	298812.50	239050
SGX	KRW	Korean Won	KRW	7500.44	N/A	7500.44	6000.36	USD	No	7500.44	6000.36
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	1500.09	N/A	1500.09	1200.07	USD	No	1500.09	1200.07
SGX	MUC	SGX USD/CNH Futures (Mini)	MUC	10100.31	N/A	10100.31	8080.25	CNH	No	10100.31	8080.25
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1207500	N/A	1207500	966000	JPY	No	1207500	966000
SGX	SGXNK	SGX: Nikkei 225	NK	1009400.87	807520.70	1442001.25	1153601.00	JPY	Yes	1442001.25	1153601.00
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	201880.17	161504.14	288400.25	230720.20	JPY	No	288400.25	230720.20
SGX	N225U	SGX: USD Nikkei 225 Index	NU	24000	N/A	24000	19200	USD	No	24000	19200
SGX	SSG	MSCI Singapore Free Index	SGP	1999.69	1599.75	2856.70	2285.36	SGD	Yes²	2856.70	2285.36
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	4833.60	N/A	4833.60	3866.88	SGD	No	4833.60	3866.88
SGX	STI	SGX Straits Times Index	ST	4875	N/A	4875	3900	SGD	No	4875	3900
SGX	TD	SGX Taiwan Dollar in US Dollar Futures (Mini)	TD	3118.80	N/A	3118.80	2494.51	USD	No	3118.80	2494.51
SGX	TSR20	SICOM Rubber	TF	1146.77	N/A	1146.77	917.42	USD	No	1146.77	917.42
SGX	TWD	SGX Taiwan Dollar in US Dollar Futures (Full-Sized)	TWD	9369.41	N/A	9369.41	7495.53	USD	No	9369.41	7495.53
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2625	2100	3750	3000	USD	No	3750	3000
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	40401.25	N/A	40401.25	32321	CNH	No	40401.25	32321
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	2624999.93	N/A	2624999.93	2099999.94	JPY	No	2624999.93	2099999.94
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	1208.43	N/A	1208.43	966.745	SGD	No	1208.43	966.745
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	524999.99	N/A	524999.99	419999.99	JPY	No	524999.99	419999.99
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1479.49	N/A	1479.49	1183.59	SGD	No	1479.48	1183.59
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	2849.28	N/A	2849.28	2279.42	SGD	No	2849.27	2279.42
SGX	G13	GENTING SINGAPORE LTD	YGEN	731.306	N/A	731.306	585.045	SGD	No	731.306	585.045
SGX	BN4	KEPPEL CORP LTD	YKEP	3043.35	N/A	3043.35	2434.68	SGD	No	3043.35	2434.68
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	4449.71	N/A	4449.71	3559.77	SGD	No	4449.71	3559.76
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2352.36	N/A	2352.36	1881.89	SGD	No	2352.37	1881.89
SGX	Y92	THAI BEVERAGE PCL	YTBE	1331.35	N/A	1331.35	1065.08	SGD	No	1331.35	1065.08
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	4982.25	N/A	4982.25	3985.80	SGD	No	4982.25	3985.80
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	4114.06	N/A	4114.06	3291.24	SGD	No	4114.06	3291.24
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	3472.76	N/A	3472.76	2778.21	SGD	No	3472.76	2778.20
SGX	AMBUJACEM	AMBUJA CEMENTS LIMITED	ZACE	3069.39	N/A	3069.39	2455.51	USD	No	3069.39	2455.51
SGX	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ZADS	6103.48	N/A	6103.48	4882.79	USD	No	6103.48	4882.79
SGX	ASIANPAIN	ASIAN PAINTS LTD	ZAPN	6190.96	N/A	6190.96	4952.77	USD	No	6190.96	4952.77
SGX	AUROPHARM	AUROBINDO PHARMA LTD	ZARB	9100.53	N/A	9100.53	7280.43	USD	No	9100.53	7280.43
SGX	AXISBANK	AXIS BANK LTD	ZAXS	3011.38	N/A	3011.38	2409.10	USD	No	3011.38	2409.10
SGX	BAJFINANC	BAJAJ FINANCE LTD	ZBAF	14761.03	N/A	14761.03	11808.83	USD	No	14761.03	11808.83
SGX	BHARTIART	BHARTI AIRTEL LIMITED	ZBHA	4377.34	N/A	4377.34	3501.87	USD	No	4377.34	3501.87
SGX	INDUSTOWE	INDUS TOWERS LTD	ZBHI	1436.14	N/A	1436.14	1148.91	USD	No	1436.14	1148.91
SGX	BAJAJ-AUT	BAJAJ AUTO LIMITED	ZBJA	3722.59	N/A	3722.59	2978.08	USD	No	3722.59	2978.08
SGX	BOSCHLTD	BOSCH LIMITED	ZBOS	3353.57	N/A	3353.57	2682.86	USD	No	3353.57	2682.86
SGX	BPCL	BHARAT PETROLEUM CORP LTD	ZBPC	2586.73	N/A	2586.73	2069.39	USD	No	2586.73	2069.39
SGX	CIPLA	CIPLA LTD	ZCIP	17108.79	N/A	17108.79	13687.03	USD	No	17108.79	13687.03
SGX	COALINDIA	COAL INDIA LTD	ZCOA	1035.14	N/A	1035.14	828.115	USD	No	1035.14	828.115
SGX	DRREDDY	DR. REDDY'S LABORATORIES	ZDRR	31029.92	N/A	31029.92	24823.93	USD	No	31029.92	24823.93
SGX	EICHERMOT	EICHER MOTORS LTD	ZEIM	5356.32	N/A	5356.32	4285.05	USD	No	5356.32	4285.05
SGX	GAIL	GAIL INDIA LTD	ZGAI	2403.70	N/A	2403.70	1922.96	USD	No	2403.70	1922.96
SGX	HCLTECH	HCL TECHNOLOGIES LTD	ZHCL	4675.05	N/A	4675.05	3740.04	USD	No	4675.05	3740.04
SGX	HDFCBANK	HDFC BANK LIMITED	ZHDB	6335.52	N/A	6335.52	5068.41	USD	No	6335.52	5068.41
SGX	HDFC	HOUSING DEVELOPMENT FINANCE	ZHDF	5272.87	N/A	5272.87	4218.30	USD	No	5272.87	4218.30
SGX	HEROMOTOC	HERO MOTOCORP LIMITED	ZHMC	2748.18	N/A	2748.18	2198.55	USD	No	2748.18	2198.55
SGX	HINDALCO	HINDALCO INDUSTRIES LIMITED	ZHND	4844.38	N/A	4844.38	3875.50	USD	No	4844.38	3875.50
SGX	HINDPETRO	HINDUSTAN PETROLEUM CORP	ZHPC	1555.11	N/A	1555.11	1244.09	USD	No	1555.11	1244.09
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	4974.00	N/A	4974.00	3979.20	USD	No	4974.00	3979.20
SGX	ICICIBANK	ICICI BANK LTD	ZICI	5461.45	N/A	5461.45	4369.16	USD	No	5461.45	4369.16
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	317.092	N/A	317.092	253.674	USD	No	317.092	253.674
SGX	INDUSINDB	INDUSIND BANK LIMITED	ZIIB	1309.39	N/A	1309.39	1047.51	USD	No	1309.39	1047.51
SGX	INFY	INFOSYS LTD	ZINF	6385.70	N/A	6385.70	5108.56	USD	No	6385.70	5108.56
SGX	IOC	INDIAN OIL CORPORATION LTD	ZIOC	1261.55	N/A	1261.55	1009.24	USD	No	1261.55	1009.24
SGX	ITC	ITC LTD	ZITC	1926.49	N/A	1926.49	1541.19	USD	No	1926.49	1541.19
SGX	KOTAKBANK	KOTAK MAHINDRA BANK LTD	ZKMB	3788.02	N/A	3788.02	3030.41	USD	No	3788.02	3030.41
SGX	LUPIN	LUPIN LTD	ZLPC	5922.57	N/A	5922.57	4738.06	USD	No	5922.57	4738.06
SGX	LT	LARSEN & TOUBRO LIMITED	ZLT	3359.06	N/A	3359.06	2687.24	USD	No	3359.06	2687.24
SGX	MM	MAHINDRA & MAHINDRA LIMITED	ZMM	3497.04	N/A	3497.04	2797.63	USD	No	3497.04	2797.63
SGX	MARUTI	MARUTI SUZUKI INDIA LTD	ZMSI	1407.39	N/A	1407.39	1125.92	USD	No	1407.39	1125.92
SGX	NTPC	NTPC LIMITED	ZNTP	2019.38	N/A	2019.38	1615.50	USD	No	2019.38	1615.50
SGX	ONGC	OIL & NATURAL GAS CORP LTD	ZONG	1791.51	N/A	1791.51	1433.21	USD	No	1791.51	1433.21
SGX	POWERGRID	POWER GRID CORP. OF INDIA LTD.	ZPWG	3073.52	N/A	3073.52	2458.81	USD	No	3073.52	2458.81
SGX	RELIANCE	RELIANCE INDUSTRIES LIMITED	ZRIL	10138.93	N/A	10138.93	8111.14	USD	No	10138.93	8111.14
SGX	SBIN	STATE BANK OF INDIA	ZSBI	4605.02	N/A	4605.02	3684.02	USD	No	4605.02	3684.02
SGX	SUNPHARMA	SUN PHARMACEUTICAL INDUS	ZSUN	4211.66	N/A	4211.66	3369.33	USD	No	4211.66	3369.33
SGX	TATASTEEL	TATA STEEL LTD	ZTAT	3872.08	N/A	3872.08	3097.66	USD	No	3872.08	3097.66
SGX	TCS	TATA CONSULTANCY SVCS LTD	ZTCS	6779.78	N/A	6779.78	5423.82	USD	No	6779.78	5423.82
SGX	TECHM	TECH MAHINDRA LTD	ZTEC	5372.09	N/A	5372.09	4297.67	USD	No	5372.09	4297.67
SGX	TATAMOTOR	TATA MOTORS LTD	ZTTM	2224.81	N/A	2224.81	1779.85	USD	No	2224.81	1779.85
SGX	UPL	UPL LTD	ZUPL	4211.82	N/A	4211.82	3369.46	USD	No	4211.82	3369.46
SGX	ULTRACEMC	ULTRATECH CEMENT LTD	ZUTC	6941.79	N/A	6941.79	5553.43	USD	No	6941.79	5553.43
SGX	VEDL	VEDANTA LTD	ZVED	1869.23	N/A	1869.23	1495.38	USD	No	1869.23	1495.38
SGX	WIPRO	WIPRO LTD	ZWPR	7046.87	N/A	7046.87	5637.50	USD	No	7046.87	5637.50
SGX	YESBANK	YES BANK LTD	ZYES	437.50	N/A	437.50	350	USD	No	437.50	350
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	1493.85	N/A	1493.85	1195.08	USD	No	1493.85	1195.08

The Small Exchange (SMFE)

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

Exchange SMFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SMFE	10YSME	Small 10YR US Treasury Yield	S10Y	750	N/A	750	600	USD	No	750	600
SMFE	2YSME	Small 2YR US Treasury Yield	S2Y	165	N/A	165	132	USD	No	165	132
SMFE	30YSME	Small 30YR US Treasury Yield	S30Y	837.50	N/A	837.50	670	USD	No	837.50	670
SMFE	S420	Small Cannabis	S420	212.50	N/A	212.50	170	USD	No	212.50	170
SMFE	SCCX	Small Cryptocurrency	SCCX	1354.94	N/A	1354.94	1083.95	USD	No	1354.94	1083.95
SMFE	FXSME	Small US Dollar	SFX	833.569	N/A	833.569	666.855	USD	No	833.569	666.855
SMFE	75SME	Small Stocks 75	SM75	2056.50	N/A	2056.50	1645.20	USD	No	2056.50	1645.20
SMFE	SMO	Small US Crude Oil	SMO	1500	N/A	1500	1200	USD	No	1500	1200
SMFE	PRESME	Small Precious Metals	SPRE	1080.15	N/A	1080.15	864.12	USD	No	1080.15	864.12
SMFE	STXSME	Small Technology 60	STIX	662.50	N/A	662.50	530.00	USD	No	662.50	530.00

ASX24 (SNFE)⁴

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

Exchange SNFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SNFE	SPI	S&P/ASX 200 Index (Australia)	AP	12969.25	10375.40	18527.50	14822	AUD	Yes	18527.50	14822
SNFE	IB	30 Day Interbank Cash Rate	IB	1089.45	N/A	1089.45	871.558	AUD	No	1089.45	871.558
SNFE	IR	90 Day Bills	IR	462.50	N/A	462.50	370	AUD	No	462.50	370
SNFE	XT	10 Year Treasury Bond 6%	XT	4121.25	N/A	4121.25	3297	AUD	No	4121.25	3297
SNFE	YT	3 Year Treasury Bond 6%	YT	943.75	N/A	943.75	755	AUD	No	943.75	755

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	594.00	N/A	594.00	475.20	CHF	No	594.00	475.20
SOFFEX	ADEN	ADECCO GROUP AG-REG	ADEF	906.937	N/A	906.937	725.55	CHF	No	906.937	725.55
SOFFEX	BAER	JULIUS BAER GROUP LTD	BAEI	1214.25	N/A	1214.25	971.40	CHF	No	1214.25	971.40
SOFFEX	BALN	BALOISE HOLDING AG - REG	BALF	2655	N/A	2655	2124	CHF	No	2655	2124
SOFFEX	CFR	CIE FINANCIERE RICHEMO-A REG	CFRI	2047.92	N/A	2047.92	1638.34	CHF	No	2047.92	1638.34
SOFFEX	CONF	Swiss Federal Long-Term Bonds	CONF	6623.78	N/A	6623.78	5299.02	CHF	No	6435.69	5148.55
SOFFEX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	4756.41	N/A	4756.41	3805.13	CHF	Yes²	4239.375	3391.50
SOFFEX	SMIDP	SMI Dividend Points Index	FSMD	12667.00	N/A	12667.00	10133.60	CHF	No	12183.48	9746.78
SOFFEX	SMI	Swiss Market Index	FSMI	6422.24	5137.79	9174.63	7339.70	CHF	Yes	9174.63	7339.70
SOFFEX	SMIM	Swiss Mid-cap Index	FSMM	6710.79	N/A	6710.79	5368.63	CHF	Yes²	5832.76	4666.21
SOFFEX	SMI	Swiss Market Index	FSMS	642.224	513.779	917.462	733.97	CHF	No	917.462	733.97
SOFFEX	GAM	GAM HOLDING AG	GAMF	205.25	N/A	205.25	164.20	CHF	No	205.25	164.20
SOFFEX	GEBN	GEBERIT AG-REG	GBRI	13140	N/A	13140	10512	CHF	No	13140	10512
SOFFEX	GIVN	GIVAUDAN-REG	GIVG	7925.625	N/A	7925.625	6340.50	CHF	No	7925.625	6340.50
SOFFEX	KUD	KUDELSKI SA-BR	KUDG	488.75	N/A	488.75	391.00	CHF	No	488.75	391.00
SOFFEX	NESN	NESTLE SA-REG	NESG	2145.38	N/A	2145.38	1716.30	CHF	No	2145.38	1716.30
SOFFEX	ROG	ROCHE HOLDING AG-GENUSSCHEIN	ROGF	6696.56	N/A	6696.56	5357.25	CHF	No	6696.56	5357.25
SOFFEX	SCMN	SWISSCOM AG-REG	SCMH	1017.37	N/A	1017.37	813.90	CHF	No	1017.37	813.90
SOFFEX	SGSN	SGS SA-REG	SGSL	5175	N/A	5175	4140	CHF	No	5175	4140
SOFFEX	SLHN	SWISS LIFE HOLDING AG-REG	SLHG	8966.25	N/A	8966.25	7173	CHF	No	8966.25	7173
SOFFEX	STMN	STRAUMANN HOLDING AG-REG	STMF	3345.94	N/A	3345.94	2676.75	CHF	No	3345.94	2676.75
SOFFEX	UHR	SWATCH GROUP AG/THE-BR	UHFF	469.313	N/A	469.313	375.45	CHF	No	469.313	375.45
SOFFEX	UHRN	SWATCH GROUP AG/THE-REG	UHRF	926.625	N/A	926.625	741.30	CHF	No	926.625	741.30
SOFFEX	CSSMI	ISHARES SMI ETF CH	XMTF	2312.09	N/A	2312.09	1849.67	CHF	No	2312.09	1849.67
SOFFEX	ZURN	ZURICH INSURANCE GROUP AG	ZURF	732.00	N/A	732.00	585.60	CHF	No	732.00	585.60

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
ECBOT	MYM	Micro E-mini DJIA	8:30	15:00
GLOBEX	MNQ	Micro E-mini NASDAQ-100	8:30	15:00
GLOBEX	MES	Micro E-mini S&P 500	8:30	15:00
GLOBEX	M2K	Micro E-mini Russell 2000	8:30	15:00
GLOBEX	GE	EURODOLLARS	7:20	15:00
GLOBEX	ES	MINI-S&P 500	8:30	15:00
GLOBEX	NKD	NIKKEI 225	8:00	15:00
GLOBEX	NQ	NASDAQ E-MINI	8:30	15:00
GLOBEX	SP	S&P 500	8:30	15:00
NYMEX	CL	Crude oil	9:00	15:45
NYMEX	GC	Gold	8:20	15:45
NYMEX	HG	Copper	8:10	15:45
NYMEX	HH	Nautral Gas Last Day Financial Future	9:00	15:45
NYMEX	HO	Heating Oil	9:00	15:45
NYMEX	MGC	E-Micro Gold	8:30	15:45
NYMEX	NG	Natural gas	9:00	15:45
NYMEX	QC	Copper	8:10	15:45
NYMEX	QG	Natural gas E-Mini	9:00	15:45
NYMEX	QH	Heating Oil E-Mini	9:00	15:45
NYMEX	QI	Silver Mini	8:25	15:45
NYMEX	QM	Crude oil E-Mini	9:00	15:45
NYMEX	QO	Gold	8:20	15:45
NYMEX	QU	Unleaded Gasoline E-Mini	9:00	15:45
NYMEX	RB	RBOB Gasoline	9:00	15:45
NYMEX	SI	Silver	8:25	15:45
NYMEX	SIL	Silver	8:25	15:45
NYBOT	TF	RUSSELL 2000	9:30	16:00

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

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

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

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

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

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

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

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

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

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

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

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

Portfolio Margin Mechanics

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

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

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

A market-based stress of the underlying. A five standard deviation historical move is computed for each class. This five standard deviation move is based on 30 days of high, low, open, and close data from Bloomberg excluding holidays and weekends. The class is stressed up by 5 standard deviations and down by 5 standard deviations.
For Broad Based Indices the implied volatility factor is increased 75% and decreased by 75%.
For all other classes, the implied volatility for each options class is increased by 150% and decreased by 150%

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

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

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

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

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

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

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

Additional US Margin Requirements for
Residents of

Use the following links to view any of our other US margin requirements:

SSF - Single Stock Futures

You can change your location setting by clicking here

Further Reading

See the following special articles and links, which describe important information on futures/options risk management and financial controls:

Delivery, Exercise and Corporate Actions

To learn more about trading on margin, go to our Education Center:

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Disclosures

Cash accounts and IRA accounts (both cash and margin type) are not afforded intraday margin rates.
Long positions only.
Margin requirements for HHI.HK futures positions larger than 1,000 contracts on HKFE are double the normal HHI.HK margin requirements.

If you are not an India resident, you need to have Non Resident Indian ("NRI") status in order to trade India derivatives.
Interactive Brokers Australia currently offers margin lending to all clients EXCEPT Self- managed Superannuation Fund account holders ("SMSF"). Click here for more information. For clients of Interactive Brokers Australia who are classified as retail, margin loans will be capped at AUD$25,000 (subject to change in IBKR Australia’s sole discretion). Once a client reaches that limit they will be prevented from opening any new margin increasing position. Closing or margin-reducing trades will be allowed.