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	8132.01	N/A	8132.01	7071.31	EUR	Yes²	8132.01	7071.31

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	8253.67	7177.11
BURSAMY	FBMKLCI	FKLI	FKLI	4025.01	3500	5750.01	5000	MYR	No	5750.01	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	831.675	N/A	831.675	664.901	USD	No	764.675	664.901
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1263.39	N/A	1263.39	1098.60	USD	No	1263.39	1098.60
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	555.993	N/A	555.993	483.472	USD	No	555.993	483.472
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	3017.43	N/A	3017.43	2623.86	USD	No	3017.43	2623.86
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	958.209	N/A	958.209	742.753	USD	No	854.209	742.753
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	3140.57	N/A	3140.57	2730.74	USD	No	3215.57	2730.74
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	5006.36	N/A	5006.36	4349.33	USD	No	5276.36	4349.33
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	5122.53	N/A	5122.53	4451.97	USD	No	5602.53	4451.97
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2870.90	N/A	2870.90	2496.44	USD	Yes	3144.01	2560.01
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	623.13	N/A	623.13	541.676	USD	No	680.968	541.676
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1154.39	N/A	1154.39	1003.63	USD	No	1298.14	1003.63
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1086.35	944.655	1551.93	1349.51	USD	No	1488.10	1294
CBOT	MZC	MICRO CORN FUTURES	MZC	175.731	N/A	175.731	152.81	USD	No	163.082	141.81
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	415.699	N/A	415.699	331.214	USD	No	406.871	353.801
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	236.355	N/A	236.355	205.526	USD	No	252.829	209.416
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	348.031	N/A	348.031	301.549	USD	No	348.623	303.15
CBOT	MZW	MICRO WHEAT FUTURES	MZW	296.862	N/A	296.862	255.967	USD	No	318.045	276.561
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	914.251	N/A	914.251	795.001	USD	No	914.254	795.001
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	915.241	N/A	915.241	795.861	USD	No	948.201	795.861
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3860.31	N/A	3860.31	3356.67	USD	No	4010.31	3356.67
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	4065.93	N/A	4065.93	3535.59	USD	No	4659.93	3535.59
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	7415.60	N/A	7415.60	6448.35	USD	Yes	8915.60	6448.35
CBOT	YC	MINI SIZED CORN FUTURES	XC	353.962	N/A	353.962	305.619	USD	No	326.164	283.621
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	696.063	N/A	696.063	603.098	USD	No	697.246	606.301
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	596.224	N/A	596.224	511.934	USD	No	636.09	553.122
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	373.75	N/A	373.75	325	USD	No	401.323	325.065
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	891.25	N/A	891.25	775.00	USD	No	989.215	775.404
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1121.25	N/A	1121.25	975.00	USD	No	1267.31	975.918
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	690	N/A	690	600	USD	No	751.192	600.17
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	3085.41	N/A	3085.41	2682.97	USD	No	4427.39	3680.34
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	10863.54	9446.55	15519.34	13495.08	USD	Yes	14879.85	12939
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2758.76	N/A	2758.76	2398.92	USD	No	3023.89	2398.92
CBOT	ZB	US TREASURY BOND	ZB	5482.21	N/A	5482.21	4767.14	USD	Yes	6575.96	4767.14
CBOT	ZC	CORN FUTURES	ZC	1769.81	N/A	1769.81	1528.10	USD	Yes	1630.82	1418.10
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1824.16	N/A	1824.16	1586.23	USD	Yes	2042.72	1586.23
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	4047.59	N/A	4047.59	3211.82	USD	Yes	3945.48	3430.85
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2249.95	N/A	2249.95	1956.48	USD	Yes	2422.54	1993.51
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2836.72	N/A	2836.72	2466.71	USD	Yes	3243.22	2466.71
CBOT	ZO	OAT FUTURES	ZO	4529.79	N/A	4529.79	3932.76	USD	Yes	4690.36	4028.76
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1447.18	N/A	1447.18	1258.41	USD	Yes²	1760.42	1422.10
CBOT	ZR	ROUGH RICE FUTURES	ZR	4058.26	N/A	4058.26	3528.74	USD	Yes	4148.92	3459.76
CBOT	ZS	SOYBEAN FUTURES	ZS	3480.31	N/A	3480.31	3015.49	USD	Yes	3486.23	3031.50
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1387.42	N/A	1387.42	1206.46	USD	Yes	1527.99	1206.46
CBOT	ZW	WHEAT FUTURES	ZW	2981.12	N/A	2981.12	2559.67	USD	Yes	3180.45	2765.61

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	3499.34	N/A	3499.34	3042.91	CAD	No	3499.34	3042.91
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1719.00	N/A	1719.00	1494.78	CAD	No	1719.00	1494.78
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	712.011	N/A	712.011	619.138	CAD	No	712.009	619.138
CDE	CRA	3 MONTH CORRA	CRA	482.527	N/A	482.527	419.58	CAD	No	488.899	425.13
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15334.96	13334.75	21907.09	19049.64	CAD	No	21907.09	19049.64
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	12417.47	N/A	12417.47	10797.80	CAD	No	12417.47	10797.80

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	15980.89	N/A	15980.89	13896.42	CHF	Yes	15980.89	13896.42
CEDX	BDE40G	-	DE40F	26834.37	N/A	26834.37	23334.23	EUR	Yes	26834.37	23334.23
CEDX	BES35P	-	ES35F	63058.92	N/A	63058.92	54833.84	EUR	Yes	63058.92	54833.84
CEDX	BEZ50P	-	EZ50F	6187.21	N/A	6187.21	5380.18	EUR	Yes	6187.21	5380.18
CEDX	BFR40P	-	FR40F	8288.44	N/A	8288.44	7207.34	EUR	Yes	8288.44	7207.34
CEDX	BIT40P	-	IT40F	13407.84	N/A	13407.84	11658.99	EUR	Yes	13407.84	11658.99
CEDX	BNL25P	-	NL25F	10095.25	N/A	10095.25	8778.47	EUR	Yes	10095.25	8778.47
CEDX	BNO25G	-	NO25F	12207.48	N/A	12207.48	10615.20	NOK	Yes	12207.48	10615.20
CEDX	BSE30P	-	SE30F	33193.17	N/A	33193.17	28863.63	SEK	Yes	33193.17	28863.63
CEDX	BUK100P	-	UK100F	8651.33	N/A	8651.33	7522.89	GBP	Yes	8651.33	7522.89

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	10001.06	N/A	10001.06	8695.50	USD	No	10001.06	8695.50
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8142.30	N/A	8142.30	7079.50	USD	No	8142.30	7079.50
CFE	VA	S&P 500 VARIANCE	VA	328.756	N/A	328.756	285.875	USD	No	258.75	225
CFE	VIX	CBOE VOLATILITY INDEX	VX	9890.51	N/A	9890.51	8600.45	USD	Yes	28241.43	24557.76
CFE	VIX	CBOE VOLATILITY INDEX	VX29	9700.94	N/A	9700.94	8435.60	USD	No	25953.20	22568
CFE	VIX	CBOE VOLATILITY INDEX	VX30	9700.94	N/A	9700.94	8435.60	USD	No	25953.20	22568
CFE	VIX	CBOE VOLATILITY INDEX	VX31	9700.94	N/A	9700.94	8435.60	USD	No	25953.20	22568
CFE	VIX	CBOE VOLATILITY INDEX	VX32	9700.94	N/A	9700.94	8435.60	USD	No	28229.78	24547.64
CFE	VIX	CBOE VOLATILITY INDEX	VX34	8510	N/A	8510	7400	USD	No	27651.30	24044.61
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	986.525	N/A	986.525	857.847	USD	No	2624.85	2282.48

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	2607.87	N/A	2607.87	2267.71	USD	Yes	2657.87	2267.71
CME	GBP	BRITISH POUND	6B	2530.04	N/A	2530.04	2200.04	USD	Yes	2967.54	2200.04
CME	CAD	CANADIAN DOLLAR	6C	1661.64	N/A	1661.64	1444.91	USD	Yes	1716.64	1444.91
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4139.39	N/A	4139.39	3523.39	USD	Yes	4051.89	3523.39
CME	JPY	JAPANESE YEN	6J	4370.03	N/A	4370.03	3800.02	USD	Yes	5001.28	3800.02
CME	BRE	BRAZILIAN REAL	6L	1784.03	N/A	1784.03	1344.75	USD	Yes²	1914.03	1344.75
CME	6M	MEXICAN PESO	6M	1840	N/A	1840	1600	USD	Yes	1904.99	1600
CME	NZD	NEW ZEALAND DOLLAR	6N	2466.16	N/A	2466.16	2144.49	USD	Yes²	2661.16	2144.49
CME	CHF	SWISS FRANC	6S	6385.01	N/A	6385.01	5400.01	USD	Yes	6210.01	5400.01
CME	ZAR	SOUTH AFRICAN RAND	6Z	2256.11	N/A	2256.11	1961.75	USD	No	2493.61	1961.75
CME	ACDX	AUSTRALIAN DOLLAR	ACD	14897.42	N/A	14897.42	12954.28	CAD	No	14897.42	12954.28
CME	AJY	AUSTRALIAN DOLLAR	AJY	2819703.63	N/A	2819703.63	2326699.15	JPY	No	2675704.03	2326699.15
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	914.137	N/A	914.137	727.858	USD	No	985.175	856.674
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	28662.85	N/A	28662.85	24924.22	USD	No	28662.85	24924.22
CME	BOS	BOSTON HOUSING INDEX	BOS	5088.75	N/A	5088.75	4425	USD	No	5088.75	4425
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	221773.71	N/A	221773.71	174127.46	USD	Yes	200246.58	174127.46
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	280068.125	N/A	280068.125	243537.50	EUR	No	336081.75	292245
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	8406.70	N/A	8406.70	7310.17	USD	No	8290.98	6992.15
CME	CHI	CHICAGO HOUSING INDEX	CHI	3162.50	N/A	3162.50	2750	USD	No	3162.50	2750
CME	CLP	CHILEAN PESO	CHP	5881.93	N/A	5881.93	5097.33	USD	No	5861.93	5097.33
CME	CJY	CANADIAN DOLLAR	CJY	2730257.77	N/A	2730257.77	2374137.19	JPY	No	2730258.37	2374137.19
CME	CNH	UNITED STATES DOLLAR	CNH	24658.38	N/A	24658.38	21432	CNH	No	25358.38	21432
CME	CSC	CHEESE	CSC	6919.59	N/A	6919.59	6017.04	USD	No	7113.24	6150.65
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5249.75	N/A	5249.75	4565.00	USD	No	5249.75	4565.00
CME	CZK	CZECH KORUNA	CZK	20528.24	N/A	20528.24	17850.65	USD	Yes²	20528.24	17850.65
CME	DA	MILK CLASS III INDEX	DC	5384.16	N/A	5384.16	4681.87	USD	Yes	5642.10	4836.60
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	7232.47	N/A	7232.47	6289.10	USD	No	7588.07	6598.33
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2069.70	N/A	2069.70	1761.69	USD	No	2025.95	1761.69
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	19512.21	N/A	19512.21	16627.46	AUD	No	19137.21	16627.46
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	12327.60	N/A	12327.60	10430.22	CAD	No	12002.60	10430.22
CME	ECK	CZECH KORUNA	ECK	9313.62	N/A	9313.62	8098.80	EUR	No	9313.62	8098.80
CME	EHF	HUNGARIAN FORINT	EHF	5500.56	N/A	5500.56	4783.10	EUR	Yes²	5500.56	4783.10
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	17379.28	15112.20	24827.54	21588.86	USD	Yes²	25396.48	21907
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	238331.73	207242.23	340473.90	296060.33	JPY	No	317400	276000
CME	EPZ	POLISH ZLOTY	EPZ	6722.90	N/A	6722.90	5846	EUR	Yes²	6722.90	5846
CME	ES	E-MINI S&P 500	ES	16417.13	14924.66	23453.04	21320.94	USD	Yes	22001.10	20001
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	23240.36	N/A	23240.36	20202.66	USD	No	24330.36	20202.66
CME	ESTR	EURO SHORT-TERM RATE	ESR	747.541	N/A	747.541	650	EUR	No	803.461	650
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	83957.84	N/A	83957.84	73006.82	EUR	No	83957.78	73006.77
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	91194.55	N/A	91194.55	72299.61	USD	Yes	99773.46	86759.53
CME	GSCI	S&P-GSCI INDEX	GD	29921.57	N/A	29921.57	24747.02	USD	No	28459.08	24747.02
CME	GDK	CLASS IV MILK - 200K LBS	GDK	3892.73	N/A	3892.73	3384.98	USD	No	3458.34	3007.25
CME	GF	FEEDER CATTLE	GF	12304.39	N/A	12304.39	9242.95	USD	Yes	10629.39	9242.95
CME	NF	NON FAT DRY MILK INDEX	GNF	7960.54	N/A	7960.54	6702.21	USD	No	8344.57	7256.15
CME	HE	LEAN HOGS	HE	4684.58	N/A	4684.58	4073.55	USD	Yes	4734.58	4073.55
CME	HUF	HUNGARIAN FORINT	HUF	11379.55	N/A	11379.55	9895.26	USD	Yes²	11379.55	9895.26
CME	IBAA	BOVESPA INDEX - USD	IBV	33652.48	N/A	33652.48	29263.02	USD	No	33161.40	28836
CME	ILS	ISRAELI SHEKEL	ILS	37403.55	N/A	37403.55	32524.82	USD	Yes²	39823.55	32524.82
CME	J7	JAPANESE YEN	J7	2185.01	N/A	2185.01	1900.01	USD	No	2500.64	1900.01
CME	KRW	KOREAN WON	KRW	17892.30	N/A	17892.30	15540.125	USD	Yes²	11739.87	10055.375
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4427.50	N/A	4427.50	3850	USD	No	4427.50	3850
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	LBR	LUMBER FUTURES	LBR	3159.61	N/A	3159.61	2735.24	USD	No	2509.83	2182.23
CME	LE	LIVE CATTLE	LE	6004.73	N/A	6004.73	4143.25	USD	Yes	4764.73	4143.25
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	742.933	646.029	1061.33	922.898	USD	No	969.45	843
CME	M6A	AUSTRALIAN DOLLAR	M6A	260.787	N/A	260.787	226.771	USD	No	265.787	226.771
CME	M6B	BRITISH POUND	M6B	253.004	N/A	253.004	220.004	USD	No	296.754	220.004
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	413.939	N/A	413.939	352.339	USD	No	405.189	352.339
CME	MBT	MICRO BITCOIN	MBT	4435.47	N/A	4435.47	3482.55	USD	Yes	4004.93	3482.55
CME	MCD	CANADIAN DOLLAR	MCD	166.164	N/A	166.164	144.491	USD	No	171.664	144.491
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1641.71	1492.47	2345.30	2132.09	USD	Yes	2200	2000
CME	MET	MICRO ETHER	MET	182.539	N/A	182.539	144.599	USD	Yes	199.547	173.519
CME	MIA	MIAMI HOUSING INDEX	MIA	6454.375	N/A	6454.375	5612.50	USD	No	6454.375	5612.50
CME	MIR	INDIAN RUPEE	MIR	1340.94	N/A	1340.94	1166	USD	No	1355.94	1166
CME	MJY	JAPANESE YEN	MJY	437.003	N/A	437.003	380.002	USD	No	500.753	380.002
CME	MNH	UNITED STATES DOLLAR	MNH	2476.58	N/A	2476.58	2153.55	CNH	No	2546.58	2153.55
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	119164.28	103621.12	170234.69	148030.17	JPY	No	158700	138000
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1931.82	N/A	1931.82	1679.79	USD	No	2016.82	1679.79
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2376.91	2160.83	3395.59	3086.90	USD	Yes	3360.56	3023.33
CME	MSF	SWISS FRANC	MSF	638.526	N/A	638.526	540.026	USD	No	621.03	540.026
CME	MSL	MICRO SOLANA	MSL	2504.61	N/A	2504.61	2070.24	USD	No	2543.96	2212.07
CME	MXP	MICRO XRP	MXP	7238.11	N/A	7238.11	6293.75	USD	No	7238.16	6293.75
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1191642.84	1036211.16	1702346.91	1480301.66	JPY	No	1586885	1379900
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	19318.32	N/A	19318.32	16797.90	USD	No	20243.32	16797.90
CME	NOK	NORWEGIAN KRONE	NOK	21657.84	N/A	21657.84	18828.05	USD	No	22457.84	18828.05
CME	NQ	E-MINI NASDAQ 100	NQ	23769.12	21608.29	33955.88	30868.98	USD	Yes	33605.62	30233.31
CME	NYM	NEW YORK HOUSING INDEX	NYM	4795.50	N/A	4795.50	4170.00	USD	No	4795.50	4170.00
CME	PJY	BRITISH POUND	PJY	3056418.00	N/A	3056418.00	2596885.00	JPY	No	2986417.75	2596885.00
CME	PLN	POLISH ZLOTY	PLN	15321.30	N/A	15321.30	13322.87	USD	Yes²	15571.30	13322.87
CME	PSF	BRITISH POUND	PSF	12020.74	N/A	12020.74	10452.82	CHF	No	12120.74	10452.82
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	941.852	N/A	941.852	819.002	USD	No	941.854	819.002
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	208.15	N/A	208.15	181	USD	No	208.15	181
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	208.15	N/A	208.15	181	USD	No	208.15	181
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	644.814	N/A	644.814	560.708	USD	No	657.744	560.708
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	643.873	N/A	643.873	559.89	USD	No	643.878	559.89
CME	QRF	SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE)	QRF	610.65	N/A	610.65	531.00	USD	No	610.65	531.00
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	610.564	N/A	610.564	530.925	USD	No	610.564	530.925
CME	QSF	SPOT-QUOTED S&P 500 (CLEARED FUTURE)	QSF	1435.20	N/A	1435.20	1248.00	USD	No	1435.20	1248.00
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	1436.78	N/A	1436.78	1249.37	USD	No	1456.24	1249.37
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	940.694	N/A	940.694	817.991	USD	No	940.69	817.991
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4222.01	N/A	4222.01	3670.93	CHF	No	4284.51	3670.93
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8070.125	N/A	8070.125	7017.50	USD	Yes²	8070.125	7017.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	9325.87	N/A	9325.87	8109.46	EUR	Yes²	9328.87	8109.46
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6852.75	N/A	6852.75	5404.375	GBP	No	6215.25	5404.375
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	17881.53	N/A	17881.53	15536.22	USD	No	17881.53	15536.22
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	44703.55	N/A	44703.55	38861.63	USD	No	44828.56	38861.63
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10511.74	N/A	10511.74	9139.35	USD	No	11071.74	9139.35
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7429.33	6460.29	10613.33	9228.98	USD	Yes	9691.05	8427
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1438240.33	N/A	1438240.33	1097329.72	JPY	Yes²	1261990.96	1097329.72
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4505.12	N/A	4505.12	3917.50	USD	No	4517.62	3917.50
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	SEK	SWEDISH KRONA	SEK	23262.52	N/A	23262.52	20222.95	USD	No	23812.52	20222.95
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5272.75	N/A	5272.75	4585.00	USD	No	5272.75	4585.00
CME	SGX	SHORT GILT	SG	295674.34	N/A	295674.34	257108.08	USD	No	295674.29	257108.08
CME	SIR	INDIAN RUPEE	SIR	6704.61	N/A	6704.61	5830	USD	No	6779.61	5830
CME	SJY	SWISS FRANC	SJY	4885386.64	N/A	4885386.64	3898163.38	JPY	No	4482887.89	3898163.38
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	32244.86	N/A	32244.86	28039.01	USD	No	33514.86	28039.01
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	50322.01	N/A	50322.01	41404.89	USD	No	50884.33	44241.32
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1852.99	N/A	1852.99	1611.29	GBP	No	1976.11	1696.61
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1460.27	N/A	1460.27	1269.80	USD	No	1718.36	1403.65
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	991.607	N/A	991.607	862.267	USD	Yes	1176.66	957.963
CME	SVX	SCHNEIDER ELECTRIC SE	SU	81263.22	N/A	81263.22	70663.67	USD	No	81263.23	70663.67
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1002.59	N/A	1002.59	871.807	USD	No	1088.66	946.642
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4916.25	N/A	4916.25	4275	USD	No	4916.25	4275
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	14422.31	N/A	14422.31	12538.12	USD	No	15542.31	12538.12
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	13340.16	N/A	13340.16	11129.92	USD	No	12800.16	11129.92
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	10573.79	N/A	10573.79	9193.93	USD	No	11702.60	8816.83
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	20464.93	N/A	20464.93	17791.68	USD	No	20944.93	17791.68
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	27753.87	N/A	27753.87	24128.50	USD	No	27853.88	24128.50
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	6722.03	N/A	6722.03	5844.91	USD	No	7272.03	5844.91
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4197.25	N/A	4197.25	3647.90	USD	No	4472.25	3647.90
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11589.44	N/A	11589.44	10076.46	USD	No	11999.44	10076.46
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	13292.34	N/A	13292.34	11556.81	USD	No	15012.34	11556.81
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	47195.29	N/A	47195.29	41015.88	USD	No	48575.30	41015.88
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	10703.84	N/A	10703.84	9306.03	USD	No	11721.68	9267.20
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	144796.85	N/A	144796.85	125875	USD	No	144802.94	125875

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	251.547	N/A	251.547	176.997	USD	No	203.547	176.997
COMEX	ALI	ALUMINUM INDEX	ALI	6866.78	N/A	6866.78	5971.12	USD	No	7241.78	5971.12
COMEX	GC	GOLD	GC	25204.39	N/A	25204.39	17699.47	USD	Yes	20354.39	17699.47
COMEX	HG	COPPER INDEX	HG	14441.75	N/A	14441.75	12558.05	USD	Yes	14804.25	12558.05
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2774.04	N/A	2774.04	2412.13	USD	No	2614.76	2256.24
COMEX	MGC	E-MICRO GOLD	MGC	2520.44	N/A	2520.44	1769.95	USD	Yes	2035.44	1769.95
COMEX	MHG	MICRO COPPER	MHG	1444.18	N/A	1444.18	1255.80	USD	No	1485.43	1255.80
COMEX	QC	COMEX MINY COPPER	QC	7186.65	N/A	7186.65	6249.26	USD	No	7374.15	6249.26
COMEX	QI	COMEX MINY SILVER	QI	17081.48	N/A	17081.48	11657.81	USD	No	13406.48	11657.81
COMEX	QO	COMEX MINY GOLD	QO	12602.20	N/A	12602.20	8849.73	USD	No	10177.19	8849.73
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	38700.01	N/A	38700.01	33652.19	CNH	No	38700.04	33652.19
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	6905.84	N/A	6905.84	6005.08	USD	No	6905.84	6005.08
COMEX	SI	SILVER INDEX	SI	34162.97	N/A	34162.97	23315.625	USD	Yes	26812.97	23315.625
COMEX	SI	SILVER INDEX	SIL	6832.59	N/A	6832.59	4663.125	USD	No	5362.59	4663.125
COMEX	UX	URANIUM INDEX	UX	3791.35	N/A	3791.35	3296.83	USD	No	3791.35	3296.83

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	40675.50	N/A	40675.50	35370.00	EUR	No	40675.50	35370.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	10314.23	N/A	10314.23	8968.90	EUR	Yes	10174.16	8847.09

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	9331.02	N/A	9331.02	8113.93	CHF	No	9331.02	8113.93
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6550.58	N/A	6550.58	5690.25	EUR	No	6550.58	5690.25
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2979.57	N/A	2979.57	2590.93	EUR	Yes	4280.15	3721.87
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1111.90	N/A	1111.90	966.867	EUR	No	1410.12	1226.19
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3739.41	N/A	3739.41	3251.66	USD	No	3739.41	3251.66
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	35738.78	31077.20	51055.40	44396	EUR	Yes	49719.10	43234
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9446.10	N/A	9446.10	8214.00	EUR	Yes²	9446.10	8214.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7147.76	6215.44	10211.08	8879.20	EUR	No	9943.82	8646.80
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1429.55	1243.09	2042.22	1775.84	EUR	Yes	1988.76	1729.36
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	297.936	N/A	297.936	259.075	EUR	No	286.825	249.413
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2198.17	N/A	2198.17	1910.93	EUR	No	2198.17	1910.93
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3264.275	2838.50	4663.25	4055	EUR	Yes²	4663.25	4055
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1408.18	N/A	1408.18	1224.14	EUR	No	1210.91	1052.66
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4436.02	N/A	4436.02	3853.09	EUR	Yes²	4436.02	3853.09
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	977.447	849.954	1396.35	1214.22	EUR	Yes	1267.46	1102.14
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5841.77	N/A	5841.77	5079.80	EUR	Yes²	5281.12	4592.28
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1848.11	N/A	1848.11	1606.18	EUR	Yes²	1674.33	1455.15
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3569.39	N/A	3569.39	3103.82	EUR	Yes²	3198.35	2781.17
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7013.08	N/A	7013.08	6098.33	EUR	Yes²	6224.43	5412.55
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2645.88	N/A	2645.88	2300.77	EUR	Yes²	2466.61	2144.88
EUREX	ESI	EURO STOXX INSURANCE	FESI	3154.69	N/A	3154.69	2740.08	EUR	Yes²	2705.27	2349.72
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1615.77	N/A	1615.77	1405.02	EUR	Yes²	1263.57	1098.76
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3751.54	N/A	3751.54	3262.21	EUR	Yes²	3659.79	3182.43
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1330.26	N/A	1330.26	1156.75	EUR	Yes²	1330.26	1156.75
EUREX	SXRE	EURO STOXX RETAIL	FESR	3843.71	N/A	3843.71	3342.36	EUR	Yes²	3494.44	3038.65
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1140.25	N/A	1140.25	991.00	EUR	Yes²	1063.17	924.005
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1230.38	N/A	1230.38	1069.90	EUR	Yes²	1029.54	895.25
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1734.50	N/A	1734.50	1507.87	EUR	Yes	1427.62	1241.09
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1193.16	N/A	1193.16	1037.53	EUR	Yes²	1017.45	884.742
EUREX	ESTX50	EURO STOXX50	FESX	3032.23	2636.72	4331.75	3766.74	EUR	Yes	4198.535	3650.90
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	17089.70	N/A	17089.70	14860.61	EUR	Yes²	17089.70	14860.61
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5467.46	N/A	5467.46	4754.32	EUR	Yes²	5560.06	4834.83
EUREX	EU3	THREE MONTH EURIBOR	FEU3	360.406	N/A	360.406	313.396	EUR	Yes	360.406	313.396
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2658.11	2311.40	3797.30	3302.00	EUR	Yes	3797.30	3302.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9019.58	N/A	9019.58	7834.62	EUR	Yes²	9019.58	7834.62
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1061.42	N/A	1061.42	921.258	GBP	No	1061.42	921.258
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2540.20	N/A	2540.20	2208.87	EUR	Yes	2944.00	2560.00
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1604.17	N/A	1604.17	1394.93	EUR	Yes	1604.17	1394.93
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	607.673	N/A	607.673	528.412	EUR	Yes	607.673	528.412
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	5830.60	N/A	5830.60	5070.09	EUR	Yes	5830.60	5070.09
EUREX	DJESL	EURO STOXX LARGE	FLCE	2434.88	N/A	2434.88	2116.27	EUR	No	2126.83	1848.53
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2225.84	N/A	2225.84	1935.105	EUR	No	1744.41	1516.56
EUREX	DJESM	EURO STOXX MID	FMCE	2235.28	N/A	2235.28	1943.22	EUR	No	1758.68	1528.89
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1621.02	1409.54	2315.75	2013.62	USD	No	2968.75	2581.43
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2325.22	N/A	2325.22	2021.61	EUR	Yes²	1857.12	1614.635
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	4081.77	3549.29	5831.10	5070.41	USD	No	5013.42	4359.40
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	8970.78	N/A	8970.78	7798.57	USD	No	8970.78	7798.57
EUREX	MXEU	MSCI EUROPE	FMEP	1514.70	N/A	1514.70	1316.90	EUR	No	1514.70	1316.90
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2023.12	1759.17	2890.18	2513.10	EUR	No	2404.09	2090.43
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	7364.06	6403.29	10520.09	9147.55	USD	No	9240.57	8034.97
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5877.55	N/A	5877.55	5110.59	USD	No	5422.59	4715
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	11576.21	N/A	11576.21	10064.90	USD	No	11576.21	10064.90
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	3441.14	2992.27	4915.92	4274.67	EUR	No	3381.58	2940.48
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6200.88	5391.97	8858.39	7702.81	USD	No	8018.59	6972.56
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6511.94	N/A	6511.94	5659.46	USD	No	6511.94	5659.46
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2435.19	N/A	2435.19	2117.56	EUR	No	2645.26	2300.23
EUREX	DJESS	EURO STOXX SMALL	FSCE	1403.13	N/A	1403.13	1219.75	EUR	No	1163.16	1011.14
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1558.73	N/A	1558.73	1355.33	EUR	No	1284.01	1116.46
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1069.43	929.904	1527.75	1328.43	EUR	No	1188.65	1033.57
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3547.77	N/A	3547.77	3085.01	CHF	Yes²	3547.77	3085.01
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8884.90	N/A	8884.90	7726.00	CHF	No	8884.90	7726.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	6994.24	6081.95	9991.775	8688.50	CHF	Yes	7098.79	6172.86
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3554.45	N/A	3554.45	3088.56	CHF	Yes²	3554.45	3088.56
EUREX	SMI	SWISS MARKET INDEX	FSMS	699.424	608.195	999.1775	868.85	CHF	No	709.879	617.286
EUREX	MDAX	MIDCAP DAX	FSMX	2997.68	N/A	2997.68	2606.49	EUR	No	2438.73	2120.48
EUREX	ST3	THREE MONTH ESTR	FST3	112.806	N/A	112.806	98.0922	EUR	No	112.806	98.0922
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2920.89	N/A	2920.89	2539.82	EUR	Yes²	2713.49	2359.48
EUREX	SX7P	STOXX 600 BANKS	FSTB	1270.41	1104.68	1814.88	1578.11	EUR	Yes	1528.08	1328.73
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4927.01	N/A	4927.01	4280.40	EUR	Yes²	4207.79	3655.57
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1235.27	1074.14	1764.67	1534.48	EUR	Yes	1612.81	1402.425
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4770.33	N/A	4770.33	4144.10	EUR	Yes²	3821.20	3319.57
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4799.32	N/A	4799.32	4172.17	EUR	Yes²	4334.34	3767.95
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4399.62	N/A	4399.62	3825.51	EUR	Yes²	3213.42	2794.10
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2976.06	N/A	2976.06	2587.21	EUR	Yes²	2439.70	2120.93
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	705.721	N/A	705.721	613.614	EUR	No	705.721	613.614
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1773.00	N/A	1773.00	1541.04	EUR	Yes²	1588.58	1380.75
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3836.50	N/A	3836.50	3335.14	EUR	Yes²	3698.36	3215.055
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1843.77	N/A	1843.77	1603.00	EUR	Yes²	1874.71	1629.90
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1485.59	N/A	1485.59	1290.86	EUR	Yes²	1543.52	1341.20
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3079.73	N/A	3079.73	2677.91	EUR	Yes	3266.75	2840.53
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	729.209	N/A	729.209	634.00	EUR	Yes²	729.209	634.00
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1641.44	N/A	1641.44	1427.27	EUR	Yes	1407.00	1223.42
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1391.45	N/A	1391.45	1209.55	EUR	Yes²	1197.82	1041.23
EUREX	STX	STOXX50	FSTX	3492.15	N/A	3492.15	3036.22	EUR	Yes²	2633.88	2290
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7337.67	N/A	7337.67	6379.32	EUR	Yes²	7337.67	6379.32
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3401.60	N/A	3401.60	2954.81	EUR	Yes²	3401.60	2954.81
EUREX	ESTX50	EURO STOXX50	FSXE	303.223	263.672	433.175	376.674	EUR	No	419.8535	365.09
EUREX	TDX	TECDAX	FTDX	7719.65	N/A	7719.65	6712.74	EUR	Yes²	7719.65	6712.74
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	962.88	N/A	962.88	836.745	USD	No	962.88	836.745
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	939.2625	N/A	939.2625	816.75	EUR	Yes	2253.195	1959.30
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2342.55	N/A	2342.55	2035.44	EUR	No	1922.56	1670.51
EUREX	DJ600	STOXX 600 INDEX	FXXP	1505.96	1309.53	2151.37	1870.755	EUR	Yes	1744.21	1516.705

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	8718.60	N/A	8718.60	7581.39	EUR	No	8718.60	7581.39
FTA	EOE	AMS EOE INDEX	FTI	11980.07	10417.45	17114.38	14882.07	EUR	Yes	12718.42	11059.50
FTA	EOE	AMS EOE INDEX	MFA	1198.01	1041.75	1711.44	1488.21	EUR	No	1271.84	1105.95

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	66341.14	N/A	66341.14	57687.94	HKD	No	66341.14	57687.94
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24609.195	N/A	24609.195	21399.30	CNH	Yes	24609.195	21399.30
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3105.35	N/A	3105.35	2700.30	HKD	No	3105.34	2700.30
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9202.07	N/A	9202.07	8001.80	HKD	No	9202.07	8001.80
HKFE	GDR	CNH GOLD FUTURES	GDR	145224.52	N/A	145224.52	126282.19	CNH	No	145224.52	126282.19
HKFE	GDU	USD GOLD FUTURES	GDU	21484.28	N/A	21484.28	18681.98	USD	No	21484.28	18681.98
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	41982.36	36506.40	59974.80	52152	HKD	Yes	59974.80	52152
HKFE	HSI	HANG SENG STOCK INDEX	HSI	95245.02	82821.76	136064.32	118316.80	HKD	Yes	136064.32	118316.80
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	33686.93	29292.98	48124.19	41847.12	HKD	Yes	48124.19	41847.12
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	3939.99	N/A	3939.99	3426.08	USD	No	3939.99	3426.08
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8396.47	7301.28	11994.96	10430.40	HKD	Yes	11994.96	10430.40
HKFE	MCS	UNITED STATES DOLLAR	MCS	4926.04	N/A	4926.04	4279.74	CNH	No	4926.04	4279.74
HKFE	MHI	MINI HANG SENG INDEX	MHI	19049.00	16564.35	27212.86	23663.36	HKD	Yes	27212.86	23663.36
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2438.05	N/A	2438.05	2120.04	USD	No	2438.05	2120.04
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5838.76	N/A	5838.76	5077.18	USD	No	5838.76	5077.18
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	7716.08	N/A	7716.08	6709.49	USD	No	7716.08	6709.49
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	56781.25	N/A	56781.25	49375	HKD	No	119657.50	104050

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	158.569	N/A	158.569	137.88	EUR	No	158.562	137.88
ICEEU	SG	GENERALI	G	2919.22	N/A	2919.22	2538.45	GBP	No	2919.21	2538.45
ICEEU	H	MEDIUM GILT	H	5198.68	N/A	5198.68	4520.59	GBP	No	5198.67	4520.59
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	5528.70	N/A	5528.70	4806.88	USD	No	5528.70	4806.88
ICEEU	O	5 YEAR EURO SWAPNOTE	O	3453.00	N/A	3453.00	3002.61	EUR	No	3453.00	3002.61
ICEEU	P	10 YEAR EURO SWAPNOTE	P	6947.65	N/A	6947.65	6041.43	EUR	No	6947.64	6041.43
ICEEU	R	LONG GILT	R	3708.13	N/A	3708.13	3224.46	GBP	No	3708.13	3224.46
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	289.225	N/A	289.225	251.50	GBP	Yes	289.225	251.50
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	684.83	N/A	684.83	595.504	GBP	No	750.389	652.503
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1532.07	N/A	1532.07	1332.23	EUR	No	1532.07	1332.23
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	695.52	N/A	695.52	604.80	GBP	No	695.52	604.80
ICEEU	Y	FTSE 250 INDEX	Y2	4811.59	N/A	4811.59	4183.40	GBP	No	4811.59	4183.40
ICEEU	Z	FTSE 100 INDEX	Z	4846.92	4214.71	6924.17	6021.02	GBP	Yes	6924.18	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	9591	N/A	9591	8340	GBP	No	10768.07	9363.54
ICEEUSOFT	D	ROBUSTA COFFEE	RC	5462.50	N/A	5462.50	4750	USD	No	7157.40	6223.82
ICEEUSOFT	T	WHEAT	T	2489.35	N/A	2489.35	2164.65	GBP	No	2361.85	2053.78
ICEEUSOFT	W	WHITE SUGAR	W	2006.72	N/A	2006.72	1744.98	USD	No	2025.37	1761.19

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	7823.61	N/A	7823.61	6803.14	USD	No	7484.22	6508.01
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	24507938.22	N/A	24507938.22	21311250.625	JPY	No	24507938.84	21311250.625
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10278.16	N/A	10278.16	8935.68	USD	No	10728.50	9327.20
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13144.70	N/A	13144.70	11430.17	CAD	No	14397.67	12519.71
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6215.03	N/A	6215.03	5404.375	GBP	No	6532.85	5680.74
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	20731.71	N/A	20731.71	18027.58	AUD	No	20262.67	17619.71
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	7094.98	N/A	7094.98	6169.55	CHF	No	6926.82	6023.33
ICEUS	ZY	SWISS FRANC	KZY	4482887.89	N/A	4482887.89	3898163.38	JPY	No	4402696.71	3828430.84
ICEUS	MP	BRITISH POUND	MP	6711.52	N/A	6711.52	5836.10	USD	No	7464.06	6490.49
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	12210.94	N/A	12210.94	10618.21	CHF	No	12582.97	10941.71
ICEUS	GBP	BRITISH POUND	SY	2986418.00	N/A	2986418.00	2596885.00	JPY	No	3104773.30	2699802.87

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	2290.80	N/A	2290.80	1992	EUR	No	2290.80	1992
IDEM	FTMIB	FTSE MIB INDEX	FIB	20004.53	17395.245	28577.90	24850.35	EUR	Yes	28577.90	24850.35
IDEM	FTMIB	FTSE MIB INDEX	MICR	800.181	695.81	1143.12	994.014	EUR	No	1143.12	994.014
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	4000.91	3479.05	5715.58	4970.07	EUR	No	5715.58	4970.07
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1096.14	N/A	1096.14	953.167	EUR	No	1096.14	953.166

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	21045.82	N/A	21045.82	18300.72	USD	No	23086.35	20075.09
IPE	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	8425.95	N/A	8425.95	6740.76	USD	No	8425.95	6740.76
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	25903.42	N/A	25903.42	22524.71	USD	No	25609.42	22269.06
IPE	NGF	ICE UK NATURAL GAS	NGF	5379.94	N/A	5379.94	4678.21	GBP	No	26102	4678.21
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	20962.05	N/A	20962.05	16769.64	USD	No	20991.16	16792.93
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14514.18	N/A	14514.18	11611.34	USD	Yes	14541.15	11632.92

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	8623562.50	7498750	12319375	10712500	KRW	Yes	12319375	10712500
KSE	K200M	MINI KOSPI200 INDEX	05	1723424.80	1498630.08	2462035.43	2140900.12	KRW	Yes	2462035.13	2140900.12
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1211936.86	916930.02	1731338.375	1309900.02	KRW	No	1731338.375	1309900.02
KSE	005930	HANG SENG BANK LTD	11	191770.04	N/A	191770.04	153063.14	KRW	No	176022.62	153063.14
KSE	017670	HENDERSON LAND DEVELOPMENT	12	159574.60	N/A	159574.60	138760.52	KRW	No	159616.67	138760.52
KSE	005490	POSCO HOLDINGS INC	13	970912.78	N/A	970912.78	789153.44	KRW	No	907526.45	789153.44
KSE	030200	KTCORPORATION	14	171096.34	N/A	171096.34	141018.83	KRW	No	162171.65	141018.83
KSE	015760	KOREA ELECTRIC POWER CORP	15	107489.22	N/A	107489.22	93468.89	KRW	No	110864.76	93468.89
KSE	005380	SUN HUNG KAI PROPERTIES	16	600208.27	N/A	600208.27	521920.23	KRW	No	602889.12	521920.23
KSE	016360	NEW WORLD DEVELOPMENT	17	224500.98	N/A	224500.98	195218.24	KRW	No	229373.91	195218.24
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	201704.61	N/A	201704.61	175395.31	KRW	No	214285.81	175395.31
KSE	000270	SWIRE PACIFIC LTD - CL A	19	293153.80	N/A	293153.80	251174.10	KRW	No	288850.22	251174.10
KSE	012330	HYUNDAI MOBIS CO LTD	20	904640.76	N/A	904640.76	786644.14	KRW	No	986217.52	786644.14
KSE	006400	SAMSUNG SDI CO LTD	22	584131.78	N/A	584131.78	427322.19	KRW	No	491420.52	427322.19
KSE	009150	BANK OF EAST ASIA LTD	23	395618.01	N/A	395618.01	344015.66	KRW	No	396680.77	344015.66
KSE	066570	LG ELECTRONICS INC	24	217575.49	N/A	217575.49	189196.07	KRW	No	219359.80	189196.07
KSE	036460	KOREA GAS CORPORATION	28	131872.68	N/A	131872.68	114671.89	KRW	No	132560.25	114671.89
KSE	004020	HYUNDAI STEEL CO	32	115149.18	N/A	115149.18	82930.11	KRW	No	95369.62	82930.11
KSE	003550	LG CORP	34	242391.79	N/A	242391.79	210775.47	KRW	No	260493.68	210775.47
KSE	078930	GS HOLDINGS	35	152360.56	N/A	152360.56	132487.44	KRW	No	161310.32	132487.44
KSE	033780	KT & G CORPORATION	36	399282.26	N/A	399282.26	340251.84	KRW	No	391289.61	340251.84
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	949367.86	N/A	949367.86	825537.27	KRW	No	1041516.90	825537.27
KSE	086790	HANA FINANCIAL GROUP	40	267649.15	N/A	267649.15	231351.17	KRW	No	266053.85	231351.17
KSE	096770	SK INNOVATION CO LTD	41	349159.61	N/A	349159.61	303617.05	KRW	No	400627.81	303617.05
KSE	001040	CJ CORP	42	472952.55	N/A	472952.55	411263.09	KRW	No	539004.93	411263.09
KSE	034220	LG DISPLAY CO LTD	45	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	105560	KB FINANCIAL GROUP INC	46	337040.02	N/A	337040.02	293078.28	KRW	No	340353.13	293078.28
KSE	051910	LG CHEM LTD	47	790658.96	N/A	790658.96	687529.53	KRW	No	795777.00	687529.53
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	97128.75	N/A	97128.75	68585	KRW	No	97128.75	68585
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	000660	SK HYNIX INC	50	857028.16	N/A	857028.16	745241.875	KRW	No	887995.54	745241.875
KSE	006360	GS ENGINEERING & CONSTRUCT	51	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	139480	E-MART INC	54	283944.68	N/A	283944.68	246908.42	KRW	No	300578.32	246908.42
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	128409.94	N/A	128409.94	111660.82	KRW	No	130553.20	111660.82
KSE	035420	NAVER CORP	56	748817.51	N/A	748817.51	651145.66	KRW	No	808400.12	651145.66
KSE	003490	KOREAN AIR LINES CO LTD	57	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	933249	N/A	933249	649926.27	KRW	No	933249	649926.27
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3082341	N/A	3082341	2054894	KRW	No	3082341	2054894
KSE	KWY	UNITED STATES DOLLAR	75	1582055.43	N/A	1582055.43	1375699.95	KRW	No	3164109.89	2751399.90
KSE	032640	LG UPLUS CORP	B0	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	010950	S-OILCORPORATION	B2	185833.71	N/A	185833.71	161594.53	KRW	No	195211.83	161594.53
KSE	010130	KOREA ZINC CO LTD	B3	2508537.19	N/A	2508537.19	2130337.81	KRW	No	2449888.48	2130337.81
KSE	024110	INDUSTRIALBANKOFKOREA	B4	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	001680	DAESANG CORPORATION	B6	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	047050	POSCO INTERNATIONAL CORP	B7	149707.50	N/A	149707.50	129225.44	KRW	No	148609.26	129225.44
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	252285	N/A	252285	168190	KRW	No	252285	168190
KSE	023530	BARLEY FUTURES	BA	227386.58	N/A	227386.58	197727.46	KRW	No	238296.46	197727.46
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	228722.71	N/A	228722.71	167114.84	KRW	No	192182.07	167114.84
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	414540	N/A	414540	333727.81	KRW	No	414540	333727.81
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	029780	SAMSUNG CARD CO	BG	164526.60	N/A	164526.60	140516.98	KRW	No	161594.53	140516.98
KSE	036570	NCSOFTCORPORATION	BJ	643254.35	N/A	643254.35	518156.37	KRW	No	595879.82	518156.37
KSE	000080	HITE JINRO CO LTD	BK	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	481983.02	N/A	481983.02	386672.62	KRW	No	444673.51	386672.62
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	250182.95	N/A	250182.95	217550.39	KRW	No	259384.54	217550.39
KSE	000720	DANONE	BN	266049	N/A	266049	182170.23	KRW	No	266049	182170.23
KSE	011210	HYUNDAI WIA CORP	BP	151428.55	N/A	151428.55	127218.06	KRW	No	146300.77	127218.06
KSE	008770	HOTEL SHILLA CO LTD	BQ	145222.30	N/A	145222.30	124834.29	KRW	No	143559.43	124834.29
KSE	035250	KANGWON LAND, INC.	BS	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	138930	BNK FINANCIAL GROUP INC	BT	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	001120	LX INTERNATIONAL CORP	BX	92018.58	N/A	92018.58	79291.72	KRW	No	91185.48	79291.72
KSE	011070	LG INNOTEK CO LTD	BY	455638.85	N/A	455638.85	396207.70	KRW	No	462469.68	396207.70
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	034730	SK INC	C1	740812.50	N/A	740812.50	577123.32	KRW	No	767185.08	577123.32
KSE	001740	SK NETWORKS CO LTD	C2	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	390249.32	N/A	390249.32	307631.82	KRW	No	353776.59	307631.82
KSE	018260	SAMSUNG SDS CO LTD	C5	590793.67	N/A	590793.67	442879.41	KRW	No	509311.33	442879.41
KSE	090430	AMOREPACIFIC CORP	C6	394175.21	N/A	394175.21	342761.05	KRW	No	438219.49	342761.05
KSE	030000	CHEIL WORLDWIDE INC	C7	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	028260	SAMSUNG C&T CORP	C8	513351.20	N/A	513351.20	446392.34	KRW	No	570920.56	446392.34
KSE	000880	HANWHA CORPORATION	C9	551218.50	N/A	551218.50	367479	KRW	No	551218.50	367479
KSE	088350	CARREFOUR SA	CA	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	086280	COCOA NYBOT	CC	410911.80	N/A	410911.80	357314.61	KRW	No	416170.25	357314.61
KSE	010620	HD HYUNDAI MIPO	CD	535570.45	N/A	535570.45	465713.44	KRW	No	607424.13	465713.44
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	83548.17	N/A	83548.17	70509.41	KRW	No	81085.83	70509.41
KSE	035720	KAKAO CORP	CF	221400	N/A	221400	152561.30	KRW	No	221400	152561.30
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	069080	WEBZEN INC	CK	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	096530	LIGHT SWEET CRUDE OIL	CL	95782.50	N/A	95782.50	80922.72	KRW	No	105752.04	80922.72
KSE	022100	POSCO DX CO LTD	CN	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	068270	CELLTRION INC	CP	515371.11	N/A	515371.11	448148.79	KRW	No	519966.32	448148.79
KSE	122870	YG ENTERTAINMENT INC	CQ	251411.63	N/A	251411.63	217048.55	KRW	No	249605.84	217048.55
KSE	051900	LG H&H	CR	952218.76	N/A	952218.76	825537.27	KRW	No	949367.86	825537.27
KSE	002790	AXA SA	CS	94648.22	N/A	94648.22	82302.80	KRW	No	96359.44	82302.80
KSE	000810	COTTON NO. 2	CT	1359125.43	N/A	1359125.43	1181848.20	KRW	No	1371518.15	1181848.20
KSE	008930	HANMI SCIENCE CO LTD	CV	155639.25	N/A	155639.25	119063.05	KRW	No	155639.25	119063.05
KSE	021240	COWAY CO LTD	CW	293299.19	N/A	293299.19	250421.33	KRW	No	287984.53	250421.33
KSE	128940	HANMI PHARM CO LTD	CX	825286.36	N/A	825286.36	717640.31	KRW	No	835847.55	717640.31
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	414415.82	N/A	414415.82	343011.99	KRW	No	394463.79	343011.99
KSE	097950	CJ CHEILJEDANG CORP.	D1	769961.87	N/A	769961.87	647381.80	KRW	No	744489.07	647381.80
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	143270.86	N/A	143270.86	124583.36	KRW	No	161604.30	124583.36
KSE	002380	KCC CORP	D3	1162606.68	N/A	1162606.68	918383.59	KRW	No	1056141.13	918383.59
KSE	012750	S1 CORPORATION	D5	206033.03	N/A	206033.03	179159.16	KRW	No	215669.63	179159.16
KSE	000100	YUHAN CORPORATION	D6	323477.62	N/A	323477.62	281284.88	KRW	No	324617.17	281284.88
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	167587.50	N/A	167587.50	139764.21	KRW	No	176785.69	139764.21
KSE	069960	HYUNDAI DEPT STORE CO	D8	226052.37	N/A	226052.37	196472.85	KRW	No	225943.78	196472.85
KSE	004370	MILK CLASS III INDEX	DA	1152803.84	N/A	1152803.84	1002438.125	KRW	No	1162556.25	1002438.125
KSE	079550	LIG NEX1 CO LTD	DB	2128950	N/A	2128950	1482955.94	KRW	No	2128950	1482955.94
KSE	204320	HL MANDO CO LTD	DC	102006.55	N/A	102006.55	88701.35	KRW	No	103311.92	88701.35
KSE	004170	SHINSEGAE INC	DD	541918.81	N/A	541918.81	471233.75	KRW	No	564853.73	471233.75
KSE	161890	KOLMAR KOREA CO LTD	DE	315109.32	N/A	315109.32	274008.11	KRW	No	351141.78	274008.11
KSE	111770	YOUNGONE CORP	DG	176351.62	N/A	176351.62	150052.06	KRW	No	172559.87	150052.06
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	340171.56	N/A	340171.56	245904.73	KRW	No	282790.44	245904.73
KSE	192820	COSMAX INC	DK	758917.16	N/A	758917.16	659927.97	KRW	No	933629.06	659927.97
KSE	039130	HANA TOUR SERVICE INC	DN	164191.59	N/A	164191.59	142775.29	KRW	No	169292.75	142775.29
KSE	086900	MEDY-TOX INC	DP	472621.22	N/A	472621.22	409255.70	KRW	No	470644.06	409255.70
KSE	078340	COM2US CORP	DR	121195.89	N/A	121195.89	105387.73	KRW	No	122746.84	105387.73
KSE	035760	CJ ENM CO LTD	DT	211140	N/A	211140	173136.99	KRW	No	211140	173136.99
KSE	056190	SFA ENGINEERING CORP	DV	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	241560	DOOSAN BOBCAT INC	DW	166096.34	N/A	166096.34	141018.83	KRW	No	162171.65	141018.83
KSE	017800	CME DRY WHEY INDEX	DY	251551.10	N/A	251551.10	218052.25	KRW	No	250760.08	218052.25
KSE	105630	HANSAE CO LTD	DZ	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	240810	WONIK IPS CO LTD	E0	81951.51	N/A	81951.51	71262.18	KRW	No	82500.24	71262.18
KSE	091700	PARTRON CO LTD	E3	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	041510	SM ENTERTAINMENT CO LTD	E4	393020.99	N/A	393020.99	341757.38	KRW	No	394050.49	341757.38
KSE	251270	NETMARBLE CORP	E5	178908.23	N/A	178908.23	155572.37	KRW	No	184197.73	155572.37
KSE	003670	POSCO FUTURE M CO LTD	E8	469547.24	N/A	469547.24	335404.51	KRW	No	429510	335404.51
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	316140	WOORI FINANCIAL GROUP INC	EB	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	009420	HANALL BIOPHARMA CO LTD	EE	78872.75	N/A	78872.75	68585	KRW	No	83908.68	68585
KSE	035900	JYP ENTERTAINMENT CORP	EF	219366.82	N/A	219366.82	187941.46	KRW	No	216132.68	187941.46
KSE	028670	PAN OCEAN CO LTD	EH	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	305875.36	N/A	305875.36	265978.57	KRW	No	329789.66	265978.57
KSE	093370	FOOSUNG CO LTD	EL	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	375500	DL E&C CO LTD	ER	145797.95	N/A	145797.95	123579.67	KRW	No	142116.62	123579.67
KSE	207940	E-MINI S&P 500	ES	3116465.86	N/A	3116465.86	2709970.31	KRW	No	3356347.31	2709970.31
KSE	028050	SAMSUNG E&A CO LTD	ET	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	272210	HANWHA SYSTEMS CO LTD	EV	248778	N/A	248778	165852	KRW	No	248778	165852
KSE	293490	KAKAO GAMES CORP	EX	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	247540	ECOPRO BM CO LTD	EY	321912	N/A	321912	263971.19	KRW	No	321912	263971.19
KSE	253450	STUDIO DRAGON CORP	EZ	139955.18	N/A	139955.18	119313.97	KRW	No	137211.07	119313.97
KSE	278280	CHUNBO CO LTD	F0	116723.19	N/A	116723.19	101498.43	KRW	No	117216.90	101498.43
KSE	200130	KOLMAR BNH CO LTD	F1	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	036540	SFA SEMICON CO LTD	F2	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	060250	NHN KCP CORP	F3	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	505890	N/A	505890	402982.62	KRW	No	505890	402982.62
KSE	373220	LG ENERGY SOLUTION	F5	940883.22	N/A	940883.22	797935.70	KRW	No	917626.06	797935.70
KSE	323410	KAKAOBANK CORP	F6	101574	N/A	101574	80295.42	KRW	No	101574	80295.42
KSE	377300	KAKAO PAY CORP	F7	460884	N/A	460884	307256	KRW	No	460884	307256
KSE	259960	KRAFTON INC	F8	1020587.35	N/A	1020587.35	885758.83	KRW	No	1018622.65	885758.83
KSE	302440	SK BIOSCIENCE CO LTD	F9	139519.56	N/A	139519.56	121321.36	KRW	No	142305.00	121321.36
KSE	011200	HMM CO LTD	FA	78872.75	N/A	78872.75	68585	KRW	No	78872.75	68585
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	82961.48	N/A	82961.48	72140.42	KRW	No	85023.13	72140.42
KSE	352820	HYBE CO LTD	FC	792101.76	N/A	792101.76	688784.14	KRW	No	832238.27	688784.14
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1155689.45	N/A	1155689.45	1004947.34	KRW	No	1305478.80	1004947.34
KSE	402340	SK SQUARE CO LTD	FE	639450	N/A	639450	460694.96	KRW	No	639450	460694.96
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	285676.04	N/A	285676.04	248413.95	KRW	No	294331.84	248413.95
KSE	383220	F&F CO LTD / NEW	FG	234023.50	N/A	234023.50	203498.69	KRW	No	263018.30	203498.69
KSE	267250	HD HYUNDAI	FH	461718	N/A	461718	345019.375	KRW	No	461718	345019.375
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	350313.85	N/A	350313.85	304620.74	KRW	No	354796.82	304620.74
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	351157.18	N/A	351157.18	292576.43	KRW	No	336462.89	292576.43
KSE	263750	PEARL ABYSS CORP	FL	118310.28	N/A	118310.28	102878.51	KRW	No	123324.30	102878.51
KSE	066970	L&F CO LTD	FM	249690	N/A	249690	166460	KRW	No	249690	166460
KSE	112040	WEMADE CO LTD	FN	118559.25	N/A	118559.25	83682.88	KRW	No	118559.25	83682.88
KSE	196170	ALTEOGEN INC	FP	1540890	N/A	1540890	1101552.73	KRW	No	1540890	1101552.73
KSE	058470	LEENO INDUSTRIAL INC	FQ	148004.20	N/A	148004.20	125963.44	KRW	No	144857.95	125963.44

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	4515.09	N/A	4515.09	3926.14	USD	No	4696.66	4084.02
LMEOTC	CA	CARREFOUR SA	CA	20045.075	N/A	20045.075	17430.50	USD	No	20045.075	17430.50
LMEOTC	PB	LEAD - LME	PB	4981.79	N/A	4981.79	4331.91	USD	No	4958.08	4311.30
LMEOTC	SNLME	TIN FUTURE	SN	32672.64	N/A	32672.64	28371.84	USD	No	34340.19	29819.88
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6795.81	N/A	6795.81	5909.31	USD	No	6831.34	5940.20

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	820.616	N/A	820.616	713.579	EUR	Yes	1429.31	1242.88
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1813.19	N/A	1813.19	1576.68	EUR	Yes	2041.21	1774.96
MATIF	EMA	CORN	EMA	909.017	N/A	909.017	790.355	EUR	No	1089.04	946.881

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	262.128	N/A	262.128	227.651	EUR	No	261.798	227.651
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	9660	8400	13800	12000	EUR	No	13800	12000
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	966	840	1380	1200	EUR	Yes	1380	1200

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	9340.80	N/A	9340.80	8122.43	MXN	No	15015.42	13056.89
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	28853.11	N/A	28853.11	25089.66	MXN	No	28853.11	25089.66
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	57673.53	N/A	57673.53	50144.25	MXN	Yes²	53979.77	46932.70
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11536.22	N/A	11536.22	10028.85	MXN	No	10797.36	9386.54

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	4289.47	N/A	4289.47	3729.97	EUR	No	4289.47	3729.97
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3983.39	N/A	3983.39	3463.81	EUR	No	3983.39	3463.81
MONEP	CAC40	CAC 40	FCE	5448.21	4737.57	7783.16	6767.96	EUR	Yes	6373.82	5542.46
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	15859.27	N/A	15859.27	13790.67	EUR	No	15859.27	13790.67
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10143.19	N/A	10143.19	8820.16	EUR	No	10143.19	8820.16
MONEP	CAC40	CAC 40	MFC	544.821	473.757	778.316	676.796	EUR	No	637.382	554.246

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	328406.05	N/A	328406.05	285570.6	INR	Yes	9339.26	8121.10
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11550.08	N/A	11550.08	10043.50	INR	No	11550.08	10043.50
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	288627.95	N/A	288627.95	250961.75	INR	Yes	4419.38	3842.94
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13373.58	N/A	13373.58	11628.70	INR	No	13373.09	11628.70
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6730.09	N/A	6730.09	5852.25	INR	No	6730.09	5852.25
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	291751.6	N/A	291751.6	253696.8	INR	Yes	2073.90	1803.39
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	268335	N/A	268335	233334.75	INR	Yes	3558.39	3094.25
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9871.60	N/A	9871.60	8584.00	INR	Yes	9871.60	8584.00

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	13061.17	N/A	13061.17	11357.54	USD	No	17916.58	15579.62
NYBOT	CC	COCOA NYBOT	CC	14705.23	N/A	14705.23	12787.16	USD	Yes	15121.62	13149.23
NYBOT	CT	COTTON NO. 2	CT	2305.48	N/A	2305.48	2004.77	USD	Yes	2508.75	2181.52
NYBOT	DX	NYBOT US DOLLAR FX	DX	2420.67	N/A	2420.67	2104.93	USD	Yes	2676.64	2327.52
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	14569.00	N/A	14569.00	12667.32	USD	No	14568.99	12667.32
NYBOT	KC	COFFEE "C"	KC	16816.89	N/A	16816.89	14623.38	USD	Yes	15806.55	13744.83
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	12570.94	N/A	12570.94	10931.19	USD	Yes	12046.40	10475.07
NYBOT	RS	CANOLA	RS	1468.90	N/A	1468.90	1277.30	CAD	No	1480.29	1287.21
NYBOT	SB	SUGAR NO. 11	SB	1816.24	N/A	1816.24	1579.34	USD	Yes	1765.03	1534.81
NYBOT	SF	SUGAR #16 112000 LBS	SF	1824.90	N/A	1824.90	1586.87	USD	No	2240.01	1947.84

New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250.00	N/A	16250.00	13000	USD	No	16250	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	18010.00	N/A	18010.00	13000	USD	Yes	16250	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	18100	N/A	18100	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	7962.54	N/A	7962.54	6602.21	USD	No	7592.54	6602.21
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	7592.54	N/A	7592.54	6602.21	USD	No	7592.54	6602.21
NYMEX	HO	HEATING OIL	HO	27678	N/A	27678	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7479.11	N/A	7479.11	6156.89	USD	No	7089.11	6156.89
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1811	N/A	1811	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	796.254	N/A	796.254	660.221	USD	No	759.254	660.221
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	7962.54	N/A	7962.54	6602.21	USD	Yes	7592.54	6602.21
NYMEX	PA	PALLADIUM INDEX	PA	29345.23	N/A	29345.23	18813.11	USD	No	22017.50	19145.52
NYMEX	PL	PLATINUM INDEX	PL	10240.06	N/A	10240.06	6691.35	USD	No	7695.06	6691.35
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1869.82	N/A	1869.82	1539.22	USD	No	1772.32	1539.22
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	9040	N/A	9040	6500	USD	No	8125	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	23541	N/A	23541	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	7446.86	N/A	7446.86	6475.53	USD	No	8035.52	6987.41

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	6607.66	N/A	6607.66	5744.27	USD	No	6607.66	5744.27
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	8329.26	N/A	8329.26	7240.02	USD	No	8329.26	7240.02
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	11844.54	N/A	11844.54	10299.60	USD	No	11844.54	10299.60
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5637.87	4902.50	8054.10	7003.56	USD	No	8054.10	7003.56
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2820.47	2452.58	4029.24	3503.68	USD	No	4029.24	3503.68
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	62639.52	N/A	62639.52	54469.14	USD	No	62639.51	54469.14

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	24147.21	N/A	24147.21	20997	SEK	No	24147.21	20997
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17655.28	15352.42	25221.83	21932.02	SEK	Yes	25221.83	21932.02
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	961.188	N/A	961.188	835.815	SEK	No	6035.29	835.815

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	2862344.94	2488995.60	4089064.20	3555708	JPY	Yes	3505563.40	3048316
OSE.JPN	N225M	NIKKEI 225 MINI	225M	286234.49	248899.56	408906.42	355570.80	JPY	Yes	350556.34	304831.60
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	28623.45	24889.96	40890.64	35557.08	JPY	No	35055.63	30483.16
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	144531.07	N/A	144531.07	125673.60	JPY	No	144531.07	125673.60
OSE.JPN	TPXC30	TOPIX CORE30	C30	116848.99	N/A	116848.99	101607.82	JPY	No	116848.99	101607.82
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	532970.24	N/A	532970.24	463360.54	JPY	No	532970.24	463360.54
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1994243.85	N/A	1994243.85	1734125.09	JPY	Yes	1914474.10	1664760.08
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	199424.39	N/A	199424.39	173412.51	JPY	No	191447.41	166476.01
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	65986.84	N/A	65986.84	57377.60	JPY	No	65986.84	57377.60
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	130234.625	N/A	130234.625	113247.50	JPY	No	209435.125	182117.50
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	164794.47	N/A	164794.47	143263.45	JPY	No	164794.47	143263.45
OSE.JPN	TOPX	TOPIX INDEX	TPX	1369938.16	1191250.58	1957054.52	1701786.54	JPY	No	1957054.52	1701786.54
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	136993.82	119125.06	195705.45	170178.65	JPY	No	195705.45	170178.65

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	8425.95	N/A	8425.95	6740.76	USD	No	8425.95	6740.76
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14514.18	N/A	14514.18	11611.34	USD	No	14541.15	11632.92

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	14705.23	N/A	14705.23	12787.16	USD	No	15121.62	13149.23
QBALGOIUS	CT	COTTON NO. 2	CT	2305.48	N/A	2305.48	2004.77	USD	No	2508.75	2181.52
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2420.67	N/A	2420.67	2104.93	USD	No	2676.64	2327.52
QBALGOIUS	KC	COFFEE "C"	KC	16816.89	N/A	16816.89	14623.38	USD	No	15806.55	13744.83
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	12570.94	N/A	12570.94	10931.19	USD	No	12046.40	10475.07
QBALGOIUS	SB	SUGAR NO. 11	SB	1816.24	N/A	1816.24	1579.34	USD	No	1765.03	1534.81

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	322155.78	N/A	322155.78	280135.39	JPY	No	332002.83	288698.12
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1897.63	N/A	1897.63	1650.11	USD	No	1871.75	1627.61
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1331.24	1157.60	1901.78	1653.72	USD	No	1901.78	1653.72
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4023.275	N/A	4023.275	3498.50	USD	No	4023.275	3498.50
SGX	XIN0I	FTSE CHINA H50	FCH	3893.59	N/A	3893.59	3385.67	USD	No	3893.59	3385.67
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1104	N/A	1104	960	USD	No	1104	960
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1410.75	N/A	1410.75	1226.45	USD	No	1410.75	1226.45
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1082.82	N/A	1082.82	941.541	USD	No	1082.82	941.541
SGX	INR	UNITED STATES DOLLAR	INR	9866.71	N/A	9866.71	8579.75	USD	No	9866.71	8579.75
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9872.18	N/A	9872.18	8584.50	USD	No	9872.18	8584.50
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2679.50	N/A	2679.50	2330	USD	No	2679.50	2330
SGX	SGB	SGX MINI JGB INDEX	JB	343164.28	N/A	343164.28	298357.32	JPY	No	343164.58	298357.32
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	337084.60	N/A	337084.60	293117.05	JPY	No	339516.54	295231.77
SGX	KRW	KOREAN WON	KRW	10460.69	N/A	10460.69	9096.25	USD	No	10466.94	9096.25
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2092.13	N/A	2092.13	1819.24	USD	No	2095.00	1821.74
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6152.99	N/A	6152.99	5350.425	CNH	No	6152.99	5350.425
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1854490.09	N/A	1854490.09	1612599.98	JPY	No	1854489.97	1612599.98
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2093.01	1820.01	2990.02	2600.01	USD	No	2990.02	2600.01
SGX	SGXNK	SGX: NIKKEI 225	NK	1126993.45	979994.30	1609990.64	1399991.86	JPY	Yes	1609990.64	1399991.86
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	225398.69	195998.86	321998.13	279998.37	JPY	No	321998.13	279998.37
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	44208.78	N/A	44208.78	38442.42	USD	No	44208.78	38442.42
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	5484.14	N/A	5484.14	4767.39	SGD	No	5961.61	5182.46
SGX	STI	SGX STRAITS TIMES INDEX	ST	4787.35	N/A	4787.35	4162.91	SGD	No	4787.35	4162.91
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2775.64	N/A	2775.64	2413.60	USD	No	2754.78	2395.46
SGX	TSR20	SICOM RUBBER	TF	657.871	N/A	657.871	572.062	USD	No	657.871	572.062
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	36800.14	N/A	36800.14	32000.00	JPY	No	36800.64	32000.00
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1772.72	N/A	1772.72	1541.46	USD	No	1772.72	1541.46
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	8334.35	N/A	8334.35	7240.80	USD	No	8268.25	7183.38
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4427.51	3850.01	6325.01	5500.01	USD	No	6325.01	5500.01
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24611.955	N/A	24611.955	21401.70	CNH	Yes	24611.955	21401.70
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9077822.15	N/A	9077822.15	7893758.39	JPY	No	9782203.05	8506261.78
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1371.29	N/A	1371.29	1191.85	SGD	No	1490.68	1295.62
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1815599.13	N/A	1815599.13	1578781.72	JPY	No	1956473.67	1701275.82
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1225.69	N/A	1225.69	1065.82	SGD	No	1246.18	1065.83
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4424.55	N/A	4424.55	3783.07	SGD	No	4350.53	3783.07
SGX	G13	GENTING SINGAPORE LTD	YGEN	638.745	N/A	638.745	555.43	SGD	No	696.603	555.43
SGX	BN4	KEPPEL LTD	YKEP	4049.98	N/A	4049.98	3521.72	SGD	No	4338.11	3521.72
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5993.89	N/A	5993.89	5025.88	SGD	No	5779.76	5025.88
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	4134.04	N/A	4134.04	2943.08	SGD	No	3384.54	2943.08
SGX	Y92	THAI BEVERAGE PCL	YTBE	811.371	N/A	811.371	705.54	SGD	No	825.011	705.55
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6349.45	N/A	6349.45	5521.26	SGD	No	6367.88	5521.26
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2563.61	N/A	2563.61	2229.23	SGD	No	2705.08	2229.22
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	20584.77	N/A	20584.77	4563.52	SGD	No	5248.06	4563.53
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	132.30	N/A	132.30	114.798	USD	No	132.017	114.798
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	575	N/A	575	500	USD	No	575	500

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	1621.63	N/A	1621.63	1410.12	AUD	No	1621.63	1410.12
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3036.00	N/A	3036.00	2640	AUD	No	3036	2640
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1244.36	N/A	1244.36	1082.06	AUD	No	1244.37	1082.06

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