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	8130.17	N/A	8130.17	7069.71	EUR	Yes²	8130.17	7069.71

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	8198.31	7128.96
BURSAMY	FBMKLCI	FKLI	FKLI	4025.01	3500.00	5750.01	5000.00	MYR	No	5750.01	5000.00

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	794.775	N/A	794.775	665.848	USD	No	765.775	665.848
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1403.76	N/A	1403.76	1220.66	USD	No	1417.76	1220.66
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	570.437	N/A	570.437	496.032	USD	No	570.437	496.032
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	3095.82	N/A	3095.82	2692.02	USD	No	3095.82	2692.02
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	924.101	N/A	924.101	772.215	USD	No	888.101	772.215
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	3334.15	N/A	3334.15	2790.13	USD	No	3209.15	2790.13
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	5101.70	N/A	5101.70	4432.57	USD	No	5191.70	4432.57
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	5241.61	N/A	5241.61	4555.46	USD	No	5391.61	4555.46
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3083.04	N/A	3083.04	2517.86	USD	Yes	2884.83	2508.55
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	638.821	N/A	638.821	555.31	USD	No	665.384	555.31
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1167.15	N/A	1167.15	1014.74	USD	No	1188.97	1014.74
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1165.57	947.80	1665.10	1354	USD	No	1495	1300
CBOT	MZC	MICRO CORN FUTURES	MZC	180.605	N/A	180.605	157.048	USD	No	167.69	141.47
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	394.867	N/A	394.867	343.363	USD	No	408.354	352.482
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	317.883	N/A	317.883	207.724	USD	No	238.912	207.75
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	355.686	N/A	355.686	306.031	USD	No	346.388	301.207
CBOT	MZW	MICRO WHEAT FUTURES	MZW	324.327	N/A	324.327	266.806	USD	No	313.743	272.82
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	919.047	N/A	919.047	795.806	USD	No	915.177	795.806
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3967.29	N/A	3967.29	3284.48	USD	No	3777.29	3284.48
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	3887.39	N/A	3887.39	3380.34	USD	No	4153.01	3380.34
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	7452.01	N/A	7452.01	6480.01	USD	Yes	7639.01	6480.01
CBOT	YC	MINI SIZED CORN FUTURES	XC	361.21	N/A	361.21	314.096	USD	No	337.881	282.94
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	711.371	N/A	711.371	612.062	USD	No	692.775	602.413
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	643.655	N/A	643.655	533.613	USD	No	627.486	545.64
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	373.75	N/A	373.75	325	USD	No	383.835	325.073
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	891.25	N/A	891.25	775	USD	No	946.454	775.612
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1121.25	N/A	1121.25	975	USD	No	1202.69	976.256
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	690.003	N/A	690.003	600.003	USD	No	722.015	600.272
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	3429.93	N/A	3429.93	2982.55	USD	No	4344.49	3682.16
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	11655.72	9475.90	16651.02	13537	USD	Yes	14954.60	13004
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2574.91	N/A	2574.91	2239.04	USD	No	2739.60	2239.04
CBOT	ZB	US TREASURY BOND	ZB	5548.97	N/A	5548.97	4825.20	USD	Yes	5767.22	4825.20
CBOT	ZC	CORN FUTURES	ZC	1806.05	N/A	1806.05	1570.48	USD	Yes	1689.40	1414.70
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1708.46	N/A	1708.46	1485.62	USD	Yes	1849.02	1485.62
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3829.02	N/A	3829.02	3329.59	USD	Yes	4008.72	3418.02
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2492.98	N/A	2492.98	1976.50	USD	Yes	2273.25	1976.74
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2682.31	N/A	2682.31	2332.44	USD	Yes	2901.43	2332.44
CBOT	ZO	OAT FUTURES	ZO	4454.44	N/A	4454.44	3856.24	USD	Yes	4624.98	4015.15
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1559.70	N/A	1559.70	1356.26	USD	Yes²	1677.01	1422.02
CBOT	ZR	ROUGH RICE FUTURES	ZR	4240.29	N/A	4240.29	3687.00	USD	Yes	4338.24	3520.01
CBOT	ZS	SOYBEAN FUTURES	ZS	3556.86	N/A	3556.86	3060.31	USD	Yes	3463.88	3012.07
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380.01	N/A	1380.01	1200.01	USD	Yes	1482.44	1200.01
CBOT	ZW	WHEAT FUTURES	ZW	3218.27	N/A	3218.27	2668.06	USD	Yes	3137.43	2728.20

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	3426.64	N/A	3426.64	2979.69	CAD	No	3426.64	2979.69
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1775.75	N/A	1775.75	1544.13	CAD	No	1775.75	1544.13
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	713.242	N/A	713.242	620.21	CAD	No	713.2415	620.21
CDE	CRA	3 MONTH CORRA	CRA	485.08	N/A	485.08	421.80	CAD	No	488.899	425.13
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15303.71	13307.58	21862.45	19010.83	CAD	No	21862.45	19010.83
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	12486.46	N/A	12486.46	10857.79	CAD	No	12486.46	10857.79

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	15796.41	N/A	15796.41	13736.01	CHF	Yes	15796.41	13736.01
CEDX	BDE40G	-	DE40F	27540.12	N/A	27540.12	23947.93	EUR	Yes	27540.12	23947.93
CEDX	BES35P	-	ES35F	63743.29	N/A	63743.29	55428.95	EUR	Yes	63743.29	55428.95
CEDX	BEZ50P	-	EZ50F	6352.62	N/A	6352.62	5524.02	EUR	Yes	6352.62	5524.02
CEDX	BFR40P	-	FR40F	8459.71	N/A	8459.71	7356.27	EUR	Yes	8459.71	7356.27
CEDX	BIT40P	-	IT40F	13536.85	N/A	13536.85	11771.18	EUR	Yes	13536.85	11771.18
CEDX	BNL25P	-	NL25F	10156.36	N/A	10156.36	8831.62	EUR	Yes	10156.36	8831.62
CEDX	BNO25G	-	NO25F	12243.84	N/A	12243.84	10646.82	NOK	Yes	12243.84	10646.82
CEDX	BSE30P	-	SE30F	32629.42	N/A	32629.42	28373.41	SEK	Yes	32629.42	28373.41
CEDX	BUK100P	-	UK100F	8537.90	N/A	8537.90	7424.26	GBP	Yes	8537.90	7424.26

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	10006.77	N/A	10006.77	8700.50	USD	No	10006.76	8700.50
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8144.75	N/A	8144.75	7081.50	USD	No	8144.76	7081.50
CFE	VA	S&P 500 VARIANCE	VA	329.475	N/A	329.475	286.50	USD	No	258.75	225
CFE	VIX	CBOE VOLATILITY INDEX	VX	9855.95	N/A	9855.95	8570.39	USD	Yes	26968.12	23450.54
CFE	VIX	CBOE VOLATILITY INDEX	VX29	11789.62	N/A	11789.62	10251.84	USD	No	29753.77	25872.84
CFE	VIX	CBOE VOLATILITY INDEX	VX30	11789.62	N/A	11789.62	10251.84	USD	No	29753.77	25872.84
CFE	VIX	CBOE VOLATILITY INDEX	VX31	11789.62	N/A	11789.62	10251.84	USD	No	29753.77	25872.84
CFE	VIX	CBOE VOLATILITY INDEX	VX32	11789.66	N/A	11789.66	10251.88	USD	No	31013.67	26968.41
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	990.973	N/A	990.973	861.716	USD	No	2611.40	2270.78

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	2849.97	N/A	2849.97	2200	USD	Yes	2530	2200
CME	GBP	BRITISH POUND	6B	2530.02	N/A	2530.02	2200.02	USD	Yes	2661.27	2200.02
CME	CAD	CANADIAN DOLLAR	6C	1736.06	N/A	1736.06	1453.09	USD	Yes	1671.06	1453.09
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3968.66	N/A	3968.66	3451.01	USD	Yes	4356.16	3451.01
CME	JPY	JAPANESE YEN	6J	4370.04	N/A	4370.04	3800.04	USD	Yes	4520.04	3800.04
CME	BRE	BRAZILIAN REAL	6L	1704.66	N/A	1704.66	1359.75	USD	Yes²	2034.66	1359.75
CME	6M	MEXICAN PESO	6M	1840.01	N/A	1840.01	1600.01	USD	Yes	1855.01	1600.01
CME	NZD	NEW ZEALAND DOLLAR	6N	2628.95	N/A	2628.95	2125.18	USD	Yes²	2443.95	2125.18
CME	CHF	SWISS FRANC	6S	6210.01	N/A	6210.01	5400.01	USD	Yes	6741.26	5400.01
CME	ZAR	SOUTH AFRICAN RAND	6Z	2363.57	N/A	2363.57	1957.375	USD	No	2251.07	1957.375
CME	ACDX	AUSTRALIAN DOLLAR	ACD	13747.05	N/A	13747.05	11953.95	CAD	No	13747.05	11953.95
CME	AJY	AUSTRALIAN DOLLAR	AJY	2680972.00	N/A	2680972.00	2239106.61	JPY	No	2574972.60	2239106.61
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	835.364	N/A	835.364	726.404	USD	No	982.543	844.211
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	28942.85	N/A	28942.85	25167.70	USD	No	28942.85	25167.70
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	197773.88	N/A	197773.88	171877.60	USD	Yes	203273.87	171877.60
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	275281.25	N/A	275281.25	239375	EUR	No	330337.50	287250
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	7560.90	N/A	7560.90	6557.30	USD	No	7974.78	6934.59
CME	CHI	CHICAGO HOUSING INDEX	CHI	3162.50	N/A	3162.50	2750	USD	No	3162.50	2750
CME	CLP	CHILEAN PESO	CHP	6041.00	N/A	6041.00	5231.30	USD	No	6016.00	5231.30
CME	CJY	CANADIAN DOLLAR	CJY	2811536.07	N/A	2811536.07	2444813.98	JPY	No	2811536.87	2444813.98
CME	CNH	UNITED STATES DOLLAR	CNH	24668.64	N/A	24668.64	21441	CNH	No	24918.64	21441
CME	CSC	CHEESE	CSC	7463.44	N/A	7463.44	6002.99	USD	No	7077.13	6154.03
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	21085.35	N/A	21085.35	18335.08	USD	Yes²	21085.35	18335.08
CME	DA	MILK CLASS III INDEX	DC	5834.09	N/A	5834.09	4655.73	USD	Yes	5580.78	4852.85
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	7810.82	N/A	7810.82	6792.01	USD	No	7799.70	6686.70
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1984.33	N/A	1984.33	1725.50	USD	No	2178.08	1725.50
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	17754.47	N/A	17754.47	15425.93	AUD	No	19204.47	15425.93
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	12164.98	N/A	12164.98	10571.00	CAD	No	12977.48	10571.00
CME	ECK	CZECH KORUNA	ECK	9304.88	N/A	9304.88	8091.20	EUR	No	9304.88	8091.20
CME	EHF	HUNGARIAN FORINT	EHF	5608.33	N/A	5608.33	4871.59	EUR	Yes²	5602.33	4871.59
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	18967.89	15173.90	27096.98	21677	USD	Yes²	25380.50	22070
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	239684.20	208418.48	342406.00	297740.69	JPY	No	319470	277800
CME	EPZ	POLISH ZLOTY	EPZ	6874.45	N/A	6874.45	5977.79	EUR	Yes²	6874.45	5977.79
CME	ES	E-MINI S&P 500	ES	16958.71	14950.60	24226.73	21358	USD	Yes	22051.70	20047
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	24584.42	N/A	24584.42	20554.01	USD	No	23644.43	20554.01
CME	ESTR	EURO SHORT-TERM RATE	ESR	747.538	N/A	747.538	650.00	EUR	No	822.451	650
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	84939.93	N/A	84939.93	73860.81	EUR	No	84939.89	73860.77
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	81761.77	N/A	81761.77	71053.72	USD	Yes	98054.13	85264.46
CME	GSCI	S&P-GSCI INDEX	GD	29223.07	N/A	29223.07	25411.36	USD	No	29448.06	25411.36
CME	GDK	CLASS IV MILK - 200K LBS	GDK	3779.03	N/A	3779.03	3286.11	USD	No	3458.34	3007.25
CME	GF	FEEDER CATTLE	GF	11330.11	N/A	11330.11	9384.88	USD	Yes	10792.61	9384.88
CME	NF	NON FAT DRY MILK INDEX	GNF	8116.82	N/A	8116.82	6952.88	USD	No	8344.57	7256.15
CME	HE	LEAN HOGS	HE	4839.07	N/A	4839.07	4207.88	USD	Yes	5299.07	4207.88
CME	HUF	HUNGARIAN FORINT	HUF	11371.76	N/A	11371.76	9888.49	USD	Yes²	11383.76	9888.49
CME	IBAA	BOVESPA INDEX - USD	IBV	33821.50	N/A	33821.50	29410	USD	No	33346.55	28997
CME	ILS	ISRAELI SHEKEL	ILS	37143.30	N/A	37143.30	32298.52	USD	Yes²	37143.30	32298.52
CME	J7	JAPANESE YEN	J7	2185.02	N/A	2185.02	1900.02	USD	No	2260.02	1900.02
CME	KRW	KOREAN WON	KRW	17878.91	N/A	17878.91	15523.125	USD	Yes²	11568.71	10044.375
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	3012.99	N/A	3012.99	2619.68	USD	No	2644.36	2203.53
CME	LE	LIVE CATTLE	LE	4996.07	N/A	4996.07	4344.41	USD	Yes	5336.07	4344.41
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	787.63	648.20	1125.19	926	USD	No	976.35	849
CME	M6A	AUSTRALIAN DOLLAR	M6A	284.997	N/A	284.997	220	USD	No	253	220
CME	M6B	BRITISH POUND	M6B	253.002	N/A	253.002	220.002	USD	No	266.127	220.002
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	396.866	N/A	396.866	345.101	USD	No	435.616	345.101
CME	MBT	MICRO BITCOIN	MBT	3955.48	N/A	3955.48	3437.55	USD	Yes	4065.48	3437.55
CME	MCD	CANADIAN DOLLAR	MCD	173.606	N/A	173.606	145.309	USD	No	167.106	145.309
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1695.87	1495.20	2422.67	2136	USD	Yes	2205.50	2005
CME	MET	MICRO ETHER	MET	163.624	N/A	163.624	142.107	USD	Yes	196.108	170.529
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	1340.96	N/A	1340.96	1166	USD	No	1342.96	1166
CME	MJY	JAPANESE YEN	MJY	437.004	N/A	437.004	380.004	USD	No	449.504	380.004
CME	MNH	UNITED STATES DOLLAR	MNH	2477.62	N/A	2477.62	2154.45	CNH	No	2502.62	2154.45
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	119840.63	104209.24	171200.90	148870.34	JPY	No	159735	138900
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1938.11	N/A	1938.11	1685.26	USD	No	2035.61	1685.26
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2385.76	2168.87	3408.23	3098.39	USD	Yes	3359.65	2986
CME	MSF	SWISS FRANC	MSF	621.001	N/A	621.001	540.001	USD	No	673.501	540.001
CME	MSL	MICRO SOLANA	MSL	2413.06	N/A	2413.06	2098.22	USD	No	2535.29	2181.67
CME	MXP	MICRO XRP	MXP	7002.63	N/A	7002.63	6088.75	USD	No	7002.72	6088.75
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1198406.27	1042092.41	1712008.95	1488703.44	JPY	No	1597235	1388900
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	19381.16	N/A	19381.16	16852.56	USD	No	20381.16	16852.56
CME	NOK	NORWEGIAN KRONE	NOK	20922.01	N/A	20922.01	18188.95	USD	No	20922.01	18188.95
CME	NQ	E-MINI NASDAQ 100	NQ	23857.59	21688.72	34082.27	30983.89	USD	Yes	33596.45	29856
CME	NYM	NEW YORK HOUSING INDEX	NYM	4786.875	N/A	4786.875	4162.50	USD	No	4786.875	4162.50
CME	PJY	BRITISH POUND	PJY	2965559.83	N/A	2965559.83	2578747.68	JPY	No	2980559.58	2578747.68
CME	PLN	POLISH ZLOTY	PLN	15366.50	N/A	15366.50	13362.17	USD	Yes²	15676.50	13362.17
CME	PSF	BRITISH POUND	PSF	12465.18	N/A	12465.18	10708.85	CHF	No	12315.18	10708.85
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	928.047	N/A	928.047	806.997	USD	No	933.107	806.997
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	203.55	N/A	203.55	177	USD	No	203.55	177
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	203.55	N/A	203.55	177	USD	No	203.55	177
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	656.054	N/A	656.054	570.482	USD	No	658.344	570.482
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	655.211	N/A	655.211	569.748	USD	No	655.216	569.748
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	610.748	N/A	610.748	531.085	USD	No	623.238	531.085
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	1436.73	N/A	1436.73	1249.33	USD	No	1437.99	1249.33
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	927.561	N/A	927.561	806.571	USD	No	927.557	806.571
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4380.08	N/A	4380.08	3786.69	CHF	No	4355.08	3786.69
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8068.40	N/A	8068.40	7016	USD	Yes²	8068.40	7016
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	9825.92	N/A	9825.92	8544.28	EUR	Yes²	9829.92	8544.28
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6221.34	N/A	6221.34	5409.69	GBP	No	6321.34	5409.69
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	18636.59	N/A	18636.59	15870.39	USD	No	18266.58	15870.39
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	43776.73	N/A	43776.73	38055.26	USD	No	44536.74	38055.26
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	11011.35	N/A	11011.35	9191.18	USD	No	10571.35	9191.18
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7876.30	6480.60	11251.86	9258	USD	Yes	9766.95	8493
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1236383.66	N/A	1236383.66	1075060.91	JPY	Yes²	1256384.29	1075060.91
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4505.12	N/A	4505.12	3917.50	USD	No	4542.62	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	23793.05	N/A	23793.05	20684.25	USD	No	24243.05	20684.25
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5275.625	N/A	5275.625	4587.50	USD	No	5275.625	4587.50
CME	SGX	SHORT GILT	SG	304398.16	N/A	304398.16	264694.01	USD	No	304398.11	264694.01
CME	SIR	INDIAN RUPEE	SIR	6704.64	N/A	6704.64	5830	USD	No	6719.64	5830
CME	SJY	SWISS FRANC	SJY	4431024.79	N/A	4431024.79	3853065.03	JPY	No	4508523.54	3853065.03
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	33310.95	N/A	33310.95	27653.00	USD	No	31800.95	27653.00
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	48267.65	N/A	48267.65	41964.33	USD	No	50762.43	43633.41
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1951.01	N/A	1951.01	1685.66	GBP	No	1951.00	1696.52
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1441.67	N/A	1441.67	1253.63	USD	No	1634.88	1403.51
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	992.364	N/A	992.364	862.925	USD	Yes	1139.11	957.913
CME	SVX	SCHNEIDER ELECTRIC SE	SU	79762.02	N/A	79762.02	69358.28	USD	No	79762.04	69358.28
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1044.08	N/A	1044.08	897.014	USD	No	1088.49	946.494
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	15548.67	N/A	15548.67	12743.77	USD	No	14658.67	12743.77
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	13092.51	N/A	13092.51	11271.11	USD	No	12962.51	11271.11
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	11508.31	N/A	11508.31	9235	USD	No	10216.05	8882.89
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	21212.03	N/A	21212.03	17520.65	USD	No	20152.03	17520.65
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	28369.31	N/A	28369.31	24663.92	USD	No	29339.31	24663.92
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	7243.59	N/A	7243.59	5854.96	USD	No	6733.59	5854.96
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4651.33	N/A	4651.33	3684.13	USD	No	4238.83	3684.13
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	12095.86	N/A	12095.86	10108.19	USD	No	11625.86	10108.19
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	14401.40	N/A	14401.40	11425.63	USD	No	13141.40	11425.63
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	50978.74	N/A	50978.74	42453.08	USD	No	48848.73	42453.08
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	10934.73	N/A	10934.73	9506.76	USD	No	11597.23	9506.76
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	140086.33	N/A	140086.33	121775	USD	No	140093.09	121775

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	215.036	N/A	215.036	179.814	USD	No	206.786	179.814
COMEX	ALI	ALUMINUM INDEX	ALI	7276.15	N/A	7276.15	5946.65	USD	No	6838.65	5946.65
COMEX	GC	GOLD	GC	21378.63	N/A	21378.63	17981.42	USD	Yes	20678.63	17981.42
COMEX	HG	COPPER INDEX	HG	15636.68	N/A	15636.68	11173.20	USD	Yes	12849.18	11173.20
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2797.71	N/A	2797.71	2345.75	USD	No	2582.47	2245.55
COMEX	MGC	E-MICRO GOLD	MGC	2137.86	N/A	2137.86	1798.14	USD	Yes	2067.86	1798.14
COMEX	MHG	MICRO COPPER	MHG	1563.67	N/A	1563.67	1117.32	USD	No	1284.92	1117.32
COMEX	QC	COMEX MINY COPPER	QC	7781.64	N/A	7781.64	5560.12	USD	No	6394.14	5560.12
COMEX	QI	COMEX MINY SILVER	QI	14751.40	N/A	14751.40	11446.88	USD	No	13163.91	11446.88
COMEX	QO	COMEX MINY GOLD	QO	10689.32	N/A	10689.32	8990.71	USD	No	10339.32	8990.71
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	39910.15	N/A	39910.15	34704.48	CNH	No	39910.18	34704.48
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	7045.01	N/A	7045.01	6126.09	USD	No	7045.01	6126.09
COMEX	SI	SILVER INDEX	SI	29502.81	N/A	29502.81	22893.75	USD	Yes	26327.81	22893.75
COMEX	SI	SILVER INDEX	SIL	5900.56	N/A	5900.56	4578.75	USD	No	5265.56	4578.75
COMEX	UX	URANIUM INDEX	UX	3510.31	N/A	3510.31	3052.44	USD	No	3510.31	3052.44

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	40474.25	N/A	40474.25	35195.00	EUR	No	40474.25	35195.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	9526.16	N/A	9526.16	8283.62	EUR	Yes	9955.88	8657.29

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	9474.74	N/A	9474.74	8238.90	CHF	No	9474.74	8238.90
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6328.04	N/A	6328.04	5497.15	EUR	No	6328.04	5497.15
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2977.34	N/A	2977.34	2588.99	EUR	Yes	4276.96	3719.10
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1111.48	N/A	1111.48	966.508	EUR	No	1409.60	1225.74
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3817.17	N/A	3817.17	3319.28	USD	No	3817.17	3319.28
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2645	N/A	2645	2300	EUR	No	2645	2300
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	35258.60	30659.65	50369.425	43799.50	EUR	Yes	49050.95	42653
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9418.50	N/A	9418.50	8190	EUR	Yes²	9418.50	8190
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7051.72	6131.93	10073.885	8759.90	EUR	No	9810.19	8530.60
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1410.34	1226.39	2014.78	1751.98	EUR	Yes	1962.04	1706.12
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	2201.60	N/A	2201.60	1913.91	EUR	No	2201.60	1913.91
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3257.03	2832.20	4652.90	4046	EUR	Yes²	4652.90	4046
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1404.85	N/A	1404.85	1221.25	EUR	No	1240.30	1078.20
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4549.56	N/A	4549.56	3951.58	EUR	Yes²	4549.56	3951.58
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	951.353	827.263	1359.08	1181.80	EUR	Yes	1233.62	1072.71
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5773.87	N/A	5773.87	5020.76	EUR	Yes²	5311.18	4618.42
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1834.91	N/A	1834.91	1594.75	EUR	Yes²	1662.37	1444.79
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3549.78	N/A	3549.78	3086.76	EUR	Yes²	3180.78	2765.895
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6894.54	N/A	6894.54	5995.25	EUR	Yes²	6447.88	5606.86
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2603.41	N/A	2603.41	2263.83	EUR	Yes²	2427.42	2110.80
EUREX	ESI	EURO STOXX INSURANCE	FESI	3111.72	N/A	3111.72	2703.18	EUR	Yes²	2668.43	2318.08
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1641.65	N/A	1641.65	1427.52	EUR	Yes²	1295.65	1126.65
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3691.31	N/A	3691.31	3209.83	EUR	Yes²	3599.51	3130.01
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1324.62	N/A	1324.62	1151.84	EUR	Yes²	1321.92	1149.50
EUREX	SXRE	EURO STOXX RETAIL	FESR	3844.04	N/A	3844.04	3342.64	EUR	Yes²	3497.35	3041.17
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1123.75	N/A	1123.75	976.607	EUR	Yes²	1047.78	910.585
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1236.09	N/A	1236.09	1074.86	EUR	Yes²	1041.90	906.00
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1720.44	N/A	1720.44	1495.65	EUR	Yes	1416.04	1231.03
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1192.71	N/A	1192.71	1037.14	EUR	Yes²	985.106	856.614
EUREX	ESTX50	EURO STOXX50	FESX	2988.93	2599.07	4269.90	3712.96	EUR	Yes	4138.59	3598.77
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	17515.11	N/A	17515.11	15230.53	EUR	Yes²	17515.11	15230.53
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5172.63	N/A	5172.63	4497.94	EUR	Yes²	5504.67	4786.67
EUREX	EU3	THREE MONTH EURIBOR	FEU3	362.382	N/A	362.382	315.115	EUR	Yes	362.382	315.115
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2654.89	2308.60	3792.70	3298.00	EUR	Yes	3792.70	3298.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	8854.19	N/A	8854.19	7690.57	EUR	Yes²	8854.19	7690.57
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1088.67	N/A	1088.67	944.902	GBP	No	1088.67	944.902
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2438.18	N/A	2438.18	2120.15	EUR	Yes	2940.60	2557.04
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1605.02	N/A	1605.02	1395.67	EUR	Yes	1605.02	1395.67
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	604.777	N/A	604.777	525.893	EUR	Yes	604.777	525.893
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	6298.16	N/A	6298.16	5476.66	EUR	Yes	6298.16	5476.66
EUREX	DJESL	EURO STOXX LARGE	FLCE	2402.75	N/A	2402.75	2088.355	EUR	No	2098.77	1824.15
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2205.26	N/A	2205.26	1917.45	EUR	No	1728.28	1502.73
EUREX	DJESM	EURO STOXX MID	FMCE	2216.37	N/A	2216.37	1926.76	EUR	No	1743.81	1515.95
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1650.05	1434.78	2357.22	2049.685	USD	No	3024.43	2629.85
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2315.41	N/A	2315.41	2013.06	EUR	Yes²	1849.29	1607.80
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	4088.26	3554.93	5840.37	5078.47	USD	No	5055.55	4396.03
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	9196.01	N/A	9196.01	7993.45	USD	No	9196.01	7993.45
EUREX	MXEU	MSCI EUROPE	FMEP	1624.99	N/A	1624.99	1413.04	EUR	No	1624.99	1413.04
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2006.01	1744.29	2865.73	2491.84	EUR	No	2383.74	2072.74
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	7358.16	6398.15	10511.65	9140.21	USD	No	9233.11	8028.48
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5865.66	N/A	5865.66	5100.24	USD	No	5561.47	4835.75
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	11752.39	N/A	11752.39	10218.04	USD	No	11752.39	10218.04
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	3446.40	2996.85	4923.43	4281.21	EUR	No	3367.56	2928.29
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6166.48	5362.07	8809.25	7660.10	USD	No	8153.07	7089.52
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6652.85	N/A	6652.85	5781.87	USD	No	6652.85	5781.87
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2600.95	N/A	2600.95	2261.70	EUR	No	2644.62	2299.67
EUREX	DJESS	EURO STOXX SMALL	FSCE	1389.60	N/A	1389.60	1207.90	EUR	No	1151.95	1001.33
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1548.84	N/A	1548.84	1346.72	EUR	No	1275.87	1109.37
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1059.88	921.604	1514.12	1316.58	EUR	No	1178.04	1024.35
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3354.92	N/A	3354.92	2917.32	CHF	Yes²	3354.92	2917.32
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8930.90	N/A	8930.90	7766.00	CHF	No	8930.90	7766.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	7006.88	6092.94	10009.83	8704.20	CHF	Yes	7113.61	6185.75
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3451.97	N/A	3451.97	2999.72	CHF	Yes²	3451.97	2999.72
EUREX	SMI	SWISS MARKET INDEX	FSMS	700.688	609.294	1000.98	870.42	CHF	No	711.361	618.575
EUREX	MDAX	MIDCAP DAX	FSMX	2952.71	N/A	2952.71	2567.38	EUR	No	2399.41	2086.28
EUREX	ST3	THREE MONTH ESTR	FST3	115.446	N/A	115.446	100.387	EUR	No	115.446	100.387
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2883.19	N/A	2883.19	2507.03	EUR	Yes²	2678.46	2329.02
EUREX	SX7P	STOXX 600 BANKS	FSTB	1244.28	1081.95	1777.54	1545.65	EUR	Yes	1496.64	1301.40
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4892.30	N/A	4892.30	4249.98	EUR	Yes²	4178.16	3629.60
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1232.15	1071.42	1760.22	1530.60	EUR	Yes	1598.72	1390.17
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4735.43	N/A	4735.43	4113.72	EUR	Yes²	3793.24	3295.23
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4745.79	N/A	4745.79	4125.58	EUR	Yes²	4286.02	3725.90
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4402.52	N/A	4402.52	3828.03	EUR	Yes²	3154.38	2742.76
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2943.63	N/A	2943.63	2559.26	EUR	Yes²	2413.10	2098.01
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	707.11	N/A	707.11	614.824	EUR	No	707.11	614.824
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1822.31	N/A	1822.31	1583.84	EUR	Yes²	1633.51	1419.75
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3788.62	N/A	3788.62	3293.59	EUR	Yes²	3652.20	3175.00
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1838.61	N/A	1838.61	1598.50	EUR	Yes²	1889.90	1643.09
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1567.78	N/A	1567.78	1362.27	EUR	Yes²	1567.78	1362.27
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3100.12	N/A	3100.12	2695.64	EUR	Yes	3288.37	2859.32
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	734.966	N/A	734.966	639.00	EUR	Yes²	734.966	639.00
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1627.39	N/A	1627.39	1415.05	EUR	Yes	1400.13	1217.44
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1386.39	N/A	1386.39	1205.18	EUR	Yes²	1192.01	1036.22
EUREX	STX	STOXX50	FSTX	3456.11	N/A	3456.11	3004.89	EUR	Yes²	2619.50	2277.50
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7498.09	N/A	7498.09	6518.74	EUR	Yes²	7498.09	6518.74
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3257.57	N/A	3257.57	2829.59	EUR	Yes²	3257.57	2829.59
EUREX	ESTX50	EURO STOXX50	FSXE	298.893	259.907	426.99	371.296	EUR	No	413.859	359.877
EUREX	TDX	TECDAX	FTDX	7931.88	N/A	7931.88	6897.29	EUR	Yes²	7931.88	6897.29
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	984.688	N/A	984.688	855.688	USD	No	984.688	855.688
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	944.179	N/A	944.179	821.025	EUR	Yes	2209.74	1921.51
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2314.92	N/A	2314.92	2011.38	EUR	No	1899.87	1650.75
EUREX	DJ600	STOXX 600 INDEX	FXXP	1492.56	1297.88	2132.23	1854.12	EUR	Yes	1728.69	1503.21

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	8841.63	N/A	8841.63	7688.37	EUR	No	8841.63	7688.37
FTA	EOE	AMS EOE INDEX	FTI	11872.51	10323.92	16960.73	14748.46	EUR	Yes	12604.23	10960.20
FTA	EOE	AMS EOE INDEX	MFA	1187.25	1032.39	1696.07	1474.85	EUR	No	1260.42	1096.02

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	70307.05	N/A	70307.05	61136.57	HKD	No	70307.05	61136.57
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24638.865	N/A	24638.865	21425.10	CNH	Yes	24638.865	21425.10
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3104.89	N/A	3104.89	2699.90	HKD	No	3104.88	2699.90
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9199.77	N/A	9199.77	7999.80	HKD	No	9199.77	7999.80
HKFE	GDR	CNH GOLD FUTURES	GDR	147246.18	N/A	147246.18	128040.14	CNH	No	147246.16	128040.14
HKFE	GDU	USD GOLD FUTURES	GDU	21902.30	N/A	21902.30	19045.47	USD	No	21902.30	19045.47
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	41847.12	36388.80	59781.60	51984	HKD	Yes	59781.60	51984
HKFE	HSI	HANG SENG STOCK INDEX	HSI	95245.09	82821.81	136064.41	118316.88	HKD	Yes	136064.41	118316.88
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	33687.03	29293.07	48124.33	41847.25	HKD	Yes	48124.33	41847.25
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4021.86	N/A	4021.86	3497.27	USD	No	4021.86	3497.27
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8369.42	7277.76	11956.32	10396.80	HKD	Yes	11956.32	10396.80
HKFE	MCS	UNITED STATES DOLLAR	MCS	4931.97	N/A	4931.97	4285.08	CNH	No	4931.97	4285.08
HKFE	MHI	MINI HANG SENG INDEX	MHI	19049.02	16564.36	27212.88	23663.38	HKD	Yes	27212.88	23663.38
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2440.46	N/A	2440.46	2122.14	USD	No	2440.46	2122.14
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5898.72	N/A	5898.72	5129.32	USD	No	5898.72	5129.32
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	7793.87	N/A	7793.87	6777.12	USD	No	7793.87	6777.12
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	53475	N/A	53475	46500	HKD	No	123625	107500

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	2966.09	N/A	2966.09	2579.21	GBP	No	2966.09	2579.21
ICEEU	H	MEDIUM GILT	H	5357.00	N/A	5357.00	4658.26	GBP	No	5357.00	4658.26
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	449.938	N/A	449.938	391.25	EUR	Yes	449.9375	391.25
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5191.31	N/A	5191.31	4513.51	USD	No	5191.31	4513.51
ICEEU	O	5 YEAR EURO SWAPNOTE	O	3361.80	N/A	3361.80	2923.31	EUR	No	3361.80	2923.31
ICEEU	P	10 YEAR EURO SWAPNOTE	P	6915.70	N/A	6915.70	6013.64	EUR	No	6915.69	6013.64
ICEEU	R	LONG GILT	R	3726.80	N/A	3726.80	3240.69	GBP	No	3726.79	3240.69
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	697.206	N/A	697.206	606.266	GBP	No	750.389	652.503
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1413.25	N/A	1413.25	1228.91	EUR	No	1413.25	1228.91
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	692.07	N/A	692.07	601.80	GBP	No	692.07	601.80
ICEEU	Y	FTSE 250 INDEX	Y2	4929.11	N/A	4929.11	4285.52	GBP	No	4929.11	4285.52
ICEEU	Z	FTSE 100 INDEX	Z	4846.94	4214.73	6924.20	6021.04	GBP	Yes	6924.20	6021.04

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	11272.50	9802.18
ICEEUSOFT	D	ROBUSTA COFFEE	RC	6059.43	N/A	6059.43	5269.07	USD	No	7480.77	6505.02
ICEEUSOFT	T	WHEAT	T	2367.21	N/A	2367.21	2058.44	GBP	No	2341.83	2036.38
ICEEUSOFT	W	WHITE SUGAR	W	2141.96	N/A	2141.96	1862.57	USD	No	2060.54	1791.77

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	7396.86	N/A	7396.86	6432.05	USD	No	7431.98	6462.59
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	24564000.72	N/A	24564000.72	21360000.625	JPY	No	24564001.34	21360000.625
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10026.11	N/A	10026.11	8716.50	USD	No	10749.58	9345.47
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13322.12	N/A	13322.12	11584.45	CAD	No	14448.96	12564.31
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6221.14	N/A	6221.14	5409.69	GBP	No	6539.27	5686.32
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	19233.60	N/A	19233.60	16724.87	AUD	No	20445.77	17778.93
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	7298.38	N/A	7298.38	6346.42	CHF	No	6918.62	6016.19
ICEUS	ZY	SWISS FRANC	KZY	4431026.04	N/A	4431026.04	3853065.03	JPY	No	4418160.94	3841879.08
ICEUS	MP	BRITISH POUND	MP	6827.49	N/A	6827.49	5936.95	USD	No	7471.21	6496.70
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	12523.41	N/A	12523.41	10889.92	CHF	No	12554.84	10917.25
ICEUS	GBP	BRITISH POUND	SY	2965560.08	N/A	2965560.08	2578747.68	JPY	No	3108709.97	2703226.06

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	2286.20	N/A	2286.20	1988	EUR	No	2286.20	1988
IDEM	FTMIB	FTSE MIB INDEX	FIB	20155.90	17526.87	28794.15	25038.39	EUR	Yes	28794.15	25038.39
IDEM	FTMIB	FTSE MIB INDEX	MICR	806.236	701.075	1151.77	1001.54	EUR	No	1151.77	1001.54
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	4031.18	3505.37	5758.83	5007.68	EUR	No	5758.83	5007.68
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1105.18	N/A	1105.18	961.022	EUR	No	1105.18	961.022

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	23179.68	N/A	23179.68	20156.25	USD	No	22906.98	19919.11
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250.00	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	26994.43	N/A	26994.43	23473.41	USD	No	25474.04	22151.34
IPE	NGF	ICE UK NATURAL GAS	NGF	5379.94	N/A	5379.94	4678.21	GBP	No	25429.30	4678.21
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	20822.04	N/A	20822.04	16657.63	USD	No	20991.16	16792.93
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14462.825	N/A	14462.825	11570.26	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	8619539.36	7495249.79	12313627.655	10707499.70	KRW	Yes	12313624.655	10707499.70
KSE	K200M	MINI KOSPI200 INDEX	05	1722700.00	1498000.00	2461000.00	2140000.00	KRW	Yes	2461000.12	2140000.00
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1208093.075	912519.98	1725847.25	1303599.98	KRW	No	1725847.25	1303599.98
KSE	005930	HANG SENG BANK LTD	11	174650	N/A	174650	151000	KRW	No	173650	151000
KSE	017670	HENDERSON LAND DEVELOPMENT	12	159125	N/A	159125	137500	KRW	No	158125	137500
KSE	005490	POSCO HOLDINGS INC	13	897000	N/A	897000	780000	KRW	No	897000	780000
KSE	030200	KTCORPORATION	14	170850	N/A	170850	139000	KRW	No	159850	139000
KSE	015760	KOREA ELECTRIC POWER CORP	15	107956.25	N/A	107956.25	93875	KRW	No	108456.25	93875
KSE	005380	SUN HUNG KAI PROPERTIES	16	602312.50	N/A	602312.50	523750	KRW	No	602312.50	523750
KSE	016360	NEW WORLD DEVELOPMENT	17	217637.50	N/A	217637.50	189250	KRW	No	217637.50	189250
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	200675	N/A	200675	174500	KRW	No	200675	174500
KSE	000270	SWIRE PACIFIC LTD - CL A	19	289350	N/A	289350	249000	KRW	No	286350	249000
KSE	012330	HYUNDAI MOBIS CO LTD	20	889812.50	N/A	889812.50	773750	KRW	No	894812.50	773750
KSE	006400	SAMSUNG SDI CO LTD	22	489037.50	N/A	489037.50	425250	KRW	No	489037.50	425250
KSE	009150	BANK OF EAST ASIA LTD	23	390275	N/A	390275	338500	KRW	No	389275	338500
KSE	066570	LG ELECTRONICS INC	24	211887.50	N/A	211887.50	184250	KRW	No	212887.50	184250
KSE	036460	KOREA GAS CORPORATION	28	130300	N/A	130300	112000	KRW	No	128800	112000
KSE	004020	HYUNDAI STEEL CO	32	96168.75	N/A	96168.75	83625	KRW	No	97168.75	83625
KSE	003550	LG CORP	34	236325	N/A	236325	205500	KRW	No	244325	205500
KSE	078930	GS HOLDINGS	35	154375	N/A	154375	132500	KRW	No	152375	132500
KSE	033780	KT & G CORPORATION	36	401025	N/A	401025	343500	KRW	No	395025	343500
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	946562.50	N/A	946562.50	818750	KRW	No	941562.50	818750
KSE	086790	HANA FINANCIAL GROUP	40	270537.50	N/A	270537.50	235250	KRW	No	271537.50	235250
KSE	096770	SK INNOVATION CO LTD	41	334937.50	N/A	334937.50	291250	KRW	No	336937.50	291250
KSE	001040	CJ CORP	42	465737.50	N/A	465737.50	403250	KRW	No	463737.50	403250
KSE	034220	LG DISPLAY CO LTD	45	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	105560	KB FINANCIAL GROUP INC	46	342400	N/A	342400	296000	KRW	No	340400	296000
KSE	051910	LG CHEM LTD	47	747500	N/A	747500	650000	KRW	No	747500	650000
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	97792.50	N/A	97792.50	68705	KRW	No	97792.50	68705
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	000660	SK HYNIX INC	50	807875	N/A	807875	702500	KRW	No	812875	702500
KSE	006360	GS ENGINEERING & CONSTRUCT	51	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	139480	E-MART INC	54	285487.50	N/A	285487.50	248250	KRW	No	285487.50	248250
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	125350	N/A	125350	109000	KRW	No	125350	109000
KSE	035420	NAVER CORP	56	730250	N/A	730250	635000	KRW	No	730250	635000
KSE	003490	KOREAN AIR LINES CO LTD	57	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	932901	N/A	932901	681266.82	KRW	No	932901	681266.82
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3077670	N/A	3077670	2051833.92	KRW	No	3077670	2051833.92
KSE	KWY	UNITED STATES DOLLAR	75	1575615.21	N/A	1575615.21	1370099.98	KRW	No	3151229.94	2740199.95
KSE	032640	LG UPLUS CORP	B0	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	010950	S-OILCORPORATION	B2	183562.50	N/A	183562.50	158750	KRW	No	182562.50	158750
KSE	010130	KOREA ZINC CO LTD	B3	2472375	N/A	2472375	2132500	KRW	No	2452375	2132500
KSE	024110	INDUSTRIALBANKOFKOREA	B4	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	001680	DAESANG CORPORATION	B6	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	047050	POSCO INTERNATIONAL CORP	B7	146050	N/A	146050	127000	KRW	No	146050	127000
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	268548	N/A	268548	179032	KRW	No	268548	179032
KSE	023530	BARLEY FUTURES	BA	228850	N/A	228850	199000	KRW	No	234850	199000
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	191187.50	N/A	191187.50	166250	KRW	No	198187.50	166250
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	418950	N/A	418950	332500	KRW	No	418950	332500
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	029780	SAMSUNG CARD CO	BG	152087.50	N/A	152087.50	132250	KRW	No	155087.50	132250
KSE	036570	NCSOFTCORPORATION	BJ	611562.50	N/A	611562.50	518750	KRW	No	596562.50	518750
KSE	000080	HITE JINRO CO LTD	BK	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	440425	N/A	440425	379500	KRW	No	436425	379500
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	253837.50	N/A	253837.50	217250	KRW	No	249837.50	217250
KSE	000720	DANONE	BN	272322	N/A	272322	184500	KRW	No	272322	184500
KSE	011210	HYUNDAI WIA CORP	BP	136275	N/A	136275	118500	KRW	No	144775	118500
KSE	008770	HOTEL SHILLA CO LTD	BQ	145037.50	N/A	145037.50	125250	KRW	No	144037.50	125250
KSE	035250	KANGWON LAND, INC.	BS	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	138930	BNK FINANCIAL GROUP INC	BT	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	001120	LX INTERNATIONAL CORP	BX	89625	N/A	89625	77500	KRW	No	89125	77500
KSE	011070	LG INNOTEK CO LTD	BY	427225	N/A	427225	371500	KRW	No	433225	371500
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	034730	SK INC	C1	756000	N/A	756000	560000	KRW	No	756000	560000
KSE	001740	SK NETWORKS CO LTD	C2	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	352187.50	N/A	352187.50	306250	KRW	No	356187.50	306250
KSE	018260	SAMSUNG SDS CO LTD	C5	478687.50	N/A	478687.50	416250	KRW	No	479687.50	416250
KSE	090430	AMOREPACIFIC CORP	C6	387262.50	N/A	387262.50	336750	KRW	No	388262.50	336750
KSE	030000	CHEIL WORLDWIDE INC	C7	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	028260	SAMSUNG C&T CORP	C8	490762.50	N/A	490762.50	426750	KRW	No	491762.50	426750
KSE	000880	HANWHA CORPORATION	C9	552415.50	N/A	552415.50	368277	KRW	No	552415.50	368277
KSE	088350	CARREFOUR SA	CA	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	086280	COCOA NYBOT	CC	408537.50	N/A	408537.50	355250	KRW	No	412537.50	355250
KSE	010620	HD HYUNDAI MIPO	CD	544312.50	N/A	544312.50	463750	KRW	No	533312.50	463750
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	79206.25	N/A	79206.25	68875	KRW	No	79706.25	68875
KSE	035720	KAKAO CORP	CF	223245	N/A	223245	151250	KRW	No	223245	151250
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	069080	WEBZEN INC	CK	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	096530	LIGHT SWEET CRUDE OIL	CL	95337	N/A	95337	79500	KRW	No	95337	79500
KSE	022100	POSCO DX CO LTD	CN	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	068270	CELLTRION INC	CP	525622.48	N/A	525622.48	457063.02	KRW	No	527698.85	457063.02
KSE	122870	YG ENTERTAINMENT INC	CQ	250700	N/A	250700	218000	KRW	No	250700	218000
KSE	051900	LG H&H	CR	945750	N/A	945750	805000	KRW	No	925750	805000
KSE	002790	AXA SA	CS	92931.25	N/A	92931.25	80375	KRW	No	92431.25	80375
KSE	000810	COTTON NO. 2	CT	1375687.50	N/A	1375687.50	1196250	KRW	No	1430687.50	1196250
KSE	008930	HANMI SCIENCE CO LTD	CV	150998.25	N/A	150998.25	113875	KRW	No	150998.25	113875
KSE	021240	COWAY CO LTD	CW	288075	N/A	288075	250500	KRW	No	298075	250500
KSE	128940	HANMI PHARM CO LTD	CX	809312.50	N/A	809312.50	703750	KRW	No	809312.50	703750
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	387525	N/A	387525	333500	KRW	No	383525	333500
KSE	097950	CJ CHEILJEDANG CORP.	D1	730250	N/A	730250	635000	KRW	No	730250	635000
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	152325	N/A	152325	125500	KRW	No	144325	125500
KSE	002380	KCC CORP	D3	1023500	N/A	1023500	890000	KRW	No	1038500	890000
KSE	012750	S1 CORPORATION	D5	210000	N/A	210000	180000	KRW	No	207000	180000
KSE	000100	YUHAN CORPORATION	D6	313950	N/A	313950	273000	KRW	No	317950	273000
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	170970	N/A	170970	139000	KRW	No	170970	139000
KSE	069960	HYUNDAI DEPT STORE CO	D8	233112.50	N/A	233112.50	195750	KRW	No	225112.50	195750
KSE	004370	MILK CLASS III INDEX	DA	1162062.50	N/A	1162062.50	988750	KRW	No	1137062.50	988750
KSE	079550	LIG NEX1 CO LTD	DB	2125215	N/A	2125215	1422500	KRW	No	2125215	1422500
KSE	204320	HL MANDO CO LTD	DC	98756.25	N/A	98756.25	85875	KRW	No	101756.25	85875
KSE	004170	SHINSEGAE INC	DD	548225	N/A	548225	471500	KRW	No	542225	471500
KSE	161890	KOLMAR KOREA CO LTD	DE	304750	N/A	304750	265000	KRW	No	307750	265000
KSE	111770	YOUNGONE CORP	DG	170200	N/A	170200	148000	KRW	No	171200	148000
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	297275	N/A	297275	258500	KRW	No	320275	258500
KSE	192820	COSMAX INC	DK	750375	N/A	750375	652500	KRW	No	775375	652500
KSE	039130	HANA TOUR SERVICE INC	DN	167450	N/A	167450	143000	KRW	No	164450	143000
KSE	086900	MEDY-TOX INC	DP	506425	N/A	506425	419500	KRW	No	482425	419500
KSE	078340	COM2US CORP	DR	120750	N/A	120750	105000	KRW	No	124250	105000
KSE	035760	CJ ENM CO LTD	DT	213894	N/A	213894	174250	KRW	No	214387.50	174250
KSE	056190	SFA ENGINEERING CORP	DV	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	241560	DOOSAN BOBCAT INC	DW	162725	N/A	162725	141500	KRW	No	165725	141500
KSE	017800	CME DRY WHEY INDEX	DY	239200	N/A	239200	208000	KRW	No	242200	208000
KSE	105630	HANSAE CO LTD	DZ	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	240810	WONIK IPS CO LTD	E0	80912.50	N/A	80912.50	68705	KRW	No	79010.75	68705
KSE	091700	PARTRON CO LTD	E3	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	041510	SM ENTERTAINMENT CO LTD	E4	384675	N/A	384675	334500	KRW	No	384675	334500
KSE	251270	NETMARBLE CORP	E5	179825	N/A	179825	155500	KRW	No	178825	155500
KSE	003670	POSCO FUTURE M CO LTD	E8	380688	N/A	380688	317913.56	KRW	No	380688	317913.56
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	316140	WOORI FINANCIAL GROUP INC	EB	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	009420	HANALL BIOPHARMA CO LTD	EE	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	035900	JYP ENTERTAINMENT CORP	EF	208125	N/A	208125	177500	KRW	No	204125	177500
KSE	028670	PAN OCEAN CO LTD	EH	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	295074	N/A	295074	253500	KRW	No	295525	253500
KSE	093370	FOOSUNG CO LTD	EL	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	375500	DL E&C CO LTD	ER	143456.25	N/A	143456.25	123875	KRW	No	142456.25	123875
KSE	207940	E-MINI S&P 500	ES	2926750	N/A	2926750	2545000	KRW	No	2936750	2545000
KSE	028050	SAMSUNG E&A CO LTD	ET	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	272210	HANWHA SYSTEMS CO LTD	EV	255204	N/A	255204	170136	KRW	No	255204	170136
KSE	293490	KAKAO GAMES CORP	EX	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	247540	ECOPRO BM CO LTD	EY	308448	N/A	308448	253750	KRW	No	308448	253750
KSE	253450	STUDIO DRAGON CORP	EZ	145637.50	N/A	145637.50	119250	KRW	No	137137.50	119250
KSE	278280	CHUNBO CO LTD	F0	119137.50	N/A	119137.50	99250	KRW	No	114137.50	99250
KSE	200130	KOLMAR BNH CO LTD	F1	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	036540	SFA SEMICON CO LTD	F2	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	060250	NHN KCP CORP	F3	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	515340	N/A	515340	409000	KRW	No	515340	409000
KSE	373220	LG ENERGY SOLUTION	F5	891875	N/A	891875	762500	KRW	No	876875	762500
KSE	323410	KAKAOBANK CORP	F6	98010	N/A	98010	75625	KRW	No	98010	75625
KSE	377300	KAKAO PAY CORP	F7	492150	N/A	492150	328100	KRW	No	492150	328100
KSE	259960	KRAFTON INC	F8	1035000	N/A	1035000	900000	KRW	No	1040000	900000
KSE	302440	SK BIOSCIENCE CO LTD	F9	138850	N/A	138850	119000	KRW	No	136850	119000
KSE	011200	HMM CO LTD	FA	79010.75	N/A	79010.75	68705	KRW	No	79010.75	68705
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	83718.75	N/A	83718.75	70625	KRW	No	81218.75	70625
KSE	352820	HYBE CO LTD	FC	796375	N/A	796375	692500	KRW	No	801375	692500
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1135625	N/A	1135625	987500	KRW	No	1140625	987500
KSE	402340	SK SQUARE CO LTD	FE	665910	N/A	665910	453000	KRW	No	665910	453000
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	269675	N/A	269675	234500	KRW	No	274675	234500
KSE	383220	F&F CO LTD / NEW	FG	237175	N/A	237175	204500	KRW	No	235175	204500
KSE	267250	HD HYUNDAI	FH	461718	N/A	461718	340500	KRW	No	461718	340500
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	350600	N/A	350600	304000	KRW	No	349600	304000
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	336375	N/A	336375	292500	KRW	No	337375	292500
KSE	263750	PEARL ABYSS CORP	FL	120225	N/A	120225	101500	KRW	No	116725	101500
KSE	066970	L&F CO LTD	FM	226012.50	N/A	226012.50	150675	KRW	No	226012.50	150675
KSE	112040	WEMADE CO LTD	FN	119981.25	N/A	119981.25	83375	KRW	No	119981.25	83375
KSE	196170	ALTEOGEN INC	FP	1486485	N/A	1486485	1122500	KRW	No	1540875	1122500
KSE	058470	LEENO INDUSTRIAL INC	FQ	143531.25	N/A	143531.25	124375	KRW	No	143031.25	124375

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	4745.68	N/A	4745.68	4126.64	USD	No	4676.24	4066.27
LMEOTC	CA	CARREFOUR SA	CA	19330.06	N/A	19330.06	16808.75	USD	No	19330.06	16808.75
LMEOTC	PB	LEAD - LME	PB	4903.15	N/A	4903.15	4263.53	USD	No	4995.06	4343.45
LMEOTC	SNLME	TIN FUTURE	SN	32920.56	N/A	32920.56	28585.96	USD	No	34059.43	29574.88
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6776.27	N/A	6776.27	5892.30	USD	No	6741.82	5862.35

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	803.529	N/A	803.529	698.72	EUR	Yes	1400.99	1218.26
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1886.09	N/A	1886.09	1640.08	EUR	Yes	2033.22	1768.02
MATIF	EMA	CORN	EMA	874.204	N/A	874.204	760.081	EUR	No	1072.82	932.766

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	261.378	N/A	261.378	227.285	EUR	No	261.612	227.285
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	9660.04	8400.03	13800.06	12000.05	EUR	No	13800.06	12000.05
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	966.004	840.003	1380.01	1200.00	EUR	Yes	1380.01	1200.00

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	DEUA	MILK CLASS III INDEX	DA	9474.25	N/A	9474.25	8238.47	MXN	No	15015.42	13056.89
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	29082.63	N/A	29082.63	25289.25	MXN	No	29082.63	25289.25
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	55823.42	N/A	55823.42	48535.28	MXN	Yes²	53980.20	46932.70
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11166.23	N/A	11166.23	9707.06	MXN	No	10797.53	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	4519.94	N/A	4519.94	3930.38	EUR	No	4519.94	3930.38
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3760.61	N/A	3760.61	3268.31	EUR	No	3760.61	3268.31
MONEP	CAC40	CAC 40	FCE	5432.36	4723.79	7760.52	6748.28	EUR	Yes	6355.28	5526.33
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	15863.14	N/A	15863.14	13794.04	EUR	No	15863.14	13794.04
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10263.55	N/A	10263.55	8924.83	EUR	No	10263.55	8924.83
MONEP	CAC40	CAC 40	MFC	543.236	472.379	776.052	674.828	EUR	No	635.528	552.633

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	329675.15	N/A	329675.15	286674.15	INR	Yes	9375.42	8152.54
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11569.63	N/A	11569.63	10060.50	INR	No	11569.63	10060.50
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	290116.45	N/A	290116.45	252246.15	INR	Yes	4442.03	3862.63
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13414.87	N/A	13414.87	11665.00	INR	No	13414.87	11665.00
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6785.42	N/A	6785.42	5900.25	INR	No	6785.42	5900.25
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	295684.2	N/A	295684.2	257117	INR	Yes	2101.85	1827.70
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	270538.5	N/A	270538.5	235251	INR	Yes	3587.65	3119.70
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9862.40	N/A	9862.40	8576.00	INR	Yes	9862.40	8576.00

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	14513.98	N/A	14513.98	12620.85	USD	No	17918.48	15581.29
NYBOT	CC	COCOA NYBOT	CC	16981.85	N/A	16981.85	14766.82	USD	Yes	15716.43	13666.46
NYBOT	CT	COTTON NO. 2	CT	2502.59	N/A	2502.59	2176.13	USD	Yes	2511.28	2183.72
NYBOT	DX	NYBOT US DOLLAR FX	DX	2471.85	N/A	2471.85	2149.43	USD	Yes	2673.26	2324.57
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	14103.10	N/A	14103.10	12262.32	USD	No	14103.10	12262.32
NYBOT	KC	COFFEE "C"	KC	16374.96	N/A	16374.96	14239.09	USD	Yes	15600.59	13565.73
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	11611.66	N/A	11611.66	10096.99	USD	Yes	11361.61	9879.56
NYBOT	RS	CANOLA	RS	1505.69	N/A	1505.69	1309.29	CAD	No	1471.43	1279.51
NYBOT	SB	SUGAR NO. 11	SB	1820.12	N/A	1820.12	1582.71	USD	Yes	1797.59	1563.12
NYBOT	SF	SUGAR #16 112000 LBS	SF	1948.08	N/A	1948.08	1693.99	USD	No	2152.10	1871.39

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	17730.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	17870.00	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	8548.93	N/A	8548.93	6625.16	USD	No	7618.93	6625.16
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	7618.93	N/A	7618.93	6625.16	USD	No	7618.93	6625.16
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	26548.20	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7956.10	N/A	7956.10	6118.93	USD	No	7046.10	6118.93
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1787.00	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	854.893	N/A	854.893	662.516	USD	No	761.893	662.516
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	8548.93	N/A	8548.93	6625.16	USD	Yes	7618.93	6625.16
NYMEX	PA	PALLADIUM INDEX	PA	26401.60	N/A	26401.60	18175.16	USD	No	20989.65	18251.72
NYMEX	PL	PLATINUM INDEX	PL	9155.53	N/A	9155.53	6543.94	USD	No	7525.53	6543.94
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1989.03	N/A	1989.03	1529.73	USD	No	1761.53	1529.73
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125	N/A	8125	6500	USD	No	8940.00	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	23721.60	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	8069.60	N/A	8069.60	7017.04	USD	No	8048.86	6999.01

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	6716.23	N/A	6716.23	5838.62	USD	No	6716.23	5838.62
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	8545.73	N/A	8545.73	7428.19	USD	No	8545.73	7428.19
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12136.51	N/A	12136.51	10553.48	USD	No	12136.51	10553.48
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5792.02	5036.54	8274.31	7195.05	USD	No	8274.31	7195.05
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2854.46	2482.14	4077.80	3545.91	USD	No	4077.80	3545.91
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	63601.18	N/A	63601.18	55305.38	USD	No	63601.19	55305.38

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	23709.14	N/A	23709.14	20616	SEK	No	23709.14	20616
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17355.80	15092	24794	21560	SEK	Yes	24794	21560
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	959.408	N/A	959.408	834.268	SEK	No	6034.19	834.268

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	2873898.30	2499042	4105569	3570060	JPY	Yes	3519713	3060620
OSE.JPN	N225M	NIKKEI 225 MINI	225M	287389.83	249904.20	410556.90	357006	JPY	Yes	351971.30	306062
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	28738.98	24990.42	41055.69	35700.60	JPY	No	35197.13	30606.20
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	146503.74	N/A	146503.74	127388.40	JPY	No	146503.74	127388.40
OSE.JPN	TPXC30	TOPIX CORE30	C30	119373.94	N/A	119373.94	103803.43	JPY	No	119373.94	103803.43
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	537246.35	N/A	537246.35	467085.30	JPY	No	537246.35	467085.30
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	2009618.04	N/A	2009618.04	1747493.95	JPY	Yes	1913921.94	1664279.95
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	200961.80	N/A	200961.80	174749.39	JPY	No	191392.19	166428.00
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	65986.77	N/A	65986.77	57377.60	JPY	No	64765.89	56316
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	130272	N/A	130272	113280	JPY	No	205896	179040
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	168222.50	N/A	168222.50	146242.62	JPY	No	168222.50	146242.62
OSE.JPN	TOPX	TOPIX INDEX	TPX	1348891.40	1172949.04	1926987.71	1675641.48	JPY	No	1926987.71	1675641.48
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	134889.14	117294.90	192698.77	167564.15	JPY	No	192698.77	167564.15

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	8425.95	N/A	8425.95	6740.76	USD	No	8425.95	6740.76
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14462.825	N/A	14462.825	11570.26	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	16981.85	N/A	16981.85	14766.82	USD	No	15716.43	13666.46
QBALGOIUS	CT	COTTON NO. 2	CT	2502.59	N/A	2502.59	2176.13	USD	No	2511.28	2183.72
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2471.85	N/A	2471.85	2149.43	USD	No	2673.26	2324.57
QBALGOIUS	KC	COFFEE "C"	KC	16374.96	N/A	16374.96	14239.09	USD	No	15600.59	13565.73
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	11611.66	N/A	11611.66	10096.99	USD	No	11361.61	9879.56
QBALGOIUS	SB	SUGAR NO. 11	SB	1820.12	N/A	1820.12	1582.71	USD	No	1797.59	1563.12

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	316143.68	N/A	316143.68	274907.48	JPY	No	329189.54	286251.77
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1746.61	N/A	1746.61	1518.79	USD	No	1864.64	1621.43
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1335.11	1160.96	1907.30	1658.52	USD	No	1907.30	1658.52
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4020.69	N/A	4020.69	3496.25	USD	No	4020.69	3496.25
SGX	XIN0I	FTSE CHINA H50	FCH	3987.42	N/A	3987.42	3467.24	USD	No	3987.42	3467.24
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1058	N/A	1058	920	USD	No	1058	920
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1411.80	N/A	1411.80	1227.19	USD	No	1411.80	1227.19
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1018.27	N/A	1018.27	885.399	USD	No	1018.27	885.399
SGX	INR	UNITED STATES DOLLAR	INR	9855.50	N/A	9855.50	8570.00	USD	No	9855.50	8570.00
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9860.96	N/A	9860.96	8574.75	USD	No	9860.96	8574.75
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2682.03	N/A	2682.03	2332.20	USD	No	2682.03	2332.20
SGX	SGB	SGX MINI JGB INDEX	JB	337249.89	N/A	337249.89	293214.58	JPY	No	337250.39	293214.58
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	342455.21	N/A	342455.21	297787.14	JPY	No	338531.51	294375.23
SGX	KRW	KOREAN WON	KRW	10479.375	N/A	10479.375	9112.50	USD	No	10479.375	9112.50
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2095.875	N/A	2095.875	1822.50	USD	No	2095.875	1822.50
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6159.89	N/A	6159.89	5356.425	CNH	No	6159.89	5356.425
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1850120.06	N/A	1850120.06	1608800.05	JPY	No	1850120.30	1608800.05
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2093.00	1820.00	2990.00	2600.00	USD	No	2990.00	2600.00
SGX	SGXNK	SGX: NIKKEI 225	NK	1127002.98	980002.60	1610004.26	1400003.71	JPY	Yes	1610004.26	1400003.71
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	225400.60	196000.52	322000.85	280000.74	JPY	No	322000.85	280000.74
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	44368.51	N/A	44368.51	38581.32	USD	No	44368.51	38581.32
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	5698.30	N/A	5698.30	4953.47	SGD	No	5960.55	5181.45
SGX	STI	SGX STRAITS TIMES INDEX	ST	4930.49	N/A	4930.49	4287.38	SGD	No	4930.49	4287.38
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2780.71	N/A	2780.71	2418.01	USD	No	2759.81	2399.84
SGX	TSR20	SICOM RUBBER	TF	672.696	N/A	672.696	584.953	USD	No	672.696	584.953
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	36804.42	N/A	36804.42	32002.86	JPY	No	36803.42	32002.86
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1851.38	N/A	1851.38	1609.85	USD	No	1851.38	1609.85
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	8352.45	N/A	8352.45	7254.03	USD	No	8287.71	7196.51
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4427.50	3850.00	6325.01	5500.005	USD	No	6325.01	5500.005
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24639.555	N/A	24639.555	21425.70	CNH	Yes	24639.555	21425.70
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9009219.13	N/A	9009219.13	7834103.59	JPY	No	9725979.12	8457371.84
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1425.02	N/A	1425.02	1238.42	SGD	No	1490.61	1295.41
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1801816.74	N/A	1801816.74	1566797.16	JPY	No	1945161.96	1691445.19
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1225.85	N/A	1225.85	1065.96	SGD	No	1247.26	1065.96
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4405.79	N/A	4405.79	3769.52	SGD	No	4334.95	3769.52
SGX	G13	GENTING SINGAPORE LTD	YGEN	638.825	N/A	638.825	555.50	SGD	No	652.164	555.50
SGX	BN4	KEPPEL LTD	YKEP	4123.57	N/A	4123.57	3499.66	SGD	No	4024.60	3499.65
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5796.25	N/A	5796.25	5005.51	SGD	No	5756.34	5005.51
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3983.95	N/A	3983.95	2905.93	SGD	No	3341.83	2905.94
SGX	Y92	THAI BEVERAGE PCL	YTBE	811.475	N/A	811.475	705.63	SGD	No	825.725	705.64
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6424.30	N/A	6424.30	5488.95	SGD	No	6312.29	5488.95
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2563.94	N/A	2563.94	2229.51	SGD	No	2607.34	2229.51
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	20174.43	N/A	20174.43	4564.11	SGD	No	5309.31	4564.12
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	137.244	N/A	137.244	119.176	USD	No	137.053	119.176
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	13511.99	11749.55	19302.84	16785.08	AUD	Yes	19302.84	16785.08
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	3036.05	N/A	3036.05	2640.02	AUD	No	3036.03	2640.02
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1244.30	N/A	1244.30	1082	AUD	No	1244.31	1082

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