Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

For residents of Hong Kong trading futures and FOPs:

Risk-based margin

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	8430.24	N/A	8430.24	7330.64	EUR	Yes²	8430.24	7330.64

BURSAMY

Exchange BURSAMY	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BURSAMY	FCPO.MY	CRUDE PALM OIL - MY	FCPO	9950	N/A	9950	8500	MYR	No	9775	8500
BURSAMY	FBMKLCI	FKLI	FKLI	3762.53	2800.02	5375.04	4000.02	MYR	No	4600.04	4000.02

Chicago Board Of Trade (CBOT)

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

Exchange CBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CBOT	10Y	10 YEAR MICRO TREASURY YIELD	10Y	626.852	N/A	626.852	525	USD	No	603.852	525
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1066.16	N/A	1066.16	927.094	USD	No	1078.16	927.094
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	624.881	N/A	624.881	543.375	USD	No	624.881	543.375
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	2597.52	N/A	2597.52	2258.71	USD	No	2597.52	2258.71
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	708.126	N/A	708.126	615.699	USD	No	717.126	615.699
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1637.71	N/A	1637.71	1422.51	USD	No	1637.71	1422.51
CBOT	AC	ETHANOL -CME	EH	5635	N/A	5635	4900	USD	No	5635	4900
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	3361.12	N/A	3361.12	2920.63	USD	No	3526.12	2920.63
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	3672.47	N/A	3672.47	3192.06	USD	No	3792.47	3192.06
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3606.72	N/A	3606.72	3136.28	USD	Yes	3694.22	3136.28
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	575.806	N/A	575.806	500.436	USD	No	603.906	500.436
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1109.09	N/A	1109.09	964.106	USD	No	1193.42	964.106
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	864.169	751.451	1234.53	1073.50	USD	No	1293.45	1068.65
CBOT	MZC	MICRO CORN FUTURES	MZC	203.968	N/A	203.968	177.364	USD	No	212.718	177.364
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	373.941	N/A	373.941	241.688	USD	No	277.941	241.688
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	310.402	N/A	310.402	262.959	USD	No	302.402	262.959
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	373.01	N/A	373.01	267.834	USD	No	308.009	267.834
CBOT	MZW	MICRO WHEAT FUTURES	MZW	311.376	N/A	311.376	270.761	USD	No	333.876	270.762
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4565.81	N/A	4565.81	3970.00	USD	No	5330.68	4565.50
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	4109.25	N/A	4109.25	3573.26	USD	No	4390.25	3573.26
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945.01	N/A	4945.01	4300.01	USD	No	4945.01	4300.01
CBOT	UB	ULTRA TREASURY BOND	UB	7391.61	N/A	7391.61	6427.49	USD	Yes	8234.86	6427.49
CBOT	YC	MINI SIZED CORN FUTURES	XC	407.937	N/A	407.937	354.728	USD	No	417.937	354.728
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	750.022	N/A	750.022	528.28	USD	No	607.522	528.28
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	604.951	N/A	604.951	526.044	USD	No	634.951	526.044
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	64.4916	N/A	64.4916	56.0796	USD	No	69.4886	56.0796
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	154.155	N/A	154.155	134.048	USD	No	191.654	134.048
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	57.50	N/A	57.50	50	USD	No	126.863	50
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	143.75	N/A	143.75	125	USD	No	143.75	125
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	57.50	N/A	57.50	50	USD	No	157.53	50
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	8641.69	7514.51	12345.27	10735.02	USD	Yes	12934.475	10686.50
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2767.54	N/A	2767.54	2406.54	USD	No	2767.99	2406.54
CBOT	ZB	US TREASURY BOND	ZB	5687.50	N/A	5687.50	4945.66	USD	Yes	6218.50	4945.66
CBOT	ZC	CORN FUTURES	ZC	2039.68	N/A	2039.68	1773.64	USD	Yes	2089.68	1773.64
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1846.45	N/A	1846.45	1605.61	USD	Yes	1862.58	1605.61
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3733.41	N/A	3733.41	2416.88	USD	Yes	2779.41	2416.88
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3124.02	N/A	3124.02	2629.59	USD	Yes	3024.02	2629.59
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2906.22	N/A	2906.22	2527.15	USD	Yes	3046.34	2527.15
CBOT	ZO	OAT FUTURES	ZO	5159.99	N/A	5159.99	4486.95	USD	Yes	5297.49	4486.95
CBOT	ZQ	30 DAY FED FUNDS	ZQ	414.00	N/A	414.00	360.00	USD	Yes²	434.848	360.00
CBOT	ZR	ROUGH RICE FUTURES	ZR	4609.92	N/A	4609.92	3834.67	USD	Yes	4409.92	3834.67
CBOT	ZS	SOYBEAN FUTURES	ZS	3750.11	N/A	3750.11	2641.40	USD	Yes	3037.61	2641.40
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1523.22	N/A	1523.22	1298.02	USD	Yes	1492.72	1298.02
CBOT	ZW	WHEAT FUTURES	ZW	3024.75	N/A	3024.75	2630.22	USD	Yes	3174.75	2630.22

Montreal Exchange (CDE)

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

Exchange CDE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CDE	CGB	10 YEAR GOVERNMENT OF CANADA BONDS	CGB	3980.11	N/A	3980.11	3460.96	CAD	No	3980.10	3460.96
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	2000.71	N/A	2000.71	1739.74	CAD	No	2000.71	1739.74
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	737.058	N/A	737.058	640.92	CAD	No	737.061	640.92
CDE	CRA	3 MONTH CORRA	CRA	504.222	N/A	504.222	438.45	CAD	No	504.217	438.45
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	12958.60	11268.35	18512.29	16097.64	CAD	No	18512.29	16097.64
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	13704.18	N/A	13704.18	11916.67	CAD	No	13704.18	11916.67

CEDX

Exchange CEDX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CEDX	BCH20P	-	CH20F	12978.01	N/A	12978.01	11285.22	CHF	Yes	12978.01	11285.22
CEDX	BDE40G	-	DE40F	36369.97	N/A	36369.97	31626.06	EUR	Yes	36369.97	31626.06
CEDX	BES35P	-	ES35F	17320.30	N/A	17320.30	15061.13	EUR	Yes	17320.30	15061.13
CEDX	BEZ50P	-	EZ50F	7207.70	N/A	7207.70	6267.57	EUR	Yes	7207.70	6267.57
CEDX	BFR40P	-	FR40F	9152.03	N/A	9152.03	7958.29	EUR	Yes	9152.03	7958.29
CEDX	BIT40P	-	IT40F	12432.33	N/A	12432.33	10810.72	EUR	Yes	12432.33	10810.72
CEDX	BNL25P	-	NL25F	10266.74	N/A	10266.74	8927.60	EUR	Yes	10266.74	8927.60
CEDX	BNO25G	-	NO25F	13005.78	N/A	13005.78	11309.38	NOK	Yes	13005.78	11309.38
CEDX	BSE30P	-	SE30F	35207.75	N/A	35207.75	30615.43	SEK	Yes	35207.75	30615.43
CEDX	BUK100P	-	UK100F	6403.16	N/A	6403.16	5567.96	GBP	Yes	6403.16	5567.96

CBOE Futures Exchange (CFE)

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

Exchange CFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFE	IBXXIBHY	IBOXX ISHARES $ HIGH YIELD CORPORATE BOND INDEX TR	IBHY	9690.82	N/A	9690.82	8424.75	USD	No	9690.81	8424.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	7983.73	N/A	7983.73	6940.75	USD	Yes	7983.73	6940.75
CFE	VIX	CBOE VOLATILITY INDEX	VX	10835.59	N/A	10835.59	9422.25	USD	Yes	25385.64	22074.47
CFE	VIX	CBOE VOLATILITY INDEX	VX13	11599.81	N/A	11599.81	10086.79	USD	No	30299.05	26347.00
CFE	VIX	CBOE VOLATILITY INDEX	VX14	11599.81	N/A	11599.81	10086.79	USD	No	28694.84	24952.03
CFE	VIX	CBOE VOLATILITY INDEX	VX16	11599.81	N/A	11599.81	10086.79	USD	No	27859.96	24226.05
CFE	VIX	CBOE VOLATILITY INDEX	VX17	11019.82	N/A	11019.82	9582.45	USD	No	27809.32	24182.02
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1083.56	N/A	1083.56	942.225	USD	No	2455.63	2135.33

Chicago Mercantile Exchange (CME)

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

Exchange CME	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CME	AUD	AUSTRALIAN DOLLAR	6A	2504.55	N/A	2504.55	1943.09	USD	Yes	2234.55	1943.09
CME	GBP	BRITISH POUND	6B	2962.50	N/A	2962.50	2000	USD	Yes	2300	2000
CME	CAD	CANADIAN DOLLAR	6C	1450.73	N/A	1450.73	1261.50	USD	Yes	1475.73	1261.50
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4389.61	N/A	4389.61	3143.14	USD	Yes	3614.61	3143.14
CME	JPY	JAPANESE YEN	6J	3795.01	N/A	3795.01	3300.01	USD	Yes	3976.26	3300.01
CME	BRE	BRAZILIAN REAL	6L	1783.19	N/A	1783.19	1300.50	USD	Yes²	1793.19	1300.50
CME	MXP	MEXICAN PESO	6M	1693.95	N/A	1693.95	1473	USD	Yes	1858.95	1473
CME	NZD	NEW ZEALAND DOLLAR	6N	2565.50	N/A	2565.50	1965.65	USD	Yes²	2260.50	1965.65
CME	RUR^*	RUSSIAN RUBLE IN US DOLLARS	6R	28735.625	N/A	28735.625	24987.50	USD	Yes²	28735.625	24987.50
CME	CHF	SWISS FRANC	6S	5547.29	N/A	5547.29	4280.25	USD	Yes	4922.29	4280.25
CME	ZAR	SOUTH AFRICAN RAND	6Z	2262.78	N/A	2262.78	1902.25	USD	No	2187.78	1902.25
CME	ACDX	AUSTRALIAN DOLLAR	ACD	12123.32	N/A	12123.32	10542.02	CAD	No	12123.32	10542.02
CME	AJY	AUSTRALIAN DOLLAR	AJY	2716829.65	N/A	2716829.65	2261591.52	JPY	No	2600830.25	2261591.52
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	976.024	N/A	976.024	845.238	USD	No	972.024	845.238
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	26322.01	N/A	26322.01	22888.70	USD	No	30270.31	26322.01
CME	BOS	BOSTON HOUSING INDEX	BOS	5111.75	N/A	5111.75	4445.00	USD	No	5111.75	4445.00
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	156128.69	N/A	156128.69	132303.15	USD	Yes	152578.68	132303.15
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	231566.875	N/A	231566.875	201362.50	EUR	No	277880.25	241635
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	3241.14	N/A	3241.14	2818.38	USD	No	3431.14	2818.38
CME	CHI	CHICAGO HOUSING INDEX	CHI	3179.75	N/A	3179.75	2765.00	USD	No	3179.75	2765.00
CME	CLP	CHILEAN PESO	CHP	6306.42	N/A	6306.42	5483.84	USD	No	6326.42	5483.84
CME	CJY	CANADIAN DOLLAR	CJY	2765219.88	N/A	2765219.88	2404538.85	JPY	No	2765219.68	2404538.85
CME	CNH	UNITED STATES DOLLAR	CNH	25088.40	N/A	25088.40	21816	CNH	No	26388.40	21816
CME	CSC	CHEESE	CSC	6244.42	N/A	6244.42	5308.19	USD	No	6104.42	5308.19
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5177.88	N/A	5177.88	4502.50	USD	No	5177.88	4502.50
CME	CZK	CZECH KORUNA	CZK	16800.37	N/A	16800.37	14609.01	USD	Yes²	16800.37	14609.01
CME	DA	MILK CLASS III INDEX	DC	5179.24	N/A	5179.24	4277.54	USD	Yes	4919.24	4277.54
CME	DEN	DENVER HOUSING INDEX	DEN	4614.375	N/A	4614.375	4012.50	USD	No	4614.375	4012.50
CME	DY	CME DRY WHEY INDEX	DY	3276.06	N/A	3276.06	2753.09	USD	No	3166.06	2753.09
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2194.81	N/A	2194.81	1571.57	USD	No	1807.31	1571.57
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	16761.45	N/A	16761.45	14258.94	AUD	No	16423.95	14258.94
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	12857.91	N/A	12857.91	10183.12	CAD	No	11720.41	10183.12
CME	ECK	CZECH KORUNA	ECK	9209.66	N/A	9209.66	8008.40	EUR	No	9209.66	8008.40
CME	EHF	HUNGARIAN FORINT	EHF	6941.16	N/A	6941.16	6035.79	EUR	Yes²	7151.16	6035.79
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	15769.69	13712.27	22528.13	19588.95	USD	Yes²	28067.36	22527.30
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	199000.58	173038.98	284286.54	247198.54	JPY	No	270191.64	229290.44
CME	EPZ	POLISH ZLOTY	EPZ	7035.56	N/A	7035.56	6117.87	EUR	Yes²	7035.56	6117.87
CME	ES	E-MINI S&P 500	ES	12185.49	11077.72	17407.85	15825.32	USD	Yes	19586.13	17407.85
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	25165.20	N/A	25165.20	21870.56	USD	No	29149.98	25151.14
CME	ESTR	EURO SHORT-TERM RATE	ESR	237.75	N/A	237.75	185	EUR	No	212.75	185
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	64661.40	N/A	64661.40	56227.30	EUR	No	74360.55	64661.35
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	60306.47	N/A	60306.47	52222.74	USD	Yes	72067.76	62667.28
CME	GSCI	S&P-GSCI INDEX	GD	14834.49	N/A	14834.49	12899.56	USD	No	15071.99	12899.56
CME	GDK	CLASS IV MILK - 200K LBS	GDK	2396.71	N/A	2396.71	2084.10	USD	No	2396.71	2084.10
CME	GF	FEEDER CATTLE	GF	9560.08	N/A	9560.08	8313.12	USD	Yes	10360.08	8313.12
CME	NF	NON FAT DRY MILK INDEX	GNF	4521.80	N/A	4521.80	3932.00	USD	No	4521.80	3932.00
CME	HE	LEAN HOGS	HE	4575.05	N/A	4575.05	3978.30	USD	Yes	5455.05	3978.30
CME	HUF	HUNGARIAN FORINT	HUF	10843.25	N/A	10843.25	9423.69	USD	Yes²	10837.25	9423.69
CME	IBAA	BOVESPA INDEX - USD	IBV	37032.33	N/A	37032.33	32202.02	USD	No	32122.95	27933
CME	ILS	ISRAELI SHEKEL	ILS	37540.40	N/A	37540.40	32643.83	USD	Yes²	37540.40	32643.83
CME	J7	JAPANESE YEN	J7	1897.51	N/A	1897.51	1650.01	USD	No	1988.13	1650.01
CME	KRW	KOREAN WON	KRW	16650.66	N/A	16650.66	14477.625	USD	Yes²	10773.95	9367.875
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4378.63	N/A	4378.63	3807.50	USD	No	4378.63	3807.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	LBR	LUMBER FUTURES	LBR	3315.51	N/A	3315.51	2883.01	USD	No	3343.01	2883.01
CME	LE	LIVE CATTLE	LE	4114.13	N/A	4114.13	3551.41	USD	Yes	4084.13	3551.41
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	650.68	565.809	929.543	808.298	USD	No	868.25	755
CME	M6A	AUSTRALIAN DOLLAR	M6A	250.455	N/A	250.455	194.309	USD	No	223.455	194.309
CME	M6B	BRITISH POUND	M6B	296.25	N/A	296.25	200	USD	No	230	200
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	438.961	N/A	438.961	314.314	USD	No	361.461	314.314
CME	MBT	MICRO BITCOIN	MBT	3122.57	N/A	3122.57	2646.06	USD	Yes	3051.57	2646.06
CME	MCD	CANADIAN DOLLAR	MCD	145.073	N/A	145.073	126.15	USD	No	147.573	126.15
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1218.55	1107.77	1740.78	1582.53	USD	Yes	1958.61	1740.78
CME	MET	MICRO ETHER	MET	120.462	N/A	120.462	104.445	USD	Yes	144.135	125.335
CME	MIA	MIAMI HOUSING INDEX	MIA	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	MIR	INDIAN RUPEE	MIR	1337.83	N/A	1337.83	1161.70	USD	No	1337.83	1161.70
CME	MNH	UNITED STATES DOLLAR	MNH	2504.24	N/A	2504.24	2163.75	CNH	No	2599.24	2163.75
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	99497.41	86519.49	142139.16	123599.27	JPY	No	135842.00	114645.22
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1423.80	N/A	1423.80	1238.00	USD	No	1521.89	1297.21
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2256.89	2051.72	3224.13	2931.03	USD	Yes	3660.05	3224.13
CME	MSF	SWISS FRANC	MSF	554.729	N/A	554.729	428.025	USD	No	492.229	428.025
CME	MSL	MICRO SOLANA	MSL	3945.94	N/A	3945.94	3431.25	USD	No	3945.94	3431.25
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	994974.12	865194.89	1421391.605	1235992.70	JPY	No	1350920.04	1146452.21
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	14238.08	N/A	14238.08	12380.05	USD	No	15319.04	12972.14
CME	NOK	NORWEGIAN KRONE	NOK	21163.71	N/A	21163.71	17389.60	USD	No	20013.71	17389.60
CME	NQ	E-MINI NASDAQ 100	NQ	22568.94	20517.22	32241.34	29310.31	USD	Yes	36600.48	32241.34
CME	NYM	NEW YORK HOUSING INDEX	NYM	4772.50	N/A	4772.50	4150	USD	No	4772.50	4150
CME	PJY	BRITISH POUND	PJY	3197457.20	N/A	3197457.20	2574819.43	JPY	No	2961207.95	2574819.43
CME	PLN	POLISH ZLOTY	PLN	15266.51	N/A	15266.51	13101.31	USD	Yes²	15066.51	13101.31
CME	PSF	BRITISH POUND	PSF	11608.17	N/A	11608.17	9789.71	CHF	No	11258.17	9789.71
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4511.84	N/A	4511.84	3791.95	CHF	No	4361.84	3791.95
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8005.725	N/A	8005.725	6961.50	USD	Yes²	8005.725	6961.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	10439.43	N/A	10439.43	9074.29	EUR	Yes²	10435.43	9074.29
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6027.96	N/A	6027.96	5241.25	GBP	No	6277.96	5241.25
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	18795.04	N/A	18795.04	16329.96	USD	No	21989.29	18779.46
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	45618.25	N/A	45618.25	39650.57	USD	No	52461.00	45598.16
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10318.64	N/A	10318.64	8970.99	USD	No	11936.44	10316.64
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	6506.80	5658.09	9295.43	8082.98	USD	Yes	8676.75	7545
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1407241.04	N/A	1407241.04	1084357.11	JPY	Yes²	1247240.54	1084357.11
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4485	N/A	4485	3900	USD	No	4497.50	3900
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6511.875	N/A	6511.875	5662.50	USD	No	6511.875	5662.50
CME	SEK	SWEDISH KRONA	SEK	23233.07	N/A	23233.07	19483.46	USD	No	22433.07	19483.46
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5117.50	N/A	5117.50	4450	USD	No	5117.50	4450
CME	SGX	SHORT GILT	SG	309676.35	N/A	309676.35	269283.78	USD	No	356127.83	309676.35
CME	SIR	INDIAN RUPEE	SIR	6824.49	N/A	6824.49	5808.50	USD	No	6684.49	5808.50
CME	SJY	SWISS FRANC	SJY	4696411.26	N/A	4696411.26	3863182.18	JPY	No	4442659.51	3863182.18
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	30801.30	N/A	30801.30	26557.65	USD	No	35122.50	30541.30
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	78918.75	N/A	78918.75	68625	USD	No	78918.75	68625
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1905.15	N/A	1905.15	1656.65	GBP	No	1905.15	1656.65
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	414.008	N/A	414.008	360	USD	No	414	360
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	257.316	N/A	257.316	218.318	USD	Yes	251.066	218.318
CME	SVX	SCHNEIDER ELECTRIC SE	SU	74342.26	N/A	74342.26	64645.44	USD	No	85493.60	74342.26
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1161.79	N/A	1161.79	999.234	USD	No	1149.28	999.234
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4815.625	N/A	4815.625	4187.50	USD	No	4815.625	4187.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	11012.71	N/A	11012.71	9399.67	USD	No	12434.62	10809.62
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	13274.17	N/A	13274.17	11539.83	USD	No	15765.29	13270.80
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	10168.43	N/A	10168.43	8841.43	USD	No	11981.20	10167.64
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	20192.95	N/A	20192.95	17543.76	USD	No	23771.89	20175.33
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	30397.89	N/A	30397.89	26422.45	USD	No	36207.56	30385.82
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	8754.73	N/A	8754.73	6950.02	USD	No	9193.94	7992.52
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	5037.52	N/A	5037.52	4312.59	USD	No	5706.90	4959.48
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11568.00	N/A	11568.00	9753.45	USD	No	12900.71	11216.47
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	16975.48	N/A	16975.48	14475.98	USD	No	19153.80	16647.37
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	48199.17	N/A	48199.17	40197.07	USD	No	53198.06	46226.63
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	12710.72	N/A	12710.72	11013.77	USD	No	14574.22	12665.83

COMEX

Exchange COMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
COMEX	1OZ	1 OUNCE GOLD FUTURES	1OZ	239.511	N/A	239.511	166.314	USD	No	191.261	166.314
COMEX	ALI	ALUMINUM INDEX	ALI	6981.52	N/A	6981.52	6070.89	USD	No	8381.52	6070.89
COMEX	GC	GOLD	GC	23639.66	N/A	23639.66	16469.27	USD	Yes	18939.66	16469.27
COMEX	HG	COPPER INDEX	HG	11705.86	N/A	11705.86	10179.01	USD	Yes	14343.36	10179.01
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2629.91	N/A	2629.91	2286.77	USD	No	2889.91	2286.77
COMEX	MGC	E-MICRO GOLD	MGC	2363.97	N/A	2363.97	1646.93	USD	Yes	1893.97	1646.93
COMEX	MHG	MICRO COPPER	MHG	1170.59	N/A	1170.59	1017.90	USD	No	1436.84	1017.90
COMEX	QC	COMEX MINY COPPER	QC	5852.93	N/A	5852.93	5089.50	USD	No	7171.68	5089.50
COMEX	QI	COMEX MINY SILVER	QI	14781.03	N/A	14781.03	10694.375	USD	No	12298.53	10694.375
COMEX	QO	COMEX MINY GOLD	QO	11983.20	N/A	11983.20	8315.82	USD	No	9563.20	8315.82
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	37992.00	N/A	37992.00	33036.51	CNH	No	37991.99	33036.51
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	3849.74	N/A	3849.74	3347.60	USD	No	3849.74	3347.60
COMEX	SI	SILVER INDEX	SI	29562.06	N/A	29562.06	21388.75	USD	Yes	24597.06	21388.75
COMEX	SI	SILVER INDEX	SIL	5912.41	N/A	5912.41	4277.75	USD	No	4919.41	4277.75
COMEX	UX	URANIUM INDEX	UX	2022.35	N/A	2022.35	1758.56	USD	No	2022.35	1758.56

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	40727.25	N/A	40727.25	35415.00	EUR	No	40727.25	35415.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	13985.07	N/A	13985.07	12160.93	EUR	Yes	13985.07	12160.93

EUREX

Exchange EUREX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
EUREX	CONF	SWISS FEDERAL LONG-TERM BONDS	CONF	10594.61	N/A	10594.61	9212.70	CHF	No	12183.80	10594.61
EUREX	KS200.EU	KOSPI 200 - EUREX/KRX LINKED PRODUCT	FBK2	7142362.38	6210749.895	10203374.83	8872499.85	KRW	Yes	10203374.83	8872499.85
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	7640.25	N/A	7640.25	6636.44	EUR	No	8786.29	7631.91
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3187.00	N/A	3187.00	2771.31	EUR	Yes	3920.75	3409.35
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1062.46	N/A	1062.46	923.874	EUR	No	1246.81	1084.18
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	2618.88	N/A	2618.88	2277.29	USD	No	3011.71	2618.88
EUREX	KWY.EU	US DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT	FCUW	1684424.19	N/A	1684424.19	1464699.95	KRW	No	3368848.37	2929399.90
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2640.40	N/A	2640.40	2296.00	EUR	No	2640.40	2296.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	34279.74	29808.47	48971.05	42583.53	EUR	Yes	47411.72	41227.59
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9140.20	N/A	9140.20	7948.00	EUR	Yes²	10165.21	8839.31
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6855.95	5961.69	9794.21	8516.71	EUR	No	9482.34	8245.52
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1371.19	1192.34	1958.84	1703.34	EUR	Yes	1896.47	1649.10
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	241.374	N/A	241.374	209.891	EUR	No	243.243	211.516
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3024.41	2629.90	4320.59	3757	EUR	Yes²	4320.59	3757
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4407.43	N/A	4407.43	3825.63	EUR	Yes²	5068.54	4399.47
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	889.377	773.371	1270.54	1104.82	EUR	Yes	1130.98	983.465
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	6082.97	N/A	6082.97	5289.54	EUR	Yes²	6581.71	5723.22
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1594.74	N/A	1594.74	1385.33	EUR	Yes²	1644.22	1428.32
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3772.41	N/A	3772.41	3280.36	EUR	Yes²	3074.42	2673.41
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7120.94	N/A	7120.94	6192.12	EUR	Yes²	7597.11	6606.19
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2453.24	N/A	2453.24	2133.25	EUR	Yes²	2795.59	2430.95
EUREX	ESI	EURO STOXX INSURANCE	FESI	3004.97	N/A	3004.97	2612.185	EUR	Yes²	2601.03	2261.045
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1532.83	N/A	1532.83	1332.89	EUR	Yes²	1368.03	1189.59
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3466.77	N/A	3466.77	3014.58	EUR	Yes²	3453.62	3003.14
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1348.33	N/A	1348.33	1172.46	EUR	Yes²	1516.04	1318.29
EUREX	SXRE	EURO STOXX RETAIL	FESR	4042.03	N/A	4042.03	3514.81	EUR	Yes²	4716.89	4101.64
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1184.95	N/A	1184.95	1029.10	EUR	Yes²	1106.79	961.215
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1050.57	N/A	1050.57	912.25	EUR	Yes²	1125.42	977.25
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1495.59	N/A	1495.59	1300.13	EUR	Yes	1403.60	1220.17
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1007.03	N/A	1007.03	875.681	EUR	Yes²	1158.09	1007.03
EUREX	ESTX50	EURO STOXX50	FESX	3050.09	2652.26	4357.28	3788.94	EUR	Yes	4900.93	4261.68
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	17268.70	N/A	17268.70	15016.26	EUR	Yes²	19859.01	17268.70
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5419.39	N/A	5419.39	4712.52	EUR	Yes²	6232.30	5419.39
EUREX	EU3	THREE MONTH EURIBOR	FEU3	397.549	N/A	397.549	345.695	EUR	Yes	397.549	345.695
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2667.77	2319.80	3811.10	3314.00	EUR	Yes	3811.10	3314.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9695.88	N/A	9695.88	8431.20	EUR	Yes²	11150.26	9695.88
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2820.55	N/A	2820.55	2452.66	EUR	Yes	3243.64	2820.55
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1485.78	N/A	1485.78	1291.98	EUR	Yes	1762.58	1532.68
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	551.633	N/A	551.633	479.681	EUR	Yes	634.378	551.633
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	6811.67	N/A	6811.67	5923.19	EUR	Yes	7833.42	6811.67
EUREX	DJESL	EURO STOXX LARGE	FLCE	2349.20	N/A	2349.20	2040.92	EUR	No	2326.96	2021.60
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2222.26	N/A	2222.26	1930.13	EUR	No	1930.89	1677.06
EUREX	DJESM	EURO STOXX MID	FMCE	2170.82	N/A	2170.82	1887.06	EUR	No	2093.71	1820.03
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1822.92	1585.06	2604.17	2264.38	USD	No	3260.21	2834.815
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2304.75	N/A	2304.75	2003.41	EUR	Yes²	2056.47	1787.60
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	3821.46	3322.98	5459.23	4747.12	USD	No	5170.49	4496.04
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	7520.47	N/A	7520.47	6538.34	USD	No	8648.54	7519.09
EUREX	MXEU	MSCI EUROPE	FMEP	1602.81	N/A	1602.81	1393.14	EUR	No	1843.23	1602.11
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2824.70	N/A	2824.70	2456.04	EUR	No	2319.83	2017.06
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	7609.67	6616.69	10870.96	9452.41	USD	No	9941.35	8644.11
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6131.78	N/A	6131.78	5331.59	USD	No	6617.14	5753.61
EUREX	K200M.EU	MINI KOSPI 200 - EUREX/KRX LINKED PRODUCT	FMK2	1422917.98	1237319.96	2032739.97	1767599.95	KRW	No	2032739.97	1767599.95
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	9338.61	N/A	9338.61	8118.92	USD	No	10739.40	9336.75
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	2634.75	2291.01	3763.92	3272.87	EUR	No	3306.05	2874.73
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6182.25	5375.75	8831.78	7679.64	USD	No	8980.81	7809.23
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6201.83	N/A	6201.83	5390.12	USD	No	7132.10	6198.64
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2890.26	N/A	2890.26	2513.27	EUR	No	3323.80	2890.26
EUREX	DJESS	EURO STOXX SMALL	FSCE	1339.61	N/A	1339.61	1164.62	EUR	No	1353.90	1177.04
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1483.49	N/A	1483.49	1289.87	EUR	No	1331.05	1157.33
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1005.79	874.538	1436.84	1249.34	EUR	No	1145.11	995.676
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3504.80	N/A	3504.80	3047.65	CHF	Yes²	4030.52	3504.80
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8940.10	N/A	8940.10	7774.00	CHF	No	8940.10	7774.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	5948.75	5172.825	8498.21	7389.75	CHF	Yes	8025.29	6978.52
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3797.16	N/A	3797.16	3298.43	CHF	Yes²	4366.73	3793.19
EUREX	SMI	SWISS MARKET INDEX	FSMS	594.875	517.2825	849.821	738.975	CHF	No	802.529	697.852
EUREX	MDAX	MIDCAP DAX	FSMX	1983.69	1724.75	2833.84	2463.93	EUR	No	2501.04	2174.57
EUREX	ST3	THREE MONTH ESTR	FST3	158.37	N/A	158.37	137.713	EUR	No	182.126	158.37
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2997.20	N/A	2997.20	2605.97	EUR	Yes²	3309.75	2877.72
EUREX	SX7P	STOXX 600 BANKS	FSTB	1187.94	1032.91	1697.06	1475.59	EUR	Yes	1442.66	1254.39
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	5028.39	N/A	5028.39	4364.69	EUR	Yes²	4775.34	4145.04
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1169.63	1017.01	1670.90	1452.86	EUR	Yes	1605.47	1395.97
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4854.47	N/A	4854.47	4216.80	EUR	Yes²	3783.34	3286.37
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4558.94	N/A	4558.94	3962.09	EUR	Yes²	4479.67	3893.20
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	3247.72	N/A	3247.72	2823.485	EUR	Yes²	3322.71	2888.68
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2802.40	N/A	2802.40	2436.15	EUR	Yes²	2408.56	2093.79
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	635.305	N/A	635.305	552.388	EUR	No	730.601	635.246
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1594.55	N/A	1594.55	1383.01	EUR	Yes²	1537.95	1333.91
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3637.65	N/A	3637.65	3160.82	EUR	Yes²	3463.48	3009.48
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1904.09	N/A	1904.09	1654.75	EUR	Yes²	1996.13	1734.74
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1698.37	N/A	1698.37	1473.16	EUR	Yes²	1953.13	1694.13
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3723.40	N/A	3723.40	3237.38	EUR	Yes	3633.53	3159.24
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	725.206	N/A	725.206	630.50	EUR	Yes²	776.075	674.726
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1017.01	884.267	1452.87	1263.24	EUR	Yes	1480.09	1286.90
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1139.82	N/A	1139.82	990.328	EUR	Yes²	1189.59	1033.57
EUREX	STX	STOXX50	FSTX	3487.35	N/A	3487.35	3031.11	EUR	Yes²	2980.17	2590.29
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	6530.55	N/A	6530.55	5675.50	EUR	Yes²	7510.14	6526.82
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3484.48	N/A	3484.48	3022.61	EUR	Yes²	3716.05	3223.48
EUREX	ESTX50	EURO STOXX50	FSXE	305.009	265.226	435.728	378.894	EUR	No	490.093	426.168
EUREX	TDX	TECDAX	FTDX	8808.60	N/A	8808.60	7659.65	EUR	Yes²	10129.89	8808.60
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1049.375	N/A	1049.375	912.50	EUR	Yes	2496.65	2171
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2249.42	N/A	2249.42	1954.89	EUR	No	2084.56	1811.62
EUREX	DJ600	STOXX 600 INDEX	FXXP	1468.97	1277.37	2098.53	1824.81	EUR	Yes	2178.10	1894.00

Euronext NL (FTA)

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

Exchange FTA	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
FTA	AMX	AMX INDEX	FMX	9027.58	N/A	9027.58	7850.07	EUR	No	9027.58	7850.07
FTA	EOE	AMS EOE INDEX	FTI	11907.50	10354.35	17010.72	14791.93	EUR	Yes	12641.38	10992.50
FTA	EOE	AMS EOE INDEX	MFA	1190.75	1035.43	1701.07	1479.19	EUR	No	1264.14	1099.25

Hong Kong Futures Exchange (HKFE)

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

Exchange HKFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	CES120	CES CHINA 120 INDEX	CHH	63951.36	N/A	63951.36	55609.87	HKD	No	63951.36	55609.87
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24961.785	N/A	24961.785	21705.90	CNH	Yes	24961.785	21705.90
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3212.64	N/A	3212.64	2793.60	HKD	No	3212.64	2793.60
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9281.31	N/A	9281.31	8070.70	HKD	No	9281.31	8070.70
HKFE	GDR	CNH GOLD FUTURES	GDR	98249.81	N/A	98249.81	85434.61	CNH	No	98249.80	85434.61
HKFE	GDU	USD GOLD FUTURES	GDU	15462.35	N/A	15462.35	13445.52	USD	No	15462.36	13445.52
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	42127.26	36632.40	60181.80	52332	HKD	Yes	60181.80	52332
HKFE	HSI	HANG SENG STOCK INDEX	HSI	85330.95	74200.83	121901.36	106001.18	HKD	Yes	121901.36	106001.18
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	30850.73	26826.72	44072.47	38323.89	HKD	Yes	44072.47	38323.89
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	2982.24	2593.25	4260.34	3704.64	USD	No	4260.34	3704.64
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8425.45	7326.48	12036.36	10466.40	HKD	Yes	12036.36	10466.40
HKFE	MCS	UNITED STATES DOLLAR	MCS	4999.98	N/A	4999.98	4341.60	CNH	No	4999.98	4341.60
HKFE	MHI	MINI HANG SENG INDEX	MHI	17066.19	14840.17	24380.27	21200.24	HKD	Yes	24380.27	21200.24
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2134.86	N/A	2134.86	1856.40	USD	No	2134.86	1856.40
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	3144.92	N/A	3144.92	2734.48	USD	No	3144.92	2734.48
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	6964.43	N/A	6964.43	6055.56	USD	No	6964.43	6055.56
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	64543.75	N/A	64543.75	56125	HKD	No	110768	96320

Intercontinental Exchange (ICEEU)

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

Exchange ICEEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEU	ER3	COMPOUNDED ESTR AVERAGE 3 MONTHS RATE	ER3	325.361	N/A	325.361	282.922	EUR	No	325.366	282.922
ICEEU	SG	GENERALI	G	3193.37	N/A	3193.37	2776.84	GBP	No	3193.37	2776.84
ICEEU	H	MEDIUM GILT	H	5602.96	N/A	5602.96	4872.14	GBP	No	5602.97	4872.14
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	539.298	N/A	539.298	468.948	EUR	Yes	539.29	468.948
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5996.80	N/A	5996.80	5213.44	USD	No	5996.81	5213.44
ICEEU	O	5 YEAR EURO SWAPNOTE	O	3923.39	N/A	3923.39	3411.64	EUR	No	3923.39	3411.64
ICEEU	P	10 YEAR EURO SWAPNOTE	P	7510.49	N/A	7510.49	6530.86	EUR	No	7510.48	6530.86
ICEEU	R	LONG GILT	R	3915.27	N/A	3915.27	3404.58	GBP	No	3915.27	3404.58
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	474.26	N/A	474.26	412.40	CHF	No	474.26	412.40
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	420.095	N/A	420.095	365.30	GBP	Yes	420.103	365.30
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	807.155	N/A	807.155	701.869	GBP	No	807.15	701.869
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1528.73	N/A	1528.73	1329.33	EUR	No	1528.73	1329.33
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	750.11	N/A	750.11	652.237	GBP	No	750.11	652.237
ICEEU	Y	FTSE 250 INDEX	Y2	3872.44	N/A	3872.44	3366.95	GBP	No	3872.44	3366.95
ICEEU	Z	FTSE 100 INDEX	Z	4339.68	3773.63	6199.54	5390.90	GBP	Yes	6199.53	5390.90

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	13892	N/A	13892	12080	GBP	No	13892	12080
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7762.50	N/A	7762.50	6750	USD	No	7762.50	6750
ICEEUSOFT	T	WHEAT	T	2863.71	N/A	2863.71	2487.14	GBP	No	2863.71	2487.14
ICEEUSOFT	W	WHITE SUGAR	W	2540.36	N/A	2540.36	2209.01	USD	No	2540.36	2209.01

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	6868.39	N/A	6868.39	5972.51	USD	No	6868.39	5972.51
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	23156686.925	N/A	23156686.925	20136249.50	JPY	No	23156686.925	20136249.50
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	9210.78	N/A	9210.78	7996.12	USD	No	9210.78	7996.12
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13480.33	N/A	13480.33	11722.02	CAD	No	13480.33	11722.02
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6027.44	N/A	6027.44	5241.25	GBP	No	6027.44	5241.25
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	18475.61	N/A	18475.61	16065.75	AUD	No	18475.61	16065.75
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	7630.32	N/A	7630.32	6635.06	CHF	No	7630.32	6635.06
ICEUS	ZY	SWISS FRANC	KZY	4659549.59	N/A	4659549.59	4051780.73	JPY	No	4659547.84	4051780.73
ICEUS	MP	BRITISH POUND	MP	6165.28	N/A	6165.28	5361.12	USD	No	6165.28	5361.12
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	11204.88	N/A	11204.88	9743.38	CHF	No	11204.88	9743.38
ICEUS	SY	JAPANESE YEN	SY	3225753.02	N/A	3225753.02	2805002.63	JPY	No	3225753.77	2805002.63

Borsa Italiana (IDEM)

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

Exchange IDEM	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IDEM	MIBDIV	FTSE MIB DIVIDEND INDEX	FDIV	1357	N/A	1357	1180	EUR	No	1357	1180
IDEM	FTMIB	FTSE MIB INDEX	FIB	19087.57	16597.77	27267.96	23711.10	EUR	Yes	27267.96	23711.10
IDEM	FTMIB	FTSE MIB INDEX	MICR	763.497	663.911	1090.71	948.444	EUR	No	1090.71	948.444
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3817.49	3319.55	5453.55	4742.22	EUR	No	5453.55	4742.22
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1020.94	N/A	1020.94	887.772	EUR	No	1020.94	887.772

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	20412.44	N/A	20412.44	17749.95	USD	No	20412.44	17749.95
IPE	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
IPE	HOIL	ICE HEATING OIL	HOIL	24439.46	N/A	24439.46	19551.57	USD	No	24439.46	19551.57
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	23855.16	N/A	23855.16	20743.62	USD	No	23855.16	20743.62
IPE	NGF	ICE UK NATURAL GAS	NGF	7036.95	N/A	7036.95	6119.09	GBP	No	30544.30	6119.09
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	20914.20	N/A	20914.20	16731.36	USD	No	20914.20	16731.36
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15890.55	N/A	15890.55	12712.44	USD	Yes	15890.55	12712.44

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	7044758.11	6125874.79	10063940.16	8751249.70	KRW	Yes	10063937.155	8751249.70
KSE	K200M	MINI KOSPI200 INDEX	05	1404000.56	1220870.05	2005715.09	1744100.08	KRW	Yes	2005715.52	1744100.08
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1084748.26	826560.03	1549640.375	1180800.05	KRW	No	1549640.375	1180800.05
KSE	005930	HANG SENG BANK LTD	11	176810.15	N/A	176810.15	153747.96	KRW	No	177801.99	153747.96
KSE	017670	HENDERSON LAND DEVELOPMENT	12	160684.14	N/A	160684.14	139725.34	KRW	No	161585.52	139725.34
KSE	005490	POSCO HOLDINGS INC	13	884050.73	N/A	884050.73	768739.77	KRW	No	984009.91	768739.77
KSE	030200	KTCORPORATION	14	143406.28	N/A	143406.28	124701.11	KRW	No	147710.73	124701.11
KSE	015760	KOREA ELECTRIC POWER CORP	15	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	005380	SUN HUNG KAI PROPERTIES	16	639281.00	N/A	639281.00	555896.52	KRW	No	742867.14	555896.52
KSE	016360	NEW WORLD DEVELOPMENT	17	134335.40	N/A	134335.40	116813.39	KRW	No	146588.97	116813.39
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	139662.74	N/A	139662.74	121445.86	KRW	No	141446.20	121445.86
KSE	000270	SWIRE PACIFIC LTD - CL A	19	291995.92	N/A	291995.92	253909.49	KRW	No	328633.89	253909.49
KSE	012330	HYUNDAI MOBIS CO LTD	20	822138.41	N/A	822138.41	714902.97	KRW	No	891750.31	714902.97
KSE	006400	SAMSUNG SDI CO LTD	22	600405.79	N/A	600405.79	522091.99	KRW	No	673773.86	522091.99
KSE	009150	BANK OF EAST ASIA LTD	23	400846.47	N/A	400846.47	348562.15	KRW	No	421095.05	348562.15
KSE	066570	LG ELECTRONICS INC	24	242753.99	N/A	242753.99	211090.43	KRW	No	266115.76	211090.43
KSE	036460	KOREA GAS CORPORATION	28	104531.08	N/A	104531.08	90896.59	KRW	No	108117.46	90896.59
KSE	004020	HYUNDAI STEEL CO	32	84456	N/A	84456	73440	KRW	No	87700.07	73440
KSE	003550	LG CORP	34	193512.09	N/A	193512.09	168271.39	KRW	No	196597.62	168271.39
KSE	078930	GS HOLDINGS	35	109592.32	N/A	109592.32	92774.62	KRW	No	106690.81	92774.62
KSE	033780	KT & G CORPORATION	36	303635.40	N/A	303635.40	250654.24	KRW	No	288252.37	250654.24
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	597526.16	N/A	597526.16	519587.97	KRW	No	713878.04	519587.97
KSE	086790	HANA FINANCIAL GROUP	40	178537.94	N/A	178537.94	155250.38	KRW	No	185539.46	155250.38
KSE	096770	SK INNOVATION CO LTD	41	357078.73	N/A	357078.73	310503.24	KRW	No	399091.74	310503.24
KSE	001040	CJ CORP	42	355642.49	N/A	355642.49	309254.34	KRW	No	412659.83	309254.34
KSE	034220	LG DISPLAY CO LTD	45	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	105560	KB FINANCIAL GROUP INC	46	235554.90	N/A	235554.90	204830.35	KRW	No	251876.26	204830.35
KSE	051910	LG CHEM LTD	47	780383.53	N/A	780383.53	678594.375	KRW	No	804761.20	678594.375
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	000660	SK HYNIX INC	50	658260	N/A	658260	535864.22	KRW	No	679700.74	535864.22
KSE	006360	GS ENGINEERING & CONSTRUCT	51	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	139480	E-MART INC	54	231938.29	N/A	231938.29	201074.28	KRW	No	231235.42	201074.28
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	116182.79	N/A	116182.79	100286.74	KRW	No	115329.75	100286.74
KSE	035420	NAVER CORP	56	587447.40	N/A	587447.40	510823.83	KRW	No	649742.75	510823.83
KSE	003490	KOREAN AIR LINES CO LTD	57	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	927681	N/A	927681	618454	KRW	No	927681	618454
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3092589	N/A	3092589	2332908.36	KRW	No	3092589	2332908.36
KSE	KWY	UNITED STATES DOLLAR	75	1683025	N/A	1683025	1463500	KRW	No	3366050	2927000
KSE	032640	LG UPLUS CORP	B0	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	010950	S-OILCORPORATION	B2	166509.75	N/A	166509.75	144733.42	KRW	No	166443.43	144733.42
KSE	010130	KOREA ZINC CO LTD	B3	4052370	N/A	4052370	2701580	KRW	No	4052370	2701580
KSE	024110	INDUSTRIALBANKOFKOREA	B4	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	001680	DAESANG CORPORATION	B6	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	047050	POSCO INTERNATIONAL CORP	B7	150461.41	N/A	150461.41	130836.01	KRW	No	156805.44	130836.01
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	023530	BARLEY FUTURES	BA	183668.48	N/A	183668.48	150993.52	KRW	No	173642.54	150993.52
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	226140.22	N/A	226140.22	168020.98	KRW	No	193224.12	168020.98
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	256392.26	N/A	256392.26	211090.43	KRW	No	242753.99	211090.43
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	029780	SAMSUNG CARD CO	BG	118353.37	N/A	118353.37	102915.98	KRW	No	123517.29	102915.98
KSE	036570	NCSOFTCORPORATION	BJ	465926.41	N/A	465926.41	405153.40	KRW	No	476540.09	405153.40
KSE	000080	HITE JINRO CO LTD	BK	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	219140.92	N/A	219140.92	190557.32	KRW	No	231370.22	190557.32
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	226052.60	N/A	226052.60	196567.48	KRW	No	242322.53	196567.48
KSE	000720	DANONE	BN	101147.24	N/A	101147.24	86264.12	KRW	No	99203.74	86264.12
KSE	011210	HYUNDAI WIA CORP	BP	139662.74	N/A	139662.74	121445.86	KRW	No	154446.20	121445.86
KSE	008770	HOTEL SHILLA CO LTD	BQ	120971.37	N/A	120971.37	101413.55	KRW	No	116625.59	101413.55
KSE	035250	KANGWON LAND, INC.	BS	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	138930	BNK FINANCIAL GROUP INC	BT	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	139130	DGB FINANCIAL GROUP INC	BV	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	001120	LX INTERNATIONAL CORP	BX	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	011070	LG INNOTEK CO LTD	BY	497343.33	N/A	497343.33	432472.46	KRW	No	508233.23	432472.46
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	034730	SK INC	C1	384438.40	N/A	384438.40	334294.26	KRW	No	394615.44	334294.26
KSE	001740	SK NETWORKS CO LTD	C2	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	369068.39	N/A	369068.39	308747.93	KRW	No	355060.12	308747.93
KSE	018260	SAMSUNG SDS CO LTD	C5	349876.76	N/A	349876.76	304240.66	KRW	No	357839.43	304240.66
KSE	090430	AMOREPACIFIC CORP	C6	307258.03	N/A	307258.03	267180.90	KRW	No	349981.62	267180.90
KSE	030000	CHEIL WORLDWIDE INC	C7	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	028260	SAMSUNG C&T CORP	C8	357939.77	N/A	357939.77	311251.97	KRW	No	363947.68	311251.97
KSE	000880	HANWHA CORPORATION	C9	129465	N/A	129465	107047.65	KRW	No	153295.36	107047.65
KSE	088350	CARREFOUR SA	CA	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	086280	COCOA NYBOT	CC	357939.77	N/A	357939.77	311251.97	KRW	No	416947.68	311251.97
KSE	010620	HD HYUNDAI MIPO	CD	311163	N/A	311163	261922.42	KRW	No	333900.45	261922.42
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	035720	KAKAO CORP	CF	123536.74	N/A	123536.74	107423.25	KRW	No	140729.73	107423.25
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	069080	WEBZEN INC	CK	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	096530	LIGHT SWEET CRUDE OIL	CL	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	022100	POSCO DX CO LTD	CN	84456	N/A	84456	73440	KRW	No	95383.43	73440
KSE	068270	CELLTRION INC	CP	533886.02	N/A	533886.02	464248.71	KRW	No	578880.92	464248.71
KSE	122870	YG ENTERTAINMENT INC	CQ	192272.28	N/A	192272.28	163764.11	KRW	No	188328.73	163764.11
KSE	051900	LG H&H	CR	965612.22	N/A	965612.22	805048.36	KRW	No	925805.61	805048.36
KSE	002790	AXA SA	CS	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	000810	COTTON NO. 2	CT	1035232.07	N/A	1035232.07	900201.80	KRW	No	1046039.33	900201.80
KSE	008930	HANMI SCIENCE CO LTD	CV	84456	N/A	84456	73440	KRW	No	85306.29	73440
KSE	021240	COWAY CO LTD	CW	258841.77	N/A	258841.77	219353.77	KRW	No	252256.83	219353.77
KSE	128940	HANMI PHARM CO LTD	CX	699753.53	N/A	699753.53	608481.33	KRW	No	753678.85	608481.33
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	282205.13	N/A	282205.13	245395.76	KRW	No	350788.19	245395.76
KSE	097950	CJ CHEILJEDANG CORP.	D1	741508.37	N/A	741508.37	644789.88	KRW	No	750667.95	644789.88
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	126704.34	N/A	126704.34	110177.69	KRW	No	128915.11	110177.69
KSE	002380	KCC CORP	D3	786142.875	N/A	786142.875	683602.50	KRW	No	845552.80	683602.50
KSE	012750	S1 CORPORATION	D5	186117.99	N/A	186117.99	159256.85	KRW	No	183145.37	159256.85
KSE	000100	YUHAN CORPORATION	D6	350164.74	N/A	350164.74	304491.07	KRW	No	388129.03	304491.07
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	122240.89	N/A	122240.89	106296.43	KRW	No	128926.61	106296.43
KSE	069960	HYUNDAI DEPT STORE CO	D8	189058.48	N/A	189058.48	138225.10	KRW	No	158958.86	138225.10
KSE	004370	MILK CLASS III INDEX	DA	1224713.65	N/A	1224713.65	1014135.55	KRW	No	1166255.88	1014135.55
KSE	079550	LIG NEX1 CO LTD	DB	933750	N/A	933750	636025.74	KRW	No	933750	636025.74
KSE	204320	HL MANDO CO LTD	DC	121377.00	N/A	121377.00	105545.21	KRW	No	151057.88	105545.21
KSE	004170	SHINSEGAE INC	DD	422038.51	N/A	422038.51	353319.80	KRW	No	406317.78	353319.80
KSE	161890	KOLMAR KOREA CO LTD	DE	188690.69	N/A	188690.69	159757.65	KRW	No	183721.29	159757.65
KSE	111770	YOUNGONE CORP	DG	144270.17	N/A	144270.17	125452.32	KRW	No	148079.47	125452.32
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	283644.96	N/A	283644.96	246647.79	KRW	No	289236.09	246647.79
KSE	192820	COSMAX INC	DK	505665.51	N/A	505665.51	439709.14	KRW	No	566502.10	439709.14
KSE	039130	HANA TOUR SERVICE INC	DN	156076.72	N/A	156076.72	135718.89	KRW	No	157952.24	135718.89
KSE	086900	MEDY-TOX INC	DP	374641.70	N/A	374641.70	325775.39	KRW	No	377743.29	325775.39
KSE	078340	COM2US CORP	DR	131636.75	N/A	131636.75	110302.89	KRW	No	126848.32	110302.89
KSE	035760	CJ ENM CO LTD	DT	171655.16	N/A	171655.16	145735.04	KRW	No	167595.29	145735.04
KSE	056190	SFA ENGINEERING CORP	DV	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	241560	DOOSAN BOBCAT INC	DW	149170.08	N/A	149170.08	123449.09	KRW	No	141966.46	123449.09
KSE	017800	CME DRY WHEY INDEX	DY	176914.84	N/A	176914.84	135468.48	KRW	No	155788.75	135468.48
KSE	105630	HANSAE CO LTD	DZ	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	240810	WONIK IPS CO LTD	E0	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	091700	PARTRON CO LTD	E3	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	041510	SM ENTERTAINMENT CO LTD	E4	312729.36	N/A	312729.36	271938.57	KRW	No	320483.65	271938.57
KSE	251270	NETMARBLE CORP	E5	119217.27	N/A	119217.27	103667.19	KRW	No	119386.03	103667.19
KSE	003670	POSCO FUTURE M CO LTD	E8	398830.74	N/A	398830.74	346809.34	KRW	No	448067.99	346809.34
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	316140	WOORI FINANCIAL GROUP INC	EB	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	009420	HANALL BIOPHARMA CO LTD	EE	87696	N/A	87696	73618.73	KRW	No	91636.45	73618.73
KSE	035900	JYP ENTERTAINMENT CORP	EF	181705.55	N/A	181705.55	158004.82	KRW	No	185724.84	158004.82
KSE	028670	PAN OCEAN CO LTD	EH	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	552582	N/A	552582	368388	KRW	No	552582	368388
KSE	093370	FOOSUNG CO LTD	EL	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	375500	DL E&C CO LTD	ER	125623.43	N/A	125623.43	105044.41	KRW	No	120801.08	105044.41
KSE	207940	E-MINI S&P 500	ES	3086978.42	N/A	3086978.42	2684329.06	KRW	No	3234295.23	2684329.06
KSE	028050	SAMSUNG E&A CO LTD	ET	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	272210	HANWHA SYSTEMS CO LTD	EV	139941	N/A	139941	93294	KRW	No	139941	93294
KSE	293490	KAKAO GAMES CORP	EX	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	247540	ECOPRO BM CO LTD	EY	331092	N/A	331092	270936.95	KRW	No	331092	270936.95
KSE	253450	STUDIO DRAGON CORP	EZ	144747.22	N/A	144747.22	125702.72	KRW	No	144558.13	125702.72
KSE	278280	CHUNBO CO LTD	F0	105367.56	N/A	105367.56	88642.96	KRW	No	101939.40	88642.96
KSE	200130	KOLMAR BNH CO LTD	F1	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	036540	SFA SEMICON CO LTD	F2	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	060250	NHN KCP CORP	F3	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	882900	N/A	882900	588600	KRW	No	882900	588600
KSE	373220	LG ENERGY SOLUTION	F5	1036671.90	N/A	1036671.90	901453.83	KRW	No	1112487.23	901453.83
KSE	323410	KAKAOBANK CORP	F6	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	377300	KAKAO PAY CORP	F7	91354.50	N/A	91354.50	76122.77	KRW	No	91354.50	76122.77
KSE	259960	KRAFTON INC	F8	974759.59	N/A	974759.59	847617.03	KRW	No	990227.56	847617.03
KSE	302440	SK BIOSCIENCE CO LTD	F9	120513.10	N/A	120513.10	104794.00	KRW	No	120689.14	104794.00
KSE	011200	HMM CO LTD	FA	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	84456	N/A	84456	73440	KRW	No	84456	73440
KSE	352820	HYBE CO LTD	FC	727964.69	N/A	727964.69	605977.30	KRW	No	696873.90	605977.30
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	891712.50	N/A	891712.50	721163.05	KRW	No	958989.79	721163.05
KSE	402340	SK SQUARE CO LTD	FE	324538.50	N/A	324538.50	249652.64	KRW	No	324538.50	249652.64
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	299770.95	N/A	299770.95	260670.39	KRW	No	321452.55	260670.39
KSE	383220	F&F CO LTD / NEW	FG	191695.14	N/A	191695.14	161510.48	KRW	No	185737.05	161510.48
KSE	267250	HD HYUNDAI	FH	217184.65	N/A	217184.65	185549.24	KRW	No	213381.62	185549.24
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	351023.94	N/A	351023.94	291219.67	KRW	No	334902.62	291219.67
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	374473.48	N/A	374473.48	299482.99	KRW	No	344405.44	299482.99
KSE	263750	PEARL ABYSS CORP	FL	90564.81	N/A	90564.81	78752.01	KRW	No	90572.84	78752.01
KSE	066970	L&F CO LTD	FM	204718.50	N/A	204718.50	176534.71	KRW	No	229153.74	176534.71
KSE	112040	WEMADE CO LTD	FN	107581.50	N/A	107581.50	76748.78	KRW	No	107581.50	76748.78
KSE	196170	ALTEOGEN INC	FP	1246080	N/A	1246080	881421.48	KRW	No	1246080	881421.48
KSE	058470	LEENO INDUSTRIAL INC	FQ	570169.55	N/A	570169.55	495799.61	KRW	No	584367.97	495799.61

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	4870.29	N/A	4870.29	4235.04	USD	No	4870.29	4235.04
LMEOTC	CA	CARREFOUR SA	CA	18298.40	N/A	18298.40	15911.45	USD	No	18298.40	15911.45
LMEOTC	PB	LEAD - LME	PB	5430.94	N/A	5430.94	4722.56	USD	No	5430.95	4722.56
LMEOTC	SNLME	TIN FUTURE	SN	41277.68	N/A	41277.68	35881.15	USD	No	41277.68	35881.15
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6859.75	N/A	6859.75	5965	USD	No	6859.75	5965

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	1053.49	N/A	1053.49	916.081	EUR	Yes	1607.97	1398.23
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	2476.80	N/A	2476.80	2153.74	EUR	Yes	3120.98	2713.89
MATIF	EMA	CORN	EMA	1679.28	N/A	1679.28	1460.23	EUR	No	1978.32	1720.26

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

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	FCC1	FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ	FCI	226.719	N/A	226.719	197.147	EUR	No	228.029	197.147
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	8050	7000	11500	10000	EUR	No	11500	10000
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	805	700	1150	1000	EUR	Yes	1150	1000

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	DEUA	MILK CLASS III INDEX	DA	10983.56	N/A	10983.56	9550.92	MXN	No	16222.14	14106.21
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	31368.60	N/A	31368.60	27277.04	MXN	No	36073.89	31368.60
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	47742.14	N/A	47742.14	41502.025	MXN	Yes²	55504.09	48249.45
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	9551.01	N/A	9551.01	8300.405	MXN	No	11103.81	9649.89

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	4390.85	N/A	4390.85	3818.13	EUR	No	4390.85	3818.13
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3860.93	N/A	3860.93	3354.56	EUR	No	4440.07	3857.74
MONEP	CAC40	CAC 40	FCE	5594.30	4864.61	7991.85	6949.44	EUR	Yes	6544.73	5691.07
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	16949.75	N/A	16949.75	14738.91	EUR	No	16949.75	14738.91
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10989.70	N/A	10989.70	9556.26	EUR	No	10989.70	9556.26
MONEP	CAC40	CAC 40	MFC	559.43	486.461	799.185	694.944	EUR	No	654.473	569.107

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	256554.3	N/A	256554.3	223090.8	INR	Yes	8504.17	7394.93
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	10678.75	N/A	10678.75	9285.25	INR	No	10678.75	9285.25
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	269672	N/A	269672	234417.3	INR	Yes	4124.27	3586.33
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	12798.41	N/A	12798.41	11128.00	INR	No	12798.41	11128.00
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6604.59	N/A	6604.59	5737.25	INR	No	7006.47	6086.35
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	216140.4	N/A	216140.4	187947.6	INR	Yes	1790.53	1556.98
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	252565.5	N/A	252565.5	219621.75	INR	Yes	3345.73	2909.33
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9886.84	N/A	9886.84	8597.25	INR	Yes	9886.84	8597.25

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	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	164289.62	N/A	164289.62	142860.54	USD	No	188933.06	164289.62
NYBOT	CC	COCOA NYBOT	CC	13714.19	N/A	13714.19	11925.38	USD	Yes	13714.19	11925.38
NYBOT	CT	COTTON NO. 2	CT	2890.49	N/A	2890.49	2513.46	USD	Yes	2890.49	2513.46
NYBOT	DX	NYBOT US DOLLAR FX	DX	2532.91	N/A	2532.91	2202.53	USD	Yes	2532.91	2202.53
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	11927.65	N/A	11927.65	10370.63	USD	No	13716.79	11926.23
NYBOT	KC	COFFEE "C"	KC	23190.59	N/A	23190.59	20165.73	USD	Yes	23190.59	20165.73
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	10941.74	N/A	10941.74	9514.55	USD	Yes	10941.74	9514.55
NYBOT	RS	CANOLA	RS	1269.09	N/A	1269.09	1103.56	CAD	No	1269.09	1103.56
NYBOT	SB	SUGAR NO. 11	SB	2141.58	N/A	2141.58	1862.25	USD	Yes	2141.58	1862.25
NYBOT	SF	SUGAR #16 112000 LBS	SF	1977.97	N/A	1977.97	1718.96	USD	No	1977.97	1718.96

New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250.00	N/A	16250.00	13000	USD	No	16250	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	13000	USD	Yes	16260.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16330.00	N/A	16330.00	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	8722.08	N/A	8722.08	7584.42	USD	No	10350.40	8722.08
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	9966.81	N/A	9966.81	8666.79	USD	No	11461.83	9966.81
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25599	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	8723.80	N/A	8723.80	7584.42	USD	No	10352.37	8722.08
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1632.00	N/A	1632.00	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2674.02	N/A	2674.02	2139.22	USD	No	2674.02	2139.22
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	872.208	N/A	872.208	758.442	USD	No	1035.04	872.208
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2268.97	N/A	2268.97	1815.17	USD	No	2268.97	1815.17
NYMEX	NG	HENRY HUB NATURAL GAS	NG	8722.08	N/A	8722.08	7584.42	USD	Yes	10350.40	8722.08
NYMEX	PA	PALLADIUM INDEX	PA	20196.76	N/A	20196.76	16396.78	USD	No	18856.76	16396.78
NYMEX	PL	PLATINUM INDEX	PL	6445.92	N/A	6445.92	4731.23	USD	No	5440.92	4731.23
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2180.59	N/A	2180.59	1896.11	USD	No	2587.67	2180.52
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8175.19	N/A	8175.19	6500	USD	No	8125.19	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22062.60	N/A	22062.60	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	8624.50	N/A	8624.50	7499.57	USD	No	8624.50	7499.57

New York Stock Exchange/Liffe (NYSE LIFFE)

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

Exchange NYSELIFFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYSELIFFE	M1MSA	MSCI EMERGING MARKETS ASIA NET TOTAL RETURN (NTR)	ASN	6158.10	N/A	6158.10	5353.68	USD	No	7081.81	6156.73
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	9077.73	N/A	9077.73	7891.46	USD	No	10439.39	9075.18
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	10462.83	N/A	10462.83	9098.11	USD	No	12032.26	10462.83
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5662.57	4923.97	8089.38	7034.25	USD	No	9302.79	8089.38
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2361.44	2053.43	3373.49	2933.47	USD	No	3879.51	3373.49
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	65173.81	N/A	65173.81	56672.87	USD	No	74949.87	65173.80

Nasdaq OMX - Stockholm (OMS)

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

Exchange OMS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OMS	OMXESG	OMXS30 ESG RESPONSIBLE INDEX	OMXESG	24637.39	N/A	24637.39	21422.00	SEK	No	24637.38	21422.00
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17817.87	15493.80	25454.10	22134	SEK	Yes	25454.10	22134
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	976.904	N/A	976.904	849.482	SEK	No	6183.11	849.482

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	1996744.01	1736299.14	2852491.44	2480427.34	JPY	Yes	3280365.16	2852491.44
OSE.JPN	N225M	NIKKEI 225 MINI	225M	199674.40	173629.91	285249.14	248042.73	JPY	Yes	328036.52	285249.14
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	19967.44	17362.99	28524.91	24804.27	JPY	No	32803.65	28524.91
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	153525.91	N/A	153525.91	133493.15	JPY	No	176554.80	153517.12
OSE.JPN	TPXC30	TOPIX CORE30	C30	104822.26	N/A	104822.26	91149.79	JPY	No	120545.60	104822.26
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	464000.08	N/A	464000.08	403346.35	JPY	No	533600.09	463848.30
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1788237.60	N/A	1788237.60	1554989.22	JPY	Yes	2056473.25	1788237.60
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	178823.76	N/A	178823.76	155498.92	JPY	No	205647.32	178823.76
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	53331.72	N/A	53331.72	46371.20	JPY	No	61331.48	53326.88
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	124487.50	N/A	124487.50	108250	JPY	No	226688	197120
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	154399.96	N/A	154399.96	134213.15	JPY	No	177559.96	154345.12
OSE.JPN	TOPX	TOPIX INDEX	TPX	1246666.20	1084057.57	1780951.72	1548653.67	JPY	No	2048094.48	1780951.72
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	124666.62	108405.76	178095.17	154865.37	JPY	No	204809.45	178095.17

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15890.55	N/A	15890.55	12712.44	USD	No	15890.55	12712.44

ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	COCOA NYBOT	CC	13714.19	N/A	13714.19	11925.38	USD	No	13714.19	11925.38
QBALGOIUS	CT	COTTON NO. 2	CT	2890.49	N/A	2890.49	2513.46	USD	No	2890.49	2513.46
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2532.91	N/A	2532.91	2202.53	USD	No	2532.91	2202.53
QBALGOIUS	KC	COFFEE "C"	KC	23190.59	N/A	23190.59	20165.73	USD	No	23190.59	20165.73
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	10941.74	N/A	10941.74	9514.55	USD	No	10941.74	9514.55
QBALGOIUS	SB	SUGAR NO. 11	SB	2141.58	N/A	2141.58	1862.25	USD	No	2141.58	1862.25

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	344544.96	N/A	344544.96	299604.27	JPY	No	344544.91	299604.27
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1630.75	N/A	1630.75	1418.04	USD	No	1630.75	1418.04
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1301.88	1132.07	1859.83	1617.24	USD	No	1859.83	1617.24
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	3961.46	N/A	3961.46	3444.75	USD	No	3961.46	3444.75
SGX	XIN0I	FTSE CHINA H50	FCH	5017.09	N/A	5017.09	4361.93	USD	No	5017.09	4361.93
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1173	N/A	1173	1020	USD	No	1173	1020
SGX	WIIDN	FTSE INDONESIA INDEX	FID	2467.58	N/A	2467.58	2143.85	USD	No	2467.58	2143.85
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	491.603	N/A	491.603	427.367	USD	No	491.603	427.367
SGX	INR	UNITED STATES DOLLAR	INR	9867.29	N/A	9867.29	8580.25	USD	No	9867.29	8580.25
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9881.66	N/A	9881.66	8592.75	USD	No	9881.66	8592.75
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2675.59	N/A	2675.59	2326.60	USD	No	2675.59	2326.60
SGX	SGB	SGX MINI JGB INDEX	JB	317368.67	N/A	317368.67	275898.50	JPY	No	317368.27	275898.50
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	329383.79	N/A	329383.79	286420.69	JPY	No	329383.79	286420.69
SGX	KRW	KOREAN WON	KRW	9828.46	N/A	9828.46	8545	USD	No	9828.46	8545
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1965.35	N/A	1965.35	1709	USD	No	1965.35	1709
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6267.10	N/A	6267.10	5449.65	CNH	No	6267.10	5449.65
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1819990.09	N/A	1819990.09	1582599.98	JPY	No	1819989.97	1582599.98
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	1851.51	1610.01	2645.02	2300.02	USD	No	2645.02	2300.02
SGX	SGXNK	SGX: NIKKEI 225	NK	903693	785820	1290990	1122600	JPY	Yes	1290990	1122600
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	180738.60	157164	258198	224520	JPY	No	258198	224520
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	40606.12	N/A	40606.12	35309.67	USD	No	40606.12	35309.67
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1607.38	1397.73	2296.26	1996.75	SGD	Yes²	2296.26	1996.75
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	5435.53	N/A	5435.53	4726.55	SGD	No	5435.53	4726.55
SGX	STI	SGX STRAITS TIMES INDEX	ST	4694.07	N/A	4694.07	4081.80	SGD	No	4694.07	4081.80
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2430.37	N/A	2430.37	2112.58	USD	No	2430.37	2112.58
SGX	TSR20	SICOM RUBBER	TF	828.00	N/A	828.00	720.00	USD	No	828.00	720.00
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	21850.78	N/A	21850.78	19000.68	JPY	No	21851.53	19000.68
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1720.39	N/A	1720.39	1495.91	USD	No	1720.39	1495.91
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7291.85	N/A	7291.85	6340.74	USD	No	7291.85	6340.74
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	3622.50	3150	5175	4500	USD	No	5175	4500
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24966.615	N/A	24966.615	21710.10	CNH	Yes	24966.615	21710.10
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9774845.75	N/A	9774845.75	8499865.87	JPY	No	9774846.75	8499865.87
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1358.85	N/A	1358.85	1181.61	SGD	No	1358.83	1181.59
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1947380.07	N/A	1947380.07	1693373.77	JPY	No	1947379.62	1693373.58
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1267.875	N/A	1267.875	1102.50	SGD	No	1267.875	1102.50
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4401.25	N/A	4401.25	3827.17	SGD	No	4401.25	3827.17
SGX	G13	GENTING SINGAPORE LTD	YGEN	655.50	N/A	655.50	570	SGD	No	655.50	570
SGX	BN4	KEPPEL LTD	YKEP	3560.40	N/A	3560.40	3096	SGD	No	3560.40	3096
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5951.25	N/A	5951.25	5175	SGD	No	5951.25	5175
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2923.875	N/A	2923.875	2542.50	SGD	No	2923.875	2542.50
SGX	Y92	THAI BEVERAGE PCL	YTBE	888.375	N/A	888.375	772.50	SGD	No	888.375	772.50
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6529.12	N/A	6529.12	5677.50	SGD	No	6534.12	5677.50
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2872.125	N/A	2872.125	2497.50	SGD	No	2872.125	2497.50
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	21458.14	N/A	21458.14	4840	SGD	No	5566	4840
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	172.50	N/A	172.50	150	USD	No	172.50	150
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	382.318	N/A	382.318	332.45	USD	No	405.318	332.45

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	13713.98	11925.20	19591.40	17036	AUD	Yes	19591.40	17036
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	756.70	N/A	756.70	658	AUD	No	756.70	658
SNFE	IR	90 DAY BILLS	IR	1849.24	N/A	1849.24	1608.03	AUD	No	1849.24	1608.03
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3228.07	N/A	3228.07	2807.01	AUD	No	3228.09	2807.01
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1237.41	N/A	1237.41	1076	AUD	No	1237.40	1076

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

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁵	Intraday End Time⁵

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

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.

Additional US Margin Requirements

For Residents of Hong Kong:

Use the following links to view other margin requirements:

Stocks

Options

Fixed Income

You can change your location setting by clicking here

Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CEDX

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

Singapore Exchange (SGX)

ASX24 (SNFE)4

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Additional US Margin Requirements

Further Reading

Disclosures

ASX24 (SNFE)⁴