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	8292.69	N/A	8292.69	7211.03	EUR	Yes²	8292.69	7211.03

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	9775	N/A	9775	8500	MYR	No	9775	8500
BURSAMY	FBMKLCI	FKLI	FKLI	3220.00	2800.00	4600.00	4000.00	MYR	No	4600.00	4000.00

Chicago Board Of Trade (CBOT)

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

Exchange CBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CBOT	10Y	10 YEAR MICRO TREASURY YIELD	10Y	653.003	N/A	653.003	560	USD	No	644.003	560
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1173.22	N/A	1173.22	988.02	USD	No	1136.22	988.02
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	651.262	N/A	651.262	566.315	USD	No	651.262	566.315
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	2317.84	N/A	2317.84	2015.51	USD	No	2317.84	2015.51
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	891.565	N/A	891.565	775.214	USD	No	925.565	775.214
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1420.88	N/A	1420.88	1169.75	USD	No	1345.88	1169.75
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	4166.76	N/A	4166.76	3439.29	USD	No	3956.76	3439.29
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	5555.68	N/A	5555.68	4829.42	USD	No	5585.68	4829.42
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3015.86	N/A	3015.86	2524.66	USD	Yes	2903.36	2524.66
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	636.278	N/A	636.278	553.161	USD	No	642.565	553.161
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1129.24	N/A	1129.24	979.129	USD	No	1126.14	979.129
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1031.76	759.01	1473.945	1084.30	USD	No	1246.945	1084.30
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4615.94	N/A	4615.94	3909.38	USD	No	5170.33	4495.79
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	3763.34	N/A	3763.34	3272.47	USD	No	3857.46	3272.47
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	5175.06	N/A	5175.06	4500.05	USD	No	5175.06	4500.05
CBOT	UB	ULTRA TREASURY BOND	UB	7556.63	N/A	7556.63	6570.99	USD	Yes	7556.89	6570.99
CBOT	YC	MINI SIZED CORN FUTURES	XC	493.372	N/A	493.372	350.758	USD	No	403.372	350.758
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	964.027	N/A	964.027	679.589	USD	No	781.527	679.589
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	591.498	N/A	591.498	488.259	USD	No	561.498	488.259
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	166.337	N/A	166.337	144.641	USD	No	190.135	144.641
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	184.888	N/A	184.888	160.772	USD	No	277.389	160.772
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	80.50	N/A	80.50	70	USD	No	200.498	70
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	57.50	N/A	57.50	50	USD	No	125.925	50
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	92	N/A	92	80	USD	No	236.998	80
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	10317.615	7590.10	14739.45	10843	USD	Yes	12469.45	10843
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2925.01	N/A	2925.01	2543.49	USD	No	3128.44	2543.49
CBOT	ZB	US TREASURY BOND	ZB	5828.53	N/A	5828.53	5041.11	USD	Yes	5797.28	5041.11
CBOT	ZC	CORN FUTURES	ZC	2466.86	N/A	2466.86	1753.79	USD	Yes	2016.86	1753.79
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1829.73	N/A	1829.73	1591.07	USD	Yes	1947.29	1591.07
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3687.55	N/A	3687.55	3018.74	USD	Yes	3471.55	3018.74
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3724.96	N/A	3724.96	2847.79	USD	Yes	3274.96	2847.79
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2807.94	N/A	2807.94	2441.68	USD	Yes	2916.94	2441.68
CBOT	ZO	OAT FUTURES	ZO	5970.33	N/A	5970.33	4756.76	USD	Yes	5470.33	4756.76
CBOT	ZQ	30 DAY FED FUNDS	ZQ	342.562	N/A	342.562	297.873	USD	Yes²	342.553	297.873
CBOT	ZR	ROUGH RICE FUTURES	ZR	3837.73	N/A	3837.73	3337.12	USD	Yes	3957.73	3337.12
CBOT	ZS	SOYBEAN FUTURES	ZS	4820.14	N/A	4820.14	3397.95	USD	Yes	3907.64	3397.95
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1493.48	N/A	1493.48	1298.68	USD	Yes	1626.92	1298.68
CBOT	ZW	WHEAT FUTURES	ZW	2957.49	N/A	2957.49	2441.29	USD	Yes	2807.49	2441.29

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	4079.39	N/A	4079.39	3547.29	CAD	No	4079.39	3547.29
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	2185.50	N/A	2185.50	1900.43	CAD	No	2185.49	1900.43
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	829.269	N/A	829.269	721.103	CAD	No	829.273	721.103
CDE	CRA	3 MONTH CORRA	CRA	477.19	N/A	477.19	414.948	CAD	No	477.19	414.948
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	12366.48	10753.46	17666.40	15362.09	CAD	No	17666.41	15362.09
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	13249.80	N/A	13249.80	11521.57	CAD	No	13249.80	11521.57

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	11964.17	N/A	11964.17	10403.63	CHF	Yes	11964.17	10403.63
CEDX	BDE40G	-	DE40F	19135.43	N/A	19135.43	16639.50	EUR	Yes	19135.43	16639.50
CEDX	BES35P	-	ES35F	11690.36	N/A	11690.36	10165.53	EUR	Yes	11690.36	10165.53
CEDX	BEZ50P	-	EZ50F	5600.97	N/A	5600.97	4870.41	EUR	Yes	5600.97	4870.41
CEDX	BFR40P	-	FR40F	8702.61	N/A	8702.61	7567.48	EUR	Yes	8702.61	7567.48
CEDX	BIT40P	-	IT40F	9243.81	N/A	9243.81	8038.10	EUR	Yes	9243.81	8038.10
CEDX	BNL25P	-	NL25F	9393.62	N/A	9393.62	8168.37	EUR	Yes	9393.62	8168.37
CEDX	BNO25G	-	NO25F	10787.57	N/A	10787.57	9380.49	NOK	Yes	10787.57	9380.49
CEDX	BSE30P	-	SE30F	27908.31	N/A	27908.31	24268.10	SEK	Yes	27908.31	24268.10
CEDX	BUK100P	-	UK100F	6148.52	N/A	6148.52	5346.54	GBP	Yes	6148.52	5346.54

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	9608.15	N/A	9608.15	8351.75	USD	No	9608.15	8351.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	11867.22	N/A	11867.22	10316.32	USD	Yes	11867.22	10316.32
CFE	VIX	CBOE VOLATILITY INDEX	VX	9537.36	N/A	9537.36	8293.35	USD	Yes	25015.30	21752.43
CFE	VIX	CBOE VOLATILITY INDEX	VX04	9308.675	N/A	9308.675	8094.50	USD	No	26443.53	22994.375
CFE	VIX	CBOE VOLATILITY INDEX	VX05	9308.675	N/A	9308.675	8094.50	USD	No	26443.53	22994.375
CFE	VIX	CBOE VOLATILITY INDEX	VX06	9308.675	N/A	9308.675	8094.50	USD	No	26443.53	22994.375
CFE	VIX	CBOE VOLATILITY INDEX	VX08	8750.78	N/A	8750.78	7609.37	USD	No	23126.16	20109.70
CFE	VIX	CBOE VOLATILITY INDEX	VX09	8062.54	N/A	8062.54	7010.90	USD	No	23039.30	20034.17
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	952.725	N/A	952.725	828.456	USD	No	2671.16	2322.75

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	2002.21	N/A	2002.21	1719.32	USD	Yes	1977.21	1719.32
CME	GBP	BRITISH POUND	6B	2404.85	N/A	2404.85	2091.17	USD	Yes	2679.85	2091.17
CME	CAD	CANADIAN DOLLAR	6C	1465.22	N/A	1465.22	1274.11	USD	Yes	1535.22	1274.11
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3307.71	N/A	3307.71	2876.27	USD	Yes	3363.96	2876.27
CME	JPY	JAPANESE YEN	6J	3655.59	N/A	3655.59	3178.78	USD	Yes	4161.84	3178.78
CME	BRE	BRAZILIAN REAL	6L	1785.89	N/A	1785.89	1233.375	USD	Yes²	1605.89	1233.375
CME	MXP	MEXICAN PESO	6M	1786.165	N/A	1786.165	1427.10	USD	Yes	1641.165	1427.10
CME	NZD	NEW ZEALAND DOLLAR	6N	2250.32	N/A	2250.32	1956.80	USD	Yes²	2330.32	1956.80
CME	RUR^*	RUSSIAN RUBLE IN US DOLLARS	6R	28577.50	N/A	28577.50	24850	USD	Yes²	28577.50	24850
CME	CHF	SWISS FRANC	6S	4764.45	N/A	4764.45	4143	USD	Yes	5245.70	4143
CME	ZAR	SOUTH AFRICAN RAND	6Z	2289.76	N/A	2289.76	1849.75	USD	No	2127.26	1849.75
CME	ACDX	AUSTRALIAN DOLLAR	ACD	12317.39	N/A	12317.39	10710.78	CAD	No	12317.39	10710.78
CME	AJY	AUSTRALIAN DOLLAR	AJY	2732728.38	N/A	2732728.38	2375858.30	JPY	No	2766727.98	2375858.30
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	1197.27	N/A	1197.27	966.061	USD	No	1110.97	966.063
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	26334.00	N/A	26334.00	22899.13	USD	No	30284.10	26334.00
CME	BOS	BOSTON HOUSING INDEX	BOS	4855.88	N/A	4855.88	4222.50	USD	No	4855.87	4222.50
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	204615.67	N/A	204615.67	155177.71	USD	Yes	178454.36	155177.71
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	280786.875	N/A	280786.875	244162.50	EUR	No	336944.25	292995
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	16955.66	N/A	16955.66	14744.05	USD	No	17065.66	14744.05
CME	CHI	CHICAGO HOUSING INDEX	CHI	3015.88	N/A	3015.88	2622.50	USD	No	3015.88	2622.50
CME	CLP	CHILEAN PESO	CHP	4707.87	N/A	4707.87	4093.80	USD	No	4707.87	4093.80
CME	CJY	CANADIAN DOLLAR	CJY	3220797.39	N/A	3220797.39	2800693.04	JPY	No	3220796.99	2800693.04
CME	CNH	UNITED STATES DOLLAR	CNH	25306.22	N/A	25306.22	22000.50	CNH	No	26056.22	22000.50
CME	CSC	CHEESE	CSC	7509.32	N/A	7509.32	6512.45	USD	No	7489.32	6512.45
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5068.63	N/A	5068.63	4407.50	USD	No	5068.63	4407.50
CME	CZK	CZECH KORUNA	CZK	16932.08	N/A	16932.08	14723.55	USD	Yes²	16932.08	14723.55
CME	DA	MILK CLASS III INDEX	DC	5528.47	N/A	5528.47	4685.62	USD	Yes	5388.47	4685.62
CME	DEN	DENVER HOUSING INDEX	DEN	4528.125	N/A	4528.125	3937.50	USD	No	4528.125	3937.50
CME	DY	CME DRY WHEY INDEX	DY	4828.41	N/A	4828.41	3911.66	USD	No	4498.41	3911.66
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1653.86	N/A	1653.86	1438.14	USD	No	1681.98	1438.14
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	15921.69	N/A	15921.69	13837.34	AUD	No	16171.69	13837.34
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	10417.90	N/A	10417.90	8716.95	CAD	No	10030.40	8716.95
CME	ECK	CZECH KORUNA	ECK	9079.48	N/A	9079.48	7895.20	EUR	No	9079.48	7895.20
CME	EHF	HUNGARIAN FORINT	EHF	5992.11	N/A	5992.11	5210.53	EUR	Yes²	5998.11	5210.53
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	16991.55	13515.03	24273.65	19307.19	USD	Yes²	25534.18	22203.27
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	245195.54	182350	350279.34	260500	JPY	No	271630	236200
CME	EPZ	POLISH ZLOTY	EPZ	6850.78	N/A	6850.78	5957.20	EUR	Yes²	6850.78	5957.20
CME	ES	E-MINI S&P 500	ES	14712.36	11211.24	21017.66	16016.06	USD	Yes	19379.43	17617.66
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	23219.21	N/A	23219.21	17646.62	USD	No	23344.11	20293.61
CME	ESTR	EURO SHORT-TERM RATE	ESR	201.25	N/A	201.25	175.00	EUR	No	201.255	175.00
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	115840.39	N/A	115840.39	100730.77	EUR	No	133216.56	115840.48
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	104526.32	N/A	104526.32	86131.59	USD	Yes	118861.59	103357.90
CME	GSCI	S&P-GSCI INDEX	GD	26394.33	N/A	26394.33	22951.59	USD	No	27519.33	22951.59
CME	GDK	CLASS IV MILK - 200K LBS	GDK	2804.79	N/A	2804.79	2438.95	USD	No	3244.79	2438.95
CME	GF	FEEDER CATTLE	GF	8633.11	N/A	8633.11	7278.79	USD	Yes	8370.61	7278.79
CME	NF	NON FAT DRY MILK INDEX	GNF	7675.34	N/A	7675.34	6674.21	USD	No	7895.34	6674.21
CME	HE	LEAN HOGS	HE	3775.13	N/A	3775.13	3282.72	USD	Yes	4415.13	3282.72
CME	HUF	HUNGARIAN FORINT	HUF	9444.49	N/A	9444.49	8212.60	USD	Yes²	9450.49	8212.60
CME	IBAA	BOVESPA INDEX - USD	IBV	31322.60	N/A	31322.60	27237.04	USD	No	31530.70	27418
CME	ILS	ISRAELI SHEKEL	ILS	39709.44	N/A	39709.44	34529.95	USD	Yes²	39709.44	34529.95
CME	J7	JAPANESE YEN	J7	1827.80	N/A	1827.80	1589.39	USD	No	2080.92	1589.39
CME	KRW	KOREAN WON	KRW	16786.12	N/A	16786.12	14596.625	USD	Yes²	11997.55	10410.92
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4355.625	N/A	4355.625	3787.50	USD	No	4355.625	3787.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6264.63	N/A	6264.63	5447.50	USD	No	6264.62	5447.50
CME	LBR	LUMBER FUTURES	LBR	3136.19	N/A	3136.19	2727.00	USD	No	3163.69	2727.00
CME	LE	LIVE CATTLE	LE	3768.36	N/A	3768.36	3224.66	USD	Yes	3708.36	3224.66
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	690.685	567.70	986.693	811	USD	No	891.629	775.329
CME	M6A	AUSTRALIAN DOLLAR	M6A	200.221	N/A	200.221	171.932	USD	No	197.721	171.932
CME	M6B	BRITISH POUND	M6B	240.485	N/A	240.485	209.117	USD	No	267.985	209.117
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	330.771	N/A	330.771	287.627	USD	No	336.396	287.627
CME	MBT	MICRO BITCOIN	MBT	4092.31	N/A	4092.31	3103.55	USD	Yes	3569.09	3103.55
CME	MCD	CANADIAN DOLLAR	MCD	146.522	N/A	146.522	127.411	USD	No	153.522	127.411
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1471.24	1121.12	2101.77	1601.61	USD	Yes	1937.94	1761.77
CME	MET	MICRO ETHER	MET	208.853	N/A	208.853	172.263	USD	Yes	237.723	206.716
CME	MIA	MIAMI HOUSING INDEX	MIA	6382.50	N/A	6382.50	5550	USD	No	6382.50	5550
CME	MIR	INDIAN RUPEE	MIR	1335.09	N/A	1335.09	1153.10	USD	No	1326.09	1153.10
CME	MNH	UNITED STATES DOLLAR	MNH	2532.54	N/A	2532.54	2202.15	CNH	No	2617.54	2202.15
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	122246.48	91210	174637.83	130300	JPY	No	135815	118100
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1861.38	N/A	1861.38	1390.29	USD	No	1838.71	1598.83
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2732.69	2044.60	3903.84	2920.86	USD	Yes	3534.24	3212.95
CME	MSF	SWISS FRANC	MSF	476.445	N/A	476.445	414.30	USD	No	523.945	414.30
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1225964.80	911820	1751378.29	1302600	JPY	No	1357920	1180800
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	18613.78	N/A	18613.78	13902.90	USD	No	18387.10	15988.33
CME	NOK	NORWEGIAN KRONE	NOK	20178.27	N/A	20178.27	17539.91	USD	No	20928.27	17539.91
CME	NQ	E-MINI NASDAQ 100	NQ	27326.91	20446.02	39038.45	29208.60	USD	Yes	35342.41	32129.46
CME	NYM	NEW YORK HOUSING INDEX	NYM	4571.25	N/A	4571.25	3975	USD	No	4571.25	3975
CME	PJY	BRITISH POUND	PJY	3513321.19	N/A	3513321.19	3055061.91	JPY	No	3519572.07	3055061.91
CME	PLN	POLISH ZLOTY	PLN	14494.18	N/A	14494.18	12603.63	USD	Yes²	14494.18	12603.63
CME	PSF	BRITISH POUND	PSF	10776.65	N/A	10776.65	9361.96	CHF	No	11426.65	9361.96
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4381.77	N/A	4381.77	3505.50	CHF	No	4031.77	3505.50
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	7971.80	N/A	7971.80	6932	USD	Yes²	7971.80	6932
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	12328.22	N/A	12328.22	10719.32	EUR	Yes²	12327.22	10719.32
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6437.75	N/A	6437.75	5277.19	GBP	No	6069.00	5277.19
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	16943.16	N/A	16943.16	13420.28	USD	No	17759.63	15433.33
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	56444.24	N/A	56444.24	47288.65	USD	No	62582.14	54381.94
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10412.02	N/A	10412.02	8591.42	USD	No	11364.32	9880.14
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	6906.85	5679.80	9866.93	8114	USD	Yes	8916.29	7753.29
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1550702.14	N/A	1550702.14	1246151.10	JPY	Yes²	1433202.39	1246151.10
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4487.00	N/A	4487.00	3880.00	USD	No	4462.00	3880.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6281.875	N/A	6281.875	5462.50	USD	No	6281.875	5462.50
CME	SEK	SWEDISH KRONA	SEK	22043.26	N/A	22043.26	19160.80	USD	No	22193.26	19160.80
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5068.63	N/A	5068.63	4407.50	USD	No	5068.63	4407.50
CME	SGX	SHORT GILT	SG	311700.66	N/A	311700.66	271044.03	USD	No	358455.73	311700.64
CME	SIR	INDIAN RUPEE	SIR	6670.38	N/A	6670.38	5765.50	USD	No	6630.38	5765.50
CME	SJY	SWISS FRANC	SJY	5101928.71	N/A	5101928.71	4436459.75	JPY	No	5101929.21	4436459.75
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	31933.20	N/A	31933.20	27237.56	USD	No	36021.67	31323.20
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	2906.80	N/A	2906.80	2462.44	GBP	No	2831.80	2462.44
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	488.75	N/A	488.75	425.00	USD	No	530.428	425.00
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	309.982	N/A	309.982	269.55	USD	Yes	316.242	269.55
CME	SVX	SCHNEIDER ELECTRIC SE	SU	82548.80	N/A	82548.80	71781.57	USD	No	94931.14	82548.80
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1069.48	N/A	1069.48	929.124	USD	No	1069.47	929.124
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4784.00	N/A	4784.00	4160.00	USD	No	4784.00	4160.00
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	14443.69	N/A	14443.69	11644.17	USD	No	15402.75	13390.80
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	15423.89	N/A	15423.89	12480.20	USD	No	16506.97	14352.22
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	12131.05	N/A	12131.05	9500.35	USD	No	12564.95	10925.41
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	21895.74	N/A	21895.74	17999.72	USD	No	23811.60	20699.68
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	27326.85	N/A	27326.85	20714.24	USD	No	27400.88	23821.38
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	7859.94	N/A	7859.94	6346.95	USD	No	8394.94	7298.99
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	5871.61	N/A	5871.61	4995.49	USD	No	6608.60	5744.81
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	12487.98	N/A	12487.98	10535.98	USD	No	13935.67	12116.38
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	16224.64	N/A	16224.64	14104.63	USD	No	18838.34	16220.32
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	52450.34	N/A	52450.34	42079.49	USD	No	55671.88	48391.41
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	11583.15	N/A	11583.15	9232.22	USD	No	12213.75	10617.05

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	189.215	N/A	189.215	159.317	USD	No	183.215	159.317
COMEX	ALI	ALUMINUM INDEX	ALI	9592.16	N/A	9592.16	7732.32	USD	No	8892.16	7732.32
COMEX	GC	GOLD	GC	18920.80	N/A	18920.80	15931.12	USD	Yes	18320.79	15931.12
COMEX	HG	COPPER INDEX	HG	9209.76	N/A	9209.76	8008.49	USD	Yes	11034.76	8008.49
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2857.88	N/A	2857.88	2485.12	USD	No	2877.88	2485.12
COMEX	MGC	E-MICRO GOLD	MGC	1892.08	N/A	1892.08	1593.11	USD	Yes	1832.08	1593.11
COMEX	MHG	MICRO COPPER	MHG	920.976	N/A	920.976	800.849	USD	No	1102.23	800.849
COMEX	QC	COMEX MINY COPPER	QC	4604.88	N/A	4604.88	4004.25	USD	No	5517.38	4004.25
COMEX	QI	COMEX MINY SILVER	QI	11401.17	N/A	11401.17	9914.06	USD	No	12601.17	9914.06
COMEX	QO	COMEX MINY GOLD	QO	9460.40	N/A	9460.40	7965.56	USD	No	9160.40	7965.56
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	53303.74	N/A	53303.74	45916.28	CNH	No	52803.72	45916.28
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	6803.20	N/A	6803.20	5843.14	USD	No	6719.61	5843.14
COMEX	SI	SILVER INDEX	SI	22802.34	N/A	22802.34	19828.125	USD	Yes	25202.34	19828.125
COMEX	SI	SILVER INDEX	SIL	4560.47	N/A	4560.47	3965.625	USD	No	5040.47	3965.625
COMEX	UX	URANIUM INDEX	UX	2277.20	N/A	2277.20	1980.17	USD	No	2277.20	1980.17

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	45039.75	N/A	45039.75	39165.00	EUR	No	45039.75	39165.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	16310.76	N/A	16310.76	14183.27	EUR	Yes	16310.76	14183.27

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	11390.50	N/A	11390.50	9904.79	CHF	No	13099.08	11390.50
EUREX	KS200.EU	KOSPI 200 - EUREX/KRX LINKED PRODUCT	FBK2	6750931.49	5870375.21	9644187.845	8386250.30	KRW	Yes	9644187.845	8386250.30
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	9313.47	N/A	9313.47	8094.55	EUR	No	10710.49	9308.74
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3938.26	N/A	3938.26	3424.58	EUR	Yes	4529.00	3938.26
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1063.37	N/A	1063.37	924.668	EUR	No	1244.37	1082.06
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3669.53	N/A	3669.53	3190.90	USD	No	4219.96	3669.53
EUREX	KWY.EU	US DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT	FCUW	1675204.94	N/A	1675204.94	1456699.95	KRW	No	3350409.89	2913399.90
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2419.60	N/A	2419.60	2104.00	EUR	No	2419.60	2104.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	30470.055	26495.70	43528.65	37851	EUR	Yes	41779.79	36330.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	8648	N/A	8648	7520	EUR	Yes²	8648	7520
EUREX	DDXDIVPT	DIVDAX DIVIDEND POINTS INDEX	FDVD	2109.10	N/A	2109.10	1834	EUR	No	2109.10	1834
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6094.01	5299.14	8705.73	7570.20	EUR	No	8355.96	7266.05
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1218.80	1059.83	1741.15	1514.04	EUR	Yes	1671.19	1453.21
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	453.272	N/A	453.272	394.149	EUR	No	521.263	453.272
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	2711.26	2357.60	3873.23	3368	EUR	Yes²	3873.23	3368
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	5140.35	N/A	5140.35	4467.79	EUR	Yes²	5911.40	5137.96
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	717.633	624.029	1025.19	891.47	EUR	Yes	912.583	793.55
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5619.26	N/A	5619.26	4886.31	EUR	Yes²	5722.79	4976.34
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1552.29	N/A	1552.29	1349.16	EUR	Yes²	1624.18	1411.64
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3404.72	N/A	3404.72	2960.625	EUR	Yes²	2774.81	2412.875
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6384.23	N/A	6384.23	5551.50	EUR	Yes²	5724.37	4977.72
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2513.58	N/A	2513.58	2185.73	EUR	Yes²	2890.62	2513.58
EUREX	ESI	EURO STOXX INSURANCE	FESI	2672.37	N/A	2672.37	2323.08	EUR	Yes²	2313.14	2010.80
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1189.60	N/A	1189.60	1034.43	EUR	Yes²	1368.04	1189.60
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	2978.25	N/A	2978.25	2589.78	EUR	Yes²	2966.85	2579.87
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1382.01	N/A	1382.01	1201.75	EUR	Yes²	1589.32	1382.01
EUREX	SXRE	EURO STOXX RETAIL	FESR	4052.88	N/A	4052.88	3524.24	EUR	Yes²	4457.73	3876.28
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1105.97	N/A	1105.97	959.603	EUR	Yes²	1033.00	896.29
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	970.52	N/A	970.52	843.50	EUR	Yes²	970.52	843.50
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1382.65	N/A	1382.65	1202.08	EUR	Yes	1451.76	1262.16
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	956.758	N/A	956.758	831.963	EUR	Yes²	1100.27	956.758
EUREX	ESTX50	EURO STOXX50	FESX	2850.79	2478.95	4072.56	3541.36	EUR	Yes	4119.82	3582.46
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	16600.65	N/A	16600.65	14435.35	EUR	Yes²	19090.74	16600.65
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	6547.97	N/A	6547.97	5693.89	EUR	Yes²	7530.17	6547.97
EUREX	EU3	THREE MONTH EURIBOR	FEU3	470.517	N/A	470.517	409.145	EUR	Yes	511.634	444.899
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2561.51	2227.40	3659.30	3182.00	EUR	Yes	3659.30	3182.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9482.04	N/A	9482.04	8245.25	EUR	Yes²	10904.34	9482.04
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	3163.57	N/A	3163.57	2750.93	EUR	Yes	3638.10	3163.57
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1797.96	N/A	1797.96	1563.44	EUR	Yes	2067.65	1797.96
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	678.067	N/A	678.067	589.624	EUR	Yes	779.777	678.067
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	8050.56	N/A	8050.56	7000.49	EUR	Yes	9258.14	8050.56
EUREX	DJESL	EURO STOXX LARGE	FLCE	2183.29	N/A	2183.29	1897.25	EUR	No	1912.71	1662.12
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2091.30	N/A	2091.30	1817.25	EUR	No	1713.17	1488.67
EUREX	DJESM	EURO STOXX MID	FMCE	2049.53	N/A	2049.53	1781.26	EUR	No	1709.77	1485.98
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1629.17	1416.62	2327.38	2023.75	USD	No	3025.69	2630.955
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2183.67	N/A	2183.67	1898.26	EUR	Yes²	1880.28	1634.53
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	3750.47	3261.24	5357.81	4658.92	USD	No	5074.42	4412.50
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	7438.49	N/A	7438.49	6467.43	USD	No	8554.27	7437.55
EUREX	MXEU	MSCI EUROPE	FMEP	1502.22	N/A	1502.22	1306.28	EUR	No	1727.56	1502.22
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2628.21	N/A	2628.21	2285.27	EUR	No	2158.44	1876.80
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	7875.71	6848.13	11251.02	9783.04	USD	No	10288.89	8946.45
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5943.41	N/A	5943.41	5167.92	USD	No	5600.87	4870.08
EUREX	K200M.EU	MINI KOSPI 200 - EUREX/KRX LINKED PRODUCT	FMK2	1352561.05	1176139.98	1932230.07	1680199.97	KRW	No	1932230.07	1680199.97
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	11272.50	N/A	11272.50	9800.56	USD	No	12963.37	11270.65
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	2754.34	2395.00	3934.77	3421.43	EUR	No	3456.09	3005.20
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6455.09	5613.09	9221.55	8018.69	USD	No	9437.56	8206.52
EUREX	MXWO	MSCI WORLD INDEX	FMWP	5963.96	N/A	5963.96	5182.34	USD	No	6858.56	5959.70
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	3235.31	N/A	3235.31	2813.31	EUR	No	3720.61	3235.31
EUREX	DJESS	EURO STOXX SMALL	FSCE	1270.48	N/A	1270.48	1104.44	EUR	No	1246.48	1083.58
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1438.45	N/A	1438.45	1250.68	EUR	No	1321.30	1148.82
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	958.312	833.269	1369.02	1190.38	EUR	No	1091.05	948.687
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3527.81	N/A	3527.81	3067.66	CHF	Yes²	4056.99	3527.81
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8880.30	N/A	8880.30	7722.00	CHF	No	8880.30	7722.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	5529.78	4808.50	7899.68	6869.29	CHF	Yes	7728.76	6720.66
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3394.91	N/A	3394.91	2947.94	CHF	Yes²	3904.15	3390.13
EUREX	SMI	SWISS MARKET INDEX	FSMS	552.978	480.85	789.968	686.929	CHF	No	772.876	672.066
EUREX	MDAX	MIDCAP DAX	FSMX	2486.75	N/A	2486.75	2161.88	EUR	No	1980.31	1721.60
EUREX	ST3	THREE MONTH ESTR	FST3	205.805	N/A	205.805	178.961	EUR	No	236.676	205.805
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	3391.02	N/A	3391.02	2948.56	EUR	Yes²	3899.67	3390.84
EUREX	SX7P	STOXX 600 BANKS	FSTB	987.178	858.379	1410.25	1226.26	EUR	Yes	1198.85	1042.43
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4801.97	N/A	4801.97	4172.41	EUR	Yes²	4419.50	3840.08
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1613.54	N/A	1613.54	1403.04	EUR	Yes	1678.55	1459.57
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4717.55	N/A	4717.55	4098.38	EUR	Yes²	3802.77	3303.66
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4153.05	N/A	4153.05	3609.98	EUR	Yes²	3811.94	3313.47
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	3187.35	N/A	3187.35	2771.25	EUR	Yes²	3395.44	2952.18
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2502.99	N/A	2502.99	2176.31	EUR	Yes²	2151.23	1870.46
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	734.476	N/A	734.476	638.648	EUR	No	844.648	734.445
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1641.55	N/A	1641.55	1425.77	EUR	Yes²	1670.04	1450.51
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3268.59	N/A	3268.59	2841.27	EUR	Yes²	3112.05	2705.19
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1776.61	N/A	1776.61	1544.25	EUR	Yes²	1955.66	1699.88
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1700.33	N/A	1700.33	1477.37	EUR	Yes²	1955.37	1698.97
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3674.68	N/A	3674.68	3195.18	EUR	Yes	3585.99	3118.07
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	678.874	N/A	678.874	590.25	EUR	Yes²	689.293	599.309
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1371.53	N/A	1371.53	1192.59	EUR	Yes	1547.20	1345.33
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1208.04	N/A	1208.04	1050.17	EUR	Yes²	1181.23	1026.86
EUREX	STX	STOXX50	FSTX	3288.29	N/A	3288.29	2858.81	EUR	Yes²	2780.17	2417.06
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	8200.48	N/A	8200.48	7129.36	EUR	Yes²	9430.55	8198.76
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	4003.38	N/A	4003.38	3475.46	EUR	Yes²	4603.89	3996.77
EUREX	ESTX50	EURO STOXX50	FSXE	285.079	247.895	407.256	354.136	EUR	No	411.982	358.246
EUREX	TDX	TECDAX	FTDX	6941.91	N/A	6941.91	6036.45	EUR	Yes²	7983.20	6941.91
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	945.386	N/A	945.386	822.075	EUR	Yes	2511.97	2184.32
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2096.69	N/A	2096.69	1822.76	EUR	No	1851.19	1609.34
EUREX	DJ600	STOXX 600 INDEX	FXXP	1387.10	1206.18	1981.58	1723.11	EUR	Yes	2176.47	1892.58

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	9108.97	N/A	9108.97	7920.84	EUR	No	9108.97	7920.84
FTA	EOE	AMS EOE INDEX	FTI	16764.65	N/A	16764.65	14577.95	EUR	Yes	13017.87	11319.89
FTA	EOE	AMS EOE INDEX	MFA	1676.46	N/A	1676.46	1457.80	EUR	No	1301.79	1131.99

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	55710.26	N/A	55710.26	48443.71	HKD	No	55710.26	48443.71
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	25308.51	N/A	25308.51	22007.40	CNH	Yes	25308.51	22007.40
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3152.10	N/A	3152.10	2740	HKD	No	3152.10	2740
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9661.73	N/A	9661.73	8401.50	HKD	No	9661.73	8401.50
HKFE	GDR	CNH GOLD FUTURES	GDR	425489.57	N/A	425489.57	369990.93	CNH	No	425489.57	369990.93
HKFE	GDU	USD GOLD FUTURES	GDU	59543.41	N/A	59543.41	51776.88	USD	No	59543.41	51776.88
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	34360.62	29878.80	49086.60	42684	HKD	Yes	49086.60	42684
HKFE	HSI	HANG SENG STOCK INDEX	HSI	70343.63	61168.38	100490.90	87383.39	HKD	Yes	100490.90	87383.39
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	20337.71	17684.97	29053.87	25264.24	HKD	Yes	29053.87	25264.24
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	3263.45	2837.69	4662.08	4053.84	USD	No	4662.08	4053.84
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	6872.12	5975.76	9817.32	8536.80	HKD	Yes	9817.32	8536.80
HKFE	MCS	UNITED STATES DOLLAR	MCS	5064.80	N/A	5064.80	4401.42	CNH	No	5064.80	4401.42
HKFE	MHI	MINI HANG SENG INDEX	MHI	14068.73	12233.68	20098.18	17476.68	HKD	Yes	20098.18	17476.68
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2211.28	N/A	2211.28	1922.85	USD	No	2211.28	1922.85
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	3340.43	N/A	3340.43	2904.72	USD	No	3340.43	2904.72
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	7821.52	N/A	7821.52	6801.32	USD	No	7821.52	6801.32
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	59656.25	N/A	59656.25	51875	HKD	No	116242	101080

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	361.51	N/A	361.51	314.35	EUR	No	361.5025	314.35
ICEEU	SG	GENERALI	G	4010.60	N/A	4010.60	3487.48	GBP	No	4010.60	3487.48
ICEEU	H	MEDIUM GILT	H	6633.39	N/A	6633.39	5768.17	GBP	No	6633.39	5768.17
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	599.15	N/A	599.15	521.00	EUR	Yes	599.155	521.00
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5854.39	N/A	5854.39	5089.20	USD	No	5854.39	5089.20
ICEEU	O	5 YEAR EURO SWAPNOTE	O	5316.12	N/A	5316.12	4622.71	EUR	No	5316.12	4622.71
ICEEU	P	10 YEAR EURO SWAPNOTE	P	9281.29	N/A	9281.29	8070.68	EUR	No	9281.29	8070.68
ICEEU	R	LONG GILT	R	4565.40	N/A	4565.40	3969.91	GBP	No	4565.39	3969.91
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	474.283	N/A	474.283	412.42	CHF	No	474.288	412.42
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	439.5875	N/A	439.5875	382.25	GBP	Yes	439.5875	382.25
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	785.776	N/A	785.776	683.283	GBP	No	785.781	683.283
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	2203.64	N/A	2203.64	1916.21	EUR	No	2203.64	1916.21
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	699.89	N/A	699.89	608.60	GBP	No	699.89	608.60
ICEEU	Y	FTSE 250 INDEX	Y2	4470.40	N/A	4470.40	3887.10	GBP	No	4470.40	3887.10
ICEEU	Z	FTSE 100 INDEX	Z	4185.45	3639.52	5979.22	5199.32	GBP	Yes	5979.22	5199.32

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	16836	N/A	16836	14640	GBP	No	16836	14640
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7682	N/A	7682	6680	USD	No	7682	6680
ICEEUSOFT	T	WHEAT	T	2840.81	N/A	2840.81	2470.27	GBP	No	2840.81	2470.27
ICEEUSOFT	W	WHITE SUGAR	W	2502.09	N/A	2502.09	2175.73	USD	No	2502.09	2175.73

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	5931.64	N/A	5931.64	5157.95	USD	No	5931.64	5157.95
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	22903687.79	N/A	22903687.79	19916250.25	JPY	No	22903688.04	19916250.25
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	8529.18	N/A	8529.18	7411.44	USD	No	8529.18	7411.44
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	11994.65	N/A	11994.65	10430.13	CAD	No	11994.65	10430.13
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6790.20	N/A	6790.20	5904.52	GBP	No	6790.20	5904.52
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	18016.34	N/A	18016.34	15666.38	AUD	No	18016.34	15666.38
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6400.83	N/A	6400.83	5565.94	CHF	No	6400.83	5565.94
ICEUS	ZY	SWISS FRANC	KZY	5101928.71	N/A	5101928.71	4436459.75	JPY	No	5101929.21	4436459.75
ICEUS	MP	BRITISH POUND	MP	7214.54	N/A	7214.54	6273.51	USD	No	7214.54	6273.51
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	11890.46	N/A	11890.46	10339.53	CHF	No	11890.46	10339.53
ICEUS	SY	JAPANESE YEN	SY	3641082.11	N/A	3641082.11	3166158.36	JPY	No	3641082.99	3166158.36

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	2136.70	N/A	2136.70	1858	EUR	No	2136.70	1858
IDEM	FTMIB	FTSE MIB INDEX	FIB	17698.97	15390.41	25284.245	21986.30	EUR	Yes	25284.245	21986.30
IDEM	FTMIB	FTSE MIB INDEX	MICR	707.959	615.616	1011.37	879.452	EUR	No	1011.37	879.452
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3539.79	3078.08	5056.85	4397.26	EUR	No	5056.85	4397.26
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	948.06	N/A	948.06	824.40	EUR	No	948.06	824.40

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	27508.02	N/A	27508.02	23920.02	USD	No	27508.02	23920.02
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250.00	13000
IPE	GOIL	ICE GASOIL	GOIL	8798.40	N/A	8798.40	7038.72	USD	No	8798.40	7038.72
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	27555.65	N/A	27555.65	23961.44	USD	No	27555.65	23961.44
IPE	NGF	ICE UK NATURAL GAS	NGF	8283.77	N/A	8283.77	7203.28	GBP	No	32589.20	7203.28
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	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000

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	6728793.87	5851125.105	9612562.67	8358750.15	KRW	Yes	9612564.17	8358750.15
KSE	K200M	MINI KOSPI200 INDEX	05	1348374.99	1172499.97	1926249.98	1674999.96	KRW	Yes	1926249.98	1674999.96
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1165710.875	848889.97	1665301.25	1212699.95	KRW	No	1665301.25	1212699.95
KSE	005930	HANG SENG BANK LTD	11	154848.23	N/A	154848.23	134650.63	KRW	No	156450.77	134650.63
KSE	017670	HENDERSON LAND DEVELOPMENT	12	160615.39	N/A	160615.39	139665.56	KRW	No	164277.62	139665.56
KSE	005490	POSCO HOLDINGS INC	13	749730.73	N/A	749730.73	651939.77	KRW	No	752489.80	651939.77
KSE	030200	KTCORPORATION	14	132629.22	N/A	132629.22	115217.81	KRW	No	132500.48	115217.81
KSE	015760	KOREA ELECTRIC POWER CORP	15	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	005380	SUN HUNG KAI PROPERTIES	16	609877.12	N/A	609877.12	530327.93	KRW	No	621188.81	530327.93
KSE	016360	NEW WORLD DEVELOPMENT	17	125435.72	N/A	125435.72	109074.54	KRW	No	126733.87	109074.54
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	142593.01	N/A	142593.01	123993.93	KRW	No	145068.73	123993.93
KSE	000270	SWIRE PACIFIC LTD - CL A	19	292683.33	N/A	292683.33	254507.25	KRW	No	292712.36	254507.25
KSE	012330	HYUNDAI MOBIS CO LTD	20	728103.86	N/A	728103.86	633133.79	KRW	No	735639.09	633133.79
KSE	006400	SAMSUNG SDI CO LTD	22	674757.65	N/A	674757.65	586745.78	KRW	No	691740.78	586745.78
KSE	009150	BANK OF EAST ASIA LTD	23	369674.91	N/A	369674.91	321456.45	KRW	No	371500.72	321456.45
KSE	066570	LG ELECTRONICS INC	24	242857.80	N/A	242857.80	209874.45	KRW	No	241355.62	209874.45
KSE	036460	KOREA GAS CORPORATION	28	125842.50	N/A	125842.50	89516.35	KRW	No	125842.50	89516.35
KSE	004020	HYUNDAI STEEL CO	32	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	003550	LG CORP	34	210789.68	N/A	210789.68	183295.37	KRW	No	215971.17	183295.37
KSE	078930	GS HOLDINGS	35	111017.82	N/A	111017.82	96537.24	KRW	No	113166.75	96537.24
KSE	033780	KT & G CORPORATION	36	305371.09	N/A	305371.09	265540.08	KRW	No	308531.42	265540.08
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	704885.02	N/A	704885.02	610566.68	KRW	No	702151.68	610566.68
KSE	086790	HANA FINANCIAL GROUP	40	165229.11	N/A	165229.11	143677.49	KRW	No	166939.09	143677.49
KSE	096770	SK INNOVATION CO LTD	41	371405.08	N/A	371405.08	322960.94	KRW	No	383248.79	322960.94
KSE	001040	CJ CORP	42	282879.18	N/A	282879.18	245981.89	KRW	No	285806.72	245981.89
KSE	034220	LG DISPLAY CO LTD	45	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	105560	KB FINANCIAL GROUP INC	46	255485.17	N/A	255485.17	222161.02	KRW	No	258129.22	222161.02
KSE	051910	LG CHEM LTD	47	702151.68	N/A	702151.68	610566.68	KRW	No	709418.32	610566.68
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	000660	SK HYNIX INC	50	618527.86	N/A	618527.86	537850.31	KRW	No	624929.06	537850.31
KSE	006360	GS ENGINEERING & CONSTRUCT	51	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	139480	E-MART INC	54	190027.91	N/A	190027.91	165241.66	KRW	No	194994.52	165241.66
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	116208.26	N/A	116208.26	101050.66	KRW	No	117410.92	101050.66
KSE	035420	NAVER CORP	56	602668.15	N/A	602668.15	524059.26	KRW	No	608905.25	524059.26
KSE	003490	KOREAN AIR LINES CO LTD	57	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	1013925.24	N/A	1013925.24	881672.39	KRW	No	1013923.24	881672.39
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3255010.00	N/A	3255010.00	2830443.48	KRW	No	3255010.00	2830443.48
KSE	KWY	UNITED STATES DOLLAR	75	1673365.21	N/A	1673365.21	1455099.98	KRW	No	3346729.94	2910199.95
KSE	032640	LG UPLUS CORP	B0	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	010950	S-OILCORPORATION	B2	188239.78	N/A	188239.78	163424.64	KRW	No	187938.33	163424.64
KSE	010130	KOREA ZINC CO LTD	B3	7156800	N/A	7156800	4771200	KRW	No	7156800	4771200
KSE	024110	INDUSTRIALBANKOFKOREA	B4	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	001680	DAESANG CORPORATION	B6	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	047050	POSCO INTERNATIONAL CORP	B7	123354.58	N/A	123354.58	107068.56	KRW	No	123128.85	107068.56
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	023530	BARLEY FUTURES	BA	154271.51	N/A	154271.51	134149.14	KRW	No	171868.09	134149.14
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	202687.50	N/A	202687.50	144178.98	KRW	No	202687.50	144178.98
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	262975.47	N/A	262975.47	228429.67	KRW	No	262694.12	228429.67
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	029780	SAMSUNG CARD CO	BG	117219.05	N/A	117219.05	101677.53	KRW	No	116929.16	101677.53
KSE	036570	NCSOFTCORPORATION	BJ	548127	N/A	548127	455856.33	KRW	No	548127	455856.33
KSE	000080	HITE JINRO CO LTD	BK	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	219027.90	N/A	219027.90	189814.77	KRW	No	218286.98	189814.77
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	155136.58	N/A	155136.58	134901.38	KRW	No	157742.12	134901.38
KSE	000720	DANONE	BN	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	011210	HYUNDAI WIA CORP	BP	115631.55	N/A	115631.55	100549.17	KRW	No	116828.23	100549.17
KSE	008770	HOTEL SHILLA CO LTD	BQ	113324.68	N/A	113324.68	98543.20	KRW	No	118997.50	98543.20
KSE	035250	KANGWON LAND, INC.	BS	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	138930	BNK FINANCIAL GROUP INC	BT	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	139130	DGB FINANCIAL GROUP INC	BV	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	001120	LX INTERNATIONAL CORP	BX	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	011070	LG INNOTEK CO LTD	BY	456470.67	N/A	456470.67	396931.02	KRW	No	465194.74	396931.02
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	034730	SK INC	C1	430617.46	N/A	430617.46	364344.77	KRW	No	418996.48	364344.77
KSE	001740	SK NETWORKS CO LTD	C2	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	268172.92	N/A	268172.92	233193.85	KRW	No	288948.26	233193.85
KSE	018260	SAMSUNG SDS CO LTD	C5	358863.43	N/A	358863.43	310925.12	KRW	No	357563.88	310925.12
KSE	090430	AMOREPACIFIC CORP	C6	359294.03	N/A	359294.03	312429.59	KRW	No	380012.41	312429.59
KSE	030000	CHEIL WORLDWIDE INC	C7	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	028260	SAMSUNG C&T CORP	C8	342569.28	N/A	342569.28	297886.33	KRW	No	347114.57	297886.33
KSE	000880	HANWHA CORPORATION	C9	85642.32	N/A	85642.32	74471.58	KRW	No	88028.64	74471.58
KSE	088350	CARREFOUR SA	CA	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	086280	COCOA NYBOT	CC	366214.625	N/A	366214.625	318447.50	KRW	No	368004.62	318447.50
KSE	010620	HD HYUNDAI MIPO	CD	369963.29	N/A	369963.29	321707.21	KRW	No	374792.07	321707.21
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	035720	KAKAO CORP	CF	104962.30	N/A	104962.30	91271.56	KRW	No	105548.57	91271.56
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	069080	WEBZEN INC	CK	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	096530	LIGHT SWEET CRUDE OIL	CL	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	022100	POSCO DX CO LTD	CN	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	068270	CELLTRION INC	CP	543556.26	N/A	543556.26	472657.62	KRW	No	550228.79	472657.62
KSE	122870	YG ENTERTAINMENT INC	CQ	140905.06	N/A	140905.06	122489.45	KRW	No	140862.87	122489.45
KSE	051900	LG H&H	CR	873724.63	N/A	873724.63	759760.55	KRW	No	877766.91	759760.55
KSE	002790	AXA SA	CS	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	000810	COTTON NO. 2	CT	1053948.41	N/A	1053948.41	916476.875	KRW	No	1079855.86	916476.875
KSE	008930	HANMI SCIENCE CO LTD	CV	126148.50	N/A	126148.50	84099	KRW	No	126148.50	84099
KSE	021240	COWAY CO LTD	CW	230686.38	N/A	230686.38	200596.86	KRW	No	233073.77	200596.86
KSE	128940	HANMI PHARM CO LTD	CX	736754.60	N/A	736754.60	640656.17	KRW	No	814379.37	640656.17
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	273680.55	N/A	273680.55	235199.80	KRW	No	270479.78	235199.80
KSE	097950	CJ CHEILJEDANG CORP.	D1	699268.10	N/A	699268.10	608059.22	KRW	No	706504.88	608059.22
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	136537.50	N/A	136537.50	118728.26	KRW	No	137450.55	118728.26
KSE	002380	KCC CORP	D3	761276.09	N/A	761276.09	638148.71	KRW	No	733871.02	638148.71
KSE	012750	S1 CORPORATION	D5	173653.48	N/A	173653.48	149946.14	KRW	No	172438.06	149946.14
KSE	000100	YUHAN CORPORATION	D6	387400.80	N/A	387400.80	335999.73	KRW	No	386399.69	335999.73
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	126877.51	N/A	126877.51	110328.27	KRW	No	128690.58	110328.27
KSE	069960	HYUNDAI DEPT STORE CO	D8	136970.03	N/A	136970.03	119104.375	KRW	No	139387.55	119104.375
KSE	004370	MILK CLASS III INDEX	DA	983300.67	N/A	983300.67	855044.06	KRW	No	1033476.98	855044.06
KSE	079550	LIG NEX1 CO LTD	DB	658170	N/A	658170	534089.10	KRW	No	658170	534089.10
KSE	204320	HL MANDO CO LTD	DC	130193.62	N/A	130193.62	113211.85	KRW	No	135041.01	113211.85
KSE	004170	SHINSEGAE INC	DD	383804.46	N/A	383804.46	333743.01	KRW	No	413776.49	333743.01
KSE	161890	KOLMAR KOREA CO LTD	DE	174168.22	N/A	174168.22	151450.625	KRW	No	176970.70	151450.625
KSE	111770	YOUNGONE CORP	DG	116496.62	N/A	116496.62	101301.41	KRW	No	116702.26	101301.41
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	242985	N/A	242985	209372.97	KRW	No	253270.76	209372.97
KSE	192820	COSMAX INC	DK	507525	N/A	507525	419999.65	KRW	No	507525	419999.65
KSE	039130	HANA TOUR SERVICE INC	DN	157674.94	N/A	157674.94	134149.14	KRW	No	154271.51	134149.14
KSE	086900	MEDY-TOX INC	DP	343926	N/A	343926	297886.33	KRW	No	354114.57	297886.33
KSE	078340	COM2US CORP	DR	127454.22	N/A	127454.22	110829.76	KRW	No	130773.26	110829.76
KSE	035760	CJ ENM CO LTD	DT	157155.09	N/A	157155.09	136656.60	KRW	No	161781.51	136656.60
KSE	056190	SFA ENGINEERING CORP	DV	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	241560	DOOSAN BOBCAT INC	DW	130132.80	N/A	130132.80	112584.98	KRW	No	129472.73	112584.98
KSE	017800	CME DRY WHEY INDEX	DY	145620.77	N/A	145620.77	126626.76	KRW	No	148127.82	126626.76
KSE	105630	HANSAE CO LTD	DZ	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	240810	WONIK IPS CO LTD	E0	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	091700	PARTRON CO LTD	E3	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	041510	SM ENTERTAINMENT CO LTD	E4	226072.66	N/A	226072.66	196584.92	KRW	No	226412.30	196584.92
KSE	251270	NETMARBLE CORP	E5	135528.25	N/A	135528.25	117850.65	KRW	No	147430.85	117850.65
KSE	003670	POSCO FUTURE M CO LTD	E8	463191	N/A	463191	375868.36	KRW	No	463191	375868.36
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	316140	WOORI FINANCIAL GROUP INC	EB	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	009420	HANALL BIOPHARMA CO LTD	EE	119059.50	N/A	119059.50	98041.71	KRW	No	119059.50	98041.71
KSE	035900	JYP ENTERTAINMENT CORP	EF	224616	N/A	224616	191570	KRW	No	224616	191570
KSE	028670	PAN OCEAN CO LTD	EH	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	586320	N/A	586320	437551.875	KRW	No	586320	437551.875
KSE	093370	FOOSUNG CO LTD	EL	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	375500	DL E&C CO LTD	ER	88525.90	N/A	88525.90	76979.04	KRW	No	92442.07	76979.04
KSE	207940	E-MINI S&P 500	ES	2926833.375	N/A	2926833.375	2545072.50	KRW	No	2927123.66	2545072.50
KSE	028050	SAMSUNG E&A CO LTD	ET	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	272210	HANWHA SYSTEMS CO LTD	EV	107398.50	N/A	107398.50	72885	KRW	No	107398.50	72885
KSE	293490	KAKAO GAMES CORP	EX	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	247540	ECOPRO BM CO LTD	EY	405912	N/A	405912	326220.625	KRW	No	405912	326220.625
KSE	253450	STUDIO DRAGON CORP	EZ	114333.93	N/A	114333.93	99420.81	KRW	No	116517.19	99420.81
KSE	278280	CHUNBO CO LTD	F0	140040	N/A	140040	97540.21	KRW	No	140040	97540.21
KSE	200130	KOLMAR BNH CO LTD	F1	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	036540	SFA SEMICON CO LTD	F2	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	060250	NHN KCP CORP	F3	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	595020	N/A	595020	423259.34	KRW	No	595020	423259.34
KSE	373220	LG ENERGY SOLUTION	F5	1010694.66	N/A	1010694.66	878864.92	KRW	No	1026154.51	878864.92
KSE	323410	KAKAOBANK CORP	F6	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	377300	KAKAO PAY CORP	F7	89821.50	N/A	89821.50	72885	KRW	No	89821.50	72885
KSE	259960	KRAFTON INC	F8	984742.48	N/A	984742.48	856297.81	KRW	No	1004933.68	856297.81
KSE	302440	SK BIOSCIENCE CO LTD	F9	164835	N/A	164835	124119.30	KRW	No	186214.40	124119.30
KSE	011200	HMM CO LTD	FA	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	352820	HYBE CO LTD	FC	644480.08	N/A	644480.08	560417.46	KRW	No	646149.87	560417.46
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1009050	N/A	1009050	777312.81	KRW	No	1009050	777312.81
KSE	402340	SK SQUARE CO LTD	FE	329847	N/A	329847	243975.92	KRW	No	329847	243975.92
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	316328.70	N/A	316328.70	275068.44	KRW	No	318602.41	275068.44
KSE	383220	F&F CO LTD / NEW	FG	181377.17	N/A	181377.17	157719.28	KRW	No	186254.26	157719.28
KSE	267250	HD HYUNDAI	FH	245104.28	N/A	245104.28	213134.16	KRW	No	248640.89	213134.16
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	285807.74	N/A	285807.74	246734.12	KRW	No	283744.24	246734.12
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	322384.22	N/A	322384.22	280334.10	KRW	No	325720.59	280334.10
KSE	263750	PEARL ABYSS CORP	FL	83817.75	N/A	83817.75	72885	KRW	No	83817.75	72885
KSE	066970	L&F CO LTD	FM	292149	N/A	292149	215140.12	KRW	No	292149	215140.12
KSE	112040	WEMADE CO LTD	FN	136417.50	N/A	136417.50	97038.73	KRW	No	136417.50	97038.73
KSE	196170	ALTEOGEN INC	FP	1356075	N/A	1356075	904050	KRW	No	1356075	904050
KSE	058470	LEENO INDUSTRIAL INC	FQ	602668.15	N/A	602668.15	524059.26	KRW	No	613905.25	524059.26
KSE	001570	KUM YANG CO LTD	GN	102811.50	N/A	102811.50	72885	KRW	No	102811.50	72885

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	5668.98	N/A	5668.98	4929.55	USD	No	5668.98	4929.55
LMEOTC	CA	CARREFOUR SA	CA	17692.75	N/A	17692.75	15385	USD	No	17692.75	15385
LMEOTC	PB	LEAD - LME	PB	5879.84	N/A	5879.84	5112.83	USD	No	5879.84	5112.83
LMEOTC	SNLME	TIN FUTURE	SN	31531.09	N/A	31531.09	27404.58	USD	No	31531.09	27404.58
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	7533.65	N/A	7533.65	6551	USD	No	7533.65	6551

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	1059.87	N/A	1059.87	921.627	EUR	Yes	1652.65	1437.09
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	2596.18	N/A	2596.18	2257.55	EUR	Yes	2985.60	2596.18
MATIF	EMA	CORN	EMA	1070.48	N/A	1070.48	930.85	EUR	No	1328.18	1154.94

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	204.146	N/A	204.146	177.518	EUR	No	205.598	177.518
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	8050.03	7000	11500.04	10000	EUR	No	11500.04	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	11683.31	N/A	11683.31	10159.40	MXN	No	17440.04	15165.25
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	29450.57	N/A	29450.57	25609.19	MXN	No	33868.16	29450.57
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	51924.74	N/A	51924.74	45146.08	MXN	Yes²	48649.86	42298.73
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	10386.20	N/A	10386.20	9029.22	MXN	No	9731.15	8459.75

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	4772.92	N/A	4772.92	4150.37	EUR	No	4772.92	4150.37
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	4014.47	N/A	4014.47	3486.78	EUR	No	4616.64	4009.80
MONEP	CAC40	CAC 40	FCE	5276.29	4588.07	7537.55	6554.39	EUR	Yes	6172.69	5367.56
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	12473.89	N/A	12473.89	10846.86	EUR	No	12473.89	10846.86
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	9622.88	N/A	9622.88	8367.72	EUR	No	9622.88	8367.72
MONEP	CAC40	CAC 40	MFC	530.381	459.766	757.687	656.809	EUR	No	620.489	537.877

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	120356.25	N/A	120356.25	104657.4	INR	Yes	7979.03	6938.29
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	10272.95	N/A	10272.95	8933.00	INR	No	10272.95	8933.00
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	93436.5	N/A	93436.5	81248	INR	Yes	3716.58	3231.81
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	12164.28	N/A	12164.28	10577.20	INR	No	12163.78	10577.20
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6411.80	N/A	6411.80	5575.25	INR	No	6411.80	5575.25
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	92389	N/A	92389	80338.5	INR	Yes	1836.50	1596.95
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	82511	N/A	82511	71748.75	INR	Yes	3279.07	2851.37
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9967.34	N/A	9967.34	8667.25	INR	Yes	9967.34	8667.25

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	309903.93	N/A	309903.93	269481.68	USD	No	356389.53	309903.93
NYBOT	CC	COCOA NYBOT	CC	21904.45	N/A	21904.45	19047.34	USD	Yes	21904.45	19047.34
NYBOT	CT	COTTON NO. 2	CT	3101.79	N/A	3101.79	2697.21	USD	Yes	3101.79	2697.21
NYBOT	DX	NYBOT US DOLLAR FX	DX	2666.60	N/A	2666.60	2318.78	USD	Yes	2666.60	2318.78
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	9519.79	N/A	9519.79	8277.71	USD	No	10947.76	9519.37
NYBOT	KC	COFFEE "C"	KC	17962.61	N/A	17962.61	15619.66	USD	Yes	17962.61	15619.66
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	17793.55	N/A	17793.55	15472.65	USD	Yes	17793.55	15472.65
NYBOT	RS	CANOLA	RS	1248.89	N/A	1248.89	1085.99	CAD	No	1248.89	1085.99
NYBOT	SB	SUGAR NO. 11	SB	2186.24	N/A	2186.24	1901.08	USD	Yes	2186.24	1901.08
NYBOT	SF	SUGAR #16 112000 LBS	SF	4224.65	N/A	4224.65	3673.61	USD	No	4224.65	3673.61

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	N/A	16250	13000	USD	No	16250.00	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	13000	USD	Yes	16550.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16620.00	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	11861.86	N/A	11861.86	10314.66	USD	No	16101.14	11861.86
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	11861.86	N/A	11861.86	10314.66	USD	No	13641.14	11861.86
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25683	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7330.30	N/A	7330.30	6373.02	USD	No	10379.85	7328.97
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1662.00	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2667.32	N/A	2667.32	2133.86	USD	No	2667.32	2133.86
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	1186.19	N/A	1186.19	1031.47	USD	No	1610.11	1186.19
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2321.18	N/A	2321.18	1856.95	USD	No	2321.18	1856.95
NYMEX	NG	HENRY HUB NATURAL GAS	NG	11861.86	N/A	11861.86	10314.66	USD	Yes	16101.14	11861.86
NYMEX	PA	PALLADIUM INDEX	PA	20626.22	N/A	20626.22	16840.16	USD	No	19366.23	16840.16
NYMEX	PL	PLATINUM INDEX	PL	6117.29	N/A	6117.29	4493.30	USD	No	5167.29	4493.30
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1832.35	N/A	1832.35	1593.25	USD	No	2594.70	1832.24
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.43	N/A	8125.43	6500	USD	No	8310.42	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22058.40	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	8945.80	N/A	8945.80	7778.96	USD	No	8945.80	7778.96

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	5353.53	N/A	5353.53	4654.04	USD	No	6156.55	5352.14
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	6212.37	N/A	6212.37	5400.66	USD	No	7144.22	6210.76
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	11045.08	N/A	11045.08	9604.41	USD	No	12701.84	11045.08
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	4742.31	4123.75	6774.73	5891.07	USD	No	7790.95	6774.73
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2385.24	2074.12	3407.48	2963.03	USD	No	3918.61	3407.48
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	63417.54	N/A	63417.54	55145.69	USD	No	72930.17	63417.54

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	24739.70	N/A	24739.70	21509.03	SEK	No	24739.70	21509.03
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17693.94	15386.03	25277.05	21980.04	SEK	Yes	25277.04	21980.04
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	962.785	N/A	962.785	837.204	SEK	No	5849.14	837.204

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	3598552.86	3129176.40	5140789.80	4470252	JPY	Yes	4718320.05	4102887
OSE.JPN	N225M	NIKKEI 225 MINI	225M	359855.29	312917.64	514078.98	447025.20	JPY	Yes	471832.005	410288.70
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	35985.53	31291.76	51407.90	44702.52	JPY	No	47183.20	41028.87
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	148251.40	N/A	148251.40	128911.20	JPY	No	170489.11	148247.88
OSE.JPN	TPXC30	TOPIX CORE30	C30	119177.89	N/A	119177.89	103632.95	JPY	No	119177.89	103632.95
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	532226.40	N/A	532226.40	462767.74	JPY	No	612060.36	532182.90
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1792462.08	N/A	1792462.08	1558662.68	JPY	Yes	2061331.39	1792462.08
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	179246.21	N/A	179246.21	155866.27	JPY	No	206133.14	179246.21
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	49267.28	N/A	49267.28	42840	JPY	No	56657.37	49266
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	110561	N/A	110561	96140	JPY	No	158696.46	137996.92
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	145990.85	N/A	145990.85	126928.71	JPY	No	167889.48	145968.02
OSE.JPN	TOPX	TOPIX INDEX	TPX	1375667.55	1196232.66	1965239.36	1708903.79	JPY	No	2260025.27	1965239.36
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	137566.76	119623.27	196523.94	170890.38	JPY	No	226002.53	196523.94

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	8798.40	N/A	8798.40	7038.72	USD	No	8798.40	7038.72
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250.00	N/A	16250.00	13000	USD	No	16250	13000

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	21904.45	N/A	21904.45	19047.34	USD	No	21904.45	19047.34
QBALGOIUS	CT	COTTON NO. 2	CT	3101.79	N/A	3101.79	2697.21	USD	No	3101.79	2697.21
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2666.60	N/A	2666.60	2318.78	USD	No	2666.60	2318.78
QBALGOIUS	KC	COFFEE "C"	KC	17962.61	N/A	17962.61	15619.66	USD	No	17962.61	15619.66
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	17793.55	N/A	17793.55	15472.65	USD	No	17793.55	15472.65
QBALGOIUS	SB	SUGAR NO. 11	SB	2186.24	N/A	2186.24	1901.08	USD	No	2186.24	1901.08

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	347221.81	N/A	347221.81	301932.01	JPY	No	347221.89	301932.01
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1355.92	N/A	1355.92	1179.06	USD	No	1355.92	1179.06
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1244.21	1081.92	1777.44	1545.60	USD	No	1777.44	1545.60
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	3901.95	N/A	3901.95	3393	USD	No	3901.95	3393
SGX	XIN0I	FTSE CHINA H50	FCH	3449.85	N/A	3449.85	2999.87	USD	No	3449.85	2999.87
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1263.26	N/A	1263.26	1098.49	USD	No	1263.26	1098.49
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1537.66	N/A	1537.66	1337.01	USD	No	1537.66	1337.01
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	575.005	N/A	575.005	500.004	USD	No	575.005	500.004
SGX	INR	UNITED STATES DOLLAR	INR	9985.45	N/A	9985.45	8683.00	USD	No	9985.45	8683.00
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9968.49	N/A	9968.49	8668.25	USD	No	9968.49	8668.25
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2653.51	N/A	2653.51	2307.40	USD	No	2653.51	2307.40
SGX	SGB	SGX MINI JGB INDEX	JB	314747.55	N/A	314747.55	273675.38	JPY	No	314747.55	273675.38
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	397533.22	N/A	397533.22	345681.06	JPY	No	397533.22	345681.06
SGX	KRW	KOREAN WON	KRW	9876.73	N/A	9876.73	8585	USD	No	9876.73	8585
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1974.55	N/A	1974.55	1717	USD	No	1974.55	1717
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6327.21	N/A	6327.21	5501.925	CNH	No	6327.21	5501.925
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1598500	N/A	1598500	1390000	JPY	No	1598500	1390000
SGX	SGXNK	SGX: NIKKEI 225	NK	929292	808080	1327560	1154400	JPY	Yes	1327560	1154400
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	185858.40	161616	265512	230880	JPY	No	265512	230880
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	44829.73	N/A	44829.73	38982.38	USD	No	44829.73	38982.38
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1522.05	1323.52	2174.36	1890.75	SGD	Yes²	2174.36	1890.75
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	6210.77	N/A	6210.77	5397.78	SGD	No	6210.77	5397.78
SGX	STI	SGX STRAITS TIMES INDEX	ST	4608.06	N/A	4608.06	4007.01	SGD	No	4608.06	4007.01
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2445.11	N/A	2445.11	2126.18	USD	No	2445.11	2126.18
SGX	TSR20	SICOM RUBBER	TF	828.00	N/A	828.00	720	USD	No	828	720
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	22181.70	N/A	22181.70	19288.21	JPY	No	22181.45	19288.21
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1592.44	N/A	1592.44	1384.73	USD	No	1592.44	1384.73
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7335.32	N/A	7335.32	6378.54	USD	No	7335.32	6378.54
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	3622.52	3150.02	5175.03	4500.03	USD	No	5175.03	4500.03
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	25308.855	N/A	25308.855	22007.70	CNH	Yes	25308.855	22007.70
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	10593024.83	N/A	10593024.83	9211325.94	JPY	No	10593028.33	9211325.94
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1552.78	N/A	1552.78	1349.49	SGD	No	1552.78	1349.49
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	2118604.97	N/A	2118604.97	1842265.19	JPY	No	2118605.67	1842265.19
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1208.27	N/A	1208.27	1050.67	SGD	No	1267.73	1050.67
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4162.92	N/A	4162.92	3614.15	SGD	No	4156.28	3614.15
SGX	G13	GENTING SINGAPORE LTD	YGEN	656.299	N/A	656.299	555.355	SGD	No	638.658	555.355
SGX	BN4	KEPPEL LTD	YKEP	3543.87	N/A	3543.87	3079.96	SGD	No	3541.96	3079.96
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6033.94	N/A	6033.94	5109.25	SGD	No	5875.64	5109.25
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2772.77	N/A	2772.77	2341.49	SGD	No	2692.71	2341.49
SGX	Y92	THAI BEVERAGE PCL	YTBE	932.086	N/A	932.086	810.51	SGD	No	935.536	810.52
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6396.93	N/A	6396.93	5562.54	SGD	No	6475.55	5562.54
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2674.78	N/A	2674.78	2303.96	SGD	No	2649.57	2303.97
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	25887.49	N/A	25887.49	6023.84	SGD	No	7746.61	6023.84
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	192.412	N/A	192.412	166.837	USD	No	191.863	166.837
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	460	N/A	460	400	USD	No	460	400

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	13526.45	11762.13	19323.50	16803.05	AUD	Yes	19323.50	16803.05
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	780.862	N/A	780.862	679	AUD	No	780.86	679
SNFE	IR	90 DAY BILLS	IR	1892.67	N/A	1892.67	1645.80	AUD	No	1892.67	1645.80
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3262.60	N/A	3262.60	2837.04	AUD	No	3262.61	2837.04
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1237.40	N/A	1237.40	1076.00	AUD	No	1237.41	1076.00

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

Exchange	Symbol	Description	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.

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

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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