Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

As a resident of trading futures and FOPs in US you are subjected to Risk-based margin and 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	9457.93	N/A	9457.93	7566.35	EUR	Yes²	9457.93	7566.35

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	BAX	3 Month Canadian Bankers' Acceptance Futures	BAX	1007.50	N/A	1007.50	806	CAD	No	1007.50	806
CDE	CGB	10 Year Government of Canada Bonds	CGB	4336.25	N/A	4336.25	3469	CAD	No	4336.25	3469
CDE	CGF	5 Year Government of Canada Bonds	CGF	2471.32	N/A	2471.32	1977.06	CAD	No	2471.32	1977.06
CDE	CGZ	2 Year Government of Canada Bonds	CGZ	973.75	N/A	973.75	779	CAD	No	973.75	779
CDE	CRA	3 Month CORRA	CRA	720	N/A	720	576	CAD	No	720	576
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	18394.13	N/A	18394.13	14715.30	CAD	No	18394.13	14715.30
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	13110.125	10488.10	18728.75	14983	CAD	No	18728.75	14983
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	10666.88	N/A	10666.88	8533.50	CAD	No	10666.88	8533.50

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	9516.24	N/A	9516.24	7612.99	USD	No	9516.24	7612.99
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	11564.08	N/A	11564.08	9251.26	USD	No	11564.08	9251.26
CFE	VIX	CBOE Volatility Index	VX	13250	N/A	13250	10600	USD	No	26072.275	20857.82
CFE	VIX	-	VX05	13250	N/A	13250	10600	USD	No	26256.25	21005
CFE	VIX	-	VX06	13250	N/A	13250	10600	USD	No	26256.25	21005
CFE	VIX	-	VX08	13250	N/A	13250	10600	USD	No	24824.29	19776.99
CFE	VIX	-	VX09	13250	N/A	13250	10600	USD	No	23940.65	19093.35
CFE	VIX	-	VX10	13250	N/A	13250	10600	USD	No	22444.39	17900.03
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	1325	N/A	1325	1060	USD	No	2607.23	2085.78

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	-	6A	3102.49	N/A	3102.49	2481.99	USD	Yes	3102.49	2481.99
CME	GBP	-	6B	4851.56	N/A	4851.56	3881.25	USD	Yes	4851.56	3881.25
CME	CAD	-	6C	2817.16	N/A	2817.16	2253.73	USD	Yes	2817.16	2253.73
CME	EUR	-	6E	5118.98	N/A	5118.98	4095.19	USD	Yes	5118.98	4095.19
CME	JPY	-	6J	4650	N/A	4650	3720	USD	Yes	4650	3720
CME	BRE	-	6L	2023.31	N/A	2023.31	1471.50	USD	Yes²	2023.31	1471.50
CME	MXP	-	6M	1978.875	N/A	1978.875	1583.10	USD	Yes	1978.875	1583.10
CME	NZD	-	6N	2674.64	N/A	2674.64	2139.71	USD	Yes²	2674.64	2139.71
CME	RUR^*	-	6R	44165.62	N/A	44165.62	35332.50	USD	Yes²	44171.875	35337.50
CME	CHF	-	6S	5625.00	N/A	5625.00	4500.00	USD	Yes	5625.00	4500.00
CME	ZAR	-	6Z	2670.75	N/A	2670.75	2136.60	USD	No	2670.75	2136.60
CME	ACD	-	ACD	17893.18	N/A	17893.18	14314.54	CAD	No	17893.18	14314.54
CME	AJY	-	AJY	2730175.81	N/A	2730175.81	2184140.65	JPY	No	2730175.81	2184140.65
CME	BQX	-	BIO	34648.94	N/A	34648.94	27719.15	USD	No	34648.94	27719.15
CME	BOS	-	BOS	4534.38	N/A	4534.38	3627.50	USD	No	4534.38	3627.50
CME	BSBY	-	BSB	985.654	N/A	985.654	788.523	USD	No	985.654	788.523
CME	BRR	-	BTC	86089.01	N/A	86089.01	68871.21	USD	Yes	172178.02	137742.41
CME	BTCEURRR	-	BTE	66500	N/A	66500	53200	EUR	No	133000	106400
CME	CB	-	CB	9167.52	N/A	9167.52	7334.02	USD	No	9167.52	7334.02
CME	CHI	-	CHI	2815.62	N/A	2815.62	2252.50	USD	No	2815.62	2252.50
CME	CLP	-	CHP	10850.15	N/A	10850.15	8680.12	USD	No	10850.15	8680.12
CME	CJY	-	CJY	2782201.17	N/A	2782201.17	2225760.94	JPY	No	2782201.17	2225760.94
CME	CNH	-	CNH	25203.375	N/A	25203.375	20162.70	CNH	No	25203.375	20162.70
CME	CSC	-	CSC	8035.83	N/A	8035.83	6428.67	USD	No	8035.83	6428.67
CME	CUS	-	CUS	4737.50	N/A	4737.50	3790.00	USD	No	4737.50	3790.00
CME	CZK	-	CZK	20559.83	N/A	20559.83	16447.86	USD	Yes²	20559.83	16447.86
CME	DA	-	DC	5327.24	N/A	5327.24	4261.79	USD	Yes	5327.24	4261.79
CME	DEN	-	DEN	4861.90	N/A	4861.90	3889.52	USD	No	4861.90	3889.52
CME	DY	-	DY	4885.11	N/A	4885.11	3908.09	USD	No	4885.11	3908.09
CME	E7	-	E7	2559.49	N/A	2559.49	2047.59	USD	No	2559.49	2047.59
CME	EAD	-	EAD	18144.17	N/A	18144.17	14515.33	AUD	No	18144.17	14515.33
CME	ECD	-	ECD	14975.08	N/A	14975.08	11980.07	CAD	No	14975.08	11980.07
CME	ECK	-	ECK	10441	N/A	10441	8352.80	EUR	No	10441	8352.80
CME	EHF	-	EHF	9055.16	N/A	9055.16	7244.13	EUR	Yes²	9055.16	7244.13
CME	EMD	-	EMD	25712.19	N/A	25712.19	20569.75	USD	Yes²	25712.19	20569.75
CME	NIY	-	ENY	144375	115500	206250	165000	JPY	No	206250	165000
CME	EPZ	-	EPZ	8709.89	N/A	8709.89	6967.91	EUR	Yes²	8709.89	6967.91
CME	ES	-	ES	8162	7420	11660	10600	USD	Yes	11660	10600
CME	SPXESUP	-	ESG	18148.99	N/A	18148.99	14519.19	USD	No	18148.99	14519.19
CME	ETHEURRR	-	ETE	46140.625	N/A	46140.625	36912.50	EUR	No	92281.25	73825
CME	ETHUSDRR	-	ETH	59427.23	N/A	59427.23	47541.78	USD	Yes	118854.46	95083.57
CME	GSCI	-	GD	39159.83	N/A	39159.83	31327.87	USD	No	39159.83	31327.87
CME	GDK	-	GDK	3856.88	N/A	3856.88	3085.50	USD	No	3856.88	3085.50
CME	GE	-	GE	932.707	N/A	932.707	746.165	USD	Yes	932.711	746.169
CME	GF	-	GF	6394.51	N/A	6394.51	5115.61	USD	Yes	6394.51	5115.61
CME	EM	-	GLB	1345.63	N/A	1345.63	1076.51	USD	No	1345.63	1076.51
CME	NF	-	GNF	5565.95	N/A	5565.95	4452.76	USD	No	5565.95	4452.76
CME	HE	-	HE	4487.04	N/A	4487.04	3589.64	USD	Yes	4487.04	3589.64
CME	HUF	-	HUF	14026.39	N/A	14026.39	11221.11	USD	Yes²	14026.39	11221.11
CME	IBAA	-	IBV	33582.46	N/A	33582.46	26865.97	USD	No	33582.46	26865.97
CME	ILS	-	ILS	30882.12	N/A	30882.12	24705.70	USD	Yes²	30882.12	24705.70
CME	J7	-	J7	2325	N/A	2325	1860	USD	No	2325	1860
CME	KRW	-	KRW	21568.75	N/A	21568.75	17255	USD	Yes²	13956.25	11165
CME	LAV	-	LAV	4225.00	N/A	4225.00	3380.00	USD	No	4225.00	3380.00
CME	LAX	-	LAX	8120.93	N/A	8120.93	6496.75	USD	No	8120.93	6496.75
CME	LBR	-	LBR	3176.49	N/A	3176.49	2541.20	USD	No	3176.49	2541.19
CME	LB	-	LBS	10244.52	N/A	10244.52	8195.62	USD	Yes	10244.52	8195.62
CME	LE	-	LE	2949.59	N/A	2949.59	2359.67	USD	Yes	2949.59	2359.67
CME	M2K	-	M2K	622.792	498.233	889.702	711.762	USD	No	889.702	711.762
CME	M6A	-	M6A	310.249	N/A	310.249	248.199	USD	No	310.249	248.199
CME	M6B	-	M6B	485.156	N/A	485.156	388.125	USD	No	485.156	388.125
CME	M6C	-	M6C	1498.73	N/A	1498.73	1198.99	CAD	No	1498.73	1198.99
CME	M6E	-	M6E	511.898	N/A	511.898	409.519	USD	No	511.898	409.519
CME	M6J	-	M6J	172578.61	N/A	172578.61	138062.89	JPY	No	172578.61	138062.89
CME	M6S	-	M6S	969.347	N/A	969.347	775.478	CHF	No	969.347	775.478
CME	MBT	-	MBT	1721.78	N/A	1721.78	1377.42	USD	Yes	3443.56	2754.85
CME	MCD	-	MCD	281.716	N/A	281.716	225.373	USD	No	281.716	225.373
CME	MES	-	MES	816.20	742	1166	1060	USD	Yes	1166	1060
CME	MET	-	MET	118.854	N/A	118.854	95.0836	USD	Yes	237.709	190.167
CME	MIA	-	MIA	6068.75	N/A	6068.75	4855.00	USD	No	6068.75	4855.00
CME	MIR	-	MIR	1531.875	N/A	1531.875	1225.50	USD	No	1531.875	1225.50
CME	MNH	-	MNH	2524.58	N/A	2524.58	2019.66	CNH	No	2524.58	2019.66
CME	MNQ	-	MNQ	1251.77	1137.97	1788.24	1625.67	USD	Yes	1788.24	1625.67
CME	MSF	-	MSF	562.50	N/A	562.50	450.00	USD	No	562.50	450.00
CME	NIY	-	NIY	721875	577500	1031250	825000	JPY	No	1031250	825000
CME	NKD	-	NKD	14314.45	N/A	14314.45	11451.56	USD	No	14314.45	11451.56
CME	NOK	-	NOK	36414.45	N/A	36414.45	29131.56	USD	No	36414.45	29131.56
CME	NQ	-	NQ	12517.68	11379.71	17882.40	16256.73	USD	Yes	17882.40	16256.73
CME	NYM	-	NYM	4788.59	N/A	4788.59	3830.87	USD	No	4788.59	3830.87
CME	PJY	-	PJY	2557522.16	N/A	2557522.16	2046017.73	JPY	No	2557522.16	2046017.73
CME	PLN	-	PLN	15454.37	N/A	15454.37	12363.50	USD	Yes²	15454.37	12363.50
CME	PSF	-	PSF	13393.36	N/A	13393.36	10714.69	CHF	No	13393.36	10714.69
CME	RF	-	RF	6566.01	N/A	6566.01	5252.80	CHF	No	6566.01	5252.80
CME	RMB	-	RMB	9772.33	N/A	9772.33	7817.86	USD	Yes²	9772.33	7817.86
CME	RME	-	RME	11424.38	N/A	11424.38	9139.50	EUR	Yes²	11424.38	9139.50
CME	RP	-	RP	6869.14	N/A	6869.14	5495.31	GBP	No	6869.14	5495.31
CME	RS1	-	RS1	15369.11	N/A	15369.11	12295.28	USD	No	15369.11	12295.28
CME	RSG	-	RSG	30711.05	N/A	30711.05	24568.84	USD	No	30711.05	24568.84
CME	RSV	-	RSV	12524.08	N/A	12524.08	10019.26	USD	No	12524.08	10019.26
CME	RTY	-	RTY	6227.92	4982.33	8897.02	7117.62	USD	Yes	8897.02	7117.62
CME	RY	-	RY	1199598.76	N/A	1199598.76	959679.01	JPY	Yes²	1199598.76	959679.01
CME	SPXDIVAN	-	SDA	4718.75	N/A	4718.75	3375	USD	No	4718.75	3375
CME	SDG	-	SDG	5855.35	N/A	5855.35	4684.28	USD	No	5855.35	4684.28
CME	SEK	-	SEK	20067.66	N/A	20067.66	16054.13	USD	No	20067.66	16054.13
CME	SFR	-	SFR	4987.50	N/A	4987.50	3990.00	USD	No	4987.50	3990.00
CME	SGX	-	SG	181116.16	N/A	181116.16	144892.92	USD	No	181116.16	144892.92
CME	SIR	-	SIR	7659.375	N/A	7659.375	6127.50	USD	No	7659.375	6127.50
CME	SJY	-	SJY	4125338.45	N/A	4125338.45	3300270.76	JPY	No	4125338.45	3300270.76
CME	SMC	-	SMC	39908.97	N/A	39908.97	31927.18	USD	No	39908.97	31927.18
CME	SONIA	-	SON	1246.63	N/A	1246.63	997.301	GBP	No	1246.63	997.301
CME	SOFR1	-	SR1	1156.25	N/A	1156.25	925	USD	No	1156.25	925
CME	SOFR3	-	SR3	934.23	N/A	934.23	747.384	USD	Yes	934.23	747.384
CME	SVX	-	SU	90269.51	N/A	90269.51	72215.61	USD	No	90269.51	72215.61
CME	VOLQ	-	VLQ	1462.50	N/A	1462.50	1170	USD	No	2343.75	1875
CME	WDC	-	WDC	5333.29	N/A	5333.29	4266.63	USD	No	5333.29	4266.63
CME	IXB	-	XAB	19478.61	N/A	19478.61	15582.89	USD	No	19478.61	15582.89
CME	IXE	-	XAE	22798.97	N/A	22798.97	18239.17	USD	No	22798.97	18239.17
CME	IXM	-	XAF	20124.84	N/A	20124.84	16099.87	USD	No	20124.84	16099.87
CME	IXI	-	XAI	18363.92	N/A	18363.92	14691.13	USD	No	18363.92	14691.13
CME	IXT	-	XAK	31301.40	N/A	31301.40	25041.12	USD	No	31301.40	25041.12
CME	IXR	-	XAP	8881.50	N/A	8881.50	7105.20	USD	No	8881.50	7105.20
CME	IXRE	-	XAR	9511.33	N/A	9511.33	7609.06	USD	No	9511.33	7609.06
CME	IXU	-	XAU	10484.72	N/A	10484.72	8387.77	USD	No	10484.72	8387.77
CME	IXV	-	XAV	18855.80	N/A	18855.80	15084.64	USD	No	18855.80	15084.64
CME	IXY	-	XAY	35110.28	N/A	35110.28	28088.23	USD	No	35110.28	28088.23

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	ALI	-	ALI	12317.85	N/A	12317.85	9854.28	USD	No	12317.85	9854.28
COMEX	GC	-	GC	13082.18	N/A	13082.18	10465.74	USD	Yes	13082.18	10465.74
COMEX	HG	-	HG	10579.96	N/A	10579.96	8463.97	USD	Yes	10579.96	8463.97
COMEX	HRC	-	HRC	2399.49	N/A	2399.49	1919.59	USD	No	2399.49	1919.59
COMEX	MGC	-	MGC	1308.22	N/A	1308.22	1046.57	USD	No	1308.22	1046.57
COMEX	MHG	-	MHG	1058.00	N/A	1058.00	846.397	USD	No	1058.00	846.397
COMEX	QC	-	QC	5289.98	N/A	5289.98	4231.98	USD	No	5289.98	4231.98
COMEX	QI	-	QI	9382.81	N/A	9382.81	7506.25	USD	No	9382.81	7506.25
COMEX	QO	-	QO	6541.09	N/A	6541.09	5232.87	USD	No	6541.09	5232.87
COMEX	SGC	-	SGC	28697.81	N/A	28697.81	22958.25	CNH	No	28697.81	22958.25
COMEX	SGUF	-	SGU	4874.14	N/A	4874.14	3899.31	USD	No	4874.14	3899.31
COMEX	SI	-	SI	18765.625	N/A	18765.625	15012.50	USD	Yes	18765.625	15012.50
COMEX	SI	-	SIL	3753.125	N/A	3753.125	3002.50	USD	No	3753.125	3002.50
COMEX	UX	-	UX	2770.36	N/A	2770.36	2216.29	USD	No	2770.36	2216.29

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	86790.00	N/A	86790.00	69432.00	EUR	No	86790.00	69432.00

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	ABBA1	ABB LTD-REG	ABBF	822.964	N/A	822.964	658.371	CHF	No	822.964	658.371
EUREX	ADEN	ADECCO GROUP AG-REG	ADEF	634.059	N/A	634.059	507.247	CHF	No	634.059	507.247
EUREX	ADS	ADIDAS AG	ADSG	2727.43	N/A	2727.43	2181.95	EUR	No	2727.43	2181.95
EUREX	AGN	AEGON NV	AENF	95.2198	N/A	95.2198	76.1758	EUR	No	95.2199	76.1759
EUREX	A5G	AIB GROUP PLC	ALBF	75.4606	N/A	75.4606	60.3684	EUR	No	75.4606	60.3685
EUREX	ALV	ALLIANZ SE-REG	ALVG	4160.23	N/A	4160.23	3328.19	EUR	No	4160.23	3328.19
EUREX	G	ASSICURAZIONI GENERALI	ASGG	3362.14	N/A	3362.14	2689.71	EUR	No	3362.14	2689.71
EUREX	CS	AXA SA	AXAG	537.77	N/A	537.77	430.216	EUR	No	537.77	430.216
EUREX	BAER	JULIUS BAER GROUP LTD	BAEI	1117.29	N/A	1117.29	893.836	CHF	No	1117.29	893.836
EUREX	BALN	BALOISE HOLDING AG - REG	BALF	2842.01	N/A	2842.01	2273.61	CHF	No	2842.01	2273.61
EUREX	BAS	BASF SE	BASG	987.868	N/A	987.868	790.294	EUR	No	987.868	790.294
EUREX	BMW3	BAYERISCHE MOTOREN WERKE-PRF	BM3F	1619.22	N/A	1619.22	1295.38	EUR	No	1619.22	1295.38
EUREX	BMW	BAYERISCHE MOTOREN WERKE AG	BMWF	1733.74	N/A	1733.74	1387.00	EUR	No	1733.74	1386.99
EUREX	BNP	BNP PARIBAS	BNPH	1158.90	N/A	1158.90	927.116	EUR	No	1158.90	927.117
EUREX	BN	DANONE	BSNH	923.662	N/A	923.662	738.93	EUR	No	923.662	738.93
EUREX	EN	BOUYGUES SA	BYGG	566.588	N/A	566.588	453.27	EUR	No	566.588	453.27
EUREX	CA	CARREFOUR SA	CARG	325.628	N/A	325.628	260.503	EUR	No	325.628	260.503
EUREX	CBK	COMMERZBANK AG	CBKH	186.91	N/A	186.91	149.528	EUR	No	186.91	149.528
EUREX	CFR	CIE FINANCIERE RICHEMO-A REG	CFRI	2669.74	N/A	2669.74	2135.80	CHF	No	2669.74	2135.80
EUREX	CONF	Swiss Federal Long-Term Bonds	CONF	15784.27	N/A	15784.27	12627.42	CHF	No	15784.27	12627.42
EUREX	DAB	DAI EUREX: DAIMLER AG-REGISTERED SHARES: ADJ	DAIF	2024.30	N/A	2024.30	1619.44	EUR	No	2024.30	1619.44
EUREX	DEC	JC DECAUX SA	DCSG	398.001	N/A	398.001	318.401	EUR	No	398.001	318.401
EUREX	DPW	DEUTSCHE POST AG-REG	DPWF	743.154	N/A	743.154	594.523	EUR	No	743.154	594.523
EUREX	DSM	KONINKLIJKE DSM NV	DSMF	2226.55	N/A	2226.55	1781.24	EUR	No	2226.55	1781.24
EUREX	DTE	DEUTSCHE TELEKOM AG-REG	DTEF	381.011	N/A	381.011	304.808	EUR	No	381.011	304.808
EUREX	EUN2	ISHARES CORE EURO STOXX 50	EUNF	797.654	N/A	797.654	638.123	EUR	No	797.654	638.123
EUREX	EXS1	ISHARES CORE DAX DE EUR ACC	EXSF	2397.39	N/A	2397.39	1917.92	EUR	No	2397.39	1917.92
EUREX	FBON	Euro BONO Futures on Long-term Spanish Government Bonds	FBON	13196.44	N/A	13196.44	10557.15	EUR	No	13196.44	10557.15
EUREX	BTP	Euro-BTP Italian Government Bond	FBTP	7454.30	N/A	7454.30	5963.44	EUR	Yes	7285.56	5828.45
EUREX	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2303.74	N/A	2303.74	1842.99	EUR	No	2303.74	1842.99
EUREX	DJUBS	Dow Jones-UBS Commodity Index	FCCO	5012.57	N/A	5012.57	4010.05	USD	No	5012.57	4010.05
EUREX	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	5265.00	N/A	5265.00	2106.00	EUR	No	5265.00	2106.00
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDAX	34953.63	27962.90	49933.75	39947.00	EUR	Yes	34189.375	27351.50
EUREX	DDAX	DivDAX Price Index	FDIV	9998.25	N/A	9998.25	7998.60	EUR	Yes²	9998.25	7998.60
EUREX	DDXDIVPT	DivDAX Dividend Points Index	FDVD	4395	N/A	4395	1758	EUR	No	4395	1758
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXM	6990.73	5592.58	9986.75	7989.40	EUR	No	6837.875	5470.30
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXS	1398.15	1118.52	1997.35	1597.88	EUR	No	1367.575	1094.06
EUREX	DBEA	EURO STOXX Banks Index Dividend Futures	FEBD	889.374	N/A	889.374	280.249	EUR	No	700.623	280.249
EUREX	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	4282.50	N/A	4282.50	3426	EUR	Yes²	4282.50	3426
EUREX	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	11491.89	N/A	11491.89	9193.51	EUR	Yes²	11491.89	9193.51
EUREX	SX7E	Dow Jones Euro STOXX Banks Index	FESB	691.893	553.515	988.419	790.735	EUR	Yes	768.369	614.695
EUREX	SX4E	Dow Jones Euro STOXX Chemicals	FESC	8441.11	N/A	8441.11	6752.89	EUR	Yes²	6249.12	4999.29
EUREX	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	2315.50	N/A	2315.50	1852.40	EUR	Yes²	2130.14	1704.11
EUREX	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	2763.52	N/A	2763.52	2210.82	EUR	Yes²	2407.41	1925.92
EUREX	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	7399.70	N/A	7399.70	5919.76	EUR	Yes²	5599.25	4479.40
EUREX	SXDE	Dow Jones Euro STOXX Healthcare	FESH	3728.76	N/A	3728.76	2983.01	EUR	Yes²	3728.76	2983.01
EUREX	ESI	Dow Jones Euro STOXX Insurance	FESI	2393.58	N/A	2393.58	1914.87	EUR	Yes²	1930.58	1544.47
EUREX	ESM	Dow Jones Euro STOXX Media Index	FESM	1245.52	N/A	1245.52	996.415	EUR	Yes²	1212.56	970.045
EUREX	SXOE	Dow Jones Euro STOXX Construction	FESN	3789.04	N/A	3789.04	3031.24	EUR	Yes²	2605.49	2084.39
EUREX	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	2701.57	N/A	2701.57	2161.25	EUR	Yes²	2701.57	2161.25
EUREX	SXRE	Dow Jones Euro STOXX Retail	FESR	4106.77	N/A	4106.77	3285.41	EUR	Yes²	3724.32	2979.46
EUREX	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	1652.16	N/A	1652.16	1321.73	EUR	Yes²	1652.16	1321.73
EUREX	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1341.88	N/A	1341.88	1073.50	EUR	Yes²	1341.88	1073.50
EUREX	ESU	Dow Jones Euro STOXX Utilities Index	FESU	1968.60	N/A	1968.60	1574.88	EUR	Yes	1619.64	1295.71
EUREX	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	1528.09	N/A	1528.09	1222.47	EUR	Yes²	1300.88	1040.71
EUREX	ESTX50	Dow Jones Euro STOXX50	FESX	3654.14	2923.31	5220.20	4176.16	EUR	Yes	3867.15	3093.72
EUREX	SX8E	Dow Jones Euro STOXX Technology	FESY	11550.71	N/A	11550.71	9240.57	EUR	Yes²	11550.71	9240.57
EUREX	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	9832.34	N/A	9832.34	7865.87	EUR	Yes²	8371.12	6696.90
EUREX	EU3	Three Month EURIBOR	FEU3	2443.55	N/A	2443.55	1954.84	EUR	Yes	2443.55	1954.84
EUREX	DESX5	Dow Jones EURO STOXX 50 Index-Dividenden	FEXD	4749.50	1899.80	6785.00	2714.00	EUR	Yes	6785.00	2714.00
EUREX	OMXH25	OMX Helsinki 25 Index	FFOX	11020.44	N/A	11020.44	8816.35	EUR	Yes²	11020.44	8816.35
EUREX	GBL	Euro Bund (10 Year Bond)	FGBL	5124.30	N/A	5124.30	4099.44	EUR	Yes	7082.34	5665.87
EUREX	GBM	Euro Bobl (5 Year Bond)	FGBM	3050.12	N/A	3050.12	2440.09	EUR	Yes	3344.06	2675.25
EUREX	GBS	Euro Schatz (2 Year Bond)	FGBS	1113.91	N/A	1113.91	891.129	EUR	Yes	1083.56	866.848
EUREX	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	13141.76	N/A	13141.76	10513.41	EUR	Yes	17038.00	13630.40
EUREX	DJESL	Euro Stoxx Large	FLCE	2798.02	N/A	2798.02	2238.41	EUR	No	2056.12	1644.90
EUREX	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	2448.64	N/A	2448.64	1958.91	EUR	No	1816.875	1453.50
EUREX	DJESM	Euro Stoxx Mid	FMCE	2927.67	N/A	2927.67	2342.14	EUR	No	2060.31	1648.25
EUREX	DJ200	Dow Jones STOXX MID 200 Index	FMCP	2929.30	N/A	2929.30	2343.44	EUR	Yes²	2251.21	1800.97
EUREX	M1MS	MSCI Emerging Markets Asia	FMEA	5841.72	N/A	5841.72	4673.37	USD	No	5489.00	4391.20
EUREX	FME	FRESENIUS MEDICAL CARE AG &	FMEH	625.162	N/A	625.162	500.129	EUR	No	625.162	500.129
EUREX	M1EF	MSCI Emerging Markets Net Total Return Index	FMEM	7700.90	N/A	7700.90	6160.72	USD	No	7700.90	6160.72
EUREX	MXEU	MSCI Europe	FMEP	2568.97	N/A	2568.97	2055.18	EUR	No	1784.81	1427.84
EUREX	M7EU	MSCI Europe Net Return EUR Index	FMEU	3092.92	N/A	3092.92	2474.33	EUR	No	2183.78	1747.02
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5973.46	N/A	5973.46	4778.77	USD	No	5973.46	4778.77
EUREX	MBWO	MSCI World Net EUR Index 1	FMWN	3511.33	N/A	3511.33	2809.07	EUR	No	2929.20	2343.36
EUREX	M1WO	MSCI World NETR USD Index	FMWO	8659.22	N/A	8659.22	6927.375	USD	No	7735.44	6188.35
EUREX	MXWO	MSCI World Index	FMWP	4987.64	N/A	4987.64	3990.11	USD	No	4987.64	3990.11
EUREX	OAT	Euro-OAT French Government Bond	FOAT	5984.41	N/A	5984.41	4787.53	EUR	No	7542.94	6034.35
EUREX	FRA	FRAPORT AG FRANKFURT AIRPORT	FRAG	993.50	N/A	993.50	794.80	EUR	No	993.50	794.80
EUREX	DJESS	Euro Stoxx Small	FSCE	1837.88	N/A	1837.88	1470.31	EUR	No	1470.18	1176.14
EUREX	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	1959.07	N/A	1959.07	1567.25	EUR	No	1513.24	1210.59
EUREX	SXXPESGX	STOXX Europe 600 ESG-X	FSEG	1849.33	N/A	1849.33	1479.46	EUR	No	1811.26	1449.01
EUREX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	3734.84	N/A	3734.84	2987.87	CHF	Yes²	3734.84	2987.87
EUREX	SMIDP	SMI Dividend Points Index	FSMD	17120.00	N/A	17120.00	6848.00	CHF	No	17120.00	6848.00
EUREX	SMI	Swiss Market Index	FSMI	6933.71	5546.97	9905.30	7924.24	CHF	Yes	9174.625	7339.70
EUREX	SMIM	Swiss Mid-cap Index	FSMM	4634.35	N/A	4634.35	3707.48	CHF	Yes²	4634.35	3707.48
EUREX	SMI	Swiss Market Index	FSMS	693.371	554.697	990.53	792.424	CHF	No	917.4625	733.97
EUREX	MDAX	-	FSMX	4174.28	N/A	4174.28	3339.42	EUR	No	4174.28	3339.42
EUREX	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	5278.44	N/A	5278.44	4222.76	EUR	Yes²	5278.44	4222.76
EUREX	SX7P	Dow Jones STOXX 600 Banks	FSTB	861.868	689.494	1231.24	984.992	EUR	Yes	934.569	747.655
EUREX	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	7115.92	N/A	7115.92	5692.73	EUR	Yes²	5552.17	4441.73
EUREX	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	2303.93	N/A	2303.93	1843.14	EUR	Yes	2254.86	1803.89
EUREX	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	3992.77	N/A	3992.77	3194.22	EUR	Yes²	3363.46	2690.77
EUREX	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	4223.17	N/A	4223.17	3378.53	EUR	Yes²	3465.10	2772.08
EUREX	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	3956.68	N/A	3956.68	3165.34	EUR	Yes²	3883.125	3106.50
EUREX	SXIP	Dow Jones STOXX 600 Insurance	FSTI	2277.12	N/A	2277.12	1821.70	EUR	Yes²	2036.05	1628.84
EUREX	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	1276.96	N/A	1276.96	1021.56	EUR	No	979.913	783.93
EUREX	SXMP	Dow Jones STOXX 600 Media	FSTM	1731.67	N/A	1731.67	1385.33	EUR	Yes²	1548.21	1238.57
EUREX	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	3853.79	N/A	3853.79	3083.03	EUR	Yes²	2837.46	2269.97
EUREX	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	3402.17	N/A	3402.17	2721.73	EUR	Yes²	3402.17	2721.73
EUREX	SXRP	Dow Jones STOXX 600 Retail	FSTR	2568.99	N/A	2568.99	2055.19	EUR	Yes²	2574.06	2059.25
EUREX	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	5238.60	N/A	5238.60	4190.88	EUR	Yes	5238.60	4190.88
EUREX	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	1128.13	N/A	1128.13	902.501	EUR	Yes²	1128.13	902.501
EUREX	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1979.93	N/A	1979.93	1583.95	EUR	Yes	1523.96	1219.17
EUREX	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	1984.76	N/A	1984.76	1587.81	EUR	Yes²	1492.39	1193.91
EUREX	STX	Dow Jones STOXX50	FSTX	4041.59	N/A	4041.59	3233.28	EUR	Yes²	2967.56	2374.05
EUREX	SX8P	Dow Jones STOXX 600 Technology	FSTY	7245.62	N/A	7245.62	5796.49	EUR	Yes²	7245.62	5796.49
EUREX	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	5397.56	N/A	5397.56	4318.05	EUR	Yes²	4533.82	3627.06
EUREX	ESTX50	Dow Jones Euro STOXX50	FSXE	365.414	292.331	522.02	417.616	EUR	No	386.715	309.372
EUREX	TDX	TECDAX	FTDX	8975.82	N/A	8975.82	7180.66	EUR	Yes²	8975.82	7180.66
EUREX	V2TX	VSTOXX Volatility Index	FVS	1165.625	N/A	1165.625	932.50	EUR	Yes	2683.75	2147
EUREX	4GLD	XETRA-GOLD	FXGL	10696.27	N/A	10696.27	8557.02	EUR	No	10696.27	8557.02
EUREX	DJES	Dow Jones Euro STOXX Price Index	FXXE	2715.45	N/A	2715.45	2172.36	EUR	No	2036.84	1629.47
EUREX	DJ600	Dow Jones STOXX 600 Index	FXXP	1722.59	1378.07	2460.84	1968.68	EUR	Yes	1810.94	1448.75
EUREX	GALP	GALP ENERGIA SGPS SA	GALF	234.22	N/A	234.22	187.376	EUR	No	234.22	187.376
EUREX	GAM	GAM HOLDING AG	GAMF	57.5256	N/A	57.5256	46.0205	CHF	No	57.5256	46.0205
EUREX	GEBN	GEBERIT AG-REG	GBRI	9548.40	N/A	9548.40	7638.72	CHF	No	9548.40	7638.72
EUREX	GIVN	GIVAUDAN-REG	GIVG	5595.85	N/A	5595.85	4476.68	CHF	No	5595.85	4476.68
EUREX	SGO	COMPAGNIE DE SAINT-GOBAIN	GOBG	988.431	N/A	988.431	790.745	EUR	No	988.431	790.745
EUREX	HEI	HEIDELBERGCEMENT AG	HEFG	1128.29	N/A	1128.29	902.636	EUR	No	1128.29	902.636
EUREX	HEN3	HENKEL AG & CO KGAA VOR-PREF	HENG	1214.65	N/A	1214.65	971.722	EUR	No	1214.65	971.723
EUREX	HEN	HENKEL AG & CO KGAA	HESF	1143.31	N/A	1143.31	914.651	EUR	No	1143.31	914.651
EUREX	ISP	INTESA SANPAOLO	IESI	439.743	N/A	439.743	351.794	EUR	No	439.744	351.795
EUREX	IFX	INFINEON TECHNOLOGIES AG	IFXG	626.667	N/A	626.667	501.333	EUR	No	626.667	501.333
EUREX	INGA	ING GROEP NV	INNG	248.507	N/A	248.507	198.806	EUR	No	248.507	198.806
EUREX	ABI	ANHEUSER-BUSCH INBEV SA/NV	ITKG	1026.92	N/A	1026.92	821.534	EUR	No	1026.92	821.534
EUREX	KCO	KLOECKNER & CO SE	KCOH	187.736	N/A	187.736	150.189	EUR	No	187.736	150.189
EUREX	KUD	KUDELSKI SA-BR	KUDG	57.5256	N/A	57.5256	46.0205	CHF	No	57.5256	46.0205
EUREX	LHA	DEUTSCHE LUFTHANSA-REG	LHAF	262.161	N/A	262.161	209.729	EUR	No	262.161	209.729
EUREX	OR	L'OREAL	LORF	7233.48	N/A	7233.48	5786.78	EUR	No	7233.48	5786.78
EUREX	LXS	LANXESS AG	LXSF	869.219	N/A	869.219	695.375	EUR	No	869.218	695.375
EUREX	MUV2	MUENCHENER RUECKVER AG-REG	MU2G	6234.72	N/A	6234.72	4987.78	EUR	No	6234.72	4987.77
EUREX	NDA	AURUBIS AG	NDAF	1754.63	N/A	1754.63	1403.70	EUR	No	1754.63	1403.70
EUREX	NESN	NESTLE SA-REG	NESG	2059.75	N/A	2059.75	1647.80	CHF	No	2059.75	1647.80
EUREX	RI	PERNOD-RICARD SA	PERH	3522.87	N/A	3522.87	2818.30	EUR	No	3522.87	2818.30
EUREX	PHIA	KONINKLIJKE PHILIPS NV	PH1F	290.503	N/A	290.503	232.402	EUR	No	290.503	232.402
EUREX	PAH3	PORSCHE AUTOMOBIL HLDG-PRF	PORK	1016.78	N/A	1016.78	813.423	EUR	No	1016.78	813.423
EUREX	PSM	PROSIEBENSAT.1 MEDIA SE	PSMG	180.039	N/A	180.039	144.031	EUR	No	180.039	144.031
EUREX	SHELL	SHELL PLC	R6CF	629.247	N/A	629.247	503.397	EUR	No	629.247	503.397
EUREX	RHM	RHEINMETALL AG	RHMG	4271.00	N/A	4271.00	3416.80	EUR	No	4271.00	3416.80
EUREX	RNO	RENAULT SA	RNLF	710.206	N/A	710.206	568.165	EUR	No	710.206	568.165
EUREX	ROG	ROCHE HOLDING AG-GENUSSCHEIN	ROGF	5421.39	N/A	5421.39	4337.11	CHF	No	5421.39	4337.11
EUREX	SAP	SAP SE	SAPI	1982.30	N/A	1982.30	1585.84	EUR	No	1982.30	1585.84
EUREX	SCMN	SWISSCOM AG-REG	SCMH	1002.49	N/A	1002.49	801.991	CHF	No	1002.49	801.991
EUREX	SCR	SCOR SE	SCOI	446.812	N/A	446.812	357.45	EUR	No	446.812	357.45
EUREX	SDF	K+S AG-REG	SDXH	481.92	N/A	481.92	385.536	EUR	No	481.92	385.536
EUREX	GLE	SOCIETE GENERALE SA	SGEI	477.976	N/A	477.976	382.381	EUR	No	477.976	382.381
EUREX	SGSN	SGS SA-REG	SGSL	4323.98	N/A	4323.98	3459.19	CHF	No	4323.98	3459.19
EUREX	SLHN	SWISS LIFE HOLDING AG-REG	SLHG	10272.51	N/A	10272.51	8218.01	CHF	No	10272.51	8218.01
EUREX	SU	SCHNEIDER ELECTRIC SE	SNDH	2756.72	N/A	2756.72	2205.37	EUR	No	2756.72	2205.37
EUREX	SNI	SAN: SANOFI: ADJ	SNWF	2259.65	N/A	2259.65	1807.72	EUR	No	2259.65	1807.72
EUREX	STMN	STRAUMANN HOLDING AG-REG	STMF	2360.84	N/A	2360.84	1888.67	CHF	No	2360.84	1888.67
EUREX	SZG	SALZGITTER AG	SZGG	820.487	N/A	820.487	656.389	EUR	No	820.486	656.389
EUREX	TKA	THYSSEN-KRUPP AG	TKAG	154.218	N/A	154.218	123.374	EUR	No	154.218	123.374
EUREX	TTE	TOTALENERGIES SE	TOTG	1117.46	N/A	1117.46	893.97	EUR	No	1117.46	893.969
EUREX	TIT	TELECOM ITALIA SPA	TQIF	57.385	N/A	57.385	45.908	EUR	No	57.385	45.908
EUREX	UHR	SWATCH GROUP AG/THE-BR	UHFF	611.923	N/A	611.923	489.539	CHF	No	611.923	489.539
EUREX	UHRN	SWATCH GROUP AG/THE-REG	UHRF	1113.36	N/A	1113.36	890.684	CHF	No	1113.36	890.684
EUREX	UNA	UNILEVER PLC	UNIH	1094.35	N/A	1094.35	875.481	EUR	No	1094.35	875.481
EUREX	VOW	VOLKSWAGEN AG	VOWG	3006.59	N/A	3006.59	2405.28	EUR	No	3006.59	2405.28
EUREX	ACA	CREDIT AGRICOLE SA	XCAH	203.731	N/A	203.731	162.985	EUR	No	203.731	162.985
EUREX	CSSMI	ISHARES SMI ETF CH	XMTF	2203.03	N/A	2203.03	1762.43	CHF	No	2203.03	1762.43
EUREX	ZURN	ZURICH INSURANCE GROUP AG	ZURF	850.915	N/A	850.915	680.732	CHF	No	850.915	680.732

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	AGN	AEGON NV	AE6	127.487	N/A	127.487	101.99	EUR	No	127.487	101.99
FTA	AD	KONINKLIJKE AHOLD DELHAIZE N	AH6	502.57	N/A	502.57	402.056	EUR	No	502.57	402.056
FTA	AKZA	AKZO NOBEL N.V.	AK6	1283.36	N/A	1283.36	1026.69	EUR	No	1283.36	1026.69
FTA	ASML	ASML HOLDING NV	AS6	14146.89	N/A	14146.89	11317.51	EUR	No	14146.89	11317.51
FTA	LI	KLEPIERRE	CI6	738.675	N/A	738.675	590.94	EUR	No	738.675	590.94
FTA	DSM	KONINKLIJKE DSM NV	DS6	2226.55	N/A	2226.55	1781.24	EUR	No	2226.55	1781.24
FTA	AMX	AMX INDEX	FMX	12110.96	N/A	12110.96	9688.77	EUR	No	12110.96	9688.77
FTA	EOE	AMS EOE Index	FTI	9231.25	7385	13187.50	10550	EUR	Yes	13187.50	10550
FTA	FUR	FUGRO NV	FU6	490.375	N/A	490.375	392.30	EUR	No	490.375	392.30
FTA	HEIA	HEINEKEN NV	HE6	1713.28	N/A	1713.28	1370.62	EUR	No	1713.28	1370.62
FTA	INGA	ING GROEP NV	IN6	316.663	N/A	316.663	253.33	EUR	No	316.663	253.33
FTA	KPN	KONINKLIJKE KPN NV	KP6	61.0625	N/A	61.0625	48.85	EUR	No	61.0625	48.85
FTA	EOE	AMS EOE Index	MFA	923.125	738.50	1318.75	1055	EUR	No	1318.75	1055
FTA	MT	ARCELORMITTAL	MT6	749.675	N/A	749.675	599.74	EUR	No	749.675	599.74
FTA	PHIA	KONINKLIJKE PHILIPS NV	PH6	307.975	N/A	307.975	246.38	EUR	No	307.975	246.38
FTA	PNL	POSTNL NV	PN6	57.385	N/A	57.385	45.908	EUR	No	57.385	45.908
FTA	RAND	RANDSTAD N.V.	RA6	1104.64	N/A	1104.64	883.712	EUR	No	1104.64	883.712
FTA	SHELL	SHELL PLC	RD6	693.962	N/A	693.962	555.17	EUR	No	693.962	555.17
FTA	REN	RELX PLC	RE6	643.96	N/A	643.96	515.168	EUR	No	643.96	515.168
FTA	SBMO	SBM OFFSHORE NV	SB6	321.213	N/A	321.213	256.97	EUR	No	321.213	256.97
FTA	URW	UNIBAIL-RODAMCO-WESTFIELD	UB6	1916.97	N/A	1916.97	1533.58	EUR	No	1916.97	1533.58
FTA	UNA	UNILEVER PLC	UN6	1094.35	N/A	1094.35	875.481	EUR	No	1094.35	875.481
FTA	WKL	WOLTERS KLUWER	WK6	1850.70	N/A	1850.70	1480.56	EUR	No	1850.70	1480.56

Hong Kong Futures Exchange (HKFE)

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

Exchange	Underlying	Product description	Trading Class	Intraday Initial¹^,5	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	2823	ISHARES FTSE CHINA A50 E-HKD	A50	14052.50	11242.00	20075.00	16060.00	HKD	No	20075.00	16060.00
HKFE	2018	AAC TECHNOLOGIES HOLDINGS IN	AAC	5462.50	N/A	5462.50	4370	HKD	No	5462.50	4370
HKFE	1288	AGRICULTURAL BANK OF CHINA-H	ABC	7200	N/A	7200	5760	HKD	No	7200	5760
HKFE	914	ANHUI CONCH CEMENT CO LTD-H	ACC	3843.75	N/A	3843.75	3075	HKD	No	3843.75	3075
HKFE	1299	AIA GROUP LTD	AIA	22250	N/A	22250	17800	HKD	No	22250	17800
HKFE	9988	ALIBABA GROUP HOLDING LTD	ALB	14662.50	N/A	14662.50	11730.00	HKD	No	14662.50	11730.00
HKFE	2600	ALUMINUM CORP OF CHINA LTD-H	ALC	2135	N/A	2135	1708	HKD	No	2135	1708
HKFE	241	ALIBABA HEALTH INFORMATION T	ALH	4209.09	N/A	4209.09	3367.27	HKD	No	4209.09	3367.27
HKFE	3188	CHINAAMC ETF SERIES - CH-HKD	AMC	25600.00	N/A	25600.00	20480.00	HKD	No	25600.00	20480.00
HKFE	3988	BANK OF CHINA LTD - H	BCL	765	N/A	765	612	HKD	No	765	612
HKFE	3328	BANK OF COMMUNICATIONS CO-H	BCM	1240	N/A	1240	992	HKD	No	1240	992
HKFE	23	BANK OF EAST ASIA LTD	BEA	516	N/A	516	412.80	HKD	No	516	412.80
HKFE	23	-	BEB	538.085	N/A	538.085	430.468	HKD	No	538.084	430.467
HKFE	9888	BAIDU INC-CLASS A	BIU	5133.75	N/A	5133.75	4107.00	HKD	No	5133.75	4107.00
HKFE	9626	BILIBILI INC-CLASS Z	BLI	3749.46	N/A	3749.46	2999.57	HKD	No	3749.46	2999.57
HKFE	2388	BOC HONG KONG HOLDINGS LTD	BOC	3456.25	N/A	3456.25	2765	HKD	No	3456.25	2765
HKFE	1876	BUDWEISER BREWING CO APAC LT	BUD	6312.50	N/A	6312.50	5050	HKD	No	6312.50	5050
HKFE	1211	BYD CO LTD-H	BYD	32876.78	N/A	32876.78	26301.42	HKD	No	32876.78	26301.42
HKFE	285	BYD ELECTRONIC INTL CO LTD	BYE	9695.40	N/A	9695.40	7756.32	HKD	No	9695.40	7756.32
HKFE	939	CHINA CONSTRUCTION BANK-H	CCB	1317.50	N/A	1317.50	1054	HKD	No	1317.50	1054
HKFE	1800	CHINA COMMUNICATIONS CONST-H	CCC	1022.50	N/A	1022.50	818	HKD	No	1022.50	818
HKFE	1898	CHINA COAL ENERGY CO - H	CCE	1625	N/A	1625	1300	HKD	No	1625	1300
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDA	1475	N/A	1475	1180	HKD	No	1475	1180
HKFE	1816	CGN POWER CO LTD-H	CGN	4650	N/A	4650	3720	HKD	No	4650	3720
HKFE	CES120	CES China 120 Index	CHH	82289.17	N/A	82289.17	65831.34	HKD	No	82289.17	65831.34
HKFE	941	CHINA MOBILE LTD	CHT	7087.50	N/A	7087.50	5670.00	HKD	No	7087.50	5670.00
HKFE	762	CHINA UNICOM HONG KONG LTD	CHU	2795	N/A	2795	2236	HKD	No	2795	2236
HKFE	267	CITIC LTD	CIT	2315	N/A	2315	1852	HKD	No	2315	1852
HKFE	1	CK HUTCHISON HOLDINGS LTD	CKH	6250	N/A	6250	5000	HKD	No	6250	5000
HKFE	2628	CHINA LIFE INSURANCE CO-H	CLI	3790	N/A	3790	3032	HKD	No	3790	3032
HKFE	2	CLP HOLDINGS LTD	CLP	7231.25	N/A	7231.25	5785.00	HKD	No	7231.25	5785.00
HKFE	3968	CHINA MERCHANTS BANK - H	CMB	6587.50	N/A	6587.50	5270.00	HKD	No	6587.50	5270.00
HKFE	883	CNOOC LTD	CNC	2910	N/A	2910	2328	HKD	No	2910	2328
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COG	4854.50	N/A	4854.50	3883.60	HKD	No	4854.50	3883.60
HKFE	688	CHINA OVERSEAS LAND & INVEST	COL	11425	N/A	11425	9140	HKD	No	11425	9140
HKFE	1919	COSCO SHIPPING HOLDINGS CO-H	COS	4956.25	N/A	4956.25	3965	HKD	No	4956.25	3965
HKFE	386	CHINA PETROLEUM & CHEMICAL-H	CPC	2150	N/A	2150	1720	HKD	No	2150	1720
HKFE	2601	CHINA PACIFIC INSURANCE GR-H	CPI	5762.50	N/A	5762.50	4610.00	HKD	No	5762.50	4610.00
HKFE	2822	CSOP FTSE CHINA A50 ETF-HKD	CSA	19175	N/A	19175	15340	HKD	No	19175	15340
HKFE	1088	CHINA SHENHUA ENERGY CO - H	CSE	3118.75	N/A	3118.75	2495.00	HKD	No	3118.75	2495.00
HKFE	998	CHINA CITIC BANK CORP LTD-H	CTB	19300	N/A	19300	15440	HKD	No	19300	15440
HKFE	728	CHINA TELECOM CORP LTD-H	CTC	1880	N/A	1880	1504	HKD	No	1880	1504
HKFE	6030	CITIC SECURITIES CO LTD-H	CTS	4760.00	N/A	4760.00	3808.00	HKD	No	4760.00	3808.00
HKFE	CNH	United States dollar	CUS	25219.50	N/A	25219.50	20175.60	CNH	Yes	25219.50	20175.60
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	4393.02	N/A	4393.02	2510	HKD	No	4393.02	2510
HKFE	HSIDPI	HSI Dividend Point Index	DHS	12729.87	N/A	12729.87	7204.70	HKD	No	12729.87	7204.70
HKFE	3333	CHINA EVERGRANDE GROUP	EVG	825	N/A	825	660	HKD	No	825	660
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAC	5790	N/A	5790	4632	HKD	No	5790	4632
HKFE	175	GEELY AUTOMOBILE HOLDINGS LT	GAH	16300	N/A	16300	13040	HKD	No	16300	13040
HKFE	GDR	CNH Gold Futures	GDR	78895.24	N/A	78895.24	63116.19	CNH	No	78895.24	63116.19
HKFE	GDU	USD Gold Futures	GDU	7507.19	N/A	7507.19	6005.75	USD	No	7507.19	6005.75
HKFE	868	XINYI GLASS HOLDINGS LTD	GHL	8830	N/A	8830	7064	HKD	No	8830	7064
HKFE	1772	GANFENG LITHIUM CO LTD-H	GLI	4482.57	N/A	4482.57	3586.05	HKD	No	4482.57	3586.05
HKFE	27	GALAXY ENTERTAINMENT GROUP L	GLX	13650.00	N/A	13650.00	10920.00	HKD	No	13650.00	10920.00
HKFE	2333	GREAT WALL MOTOR COMPANY-H	GWM	29250	N/A	29250	23400	HKD	No	29250	23400
HKFE	6837	HAITONG SECURITIES CO LTD-H	HAI	14400	N/A	14400	11520	HKD	No	14400	11520
HKFE	2828	-	HCF	97750.00	N/A	97750.00	78200.00	HKD	No	97750.00	78200.00
HKFE	6862	-	HDB	6127.40	N/A	6127.40	4901.92	HKD	No	6127.40	4901.92
HKFE	6862	HAIDILAO INTERNATIONAL HOLDI	HDO	5837.50	N/A	5837.50	4670	HKD	No	5837.50	4670
HKFE	6	POWER ASSETS HOLDINGS LTD	HEH	5575.00	N/A	5575.00	4460.00	HKD	No	5575.00	4460.00
HKFE	388	HONG KONG EXCHANGES & CLEAR	HEX	9350	N/A	9350	7480	HKD	No	9350	7480
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	40902.75	32722.20	58432.50	46746	HKD	Yes	58432.50	46746
HKFE	5	HSBC HOLDINGS PLC	HKB	5795.00	N/A	5795.00	4636.00	HKD	No	5795.00	4636.00
HKFE	3	HONG KONG & CHINA GAS	HKG	1955	N/A	1955	1564	HKD	No	1955	1564
HKFE	12	HENDERSON LAND DEVELOPMENT	HLD	7512.50	N/A	7512.50	6010.00	HKD	No	7512.50	6010.00
HKFE	902	HUANENG POWER INTL INC-H	HNP	1885	N/A	1885	1508	HKD	No	1885	1508
HKFE	11	HANG SENG BANK LTD	HSB	3287.50	N/A	3287.50	2630	HKD	No	3287.50	2630
HKFE	HSI	Hang Seng Stock Index	HSI	82780.78	66224.62	118258.25	94606.60	HKD	Yes	118258.25	94606.60
HKFE	HSTECH	Hang Seng TECH Index	HTI	33826.56	27061.25	48323.66	38658.93	HKD	Yes	48323.66	38658.93
HKFE	1398	IND & COMM BK OF CHINA - H	ICB	1075	N/A	1075	860	HKD	No	1075	860
HKFE	9618	JD.COM INC - CL A	JDC	31425.00	N/A	31425.00	25140.00	HKD	No	31425.00	25140.00
HKFE	6618	JD HEALTH INTERNATIONAL INC.	JDH	10684.09	N/A	10684.09	8547.27	HKD	No	10684.09	8547.27
HKFE	268	KINGDEE INTERNATIONAL SFTWR	KDS	9270.00	N/A	9270.00	7416.00	HKD	No	9270.00	7416.00
HKFE	3888	KINGSOFT CORP LTD	KSO	7536.90	N/A	7536.90	6029.52	HKD	No	7536.90	6029.52
HKFE	1024	KUAISHOU TECHNOLOGY	KST	9087.50	N/A	9087.50	7270.00	HKD	No	9087.50	7270.00
HKFE	2015	LI AUTO INC-CLASS A	LAU	4872.50	N/A	4872.50	3898.00	HKD	No	4872.50	3898.00
HKFE	2331	LI NING CO LTD	LNI	10553.49	N/A	10553.49	8442.79	HKD	No	10553.49	8442.79
HKFE	823	LINK REIT	LNK	15987.50	N/A	15987.50	12790.00	HKD	No	15987.50	12790.00
HKFE	MCA	MSCI China A 50 Connect Index	MCA	3870.31	N/A	3870.31	3096.25	USD	No	3870.31	3096.25
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	8180.55	6544.44	11686.50	9349.20	HKD	Yes	11686.50	9349.20
HKFE	MCS	United States dollar	MCS	5047.72	N/A	5047.72	4038.18	CNH	No	5047.72	4038.18
HKFE	3690	MEITUAN-CLASS B	MET	29363.09	N/A	29363.09	23490.47	HKD	No	29363.09	23490.47
HKFE	MHI	Mini Hang Seng Index	MHI	16556.16	13244.92	23651.65	18921.32	HKD	Yes	23651.65	18921.32
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MIA	1878.54	N/A	1878.54	1502.83	USD	No	1878.54	1502.83
HKFE	1810	XIAOMI CORP-CLASS B	MIU	3365	N/A	3365	2692	HKD	No	3365	2692
HKFE	3993	CMOC GROUP LTD-H	MOL	9675	N/A	9675	7740	HKD	No	9675	7740
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSB	7525	N/A	7525	6020	HKD	No	7525	6020
HKFE	66	MTR CORP.	MTR	5262.50	N/A	5262.50	4210.00	HKD	No	5262.50	4210.00
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	4499.24	N/A	4499.24	3599.39	USD	No	4499.24	3599.39
HKFE	1336	NEW CHINA LIFE INSURANCE C-H	NCL	5750	N/A	5750	4600	HKD	No	5750	4600
HKFE	9633	NONGFU SPRING CO LTD-H	NFU	11025.00	N/A	11025.00	8820.00	HKD	No	11025.00	8820.00
HKFE	9999	NETEASE, INC.	NTE	18087.50	N/A	18087.50	14470.00	HKD	No	18087.50	14470.00
HKFE	17	NEW WORLD DEVELOPMENT	NWD	6150	N/A	6150	4920	HKD	No	6150	4920
HKFE	2318	PING AN INSURANCE GROUP CO-H	PAI	8025.00	N/A	8025.00	6420.00	HKD	No	8025.00	6420.00
HKFE	857	PETROCHINA CO LTD-H	PEC	2100	N/A	2100	1680	HKD	No	2100	1680
HKFE	9868	XPENG INC - CLASS A SHARES	PEN	2540.30	N/A	2540.30	2032.24	HKD	No	2540.30	2032.24
HKFE	1833	PING AN HEALTHCARE AND TECHN	PHT	4083.10	N/A	4083.10	3266.48	HKD	No	4083.10	3266.48
HKFE	2328	PICC PROPERTY & CASUALTY -H	PIC	3880	N/A	3880	3104	HKD	No	3880	3104
HKFE	1928	SANDS CHINA LTD	SAN	3055.00	N/A	3055.00	2444.00	HKD	No	3055.00	2444.00
HKFE	16	SUN HUNG KAI PROPERTIES	SHK	28325.00	N/A	28325.00	22660.00	HKD	No	28325.00	22660.00
HKFE	968	XINYI SOLAR HOLDINGS LTD	SHL	5348.83	N/A	5348.83	4279.06	HKD	No	5348.83	4279.06
HKFE	981	SEMICONDUCTOR MANUFACTURING	SMC	11450	N/A	11450	9160	HKD	No	11450	9160
HKFE	2382	SUNNY OPTICAL TECH	SNO	29345.69	N/A	29345.69	23476.55	HKD	No	29345.69	23476.55
HKFE	1918	SUNAC CHINA HOLDINGS LTD	SUN	6517.00	N/A	6517.00	5213.60	HKD	No	6517.00	5213.60
HKFE	19	SWIRE PACIFIC LTD - CL A	SWA	9000	N/A	9000	7200	HKD	No	9000	7200
HKFE	700	-	TCB	10923.27	N/A	10923.27	8738.61	HKD	No	10923.27	8738.61
HKFE	700	TENCENT HOLDINGS LTD	TCH	10375	N/A	10375	8300	HKD	No	10375	8300
HKFE	2800	TRACKER FUND OF HONG KON-HKD	TRF	284750.01	N/A	284750.01	227800.01	HKD	No	284750.01	227800.01
HKFE	9961	TRIP.COM GROUP LIMITED	TRP	11775	N/A	11775	9420	HKD	No	11775	9420
HKFE	788	CHINA TOWER CORP LTD-H	TWR	2275	N/A	2275	1820	HKD	No	2275	1820
HKFE	VHSI	Hang Seng Volatility Index	VHS	68681.25	N/A	68681.25	54945	HKD	No	120062.25	96049.80
HKFE	9898	WEIBO CORP-CLASS A	WEB	4797.50	N/A	4797.50	3838.00	HKD	No	4797.50	3838.00
HKFE	4	WHARF HOLDINGS LTD	WHL	5287.50	N/A	5287.50	4230	HKD	No	5287.50	4230
HKFE	2269	WUXI BIOLOGICS CAYMAN INC	WXB	10607.20	N/A	10607.20	8485.76	HKD	No	10607.20	8485.76
HKFE	1171	YANKUANG ENERGY GROUP CO-H	YZB	13583.45	N/A	13583.45	10866.76	HKD	No	13583.45	10866.76
HKFE	1171	YANKUANG ENERGY GROUP CO-H	YZC	13225.00	N/A	13225.00	10580.00	HKD	No	13225.00	10580.00
HKFE	6060	ZHONGAN ONLINE P&C INSURAN-H	ZAO	7025	N/A	7025	5620	HKD	No	7025	5620
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJM	6720	N/A	6720	5376	HKD	No	6720	5376

Notes

* Please note that RUR Futures will continue to remain in closing only. Visit our Knowledge Base for additional info.

ICE Cryptocurrency (ICECRYPTO)

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

Exchange ICECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICECRYPTO	BAKKT	Bakkt Bitcoin	BTM	17082.68	N/A	17082.68	13666.14	USD	No	34165.46	27332.37

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	AD	KONINKLIJKE AHOLD DELHAIZE N	AHL	502.57	N/A	502.57	402.056	EUR	No	502.57	402.056
ICEEU	AKZA	AKZO NOBEL N.V.	AKZ	1283.36	N/A	1283.36	1026.69	EUR	No	1283.36	1026.69
ICEEU	ASML	ASML HOLDING NV	ASL	11597.04	N/A	11597.04	9277.63	EUR	No	11597.04	9277.63
ICEEU	ENI	ENI SPA	ENI	2665.31	N/A	2665.31	2132.25	EUR	No	2665.31	2132.24
ICEEU	ENEL	ENEL SPA	ENL	1029.29	N/A	1029.29	823.432	EUR	No	1029.29	823.433
ICEEU	SG	Short Gilt	G	3851.59	N/A	3851.59	3081.28	GBP	No	3851.59	3081.28
ICEEU	G	ASSICURAZIONI GENERALI	GEN	3362.14	N/A	3362.14	2689.71	EUR	No	3362.14	2689.71
ICEEU	H	Medium Gilt	H	7065.29	N/A	7065.29	5652.23	GBP	No	7065.29	5652.23
ICEEU	HEIA	HEINEKEN NV	HEI	1713.28	N/A	1713.28	1370.62	EUR	No	1713.28	1370.62
ICEEU	I	3 Month EURIBOR Interest Rate	I	1268.125	N/A	1268.125	1014.50	EUR	Yes	1268.125	1014.50
ICEEU	INGA	ING GROEP NV	ING	241.882	N/A	241.882	193.506	EUR	No	241.882	193.506
ICEEU	KPN	KONINKLIJKE KPN NV	KPN	57.385	N/A	57.385	45.908	EUR	No	57.385	45.908
ICEEU	MB	MEDIOBANCA SPA	MB	1852.09	N/A	1852.09	1481.67	EUR	No	1852.08	1481.67
ICEEU	NDUEBRAF	The MSCI Brazil Net Total Return	MCG	8231.75	N/A	8231.75	6585.40	USD	No	8231.75	6585.40
ICEEU	MFEB	MFE-MEDIAFOREUROPE NV-CL B	MSI	192.625	N/A	192.625	154.10	EUR	No	192.625	154.10
ICEEU	O	5 Year Euro Swapnote	O	6422.80	N/A	6422.80	5138.24	EUR	No	6422.80	5138.24
ICEEU	P	10 Year Euro Swapnote	P	13575.90	N/A	13575.90	10860.72	EUR	No	13575.90	10860.72
ICEEU	PHIA	KONINKLIJKE PHILIPS NV	PHI	312.325	N/A	312.325	249.86	EUR	No	312.325	249.86
ICEEU	R	Long Gilt	R	7662.52	N/A	7662.52	6130.01	GBP	No	7662.52	6130.01
ICEEU	SHELL	SHELL PLC	RD	629.247	N/A	629.247	503.397	EUR	No	629.247	503.397
ICEEU	REN	RELX PLC	REN	643.96	N/A	643.96	515.168	EUR	No	643.96	515.168
ICEEU	SRFXON3	Three Month SaronA	SA3	671.687	N/A	671.687	537.35	CHF	No	671.687	537.35
ICEEU	SONIA.N	Three Month SONIA	SO3	2028.125	N/A	2028.125	1622.50	GBP	No	2028.125	1622.50
ICEEU	SONIO.N	One Month SONIA	SOA	1631.47	N/A	1631.47	1305.17	GBP	No	1631.47	1305.17
ICEEU	STM	STMICROELECTRONICS NV	STM	8012.06	N/A	8012.06	6409.65	EUR	No	8012.06	6409.65
ICEEU	TIT	TELECOM ITALIA SPA	TI	57.385	N/A	57.385	45.908	EUR	No	57.385	45.908
ICEEU	TWS	2 Year Euro Swapnote	TWS	2437.21	N/A	2437.21	1949.77	EUR	No	2437.21	1949.77
ICEEU	UCG	UNICREDIT SPA	UC	2954.03	N/A	2954.03	2363.22	EUR	No	2954.03	2363.22
ICEEU	UNA	UNILEVER PLC	UNA	1094.35	N/A	1094.35	875.481	EUR	No	1094.35	875.481
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	1109.52	N/A	1109.52	689.598	GBP	No	1109.52	689.598
ICEEU	Y	FTSE 250 Index	Y2	4495.76	N/A	4495.76	3596.61	GBP	No	4495.76	3596.61
ICEEU	Z	FTSE 100 Index	Z	4198.95	3359.16	5998.50	4798.80	GBP	Yes	5998.50	4798.80

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	1689.60	N/A	1689.60	1351.68	GBP	No	1689.60	1351.68
ICEEUSOFT	D	Robusta Coffee	RC	1700	N/A	1700	1360	USD	No	1700	1360
ICEEUSOFT	T	Wheat	T	4796.12	N/A	4796.12	3836.89	GBP	No	4796.12	3836.89
ICEEUSOFT	W	White Sugar	W	3346.11	N/A	3346.11	2676.89	USD	No	3346.11	2676.89

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	9307.47	N/A	9307.47	7445.98	USD	No	9307.47	7445.98
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	22090625.76	N/A	22090625.76	17672500.61	JPY	No	22090625.78	17672500.625
ICEUS	EO	European Monetary Union Euro	KEO	8482.66	N/A	8482.66	6786.13	USD	No	8482.66	6786.13
ICEUS	ECD	European Monetary Union Euro	KEP	18375.04	N/A	18375.04	14700.03	CAD	No	18375.04	14700.03
ICEUS	GB	European Monetary Union Euro	KGB	10091.32	N/A	10091.32	8073.06	GBP	No	10091.32	8073.06
ICEUS	EAD	European Monetary Union Euro	KRA	20405.34	N/A	20405.34	16324.27	AUD	No	20405.34	16324.27
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	9211.56	N/A	9211.56	7369.25	CHF	No	9211.56	7369.25
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	4233926.82	N/A	4233926.82	3387141.45	JPY	No	4233926.82	3387141.45
ICEUS	MP	British pound	MP	8079.41	N/A	8079.41	6463.53	USD	No	8079.41	6463.53
ICEUS	SS	British Pound in Swiss Franc	SS	13281.01	N/A	13281.01	10624.81	CHF	No	13281.01	10624.81
ICEUS	SY	British Pound in Japanese Yen	SY	2690837.84	N/A	2690837.84	2152670.27	JPY	No	2690837.84	2152670.27

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	A2A	A2A SPA	A2A	1313.21	N/A	1313.21	1050.57	EUR	No	1313.22	1050.58
IDEM	ACE	ACEA SPA	ACE	1346.07	N/A	1346.07	1076.85	EUR	No	1346.07	1076.85
IDEM	AGL	AUTOGRILL SPA	AGL	1502.29	N/A	1502.29	1201.83	EUR	No	1502.29	1201.83
IDEM	BMED	BANCA MEDIOLANUM SPA	BMED	826.931	N/A	826.931	661.545	EUR	No	826.931	661.545
IDEM	BZU	BUZZI UNICEM SPA	BZU	375.472	N/A	375.472	300.378	EUR	No	375.472	300.378
IDEM	CPR	DAVIDE CAMPARI-MILANO NV	CPR	1815.41	N/A	1815.41	1452.33	EUR	No	1815.41	1452.33
IDEM	ENEL	ENEL SPA	ENEL	514.679	N/A	514.679	411.743	EUR	No	514.679	411.743
IDEM	ENI	ENI SPA	ENI	1464.17	N/A	1464.17	1171.33	EUR	No	1464.17	1171.33
IDEM	ERG	ERG SPA	ERG	2617.04	N/A	2617.04	2093.63	EUR	No	2617.04	2093.63
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	2850	N/A	2850	1140	EUR	No	2850	1140
IDEM	FTMIB	FTSE MIB Index	FTMIB	14077.47	11261.98	20110.67	16088.54	EUR	Yes	20110.67	16088.54
IDEM	G	ASSICURAZIONI GENERALI	G	336.236	N/A	336.236	268.988	EUR	No	336.236	268.988
IDEM	GEO	GEOX SPA	GEO	105.394	N/A	105.394	84.315	EUR	No	105.394	84.315
IDEM	ISP	INTESA SANPAOLO	ISP	439.772	N/A	439.772	351.818	EUR	No	439.772	351.817
IDEM	LDO	LEONARDO SPA	LDO	1181.05	N/A	1181.05	944.84	EUR	No	1181.05	944.84
IDEM	MB	MEDIOBANCA SPA	MB	1125.34	N/A	1125.34	900.272	EUR	No	1125.34	900.272
IDEM	MFEB	MFE-MEDIAFOREUROPE NV-CL B	MFEB	126.141	N/A	126.141	100.913	EUR	No	126.141	100.913
IDEM	FTMIB	FTSE MIB Index	MICRO	563.099	450.479	804.427	643.542	EUR	No	804.427	643.542
IDEM	FTMIB	FTSE MIB Index	MINI	2815.49	2252.40	4022.13	3217.71	EUR	No	4022.13	3217.71
IDEM	PRY	PRYSMIAN SPA	PRY	700.631	N/A	700.631	560.505	EUR	No	700.632	560.505
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	2161.31	N/A	2161.31	1729.05	EUR	No	2161.31	1729.05
IDEM	SRS	SARAS SPA	SRS	346.993	N/A	346.993	277.594	EUR	No	346.993	277.594
IDEM	STM	STMICROELECTRONICS NV	STM	4066.98	N/A	4066.98	3253.59	EUR	No	4066.98	3253.59
IDEM	TEN	TENARIS SA	TEN	1660.31	N/A	1660.31	1328.25	EUR	No	1660.31	1328.25
IDEM	TIT	TELECOM ITALIA SPA	TIT	87.9662	N/A	87.9662	70.373	EUR	No	87.9662	70.373
IDEM	TITR	TELECOM ITALIA-RSP	TITR	83.0925	N/A	83.0925	66.474	EUR	No	83.0925	66.474
IDEM	TOD	TOD'S SPA	TOD	902.062	N/A	902.062	721.65	EUR	No	902.062	721.65
IDEM	TRN	TERNA-RETE ELETTRICA NAZIONA	TRN	1371.60	N/A	1371.60	1097.28	EUR	No	1371.60	1097.28
IDEM	UCG	UNICREDIT SPA	UCG	1844.06	N/A	1844.06	1475.25	EUR	No	1844.06	1475.25
IDEM	UNI	UNIPOL GRUPPO SPA	UNI	457.701	N/A	457.701	366.161	EUR	No	457.701	366.161
IDEM	US	UNIPOLSAI ASSICURAZIONI SPA	US	458.452	N/A	458.452	366.761	EUR	No	458.452	366.761

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	88448.41	N/A	88448.41	70758.72	USD	No	88448.41	70758.72
IPE	COIL	ICE Brent Crude	COIL	28285.74	N/A	28285.74	20952.40	USD	Yes	28285.74	20952.40
IPE	GOIL	ICE Gasoil	GOIL	21028.41	N/A	21028.41	15576.60	USD	No	21028.41	15576.60
IPE	HOIL	ICE Heating Oil	HOIL	35154	N/A	35154	26040	USD	No	35154	26040
IPE	NCF	Newcastle Coal Futures	NCF	172621.00	N/A	172621.00	138096.80	USD	No	163032.29	130425.83
IPE	NGF	ICE UK Natural Gas	NGF	39211.13	N/A	39211.13	31368.90	GBP	No	42975.30	31368.90
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	34020	N/A	34020	25200	USD	No	34020	25200
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	24685.83	N/A	24685.83	18285.80	USD	Yes	24685.83	18285.80

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	7191406.42	5753125.13	10273437.74	8218750.19	KRW	Yes	10273437.74	8218750.19
KSE	K200M	Mini KOSPI200 Index	05	1434912.55	1147930.04	2049875.07	1639900.055	KRW	Yes	2049875.07	1639900.055
KSE	KOSDQ150	KOSDAQ 150 Index	06	950703.60	720510.03	1358148	1029300.05	KRW	No	1358148	1029300.05
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	201815.91	N/A	201815.91	161452.72	KRW	No	201815.91	161452.72
KSE	017670	SK TELECOM	112	150345.02	N/A	150345.02	120276.02	KRW	No	150345.02	120276.02
KSE	005490	POSCO HOLDINGS INC	113	976225.78	N/A	976225.78	780980.625	KRW	No	976225.78	780980.625
KSE	030200	KTCORPORATION	114	111546.31	N/A	111546.31	89237.05	KRW	No	111546.31	89237.05
KSE	015760	KOREA ELECTRIC POWER CORP	115	63673.70	N/A	63673.70	50938.96	KRW	No	63673.70	50938.96
KSE	005380	HYUNDAI MOTOR CO	116	545685.18	N/A	545685.18	436548.125	KRW	No	545685.18	436548.125
KSE	016360	SAMSUNG SECURITIES CO LTD	117	111702.76	N/A	111702.76	89362.21	KRW	No	111702.76	89362.21
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	138767.99	N/A	138767.99	111014.39	KRW	No	138767.99	111014.39
KSE	000270	KIA CORP	119	217147.66	N/A	217147.66	173718.125	KRW	No	217147.66	173718.125
KSE	012330	HYUNDAI MOBIS CO LTD	120	674284.13	N/A	674284.13	539427.30	KRW	No	674284.13	539427.30
KSE	006400	SAMSUNG SDI CO LTD	122	2146445.12	N/A	2146445.12	1717156.09	KRW	No	2146445.12	1717156.09
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	468087.74	N/A	468087.74	374470.20	KRW	No	468087.74	374470.20
KSE	066570	LG ELECTRONICS INC	124	306635.01	N/A	306635.01	245308.01	KRW	No	306635.01	245308.01
KSE	036460	KOREA GAS CORPORATION	128	107635.14	N/A	107635.14	86108.12	KRW	No	107635.14	86108.12
KSE	004020	HYUNDAI STEEL CO	132	111546.31	N/A	111546.31	89237.05	KRW	No	111546.31	89237.05
KSE	003550	LG CORP	134	262517.11	N/A	262517.11	210013.69	KRW	No	262517.11	210013.69
KSE	078930	GS HOLDINGS	135	143461.38	N/A	143461.38	114769.10	KRW	No	143461.38	114769.10
KSE	033780	KT & G CORPORATION	136	294432.19	N/A	294432.19	235545.74	KRW	No	294432.19	235545.74
KSE	009540	KOREA SHIPBUILDING & OFFSHOR	139	246872.49	N/A	246872.49	197497.99	KRW	No	246872.49	197497.99
KSE	086790	HANA FINANCIAL GROUP	140	161765.61	N/A	161765.61	129412.49	KRW	No	161765.61	129412.49
KSE	096770	SK INNOVATION CO LTD	141	530353.42	N/A	530353.42	424282.73	KRW	No	530353.42	424282.73
KSE	001040	CJ CORP	142	265333.15	N/A	265333.15	212266.52	KRW	No	265333.15	212266.52
KSE	034220	LG DISPLAY CO LTD	145	44462.08	N/A	44462.08	35569.66	KRW	No	44462.08	35569.66
KSE	105560	KB FINANCIAL GROUP INC	146	180226.30	N/A	180226.30	144181.04	KRW	No	180226.30	144181.04
KSE	051910	LG CHEM LTD	147	2146445.12	N/A	2146445.12	1717156.09	KRW	No	2146445.12	1717156.09
KSE	006800	MIRAE ASSET SECURITIES CO LT	148	22184.10	N/A	22184.10	17747.28	KRW	No	22184.10	17747.28
KSE	042670	HYUNDAI DOOSAN INFRACORE CO	149	23998.88	N/A	23998.88	19199.11	KRW	No	23998.88	19199.11
KSE	000660	SK HYNIX INC	150	285984.09	N/A	285984.09	228787.27	KRW	No	285984.09	228787.27
KSE	006360	GS ENGINEERING & CONSTRUCT	151	74312.06	N/A	74312.06	59449.64	KRW	No	74312.06	59449.64
KSE	139480	E-MART INC	154	340740.34	N/A	340740.34	272592.27	KRW	No	340740.34	272592.27
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	105444.90	N/A	105444.90	84355.92	KRW	No	105444.90	84355.92
KSE	035420	NAVER CORP	156	661768.43	N/A	661768.43	529414.73	KRW	No	661768.43	529414.73
KSE	003490	KOREAN AIR LINES CO LTD	157	77753.88	N/A	77753.88	62203.10	KRW	No	77753.88	62203.10
KSE	3KTB	3-Year Korea Treasury Bond	165	1445412	N/A	1445412	1008082.33	KRW	No	1445412	1008082.33
KSE	FLKTB	10-Year Korea Treasury Bond	167	4438224	N/A	4438224	2958816	KRW	No	4438224	2958816
KSE	KWY	United States dollar	175	1538750	N/A	1538750	1231000	KRW	No	3077500	2462000
KSE	032640	LG UPLUS CORP	1B0	35575.92	N/A	35575.92	28460.73	KRW	No	35575.92	28460.73
KSE	010950	S-OILCORPORATION	1B2	284106.73	N/A	284106.73	227285.37	KRW	No	284106.73	227285.37
KSE	010130	KOREA ZINC CO LTD	1B3	1786618.36	N/A	1786618.36	1429294.69	KRW	No	1786618.36	1429294.69
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	33166.64	N/A	33166.64	26533.32	KRW	No	33166.64	26533.32
KSE	001680	DAESANG CORPORATION	1B6	66489.74	N/A	66489.74	53191.79	KRW	No	66489.74	53191.79
KSE	047050	POSCO INTERNATIONAL CORP	1B7	75407.18	N/A	75407.18	60325.75	KRW	No	75407.18	60325.75
KSE	034020	DOOSAN ENERBILITY CO LTD	1B9	52096.66	N/A	52096.66	41677.33	KRW	No	52096.66	41677.33
KSE	023530	LOTTE SHOPPING CO	1BA	301628.74	N/A	301628.74	241302.99	KRW	No	301628.74	241302.99
KSE	011170	LOTTE CHEMICAL CORP	1BB	599642.60	N/A	599642.60	479714.08	KRW	No	599642.60	479714.08
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	226847.34	N/A	226847.34	181477.87	KRW	No	226847.34	181477.87
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	16520.74	N/A	16520.74	13216.59	KRW	No	16520.74	13216.59
KSE	029780	SAMSUNG CARD CO	1BG	97153.24	N/A	97153.24	77722.59	KRW	No	97153.24	77722.59
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	242804.87	N/A	242804.87	194243.89	KRW	No	242804.87	194243.89
KSE	036570	NCSOFTCORPORATION	1BJ	1490934.57	N/A	1490934.57	1192747.58	KRW	No	1490934.57	1192747.58
KSE	000080	HITE JINRO CO LTD	1BK	81352.15	N/A	81352.15	65081.72	KRW	No	81352.15	65081.72
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	198374.08	N/A	198374.08	158699.27	KRW	No	198374.08	158699.27
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	150657.92	N/A	150657.92	120526.34	KRW	No	150657.92	120526.34
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	122028.22	N/A	122028.22	97622.58	KRW	No	122028.22	97622.58
KSE	011210	HYUNDAI WIA CORP	1BP	169587.94	N/A	169587.94	135670.35	KRW	No	169587.94	135670.35
KSE	008770	HOTEL SHILLA CO LTD	1BQ	259701.09	N/A	259701.09	207760.86	KRW	No	259701.09	207760.86
KSE	035250	KANGWON LAND, INC.	1BS	75094.29	N/A	75094.29	60075.43	KRW	No	75094.29	60075.43
KSE	138930	BNK FINANCIAL GROUP INC	1BT	22841.18	N/A	22841.18	18272.94	KRW	No	22841.18	18272.94
KSE	139130	DGB FINANCIAL GROUP INC	1BV	24718.54	N/A	24718.54	19774.83	KRW	No	24718.54	19774.83
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	62578.58	N/A	62578.58	50062.86	KRW	No	62578.58	50062.86
KSE	001120	LX INTERNATIONAL CORP	1BX	110607.63	N/A	110607.63	88486.10	KRW	No	110607.63	88486.10
KSE	011070	LG INNOTEK CO LTD	1BY	887051.27	N/A	887051.27	709641.02	KRW	No	887051.27	709641.02
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	29787.40	N/A	29787.40	23829.92	KRW	No	29787.40	23829.92
KSE	010060	OCI CO LTD	1C0	282855.16	N/A	282855.16	226284.12	KRW	No	282855.16	226284.12
KSE	034730	SK INC	1C1	644559.33	N/A	644559.33	515647.46	KRW	No	644559.33	515647.46
KSE	001740	SK NETWORKS CO LTD	1C2	12562.65	N/A	12562.65	10050.12	KRW	No	12562.65	10050.12
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	466836.18	N/A	466836.18	373468.95	KRW	No	466836.18	373468.95
KSE	002350	NEXEN TIRE CORPORATION	1C4	20901.24	N/A	20901.24	16720.99	KRW	No	20901.24	16720.99
KSE	018260	SAMSUNG SDS CO LTD	1C5	403006.02	N/A	403006.02	322404.80	KRW	No	403006.02	322404.80
KSE	090430	AMOREPACIFIC CORP	1C6	461204.10	N/A	461204.10	368963.28	KRW	No	461204.10	368963.28
KSE	030000	CHEIL WORLDWIDE INC	1C7	69149.32	N/A	69149.32	55319.46	KRW	No	69149.32	55319.46
KSE	028260	SAMSUNG C&T CORP	1C8	377661.70	N/A	377661.70	302129.36	KRW	No	377661.70	302129.36
KSE	000880	HANWHA CORPORATION	1C9	88861.57	N/A	88861.57	71089.26	KRW	No	88861.57	71089.26
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	009830	HANWHA SOLUTIONS CORP	1CB	146277.42	N/A	146277.42	117021.93	KRW	No	146277.42	117021.93
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	575097.09	N/A	575097.09	460077.66	KRW	No	575097.09	460077.66
KSE	010620	HYUNDAIMIPODOCKYARD	1CD	249375.61	N/A	249375.61	199500.49	KRW	No	249375.61	199500.49
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	100595.06	N/A	100595.06	80476.04	KRW	No	100595.06	80476.04
KSE	035720	KAKAO CORP	1CF	202128.80	N/A	202128.80	161703.04	KRW	No	202128.80	161703.04
KSE	034230	PARADISE CO LTD	1CG	56883.92	N/A	56883.92	45507.14	KRW	No	56883.92	45507.14
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	1CJ	33886.30	N/A	33886.30	27109.04	KRW	No	33886.30	27109.04
KSE	069080	WEBZEN INC	1CK	56758.77	N/A	56758.77	45407.01	KRW	No	56758.77	45407.01
KSE	096530	SEEGENE INC	1CL	169275.04	N/A	169275.04	135420.03	KRW	No	169275.04	135420.03
KSE	022100	POSCO ICT CO LTD	1CN	20557.06	N/A	20557.06	16445.65	KRW	No	20557.06	16445.65
KSE	068270	CELLTRION INC	1CP	544936.00	N/A	544936.00	435948.80	KRW	No	544936.00	435948.80
KSE	122870	YG ENTERTAINMENT INC	1CQ	161765.61	N/A	161765.61	129412.49	KRW	No	161765.61	129412.49
KSE	051900	LG H&H	1CR	2368599.02	N/A	2368599.02	1894879.22	KRW	No	2368599.02	1894879.22
KSE	002790	AMOREPACIFIC GROUP	1CS	123592.69	N/A	123592.69	98874.15	KRW	No	123592.69	98874.15
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	658639.50	N/A	658639.50	526911.60	KRW	No	658639.50	526911.60
KSE	008930	HANMI SCIENCE CO LTD	1CV	95588.77	N/A	95588.77	76471.02	KRW	No	95588.77	76471.02
KSE	021240	COWAY CO LTD	1CW	177410.26	N/A	177410.26	141928.20	KRW	No	177410.26	141928.20
KSE	128940	HANMI PHARM CO LTD	1CX	1642687.50	N/A	1642687.50	1314150	KRW	No	1642687.50	1314150
KSE	018880	HANON SYSTEMS	1CY	29349.35	N/A	29349.35	23479.48	KRW	No	29349.35	23479.48
KSE	027410	BGF CO LTD	1CZ	13260.60	N/A	13260.60	10438.11	KRW	No	13260.60	10438.11
KSE	005830	DB INSURANCE CO LTD	1D0	215896.08	N/A	215896.08	172716.86	KRW	No	215896.08	172716.86
KSE	097950	CJ CHEILJEDANG CORP.	1D1	1099818.46	N/A	1099818.46	879854.77	KRW	No	1099818.46	879854.77
KSE	009240	HANSSEM CO LTD	1D2	163017.19	N/A	163017.19	130413.75	KRW	No	163017.19	130413.75
KSE	002380	KCC CORP	1D3	727475.93	N/A	727475.93	581980.74	KRW	No	727475.93	581980.74
KSE	007070	GS RETAIL CO LTD	1D4	89487.36	N/A	89487.36	71589.89	KRW	No	89487.36	71589.89
KSE	012750	S1 CORPORATION	1D5	185545.47	N/A	185545.47	148436.38	KRW	No	185545.47	148436.38
KSE	000100	YUHAN CORPORATION	1D6	338550.09	N/A	338550.09	270840.06	KRW	No	338550.09	270840.06
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	108417.38	N/A	108417.38	86733.91	KRW	No	108417.38	86733.91
KSE	069960	HYUNDAI DEPT STORE CO	1D8	197435.41	N/A	197435.41	157948.32	KRW	No	197435.41	157948.32
KSE	079160	CJ CGV CO LTD	1D9	58198.07	N/A	58198.07	46558.46	KRW	No	58198.07	46558.46
KSE	004370	NONGSHIM CO LTD	1DA	1066964.69	N/A	1066964.69	853571.72	KRW	No	1066964.69	853571.72
KSE	079550	LIG NEX1 CO LTD	1DB	251878.76	N/A	251878.76	201503.01	KRW	No	251878.76	201503.01
KSE	204320	MANDO CORP	1DC	142053.36	N/A	142053.36	113642.69	KRW	No	142053.36	113642.69
KSE	004170	SHINSEGAE INC	1DD	736862.71	N/A	736862.71	589490.16	KRW	No	736862.71	589490.16
KSE	161890	KOLMAR KOREA CO LTD	1DE	138298.65	N/A	138298.65	110638.92	KRW	No	138298.65	110638.92
KSE	111770	YOUNGONE CORP	1DG	136890.63	N/A	136890.63	109512.50	KRW	No	136890.63	109512.50
KSE	008560	MERITZ SECURITIES CO LTD	1DH	26910.30	N/A	26910.30	17940.20	KRW	No	26910.30	17940.20
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	527850.29	N/A	527850.29	422280.23	KRW	No	527850.29	422280.23
KSE	192820	COSMAX INC	1DK	247811.16	N/A	247811.16	198248.93	KRW	No	247811.16	198248.93
KSE	108670	LX HAUSYS LTD	1DL	125782.93	N/A	125782.93	100626.35	KRW	No	125782.93	100626.35
KSE	023590	DAOU TECHNOLOGY INC	1DM	68523.54	N/A	68523.54	54818.83	KRW	No	68523.54	54818.83
KSE	039130	HANA TOUR SERVICE INC	1DN	198374.08	N/A	198374.08	158699.27	KRW	No	198374.08	158699.27
KSE	086900	MEDY-TOX INC	1DP	881722.95	N/A	881722.95	705378.36	KRW	No	881722.95	705378.36
KSE	078340	COM2US CORP	1DR	205883.51	N/A	205883.51	164706.80	KRW	No	205883.51	164706.80
KSE	035760	CJ ENM CO LTD	1DT	347274	N/A	347274	266835.04	KRW	No	347274	266835.04
KSE	056190	SFA ENGINEERING CORP	1DV	117804.17	N/A	117804.17	94243.33	KRW	No	117804.17	94243.33
KSE	241560	DOOSAN BOBCAT INC	1DW	112328.54	N/A	112328.54	89862.83	KRW	No	112328.54	89862.83
KSE	017800	HYUNDAI ELEVATOR CO	1DY	96214.56	N/A	96214.56	76971.65	KRW	No	96214.56	76971.65
KSE	105630	HANSAE CO LTD	1DZ	51408.30	N/A	51408.30	41126.64	KRW	No	51408.30	41126.64
KSE	240810	WONIK IPS CO LTD	1E0	94962.99	N/A	94962.99	75970.39	KRW	No	94962.99	75970.39
KSE	001060	JW PHARMACEUTICAL	1E1	186327.70	N/A	186327.70	149062.16	KRW	No	186327.70	149062.16
KSE	053800	AHNLAB INC	1E2	297248.23	N/A	297248.23	237798.57	KRW	No	297248.23	237798.57
KSE	091700	PARTRON CO LTD	1E3	27284.26	N/A	27284.26	21827.41	KRW	No	27284.26	21827.41
KSE	041510	SM ENTERTAINMENT CO LTD	1E4	260013.97	N/A	260013.97	208011.17	KRW	No	260013.97	208011.17
KSE	251270	NETMARBLE CORP	1E5	188361.51	N/A	188361.51	150689.21	KRW	No	188361.51	150689.21
KSE	091990	CELLTRION HEALTHCARE CO LTD	1E6	386291.07	N/A	386291.07	309032.86	KRW	No	386291.07	309032.86
KSE	003670	POSCO CHEMICAL CO LTD	1E8	664897.36	N/A	664897.36	531917.89	KRW	No	664897.36	531917.89
KSE	003520	YUNGJIN PHARMACEUTICAL CO	1E9	31351.87	N/A	31351.87	25081.49	KRW	No	31351.87	25081.49
KSE	178920	PI ADVANCED MATERIALS CO LTD	1EA	105914.24	N/A	105914.24	84731.39	KRW	No	105914.24	84731.39
KSE	316140	WOORI FINANCIAL GROUP INC	1EB	42052.80	N/A	42052.80	33642.24	KRW	No	42052.80	33642.24
KSE	294870	HDC HYUNDAI DEVELOPMENT CO-E	1EC	35012.71	N/A	35012.71	28010.17	KRW	No	35012.71	28010.17
KSE	020150	ILJIN MATERIALS CO LTD	1ED	201815.91	N/A	201815.91	161452.72	KRW	No	201815.91	161452.72
KSE	009420	HANALL BIOPHARMA CO LTD	1EE	50125.44	N/A	50125.44	40100.35	KRW	No	50125.44	40100.35
KSE	035900	JYP ENTERTAINMENT CORP	1EF	223092.63	N/A	223092.63	178474.10	KRW	No	223092.63	178474.10
KSE	003410	SSANGYONG C&E CO LTD	1EG	18147.79	N/A	18147.79	14518.23	KRW	No	18147.79	14518.23
KSE	028670	PAN OCEAN CO LTD	1EH	19242.91	N/A	19242.91	15394.33	KRW	No	19242.91	15394.33
KSE	011790	SKC CO LTD	1EJ	307573.69	N/A	307573.69	246058.95	KRW	No	307573.69	246058.95
KSE	000990	DB HITEK CO LTD	1EK	142053.36	N/A	142053.36	113642.69	KRW	No	142053.36	113642.69
KSE	093370	FOOSUNG CO LTD	1EL	39706.11	N/A	39706.11	31764.89	KRW	No	39706.11	31764.89
KSE	375500	DL E&C CO LTD	1ER	118899.29	N/A	118899.29	95119.43	KRW	No	118899.29	95119.43
KSE	207940	SAMSUNG BIOLOGICS CO LTD	1ES	5106411.72	N/A	5106411.72	4085129.375	KRW	No	5106411.72	4085129.375
KSE	028050	SAMSUNG ENGINEERING CO LTD	1ET	76971.64	N/A	76971.64	61577.31	KRW	No	76971.64	61577.31
KSE	272210	HANWHA SYSTEMS CO LTD	1EV	39956.42	N/A	39956.42	31965.13	KRW	No	39956.42	31965.13
KSE	003850	BORYUNG	1EW	61201.84	N/A	61201.84	48961.47	KRW	No	61201.84	48961.47
KSE	293490	KAKAO GAMES CORP	1EX	147528.99	N/A	147528.99	118023.19	KRW	No	147528.99	118023.19
KSE	247540	ECOPRO BM CO LTD	1EY	325721.48	N/A	325721.48	260577.19	KRW	No	325721.48	260577.19
KSE	253450	STUDIO DRAGON CORP	1EZ	249375.61	N/A	249375.61	199500.49	KRW	No	249375.61	199500.49
KSE	278280	CHUNBO CO LTD	1F0	733733.79	N/A	733733.79	586987.03	KRW	No	733733.79	586987.03
KSE	200130	KOLMAR BNH CO LTD	1F1	94650.10	N/A	94650.10	75720.07	KRW	No	94650.10	75720.07
KSE	036540	SFA SEMICON CO LTD	1F2	13563.91	N/A	13563.91	10851.12	KRW	No	13563.91	10851.12
KSE	060250	NHN KCP CORP	1F3	44681.10	N/A	44681.10	35744.88	KRW	No	44681.10	35744.88
KSE	000250	SAM CHUN DANG PHARM CO LTD	1F4	289738.79	N/A	289738.79	231791.04	KRW	No	289738.79	231791.04
KSE	373220	LG ENERGY SOLUTION	1F5	1576980.08	N/A	1576980.08	1261584.06	KRW	No	1576980.08	1261584.06
KSE	323410	KAKAOBANK CORP	1F6	116178	N/A	116178	77452	KRW	No	116178	77452
KSE	377300	KAKAO PAY CORP	1F7	366448.50	N/A	366448.50	244299	KRW	No	366448.50	244299
KSE	259960	KRAFTON INC	1F8	637213.50	N/A	637213.50	461078.95	KRW	No	637213.50	461078.95
KSE	302440	SK BIOSCIENCE CO LTD	1F9	503131.74	N/A	503131.74	402505.39	KRW	No	503131.74	402505.39
KSE	011200	HMM CO LTD	1FA	72904.04	N/A	72904.04	58323.23	KRW	No	72904.04	58323.23
KSE	361610	SK IE TECHNOLOGY CO LTD	1FB	216834.77	N/A	216834.77	173467.81	KRW	No	216834.77	173467.81
KSE	352820	HYBE CO LTD	1FC	607012.16	N/A	607012.16	485609.73	KRW	No	607012.16	485609.73
KSE	329180	HYUNDAI HEAVY INDUSTRIES CO	1FD	355446.29	N/A	355446.29	284357.03	KRW	No	355446.29	284357.03
KSE	402340	SK SQUARE CO LTD	1FE	117804.17	N/A	117804.17	94243.33	KRW	No	117804.17	94243.33
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	1FF	476222.95	N/A	476222.95	380978.36	KRW	No	476222.95	380978.36
KSE	383220	F&F CO LTD / NEW	1FG	459326.74	N/A	459326.74	367461.37	KRW	No	459326.74	367461.37
KSE	267250	HD HYUNDAI	1FH	199625.65	N/A	199625.65	159700.52	KRW	No	199625.65	159700.52
KSE	271560	ORION CORP/REPUBLIC OF KOREA	1FJ	391116.09	N/A	391116.09	312892.87	KRW	No	391116.09	312892.87
KSE	138040	MERITZ FINANCIAL GROUP INC	1FK	235823.25	N/A	235823.25	157215.50	KRW	No	235823.25	157215.50
KSE	263750	PEARL ABYSS CORP	1FL	144400.06	N/A	144400.06	115520.05	KRW	No	144400.06	115520.05
KSE	066970	L&F CO LTD	1FM	652381.64	N/A	652381.64	521905.31	KRW	No	652381.64	521905.31
KSE	112040	WEMADE CO LTD	1FN	271687.50	N/A	271687.50	181125	KRW	No	271687.50	181125
KSE	196170	ALTEOGEN INC	1FP	222466.84	N/A	222466.84	177973.46	KRW	No	222466.84	177973.46
KSE	058470	LEENO INDUSTRIAL INC	1FQ	527224.48	N/A	527224.48	421779.57	KRW	No	527224.48	421779.57

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	7330.31	N/A	7330.31	5864.25	USD	No	7330.31	5864.25
LMEOTC	CA	Grade A Copper - LME	CA	22487.50	N/A	22487.50	17990	USD	No	22487.50	17990
LMEOTC	PB	Lead - LME	PB	6719.74	N/A	6719.74	5375.79	USD	No	6719.74	5375.79
LMEOTC	SNLME	Tin future	SN	50534.72	N/A	50534.72	40427.77	USD	No	50534.72	40427.77
LMEOTC	ZSLME	Special High Grade Zinc	ZS	10343.125	N/A	10343.125	8274.50	USD	No	10343.125	8274.50

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	1760.625	N/A	1760.625	1408.50	EUR	Yes	1760.625	1408.50
MATIF	ECO	European Rapeseed Future	ECO	3475	N/A	3475	2780	EUR	No	3475	2780
MATIF	EMA	Corn	EMA	2322.50	N/A	2322.50	1858	EUR	No	2322.50	1858

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

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	IBEX35	IBEX 35 Index	IBX	8312.53	6650.03	11875.05	9500.04	EUR	No	11875.05	9500.04
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	831.253	665.003	1187.50	950.004	EUR	Yes	1187.50	950.004

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	AMXL	AMERICA MOVIL SAB DE C-SER L	AXL	1174.625	N/A	1174.625	939.70	MXN	No	1174.625	939.70
MEXDER	CEMEXCPO	CEMEX SAB-CPO	CXC	1174.625	N/A	1174.625	939.70	MXN	No	1174.625	939.70
MEXDER	DEUA	United States dollar	DA	14216.32	N/A	14216.32	11373.06	MXN	No	17509.77	14007.82
MEXDER	EURO	European Monetary Union Euro	EU	32286.13	N/A	32286.13	25828.91	MXN	No	32286.13	25828.91
MEXDER	FEMSAUBD	FOMENTO ECONOMICO MEXICA-UBD	FEM	3096.32	N/A	3096.32	2477.05	MXN	No	3096.32	2477.05
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	62133.125	N/A	62133.125	49706.50	MXN	Yes²	57595.31	46076.25
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	12426.625	N/A	12426.625	9941.30	MXN	No	11519.06	9215.25

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	5010.74	N/A	5010.74	4008.59	EUR	No	5010.74	4008.59
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	3895.96	N/A	3895.96	3116.77	EUR	No	3895.96	3116.77
MONEP	CAC40	CAC 40	FCE	4812.52	3850.01	6875.02	5500.02	EUR	Yes	6875.02	5500.02
MONEP	FEF	FTSEurofirst 80 NEW	FEF	15465.74	N/A	15465.74	12372.59	EUR	No	15465.74	12372.59
MONEP	FEO	FTSEurofirst 100 NEW	FEO	11506.06	N/A	11506.06	9204.85	EUR	No	11506.06	9204.85
MONEP	CAC40	CAC 40	MFC	481.252	385.001	687.502	550.002	EUR	No	687.502	550.002

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	182867.5	N/A	182867.5	146294	INR	Yes	7276.06	5820.85
NSE	EURINR	Euro in Indian Rupee	EURINR	11130.00	N/A	11130.00	8904.00	INR	No	11130.00	8904.00
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	12636.50	N/A	12636.50	10109.20	INR	No	12636.50	10109.20
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	7897.81	N/A	7897.81	6318.25	INR	No	7897.81	6318.25
NSE	NIFTY50	Nifty 50	NIFTY	136399.5	N/A	136399.5	109119.5	INR	Yes	2711.12	2168.90
NSE	USDINR	US Dollars in Indian Rupee	USDINR	10209.06	N/A	10209.06	8167.25	INR	Yes	10209.06	8167.25

ICE Futures U.S. (NYBOT)

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

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	CC	Cocoa NYBOT	CC	2576.83	N/A	2576.83	2061.46	USD	Yes	2576.83	2061.46
NYBOT	CT	Cotton No. 2	CT	5625	N/A	5625	4500	USD	Yes	5625	4500
NYBOT	DX	NYBOT US Dollar FX	DX	3125	N/A	3125	2500	USD	Yes	3125	2500
NYBOT	NYFANG	NYSE FANG+ Index	FNG	4159.20	N/A	4159.20	3327.36	USD	No	4159.20	3327.36
NYBOT	KC	Coffee "C"	KC	9355.09	N/A	9355.09	7484.08	USD	Yes	9355.09	7484.08
NYBOT	OJ	FC Orange Juice "A"	OJ	6262.64	N/A	6262.64	5010.11	USD	Yes	6262.64	5010.11
NYBOT	RS	Canola	RS	1293.75	N/A	1293.75	1035.00	CAD	No	1293.75	1035.00
NYBOT	SB	Sugar No. 11	SB	2905.03	N/A	2905.03	2324.02	USD	Yes	2905.03	2324.02
NYBOT	SF	Sugar #16 112000 lbs	SF	1796.40	N/A	1796.40	1437.12	USD	No	1796.40	1437.12

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	27000	N/A	27000	20000	USD	No	27000	20000
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	27000	N/A	27000	20000	USD	Yes	27000	20000
NYMEX	CL	Light Sweet Crude Oil	CL	27000	N/A	27000	20000	USD	Yes	27000	20000
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	17568.11	N/A	17568.11	14054.49	USD	No	17568.11	14054.49
NYMEX	HO	Heating Oil	HO	35154	N/A	35154	26040	USD	Yes	35154	26040
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	17568.11	N/A	17568.11	14054.49	USD	No	17568.11	14054.49
NYMEX	MCL	Micro WTI Crude Oil	MCL	2622.86	N/A	2622.86	1942.86	USD	Yes	2622.86	1942.86
NYMEX	MHO	Micro NY Harbor ULSD	MHO	4042.71	N/A	4042.71	2994.60	USD	No	4042.71	2994.60
NYMEX	MRB	Micro RBOB Gasoline	MRB	3689.50	N/A	3689.50	2732.97	USD	No	3689.50	2732.97
NYMEX	NG	Henry Hub Natural Gas	NG	17568.11	N/A	17568.11	14054.49	USD	Yes	17568.11	14054.49
NYMEX	PA	NYMEX Palladium Index	PA	166380.00	N/A	166380.00	38452.43	USD	No	166380.00	38452.43
NYMEX	PL	NYMEX Platinum Index	PL	8104.92	N/A	8104.92	6483.94	USD	No	8104.92	6483.94
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	4392.03	N/A	4392.03	3513.62	USD	No	4392.03	3513.62
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	13500	N/A	13500	10000	USD	No	13500	10000
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	34020	N/A	34020	25200	USD	Yes	34020	25200
NYMEX	TT	NYMEX Cotton index	TT	15448.80	N/A	15448.80	12359.04	USD	No	15448.80	12359.04

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	6704.45	N/A	6704.45	5363.56	USD	No	6704.45	5363.56
NYSELIFFE	M1EU	MSCI Europe NTR	EU9	8224.12	N/A	8224.12	6579.30	USD	No	8224.12	6579.30
NYSELIFFE	M1JP	The MSCI Japan NTR	JPP	9999.20	N/A	9999.20	7999.36	USD	No	9999.20	7999.36
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	5541.56	4433.25	7916.52	6333.22	USD	No	7916.52	6333.22
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3567.12	2853.69	5095.88	4076.70	USD	No	5095.88	4076.70
NYSELIFFE	MXUS	MSCI USA Index	MUN	49248.73	N/A	49248.73	39398.98	USD	No	49248.73	39398.98

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	ALFA	-	ALFA.FWD	6466.25	N/A	6466.25	5173	SEK	No	6466.25	5173
OMS	ATCO.A	ATLAS COPCO AB-A SHS	ATCOA.FWD	2337.34	N/A	2337.34	1869.87	SEK	No	2337.34	1869.87
OMS	AZN	ASTRAZENECA PLC	AZN.FWD	32145.25	N/A	32145.25	25716.20	SEK	No	32145.25	25716.20
OMS	BOL	BOLIDEN AB	BOLI.FWD	9473.75	N/A	9473.75	7579	SEK	No	9473.75	7579
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB.FWD	1430	N/A	1430	1144	SEK	No	1430	1144
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB	2469.05	N/A	2469.05	1975.24	SEK	No	2469.05	1975.24
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB.FWD	2463.52	N/A	2463.52	1970.82	SEK	No	2463.52	1970.82
OMS	NDASE	NORDEA BANK ABP	NDASE.FWD	2165.86	N/A	2165.86	1732.68	SEK	No	2165.86	1732.68
OMS	OMXESG	OMXS30 ESG Responsible Index	OMXESG	22295	N/A	22295	17836	SEK	No	22295	17836
OMS	OMXS30	OMX Index (Sweden)	OMXS30	16292.50	13034	23275	18620	SEK	Yes	23275	18620
OMS	SAND	SANDVIK AB	SAND.FWD	4256.29	N/A	4256.29	3405.03	SEK	No	4256.29	3405.03
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA.FWD	2297.80	N/A	2297.80	1838.24	SEK	No	2297.80	1838.24
OMS	SECU.B	SECURITAS AB-B SHS	SECUB.FWD	2157.00	N/A	2157.00	1725.60	SEK	No	2157.00	1725.60
OMS	SSAB.A	SSAB AB-A SHARES	SSABA.FWD	1366.25	N/A	1366.25	1093	SEK	No	1366.25	1093
OMS	SWED.A	SWEDBANK AB - A SHARES	SWEDA.FWD	3612.30	N/A	3612.30	2889.84	SEK	No	3612.30	2889.84
OMS	TELIA	TELIA CO AB	TLSN.FWD	642.125	N/A	642.125	513.70	SEK	No	642.125	513.70
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB.FWD	3798.55	N/A	3798.55	3038.84	SEK	No	3798.55	3038.84

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	1868695.17	1494956.13	2669564.52	2135651.62	JPY	Yes	2669564.52	2135651.62
OSE.JPN	N225M	Nikkei 225 Mini	225M	186869.52	149495.61	266956.45	213565.16	JPY	No	266956.45	213565.16
OSE.JPN	JPNK400	JPX-Nikkei Index 400	400	96978.06	N/A	96978.06	77582.45	JPY	No	96978.06	77582.45
OSE.JPN	TPXC30	Topix Core30	C30	269856.99	N/A	269856.99	215885.59	JPY	No	269856.99	215885.59
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	427116.96	N/A	427116.96	341693.57	JPY	No	427116.96	341693.57
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JBL	2550000	N/A	2550000	2040000	JPY	Yes	2550000	2040000
OSE.JPN	MJ	Mini 10 Year JGB	JBLM	255000	N/A	255000	204000	JPY	No	255000	204000
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTH	81367.35	N/A	81367.35	65093.88	JPY	No	81367.35	65093.88
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NVI	100275	N/A	100275	80220	JPY	No	222600	178080
OSE.JPN	TSEREIT	TSE REIT Index	REIT	265993.77	N/A	265993.77	212795.01	JPY	No	265993.77	212795.01
OSE.JPN	TOPX	TOPIX Index	TPX	1203932.80	963146.24	1719904.00	1375923.20	JPY	No	1719904.00	1375923.20
OSE.JPN	MNTPX	Japan Mini Topix	TPXM	120393.28	96314.62	171990.40	137592.32	JPY	No	171990.40	137592.32

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	-	COIL	28285.74	N/A	28285.74	20952.40	USD	No	28285.74	20952.40
QBALGOIEU	GOIL	-	GOIL	21028.41	N/A	21028.41	15576.60	USD	No	21028.41	15576.60
QBALGOIEU	WTI	-	WTI	24685.83	N/A	24685.83	18285.80	USD	No	24685.83	18285.80

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	-	CC	2576.83	N/A	2576.83	2061.46	USD	No	2576.83	2061.46
QBALGOIUS	CT	-	CT	5625	N/A	5625	4500	USD	No	5625	4500
QBALGOIUS	DX	-	DX	3125	N/A	3125	2500	USD	No	3125	2500
QBALGOIUS	KC	-	KC	9355.09	N/A	9355.09	7484.08	USD	No	9355.09	7484.08
QBALGOIUS	OJ	-	OJ	6262.64	N/A	6262.64	5010.11	USD	No	6262.64	5010.11
QBALGOIUS	SB	-	SB	2905.03	N/A	2905.03	2324.02	USD	No	2905.03	2324.02

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	355568.15	N/A	355568.15	284454.52	JPY	No	355568.15	284454.52
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	2400.03	N/A	2400.03	1920.02	USD	No	2400.03	1920.02
SGX	XINA50	FTSE/Xinhua China A50	CN	1514.415	1211.53	2163.45	1730.76	USD	No	2163.45	1730.76
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	4725.52	N/A	4725.52	3780.42	USD	No	4725.52	3780.42
SGX	XIN0I	FTSE China H50	FCH	7237.31	N/A	7237.31	5789.84	USD	No	7237.31	5789.84
SGX	SCI	SGX TSI Iron Ore Futures	FEF	2000	N/A	2000	1600	USD	No	2000	1600
SGX	WIIDN	FTSE Indonesia Index	FID	1552.88	N/A	1552.88	1242.30	USD	No	1552.88	1242.30
SGX	FIVNM30	FTSE Vietnam 30 Price Return Index	FVN	1322.74	N/A	1322.74	1058.19	USD	No	1322.74	1058.19
SGX	NIFTY	CNX Nifty Index	IN	2003.33	1602.66	2861.89	2289.52	USD	Yes	2861.89	2289.52
SGX	INR	SGX USD/INR (USD) Futures	INR	5105.95	N/A	5105.95	4084.76	USD	No	5105.95	4084.76
SGX	INX	SGX USD/INR (USD) Month-end	INX	3510.86	N/A	3510.86	2808.69	USD	No	3510.86	2808.69
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3060	N/A	3060	2448	USD	No	3060	2448
SGX	SGB	SGX Mini JGB Index	JB	288431.90	N/A	288431.90	230745.52	JPY	No	288431.90	230745.52
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	337218.34	N/A	337218.34	269774.67	JPY	No	337218.34	269774.67
SGX	KRW	Korean Won	KRW	6691.21	N/A	6691.21	5352.97	USD	No	6691.21	5352.97
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	1338.24	N/A	1338.24	1070.59	USD	No	1338.24	1070.59
SGX	MUC	SGX USD/CNH Futures (Mini)	MUC	6315.75	N/A	6315.75	5052.60	CNH	No	6315.75	5052.60
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1501000.06	N/A	1501000.06	1200800.05	JPY	No	1501000.06	1200800.05
SGX	SGXNK	SGX: Nikkei 225	NK	749563.73	599650.98	1070805.32	856644.26	JPY	Yes	1070805.32	856644.26
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	149912.75	119930.20	214161.06	171328.85	JPY	No	214161.06	171328.85
SGX	N225U	SGX: USD Nikkei 225 Index	NU	39547.96	N/A	39547.96	31638.37	USD	No	39547.96	31638.37
SGX	SSG	MSCI Singapore Free Index	SGP	1349.91	1079.92	1928.44	1542.75	SGD	Yes²	1928.44	1542.75
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	5427.32	N/A	5427.32	4341.86	SGD	No	5427.32	4341.86
SGX	STI	SGX Straits Times Index	ST	5749.94	N/A	5749.94	4599.96	SGD	No	5749.94	4599.96
SGX	TD	SGX Taiwan Dollar in US Dollar Futures (Mini)	TD	2899.25	N/A	2899.25	2319.40	USD	No	2899.25	2319.40
SGX	TSR20	SICOM Rubber	TF	750.852	N/A	750.852	600.681	USD	No	750.852	600.681
SGX	SGXTU	-	TU	1769.64	N/A	1769.64	1415.71	USD	No	1769.64	1415.71
SGX	TWD	SGX Taiwan Dollar in US Dollar Futures (Full-Sized)	TWD	8667.75	N/A	8667.75	6934.20	USD	No	8667.75	6934.20
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2362.50	1890.00	3375.00	2700.00	USD	No	3375.00	2700.00
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	25263	N/A	25263	20210.40	CNH	No	25263	20210.40
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	8566774.13	N/A	8566774.13	6853419.30	JPY	No	8566774.13	6853419.30
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	1356.78	N/A	1356.78	1085.42	SGD	No	1356.78	1085.42
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	1713354.83	N/A	1713354.83	1370683.86	JPY	No	1713354.83	1370683.86
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1134.375	N/A	1134.375	907.50	SGD	No	1134.375	907.50
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	3371.72	N/A	3371.72	2697.375	SGD	No	3371.72	2697.375
SGX	G13	GENTING SINGAPORE LTD	YGEN	928.125	N/A	928.125	742.50	SGD	No	928.125	742.50
SGX	BN4	KEPPEL CORP LTD	YKEP	4246.875	N/A	4246.875	3397.50	SGD	No	4246.875	3397.50
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	4875	N/A	4875	3900	SGD	No	4875	3900
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2390.625	N/A	2390.625	1912.50	SGD	No	2390.625	1912.50
SGX	Y92	THAI BEVERAGE PCL	YTBE	1331.25	N/A	1331.25	1065	SGD	No	1331.25	1065
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5660.63	N/A	5660.63	4528.50	SGD	No	5660.63	4528.50
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	3843.75	N/A	3843.75	3075	SGD	No	3843.75	3075
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	3125	N/A	3125	2500	SGD	No	3125	2500
SGX	AMBUJACEM	AMBUJA CEMENTS LIMITED	ZACE	3250	N/A	3250	2600	USD	No	3250	2600
SGX	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ZADS	4634.44	N/A	4634.44	3707.55	USD	No	4634.44	3707.55
SGX	ASIANPAIN	ASIAN PAINTS LTD	ZAPN	5126.49	N/A	5126.49	4101.19	USD	No	5126.49	4101.19
SGX	AUROPHARM	AUROBINDO PHARMA LTD	ZARB	2090.52	N/A	2090.52	1672.42	USD	No	2090.52	1672.42
SGX	AXISBANK	AXIS BANK LTD	ZAXS	3290.37	N/A	3290.37	2632.30	USD	No	3290.37	2632.30
SGX	BAJFINANC	BAJAJ FINANCE LTD	ZBAF	10846.84	N/A	10846.84	8677.47	USD	No	10846.84	8677.47
SGX	BHARTIART	BHARTI AIRTEL LIMITED	ZBHA	4958.25	N/A	4958.25	3966.60	USD	No	4958.25	3966.60
SGX	INDUSTOWE	INDUS TOWERS LTD	ZBHI	687.50	N/A	687.50	550	USD	No	687.50	550
SGX	BAJAJ-AUT	BAJAJ AUTO LIMITED	ZBJA	3706.26	N/A	3706.26	2965.01	USD	No	3706.26	2965.01
SGX	BOSCHLTD	BOSCH LIMITED	ZBOS	3143.71	N/A	3143.71	2514.97	USD	No	3143.71	2514.97
SGX	BPCL	BHARAT PETROLEUM CORP LTD	ZBPC	1901.07	N/A	1901.07	1520.86	USD	No	1901.07	1520.86
SGX	CIPLA	CIPLA LTD	ZCIP	7887.48	N/A	7887.48	6309.99	USD	No	7887.48	6309.99
SGX	COALINDIA	COAL INDIA LTD	ZCOA	1171.81	N/A	1171.81	937.447	USD	No	1171.81	937.447
SGX	DRREDDY	DR. REDDY'S LABORATORIES	ZDRR	10830.46	N/A	10830.46	8664.37	USD	No	10830.46	8664.37
SGX	EICHERMOT	EICHER MOTORS LTD	ZEIM	5968.33	N/A	5968.33	4774.67	USD	No	5968.33	4774.67
SGX	GAIL	GAIL INDIA LTD	ZGAI	2240.28	N/A	2240.28	1792.22	USD	No	2240.28	1792.22
SGX	HCLTECH	HCL TECHNOLOGIES LTD	ZHCL	4201.13	N/A	4201.13	3360.91	USD	No	4201.13	3360.91
SGX	HDFCBANK	HDFC BANK LIMITED	ZHDB	6084.79	N/A	6084.79	4867.83	USD	No	6084.79	4867.83
SGX	HDFC	HOUSING DEVELOPMENT FINANCE	ZHDF	5011.35	N/A	5011.35	4009.08	USD	No	5011.35	4009.08
SGX	HEROMOTOC	HERO MOTOCORP LIMITED	ZHMC	2519.64	N/A	2519.64	2015.72	USD	No	2519.64	2015.72
SGX	HINDALCO	HINDALCO INDUSTRIES LIMITED	ZHND	4777.63	N/A	4777.63	3822.11	USD	No	4777.63	3822.11
SGX	HINDPETRO	HINDUSTAN PETROLEUM CORP	ZHPC	1102.91	N/A	1102.91	882.329	USD	No	1102.91	882.329
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	4918.43	N/A	4918.43	3934.74	USD	No	4918.43	3934.74
SGX	ICICIBANK	ICICI BANK LTD	ZICI	6154.83	N/A	6154.83	4923.87	USD	No	6154.83	4923.87
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	187.50	N/A	187.50	150	USD	No	187.50	150
SGX	INDUSINDB	INDUSIND BANK LIMITED	ZIIB	1051.04	N/A	1051.04	840.829	USD	No	1051.04	840.829
SGX	INFY	INFOSYS LTD	ZINF	5720.83	N/A	5720.83	4576.66	USD	No	5720.83	4576.66
SGX	IOC	INDIAN OIL CORPORATION LTD	ZIOC	1143.86	N/A	1143.86	915.091	USD	No	1143.86	915.091
SGX	ITC	ITC LTD	ZITC	2605.94	N/A	2605.94	2084.75	USD	No	2605.94	2084.75
SGX	KOTAKBANK	KOTAK MAHINDRA BANK LTD	ZKMB	3225.60	N/A	3225.60	2580.48	USD	No	3225.60	2580.48
SGX	LUPIN	LUPIN LTD	ZLPC	1863.07	N/A	1863.07	1490.46	USD	No	1863.07	1490.46
SGX	LT	LARSEN & TOUBRO LIMITED	ZLT	4066.79	N/A	4066.79	3253.43	USD	No	4066.79	3253.43
SGX	MM	MAHINDRA & MAHINDRA LIMITED	ZMM	4971.62	N/A	4971.62	3977.29	USD	No	4971.62	3977.29
SGX	MARUTI	MARUTI SUZUKI INDIA LTD	ZMSI	1645.19	N/A	1645.19	1316.15	USD	No	1645.19	1316.15
SGX	NTPC	NTPC LIMITED	ZNTP	2213.91	N/A	2213.91	1771.13	USD	No	2213.91	1771.13
SGX	ONGC	OIL & NATURAL GAS CORP LTD	ZONG	1668.06	N/A	1668.06	1334.45	USD	No	1668.06	1334.45
SGX	POWERGRID	POWER GRID CORP. OF INDIA LTD.	ZPWG	3302.61	N/A	3302.61	2642.09	USD	No	3302.61	2642.09
SGX	RELIANCE	RELIANCE INDUSTRIES LIMITED	ZRIL	8802.01	N/A	8802.01	7041.61	USD	No	8802.01	7041.61
SGX	SBIN	STATE BANK OF INDIA	ZSBI	5083.37	N/A	5083.37	4066.69	USD	No	5083.37	4066.69
SGX	SUNPHARMA	SUN PHARMACEUTICAL INDUS	ZSUN	5203.90	N/A	5203.90	4163.12	USD	No	5203.90	4163.12
SGX	TATASTEEL	TATA STEEL LTD	ZTAT	3407.58	N/A	3407.58	2726.07	USD	No	3407.58	2726.07
SGX	TCS	TATA CONSULTANCY SVCS LTD	ZTCS	6422.68	N/A	6422.68	5138.14	USD	No	6422.68	5138.14
SGX	TECHM	TECH MAHINDRA LTD	ZTEC	3879.16	N/A	3879.16	3103.33	USD	No	3879.16	3103.33
SGX	TATAMOTOR	TATA MOTORS LTD	ZTTM	1678.04	N/A	1678.04	1342.43	USD	No	1678.04	1342.43
SGX	UPL	UPL LTD	ZUPL	4206.59	N/A	4206.59	3365.28	USD	No	4206.59	3365.28
SGX	ULTRACEMC	ULTRATECH CEMENT LTD	ZUTC	6322.41	N/A	6322.41	5057.93	USD	No	6322.41	5057.93
SGX	VEDL	VEDANTA LTD	ZVED	1875	N/A	1875	1500	USD	No	1875	1500
SGX	WIPRO	WIPRO LTD	ZWPR	3972.30	N/A	3972.30	3177.84	USD	No	3972.30	3177.84
SGX	YESBANK	YES BANK LTD	ZYES	187.50	N/A	187.50	150	USD	No	187.50	150
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	875	N/A	875	700	USD	No	875	700

The Small Exchange (SMFE)

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

Exchange SMFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SMFE	10YSME	Small 10YR US Treasury Yield	S10Y	977.747	N/A	977.747	782.198	USD	No	977.747	782.198
SMFE	2YSME	Small 2YR US Treasury Yield	S2Y	905.705	N/A	905.705	724.564	USD	No	905.705	724.564
SMFE	30YSME	Small 30YR US Treasury Yield	S30Y	839.56	N/A	839.56	671.648	USD	No	839.56	671.648
SMFE	SMO	Small US Crude Oil	SMO	2700	N/A	2700	2000	USD	No	2700	2000

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	13072.50	10458	18675	14940	AUD	Yes	18675	14940
SNFE	IB	30 Day Interbank Cash Rate	IB	1102.62	N/A	1102.62	882.096	AUD	No	1102.62	882.096
SNFE	IR	90 Day Bills	IR	1663.75	N/A	1663.75	1331	AUD	No	1663.75	1331
SNFE	XT	10 Year Treasury Bond 6%	XT	4675	N/A	4675	3740	AUD	No	4675	3740
SNFE	YT	3 Year Treasury Bond 6%	YT	1490	N/A	1490	1192	AUD	No	1490	1192

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
ECBOT	ZB	30-year T-BONDS	7:20	15:00
ECBOT	ZN	10-YR TREAS.	7:20	15:00
ECBOT	ZF	5-YR TREAS.	7:20	15:00
ECBOT	ZT	2-YR TREAS.	7:20	15:00
ECBOT	Z3N	3-YR TREAS.	8:30	15:00
ECBOT	ZQ	30 Day Federal Funds	7:20	15:00
ECBOT	TN	10-YR T-NOTES	7:20	15:00
ECBOT	UB	Ultra T-BONDS	7:20	15:00
ECBOT	YM	MINI DJIA	8:30	15:00
ECBOT	MYM	Micro E-mini DJIA	8:30	15:00
GLOBEX	MNQ	Micro E-mini NASDAQ-100	8:30	15:00
GLOBEX	MES	Micro E-mini S&P 500	8:30	15:00
GLOBEX	M2K	Micro E-mini Russell 2000	8:30	15:00
GLOBEX	GE	EURODOLLARS	7:20	15:00
GLOBEX	ES	MINI-S&P 500	8:30	15:00
GLOBEX	NKD	NIKKEI 225	8:00	15:00
GLOBEX	NQ	NASDAQ E-MINI	8:30	15:00
GLOBEX	SP	S&P 500	8:30	15:00
NYMEX	CL	Crude oil	9:00	15:45
NYMEX	GC	Gold	8:20	15:45
NYMEX	HG	Copper	8:10	15:45
NYMEX	HH	Nautral Gas Last Day Financial Future	9:00	15:45
NYMEX	HO	Heating Oil	9:00	15:45
NYMEX	MGC	E-Micro Gold	8:30	15:45
NYMEX	NG	Natural gas	9:00	15:45
NYMEX	QC	Copper	8:10	15:45
NYMEX	QG	Natural gas E-Mini	9:00	15:45
NYMEX	QH	Heating Oil E-Mini	9:00	15:45
NYMEX	QI	Silver Mini	8:25	15:45
NYMEX	QM	Crude oil E-Mini	9:00	15:45
NYMEX	QO	Gold	8:20	15:45
NYMEX	QU	Unleaded Gasoline E-Mini	9:00	15:45
NYMEX	RB	RBOB Gasoline	9:00	15:45
NYMEX	SI	Silver	8:25	15:45
NYMEX	SIL	Silver	8:25	15:45
NYBOT	TF	RUSSELL 2000	9:30	16:00

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
CDE	BAX	Bankers Acceptance	6:00	15:45
CDE	CGB	10-year Canadian Government Bond	6:00	15:45
CDE	CGF	5-year Canadian Government Bond	6:00	15:45
CDE	SCF	S&P/TSX Composite	9:30	15:45
CDE	SXF	S&P 60	9:30	15:45
CDE	SXM	Mini S&P 60	9:30	15:45

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
IDEM	FTMIB	S&P MIB30 Index	9:00	17:35
IDEM	MINI	Mini S&P MIB30 Index	9:00	17:35
DTB	FDAX	DAX Index	7:50	21:45
DTB	FDXM	DAX Index Mini	7:50	21:45
DTB	FESX	DJ EURO STOXX	7:50	21:45
DTB	FGBL	Euro BUND	7:50	21:45
DTB	FGBM	Euro BOBL	7:50	21:45
DTB	FGBS	Euro SCHATZ	7:50	21:45
DTB	FGBX	Euro BUXL	7:50	18:45
DTB	FOAT	Euro-OAT French Government Bond Index	7:50	18:45
SOFFEX	FSMI	Swiss Market Index	8:00	17:15
ICEEU	I	EURIBOR THREE MONTH EURO	7:00	16:15
ICEEU	L	THREE MONTH SHORT STERLING	7:30	16:15
ICEEU	R	Long Gilt	8:00	16:15
ICEEU	Z	FTSE 100 (NEW STYLE)	7:00	20:45
IPE	WTI	Light WTI Crude	1:00	20:45
MEFFRV	IBX	IBEX-35	9:00	17:15
MEFFRV	MIX	IBEX-MINI	9:00	17:15
FTA	FTI	AEX INDEX FUT	8:00	18:15
FTA	MFA	AEX INDEX FUT	8:00	18:00
MONEP	FCE	CAC 40	8:00	18:00
MONEP	MFC	CAC 40	8:00	18:00

Exchange	Symbol	Description	Intraday Start Time⁵	Intraday End Time⁵
SNFE	AM	SPI 200 Mini	9:50	16:15
SNFE	AP	SPI 200	9:50	16:15

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
HKFE	A50⁵	ISHARES FTSE A50 CHINA INDEX	9:00	15:45
HKFE	HHI⁵	HSCEI INDEX	8:45	16:00
HKFE	HSI⁵	HANG SENG INDEX	8:45	16:00
HKFE	MCH⁵	HSCEI INDEX	8:45	16:00
HKFE	MHI⁵	HANG SENG INDEX	8:45	16:00

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
OSE.JPN	NK225	NIKKEI 225	08:45	14:55
OSE.JPN	NK225M	NIKKEI 225 MINI	08:45	14:55
OSE.JPN	TOPIX	TOPIX	08:45	15:00
OSE.JPN	TOPIXM	TOPIX Mini	08:45	15:00

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
NSE	NIFTY	S&P CNX NIFTY	9:15	15:15

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
SGX	NK	NIKKEI 225	7:45	14:10
SGX	NS	NIKKEI 225 mini	7:45	13:45
SGX	TW	MSCI Taiwan	8:45	13:30

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴
KSE	01	KOSPI	9:00	15:20
KSE	05	KOSPI mini	9:00	15:20

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

4. The times listed in 'Intraday Start Time' and 'Intraday End Time' columns are shown in local exchange time.

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

Those institutions who wish to execute some trades away from us and use us as a prime broker will be required to maintain at least USD 1,000,000 (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 $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 $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

Use the following links to view any of our other US margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

You can change your location setting by clicking here

Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

ICE Cryptocurrency (ICECRYPTO)

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)

The Small Exchange (SMFE)

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 for Residents of

Further Reading

Disclosures

ASX24 (SNFE)⁴

Additional US Margin Requirements for
Residents of