Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

For residents of the United States trading futures and FOPs:

Risk-based margin
Portfolio margin

Interactive Brokers will calculate both methodologies and assess the higher of the two to your account.

The complete margin requirement details are listed in the sections below.

Futures Margin

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 INDEX	BXF	8862.48	N/A	8862.48	7706.50	EUR	Yes²	8862.48	7706.50

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	8050	N/A	8050	7000	MYR	No	8050	7000
BURSAMY	FBMKLCI	FKLI	FKLI	4025	3500	5750	5000	MYR	No	5750	5000

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	675.164	N/A	675.164	587.098	USD	No	675.164	587.098
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1084.91	N/A	1084.91	943.401	USD	No	1084.91	943.401
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	729.848	N/A	729.848	634.651	USD	No	729.848	634.651
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	2280.01	N/A	2280.01	1982.62	USD	No	2280.01	1982.62
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	1511.45	N/A	1511.45	739.231	USD	No	1511.45	739.231
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	3460.72	N/A	3460.72	3007.84	USD	No	3460.71	3007.84
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	5867.36	N/A	5867.36	5099.40	USD	No	5867.36	5099.40
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	5313.79	N/A	5313.79	4619.95	USD	No	5313.79	4619.95
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3066.50	N/A	3066.50	2666.52	USD	Yes	3066.50	2666.52
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	692.193	N/A	692.193	601.426	USD	No	692.231	601.426
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1204.01	N/A	1204.01	1046.42	USD	No	1203.96	1046.42
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1100.67	957.105	1572.39	1367.29	USD	No	1485.80	1292
CBOT	MZC	MICRO CORN FUTURES	MZC	187.972	N/A	187.972	163.454	USD	No	187.972	163.454
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	470.881	N/A	470.881	409.462	USD	No	470.881	409.462
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	282.677	N/A	282.677	245.806	USD	No	282.677	245.806
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	381.576	N/A	381.576	331.805	USD	No	381.575	331.805
CBOT	MZW	MICRO WHEAT FUTURES	MZW	348.342	N/A	348.342	302.906	USD	No	348.342	302.906
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3965.64	N/A	3965.64	3448.15	USD	No	3965.64	3448.15
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	3957.60	N/A	3957.60	3441.39	USD	No	3957.97	3441.39
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	7435.83	N/A	7435.83	6465.50	USD	Yes	7435.32	6465.50
CBOT	YC	MINI SIZED CORN FUTURES	XC	379.887	N/A	379.887	330.336	USD	No	379.887	330.336
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	761.733	N/A	761.733	662.377	USD	No	761.733	662.377
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	677.512	N/A	677.512	589.141	USD	No	677.511	589.14
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	149.50	N/A	149.50	130.00	USD	No	149.503	130.00
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	91.2188	N/A	91.2188	79.3198	USD	No	91.2178	79.3198
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	139.727	N/A	139.727	121.502	USD	No	139.73	121.502
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	172.50	N/A	172.50	150.00	USD	No	172.502	150.00
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	1038.56	N/A	1038.56	903.095	USD	No	1038.56	903.095
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	11006.765	9571.10	15723.95	13673	USD	Yes	14861.45	12923
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2422.38	N/A	2422.38	2106.42	USD	No	2422.38	2106.42
CBOT	ZB	US TREASURY BOND	ZB	5527.56	N/A	5527.56	4806.58	USD	Yes	5527.56	4806.58
CBOT	ZC	CORN FUTURES	ZC	1899.43	N/A	1899.43	1651.68	USD	Yes	1899.43	1651.68
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1719.88	N/A	1719.88	1495.38	USD	Yes	1719.69	1495.38
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	4692.53	N/A	4692.53	4080.46	USD	Yes	4692.53	4080.46
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2785.71	N/A	2785.71	2422.35	USD	Yes	2785.70	2422.35
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2686.04	N/A	2686.04	2335.69	USD	Yes	2686.17	2335.69
CBOT	ZO	OAT FUTURES	ZO	5412.40	N/A	5412.40	4706.44	USD	Yes	5412.40	4706.44
CBOT	ZQ	30 DAY FED FUNDS	ZQ	546.25	N/A	546.25	475.00	USD	Yes²	546.263	475.00
CBOT	ZR	ROUGH RICE FUTURES	ZR	4661.93	N/A	4661.93	4053.85	USD	Yes	4661.93	4053.85
CBOT	ZS	SOYBEAN FUTURES	ZS	3808.67	N/A	3808.67	3311.88	USD	Yes	3808.67	3311.88
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1397.67	N/A	1397.67	1215.36	USD	Yes	1398.42	1215.36
CBOT	ZW	WHEAT FUTURES	ZW	3483.42	N/A	3483.42	3029.06	USD	Yes	3483.42	3029.06

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	3601.94	N/A	3601.94	2914.73	CAD	No	3351.94	2914.73
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1905.10	N/A	1905.10	1534.88	CAD	No	1765.11	1534.88
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	765.502	N/A	765.502	631.11	CAD	No	725.7765	631.11
CDE	CRA	3 MONTH CORRA	CRA	502.941	N/A	502.941	437.34	CAD	No	502.946	437.34
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15493.60	13472.70	22133.72	19246.71	CAD	No	22993.73	19246.71
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	12960.61	N/A	12960.61	11270.10	CAD	No	13175.62	11270.10

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	15910.62	N/A	15910.62	13835.325	CHF	Yes	15910.62	13835.325
CEDX	BDE40G	-	DE40F	28242.50	N/A	28242.50	24558.69	EUR	Yes	28242.50	24558.69
CEDX	BES35P	-	ES35F	64616.51	N/A	64616.51	56188.27	EUR	Yes	64616.51	56188.27
CEDX	BEZ50P	-	EZ50F	6480.11	N/A	6480.11	5634.88	EUR	Yes	6480.11	5634.88
CEDX	BFR40P	-	FR40F	8624.87	N/A	8624.87	7499.89	EUR	Yes	8624.87	7499.89
CEDX	BIT40P	-	IT40F	13084.23	N/A	13084.23	11377.59	EUR	Yes	13084.23	11377.59
CEDX	BNL25P	-	NL25F	10533.52	N/A	10533.52	9159.59	EUR	Yes	10533.52	9159.59
CEDX	BNO25G	-	NO25F	13128.46	N/A	13128.46	11416.05	NOK	Yes	13128.46	11416.05
CEDX	BSE30P	-	SE30F	32622.99	N/A	32622.99	28367.81	SEK	Yes	32622.99	28367.81
CEDX	BUK100P	-	UK100F	8680.32	N/A	8680.32	7548.10	GBP	Yes	8680.32	7548.10

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	9897.01	N/A	9897.01	8605.25	USD	No	9897.01	8605.25
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8085.28	N/A	8085.28	7029.62	USD	No	8085.28	7029.62
CFE	VA	S&P 500 VARIANCE	VA	357.794	N/A	357.794	311.125	USD	No	322	280
CFE	VIX	CBOE VOLATILITY INDEX	VX	11963.05	N/A	11963.05	10402.65	USD	Yes	23212.79	20185.03
CFE	VIX	CBOE VOLATILITY INDEX	VX25	11963.05	N/A	11963.05	10402.65	USD	No	23212.79	20185.03
CFE	VIX	CBOE VOLATILITY INDEX	VX26	11963.05	N/A	11963.05	10402.65	USD	No	23212.79	20185.03
CFE	VIX	CBOE VOLATILITY INDEX	VX27	11963.05	N/A	11963.05	10402.65	USD	No	23212.79	20185.03
CFE	VIX	CBOE VOLATILITY INDEX	VX29	11364.82	N/A	11364.82	9882.45	USD	No	22052.21	19175.83
CFE	VIX	CBOE VOLATILITY INDEX	VX30	10527.39	N/A	10527.39	9154.26	USD	No	20427.25	17762.83
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1196.30	N/A	1196.30	1040.265	USD	No	2321.28	2018.50

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	2530.02	N/A	2530.02	2200.01	USD	Yes	2530.02	2200.01
CME	GBP	BRITISH POUND	6B	2593.75	N/A	2593.75	2255.43	USD	Yes	2593.75	2255.43
CME	CAD	CANADIAN DOLLAR	6C	1749.64	N/A	1749.64	1521.42	USD	Yes	1749.64	1521.42
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4196.59	N/A	4196.59	3649.21	USD	Yes	4196.59	3649.21
CME	JPY	JAPANESE YEN	6J	4370	N/A	4370	3800	USD	Yes	4370	3800
CME	BRE	BRAZILIAN REAL	6L	1869.14	N/A	1869.14	1359.375	USD	Yes²	1869.14	1359.375
CME	6M	MEXICAN PESO	6M	1840	N/A	1840	1600	USD	Yes	1840	1600
CME	NZD	NEW ZEALAND DOLLAR	6N	2589.12	N/A	2589.12	2251.41	USD	Yes²	2589.12	2251.41
CME	CHF	SWISS FRANC	6S	6210	N/A	6210	5400	USD	Yes	6210	5400
CME	ZAR	SOUTH AFRICAN RAND	6Z	2222.87	N/A	2222.87	1932.875	USD	No	2222.87	1932.875
CME	ACDX	AUSTRALIAN DOLLAR	ACD	15426.06	N/A	15426.06	13413.97	CAD	No	15426.06	13413.97
CME	AJY	AUSTRALIAN DOLLAR	AJY	2539943.15	N/A	2539943.15	2208646.22	JPY	No	2539943.55	2208646.22
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	847.061	N/A	847.061	736.574	USD	No	847.061	736.574
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	27232.06	N/A	27232.06	23680.05	USD	No	27232.06	23680.05
CME	BOS	BOSTON HOUSING INDEX	BOS	5091.63	N/A	5091.63	4427.50	USD	No	5091.63	4427.50
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	183718.30	N/A	183718.30	157472.83	USD	Yes	183718.31	157472.83
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	260748.125	N/A	260748.125	226737.50	EUR	No	312897.75	272085
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	8395.17	N/A	8395.17	7300.15	USD	No	8395.17	7300.15
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	5725.17	N/A	5725.17	4978.41	USD	No	5725.17	4978.41
CME	CJY	CANADIAN DOLLAR	CJY	2798108.39	N/A	2798108.39	2433137.73	JPY	No	2798108.79	2433137.73
CME	CNH	UNITED STATES DOLLAR	CNH	24672.38	N/A	24672.38	21438	CNH	No	24672.38	21438
CME	CSC	CHEESE	CSC	6490.97	N/A	6490.97	5644.32	USD	No	6490.97	5644.32
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5223.88	N/A	5223.88	4542.50	USD	No	5223.87	4542.50
CME	CZK	CZECH KORUNA	CZK	21280.93	N/A	21280.93	18505.15	USD	Yes²	21280.93	18505.15
CME	DA	MILK CLASS III INDEX	DC	4859.59	N/A	4859.59	4225.73	USD	Yes	4859.59	4225.73
CME	DEN	DENVER HOUSING INDEX	DEN	4677.63	N/A	4677.63	4067.50	USD	No	4677.62	4067.50
CME	DY	CME DRY WHEY INDEX	DY	2856.60	N/A	2856.60	2484.00	USD	No	2856.60	2484.00
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2098.29	N/A	2098.29	1824.60	USD	No	2098.29	1824.60
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	18704.30	N/A	18704.30	16247.08	AUD	No	18704.30	16247.08
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	11945.93	N/A	11945.93	10379.20	CAD	No	11945.93	10379.20
CME	ECK	CZECH KORUNA	ECK	9233.12	N/A	9233.12	8028.80	EUR	No	9233.12	8028.80
CME	EHF	HUNGARIAN FORINT	EHF	6376.67	N/A	6376.67	5544.93	EUR	Yes²	6388.67	5544.93
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	25076.31	N/A	25076.31	21805.03	USD	Yes²	25551.85	22219
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	239326.50	208110	341895	297300	JPY	No	318205	276700
CME	EPZ	POLISH ZLOTY	EPZ	6668.275	N/A	6668.275	5798.50	EUR	Yes²	6668.275	5798.50
CME	ES	E-MINI S&P 500	ES	16633.55	15121.41	23762.21	21602.01	USD	Yes	22092.40	20084
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	28363.15	N/A	28363.15	24653.22	USD	No	28363.14	24653.22
CME	ESTR	EURO SHORT-TERM RATE	ESR	242.192	N/A	242.192	210.60	EUR	No	242.19	210.60
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	75340.40	N/A	75340.40	65513.39	EUR	No	75340.40	65513.39
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	72519.47	N/A	72519.47	63060.41	USD	Yes	87023.37	75672.49
CME	GSCI	S&P-GSCI INDEX	GD	28877.44	N/A	28877.44	25110.81	USD	No	28877.44	25110.81
CME	GDK	CLASS IV MILK - 200K LBS	GDK	1410.48	N/A	1410.48	1226.51	USD	No	1410.49	1226.51
CME	GF	FEEDER CATTLE	GF	11748.66	N/A	11748.66	10216.23	USD	Yes	11748.66	10216.23
CME	NF	NON FAT DRY MILK INDEX	GNF	8902.91	N/A	8902.91	7741.66	USD	No	8902.91	7741.66
CME	HE	LEAN HOGS	HE	4909.38	N/A	4909.38	4269.03	USD	Yes	4909.38	4269.03
CME	HUF	HUNGARIAN FORINT	HUF	11650.64	N/A	11650.64	10130.99	USD	Yes²	11662.64	10130.99
CME	IBAA	BOVESPA INDEX - USD	IBV	34196.40	N/A	34196.40	29736	USD	No	33764	29360
CME	ILS	ISRAELI SHEKEL	ILS	36533.20	N/A	36533.20	31768.00	USD	Yes²	36533.20	31768.00
CME	J7	JAPANESE YEN	J7	2185	N/A	2185	1900	USD	No	2185	1900
CME	KRW	KOREAN WON	KRW	17787.04	N/A	17787.04	15465.75	USD	Yes²	11509.26	10007.25
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4459.13	N/A	4459.13	3877.50	USD	No	4459.13	3877.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6658.50	N/A	6658.50	5790.00	USD	No	6658.50	5790.00
CME	LBR	LUMBER FUTURES	LBR	3012.86	N/A	3012.86	2619.88	USD	No	3012.86	2619.88
CME	LE	LIVE CATTLE	LE	5200.28	N/A	5200.28	4521.98	USD	Yes	5200.28	4521.98
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	748.164	650.578	1068.81	929.397	USD	No	970.60	844
CME	M6A	AUSTRALIAN DOLLAR	M6A	253.002	N/A	253.002	220.001	USD	No	253.002	220.001
CME	M6B	BRITISH POUND	M6B	259.375	N/A	259.375	225.543	USD	No	259.375	225.543
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	419.659	N/A	419.659	364.921	USD	No	419.659	364.921
CME	MBT	MICRO BITCOIN	MBT	3674.37	N/A	3674.37	3149.46	USD	Yes	3674.37	3149.46
CME	MCD	CANADIAN DOLLAR	MCD	174.964	N/A	174.964	152.142	USD	No	174.964	152.142
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1663.35	1512.14	2376.22	2160.20	USD	Yes	2208.80	2008
CME	MET	MICRO ETHER	MET	145.039	N/A	145.039	126.121	USD	Yes	174.047	151.345
CME	MIA	MIAMI HOUSING INDEX	MIA	6483.125	N/A	6483.125	5637.50	USD	No	6483.125	5637.50
CME	MIR	INDIAN RUPEE	MIR	1328.71	N/A	1328.71	1155.40	USD	No	1328.71	1155.40
CME	MJY	JAPANESE YEN	MJY	437	N/A	437	380	USD	No	437	380
CME	MNH	UNITED STATES DOLLAR	MNH	2471.51	N/A	2471.51	2148.45	CNH	No	2471.51	2148.45
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	119647.71	104041.48	170925.30	148630.69	JPY	No	159160	138400
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1725.39	N/A	1725.39	1500.30	USD	No	1587	1380
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2404.09	2185.47	3434.41	3122.10	USD	Yes	3344.13	3040.12
CME	MSF	SWISS FRANC	MSF	621	N/A	621	540	USD	No	621	540
CME	MSL	MICRO SOLANA	MSL	2582.95	N/A	2582.95	2246.05	USD	No	2582.95	2246.05
CME	MXP	MICRO XRP	MXP	6179.81	N/A	6179.81	5373.75	USD	No	6179.81	5373.75
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1196477.07	1040414.84	1709252.96	1486306.92	JPY	No	1591140	1383600
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	17253.92	N/A	17253.92	15003.03	USD	No	15866.55	13797
CME	NOK	NORWEGIAN KRONE	NOK	22173.86	N/A	22173.86	19275.39	USD	No	22173.86	19275.39
CME	NQ	E-MINI NASDAQ 100	NQ	24040.88	21854.70	34344.11	31221	USD	Yes	33441.29	30401.18
CME	NYM	NEW YORK HOUSING INDEX	NYM	4832.88	N/A	4832.88	4202.50	USD	No	4832.88	4202.50
CME	PJY	BRITISH POUND	PJY	2952698.00	N/A	2952698.00	2567387.14	JPY	No	2952698.00	2567387.14
CME	PLN	POLISH ZLOTY	PLN	15412.04	N/A	15412.04	13401.78	USD	Yes²	15412.04	13401.78
CME	PSF	BRITISH POUND	PSF	13544.58	N/A	13544.58	11777.89	CHF	No	13544.58	11777.89
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4453.09	N/A	4453.09	3871.91	CHF	No	4453.09	3871.91
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8016.65	N/A	8016.65	6971	USD	Yes²	8016.65	6971
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	10469.03	N/A	10469.03	9103.30	EUR	Yes²	10468.79	9103.30
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6181.48	N/A	6181.48	5375	GBP	No	6181.48	5375
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	22004.54	N/A	22004.54	19111.99	USD	No	22004.55	19111.99
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	43635.44	N/A	43635.44	37930.93	USD	No	43635.45	37930.93
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10723.32	N/A	10723.32	9322.80	USD	No	10723.31	9322.80
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7481.67	6505.80	10688.10	9294	USD	Yes	9702.55	8437
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1168216.26	N/A	1168216.26	1015737.29	JPY	Yes²	1168216.76	1015737.29
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4476.38	N/A	4476.38	3892.50	USD	No	4476.37	3892.50
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6419.88	N/A	6419.88	5582.50	USD	No	6419.88	5582.50
CME	SEK	SWEDISH KRONA	SEK	23389.54	N/A	23389.54	20326.99	USD	No	23389.54	20326.99
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5146.25	N/A	5146.25	4475	USD	No	5146.25	4475
CME	SGX	SHORT GILT	SG	293759.11	N/A	293759.11	255442.68	USD	No	293759.08	255442.68
CME	SIR	INDIAN RUPEE	SIR	6643.55	N/A	6643.55	5777	USD	No	6643.55	5777
CME	SJY	SWISS FRANC	SJY	4325468.24	N/A	4325468.24	3761276.73	JPY	No	4325468.99	3761276.73
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	29585.93	N/A	29585.93	25726.89	USD	No	29585.93	25726.89
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	51659.04	N/A	51659.04	44920.90	USD	No	51659.04	44920.90
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1164.62	N/A	1164.62	1012.72	GBP	No	1164.63	1012.72
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	366.017	N/A	366.017	318.275	USD	No	366.017	318.275
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	456.411	N/A	456.411	396.879	USD	Yes	456.414	396.879
CME	SVX	SCHNEIDER ELECTRIC SE	SU	85404.05	N/A	85404.05	74264.38	USD	No	85404.04	74264.38
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	982.455	N/A	982.455	854.265	USD	No	982.447	854.265
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4792.63	N/A	4792.63	4167.50	USD	No	4792.62	4167.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	12819.85	N/A	12819.85	11146.17	USD	No	12819.85	11146.17
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	12487.18	N/A	12487.18	10857.52	USD	No	12487.18	10857.52
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	11208.11	N/A	11208.11	9745.58	USD	No	11208.11	9745.58
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	17996.24	N/A	17996.24	15648.26	USD	No	17996.24	15648.26
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	31720.84	N/A	31720.84	27578.77	USD	No	31720.85	27578.77
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	6847.50	N/A	6847.50	5953.51	USD	No	6847.50	5953.51
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4631.59	N/A	4631.59	4024.88	USD	No	4631.59	4024.88
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11797.18	N/A	11797.18	10256.93	USD	No	11797.18	10256.93
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	14165.23	N/A	14165.23	12316.22	USD	No	14165.22	12316.22
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	47698.36	N/A	47698.36	41462.58	USD	No	47698.36	41462.58
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	12531.99	N/A	12531.99	10894.95	USD	No	12532.00	10894.95
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	123596.25	N/A	123596.25	107475	USD	No	123596.25	107475

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	225.421	N/A	225.421	196.018	USD	No	225.421	196.018
COMEX	ALI	ALUMINUM INDEX	ALI	7006.80	N/A	7006.80	6092.87	USD	No	7006.80	6092.87
COMEX	GC	GOLD	GC	22542.73	N/A	22542.73	19602.38	USD	Yes	22542.74	19602.38
COMEX	HG	COPPER INDEX	HG	10482.31	N/A	10482.31	9115.05	USD	Yes	10482.31	9115.05
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	7433.78	N/A	7433.78	6460.12	USD	No	7433.78	6460.12
COMEX	MGC	E-MICRO GOLD	MGC	2254.27	N/A	2254.27	1960.24	USD	Yes	2254.27	1960.24
COMEX	MHG	MICRO COPPER	MHG	1048.23	N/A	1048.23	911.505	USD	No	1048.23	911.505
COMEX	QC	COMEX MINY COPPER	QC	5241.15	N/A	5241.15	4557.53	USD	No	5241.15	4557.53
COMEX	QI	COMEX MINY SILVER	QI	13265.61	N/A	13265.61	11535.31	USD	No	13265.61	11535.31
COMEX	QO	COMEX MINY GOLD	QO	11271.37	N/A	11271.37	9801.19	USD	No	11271.37	9801.19
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	41084.53	N/A	41084.53	35725.68	CNH	No	41084.54	35725.68
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	10621.32	N/A	10621.32	9235.93	USD	No	10621.32	9235.93
COMEX	SI	SILVER INDEX	SI	26531.23	N/A	26531.23	23070.62	USD	Yes	26531.22	23070.62
COMEX	SI	SILVER INDEX	SIL	5306.25	N/A	5306.25	4614.12	USD	No	5306.24	4614.12
COMEX	UX	URANIUM INDEX	UX	2693.90	N/A	2693.90	2342.52	USD	No	2693.90	2342.52

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	41825.50	N/A	41825.50	36370.00	EUR	No	41825.50	36370.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	15257.97	N/A	15257.97	13267.80	EUR	Yes	15257.97	13267.80

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	9326.07	N/A	9326.07	8109.63	CHF	No	9326.07	8109.63
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	7713.10	N/A	7713.10	6698.78	EUR	No	7713.10	6698.78
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2992.96	N/A	2992.96	2602.57	EUR	Yes	4299.33	3738.55
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1111.74	N/A	1111.74	966.733	EUR	No	1409.92	1226.02
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3957.06	N/A	3957.06	3440.92	USD	No	3957.06	3440.92
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2633.50	N/A	2633.50	2290	EUR	No	2633.50	2290
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	33874.40	29456	48392	42080	EUR	Yes	47125.56	40978.75
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	8979.20	N/A	8979.20	7808.00	EUR	Yes²	8979.20	7808.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6774.88	5891.20	9678.40	8416	EUR	No	9425.11	8195.75
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1354.98	1178.24	1935.68	1683.20	EUR	Yes	1885.02	1639.15
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	245.184	N/A	245.184	213.2035	EUR	No	236.04	205.2525
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2688.20	N/A	2688.20	2336.81	EUR	No	2688.20	2336.81
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3127.43	2719.50	4467.76	3885	EUR	Yes²	4467.76	3885
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1652.52	N/A	1652.52	1436.28	EUR	No	1652.52	1436.28
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	3707.90	N/A	3707.90	3220.41	EUR	Yes²	3707.90	3220.41
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	922.031	801.766	1317.19	1145.38	EUR	Yes	1195.59	1039.65
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5853.27	N/A	5853.27	5089.80	EUR	Yes²	5607.92	4876.45
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1820.15	N/A	1820.15	1581.27	EUR	Yes²	1648.99	1432.58
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3484.78	N/A	3484.78	3030.24	EUR	Yes²	3122.55	2715.26
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6972.65	N/A	6972.65	6063.17	EUR	Yes²	6255.82	5439.84
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2763.90	N/A	2763.90	2403.39	EUR	Yes²	2593.14	2254.90
EUREX	ESI	EURO STOXX INSURANCE	FESI	3047.99	N/A	3047.99	2648.65	EUR	Yes²	2613.77	2271.32
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1739.63	N/A	1739.63	1512.72	EUR	Yes²	1320.06	1147.88
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3707.20	N/A	3707.20	3223.65	EUR	Yes²	3498.75	3042.395
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1374.15	N/A	1374.15	1194.91	EUR	Yes²	1364.48	1186.50
EUREX	SXRE	EURO STOXX RETAIL	FESR	4076.10	N/A	4076.10	3544.43	EUR	Yes²	3726.79	3240.69
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1072.99	N/A	1072.99	932.378	EUR	Yes²	1000.45	869.345
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1290.15	N/A	1290.15	1121.59	EUR	Yes²	1088.75	946.51
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1737.79	N/A	1737.79	1510.86	EUR	Yes	1430.34	1243.55
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1147.30	N/A	1147.30	997.653	EUR	Yes²	1147.30	997.653
EUREX	ESTX50	EURO STOXX50	FESX	3083.79	2681.55	4405.41	3830.79	EUR	Yes	4405.41	3830.79
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	18137.70	N/A	18137.70	15771.91	EUR	Yes²	18137.70	15771.91
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	4750.91	N/A	4750.91	4131.22	EUR	Yes²	5167.36	4493.36
EUREX	EU3	THREE MONTH EURIBOR	FEU3	388.823	N/A	388.823	338.107	EUR	Yes	388.823	338.107
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2653.28	2307.20	3790.40	3296.00	EUR	Yes	3790.40	3296.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9494.66	N/A	9494.66	8245.34	EUR	Yes²	9494.66	8245.34
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1099.68	N/A	1099.68	954.431	GBP	No	1099.68	954.431
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2808.01	N/A	2808.01	2441.75	EUR	Yes	2975.07	2587.02
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1620.35	N/A	1620.35	1409.00	EUR	Yes	1620.35	1409.00
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	627.025	N/A	627.025	545.239	EUR	Yes	627.025	545.239
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	6628.20	N/A	6628.20	5763.65	EUR	Yes	6628.20	5763.65
EUREX	DJESL	EURO STOXX LARGE	FLCE	2352.98	N/A	2352.98	2044.21	EUR	No	2127.40	1848.23
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2184.50	N/A	2184.50	1898.80	EUR	No	1791.60	1557.28
EUREX	DJESM	EURO STOXX MID	FMCE	2186.34	N/A	2186.34	1900.59	EUR	No	1888.61	1641.77
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2450.17	N/A	2450.17	2130.49	USD	No	3170.63	2756.94
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2293.79	N/A	2293.79	1994.23	EUR	Yes²	1862.02	1618.85
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	5719.73	N/A	5719.73	4973.55	USD	No	5123.36	4454.99
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	9737.52	N/A	9737.52	8464.43	USD	No	9737.52	8464.43
EUREX	MXEU	MSCI EUROPE	FMEP	1701.35	N/A	1701.35	1479.44	EUR	No	1701.35	1479.44
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2828.49	N/A	2828.49	2459.44	EUR	No	2352.77	2045.79
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10240.97	N/A	10240.97	8904.76	USD	No	8995.37	7821.68
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5929.76	N/A	5929.76	5155.94	USD	No	5929.76	5155.94
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	12762.40	N/A	12762.40	11095.06	USD	No	12762.40	11095.06
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	5221.63	N/A	5221.63	4540.53	EUR	No	3304.92	2873.83
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	8626.31	N/A	8626.31	7501.09	USD	No	8540.58	7426.54
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6835.97	N/A	6835.97	5940.20	USD	No	6835.97	5940.20
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2787.19	N/A	2787.19	2423.65	EUR	No	2787.19	2423.65
EUREX	DJESS	EURO STOXX SMALL	FSCE	1342.22	N/A	1342.22	1166.81	EUR	No	1253.08	1089.31
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1508.37	N/A	1508.37	1311.55	EUR	No	1287.04	1119.11
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1497.45	N/A	1497.45	1302.08	EUR	No	1165.07	1013.07
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3961.87	N/A	3961.87	3445.10	CHF	Yes²	3961.87	3445.10
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8859.60	N/A	8859.60	7704.00	CHF	No	8859.60	7704.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	7594.14	6603.60	10848.78	9433.72	CHF	Yes	8265.91	7187.75
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3840.39	N/A	3840.39	3337.15	CHF	Yes²	3840.39	3337.15
EUREX	SMI	SWISS MARKET INDEX	FSMS	759.414	660.36	1084.88	943.372	CHF	No	826.591	718.775
EUREX	MDAX	MIDCAP DAX	FSMX	2810.12	N/A	2810.12	2443.47	EUR	No	2395.66	2083.08
EUREX	ST3	THREE MONTH ESTR	FST3	163.177	N/A	163.177	141.893	EUR	No	163.177	141.893
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2757.01	N/A	2757.01	2397.24	EUR	Yes²	2561.26	2227.04
EUREX	SX7P	STOXX 600 BANKS	FSTB	1738.95	N/A	1738.95	1512.07	EUR	Yes	1464.15	1273.12
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4962.20	N/A	4962.20	4307.79	EUR	Yes²	4338.60	3766.43
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1904.65	N/A	1904.65	1656.18	EUR	Yes	1622.53	1410.86
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4533.41	N/A	4533.41	3939.015	EUR	Yes²	3764.40	3270.83
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4614.57	N/A	4614.57	4012.20	EUR	Yes²	4167.53	3623.51
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4777.18	N/A	4777.18	4153.66	EUR	Yes²	3463.25	3011.23
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2899.22	N/A	2899.22	2520.56	EUR	Yes²	2376.70	2066.285
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	708.335	N/A	708.335	615.863	EUR	No	708.335	615.863
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1937.89	N/A	1937.89	1684.00	EUR	Yes²	1627.15	1413.96
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3683.18	N/A	3683.18	3201.94	EUR	Yes²	3550.58	3086.66
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1896.10	N/A	1896.10	1648.25	EUR	Yes²	2025.93	1761.11
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1584.50	N/A	1584.50	1376.00	EUR	Yes²	1604.07	1392.995
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3013.54	N/A	3013.54	2620.37	EUR	Yes	3196.54	2779.49
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	774.636	N/A	774.636	673.46	EUR	Yes²	732.549	636.87
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1647.77	N/A	1647.77	1432.75	EUR	Yes	1284.59	1116.96
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1315.25	N/A	1315.25	1143.33	EUR	Yes²	1307.08	1136.23
EUREX	STX	STOXX50	FSTX	3529.57	N/A	3529.57	3068.90	EUR	Yes²	2822.32	2453.95
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7656.85	N/A	7656.85	6656.99	EUR	Yes²	7656.85	6656.99
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3471.11	N/A	3471.11	3014.54	EUR	Yes²	3471.11	3014.54
EUREX	ESTX50	EURO STOXX50	FSXE	308.379	268.155	440.541	383.079	EUR	No	440.541	383.079
EUREX	TDX	TECDAX	FTDX	8900.35	N/A	8900.35	7739.43	EUR	Yes²	8900.35	7739.43
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	1270.68	N/A	1270.68	1104.28	USD	No	1270.68	1104.28
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1273.625	N/A	1273.625	1107.50	EUR	Yes	2234.68	1943.20
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2265.48	N/A	2265.48	1968.54	EUR	No	2002.53	1740.06
EUREX	DJ600	STOXX 600 INDEX	FXXP	1477.25	1284.57	2110.36	1835.10	EUR	Yes	1994.51	1734.36

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	9493.61	N/A	9493.61	8255.31	EUR	No	9493.61	8255.31
FTA	EOE	AMS EOE INDEX	FTI	16800.06	N/A	16800.06	14608.75	EUR	Yes	12484.84	10856.38
FTA	EOE	AMS EOE INDEX	MFA	1680.01	N/A	1680.01	1460.88	EUR	No	1248.48	1085.64

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	71499.66	N/A	71499.66	62173.62	HKD	No	71499.66	62173.62
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24647.49	N/A	24647.49	21432.60	CNH	Yes	24647.49	21432.60
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3201.72	N/A	3201.72	2784.10	HKD	No	3201.72	2784.10
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9257.62	N/A	9257.62	8050.10	HKD	No	9257.62	8050.10
HKFE	GDR	CNH GOLD FUTURES	GDR	143649.01	N/A	143649.01	124912.16	CNH	No	143648.99	124912.16
HKFE	GDU	USD GOLD FUTURES	GDU	20330.24	N/A	20330.24	17678.47	USD	No	20330.24	17678.47
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	40813.34	35489.86	58304.77	50699.80	HKD	Yes	58304.77	50699.80
HKFE	HSI	HANG SENG STOCK INDEX	HSI	104923.89	91238.17	149891.28	130340.24	HKD	Yes	149891.28	130340.24
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	36325.01	31586.97	51892.88	45124.24	HKD	Yes	51892.88	45124.24
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4050.31	N/A	4050.31	3521.86	USD	No	4050.31	3521.86
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8162.67	7097.97	11660.95	10139.96	HKD	Yes	11660.95	10139.96
HKFE	MCS	UNITED STATES DOLLAR	MCS	4934.38	N/A	4934.38	4286.40	CNH	No	4934.38	4286.40
HKFE	MHI	MINI HANG SENG INDEX	MHI	20984.78	18247.63	29978.26	26068.05	HKD	Yes	29978.26	26068.05
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2996.15	N/A	2996.15	2605.35	USD	No	2996.15	2605.35
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5500.61	N/A	5500.61	4782.61	USD	No	5500.61	4782.61
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	9550.07	N/A	9550.07	8304.40	USD	No	9550.07	8304.40
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	62381.59	N/A	62381.59	54244.86	HKD	No	116564	101360

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	196.233	N/A	196.233	170.631	EUR	No	196.225	170.631
ICEEU	SG	GENERALI	G	3121.98	N/A	3121.98	2714.76	GBP	No	3121.97	2714.76
ICEEU	H	MEDIUM GILT	H	5826.71	N/A	5826.71	5066.70	GBP	No	5826.71	5066.70
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	449.94	N/A	449.94	391.25	EUR	Yes	449.9375	391.25
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5316.25	N/A	5316.25	4621.58	USD	No	5316.25	4621.58
ICEEU	O	5 YEAR EURO SWAPNOTE	O	3872.65	N/A	3872.65	3367.52	EUR	No	3872.65	3367.52
ICEEU	P	10 YEAR EURO SWAPNOTE	P	7644.68	N/A	7644.68	6647.54	EUR	No	7644.68	6647.54
ICEEU	R	LONG GILT	R	3864.68	N/A	3864.68	3360.59	GBP	No	3864.68	3360.59
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	457.789	N/A	457.789	398.073	GBP	Yes	457.784	398.073
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	746.357	N/A	746.357	649.006	GBP	No	746.367	649.006
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1695.76	N/A	1695.76	1474.57	EUR	No	1695.76	1474.57
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	1090.90	N/A	1090.90	948.568	GBP	No	1090.90	948.568
ICEEU	Y	FTSE 250 INDEX	Y2	4978.74	N/A	4978.74	4328.64	GBP	No	4978.74	4328.64
ICEEU	Z	FTSE 100 INDEX	Z	4846.92	4214.71	6924.17	6021.02	GBP	Yes	6924.17	6021.02

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	11063	N/A	11063	9620	GBP	No	11063	9620
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7601.50	N/A	7601.50	6610	USD	No	7601.50	6610
ICEEUSOFT	T	WHEAT	T	2846.93	N/A	2846.93	2475.51	GBP	No	2846.93	2475.51
ICEEUSOFT	W	WHITE SUGAR	W	2313.85	N/A	2313.85	2012.04	USD	No	2313.85	2012.04

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	7302.23	N/A	7302.23	6349.76	USD	No	7302.23	6349.76
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	23829438.075	N/A	23829438.075	20721250.50	JPY	No	23829438.575	20721250.50
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10400.62	N/A	10400.62	9041.11	USD	No	10400.62	9041.11
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13213.54	N/A	13213.54	11490.03	CAD	No	13213.54	11490.03
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6240.88	N/A	6240.88	5426.85	GBP	No	6240.88	5426.85
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	20598.07	N/A	20598.07	17911.37	AUD	No	20598.07	17911.37
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	7990.66	N/A	7990.66	6948.40	CHF	No	7990.66	6948.40
ICEUS	ZY	SWISS FRANC	KZY	4325468.24	N/A	4325468.24	3761276.73	JPY	No	4325468.99	3761276.73
ICEUS	MP	BRITISH POUND	MP	7781.25	N/A	7781.25	6766.30	USD	No	7781.25	6766.30
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	13782.69	N/A	13782.69	11984.95	CHF	No	13782.69	11984.95
ICEUS	GBP	BRITISH POUND	SY	3065499.45	N/A	3065499.45	2665651.69	JPY	No	3065499.45	2665651.69

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	2264.36	N/A	2264.36	1965	EUR	No	2264.36	1965
IDEM	FTMIB	FTSE MIB INDEX	FIB	19194.92	16691.24	27421.32	23844.625	EUR	Yes	27421.32	23844.625
IDEM	FTMIB	FTSE MIB INDEX	MICR	767.797	667.6495	1096.85	953.785	EUR	No	1096.85	953.785
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3838.98	3338.25	5484.26	4768.925	EUR	No	5484.26	4768.925
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1146.435	N/A	1146.435	996.90	EUR	No	1146.435	996.90

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	20240.43	N/A	20240.43	17600.37	USD	No	20240.43	17600.37
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250.00	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	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	23992.38	N/A	23992.38	20862.94	USD	No	23992.38	20862.94
IPE	NGF	ICE UK NATURAL GAS	NGF	4633.43	N/A	4633.43	4029.07	GBP	No	31130.20	4029.07
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	22050	N/A	22050	17640	USD	No	22050	17640
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14519.70	N/A	14519.70	11615.76	USD	Yes	14519.70	11615.76

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	8034906.25	6986875	11478437.50	9981250	KRW	Yes	11478437.50	9981250
KSE	K200M	MINI KOSPI200 INDEX	05	1604767.64	1395450.12	2292525.20	1993500.18	KRW	Yes	2292525.72	1993500.18
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1222134.90	888719.98	1745907	1269599.98	KRW	No	1745907	1269599.98
KSE	005930	HANG SENG BANK LTD	11	172334.33	N/A	172334.33	149855.94	KRW	No	181758.08	149855.94
KSE	017670	HENDERSON LAND DEVELOPMENT	12	165973.02	N/A	165973.02	136500.69	KRW	No	156975.80	136500.69
KSE	005490	POSCO HOLDINGS INC	13	763073.62	N/A	763073.62	642781.17	KRW	No	739198.35	642781.17
KSE	030200	KTCORPORATION	14	151008.68	N/A	151008.68	131311.89	KRW	No	157256.24	131311.89
KSE	015760	KOREA ELECTRIC POWER CORP	15	83285.32	N/A	83285.32	72422.02	KRW	No	89473.38	72422.02
KSE	005380	SUN HUNG KAI PROPERTIES	16	616597.69	N/A	616597.69	509965.74	KRW	No	586460.60	509965.74
KSE	016360	NEW WORLD DEVELOPMENT	17	195774.24	N/A	195774.24	168149.39	KRW	No	193371.80	168149.39
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	170605.22	N/A	170605.22	148352.36	KRW	No	173014.68	148352.36
KSE	000270	SWIRE PACIFIC LTD - CL A	19	285014.47	N/A	285014.47	247838.67	KRW	No	291369.13	247838.67
KSE	012330	HYUNDAI MOBIS CO LTD	20	863112.55	N/A	863112.55	750532.66	KRW	No	940243.21	750532.66
KSE	006400	SAMSUNG SDI CO LTD	22	487608.18	N/A	487608.18	424007.11	KRW	No	498636.56	424007.11
KSE	009150	BANK OF EAST ASIA LTD	23	383285.39	N/A	383285.39	333291.64	KRW	No	412451.91	333291.64
KSE	066570	LG ELECTRONICS INC	24	212680.15	N/A	212680.15	184939.26	KRW	No	222437.23	184939.26
KSE	036460	KOREA GAS CORPORATION	28	109942.38	N/A	109942.38	95602.07	KRW	No	115350.68	95602.07
KSE	004020	HYUNDAI STEEL CO	32	83861.69	N/A	83861.69	72923.21	KRW	No	84054.52	72923.21
KSE	003550	LG CORP	34	219020.22	N/A	219020.22	190452.36	KRW	No	226829.66	190452.36
KSE	078930	GS HOLDINGS	35	134582.15	N/A	134582.15	117027.96	KRW	No	137194.01	117027.96
KSE	033780	KT & G CORPORATION	36	364553.39	N/A	364553.39	317002.95	KRW	No	376565.14	317002.95
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1210905	N/A	1210905	923443.36	KRW	No	1210905	923443.36
KSE	086790	HANA FINANCIAL GROUP	40	227377.57	N/A	227377.57	197719.63	KRW	No	231256.06	197719.63
KSE	096770	SK INNOVATION CO LTD	41	291354.52	N/A	291354.52	253351.76	KRW	No	292761.56	253351.76
KSE	001040	CJ CORP	42	575418.42	N/A	575418.42	372133.91	KRW	No	427953.99	372133.91
KSE	034220	LG DISPLAY CO LTD	45	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	105560	KB FINANCIAL GROUP INC	46	308357.41	N/A	308357.41	268136.875	KRW	No	313904.92	268136.875
KSE	051910	LG CHEM LTD	47	597982.84	N/A	597982.84	519985.08	KRW	No	617923.08	519985.08
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	000660	SK HYNIX INC	50	709294.84	N/A	709294.84	616778.125	KRW	No	711407.38	616778.125
KSE	006360	GS ENGINEERING & CONSTRUCT	51	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	139480	E-MART INC	54	238644.80	N/A	238644.80	205738.67	KRW	No	236599.47	205738.67
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	112103.76	N/A	112103.76	97481.53	KRW	No	116029.91	97481.53
KSE	035420	NAVER CORP	56	785931.89	N/A	785931.89	610199.34	KRW	No	701729.24	610199.34
KSE	003490	KOREAN AIR LINES CO LTD	57	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	931683	N/A	931683	695633.98	KRW	No	931683	695633.98
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3064435	N/A	3064435	2042957	KRW	No	3064435	2042957
KSE	KWY	UNITED STATES DOLLAR	75	1585735.03	N/A	1585735.03	1378900.02	KRW	No	3171470.30	2757800.05
KSE	032640	LG UPLUS CORP	B0	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	010950	S-OILCORPORATION	B2	178760.98	N/A	178760.98	152364.57	KRW	No	175219.26	152364.57
KSE	010130	KOREA ZINC CO LTD	B3	2723910	N/A	2723910	2069937.34	KRW	No	2723910	2069937.34
KSE	024110	INDUSTRIALBANKOFKOREA	B4	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	001680	DAESANG CORPORATION	B6	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	047050	POSCO INTERNATIONAL CORP	B7	142795.42	N/A	142795.42	124169.93	KRW	No	144475.13	124169.93
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	214110	N/A	214110	152863.08	KRW	No	214110	152863.08
KSE	023530	BARLEY FUTURES	BA	210953.93	N/A	210953.93	183438.20	KRW	No	216706.72	183438.20
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	181912.46	N/A	181912.46	155118.44	KRW	No	178386.20	155118.44
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	362253.30	N/A	362253.30	309735.68	KRW	No	356196.04	309735.68
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	029780	SAMSUNG CARD CO	BG	141930.87	N/A	141930.87	123418.14	KRW	No	148603.43	123418.14
KSE	036570	NCSOFTCORPORATION	BJ	564167.01	N/A	564167.01	468362.46	KRW	No	538616.83	468362.46
KSE	000080	HITE JINRO CO LTD	BK	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	365417.94	N/A	365417.94	317754.73	KRW	No	366436.84	317754.73
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	281943.73	N/A	281943.73	242826.76	KRW	No	279250.77	242826.76
KSE	000720	DANONE	BN	237211.40	N/A	237211.40	192206.52	KRW	No	221037.50	192206.52
KSE	011210	HYUNDAI WIA CORP	BP	132997.14	N/A	132997.14	115649.69	KRW	No	133595.90	115649.69
KSE	008770	HOTEL SHILLA CO LTD	BQ	146187.63	N/A	146187.63	125548.20	KRW	No	144380.43	125548.20
KSE	035250	KANGWON LAND, INC.	BS	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	138930	BNK FINANCIAL GROUP INC	BT	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	001120	LX INTERNATIONAL CORP	BX	90242.03	N/A	90242.03	77809.81	KRW	No	89481.29	77809.81
KSE	011070	LG INNOTEK CO LTD	BY	442075.00	N/A	442075.00	384413.05	KRW	No	498727.23	384413.05
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	034730	SK INC	C1	565129.81	N/A	565129.81	491417.23	KRW	No	604798.64	491417.23
KSE	001740	SK NETWORKS CO LTD	C2	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	328242.14	N/A	328242.14	285427.95	KRW	No	335953.91	285427.95
KSE	018260	SAMSUNG SDS CO LTD	C5	536429.67	N/A	536429.67	403708.87	KRW	No	464265.20	403708.87
KSE	090430	AMOREPACIFIC CORP	C6	392689.19	N/A	392689.19	330284.49	KRW	No	379827.17	330284.49
KSE	030000	CHEIL WORLDWIDE INC	C7	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	028260	SAMSUNG C&T CORP	C8	481004.42	N/A	481004.42	412980.90	KRW	No	474928.03	412980.90
KSE	000880	HANWHA CORPORATION	C9	294664.50	N/A	294664.50	234306.52	KRW	No	294664.50	234306.52
KSE	088350	CARREFOUR SA	CA	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	086280	COCOA NYBOT	CC	385302.65	N/A	385302.65	335045.78	KRW	No	390485.86	335045.78
KSE	010620	HD HYUNDAI MIPO	CD	685602	N/A	685602	465104.73	KRW	No	685602	465104.73
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	035720	KAKAO CORP	CF	210763.62	N/A	210763.62	138328.55	KRW	No	159077.84	138328.55
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	069080	WEBZEN INC	CK	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	096530	LIGHT SWEET CRUDE OIL	CL	100386	N/A	100386	84200.35	KRW	No	100386	84200.35
KSE	022100	POSCO DX CO LTD	CN	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	068270	CELLTRION INC	CP	485585.64	N/A	485585.64	422248.38	KRW	No	508284.74	422248.38
KSE	122870	YG ENTERTAINMENT INC	CQ	257925.12	N/A	257925.12	224282.71	KRW	No	261055.98	224282.71
KSE	051900	LG H&H	CR	976945.39	N/A	976945.39	849517.73	KRW	No	980016.50	849517.73
KSE	002790	AXA SA	CS	94596.63	N/A	94596.63	70667.85	KRW	No	81268.03	70667.85
KSE	000810	COTTON NO. 2	CT	1267520.42	N/A	1267520.42	1058764.77	KRW	No	1217579.48	1058764.77
KSE	008930	HANMI SCIENCE CO LTD	CV	135325.53	N/A	135325.53	111640.17	KRW	No	129498	111640.17
KSE	021240	COWAY CO LTD	CW	275792.55	N/A	275792.55	239819.61	KRW	No	278071.02	239819.61
KSE	128940	HANMI PHARM CO LTD	CX	875972.56	N/A	875972.56	724220.16	KRW	No	832853.18	724220.16
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	334870.39	N/A	334870.39	291191.64	KRW	No	337636.92	291191.64
KSE	097950	CJ CHEILJEDANG CORP.	D1	692347.01	N/A	692347.01	593913.32	KRW	No	683000.32	593913.32
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	130896.82	N/A	130896.82	111264.28	KRW	No	127953.92	111264.28
KSE	002380	KCC CORP	D3	902017.50	N/A	902017.50	784363.05	KRW	No	909469.53	784363.05
KSE	012750	S1 CORPORATION	D5	201632.28	N/A	201632.28	170655.33	KRW	No	196253.63	170655.33
KSE	000100	YUHAN CORPORATION	D6	298847.31	N/A	298847.31	259867.23	KRW	No	325316.26	259867.23
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	230046.29	N/A	230046.29	129808.32	KRW	No	149279.57	129808.32
KSE	069960	HYUNDAI DEPT STORE CO	D8	231778.62	N/A	231778.62	180428.55	KRW	No	207492.84	180428.55
KSE	004370	MILK CLASS III INDEX	DA	1128205.22	N/A	1128205.22	976068.36	KRW	No	1122478.61	976068.36
KSE	079550	LIG NEX1 CO LTD	DB	2125905	N/A	2125905	1417270	KRW	No	2125905	1417270
KSE	204320	HL MANDO CO LTD	DC	96109.53	N/A	96109.53	83573.51	KRW	No	96403.54	83573.51
KSE	004170	SHINSEGAE INC	DD	531736.12	N/A	531736.12	461846.99	KRW	No	531124.04	461846.99
KSE	161890	KOLMAR KOREA CO LTD	DE	258789.67	N/A	258789.67	225034.49	KRW	No	274927.68	225034.49
KSE	111770	YOUNGONE CORP	DG	178765.48	N/A	178765.48	143591.05	KRW	No	165129.71	143591.05
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	238616.76	N/A	238616.76	207492.83	KRW	No	246588.10	207492.83
KSE	192820	COSMAX INC	DK	755043.37	N/A	755043.37	656559.45	KRW	No	801281.18	656559.45
KSE	039130	HANA TOUR SERVICE INC	DN	162476.56	N/A	162476.56	134569.63	KRW	No	154755.07	134569.63
KSE	086900	MEDY-TOX INC	DP	469740.72	N/A	469740.72	408470.20	KRW	No	471621.49	408470.20
KSE	078340	COM2US CORP	DR	121181.58	N/A	121181.58	105375.28	KRW	No	121182.72	105375.28
KSE	035760	CJ ENM CO LTD	DT	230071.32	N/A	230071.32	199974.98	KRW	No	229971.23	199974.98
KSE	056190	SFA ENGINEERING CORP	DV	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	241560	DOOSAN BOBCAT INC	DW	150184.81	N/A	150184.81	129057.96	KRW	No	148416.65	129057.96
KSE	017800	CME DRY WHEY INDEX	DY	249791.13	N/A	249791.13	215511.875	KRW	No	247838.66	215511.875
KSE	105630	HANSAE CO LTD	DZ	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	240810	WONIK IPS CO LTD	E0	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	091700	PARTRON CO LTD	E3	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	041510	SM ENTERTAINMENT CO LTD	E4	389049.09	N/A	389049.09	338303.55	KRW	No	398263.22	338303.55
KSE	251270	NETMARBLE CORP	E5	173487.07	N/A	173487.07	150858.32	KRW	No	181920.33	150858.32
KSE	003670	POSCO FUTURE M CO LTD	E8	405908.32	N/A	405908.32	312462.61	KRW	No	359332.00	312462.61
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	316140	WOORI FINANCIAL GROUP INC	EB	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	009420	HANALL BIOPHARMA CO LTD	EE	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	035900	JYP ENTERTAINMENT CORP	EF	219067.56	N/A	219067.56	189449.98	KRW	No	217867.48	189449.98
KSE	028670	PAN OCEAN CO LTD	EH	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	368377.76	N/A	368377.76	258113.07	KRW	No	308574	258113.07
KSE	093370	FOOSUNG CO LTD	EL	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	375500	DL E&C CO LTD	ER	150720.49	N/A	150720.49	131061.30	KRW	No	188965.67	131061.30
KSE	207940	E-MINI S&P 500	ES	2893372.33	N/A	2893372.33	2515975.94	KRW	No	2957276.12	2515975.94
KSE	028050	SAMSUNG E&A CO LTD	ET	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	272210	HANWHA SYSTEMS CO LTD	EV	282975	N/A	282975	188650	KRW	No	282975	188650
KSE	293490	KAKAO GAMES CORP	EX	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	247540	ECOPRO BM CO LTD	EY	278154	N/A	278154	227791.05	KRW	No	278154	227791.05
KSE	253450	STUDIO DRAGON CORP	EZ	159334.60	N/A	159334.60	137075.58	KRW	No	157636.91	137075.58
KSE	278280	CHUNBO CO LTD	F0	112892.13	N/A	112892.13	98108.03	KRW	No	112824.23	98108.03
KSE	200130	KOLMAR BNH CO LTD	F1	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	036540	SFA SEMICON CO LTD	F2	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	060250	NHN KCP CORP	F3	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	507780	N/A	507780	403959.49	KRW	No	507780	403959.49
KSE	373220	LG ENERGY SOLUTION	F5	841498.75	N/A	841498.75	731738.05	KRW	No	888450.80	731738.05
KSE	323410	KAKAOBANK CORP	F6	84381.81	N/A	84381.81	69164.28	KRW	No	79538.92	69164.28
KSE	377300	KAKAO PAY CORP	F7	177463.50	N/A	177463.50	152361.88	KRW	No	177463.50	152361.88
KSE	259960	KRAFTON INC	F8	1102305.73	N/A	1102305.73	958526.72	KRW	No	1341412.44	958526.72
KSE	302440	SK BIOSCIENCE CO LTD	F9	130835.76	N/A	130835.76	113770.22	KRW	No	133916.66	113770.22
KSE	011200	HMM CO LTD	FA	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	79160.25	N/A	79160.25	68835	KRW	No	79160.25	68835
KSE	352820	HYBE CO LTD	FC	876080.87	N/A	876080.87	761809.45	KRW	No	898318.63	761809.45
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1297957.50	N/A	1297957.50	1073800.47	KRW	No	1297957.50	1073800.47
KSE	402340	SK SQUARE CO LTD	FE	427665.77	N/A	427665.77	371883.28	KRW	No	435198.97	371883.28
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	262247.89	N/A	262247.89	228041.64	KRW	No	270414.47	228041.64
KSE	383220	F&F CO LTD / NEW	FG	259783.63	N/A	259783.63	194461.875	KRW	No	223631.16	194461.875
KSE	267250	HD HYUNDAI	FH	402971.26	N/A	402971.26	320010.08	KRW	No	368011.59	320010.08
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	313524.10	N/A	313524.10	267886.29	KRW	No	308069.23	267886.29
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	310374.69	N/A	310374.69	269891.04	KRW	No	323938.87	269891.04
KSE	263750	PEARL ABYSS CORP	FL	124323.96	N/A	124323.96	107254.75	KRW	No	123342.96	107254.75
KSE	066970	L&F CO LTD	FM	152724	N/A	152724	122666.36	KRW	No	152724	122666.36
KSE	112040	WEMADE CO LTD	FN	121260	N/A	121260	86204.76	KRW	No	121260	86204.76
KSE	196170	ALTEOGEN INC	FP	1364175	N/A	1364175	969803.44	KRW	No	1364175	969803.44
KSE	058470	LEENO INDUSTRIAL INC	FQ	145821.36	N/A	145821.36	126801.18	KRW	No	149026.07	126801.18

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	4663.43	N/A	4663.43	4055.14	USD	No	4663.43	4055.14
LMEOTC	CA	CARREFOUR SA	CA	19426.09	N/A	19426.09	16892.25	USD	No	19426.09	16892.25
LMEOTC	PB	LEAD - LME	PB	4625.58	N/A	4625.58	4022.09	USD	No	4625.58	4022.09
LMEOTC	SNLME	TIN FUTURE	SN	34192.50	N/A	34192.50	29704.49	USD	No	34192.50	29704.49
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6321.59	N/A	6321.59	5496.88	USD	No	6321.58	5496.88

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	847.072	N/A	847.072	736.585	EUR	Yes	1477.79	1285.04
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1990.49	N/A	1990.49	1730.865	EUR	Yes	2971.36	2583.79
MATIF	EMA	CORN	EMA	1166.84	N/A	1166.84	1014.645	EUR	No	1377.05	1197.44

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	252.564	N/A	252.564	219.621	EUR	No	265.703	219.621
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	9660.06	8400.01	13800.09	12000.02	EUR	No	13800.09	12000.02
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	966.001	840.001	1380.00	1200.00	EUR	Yes	1380.00	1200.00

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	DEUA	MILK CLASS III INDEX	DA	10132.13	N/A	10132.13	8810.55	MXN	No	15389.45	13382.13
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	30338.95	N/A	30338.95	26381.70	MXN	No	30338.95	26381.70
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	57049.98	N/A	57049.98	49598.34	MXN	Yes²	53772.83	46749.23
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11277.21	N/A	11277.21	9806.27	MXN	No	10629.41	9242.96

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	4666.88	N/A	4666.88	4058.15	EUR	No	4666.88	4058.15
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	4073.89	N/A	4073.89	3540.86	EUR	No	4073.89	3540.86
MONEP	CAC40	CAC 40	FCE	5210.48	4530.85	7443.54	6472.64	EUR	Yes	6095.70	5300.61
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	17637.36	N/A	17637.36	15336.83	EUR	No	17637.36	15336.83
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	11698.33	N/A	11698.33	10172.46	EUR	No	11698.33	10172.46
MONEP	CAC40	CAC 40	MFC	521.048	453.085	744.354	647.264	EUR	No	609.57	530.061

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	275100.9	N/A	275100.9	239218.2	INR	Yes	9126.92	7936.45
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11456.59	N/A	11456.59	9962.25	INR	No	11456.59	9962.25
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	282027.85	N/A	282027.85	245241.75	INR	Yes	4318.48	3755.20
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13395.78	N/A	13395.78	11648.50	INR	No	13395.78	11648.50
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6897.70	N/A	6897.70	5998	INR	No	6897.70	5998
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	249116.4	N/A	249116.4	216622.8	INR	Yes	2066.09	1796.60
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	263940.75	N/A	263940.75	229513.5	INR	Yes	3499.96	3043.44
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9978.55	N/A	9978.55	8677.00	INR	Yes	9978.55	8677.00

ICE Futures U.S. (NYBOT)

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

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	46760.61	N/A	46760.61	40661.40	USD	No	46760.62	40661.40
NYBOT	CC	COCOA NYBOT	CC	15349.48	N/A	15349.48	13347.37	USD	Yes	15349.48	13347.37
NYBOT	CT	COTTON NO. 2	CT	2343.43	N/A	2343.43	2037.77	USD	Yes	2343.43	2037.77
NYBOT	DX	NYBOT US DOLLAR FX	DX	2873.16	N/A	2873.16	2498.40	USD	Yes	2873.16	2498.40
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	12610.60	N/A	12610.60	10964.57	USD	No	12610.60	10964.57
NYBOT	KC	COFFEE "C"	KC	17592.98	N/A	17592.98	15298.25	USD	Yes	17592.98	15298.25
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	11918.20	N/A	11918.20	10362.99	USD	Yes	11918.20	10362.99
NYBOT	RS	CANOLA	RS	1390.75	N/A	1390.75	1077.18	CAD	No	1238.75	1077.18
NYBOT	SB	SUGAR NO. 11	SB	1661.17	N/A	1661.17	1444.50	USD	Yes	1661.17	1444.50
NYBOT	SF	SUGAR #16 112000 LBS	SF	1469.16	N/A	1469.16	1276.80	USD	No	1469.16	1276.80

New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16977.03	N/A	16977.03	13581.62	USD	No	16977.025	13581.62
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	8814.03	N/A	8814.03	7664.37	USD	No	8814.03	7664.37
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	8814.03	N/A	8814.03	7664.37	USD	No	8814.03	7664.37
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	8814.13	N/A	8814.13	7664.37	USD	No	8814.13	7664.37
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2604.02	N/A	2604.02	2083.21	USD	No	2604.02	2083.21
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	881.403	N/A	881.403	766.437	USD	No	881.403	766.437
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	8814.03	N/A	8814.03	7664.37	USD	Yes	8814.03	7664.37
NYMEX	PA	PALLADIUM INDEX	PA	18615.96	N/A	18615.96	16187.45	USD	No	18615.96	16187.45
NYMEX	PL	PLATINUM INDEX	PL	6912.54	N/A	6912.54	6010.91	USD	No	6912.54	6010.91
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2203.51	N/A	2203.51	1916.09	USD	No	2203.51	1916.09
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.39	N/A	8125.39	6500	USD	No	8125.39	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	6873.06	N/A	6873.06	5976.58	USD	No	6873.06	5976.58

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	7477.48	N/A	7477.48	6499.52	USD	No	8777.48	6499.52
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	11455.88	N/A	11455.88	9956.74	USD	No	12215.88	9956.74
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12821.75	N/A	12821.75	11149.35	USD	No	13197.75	11149.35
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	6466.12	5622.72	9237.32	8032.45	USD	No	10592.31	8032.45
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3247.51	2823.92	4639.30	4034.17	USD	No	5539.30	4034.17
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	66746.61	N/A	66746.61	58040.53	USD	No	66781.62	58040.53

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	22911.81	N/A	22911.81	19920	SEK	No	22911.80	19920
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	16744.805	14560.70	23921.15	20801	SEK	Yes	23921.15	20801
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1032.97	N/A	1032.97	898.232	SEK	No	6511.20	896.699

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	2780749.335	2418042.90	3972499.05	3454347	JPY	Yes	3405631.85	2961419
OSE.JPN	N225M	NIKKEI 225 MINI	225M	278074.93	241804.29	397249.905	345434.70	JPY	Yes	340563.185	296141.90
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	27807.49	24180.43	39724.99	34543.47	JPY	No	34056.32	29614.19
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	151712.35	N/A	151712.35	131917.20	JPY	No	151712.35	131917.20
OSE.JPN	TPXC30	TOPIX CORE30	C30	125032.30	N/A	125032.30	108723.74	JPY	No	125032.30	108723.74
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	504901.97	N/A	504901.97	438989.61	JPY	No	504901.97	438989.61
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	2290402.61	N/A	2290402.61	1991654.45	JPY	Yes	2290402.61	1991654.45
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	229040.26	N/A	229040.26	199165.44	JPY	No	229040.26	199165.44
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	63463.11	N/A	63463.11	55182.40	JPY	No	63463.11	55182.40
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	150650	N/A	150650	131000	JPY	No	199525	173500
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	161682.48	N/A	161682.48	140544.30	JPY	No	161682.48	140544.30
OSE.JPN	TOPX	TOPIX INDEX	TPX	1451145.28	1261865.46	2073064.69	1802664.95	JPY	No	2073064.69	1802664.95
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	145114.53	126186.55	207306.47	180266.49	JPY	No	207306.47	180266.49

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	No	16250.00	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	14519.70	N/A	14519.70	11615.76	USD	No	14519.70	11615.76

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	15349.48	N/A	15349.48	13347.37	USD	No	15349.48	13347.37
QBALGOIUS	CT	COTTON NO. 2	CT	2343.43	N/A	2343.43	2037.77	USD	No	2343.43	2037.77
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2873.16	N/A	2873.16	2498.40	USD	No	2873.16	2498.40
QBALGOIUS	KC	COFFEE "C"	KC	17592.98	N/A	17592.98	15298.25	USD	No	17592.98	15298.25
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	11918.20	N/A	11918.20	10362.99	USD	No	11918.20	10362.99
QBALGOIUS	SB	SUGAR NO. 11	SB	1661.17	N/A	1661.17	1444.50	USD	No	1661.17	1444.50

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	319394.68	N/A	319394.68	277734.51	JPY	No	319394.71	277734.51
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1736.95	N/A	1736.95	1510.39	USD	No	1736.95	1510.39
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1284.97	1117.37	1835.68	1596.24	USD	No	1835.68	1596.24
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4022.99	N/A	4022.99	3498.25	USD	No	4022.99	3498.25
SGX	XIN0I	FTSE CHINA H50	FCH	4539.61	N/A	4539.61	3947.48	USD	No	4539.61	3947.48
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1150	N/A	1150	1000	USD	No	1150	1000
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1734.95	N/A	1734.95	1508.65	USD	No	1734.95	1508.65
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	943.214	N/A	943.214	820.187	USD	No	943.214	820.187
SGX	INR	UNITED STATES DOLLAR	INR	9984.88	N/A	9984.88	8682.50	USD	No	9984.87	8682.50
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9976.54	N/A	9976.54	8675.25	USD	No	9976.54	8675.25
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2650.75	N/A	2650.75	2305	USD	No	2650.75	2305
SGX	SGB	SGX MINI JGB INDEX	JB	368512.67	N/A	368512.67	320395.09	JPY	No	368512.97	320395.09
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	376567.37	N/A	376567.37	327449.89	JPY	No	376567.37	327449.89
SGX	KRW	KOREAN WON	KRW	10438.74	N/A	10438.74	9075	USD	No	10438.74	9075
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2087.25	N/A	2087.25	1815	USD	No	2087.25	1815
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6161.01	N/A	6161.01	5357.40	CNH	No	6161.01	5357.40
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1830800	N/A	1830800	1592000	JPY	No	1830800	1592000
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2012.51	1750.01	2875.02	2500.02	USD	No	2875.02	2500.02
SGX	SGXNK	SGX: NIKKEI 225	NK	1046500	910000	1495000	1300000	JPY	Yes	1495000	1300000
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	209300	182000	299000	260000	JPY	No	299000	260000
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	47468.68	N/A	47468.68	41277.11	USD	No	47468.68	41277.11
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1851.50	1610	2645	2300	SGD	Yes²	2645	2300
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	5568.85	N/A	5568.85	4842.15	SGD	No	5568.85	4842.15
SGX	STI	SGX STRAITS TIMES INDEX	ST	5020.50	N/A	5020.50	4365.65	SGD	No	5020.50	4365.65
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2729.40	N/A	2729.40	2373.26	USD	No	2730.40	2374.26
SGX	TSR20	SICOM RUBBER	TF	690.00	N/A	690.00	600.00	USD	No	690.00	600.00
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	41400.44	N/A	41400.44	36000.00	JPY	No	41400.94	36000.00
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1845.96	N/A	1845.96	1605.18	USD	No	1845.96	1605.18
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	8191.20	N/A	8191.20	7122.78	USD	No	8192.70	7122.78
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4186.02	3640.02	5980.03	5200.03	USD	No	5980.03	5200.03
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24644.04	N/A	24644.04	21429.60	CNH	Yes	24644.04	21429.60
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	8796449.80	N/A	8796449.80	7649086.79	JPY	No	8796453.30	7649086.79
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1392.30	N/A	1392.30	1210.54	SGD	No	1392.30	1210.54
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1759289.96	N/A	1759289.96	1529817.36	JPY	No	1759290.66	1529817.36
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1233.86	N/A	1233.86	1072.92	SGD	No	1241.68	1072.93
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4197.98	N/A	4197.98	3650.42	SGD	No	4372.58	3650.42
SGX	G13	GENTING SINGAPORE LTD	YGEN	612.616	N/A	612.616	532.71	SGD	No	644.016	532.71
SGX	BN4	KEPPEL LTD	YKEP	3846.54	N/A	3846.54	3344.82	SGD	No	4230.34	3344.82
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5535.99	N/A	5535.99	4813.90	SGD	No	5678.65	4813.90
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3425.48	N/A	3425.48	2978.68	SGD	No	3743.31	2978.68
SGX	Y92	THAI BEVERAGE PCL	YTBE	802.447	N/A	802.447	697.78	SGD	No	954.275	697.77
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6010.55	N/A	6010.55	5226.56	SGD	No	6174.30	5226.56
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2528.13	N/A	2528.13	2198.37	SGD	No	2648.91	2198.37
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	19905.74	N/A	19905.74	4561.80	SGD	No	5565.07	4561.80
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	172.50	N/A	172.50	150	USD	No	172.50	150
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	517.50	N/A	517.50	450	USD	No	517.50	450

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	13511.925	11749.50	19302.75	16785	AUD	Yes	19302.75	16785
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	641.70	N/A	641.70	558.00	AUD	No	641.702	558.00
SNFE	IR	90 DAY BILLS	IR	1926.95	N/A	1926.95	1675.60	AUD	No	1926.94	1675.60
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3036	N/A	3036	2640	AUD	No	3036	2640
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1244.36	N/A	1244.36	1082.05	AUD	No	1244.36	1082.05

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁵	Regular Trading Session End Time^5,6

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Exchange	Symbol	Description	Regular Trading Session Start Time⁴	Regular Trading Session End Time^4,5

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

4. The times listed in 'Regular Trading Session Start Time' and 'Regular Trading Session End Time' columns are shown in local exchange time.
5. Intraday Margin will end 15 minutes prior to 'Regular Trading Session End Time'.

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

Those institutions who wish to execute some trades away from us and use us as a prime broker will be required to maintain at least USD 6,000,000 (or USD equivalent).
Customers in Canada are not eligible for Portfolio Margin accounts due to IDA restrictions. In addition, all Canadian stock, stock options, index options, European stock, and Asian stock positions will be calculated under standard rules-based margin rules so Portfolio Margin will not be available for these products.
Non-U.S. Omnibus Broker (Long Position/Short Position) accounts are not eligible for Portfolio Margin accounts.
Accounts reporting equity below the USD 100,000 minimum will be subject to a margin surcharge, the effect of which will be to gradually transition the account to margin levels approximating those of the Reg. T methodology as equity continues to decline.

Portfolio Margin Mechanics

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

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

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

A market-based stress of the underlying based on historical moves in Bloomberg pricing data.
For Broad Based Indices the implied volatility factor is increased 75% and decreased by 75%.
For all other classes, the implied volatility for each options class is increased by 150% and decreased by 150%

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

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

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

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

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

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

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

Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

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Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

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?

Portfolio Margin

Portfolio Margin Eligibility

Portfolio Margin Mechanics

Additional US Margin Requirements

Further Reading

Disclosures

ASX24 (SNFE)⁴