Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

For residents of the United States trading futures and FOPs:

Risk-based margin
Portfolio margin

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

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

Futures Margin

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 Index	BXF	7705.29	N/A	7705.29	6164.23	EUR	Yes²	7705.29	6164.23

Chicago Board Of Trade (CBOT)

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

Exchange CBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CBOT	10Y	10 Year Micro Treasury Yield	10Y	847.617	N/A	847.617	678.093	USD	No	847.617	678.093
CBOT	2YY	2 Year Micro Treasury Yield	2YY	2105.56	N/A	2105.56	1684.45	USD	No	2105.56	1684.45
CBOT	30Y	30 Year Micro Treasury Yield	30Y	1414.51	N/A	1414.51	1131.61	USD	No	1414.51	1131.61
CBOT	5YY	5 Year Micro Treasury Yield	5YY	1334.71	N/A	1334.71	1067.77	USD	No	1334.71	1067.77
CBOT	AIGCI	Bloomberg Commodity Index	AW	1331.89	N/A	1331.89	1065.51	USD	No	1331.89	1065.51
CBOT	AC	Ethanol -CME	EH	6125	N/A	6125	4900	USD	No	6125	4900
CBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	4292.43	N/A	4292.43	3433.95	USD	Yes	4292.43	3433.95
CBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	729.8935	634.69	1042.705	906.70	USD	No	1042.705	906.70
CBOT	DJUSRE	Dow Jones US Real Estate Index	RX	4398.10	N/A	4398.10	3518.48	USD	No	4398.10	3518.48
CBOT	TN	Ultra 10-Year US Treasury Note	TN	4387.54	N/A	4387.54	3510.03	USD	No	4387.54	3510.03
CBOT	TWE	20-Year U.S. Treasury Bond	TWE	5750.09	N/A	5750.09	4600.07	USD	No	5750.09	4600.07
CBOT	UB	Ultra Treasury Bond	UB	8396.33	N/A	8396.33	6717.07	USD	Yes	8396.33	6717.07
CBOT	YC	Mini Sized Corn Futures	XC	450.625	N/A	450.625	360.50	USD	No	450.625	360.50
CBOT	YK	Mini Sized Soybean Futures	XK	1191.22	N/A	1191.22	952.976	USD	No	1191.22	952.976
CBOT	YW	Mini Sized Wheat Futures	XW	841.114	N/A	841.114	672.891	USD	No	841.114	672.891
CBOT	YIW	5-Year Eris SOFR Swap Futures	YIW	596.203	N/A	596.203	276.963	USD	No	596.203	276.963
CBOT	YM	E-mini Dow Jones Industrial Average	YM	7298.935	6346.90	10427.05	9067	USD	Yes	10427.05	9067
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	3072.64	N/A	3072.64	2458.11	USD	No	3072.64	2458.11
CBOT	ZB	30 Year US Treasury Bond	ZB	6333.56	N/A	6333.56	5066.85	USD	Yes	6333.56	5066.85
CBOT	ZC	Corn Futures	ZC	2253.13	N/A	2253.13	1802.50	USD	Yes	2253.13	1802.50
CBOT	ZF	5 Year US Treasury Note	ZF	2066.24	N/A	2066.24	1652.99	USD	Yes	2066.24	1652.99
CBOT	ZL	Soybean Oil Futures	ZL	4442.23	N/A	4442.23	3553.78	USD	Yes	4442.23	3553.78
CBOT	ZM	Soybean Meal Futures	ZM	4777.21	N/A	4777.21	3821.77	USD	Yes	4777.21	3821.77
CBOT	ZN	10 Year US Treasury Note	ZN	3029.64	N/A	3029.64	2423.71	USD	Yes	3029.64	2423.71
CBOT	ZO	Oat Futures	ZO	7040.12	N/A	7040.12	5632.09	USD	Yes	7040.12	5632.09
CBOT	ZQ	30 Day Fed Funds	ZQ	618.346	N/A	618.346	494.677	USD	Yes²	618.346	494.677
CBOT	ZR	Rough Rice Futures	ZR	4793.23	N/A	4793.23	3834.58	USD	Yes	4793.23	3834.58
CBOT	ZS	Soybean Futures	ZS	5956.10	N/A	5956.10	4764.88	USD	Yes	5956.10	4764.88
CBOT	ZT	2 Year US Treasury Note	ZT	1617.66	N/A	1617.66	1294.13	USD	Yes	1617.66	1294.13
CBOT	ZW	Wheat Futures	ZW	4205.57	N/A	4205.57	3364.46	USD	Yes	4205.57	3364.46

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	1103.63	N/A	1103.63	882.90	CAD	No	1103.63	882.90
CDE	CGB	10 Year Government of Canada Bonds	CGB	3909.35	N/A	3909.35	3127.48	CAD	No	3909.35	3127.48
CDE	CGF	5 Year Government of Canada Bonds	CGF	2301.80	N/A	2301.80	1841.44	CAD	No	2301.80	1841.44
CDE	CGZ	2 Year Government of Canada Bonds	CGZ	1025.96	N/A	1025.96	820.77	CAD	No	1025.96	820.77
CDE	CRA	3 Month CORRA	CRA	536.963	N/A	536.963	429.57	CAD	No	536.963	429.57
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	18466.74	N/A	18466.74	14773.39	CAD	No	18466.74	14773.39
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	11584.65	9267.72	16549.50	13239.60	CAD	No	16549.50	13239.60
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	10583.95	N/A	10583.95	8467.16	CAD	No	10583.95	8467.16

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	11684.74	N/A	11684.74	9347.80	USD	No	11684.74	9347.80
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	12295.08	N/A	12295.08	9836.07	USD	No	12295.08	9836.07
CFE	VIX	CBOE Volatility Index	VX	8625.375	N/A	8625.375	6900.30	USD	No	30749.50	24599.60
CFE	VIX	CBOE Volatility Index	VX01	9140.625	N/A	9140.625	7312.50	USD	No	30816.38	24653.11
CFE	VIX	CBOE Volatility Index	VX02	9037.86	N/A	9037.86	7230.29	USD	No	32126.05	25700.84
CFE	VIX	CBOE Volatility Index	VX49	9199.26	N/A	9199.26	7312.50	USD	No	31334.02	25067.21
CFE	VIX	CBOE Volatility Index	VX50	9173.03	N/A	9173.03	7312.50	USD	No	31763.17	25410.54
CFE	VIX	CBOE Volatility Index	VX52	9140.625	N/A	9140.625	7312.50	USD	No	31655.23	25324.18
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	862.5375	N/A	862.5375	690.03	USD	No	3074.95	2459.96

Chicago Mercantile Exchange (CME)

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

Exchange CME	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CME	AUD	Australian dollar	6A	2935.59	N/A	2935.59	2348.47	USD	Yes	2935.59	2348.47
CME	GBP	British pound	6B	3061.32	N/A	3061.32	2449.05	USD	Yes	3061.32	2449.05
CME	CAD	Canadian dollar	6C	2403.13	N/A	2403.13	1922.51	USD	Yes	2403.13	1922.51
CME	EUR	European Monetary Union Euro	6E	3952.60	N/A	3952.60	3162.08	USD	Yes	3952.60	3162.08
CME	JPY	Japanese yen	6J	3250.19	N/A	3250.19	2600.15	USD	Yes	3250.19	2600.15
CME	BRE	Brazilian Real in US Dollars	6L	2077.45	N/A	2077.45	1510.875	USD	Yes²	2077.45	1510.875
CME	MXP	Mexican Peso	6M	2138.625	N/A	2138.625	1710.90	USD	Yes	2138.625	1710.90
CME	NZD	New Zealand dollar	6N	2588.84	N/A	2588.84	2071.07	USD	Yes²	2588.84	2071.07
CME	RUR^*	Russian Ruble in US Dollars	6R	34000	N/A	34000	27200	USD	Yes²	34000	27200
CME	CHF	Swiss franc	6S	5375.86	N/A	5375.86	4300.69	USD	Yes	5375.86	4300.69
CME	ZAR	South African Rand	6Z	2317.66	N/A	2317.66	1854.125	USD	No	2317.66	1854.125
CME	ACD	Australian dollar	ACD	15307.06	N/A	15307.06	12245.65	CAD	No	15307.06	12245.65
CME	AJY	Australian dollar	AJY	2600427.98	N/A	2600427.98	2080342.38	JPY	No	2600427.98	2080342.38
CME	BQX	CME E-Mini NASDAQ Biotechnology	BIO	25125.23	N/A	25125.23	20100.19	USD	No	25125.23	20100.19
CME	BOS	Boston Housing Index	BOS	5012.50	N/A	5012.50	4010.00	USD	No	5012.50	4010.00
CME	BSBY	Three-Month Bloomberg Short-Term Bank Yield	BSB	845.469	N/A	845.469	676.375	USD	No	845.469	676.375
CME	BRR	CME CF Bitcoin Reference Rate	BTC	115729.11	N/A	115729.11	90011.53	USD	Yes	115729.11	90011.53
CME	BTCEURRR	CME CF Bitcoin-Euro Reference Rate	BTE	121140.625	N/A	121140.625	96912.50	EUR	No	242281.25	193825
CME	CB	CME Cash-Settled Butter Futures	CB	9342.66	N/A	9342.66	7474.13	USD	No	9342.66	7474.13
CME	CHI	Chicago Housing Index	CHI	3046.875	N/A	3046.875	2437.50	USD	No	3046.875	2437.50
CME	CLP	Chilean peso	CHP	11155.20	N/A	11155.20	8924.16	USD	No	11155.20	8924.16
CME	CJY	Canadian dollar	CJY	3037003.63	N/A	3037003.63	2429602.91	JPY	No	3037003.63	2429602.91
CME	CNH	United States dollar	CNH	26790	N/A	26790	21432	CNH	No	26790	21432
CME	CSC	Cheese	CSC	5507.53	N/A	5507.53	4406.02	USD	No	5507.53	4406.02
CME	CUS	Housing Index Composite	CUS	5137.50	N/A	5137.50	4110.00	USD	No	5137.50	4110.00
CME	CZK	Czech koruna	CZK	22891.17	N/A	22891.17	18312.93	USD	Yes²	22891.17	18312.93
CME	DA	MILK CLASS III INDEX	DC	3872.99	N/A	3872.99	3098.39	USD	Yes	3872.99	3098.39
CME	DEN	Denver Housing Index	DEN	4893.75	N/A	4893.75	3915.00	USD	No	4893.75	3915.00
CME	DY	CME DRY WHEY INDEX	DY	4641.55	N/A	4641.55	3713.24	USD	No	4641.55	3713.24
CME	E7	European Monetary Union Euro	E7	1976.30	N/A	1976.30	1581.04	USD	No	1976.30	1581.04
CME	EAD	European Monetary Union Euro	EAD	17944.39	N/A	17944.39	14355.51	AUD	No	17944.39	14355.51
CME	ECD	European Monetary Union Euro	ECD	14523.64	N/A	14523.64	11618.91	CAD	No	14523.64	11618.91
CME	ECK	Czech koruna	ECK	10231.50	N/A	10231.50	8185.20	EUR	No	10231.50	8185.20
CME	EHF	Hungarian forint	EHF	10081.46	N/A	10081.46	8065.17	EUR	Yes²	10081.46	8065.17
CME	EMD	E-mini S&P Midcap 400 Futures	EMD	16364.63	13091.71	23378.05	18702.44	USD	Yes²	23378.05	18702.44
CME	NIY	Yen Denominated Nikkei 225 Index	ENY	190244.34	152195.47	271777.63	217422.11	JPY	No	271777.63	217422.11
CME	EPZ	Polish zloty	EPZ	11061.20	N/A	11061.20	8848.96	EUR	Yes²	11061.20	8848.96
CME	ES	E-mini S&P 500	ES	8624.05	7840.05	12320.08	11200.07	USD	Yes	12320.08	11200.07
CME	SPXESUP	E-mini S&P 500 ESG	ESG	12993.26	N/A	12993.26	10394.61	USD	No	12993.26	10394.61
CME	ESTR	Euro Short-Term Rate	ESR	500	N/A	500	400	EUR	No	500	400
CME	ETHEURRR	CME CF Ether-Euro Reference Rate	ETE	64546.875	N/A	64546.875	51637.50	EUR	No	129093.75	103275
CME	ETHUSDRR	CME CF Ether-Dollar Reference Rate	ETH	82558.56	N/A	82558.56	66046.85	USD	Yes	165117.13	132093.70
CME	GSCI	S&P-GSCI Index	GD	32455.84	N/A	32455.84	25964.68	USD	No	32455.84	25964.68
CME	GDK	Class IV Milk - 200k lbs	GDK	5030.08	N/A	5030.08	4024.06	USD	No	5030.08	4024.06
CME	GF	Feeder Cattle	GF	9999.64	N/A	9999.64	7999.71	USD	Yes	9999.64	7999.71
CME	NF	NON FAT DRY MILK INDEX	GNF	5175.42	N/A	5175.42	4140.34	USD	No	5175.42	4140.34
CME	HE	Lean Hogs	HE	4120.52	N/A	4120.52	3296.42	USD	Yes	4120.52	3296.42
CME	HUF	Hungarian forint	HUF	14694.01	N/A	14694.01	11755.21	USD	Yes²	14694.01	11755.21
CME	IBAA	Bovespa Index - USD	IBV	38173.82	N/A	38173.82	30539.05	USD	No	38173.82	30539.05
CME	ILS	Israeli Shekel in US Dollar	ILS	31299.28	N/A	31299.28	25039.43	USD	Yes²	31299.28	25039.43
CME	J7	Japanese yen	J7	1625.09	N/A	1625.09	1300.07	USD	No	1625.09	1300.07
CME	KRW	Korean Won	KRW	20267.19	N/A	20267.19	16213.75	USD	Yes²	13114.06	10491.25
CME	LAV	Las Vegas Housing Index	LAV	4418.75	N/A	4418.75	3535.00	USD	No	4418.75	3535.00
CME	LAX	Los Angeles Housing Index	LAX	6515.625	N/A	6515.625	5212.50	USD	No	6515.625	5212.50
CME	LBR	Lumber Futures	LBR	1125	N/A	1125	900	USD	No	1125	900
CME	LE	Live Cattle	LE	4932.92	N/A	4932.92	3946.34	USD	Yes	4932.92	3946.34
CME	M2K	Micro E-Mini Russell 2000 Index	M2K	561.455	449.164	802.078	641.662	USD	No	802.078	641.662
CME	M6A	Australian dollar	M6A	293.559	N/A	293.559	234.847	USD	No	293.559	234.847
CME	M6B	British pound	M6B	306.132	N/A	306.132	244.905	USD	No	306.132	244.905
CME	M6C	United States dollar	M6C	1339.79	N/A	1339.79	1071.83	CAD	No	1339.79	1071.83
CME	M6E	European Monetary Union Euro	M6E	395.26	N/A	395.26	316.208	USD	No	395.26	316.208
CME	M6J	United States dollar	M6J	158791.31	N/A	158791.31	127033.05	JPY	No	158791.31	127033.05
CME	M6S	United States dollar	M6S	889.739	N/A	889.739	711.791	CHF	No	889.739	711.791
CME	MBT	Micro Bitcoin	MBT	2314.58	N/A	2314.58	1800.23	USD	Yes	2314.58	1800.23
CME	MCD	Canadian dollar	MCD	240.313	N/A	240.313	192.251	USD	No	240.313	192.251
CME	MES	Micro E-Mini S&P 500 Stock Price Index	MES	862.405	784.005	1232.01	1120.01	USD	Yes	1232.01	1120.01
CME	MET	Micro Ether	MET	165.117	N/A	165.117	132.094	USD	Yes	330.234	264.187
CME	MIA	Miami Housing Index	MIA	6600.00	N/A	6600.00	5280.00	USD	No	6600.00	5280.00
CME	MIR	Indian Rupee	MIR	1497.50	N/A	1497.50	1198	USD	No	1497.50	1198
CME	MNH	United States dollar	MNH	2679	N/A	2679	2143.20	CNH	No	2679	2143.20
CME	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	1460.63	1327.85	2086.62	1896.92	USD	Yes	2086.62	1896.92
CME	MSF	Swiss franc	MSF	537.602	N/A	537.602	430.081	USD	No	537.617	430.094
CME	NIY	Yen Denominated Nikkei 225 Index	NIY	951221.72	760977.37	1358888.17	1087110.53	JPY	No	1358888.17	1087110.53
CME	NKD	Dollar Denominated Nikkei 225 Index	NKD	14266.88	N/A	14266.88	11413.50	USD	No	14266.88	11413.50
CME	NOK	Norwegian krone	NOK	29389.69	N/A	29389.69	23511.75	USD	No	29389.69	23511.75
CME	NQ	E-mini NASDAQ 100	NQ	14606.32	13278.47	20866.17	18969.24	USD	Yes	20866.17	18969.24
CME	NYM	New York Housing Index	NYM	4500	N/A	4500	3600	USD	No	4500	3600
CME	PJY	British pound	PJY	2887580.38	N/A	2887580.38	2310064.30	JPY	No	2887580.38	2310064.30
CME	PLN	Polish zloty	PLN	19434.87	N/A	19434.87	15547.89	USD	Yes²	19434.87	15547.89
CME	PSF	British pound	PSF	12292.33	N/A	12292.33	9833.86	CHF	No	12292.33	9833.86
CME	RF	European Monetary Union Euro	RF	5046.55	N/A	5046.55	4037.24	CHF	No	5046.55	4037.24
CME	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	8802.50	N/A	8802.50	7042	USD	Yes²	8802.50	7042
CME	RME	CME Chinese Renminbi in Euro Cross Rate	RME	10513.24	N/A	10513.24	8410.59	EUR	Yes²	10513.24	8410.59
CME	RP	European Monetary Union Euro	RP	6704.69	N/A	6704.69	5363.75	GBP	No	6704.69	5363.75
CME	RS1	E-mini Russell 1000 Index Futures	RS1	10345.30	N/A	10345.30	8276.24	USD	No	10345.30	8276.24
CME	RSG	E-mini Russell 1000 Growth Index Futures	RSG	34549.02	N/A	34549.02	27639.22	USD	No	34549.02	27639.22
CME	RSV	E-Mini Russell 1000 Value Index Futures	RSV	11074.30	N/A	11074.30	8859.44	USD	No	11074.30	8859.44
CME	RTY	E-mini Russell 2000 Index	RTY	5614.55	4491.64	8020.78	6416.62	USD	Yes	8020.78	6416.62
CME	RY	European Monetary Union Euro	RY	1008993.08	N/A	1008993.08	807194.47	JPY	Yes²	1008993.08	807194.47
CME	SPXDIVAN	S&P 500 Dividend Points (Annual) Index	SDA	4384.38	N/A	4384.38	3507.50	USD	No	4384.38	3507.50
CME	SDG	San Diego Housing Index	SDG	6550.00	N/A	6550.00	5240.00	USD	No	6550.00	5240.00
CME	SEK	Swedish krona	SEK	23652.44	N/A	23652.44	18921.96	USD	No	23652.44	18921.96
CME	SFR	San Francisco Housing Index	SFR	5387.50	N/A	5387.50	4310.00	USD	No	5387.50	4310.00
CME	SGX	S&P 500 / Citigroup Growth Index	SG	180936.42	N/A	180936.42	144749.13	USD	No	180936.42	144749.13
CME	SIR	Indian Rupee	SIR	7487.50	N/A	7487.50	5990	USD	No	7487.50	5990
CME	SJY	Swiss franc	SJY	3824638.88	N/A	3824638.88	3059711.10	JPY	No	3824638.88	3059711.10
CME	SMC	E-Mini S&P SmallCap 600 Futures	SMC	35618.91	N/A	35618.91	28495.12	USD	No	35618.91	28495.12
CME	SONIA	Sterling Overnight Index Average	SON	1234.33	N/A	1234.33	987.462	GBP	No	1234.33	987.462
CME	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	612.943	N/A	612.943	490.355	USD	No	612.943	490.355
CME	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	865.658	N/A	865.658	692.527	USD	Yes	865.658	692.527
CME	SVX	S&P 500 / Citigroup Value Index	SU	81967.14	N/A	81967.14	65573.72	USD	No	81967.14	65573.72
CME	TBF3	13-Week US Treasury Bill	TBF3	1604.27	N/A	1604.27	1283.42	USD	No	1604.27	1283.42
CME	WDC	Washington DC Housing Index	WDC	4846.88	N/A	4846.88	3877.50	USD	No	4846.88	3877.50
CME	IXB	Materials Select Sector Index	XAB	15536.66	N/A	15536.66	12429.33	USD	No	15536.66	12429.33
CME	IXE	Energy Select Sector Index	XAE	17538.85	N/A	17538.85	14031.08	USD	No	17538.85	14031.08
CME	IXM	Financial Select Sector Index	XAF	16636.84	N/A	16636.84	13309.47	USD	No	16636.84	13309.47
CME	IXI	Industrial Select Sector Index	XAI	17368.52	N/A	17368.52	13894.81	USD	No	17368.52	13894.81
CME	IXT	Technology Select Sector Index -	XAK	37912.98	N/A	37912.98	30330.39	USD	No	37912.98	30330.39
CME	IXR	Consumer Staples Select Sector Index	XAP	7530.50	N/A	7530.50	6024.40	USD	No	7530.50	6024.40
CME	IXRE	Real Estate Select Sector Index	XAR	9261.82	N/A	9261.82	7409.46	USD	No	9261.82	7409.46
CME	IXU	Utilities Select Sector Index	XAU	8160.43	N/A	8160.43	6528.35	USD	No	8160.43	6528.35
CME	IXV	Health Care Select Sector Index	XAV	13876.49	N/A	13876.49	11101.19	USD	No	13876.49	11101.19
CME	IXY	Consumer Discretionary Select Sector Index	XAY	32736.70	N/A	32736.70	26189.36	USD	No	32736.70	26189.36

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	Aluminum Index	ALI	6454.24	N/A	6454.24	5163.39	USD	No	6454.24	5163.39
COMEX	GC	Gold	GC	12756.40	N/A	12756.40	10205.12	USD	Yes	12756.40	10205.12
COMEX	HG	Copper Index	HG	9534.33	N/A	9534.33	7627.46	USD	Yes	9534.33	7627.46
COMEX	HRC	Hot-Rolled Coil Steel Index	HRC	4839.12	N/A	4839.12	3871.30	USD	No	4839.12	3871.30
COMEX	MGC	E-Micro Gold	MGC	1275.64	N/A	1275.64	1020.51	USD	Yes	1275.64	1020.51
COMEX	MHG	Micro Copper	MHG	953.433	N/A	953.433	762.746	USD	No	953.433	762.746
COMEX	QC	COMEX MINY Copper	QC	4767.16	N/A	4767.16	3813.73	USD	No	4767.16	3813.73
COMEX	QI	COMEX MINY Silver	QI	9729.30	N/A	9729.30	7783.44	USD	No	9729.30	7783.44
COMEX	QO	COMEX MINY Gold	QO	6378.20	N/A	6378.20	5102.56	USD	No	6378.20	5102.56
COMEX	SGC	Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures	SGC	36021.06	N/A	36021.06	28816.85	CNH	No	36021.06	28816.85
COMEX	SGUF	Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures	SGU	6935.08	N/A	6935.08	5548.07	USD	No	6935.08	5548.07
COMEX	SI	Silver Index	SI	19458.59	N/A	19458.59	15566.875	USD	Yes	19458.59	15566.875
COMEX	SI	Silver Index	SIL	3891.72	N/A	3891.72	3113.375	USD	No	3891.72	3113.375
COMEX	UX	Uranium Index	UX	4590.68	N/A	4590.68	3672.54	USD	No	4590.68	3672.54

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	70370.00	N/A	70370.00	56296.00	EUR	No	70370.00	56296.00
ENDEX	TFM	Dutch TTF Natural Gas Futures	TFM	21600.92	N/A	21600.92	17280.73	EUR	No	21600.92	17280.73

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	ABBN: ABB LTD-REG: ADJ	ABBF	677.227	N/A	677.227	541.782	CHF	No	677.227	541.782
EUREX	CONF	Swiss Federal Long-Term Bonds	CONF	12168.62	N/A	12168.62	9734.90	CHF	No	12168.62	9734.90
EUREX	FBON	Euro BONO Futures on Long-term Spanish Government Bonds	FBON	11053.82	N/A	11053.82	8843.05	EUR	No	11053.82	8843.05
EUREX	BTP	Euro-BTP Italian Government Bond	FBTP	5747.50	N/A	5747.50	4598.00	EUR	Yes	5747.50	4598.00
EUREX	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2303.79	N/A	2303.79	1843.03	EUR	No	2303.79	1843.03
EUREX	DJUBS	Dow Jones-UBS Commodity Index	FCCO	3960.66	N/A	3960.66	3168.53	USD	No	3960.66	3168.53
EUREX	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	2540.00	N/A	2540.00	2032.00	EUR	No	2540.00	2032.00
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDAX	26722.50	21378	38175	30540	EUR	Yes	36279.69	29023.75
EUREX	DDAX	DivDAX Price Index	FDIV	8790.00	N/A	8790.00	7032.00	EUR	Yes²	8790.00	7032.00
EUREX	DDXDIVPT	DivDAX Dividend Points Index	FDVD	2367.50	N/A	2367.50	1894	EUR	No	2367.50	1894
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXM	5344.50	4275.60	7635	6108	EUR	No	7255.94	5804.75
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXS	1068.90	855.12	1527	1221.60	EUR	Yes	1451.19	1160.95
EUREX	DBEA	EURO STOXX Banks Index Dividend Futures	FEBD	350.3125	N/A	350.3125	280.25	EUR	No	350.3125	280.25
EUREX	DJSD	Euro STOXX Select Dividend 30 Index	FEDV	3881.25	N/A	3881.25	3105	EUR	Yes²	3881.25	3105
EUREX	ESA	Euro STOXX 600 Automobile & Parts	FESA	8690.16	N/A	8690.16	6952.13	EUR	Yes²	8690.16	6952.13
EUREX	SX7E	Euro STOXX Banks Index	FESB	598.1325	478.506	854.475	683.58	EUR	Yes	788.2625	630.61
EUREX	SX4E	Euro STOXX Chemicals	FESC	6385.00	N/A	6385.00	5108.00	EUR	Yes²	5910.69	4728.55
EUREX	ESE	Euro STOXX Oil & Gas	FESE	2204.17	N/A	2204.17	1763.33	EUR	Yes²	2204.17	1763.33
EUREX	ESF	Euro STOXX Financial Services Index	FESF	2877.51	N/A	2877.51	2302.01	EUR	Yes²	2446.625	1957.30
EUREX	SXNE	Euro STOXX Industrial Goods&Services	FESG	5257.92	N/A	5257.92	4206.34	EUR	Yes²	4843.24	3874.59
EUREX	SXDE	Euro STOXX Healthcare	FESH	3728.76	N/A	3728.76	2983.01	EUR	Yes²	3728.76	2983.01
EUREX	ESI	Euro STOXX Insurance	FESI	2335.76	N/A	2335.76	1868.61	EUR	Yes²	2052.92	1642.34
EUREX	ESM	Euro STOXX Media Index	FESM	1078.02	N/A	1078.02	862.42	EUR	Yes²	1078.02	862.42
EUREX	SXOE	Euro STOXX Construction	FESN	3029.50	N/A	3029.50	2423.60	EUR	Yes²	2886.86	2309.49
EUREX	SX3E	Euro STOXX Food&Beverages	FESO	2701.56	N/A	2701.56	2161.25	EUR	Yes²	2701.56	2161.25
EUREX	SXRE	Euro STOXX Retail	FESR	3170.59	N/A	3170.59	2536.47	EUR	Yes²	3098.03	2478.42
EUREX	SXPE	Euro STOXX Basic Resources	FESS	1391.99	N/A	1391.99	1113.59	EUR	Yes²	1301.58	1041.26
EUREX	SXKE	Euro STOXX Telecommunications	FEST	1341.875	N/A	1341.875	1073.50	EUR	Yes²	1341.875	1073.50
EUREX	ESU	Euro STOXX Utilities Index	FESU	1574.51	N/A	1574.51	1259.61	EUR	Yes	1502.19	1201.75
EUREX	SXTE	Euro STOXX Travel & Leisure	FESV	1224.54	N/A	1224.54	979.63	EUR	Yes²	1224.54	979.63
EUREX	ESTX50	Euro STOXX50	FESX	2755.60	2204.48	3936.57	3149.26	EUR	Yes	3702.14	2961.71
EUREX	SX8E	Euro STOXX Technology	FESY	13853.99	N/A	13853.99	11083.19	EUR	Yes²	13853.99	11083.19
EUREX	SXQE	Euro STOXX Personal & Household Goods	FESZ	7480.78	N/A	7480.78	5984.63	EUR	Yes²	7480.78	5984.63
EUREX	EU3	Three Month EURIBOR	FEU3	1359.03	N/A	1359.03	1087.23	EUR	Yes	1359.03	1087.23
EUREX	DESX5	EURO STOXX 50 Index-Dividenden	FEXD	2507.75	2006.20	3582.50	2866.00	EUR	Yes	3582.50	2866.00
EUREX	OMXH25	OMX Helsinki 25 Index	FFOX	10251.10	N/A	10251.10	8200.88	EUR	Yes²	10251.10	8200.88
EUREX	GBL	Euro Bund (10 Year Bond)	FGBL	3734.58	N/A	3734.58	2987.67	EUR	Yes	3860.89	3088.71
EUREX	GBM	Euro Bobl (5 Year Bond)	FGBM	1964.81	N/A	1964.81	1571.85	EUR	Yes	1964.81	1571.84
EUREX	GBS	Euro Schatz (2 Year Bond)	FGBS	833.853	N/A	833.853	667.083	EUR	Yes	776.326	621.06
EUREX	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	8835.02	N/A	8835.02	7068.01	EUR	Yes	8835.02	7068.01
EUREX	DJESL	Euro Stoxx Large	FLCE	2124.94	N/A	2124.94	1699.96	EUR	No	1835.14	1468.11
EUREX	DJ200L	STOXX Large 200 Index	FLCP	2050.72	N/A	2050.72	1640.575	EUR	No	1816.875	1453.50
EUREX	DJESM	Euro Stoxx Mid	FMCE	2060.32	N/A	2060.32	1648.26	EUR	No	2060.32	1648.26
EUREX	M1CN	MSCI China NTR USD	FMCH	2233.17	N/A	2233.17	1786.53	USD	No	2138.39	1710.71
EUREX	DJ200	STOXX MID 200 Index	FMCP	2187.975	N/A	2187.975	1750.38	EUR	Yes²	2179.06	1743.25
EUREX	M1MS	MSCI Emerging Markets Asia	FMEA	3290.99	2632.80	4701.42	3761.14	USD	No	4258.73	3406.98
EUREX	M1EF	MSCI Emerging Markets Net Total Return Index	FMEM	4432.30	N/A	4432.30	3545.84	USD	No	4432.30	3545.84
EUREX	MXEU	MSCI Europe	FMEP	1326.56	N/A	1326.56	1061.25	EUR	No	1325.56	1060.45
EUREX	M7EU	MSCI Europe Net Return EUR Index	FMEU	2549.23	N/A	2549.23	2039.38	EUR	No	2100.90	1680.72
EUREX	M1IN	MSCI India NTR USD	FMIN	9382.29	N/A	9382.29	7505.83	USD	No	8407.55	6726.04
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5973.475	N/A	5973.475	4778.78	USD	No	5973.475	4778.78
EUREX	M1TW	MSCI Taiwan NTR USD	FMTW	4757.64	N/A	4757.64	3806.11	USD	No	4667.99	3734.39
EUREX	MBWO	MSCI World Net EUR Index 1	FMWN	3200.85	N/A	3200.85	2560.68	EUR	No	2808.84	2247.07
EUREX	M1WO	MSCI World NETR USD Index	FMWO	7413.11	N/A	7413.11	5930.49	USD	No	6725.96	5380.77
EUREX	MXWO	MSCI World Index	FMWP	3498.75	N/A	3498.75	2799.00	USD	No	3498.75	2799.00
EUREX	OAT	Euro-OAT French Government Bond	FOAT	3731.18	N/A	3731.18	2984.95	EUR	No	3815.72	3052.58
EUREX	DJESS	Euro Stoxx Small	FSCE	1377.43	N/A	1377.43	1101.95	EUR	No	1228.49	982.793
EUREX	DJ200S	STOXX Small 200 Index	FSCP	1455.57	N/A	1455.57	1164.46	EUR	No	1371.56	1097.25
EUREX	SXXPESGX	STOXX Europe 600 ESG-X	FSEG	1247.86	N/A	1247.86	998.287	EUR	No	1173.18	938.544
EUREX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	3812.66	N/A	3812.66	3050.13	CHF	Yes²	3812.66	3050.13
EUREX	SMIDP	SMI Dividend Points Index	FSMD	8622.50	N/A	8622.50	6898.00	CHF	No	8622.50	6898.00
EUREX	SMI	Swiss Market Index	FSMI	6422.24	5137.79	9174.625	7339.70	CHF	Yes	9174.625	7339.70
EUREX	SMIM	Swiss Mid-cap Index	FSMM	4203.78	N/A	4203.78	3363.02	CHF	Yes²	4203.78	3363.02
EUREX	SMI	Swiss Market Index	FSMS	642.224	513.779	917.4625	733.97	CHF	No	917.4625	733.97
EUREX	MDAX	Midcap DAX	FSMX	2657.13	N/A	2657.13	2125.70	EUR	No	2496.09	1996.87
EUREX	SXAP	STOXX 600 Automobiles & Parts	FSTA	4130.56	N/A	4130.56	3304.45	EUR	Yes²	4130.56	3304.45
EUREX	SX7P	STOXX 600 Banks	FSTB	1218.85	N/A	1218.85	975.08	EUR	Yes	972.131	777.705
EUREX	SX4P	STOXX 600 Chemicals	FSTC	5322.04	N/A	5322.04	4257.63	EUR	Yes²	4660.34	3728.27
EUREX	SXEP	STOXX 600 Oil & Gas	FSTE	2264.91	N/A	2264.91	1811.93	EUR	Yes	2264.91	1811.93
EUREX	SXFP	STOXX 600 Financial Services Index	FSTF	4018.81	N/A	4018.81	3215.05	EUR	Yes²	3137.36	2509.89
EUREX	SXNP	STOXX 600 Industrial Goods & Services Index	FSTG	3735.76	N/A	3735.76	2988.60	EUR	Yes²	3268.93	2615.14
EUREX	SXDP	STOXX 600 Healthcare	FSTH	3883.14	N/A	3883.14	3106.51	EUR	Yes²	3883.14	3106.51
EUREX	SXIP	STOXX 600 Insurance	FSTI	2342.59	N/A	2342.59	1874.07	EUR	Yes²	1968.39	1574.71
EUREX	SX86P	STOXX 600 Real Estate	FSTL	825.313	N/A	825.313	660.25	EUR	No	825.313	660.25
EUREX	SXMP	STOXX 600 Media	FSTM	1499.42	N/A	1499.42	1199.53	EUR	Yes²	1357.19	1085.75
EUREX	SXOP	STOXX 600 Construction & Materials	FSTN	3225.26	N/A	3225.26	2580.20	EUR	Yes²	2804.17	2243.34
EUREX	SX3P	STOXX 600 Food & Beverage Index	FSTO	3402.19	N/A	3402.19	2721.75	EUR	Yes²	3402.19	2721.75
EUREX	SXRP	STOXX 600 Retail	FSTR	1718.55	N/A	1718.55	1374.84	EUR	Yes²	1609.90	1287.92
EUREX	SXPP	STOXX 600 Basic Resources Index	FSTS	4438.60	N/A	4438.60	3550.88	EUR	Yes	4438.60	3550.88
EUREX	SXKP	STOXX 600 Telecommunications	FSTT	1128.13	N/A	1128.13	902.505	EUR	Yes²	1128.13	902.505
EUREX	SX6P	STOXX 600 Utilities	FSTU	1561.89	N/A	1561.89	1249.52	EUR	Yes	1514.06	1211.25
EUREX	SXTP	STOXX 600 Travel & Leisure	FSTV	1338.65	N/A	1338.65	1070.92	EUR	Yes²	1338.65	1070.92
EUREX	STX	STOXX50	FSTX	3404.43	N/A	3404.43	2723.54	EUR	Yes²	2967.56	2374.05
EUREX	SX8P	STOXX 600 Technology	FSTY	7100.23	N/A	7100.23	5680.18	EUR	Yes²	7100.23	5680.18
EUREX	SXQP	STOXX 600 Personal & Household Goods	FSTZ	3865.31	N/A	3865.31	3092.25	EUR	Yes²	3865.31	3092.25
EUREX	ESTX50	Euro STOXX50	FSXE	275.56	220.448	393.657	314.926	EUR	No	370.214	296.171
EUREX	TDX	TECDAX	FTDX	7354.55	N/A	7354.55	5883.64	EUR	Yes²	7354.55	5883.64
EUREX	V2TX	VSTOXX Volatility Index	FVS	900	N/A	900	720	EUR	Yes	3025	2420
EUREX	DJES	Euro STOXX Price Index	FXXE	2051.36	N/A	2051.36	1641.08	EUR	No	1781.25	1425.00
EUREX	DJ600	STOXX 600 Index	FXXP	1392.42	1113.93	1989.17	1591.33	EUR	Yes	1810.94	1448.75

Euronext NL (FTA)

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

Exchange FTA	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
FTA	AMX	AMX INDEX	FMX	10598.89	N/A	10598.89	8479.11	EUR	No	10598.89	8479.11
FTA	EOE	AMS EOE Index	FTI	9231.25	7385	13187.50	10550	EUR	Yes	13187.50	10550
FTA	EOE	AMS EOE Index	MFA	923.125	738.50	1318.75	1055	EUR	No	1318.75	1055

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	CES120	CES China 120 Index	CHH	80060.98	N/A	80060.98	64048.78	HKD	No	80060.98	64048.78
HKFE	CNH	United States dollar	CUS	26763	N/A	26763	21410.40	CNH	Yes	26763	21410.40
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	3230.31	N/A	3230.31	2584.25	HKD	No	3230.31	2584.25
HKFE	HSIDPI	HSI Dividend Point Index	DHS	9000	N/A	9000	7200	HKD	No	9000	7200
HKFE	GDR	CNH Gold Futures	GDR	66417.66	N/A	66417.66	53134.12	CNH	No	66417.66	53134.12
HKFE	GDU	USD Gold Futures	GDU	11692.93	N/A	11692.93	9354.34	USD	No	11692.93	9354.34
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	30114	24091.20	43020	34416	HKD	Yes	43020	34416
HKFE	HSI	Hang Seng Stock Index	HSI	76705.78	61364.62	109579.68	87663.75	HKD	Yes	109579.68	87663.75
HKFE	HSTECH	Hang Seng TECH Index	HTI	26005.22	20804.18	37150.31	29720.25	HKD	Yes	37150.31	29720.25
HKFE	MCA	MSCI China A 50 Connect Index	MCA	3106.58	2485.26	4437.97	3550.37	USD	No	4437.97	3550.37
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	6022.80	4818.24	8604	6883.20	HKD	Yes	8604	6883.20
HKFE	MCS	United States dollar	MCS	5353.95	N/A	5353.95	4283.16	CNH	No	5353.95	4283.16
HKFE	MHI	Mini Hang Seng Index	MHI	15341.16	12272.92	21915.94	17532.75	HKD	Yes	21915.94	17532.75
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MIA	1519.34	N/A	1519.34	1215.48	USD	No	1519.34	1215.48
HKFE	MND	MSCI India Index (USD) - HKFE	MND	2899.40	N/A	2899.40	2319.52	USD	No	2899.40	2319.52
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	3963.41	N/A	3963.41	3170.72	USD	No	3963.41	3170.72
HKFE	VHSI	Hang Seng Volatility Index	VHS	68750	N/A	68750	55000	HKD	No	131939.10	105551.28

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	SG	Short Gilt	G	3337.82	N/A	3337.82	2670.26	GBP	No	3337.82	2670.26
ICEEU	H	Medium Gilt	H	6282.19	N/A	6282.19	5025.75	GBP	No	6282.19	5025.75
ICEEU	I	3 Month EURIBOR Interest Rate	I	1074.06	N/A	1074.06	859.25	EUR	Yes	1074.06	859.25
ICEEU	NDUEBRAF	The MSCI Brazil Net Total Return	MCG	6961.12	N/A	6961.12	5568.90	USD	No	6961.12	5568.90
ICEEU	O	5 Year Euro Swapnote	O	5323.90	N/A	5323.90	4259.12	EUR	No	5323.90	4259.12
ICEEU	P	10 Year Euro Swapnote	P	11286.76	N/A	11286.76	9029.41	EUR	No	11286.76	9029.41
ICEEU	R	Long Gilt	R	4775.04	N/A	4775.04	3820.03	GBP	No	4775.04	3820.03
ICEEU	SRFXON3	Three Month SaronA	SA3	958.469	N/A	958.469	766.775	CHF	No	958.469	766.775
ICEEU	SONIA.N	Three Month SONIA	SO3	1161.875	N/A	1161.875	929.50	GBP	Yes	1161.875	929.50
ICEEU	SONIO.N	One Month SONIA	SOA	1016.76	N/A	1016.76	813.406	GBP	No	1016.76	813.406
ICEEU	TWS	2 Year Euro Swapnote	TWS	2453.91	N/A	2453.91	1963.13	EUR	No	2453.91	1963.13
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	1756.84	N/A	1756.84	1405.47	GBP	No	1756.84	1405.47
ICEEU	Y	FTSE 250 Index	Y2	4854.33	N/A	4854.33	3883.46	GBP	No	4854.33	3883.46
ICEEU	Z	FTSE 100 Index	Z	4080.41	3264.33	5829.16	4663.33	GBP	Yes	5829.16	4663.33

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	2577.90	N/A	2577.90	2062.32	GBP	No	2577.90	2062.32
ICEEUSOFT	D	Robusta Coffee	RC	2432.41	N/A	2432.41	1945.93	USD	No	2432.41	1945.93
ICEEUSOFT	T	Wheat	T	3459.81	N/A	3459.81	2767.85	GBP	No	3459.81	2767.85
ICEEUSOFT	W	White Sugar	W	3330.89	N/A	3330.89	2664.71	USD	No	3330.89	2664.71

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	8806.77	N/A	8806.77	7045.41	USD	No	8806.77	7045.41
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	24881250.78	N/A	24881250.78	19905000.625	JPY	No	24881250.78	19905000.625
ICEUS	EO	European Monetary Union Euro	KEO	10362.15	N/A	10362.15	8289.72	USD	No	10362.15	8289.72
ICEUS	ECD	European Monetary Union Euro	KEP	17502.19	N/A	17502.19	14001.75	CAD	No	17502.19	14001.75
ICEUS	GB	European Monetary Union Euro	KGB	8350.52	N/A	8350.52	6680.42	GBP	No	8350.52	6680.42
ICEUS	EAD	European Monetary Union Euro	KRA	21819.13	N/A	21819.13	17455.31	AUD	No	21819.13	17455.31
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	8391.51	N/A	8391.51	6713.21	CHF	No	8391.51	6713.21
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	3975227.80	N/A	3975227.80	3180182.24	JPY	No	3975227.80	3180182.24
ICEUS	MP	British pound	MP	9183.95	N/A	9183.95	7347.16	USD	No	9183.95	7347.16
ICEUS	SS	British Pound in Swiss Franc	SS	12801.93	N/A	12801.93	10241.54	CHF	No	12801.93	10241.54
ICEUS	SY	British Pound in Japanese Yen	SY	2945289.83	N/A	2945289.83	2356231.86	JPY	No	2945289.83	2356231.86

Borsa Italiana (IDEM)

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

Exchange IDEM	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	1685	N/A	1685	1348	EUR	No	1685	1348
IDEM	FTMIB	FTSE MIB Index	FTMIB	16062.58	12850.07	22946.55	18357.24	EUR	Yes	22946.55	18357.24
IDEM	FTMIB	FTSE MIB Index	MICRO	642.503	514.003	917.862	734.2895	EUR	No	917.862	734.2895
IDEM	FTMIB	FTSE MIB Index	MINI	3212.52	2570.01	4589.31	3671.45	EUR	No	4589.31	3671.45
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	1072.75	N/A	1072.75	858.197	EUR	No	1072.75	858.196

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	44059.34	N/A	44059.34	35247.47	USD	No	44059.34	35247.47
IPE	COIL	ICE Brent Crude	COIL	17550	N/A	17550	13000	USD	Yes	17550	13000
IPE	GOIL	ICE Gasoil	GOIL	14038.60	N/A	14038.60	10398.96	USD	No	14038.60	10398.96
IPE	HOIL	ICE Heating Oil	HOIL	35154	N/A	35154	26040	USD	No	35154	26040
IPE	NCF	Newcastle Coal Futures	NCF	57328.62	N/A	57328.62	45862.86	USD	No	57328.62	45862.86
IPE	NGF	ICE UK Natural Gas	NGF	14343.31	N/A	14343.31	11474.65	GBP	No	31235.60	11474.65
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	17550	N/A	17550	13000	USD	Yes	17550	13000

Korea Stock Exchange (KSE)

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

Exchange KSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
KSE	K200	KOSPI200 Index	01	7365312.76	5892250.21	10521875.375	8417500.30	KRW	Yes	10521875.375	8417500.30
KSE	K200M	Mini KOSPI200 Index	05	1473062.55	1178450.04	2104375.075	1683500.06	KRW	Yes	2104375.075	1683500.06
KSE	KOSDQ150	KOSDAQ 150 Index	06	1844567.025	1229711.35	2635095.75	1756730.50	KRW	No	2635095.75	1756730.50
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	228430.60	N/A	228430.60	182744.47	KRW	No	228430.60	182744.47
KSE	017670	SK TELECOM	112	158649.74	N/A	158649.74	126919.79	KRW	No	158649.74	126919.79
KSE	005490	POSCO HOLDINGS INC	113	1759875	N/A	1759875	1187839.14	KRW	No	1759875	1187839.14
KSE	030200	KTCORPORATION	114	105610.04	N/A	105610.04	84488.03	KRW	No	105610.04	84488.03
KSE	015760	KOREA ELECTRIC POWER CORP	115	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	005380	HYUNDAI MOTOR CO	116	570137.74	N/A	570137.74	456110.20	KRW	No	570137.74	456110.20
KSE	016360	SAMSUNG SECURITIES CO LTD	117	122507.64	N/A	122507.64	98006.11	KRW	No	122507.64	98006.11
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	114684.68	N/A	114684.68	91747.74	KRW	No	114684.68	91747.74
KSE	000270	KIA CORP	119	264103.32	N/A	264103.32	211282.66	KRW	No	264103.32	211282.66
KSE	012330	HYUNDAI MOBIS CO LTD	120	705631.50	N/A	705631.50	564505.20	KRW	No	705631.50	564505.20
KSE	006400	SAMSUNG SDI CO LTD	122	1417387.50	N/A	1417387.50	1097718.52	KRW	No	1417387.50	1097718.52
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	453732.03	N/A	453732.03	362985.625	KRW	No	453732.03	362985.625
KSE	066570	LG ELECTRONICS INC	124	317299.49	N/A	317299.49	253839.59	KRW	No	317299.49	253839.59
KSE	036460	KOREA GAS CORPORATION	128	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	004020	HYUNDAI STEEL CO	132	110929.66	N/A	110929.66	88743.72	KRW	No	110929.66	88743.72
KSE	003550	LG CORP	134	256593.28	N/A	256593.28	205274.61	KRW	No	256593.28	205274.61
KSE	078930	GS HOLDINGS	135	131738.75	N/A	131738.75	105391.00	KRW	No	131738.75	105391.00
KSE	033780	KT & G CORPORATION	136	279749.25	N/A	279749.25	223799.39	KRW	No	279749.25	223799.39
KSE	009540	HD KOREA SHIPBUILDING & OFFS	139	359543.51	N/A	359543.51	287634.80	KRW	No	359543.51	287634.80
KSE	086790	HANA FINANCIAL GROUP	140	130956.45	N/A	130956.45	104765.16	KRW	No	130956.45	104765.16
KSE	096770	SK INNOVATION CO LTD	141	423378.91	N/A	423378.91	338703.125	KRW	No	423378.91	338703.125
KSE	001040	CJ CORP	142	292578.92	N/A	292578.92	234063.125	KRW	No	292578.92	234063.125
KSE	034220	LG DISPLAY CO LTD	145	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	105560	KB FINANCIAL GROUP INC	146	161778.93	N/A	161778.93	129423.14	KRW	No	161778.93	129423.14
KSE	051910	LG CHEM LTD	147	1484798.93	N/A	1484798.93	1187839.14	KRW	No	1484798.93	1187839.14
KSE	006800	MIRAE ASSET SECURITIES CO LT	148	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	042670	HD HYUNDAI INFRACORE CO LTD	149	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	000660	SK HYNIX INC	150	412426.76	N/A	412426.76	329941.41	KRW	No	412426.76	329941.41
KSE	006360	GS ENGINEERING & CONSTRUCT	151	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	139480	E-MART INC	154	234063.13	N/A	234063.13	187250.51	KRW	No	234063.13	187250.51
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	142690.90	N/A	142690.90	114152.71	KRW	No	142690.90	114152.71
KSE	035420	NAVER CORP	156	661822.90	N/A	661822.90	529458.32	KRW	No	661822.90	529458.32
KSE	003490	KOREAN AIR LINES CO LTD	157	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	3KTB	3-Year Korea Treasury Bond	165	1225447.92	N/A	1225447.92	980358.34	KRW	No	1225447.92	980358.34
KSE	FLKTB	10-Year Korea Treasury Bond	167	3905577	N/A	3905577	3046903.78	KRW	No	3905577	3046903.78
KSE	KWY	United States dollar	175	1629250.03	N/A	1629250.03	1303400.02	KRW	No	3258500.06	2606800.05
KSE	032640	LG UPLUS CORP	1B0	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	010950	S-OILCORPORATION	1B2	216852.61	N/A	216852.61	173482.09	KRW	No	216852.61	173482.09
KSE	010130	KOREA ZINC CO LTD	1B3	1627176.91	N/A	1627176.91	1301741.48	KRW	No	1627176.91	1301741.48
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	001680	DAESANG CORPORATION	1B6	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	047050	POSCO INTERNATIONAL CORP	1B7	226462.50	N/A	226462.50	150975	KRW	No	226462.50	150975
KSE	034020	DOOSAN ENERBILITY CO LTD	1B9	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	023530	LOTTE SHOPPING CO	1BA	240008.59	N/A	240008.59	192006.875	KRW	No	240008.59	192006.875
KSE	011170	LOTTE CHEMICAL CORP	1BB	488153.08	N/A	488153.08	390522.46	KRW	No	488153.08	390522.46
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	218730.13	N/A	218730.13	174984.10	KRW	No	218730.13	174984.10
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	029780	SAMSUNG CARD CO	1BG	102167.93	N/A	102167.93	81734.35	KRW	No	102167.93	81734.35
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	432140.625	N/A	432140.625	345712.50	KRW	No	432140.625	345712.50
KSE	036570	NCSOFTCORPORATION	1BJ	882430.57	N/A	882430.57	705944.45	KRW	No	882430.57	705944.45
KSE	000080	HITE JINRO CO LTD	1BK	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	187438.26	N/A	187438.26	149950.61	KRW	No	187438.26	149950.61
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	150357.40	N/A	150357.40	120285.92	KRW	No	150357.40	120285.92
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	111555.49	N/A	111555.49	89244.39	KRW	No	111555.49	89244.39
KSE	011210	HYUNDAI WIA CORP	1BP	189628.69	N/A	189628.69	151702.95	KRW	No	189628.69	151702.95
KSE	008770	HOTEL SHILLA CO LTD	1BQ	203710.02	N/A	203710.02	162968.02	KRW	No	203710.02	162968.02
KSE	035250	KANGWON LAND, INC.	1BS	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	138930	BNK FINANCIAL GROUP INC	1BT	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	139130	DGB FINANCIAL GROUP INC	1BV	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	001120	LX INTERNATIONAL CORP	1BX	92467.46	N/A	92467.46	73973.96	KRW	No	92467.46	73973.96
KSE	011070	LG INNOTEK CO LTD	1BY	741617.14	N/A	741617.14	593293.71	KRW	No	741617.14	593293.71
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	034730	SK INC	1C1	526329.15	N/A	526329.15	421063.32	KRW	No	526329.15	421063.32
KSE	001740	SK NETWORKS CO LTD	1C2	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	389583.70	N/A	389583.70	311666.95	KRW	No	389583.70	311666.95
KSE	018260	SAMSUNG SDS CO LTD	1C5	512247.80	N/A	512247.80	409798.24	KRW	No	512247.80	409798.24
KSE	090430	AMOREPACIFIC CORP	1C6	397719.58	N/A	397719.58	318175.66	KRW	No	397719.58	318175.66
KSE	030000	CHEIL WORLDWIDE INC	1C7	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	028260	SAMSUNG C&T CORP	1C8	379883.21	N/A	379883.21	303906.56	KRW	No	379883.21	303906.56
KSE	000880	HANWHA CORPORATION	1C9	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	553865.97	N/A	553865.97	443092.77	KRW	No	553865.97	443092.77
KSE	010620	HYUNDAIMIPODOCKYARD	1CD	256906.20	N/A	256906.20	205524.96	KRW	No	256906.20	205524.96
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	97474.15	N/A	97474.15	77979.32	KRW	No	97474.15	77979.32
KSE	035720	KAKAO CORP	1CF	158649.74	N/A	158649.74	126919.79	KRW	No	158649.74	126919.79
KSE	034230	PARADISE CO LTD	1CG	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	1CJ	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	069080	WEBZEN INC	1CK	148398.53	N/A	148398.53	65535	KRW	No	148398.53	65535
KSE	096530	SEEGENE INC	1CL	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	022100	POSCO DX CO LTD	1CN	299250	N/A	299250	199500	KRW	No	299250	199500
KSE	068270	CELLTRION INC	1CP	509118.61	N/A	509118.61	407294.88	KRW	No	509118.61	407294.88
KSE	122870	YG ENTERTAINMENT INC	1CQ	152568	N/A	152568	121913.10	KRW	No	152568	121913.10
KSE	051900	LG H&H	1CR	1021679.30	N/A	1021679.30	817343.44	KRW	No	1021679.30	817343.44
KSE	002790	AMOREPACIFIC GROUP	1CS	85583.25	N/A	85583.25	68466.60	KRW	No	85583.25	68466.60
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	813588.46	N/A	813588.46	650870.74	KRW	No	813588.46	650870.74
KSE	008930	HANMI SCIENCE CO LTD	1CV	107174.63	N/A	107174.63	85739.71	KRW	No	107174.63	85739.71
KSE	021240	COWAY CO LTD	1CW	162717.69	N/A	162717.69	130174.15	KRW	No	162717.69	130174.15
KSE	128940	HANMI PHARM CO LTD	1CX	966918.55	N/A	966918.55	773534.84	KRW	No	966918.55	773534.84
KSE	018880	HANON SYSTEMS	1CY	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	005830	DB INSURANCE CO LTD	1D0	259722.46	N/A	259722.46	207777.97	KRW	No	259722.46	207777.97
KSE	097950	CJ CHEILJEDANG CORP.	1D1	995081.25	N/A	995081.25	796065	KRW	No	995081.25	796065
KSE	009240	HANSSEM CO LTD	1D2	157085.16	N/A	157085.16	125668.125	KRW	No	157085.16	125668.125
KSE	002380	KCC CORP	1D3	658693.72	N/A	658693.72	526954.96	KRW	No	658693.72	526954.96
KSE	007070	GS RETAIL CO LTD	1D4	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	012750	S1 CORPORATION	1D5	183996.15	N/A	183996.15	147196.92	KRW	No	183996.15	147196.92
KSE	000100	YUHAN CORPORATION	1D6	192132.04	N/A	192132.04	153705.625	KRW	No	192132.04	153705.625
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	109208.61	N/A	109208.61	87366.88	KRW	No	109208.61	87366.88
KSE	069960	HYUNDAI DEPT STORE CO	1D8	161153.10	N/A	161153.10	128922.47	KRW	No	161153.10	128922.47
KSE	004370	NONGSHIM CO LTD	1DA	1272014.26	N/A	1272014.26	1017611.41	KRW	No	1272014.26	1017611.41
KSE	079550	LIG NEX1 CO LTD	1DB	312918.63	N/A	312918.63	250334.90	KRW	No	312918.63	250334.90
KSE	204320	HL MANDO CO LTD	1DC	110773.19	N/A	110773.19	88618.55	KRW	No	110773.19	88618.55
KSE	004170	SHINSEGAE INC	1DD	542287.99	N/A	542287.99	433830.39	KRW	No	542287.99	433830.39
KSE	161890	KOLMAR KOREA CO LTD	1DE	151296.15	N/A	151296.15	121036.92	KRW	No	151296.15	121036.92
KSE	111770	YOUNGONE CORP	1DG	143316.74	N/A	143316.74	114653.39	KRW	No	143316.74	114653.39
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	515064.06	N/A	515064.06	412051.25	KRW	No	515064.06	412051.25
KSE	192820	COSMAX INC	1DK	365801.88	N/A	365801.88	292641.50	KRW	No	365801.88	292641.50
KSE	039130	HANA TOUR SERVICE INC	1DN	170227.73	N/A	170227.73	136182.19	KRW	No	170227.73	136182.19
KSE	086900	MEDY-TOX INC	1DP	677468.85	N/A	677468.85	541975.08	KRW	No	677468.85	541975.08
KSE	078340	COM2US CORP	1DR	160840.17	N/A	160840.17	128672.14	KRW	No	160840.17	128672.14
KSE	035760	CJ ENM CO LTD	1DT	244702.37	N/A	244702.37	195761.89	KRW	No	244702.37	195761.89
KSE	056190	SFA ENGINEERING CORP	1DV	92154.53	N/A	92154.53	73723.63	KRW	No	92154.53	73723.63
KSE	241560	DOOSAN BOBCAT INC	1DW	137527.74	N/A	137527.74	110022.19	KRW	No	137527.74	110022.19
KSE	017800	HYUNDAI ELEVATOR CO	1DY	140969.84	N/A	140969.84	112775.87	KRW	No	140969.84	112775.87
KSE	105630	HANSAE CO LTD	1DZ	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	240810	WONIK IPS CO LTD	1E0	104045.45	N/A	104045.45	83236.36	KRW	No	104045.45	83236.36
KSE	053800	AHNLAB INC	1E2	218417.21	N/A	218417.21	174733.77	KRW	No	218417.21	174733.77
KSE	091700	PARTRON CO LTD	1E3	83111.19	N/A	83111.19	65535	KRW	No	83111.19	65535
KSE	041510	SM ENTERTAINMENT CO LTD	1E4	260661.22	N/A	260661.22	208528.96	KRW	No	260661.22	208528.96
KSE	251270	NETMARBLE CORP	1E5	178989.46	N/A	178989.46	143191.56	KRW	No	178989.46	143191.56
KSE	091990	CELLTRION HEALTHCARE CO LTD	1E6	224049.74	N/A	224049.74	179239.79	KRW	No	224049.74	179239.79
KSE	003670	POSCO FUTURE M CO LTD	1E8	1545120	N/A	1545120	1030080	KRW	No	1545120	1030080
KSE	178920	PI ADVANCED MATERIALS CO LTD	1EA	95440.18	N/A	95440.18	76352.14	KRW	No	95440.18	76352.14
KSE	316140	WOORI FINANCIAL GROUP INC	1EB	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	294870	HDC HYUNDAI DEVELOPMENT CO-E	1EC	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	020150	LOTTE ENERGY MATERIALS CORP	1ED	142377.98	N/A	142377.98	113902.38	KRW	No	142377.98	113902.38
KSE	009420	HANALL BIOPHARMA CO LTD	1EE	162450	N/A	162450	108300	KRW	No	162450	108300
KSE	035900	JYP ENTERTAINMENT CORP	1EF	287259.30	N/A	287259.30	229807.44	KRW	No	287259.30	229807.44
KSE	003410	SSANGYONG C&E CO LTD	1EG	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	028670	PAN OCEAN CO LTD	1EH	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	011790	SKC CO LTD	1EJ	302886	N/A	302886	238569.16	KRW	No	302886	238569.16
KSE	000990	DB HITEK CO LTD	1EK	185247.83	N/A	185247.83	148198.26	KRW	No	185247.83	148198.26
KSE	093370	FOOSUNG CO LTD	1EL	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	375500	DL E&C CO LTD	1ER	120473.67	N/A	120473.67	96378.94	KRW	No	120473.67	96378.94
KSE	207940	SAMSUNG BIOLOGICS CO LTD	1ES	2240497.46	N/A	2240497.46	1792397.97	KRW	No	2240497.46	1792397.97
KSE	028050	SAMSUNG ENGINEERING CO LTD	1ET	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	272210	HANWHA SYSTEMS CO LTD	1EV	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	003850	BORYUNG	1EW	96328.87	N/A	96328.87	65535	KRW	No	96328.87	65535
KSE	293490	KAKAO GAMES CORP	1EX	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	247540	ECOPRO BM CO LTD	1EY	1598850	N/A	1598850	1065900	KRW	No	1598850	1065900
KSE	253450	STUDIO DRAGON CORP	1EZ	163030.61	N/A	163030.61	130424.48	KRW	No	163030.61	130424.48
KSE	278280	CHUNBO CO LTD	1F0	354223.88	N/A	354223.88	283379.10	KRW	No	354223.88	283379.10
KSE	200130	KOLMAR BNH CO LTD	1F1	156509.38	N/A	156509.38	67820.73	KRW	No	156509.38	67820.73
KSE	036540	SFA SEMICON CO LTD	1F2	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	060250	NHN KCP CORP	1F3	118458.48	N/A	118458.48	84895.24	KRW	No	118458.48	84895.24
KSE	000250	SAM CHUN DANG PHARM CO LTD	1F4	276016.50	N/A	276016.50	185247.83	KRW	No	276016.50	185247.83
KSE	373220	LG ENERGY SOLUTION	1F5	1342420.90	N/A	1342420.90	1073936.72	KRW	No	1342420.90	1073936.72
KSE	323410	KAKAOBANK CORP	1F6	89535	N/A	89535	65535	KRW	No	89535	65535
KSE	377300	KAKAO PAY CORP	1F7	152866.50	N/A	152866.50	114778.55	KRW	No	152866.50	114778.55
KSE	259960	KRAFTON INC	1F8	689985.60	N/A	689985.60	551988.48	KRW	No	689985.60	551988.48
KSE	302440	SK BIOSCIENCE CO LTD	1F9	217478.45	N/A	217478.45	173982.75	KRW	No	217478.45	173982.75
KSE	011200	HMM CO LTD	1FA	81918.75	N/A	81918.75	65535	KRW	No	81918.75	65535
KSE	361610	SK IE TECHNOLOGY CO LTD	1FB	247205.71	N/A	247205.71	197764.57	KRW	No	247205.71	197764.57
KSE	352820	HYBE CO LTD	1FC	657129.11	N/A	657129.11	525703.28	KRW	No	657129.11	525703.28
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	1FD	419310.96	N/A	419310.96	335448.75	KRW	No	419310.96	335448.75
KSE	402340	SK SQUARE CO LTD	1FE	155677.01	N/A	155677.01	124541.61	KRW	No	155677.01	124541.61
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	1FF	272239.21	N/A	272239.21	217791.37	KRW	No	272239.21	217791.37
KSE	383220	F&F CO LTD / NEW	1FG	259722.46	N/A	259722.46	207777.97	KRW	No	259722.46	207777.97
KSE	267250	HD HYUNDAI	1FH	189628.69	N/A	189628.69	151702.95	KRW	No	189628.69	151702.95
KSE	271560	ORION CORP/REPUBLIC OF KOREA	1FJ	362985.60	N/A	362985.60	290388.48	KRW	No	362985.60	290388.48
KSE	138040	MERITZ FINANCIAL GROUP INC	1FK	175234.44	N/A	175234.44	140187.55	KRW	No	175234.44	140187.55
KSE	263750	PEARL ABYSS CORP	1FL	120786.59	N/A	120786.59	96629.27	KRW	No	120786.59	96629.27
KSE	066970	L&F CO LTD	1FM	731157	N/A	731157	487438	KRW	No	731157	487438
KSE	112040	WEMADE CO LTD	1FN	297381	N/A	297381	198254	KRW	No	297381	198254
KSE	196170	ALTEOGEN INC	1FP	335587.50	N/A	335587.50	223725	KRW	No	335587.50	223725
KSE	058470	LEENO INDUSTRIAL INC	1FQ	624585.60	N/A	624585.60	499668.48	KRW	No	624585.60	499668.48

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	6734.06	N/A	6734.06	5387.25	USD	No	6734.06	5387.25
LMEOTC	CA	Grade A Copper - LME	CA	21356.44	N/A	21356.44	17085.15	USD	No	21356.44	17085.15
LMEOTC	PB	Lead - LME	PB	6075.28	N/A	6075.28	4860.22	USD	No	6075.28	4860.22
LMEOTC	SNLME	Tin future	SN	30837.32	N/A	30837.32	24669.86	USD	No	30837.32	24669.86
LMEOTC	ZSLME	Special High Grade Zinc	ZS	9872.81	N/A	9872.81	7898.25	USD	No	9872.81	7898.25

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	Yes	3475	2780
MATIF	EMA	Corn	EMA	1906.25	N/A	1906.25	1525	EUR	No	1906.25	1525

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

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	IBEX35	IBEX 35 Index	IBX	8312.50	6650	11875	9500	EUR	No	11875	9500
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	831.25	665	1187.50	950	EUR	Yes	1187.50	950

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	DEUA	United States dollar	DA	10241.05	N/A	10241.05	8192.84	MXN	No	15935.02	12748.02
MEXDER	EURO	European Monetary Union Euro	EU	25861.02	N/A	25861.02	20688.82	MXN	No	25861.02	20688.82
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	56283.53	N/A	56283.53	45026.83	MXN	Yes²	59725.33	47780.265
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	11256.71	N/A	11256.71	9005.37	MXN	No	11945.07	9556.05

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	5224.42	N/A	5224.42	4179.54	EUR	No	5224.42	4179.54
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	4007.24	N/A	4007.24	3205.79	EUR	No	4007.24	3205.79
MONEP	CAC40	CAC 40	FCE	4812.50	3850	6875	5500	EUR	Yes	6875	5500
MONEP	FEF	FTSEurofirst 80 NEW	FEF	13663.70	N/A	13663.70	10930.96	EUR	No	13663.70	10930.96
MONEP	FEO	FTSEurofirst 100 NEW	FEO	10482.97	N/A	10482.97	8386.37	EUR	No	10482.97	8386.37
MONEP	CAC40	CAC 40	MFC	481.25	385	687.50	550	EUR	No	687.50	550

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	125399.1	N/A	125399.1	100319.25	INR	Yes	8313.71	6650.97
NSE	EURINR	Euro in Indian Rupee	EURINR	11346.88	N/A	11346.88	9077.50	INR	No	11346.88	9077.50
NSE	NSEFIN	NSE Nifty Financial Services Index Futures	FINNIFTY	150235.2	N/A	150235.2	120188.4	INR	Yes	3735.13	2988.11
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	13211.875	N/A	13211.875	10569.50	INR	No	13211.875	10569.50
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	7139.375	N/A	7139.375	5711.50	INR	No	7139.375	5711.50
NSE	NIFTY50	Nifty 50	NIFTY	160280	N/A	160280	128224	INR	Yes	3185.01	2548.01
NSE	USDINR	US Dollars in Indian Rupee	USDINR	10426.25	N/A	10426.25	8341.00	INR	Yes	10426.25	8341.00

ICE Futures U.S. (NYBOT)

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

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	LRC30APR	ICE U.S. Conforming 30-yr Fixed Mortgage Rate Lock Weighted APR	30C	4945.17	N/A	4945.17	3956.13	USD	No	4945.17	3956.13
NYBOT	CC	Cocoa NYBOT	CC	3953.78	N/A	3953.78	3163.02	USD	Yes	3953.78	3163.02
NYBOT	CT	Cotton No. 2	CT	4295.35	N/A	4295.35	3436.28	USD	Yes	4295.35	3436.28
NYBOT	DX	NYBOT US Dollar FX	DX	2921.14	N/A	2921.14	2336.91	USD	Yes	2921.14	2336.91
NYBOT	NYFANG	NYSE FANG+ Index	FNG	5068.95	N/A	5068.95	4055.16	USD	No	5068.95	4055.16
NYBOT	KC	Coffee "C"	KC	10137.63	N/A	10137.63	8110.10	USD	Yes	10137.63	8110.10
NYBOT	OJ	FC Orange Juice "A"	OJ	16902.30	N/A	16902.30	13521.84	USD	Yes	16902.30	13521.84
NYBOT	RS	Canola	RS	1551.84	N/A	1551.84	1241.48	CAD	No	1551.84	1241.48
NYBOT	SB	Sugar No. 11	SB	2772.75	N/A	2772.75	2218.20	USD	Yes	2772.75	2218.20
NYBOT	SF	Sugar #16 112000 lbs	SF	3576.37	N/A	3576.37	2861.09	USD	No	3576.37	2861.09

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	17550	N/A	17550	13000	USD	No	17550	13000
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	17550	N/A	17550	13000	USD	Yes	17550	13000
NYMEX	CL	Light Sweet Crude Oil	CL	17550	N/A	17550	13000	USD	Yes	17550	13000
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	6875	N/A	6875	5500	USD	No	6875	5500
NYMEX	HO	Heating Oil	HO	35154	N/A	35154	26040	USD	Yes	35154	26040
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	6875	N/A	6875	5500	USD	No	6875	5500
NYMEX	MCL	Micro WTI Crude Oil	MCL	1755	N/A	1755	1300	USD	Yes	1755	1300
NYMEX	MHO	Micro NY Harbor ULSD	MHO	3515.40	N/A	3515.40	2604	USD	No	3515.40	2604
NYMEX	MHNG	Micro Henry Hub Natural Gas	MNG	662.50	N/A	662.50	530	USD	Yes	662.50	530
NYMEX	MRB	Micro RBOB Gasoline	MRB	3186.69	N/A	3186.69	2360.51	USD	No	3186.69	2360.51
NYMEX	NG	Henry Hub Natural Gas	NG	6875	N/A	6875	5500	USD	Yes	6875	5500
NYMEX	PA	Palladium Index	PA	98070.00	N/A	98070.00	19322.29	USD	No	98070.00	19322.29
NYMEX	PL	Platinum Index	PL	5538.45	N/A	5538.45	4430.76	USD	No	5538.45	4430.76
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	1718.75	N/A	1718.75	1375	USD	No	1718.75	1375
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	8775	N/A	8775	6500	USD	No	8775	6500
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	34020	N/A	34020	25200	USD	Yes	34020	25200
NYMEX	TT	NYMEX Cotton index	TT	12773.86	N/A	12773.86	10219.09	USD	No	12773.86	10219.09

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	4489.85	N/A	4489.85	3591.88	USD	No	4489.85	3591.88
NYSELIFFE	M1EU	MSCI Europe NTR	EU9	9169.46	N/A	9169.46	7335.57	USD	No	9169.46	7335.57
NYSELIFFE	M1JP	The MSCI Japan NTR	JPP	9275.61	N/A	9275.61	7420.49	USD	No	9275.61	7420.49
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	5885.02	4708.01	8407.17	6725.73	USD	No	8407.17	6725.73
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3002.58	2402.06	4289.40	3431.52	USD	No	4289.40	3431.52
NYSELIFFE	MXUS	MSCI USA Index	MUN	48777.25	N/A	48777.25	39021.80	USD	No	48777.25	39021.80

Nasdaq OMX - Stockholm (OMS)

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

Exchange OMS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OMS	OMXESG	OMXS30 ESG Responsible Index	OMXESG	23048.75	N/A	23048.75	18439.00	SEK	No	23048.75	18439.00
OMS	OMXS30	OMX Index (Sweden)	OMXS30	16762.375	13409.90	23946.25	19157	SEK	Yes	23946.25	19157

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	2131228.09	1704982.47	3044611.56	2435689.25	JPY	Yes	3044611.56	2435689.25
OSE.JPN	N225M	Nikkei 225 Mini	225M	213122.81	170498.25	304461.16	243568.92	JPY	Yes	304461.16	243568.92
OSE.JPN	N225MC	Nikkei 225 Micro	225MC	21312.28	17049.82	30446.12	24356.89	JPY	No	30446.12	24356.89
OSE.JPN	JPNK400	JPX-Nikkei Index 400	400	132531.22	N/A	132531.22	106024.97	JPY	No	132531.22	106024.97
OSE.JPN	TPXC30	Topix Core30	C30	103596.13	N/A	103596.13	82876.90	JPY	No	103596.13	82876.90
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	387577.25	N/A	387577.25	310061.80	JPY	No	387577.25	310061.80
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JBL	2144609.61	N/A	2144609.61	1715687.69	JPY	Yes	2144609.61	1715687.69
OSE.JPN	MJ	Mini 10 Year JGB	JBLM	214460.96	N/A	214460.96	171568.77	JPY	No	214460.96	171568.77
OSE.JPN	TSEMOTHR	TSE Growth Market 250 Index	MOTH	94703.83	N/A	94703.83	75763.06	JPY	No	94703.83	75763.06
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NVI	112812.50	N/A	112812.50	90250	JPY	No	272890.625	218312.50
OSE.JPN	TSEREIT	TSE REIT Index	REIT	254041.41	N/A	254041.41	203233.12	JPY	No	254041.41	203233.12
OSE.JPN	TOPX	TOPIX Index	TPX	1336363.15	1069090.52	1909090.22	1527272.17	JPY	No	1909090.22	1527272.17
OSE.JPN	MNTPX	Japan Mini Topix	TPXM	133636.32	106909.05	190909.02	152727.22	JPY	No	190909.02	152727.22

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	17550	N/A	17550	13000	USD	No	17550	13000
QBALGOIEU	GOIL	-	GOIL	14038.60	N/A	14038.60	10398.96	USD	No	14038.60	10398.96
QBALGOIEU	WTI	-	WTI	17550	N/A	17550	13000	USD	No	17550	13000

ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	-	CC	3953.78	N/A	3953.78	3163.02	USD	No	3953.78	3163.02
QBALGOIUS	CT	-	CT	4295.35	N/A	4295.35	3436.28	USD	No	4295.35	3436.28
QBALGOIUS	DX	-	DX	2921.14	N/A	2921.14	2336.91	USD	No	2921.14	2336.91
QBALGOIUS	KC	-	KC	10137.63	N/A	10137.63	8110.10	USD	No	10137.63	8110.10
QBALGOIUS	OJ	-	OJ	16902.30	N/A	16902.30	13521.84	USD	No	16902.30	13521.84
QBALGOIUS	SB	-	SB	2772.75	N/A	2772.75	2218.20	USD	No	2772.75	2218.20

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	338126.45	N/A	338126.45	270501.16	JPY	No	338126.45	270501.16
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	2300.67	N/A	2300.67	1840.53	USD	No	2300.67	1840.53
SGX	XINA50	FTSE/Xinhua China A50	CN	1213.80	971.04	1734	1387.20	USD	No	1734	1387.20
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	4851.35	N/A	4851.35	3881.08	USD	No	4851.35	3881.08
SGX	XIN0I	FTSE China H50	FCH	5983.05	N/A	5983.05	4786.44	USD	No	5983.05	4786.44
SGX	SCI	SGX TSI Iron Ore Futures	FEF	2316.91	N/A	2316.91	1853.53	USD	No	2316.91	1853.53
SGX	WIIDN	FTSE Indonesia Index	FID	1304.01	N/A	1304.01	1043.21	USD	No	1304.01	1043.21
SGX	FIVNM30	FTSE Vietnam 30 Price Return Index	FVN	1215.32	N/A	1215.32	972.26	USD	No	1215.32	972.26
SGX	INR	United States dollar	INR	10422.81	N/A	10422.81	8338.25	USD	No	10422.81	8338.25
SGX	INX	SGX USD/INR (USD) Month-end	INX	10425.00	N/A	10425.00	8340.00	USD	No	10425.00	8340.00
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	2997	N/A	2997	2397.60	USD	No	2997	2397.60
SGX	SGB	SGX Mini JGB Index	JB	310978.48	N/A	310978.48	248782.79	JPY	No	310978.48	248782.79
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	350718.75	N/A	350718.75	280575	JPY	No	350718.75	280575
SGX	KRW	Korean Won	KRW	6211.42	N/A	6211.42	4969.13	USD	No	6211.42	4969.13
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	1273.53	N/A	1273.53	1018.83	USD	No	1217.28	968.826
SGX	MUC	SGX USD/CNH Futures (Mini)	MUC	6687.19	N/A	6687.19	5349.75	CNH	No	6687.19	5349.75
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1607250.06	N/A	1607250.06	1285800.05	JPY	No	1607250.06	1285800.05
SGX	SGXNK	SGX: Nikkei 225	NK	879389.80	703511.84	1256271.15	1005016.92	JPY	Yes	1256271.15	1005016.92
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	175877.96	140702.37	251254.23	201003.38	JPY	No	251254.23	201003.38
SGX	N225U	SGX: USD Nikkei 225 Index	NU	43536.25	N/A	43536.25	34829.00	USD	No	43536.25	34829.00
SGX	SSG	MSCI Singapore Free Index	SGP	1188.91	951.125	1698.44	1358.75	SGD	Yes²	1698.44	1358.75
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	5584.67	N/A	5584.67	4467.74	SGD	No	5584.67	4467.74
SGX	STI	SGX Straits Times Index	ST	4843.98	N/A	4843.98	3875.19	SGD	No	4843.98	3875.19
SGX	TD	SGX Taiwan Dollar in US Dollar Futures (Mini)	TD	2794.41	N/A	2794.41	2235.53	USD	No	2793.41	2234.53
SGX	TSR20	SICOM Rubber	TF	654.99	N/A	654.99	523.992	USD	No	654.99	523.992
SGX	SGXTU	SGX Thai baht in US Dollar Futures	TU	2201.93	N/A	2201.93	1761.55	USD	No	2201.93	1761.55
SGX	TWD	SGX Taiwan Dollar in US Dollar Futures (Full-Sized)	TWD	8420.74	N/A	8420.74	6736.59	USD	No	8420.74	6736.59
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2100	1680	3000	2400	USD	No	3000	2400
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	26748.75	N/A	26748.75	21399	CNH	Yes	26748.75	21399
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	8272224.81	N/A	8272224.81	6617779.84	JPY	No	8272224.81	6617779.84
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	1396.23	N/A	1396.23	1116.98	SGD	No	1396.23	1116.98
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	1654444.96	N/A	1654444.96	1323555.97	JPY	No	1654444.96	1323555.97
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1220.73	N/A	1220.73	976.585	SGD	No	1220.73	976.585
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	2971.48	N/A	2971.48	2377.19	SGD	No	2971.48	2377.19
SGX	G13	GENTING SINGAPORE LTD	YGEN	863.631	N/A	863.631	690.905	SGD	No	863.625	690.90
SGX	BN4	KEPPEL CORP LTD	YKEP	3836.99	N/A	3836.99	3069.59	SGD	No	3836.99	3069.59
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	4734.45	N/A	4734.45	3787.56	SGD	No	4734.45	3787.56
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2140.74	N/A	2140.74	1712.59	SGD	No	2140.75	1712.60
SGX	Y92	THAI BEVERAGE PCL	YTBE	930.35	N/A	930.35	744.28	SGD	No	930.35	744.28
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5112.23	N/A	5112.23	4089.78	SGD	No	5112.23	4089.78
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	3397.19	N/A	3397.19	2717.75	SGD	No	3397.19	2717.75
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	13243.02	N/A	13243.02	2987.15	SGD	No	3733.93	2987.14
SGX	YESBANK	YES BANK LTD	ZYES	162.50	N/A	162.50	130	USD	No	162.50	130

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	1022.59	N/A	1022.59	818.069	USD	No	1022.59	818.069
SMFE	2YSME	Small 2YR US Treasury Yield	S2Y	1160.31	N/A	1160.31	928.25	USD	No	1160.31	928.25
SMFE	30YSME	Small 30YR US Treasury Yield	S30Y	856.278	N/A	856.278	685.022	USD	No	856.278	685.022

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	11997.125	9597.70	17138.75	13711	AUD	Yes	17138.75	13711
SNFE	IB	30 Day Interbank Cash Rate	IB	771.25	N/A	771.25	617	AUD	No	771.25	617
SNFE	IR	90 Day Bills	IR	1297.50	N/A	1297.50	1038	AUD	No	1297.50	1038
SNFE	XT	10 Year Treasury Bond 6%	XT	3655	N/A	3655	2924	AUD	No	3655	2924
SNFE	YT	3 Year Treasury Bond 6%	YT	1297.50	N/A	1297.50	1038	AUD	No	1297.50	1038

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
CBOT	ZB	30-year T-BONDS	7:20	15:00
CBOT	ZN	10-YR TREAS.	7:20	15:00
CBOT	ZF	5-YR TREAS.	7:20	15:00
CBOT	ZT	2-YR TREAS.	7:20	15:00
CBOT	Z3N	3-YR TREAS.	8:30	15:00
CBOT	ZQ	30 Day Federal Funds	7:20	15:00
CBOT	TN	10-YR T-NOTES	7:20	15:00
CBOT	UB	Ultra T-BONDS	7:20	15:00
CBOT	YM	MINI DJIA	8:30	15:00
CBOT	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 6,000,000 (or USD equivalent).
Customers in Canada are not eligible for Portfolio Margin accounts due to IDA restrictions. In addition, all Canadian stock, stock options, index options, European stock, and Asian stock positions will be calculated under standard rules-based margin rules so Portfolio Margin will not be available for these products.
Non-U.S. Omnibus Broker (Long Position/Short Position) accounts are not eligible for Portfolio Margin accounts.
Accounts reporting equity below the $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 the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

You can change your location setting by clicking here

Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

Singapore Exchange (SGX)

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

Further Reading

Disclosures

ASX24 (SNFE)⁴