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	8440.75	N/A	8440.75	7339.78	EUR	Yes²	8440.75	7339.78

BURSAMY

Exchange BURSAMY	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BURSAMY	FCPO.MY	CRUDE PALM OIL - MY	FCPO	8050.04	N/A	8050.04	7000.04	MYR	No	8050.04	7000.04
BURSAMY	FBMKLCI	FKLI	FKLI	4025.01	3500.01	5750.01	5000.01	MYR	No	5750.01	5000.01

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	766.994	N/A	766.994	666.933	USD	No	766.994	666.933
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1164.25	N/A	1164.25	1012.39	USD	No	1164.25	1012.39
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	543.375	N/A	543.375	472.50	USD	No	543.375	472.50
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	2654.28	N/A	2654.28	2308.07	USD	No	2654.28	2308.07
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	805.685	N/A	805.685	700.564	USD	No	805.685	700.564
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	2825.14	N/A	2825.14	2456.12	USD	No	2825.14	2456.12
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	4539.61	N/A	4539.61	3944.52	USD	No	4539.61	3944.52
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	4873.15	N/A	4873.15	4236.03	USD	No	4873.15	4236.03
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2876.72	N/A	2876.72	2501.50	USD	Yes	2849.04	2477.43
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	615.187	N/A	615.187	534.729	USD	No	615.238	534.729
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1130.48	N/A	1130.48	982.785	USD	No	1130.46	982.785
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1087.16	945.354	1553.08	1350.51	USD	No	1491.55	1297
CBOT	MZC	MICRO CORN FUTURES	MZC	164.464	N/A	164.464	143.012	USD	No	164.844	143.342
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	414.05	N/A	414.05	360.041	USD	No	426.201	370.607
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	243.412	N/A	243.412	211.663	USD	No	239.023	207.846
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	354.994	N/A	354.994	308.69	USD	No	353.008	306.963
CBOT	MZW	MICRO WHEAT FUTURES	MZW	279.881	N/A	279.881	243.375	USD	No	306.00	266.087
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	914.251	N/A	914.251	795.001	USD	No	914.254	795.001
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	915.737	N/A	915.737	796.293	USD	No	915.738	796.293
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3999.62	N/A	3999.62	3477.80	USD	No	3999.62	3477.80
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	4047.11	N/A	4047.11	3519.22	USD	No	4047.61	3519.22
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945.01	N/A	4945.01	4300.01	USD	No	4945.01	4300.01
CBOT	UB	ULTRA TREASURY BOND	UB	7070.52	N/A	7070.52	6148.06	USD	Yes	7070.27	6148.06
CBOT	YC	MINI SIZED CORN FUTURES	XC	328.927	N/A	328.927	286.024	USD	No	329.688	286.685
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	709.987	N/A	709.987	617.38	USD	No	706.015	613.926
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	559.763	N/A	559.763	486.75	USD	No	612.00	532.174
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	373.751	N/A	373.751	325	USD	No	373.75	325
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	891.254	N/A	891.254	775.004	USD	No	891.25	775
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1121.25	N/A	1121.25	975	USD	No	1121.25	975
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	690.299	N/A	690.299	600	USD	No	690	600
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	2606.12	N/A	2606.12	2266.19	USD	No	4215.42	3665.58
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	10871.57	9453.54	15530.82	13505.06	USD	Yes	14915.50	12970
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2895.62	N/A	2895.62	2517.28	USD	No	2894.87	2517.28
CBOT	ZB	US TREASURY BOND	ZB	5341.49	N/A	5341.49	4644.78	USD	Yes	5341.49	4644.78
CBOT	ZC	CORN FUTURES	ZC	1644.64	N/A	1644.64	1430.12	USD	Yes	1648.44	1433.42
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1831.54	N/A	1831.54	1592.43	USD	Yes	1831.29	1592.43
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	4025.11	N/A	4025.11	3500.09	USD	Yes	4143.23	3602.81
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2319.91	N/A	2319.91	2017.31	USD	Yes	2278.08	1980.94
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2790.31	N/A	2790.31	2426.35	USD	Yes	2790.68	2426.35
CBOT	ZO	OAT FUTURES	ZO	4258.80	N/A	4258.80	3698.88	USD	Yes	4544.58	3947.09
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1395.33	N/A	1395.33	1213.33	USD	Yes²	1633.80	1420.69
CBOT	ZR	ROUGH RICE FUTURES	ZR	3917.70	N/A	3917.70	3406.59	USD	Yes	3855.66	3352.64
CBOT	ZS	SOYBEAN FUTURES	ZS	3549.94	N/A	3549.94	3086.90	USD	Yes	3530.08	3069.63
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1491.24	N/A	1491.24	1296.73	USD	Yes	1491.93	1296.73
CBOT	ZW	WHEAT FUTURES	ZW	2798.81	N/A	2798.81	2433.75	USD	Yes	3060.00	2660.87

Montreal Exchange (CDE)

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

Exchange CDE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CDE	CGB	10 YEAR GOVERNMENT OF CANADA BONDS	CGB	3647.81	N/A	3647.81	3172.00	CAD	No	3647.81	3172.00
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1813.29	N/A	1813.29	1576.77	CAD	No	1813.28	1576.77
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	710.788	N/A	710.788	618.075	CAD	No	710.786	618.075
CDE	CRA	3 MONTH CORRA	CRA	483.798	N/A	483.798	420.69	CAD	No	488.749	424.999
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15389.06	13381.79	21984.37	19116.84	CAD	No	21984.37	19116.84
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	12687.54	N/A	12687.54	11032.64	CAD	No	12687.54	11032.64

CEDX

Exchange CEDX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CEDX	BCH20P	-	CH20F	15612.43	N/A	15612.43	13576.03	CHF	Yes	15612.43	13576.03
CEDX	BDE40G	-	DE40F	25569.43	N/A	25569.43	22234.29	EUR	Yes	25569.43	22234.29
CEDX	BES35P	-	ES35F	61302.79	N/A	61302.79	53306.77	EUR	Yes	61302.79	53306.77
CEDX	BEZ50P	-	EZ50F	5994.54	N/A	5994.54	5212.64	EUR	Yes	5994.54	5212.64
CEDX	BFR40P	-	FR40F	8100.21	N/A	8100.21	7043.665	EUR	Yes	8100.21	7043.665
CEDX	BIT40P	-	IT40F	13117.22	N/A	13117.22	11406.28	EUR	Yes	13117.22	11406.28
CEDX	BNL25P	-	NL25F	8951.20	N/A	8951.20	7783.65	EUR	Yes	8951.20	7783.65
CEDX	BNO25G	-	NO25F	12008.46	N/A	12008.46	10442.14	NOK	Yes	12008.46	10442.14
CEDX	BSE30P	-	SE30F	33053.07	N/A	33053.07	28741.80	SEK	Yes	33053.07	28741.80
CEDX	BUK100P	-	UK100F	8535.04	N/A	8535.04	7421.78	GBP	Yes	8535.04	7421.78

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	9986.07	N/A	9986.07	8682.75	USD	No	9986.06	8682.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8086.72	N/A	8086.72	7031.50	USD	No	8086.72	7031.50
CFE	VA	S&P 500 VARIANCE	VA	148.206	N/A	148.206	128.875	USD	No	120.75	105
CFE	VIX	CBOE VOLATILITY INDEX	VX	10845.51	N/A	10845.51	9430.87	USD	Yes	28607.81	24876.35
CFE	VIX	CBOE VOLATILITY INDEX	VX29	11180.93	N/A	11180.93	9722.55	USD	No	29997.60	26084.87
CFE	VIX	CBOE VOLATILITY INDEX	VX30	11180.93	N/A	11180.93	9722.55	USD	No	28896.96	25127.79
CFE	VIX	CBOE VOLATILITY INDEX	VX31	11180.93	N/A	11180.93	9722.55	USD	No	28418.78	24711.99
CFE	VIX	CBOE VOLATILITY INDEX	VX32	11180.93	N/A	11180.93	9722.55	USD	No	28309.37	24616.85
CFE	VIX	CBOE VOLATILITY INDEX	VX34	9951.06	N/A	9951.06	8653.10	USD	No	28401.57	24697.02
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1084.55	N/A	1084.55	943.087	USD	No	2341.76	2036.32

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	2530	N/A	2530	2200	USD	Yes	2530	2200
CME	GBP	BRITISH POUND	6B	2530	N/A	2530	2200	USD	Yes	2530	2200
CME	CAD	CANADIAN DOLLAR	6C	1665.73	N/A	1665.73	1448.46	USD	Yes	1665.73	1448.46
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4117.57	N/A	4117.57	3580.49	USD	Yes	4117.57	3580.49
CME	JPY	JAPANESE YEN	6J	4375.91	N/A	4375.91	3800	USD	Yes	4370	3800
CME	BRE	BRAZILIAN REAL	6L	1852.64	N/A	1852.64	1347.375	USD	Yes²	1852.64	1347.375
CME	6M	MEXICAN PESO	6M	1840	N/A	1840	1600	USD	Yes	1840	1600
CME	NZD	NEW ZEALAND DOLLAR	6N	2390.79	N/A	2390.79	2078.94	USD	Yes²	2390.79	2078.94
CME	CHF	SWISS FRANC	6S	6210	N/A	6210	5400	USD	Yes	6210	5400
CME	ZAR	SOUTH AFRICAN RAND	6Z	2248.04	N/A	2248.04	1954.75	USD	No	2248.04	1954.75
CME	ACDX	AUSTRALIAN DOLLAR	ACD	13491.03	N/A	13491.03	11731.33	CAD	No	13491.03	11731.33
CME	AJY	AUSTRALIAN DOLLAR	AJY	2614168.91	N/A	2614168.91	2273190.35	JPY	No	2614169.11	2273190.35
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	915.334	N/A	915.334	795.942	USD	No	1033.33	898.552
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	29696.55	N/A	29696.55	25823.09	USD	No	29696.55	25823.09
CME	BOS	BOSTON HOUSING INDEX	BOS	5088.75	N/A	5088.75	4425	USD	No	5088.75	4425
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	210867.04	N/A	210867.04	180743.16	USD	Yes	210867.03	180743.16
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	295650.625	N/A	295650.625	257087.50	EUR	No	354780.75	308505
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	7864.23	N/A	7864.23	6838.46	USD	No	7859.70	6834.52
CME	CHI	CHICAGO HOUSING INDEX	CHI	3162.50	N/A	3162.50	2750	USD	No	3162.50	2750
CME	CLP	CHILEAN PESO	CHP	5653.97	N/A	5653.97	4899.10	USD	No	5633.97	4899.10
CME	CJY	CANADIAN DOLLAR	CJY	2722682.45	N/A	2722682.45	2367549.61	JPY	No	2722682.05	2367549.61
CME	CNH	UNITED STATES DOLLAR	CNH	24695.66	N/A	24695.66	21466.50	CNH	No	24695.66	21466.50
CME	CSC	CHEESE	CSC	7658.35	N/A	7658.35	6659.44	USD	No	7049.93	6130.37
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5249.75	N/A	5249.75	4565.00	USD	No	5249.75	4565.00
CME	CZK	CZECH KORUNA	CZK	20929.95	N/A	20929.95	18199.96	USD	Yes²	20929.95	18199.96
CME	DA	MILK CLASS III INDEX	DC	5446.71	N/A	5446.71	4736.26	USD	Yes	5518.49	4798.69
CME	DEN	DENVER HOUSING INDEX	DEN	4677.63	N/A	4677.63	4067.50	USD	No	4677.62	4067.50
CME	DY	CME DRY WHEY INDEX	DY	6418.05	N/A	6418.05	5580.91	USD	No	7496.61	6518.79
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2058.78	N/A	2058.78	1790.25	USD	No	2058.78	1790.25
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	17648.12	N/A	17648.12	15334.84	AUD	No	17648.12	15334.84
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	5913.01	N/A	5913.01	5141.75	EUR	No	7095.615	6170.10
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	11083.27	N/A	11083.27	9630.86	CAD	No	11083.27	9630.86
CME	ECK	CZECH KORUNA	ECK	9310.40	N/A	9310.40	8096	EUR	No	9310.40	8096
CME	EEM	MICRO ETHER EURO	EEM	213.638	N/A	213.638	185.773	EUR	No	213.638	185.773
CME	EHF	HUNGARIAN FORINT	EHF	5560.02	N/A	5560.02	4834.80	EUR	Yes²	5560.02	4834.80
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	17369.69	15103.90	24813.84	21577	USD	Yes²	25233.30	21942
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	236526.64	205672.72	337895.20	293818.17	JPY	No	316135	274900
CME	EPZ	POLISH ZLOTY	EPZ	7240.08	N/A	7240.08	6295.72	EUR	Yes²	7240.08	6295.72
CME	ES	E-MINI S&P 500	ES	16418.79	14926.17	23455.41	21323.10	USD	Yes	22027.50	20025
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	20947.80	N/A	20947.80	18209.60	USD	No	20947.78	18209.60
CME	ESTR	EURO SHORT-TERM RATE	ESR	747.555	N/A	747.555	650	EUR	No	747.50	650
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	106819.21	N/A	106819.21	92886.27	EUR	No	106819.21	92886.27
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	79638.29	N/A	79638.29	69250.69	USD	Yes	99547.86	86563.35
CME	GSCI	S&P-GSCI INDEX	GD	26278.56	N/A	26278.56	22850.92	USD	No	26278.57	22850.92
CME	GDK	CLASS IV MILK - 200K LBS	GDK	3525.52	N/A	3525.52	3065.67	USD	No	3456.54	3005.68
CME	GF	FEEDER CATTLE	GF	10663.91	N/A	10663.91	9272.97	USD	Yes	10663.91	9272.97
CME	NF	NON FAT DRY MILK INDEX	GNF	7350.67	N/A	7350.67	6391.88	USD	No	8553.47	7437.80
CME	HE	LEAN HOGS	HE	4535.41	N/A	4535.41	3943.83	USD	Yes	4535.41	3943.83
CME	HUF	HUNGARIAN FORINT	HUF	10890.28	N/A	10890.28	9469.81	USD	Yes²	10902.28	9469.81
CME	IBAA	BOVESPA INDEX - USD	IBV	33353.52	N/A	33353.52	29003.06	USD	No	32838.25	28555
CME	ILS	ISRAELI SHEKEL	ILS	36915.48	N/A	36915.48	32100.42	USD	Yes²	36915.48	32100.42
CME	J7	JAPANESE YEN	J7	2187.95	N/A	2187.95	1900	USD	No	2185	1900
CME	KRW	KOREAN WON	KRW	17629.41	N/A	17629.41	15321.25	USD	Yes²	11407.26	9913.75
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4427.50	N/A	4427.50	3850	USD	No	4427.50	3850
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6583.75	N/A	6583.75	5725	USD	No	6583.75	5725
CME	LBR	LUMBER FUTURES	LBR	2742.58	N/A	2742.58	2384.66	USD	No	2490.92	2165.85
CME	LE	LIVE CATTLE	LE	4847.51	N/A	4847.51	4215.23	USD	Yes	4847.51	4215.23
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	743.341	646.384	1061.92	923.405	USD	No	974.05	847
CME	M6A	AUSTRALIAN DOLLAR	M6A	253	N/A	253	220	USD	No	253	220
CME	M6B	BRITISH POUND	M6B	253	N/A	253	220	USD	No	253	220
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	411.757	N/A	411.757	358.049	USD	No	411.757	358.049
CME	MBT	MICRO BITCOIN	MBT	4217.34	N/A	4217.34	3614.86	USD	Yes	4217.34	3614.86
CME	MCD	CANADIAN DOLLAR	MCD	166.573	N/A	166.573	144.846	USD	No	166.573	144.846
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1641.88	1492.62	2345.54	2132.31	USD	Yes	2203.30	2003
CME	MET	MICRO ETHER	MET	159.277	N/A	159.277	138.501	USD	Yes	199.096	173.127
CME	MIA	MIAMI HOUSING INDEX	MIA	6454.375	N/A	6454.375	5612.50	USD	No	6454.375	5612.50
CME	MIR	INDIAN RUPEE	MIR	1335.97	N/A	1335.97	1161.70	USD	No	1335.97	1161.70
CME	MJY	JAPANESE YEN	MJY	437.591	N/A	437.591	380	USD	No	437	380
CME	MNH	UNITED STATES DOLLAR	MNH	2473.98	N/A	2473.98	2151.15	CNH	No	2473.98	2151.15
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	118261.82	102836.36	168945.45	146909.09	JPY	No	158125	137500
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1724.16	N/A	1724.16	1499.22	USD	No	1724.16	1499.22
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2356.20	2142	3366	3060	USD	Yes	3256	2960
CME	MSF	SWISS FRANC	MSF	621	N/A	621	540	USD	No	621	540
CME	MSL	MICRO SOLANA	MSL	2454.17	N/A	2454.17	2134.06	USD	No	2760.83	2400.72
CME	MXP	MICRO XRP	MXP	9582.375	N/A	9582.375	8332.50	USD	No	9582.375	8332.50
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1182625.50	1028370	1689465	1469100	JPY	No	1580790	1374600
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	17241.69	N/A	17241.69	14992.23	USD	No	17241.69	14992.23
CME	NOK	NORWEGIAN KRONE	NOK	21481.91	N/A	21481.91	18674.99	USD	No	21481.91	18674.99
CME	NQ	E-MINI NASDAQ 100	NQ	23561.23	21419.30	33658.90	30599	USD	Yes	32560	29600
CME	NYM	NEW YORK HOUSING INDEX	NYM	4795.50	N/A	4795.50	4170.00	USD	No	4795.50	4170.00
CME	PJY	BRITISH POUND	PJY	2963596.30	N/A	2963596.30	2577040.26	JPY	No	2963596.80	2577040.26
CME	PLN	POLISH ZLOTY	PLN	15832.07	N/A	15832.07	13767.01	USD	Yes²	15832.07	13767.01
CME	PSF	BRITISH POUND	PSF	11991.61	N/A	11991.61	10427.49	CHF	No	11991.61	10427.49
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	986.70	N/A	986.70	857.999	USD	No	986.699	857.999
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	251.85	N/A	251.85	219	USD	No	251.85	219
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	251.85	N/A	251.85	219	USD	No	251.85	219
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	611.667	N/A	611.667	531.881	USD	No	611.663	531.881
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	610.489	N/A	610.489	530.86	USD	No	610.489	530.86
CME	QRF	SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE)	QRF	610.65	N/A	610.65	531.00	USD	No	610.65	531.00
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	611.315	N/A	611.315	531.578	USD	No	611.315	531.578
CME	QSF	SPOT-QUOTED S&P 500 (CLEARED FUTURE)	QSF	1435.20	N/A	1435.20	1248.00	USD	No	1435.20	1248.00
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	1436.92	N/A	1436.92	1249.50	USD	No	1436.92	1249.50
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	984.382	N/A	984.382	855.98	USD	No	984.377	855.98
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4078.31	N/A	4078.31	3545.88	CHF	No	4078.31	3545.88
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8060.925	N/A	8060.925	7009.50	USD	Yes²	8060.925	7009.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	9490.92	N/A	9490.92	8252.97	EUR	Yes²	9491.22	8252.97
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6231.05	N/A	6231.05	5418.125	GBP	No	6231.05	5418.125
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	16274.52	N/A	16274.52	14140.15	USD	No	16274.52	14140.15
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	42948.37	N/A	42948.37	37339.71	USD	No	42948.38	37339.71
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10866.27	N/A	10866.27	9447.59	USD	No	10866.27	9447.59
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7433.41	6463.84	10619.16	9234.05	USD	Yes	9737.05	8467
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1262396.35	N/A	1262396.35	1097686.01	JPY	Yes²	1262396.97	1097686.01
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4508.00	N/A	4508.00	3920.00	USD	No	4508.00	3920.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	SEK	SWEDISH KRONA	SEK	22527.86	N/A	22527.86	19585.24	USD	No	22527.86	19585.24
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5272.75	N/A	5272.75	4585.00	USD	No	5272.75	4585.00
CME	SGX	SHORT GILT	SG	280487.32	N/A	280487.32	243901.98	USD	No	280487.27	243901.98
CME	SIR	INDIAN RUPEE	SIR	6679.80	N/A	6679.80	5808.50	USD	No	6679.80	5808.50
CME	SJY	SWISS FRANC	SJY	4769471.80	N/A	4769471.80	4147366.56	JPY	No	4769471.55	4147366.56
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	32119.91	N/A	32119.91	27930.36	USD	No	32119.91	27930.36
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	49083.43	N/A	49083.43	42681.24	USD	No	55216.65	48014.48
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	2001.67	N/A	2001.67	1740.58	GBP	No	1950.09	1695.73
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1393.42	N/A	1393.42	1211.67	USD	No	1612.62	1402.27
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	938.169	N/A	938.169	815.792	USD	Yes	1100.45	956.917
CME	SVX	SCHNEIDER ELECTRIC SE	SU	84422.86	N/A	84422.86	73411.18	USD	No	84422.86	73411.18
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	938.037	N/A	938.037	815.671	USD	No	1087.86	945.952
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4916.25	N/A	4916.25	4275	USD	No	4916.25	4275
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	15147.90	N/A	15147.90	13168.92	USD	No	15147.90	13168.92
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	12936.41	N/A	12936.41	11248.37	USD	No	12936.41	11248.37
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	10583.08	N/A	10583.08	9202	USD	No	10202.17	8870.79
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	21356.15	N/A	21356.15	18566.05	USD	No	21356.15	18566.05
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	25600.95	N/A	25600.95	22257.10	USD	No	25600.95	22257.10
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	6695.73	N/A	6695.73	5821.98	USD	No	6695.73	5821.98
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4065.68	N/A	4065.68	3533.91	USD	No	4065.68	3533.91
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11674.73	N/A	11674.73	10150.67	USD	No	11674.73	10150.67
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	14893.69	N/A	14893.69	12949.36	USD	No	14893.68	12949.36
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	48321.17	N/A	48321.17	41996.73	USD	No	48321.17	41996.73
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	10709.50	N/A	10709.50	9311.01	USD	No	10195.90	8866
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	191647.50	N/A	191647.50	166650	USD	No	191647.50	166650

COMEX

Exchange COMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
COMEX	1OZ	1 OUNCE GOLD FUTURES	1OZ	209.981	N/A	209.981	182.592	USD	No	209.981	182.592
COMEX	ALI	ALUMINUM INDEX	ALI	6509.36	N/A	6509.36	5660.32	USD	No	6509.36	5660.32
COMEX	GC	GOLD	GC	20998.41	N/A	20998.41	18259.49	USD	Yes	20998.42	18259.49
COMEX	HG	COPPER INDEX	HG	12650.06	N/A	12650.06	11000.06	USD	Yes	12650.06	11000.06
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2638.14	N/A	2638.14	2294.00	USD	No	2600.86	2261.59
COMEX	MGC	E-MICRO GOLD	MGC	2099.84	N/A	2099.84	1825.95	USD	Yes	2099.84	1825.95
COMEX	MHG	MICRO COPPER	MHG	1265.01	N/A	1265.01	1100.01	USD	No	1265.01	1100.01
COMEX	QC	COMEX MINY COPPER	QC	6325	N/A	6325	5500	USD	No	6325	5500
COMEX	QI	COMEX MINY SILVER	QI	13765.14	N/A	13765.14	11969.69	USD	No	13765.14	11969.69
COMEX	QO	COMEX MINY GOLD	QO	10499.21	N/A	10499.21	9129.74	USD	No	10499.21	9129.74
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	36558.91	N/A	36558.91	31790.36	CNH	No	36558.94	31790.36
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	6260.11	N/A	6260.11	5443.57	USD	No	6260.11	5443.57
COMEX	SI	SILVER INDEX	SI	27530.28	N/A	27530.28	23939.38	USD	Yes	27530.29	23939.38
COMEX	SI	SILVER INDEX	SIL	5506.06	N/A	5506.06	4787.88	USD	No	5506.06	4787.88
COMEX	UX	URANIUM INDEX	UX	3002.72	N/A	3002.72	2611.06	USD	No	3002.72	2611.06

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	40566.25	N/A	40566.25	35275.00	EUR	No	40566.25	35275.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	10457.95	N/A	10457.95	9093.87	EUR	Yes	9948.16	8650.58

EUREX

Exchange EUREX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
EUREX	CONF	SWISS FEDERAL LONG-TERM BONDS	CONF	8825.01	N/A	8825.01	7673.92	CHF	No	8825.01	7673.92
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	5766.88	N/A	5766.88	5009.67	EUR	No	5766.88	5009.67
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2974.40	N/A	2974.40	2586.44	EUR	Yes	4272.70	3715.39
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1112.46	N/A	1112.46	967.36	EUR	No	1410.84	1226.82
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3556.14	N/A	3556.14	3092.30	USD	No	3556.14	3092.30
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2645	N/A	2645	2300	EUR	No	2645	2300
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	35072.94	30498.21	50104.20	43568.87	EUR	Yes	48792.49	42428.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9271.30	N/A	9271.30	8062.00	EUR	Yes²	9271.30	8062.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7014.59	6099.64	10020.84	8713.77	EUR	No	9758.50	8485.65
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1402.92	1219.93	2004.17	1742.75	EUR	Yes	1951.70	1697.13
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	297.936	N/A	297.936	259.075	EUR	No	286.825	249.413
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2172.34	N/A	2172.34	1888.49	EUR	No	2172.34	1888.49
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3236.11	2814	4623.01	4020	EUR	Yes²	4623.01	4020
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1404.41	N/A	1404.41	1221.01	EUR	No	1090.73	948.292
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4737.47	N/A	4737.47	4115.05	EUR	Yes²	4737.47	4115.05
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	937.502	815.219	1339.29	1164.60	EUR	Yes	1215.65	1057.09
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5673.85	N/A	5673.85	4933.78	EUR	Yes²	5442.56	4732.66
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1840.62	N/A	1840.62	1599.64	EUR	Yes²	1667.53	1449.22
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3539.19	N/A	3539.19	3077.56	EUR	Yes²	3171.30	2757.66
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6809.78	N/A	6809.78	5921.55	EUR	Yes²	6517.15	5667.09
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2608.35	N/A	2608.35	2268.13	EUR	Yes²	2427.68	2111.02
EUREX	ESI	EURO STOXX INSURANCE	FESI	3098.62	N/A	3098.62	2691.41	EUR	Yes²	2657.18	2307.985
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1581.91	N/A	1581.91	1375.57	EUR	Yes²	1328.17	1154.93
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3619.37	N/A	3619.37	3147.275	EUR	Yes²	3554.86	3091.18
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1326.81	N/A	1326.81	1153.75	EUR	Yes²	1326.81	1153.75
EUREX	SXRE	EURO STOXX RETAIL	FESR	3666.69	N/A	3666.69	3188.43	EUR	Yes²	3372.97	2933.02
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1126.02	N/A	1126.02	978.74	EUR	Yes²	1049.90	912.575
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1185.68	N/A	1185.68	1031.02	EUR	Yes²	1029.25	895
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1720.83	N/A	1720.83	1495.97	EUR	Yes	1416.37	1231.295
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1142.84	N/A	1142.84	993.775	EUR	Yes²	966.697	840.606
EUREX	ESTX50	EURO STOXX50	FESX	2958.95	2573.00	4227.07	3675.71	EUR	Yes	4184.13	3638.37
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	19515.51	N/A	19515.51	16970.00	EUR	Yes²	19515.51	16970.00
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	4997.50	N/A	4997.50	4345.65	EUR	Yes²	5453.50	4742.17
EUREX	EU3	THREE MONTH EURIBOR	FEU3	395.576	N/A	395.576	343.979	EUR	Yes	395.576	343.979
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2654.89	2308.60	3792.70	3298.00	EUR	Yes	3792.70	3298.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9108.62	N/A	9108.62	7914.06	EUR	Yes²	9108.62	7914.06
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	962.337	N/A	962.337	835.448	GBP	No	962.337	835.448
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2320.71	N/A	2320.71	2018.01	EUR	Yes	2940.14	2556.64
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1563.42	N/A	1563.42	1359.50	EUR	Yes	1580.47	1374.32
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	615.006	N/A	615.006	534.788	EUR	Yes	615.006	534.788
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	5744.70	N/A	5744.70	4995.39	EUR	Yes	5744.70	4995.39
EUREX	DJESL	EURO STOXX LARGE	FLCE	2383.24	N/A	2383.24	2071.40	EUR	No	2081.73	1809.34
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2194.15	N/A	2194.15	1907.96	EUR	No	1719.57	1495.28
EUREX	DJESM	EURO STOXX MID	FMCE	2196.64	N/A	2196.64	1909.65	EUR	No	1755.90	1526.49
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1654.35	1438.52	2363.35	2055.02	USD	No	3015.33	2621.95
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2296.05	N/A	2296.05	1996.28	EUR	Yes²	1833.83	1594.41
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	4183.43	3637.70	5976.34	5196.71	USD	No	5015.00	4360.78
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	8623.20	N/A	8623.20	7497.35	USD	No	8623.20	7497.35
EUREX	MXEU	MSCI EUROPE	FMEP	1512.65	N/A	1512.65	1315.15	EUR	No	1512.65	1315.15
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	1994.08	1733.91	2848.68	2477.01	EUR	No	2369.55	2060.39
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	7317.94	6363.21	10454.21	9090.30	USD	No	9182.63	7984.62
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5823.33	N/A	5823.33	5063.48	USD	No	5382.30	4680
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	11469.54	N/A	11469.54	9972.21	USD	No	11469.54	9972.21
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	3328.93	2894.67	4755.61	4135.25	EUR	No	3369.98	2930.37
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6221.46	5409.88	8887.80	7728.40	USD	No	8157.02	7092.95
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6622.16	N/A	6622.16	5756.40	USD	No	6622.16	5756.40
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2395.09	N/A	2395.09	2082.69	EUR	No	2639.46	2295.18
EUREX	DJESS	EURO STOXX SMALL	FSCE	1383.03	N/A	1383.03	1202.33	EUR	No	1187.06	1031.96
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1541.50	N/A	1541.50	1340.36	EUR	No	1269.83	1104.135
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1050.87	913.769	1501.24	1305.38	EUR	No	1168.03	1015.64
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3657.66	N/A	3657.66	3180.58	CHF	Yes²	3657.66	3180.58
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8864.20	N/A	8864.20	7708.00	CHF	No	8864.20	7708.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	6796.88	5910.33	9709.83	8443.33	CHF	Yes	7404.45	6438.66
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3645.30	N/A	3645.30	3167.26	CHF	Yes²	3645.30	3167.26
EUREX	SMI	SWISS MARKET INDEX	FSMS	679.688	591.033	970.983	844.333	CHF	No	740.445	643.866
EUREX	MDAX	MIDCAP DAX	FSMX	2929.05	N/A	2929.05	2546.80	EUR	No	2380.17	2069.55
EUREX	ST3	THREE MONTH ESTR	FST3	99.5357	N/A	99.5357	86.5528	EUR	No	153.478	133.459
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2884.81	N/A	2884.81	2508.45	EUR	Yes²	2679.98	2330.34
EUREX	SX7P	STOXX 600 BANKS	FSTB	1232.88	1072.05	1761.26	1531.50	EUR	Yes	1482.93	1289.48
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4788.64	N/A	4788.64	4160.46	EUR	Yes²	4089.62	3553.15
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1224.51	1064.78	1749.30	1521.11	EUR	Yes	1603.56	1394.39
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4782.16	N/A	4782.16	4155.50	EUR	Yes²	3830.66	3328.69
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4747.87	N/A	4747.87	4127.61	EUR	Yes²	4287.89	3727.72
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4310.65	N/A	4310.65	3748.17	EUR	Yes²	3165.20	2752.19
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2949.94	N/A	2949.94	2564.62	EUR	Yes²	2418.29	2102.41
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	660.329	N/A	660.329	574.159	EUR	No	660.329	574.159
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1747.96	N/A	1747.96	1519.36	EUR	Yes²	1401.07	1217.84
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3756.14	N/A	3756.14	3265.07	EUR	Yes²	3620.89	3147.50
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1833.89	N/A	1833.89	1594.25	EUR	Yes²	1833.89	1594.25
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1502.60	N/A	1502.60	1305.71	EUR	Yes²	1502.60	1305.71
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3101.97	N/A	3101.97	2697.29	EUR	Yes	3290.34	2861.08
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	725.726	N/A	725.726	631.00	EUR	Yes²	725.726	631.00
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1630.32	N/A	1630.32	1417.62	EUR	Yes	1316.86	1145.05
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1344.52	N/A	1344.52	1168.86	EUR	Yes²	1187.50	1032.36
EUREX	STX	STOXX50	FSTX	3438.49	N/A	3438.49	2989.56	EUR	Yes²	2701.17	2348.50
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	8162.90	N/A	8162.90	7097.09	EUR	Yes²	8162.90	7097.09
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3406.52	N/A	3406.52	2959.41	EUR	Yes²	3406.52	2959.41
EUREX	ESTX50	EURO STOXX50	FSXE	295.895	257.30	422.707	367.571	EUR	No	418.413	363.837
EUREX	TDX	TECDAX	FTDX	8324.08	N/A	8324.08	7238.33	EUR	Yes²	8324.08	7238.33
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	850.637	N/A	850.637	739.461	USD	No	850.637	739.461
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1054.15	N/A	1054.15	916.65	EUR	Yes	2378.25	2068.04
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2295.65	N/A	2295.65	1994.735	EUR	No	1884.07	1637.105
EUREX	DJ600	STOXX 600 INDEX	FXXP	1484.64	1290.99	2120.92	1844.28	EUR	Yes	1809.60	1573.57

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	9232.83	N/A	9232.83	8028.55	EUR	No	9232.83	8028.55
FTA	EOE	AMS EOE INDEX	FTI	11762.37	10228.15	16803.38	14611.64	EUR	Yes	12487.30	10858.52
FTA	EOE	AMS EOE INDEX	MFA	1176.24	1022.81	1680.34	1461.16	EUR	No	1248.73	1085.85

Hong Kong Futures Exchange (HKFE)

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

Exchange HKFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	CES120	CES CHINA 120 INDEX	CHH	68338.19	N/A	68338.19	59424.51	HKD	No	68338.19	59424.51
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24680.61	N/A	24680.61	21461.40	CNH	Yes	24680.61	21461.40
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3105.58	N/A	3105.58	2700.50	HKD	No	3105.57	2700.50
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9202.30	N/A	9202.30	8002.00	HKD	No	9202.30	8002.00
HKFE	GDR	CNH GOLD FUTURES	GDR	475589.70	N/A	475589.70	413556.26	CNH	No	475589.72	413556.26
HKFE	GDU	USD GOLD FUTURES	GDU	68395.20	N/A	68395.20	59474.08	USD	No	68395.20	59474.08
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	42668.22	37102.80	60954.60	53004	HKD	Yes	60954.60	53004
HKFE	HSI	HANG SENG STOCK INDEX	HSI	95245.02	82821.76	136064.32	118316.80	HKD	Yes	136064.32	118316.80
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	33686.93	29292.98	48124.19	41847.12	HKD	Yes	48124.19	41847.12
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	3940.14	N/A	3940.14	3426.08	USD	No	3940.14	3426.08
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8533.64	7420.56	12190.92	10600.80	HKD	Yes	12190.92	10600.80
HKFE	MCS	UNITED STATES DOLLAR	MCS	4940.20	N/A	4940.20	4292.28	CNH	No	4940.20	4292.28
HKFE	MHI	MINI HANG SENG INDEX	MHI	19049.00	16564.35	27212.86	23663.36	HKD	Yes	27212.86	23663.36
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2235.51	N/A	2235.51	1943.93	USD	No	2235.51	1943.93
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5359.03	N/A	5359.03	4660.02	USD	No	5359.03	4660.02
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	7751.93	N/A	7751.93	6740.71	USD	No	7751.93	6740.71
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	56925	N/A	56925	49500	HKD	No	119485	103900

Intercontinental Exchange (ICEEU)

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

Exchange ICEEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEU	ER3	COMPOUNDED ESTR AVERAGE 3 MONTHS RATE	ER3	228.873	N/A	228.873	199.02	EUR	No	228.873	199.02
ICEEU	SG	GENERALI	G	2835.14	N/A	2835.14	2465.33	GBP	No	2835.13	2465.33
ICEEU	H	MEDIUM GILT	H	5029.94	N/A	5029.94	4373.86	GBP	No	5029.94	4373.86
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	363.688	N/A	363.688	316.25	EUR	Yes	449.802	391.13
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5043.08	N/A	5043.08	4384.55	USD	No	5043.08	4384.55
ICEEU	O	5 YEAR EURO SWAPNOTE	O	3205.55	N/A	3205.55	2787.43	EUR	No	3205.55	2787.43
ICEEU	P	10 YEAR EURO SWAPNOTE	P	6259.46	N/A	6259.46	5443.01	EUR	No	6259.46	5443.01
ICEEU	R	LONG GILT	R	3308.91	N/A	3308.91	2877.31	GBP	No	3308.91	2877.31
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	474.26	N/A	474.26	412.40	CHF	No	474.26	412.40
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	289.23	N/A	289.23	251.50	GBP	Yes	289.225	251.50
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	680.744	N/A	680.744	591.952	GBP	No	750.389	652.503
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1333.48	N/A	1333.48	1159.55	EUR	No	1333.48	1159.55
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	693.45	N/A	693.45	603	GBP	No	693.45	603
ICEEU	Y	FTSE 250 INDEX	Y2	4632.64	N/A	4632.64	4027.81	GBP	No	4632.64	4027.81
ICEEU	Z	FTSE 100 INDEX	Z	4846.905	4214.70	6924.15	6021	GBP	Yes	6924.15	6021

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	9936	N/A	9936	8640	GBP	No	9936	8640
ICEEUSOFT	D	ROBUSTA COFFEE	RC	5462.50	N/A	5462.50	4750	USD	No	7140.15	6208.83
ICEEUSOFT	T	WHEAT	T	2421.30	N/A	2421.30	2105.48	GBP	No	2378.53	2068.29
ICEEUSOFT	W	WHITE SUGAR	W	2107.30	N/A	2107.30	1832.44	USD	No	2075.98	1805.20

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	7388.10	N/A	7388.10	6424.43	USD	No	7374.07	6412.23
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	24707750.72	N/A	24707750.72	21485000.625	JPY	No	24707751.34	21485000.625
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10804.70	N/A	10804.70	9393.15	USD	No	10625.16	9237.06
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	12084.20	N/A	12084.20	10508.00	CAD	No	14344.58	12473.55
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6375.53	N/A	6375.53	5543.94	GBP	No	6549.47	5695.19
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	19172.36	N/A	19172.36	16671.62	AUD	No	20367.30	17710.69
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6944.64	N/A	6944.64	6038.82	CHF	No	6940.25	6035.00
ICEUS	ZY	SWISS FRANC	KZY	4769471.80	N/A	4769471.80	4147366.56	JPY	No	4430269.86	3852408.57
ICEUS	MP	BRITISH POUND	MP	7149.35	N/A	7149.35	6216.83	USD	No	7373.38	6411.63
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	12195.97	N/A	12195.97	10605.19	CHF	No	12574.76	10934.58
ICEUS	GBP	BRITISH POUND	SY	2963596.30	N/A	2963596.30	2577040.26	JPY	No	3122095.24	2714864.99

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	2285.05	N/A	2285.05	1987	EUR	No	2285.05	1987
IDEM	FTMIB	FTSE MIB INDEX	FIB	19796.95	17214.74	28281.36	24592.49	EUR	Yes	28281.36	24592.49
IDEM	FTMIB	FTSE MIB INDEX	MICR	791.878	688.59	1131.25	983.6995	EUR	No	1131.25	983.6995
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3959.39	3442.95	5656.27	4918.50	EUR	No	5656.27	4918.50
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1114.18	N/A	1114.18	968.85	EUR	No	1114.18	968.85

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	21988.15	N/A	21988.15	19120.12	USD	No	21672.47	18845.63
IPE	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	8425.95	N/A	8425.95	6740.76	USD	No	8425.95	6740.76
IPE	HOIL	ICE HEATING OIL	HOIL	24877.19	N/A	24877.19	19901.75	USD	No	25003.69	20002.95
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	22393.05	N/A	22393.05	19472.22	USD	No	25293.53	21994.38
IPE	NGF	ICE UK NATURAL GAS	NGF	5379.94	N/A	5379.94	4678.21	GBP	No	25447.90	4678.21
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	20876.94	N/A	20876.94	16701.55	USD	No	20991.16	16792.93
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14468.35	N/A	14468.35	11574.68	USD	Yes	14541.15	11632.92

Korea Stock Exchange (KSE)

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

Exchange KSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
KSE	K200	KOSPI200 INDEX	01	8689976.86	7556499.79	12414252.655	10794999.70	KRW	Yes	12414249.655	10794999.70
KSE	K200M	MINI KOSPI200 INDEX	05	1737189.93	1510599.94	2481699.90	2157999.92	KRW	Yes	2481700.29	2157999.92
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1265390.26	956760.03	1807700.375	1366800.05	KRW	No	1807700.375	1366800.05
KSE	005930	HANG SENG BANK LTD	11	204530.20	N/A	204530.20	162270.11	KRW	No	186610.62	162270.11
KSE	017670	HENDERSON LAND DEVELOPMENT	12	166431.82	N/A	166431.82	140199.37	KRW	No	161229.27	140199.37
KSE	005490	POSCO HOLDINGS INC	13	901313.39	N/A	901313.39	766205.86	KRW	No	881136.74	766205.86
KSE	030200	KTCORPORATION	14	165557.90	N/A	165557.90	143963.39	KRW	No	169411.46	143963.39
KSE	015760	KOREA ELECTRIC POWER CORP	15	105274.92	N/A	105274.92	91543.41	KRW	No	105448.58	91543.41
KSE	005380	SUN HUNG KAI PROPERTIES	16	616808.62	N/A	616808.62	520418.05	KRW	No	598480.75	520418.05
KSE	016360	NEW WORLD DEVELOPMENT	17	219762.36	N/A	219762.36	188855.31	KRW	No	217183.61	188855.31
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	200166.57	N/A	200166.57	174057.89	KRW	No	202398.12	174057.89
KSE	000270	SWIRE PACIFIC LTD - CL A	19	292782.93	N/A	292782.93	249549.84	KRW	No	286982.32	249549.84
KSE	012330	HYUNDAI MOBIS CO LTD	20	886313.39	N/A	886313.39	766205.86	KRW	No	881136.74	766205.86
KSE	006400	SAMSUNG SDI CO LTD	22	534253.01	N/A	534253.01	441665.625	KRW	No	507915.47	441665.625
KSE	009150	BANK OF EAST ASIA LTD	23	398025.74	N/A	398025.74	346109.34	KRW	No	403463.11	346109.34
KSE	066570	LG ELECTRONICS INC	24	222047.56	N/A	222047.56	189106.11	KRW	No	217472.03	189106.11
KSE	036460	KOREA GAS CORPORATION	28	128348.88	N/A	128348.88	111607.72	KRW	No	128779.77	111607.72
KSE	004020	HYUNDAI STEEL CO	32	103395.33	N/A	103395.33	87405.15	KRW	No	100515.92	87405.15
KSE	003550	LG CORP	34	238527.03	N/A	238527.03	207414.80	KRW	No	243186.22	207414.80
KSE	078930	GS HOLDINGS	35	160075.58	N/A	160075.58	139196.15	KRW	No	172860.16	139196.15
KSE	033780	KT & G CORPORATION	36	409292.57	N/A	409292.57	351125.43	KRW	No	403794.24	351125.43
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	953242.82	N/A	953242.82	828906.80	KRW	No	958869.96	828906.80
KSE	086790	HANA FINANCIAL GROUP	40	264485.22	N/A	264485.22	229987.15	KRW	No	269433.81	229987.15
KSE	096770	SK INNOVATION CO LTD	41	323323.80	N/A	323323.80	281151.13	KRW	No	327928.36	281151.13
KSE	001040	CJ CORP	42	494936.37	N/A	494936.37	430379.45	KRW	No	531454.11	430379.45
KSE	034220	LG DISPLAY CO LTD	45	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	105560	KB FINANCIAL GROUP INC	46	332997.38	N/A	332997.38	284913.20	KRW	No	327650.18	284913.20
KSE	051910	LG CHEM LTD	47	811525.67	N/A	811525.67	660868.20	KRW	No	759998.43	660868.20
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	93146.25	N/A	93146.25	69600	KRW	No	93146.25	69600
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	000660	SK HYNIX INC	50	853736.37	N/A	853736.37	742379.45	KRW	No	1108254.17	742379.45
KSE	006360	GS ENGINEERING & CONSTRUCT	51	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	139480	E-MART INC	54	283652.70	N/A	283652.70	243279.75	KRW	No	279771.71	243279.75
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	132098.40	N/A	132098.40	114868.17	KRW	No	134571.09	114868.17
KSE	035420	NAVER CORP	56	721061.14	N/A	721061.14	627009.69	KRW	No	789099.85	627009.69
KSE	003490	KOREAN AIR LINES CO LTD	57	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	932640	N/A	932640	621760	KRW	No	932640	621760
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3058986	N/A	3058986	2128413.76	KRW	No	3058986	2128413.76
KSE	KWY	UNITED STATES DOLLAR	75	1598845.06	N/A	1598845.06	1390300.05	KRW	No	3197690.60	2780600.10
KSE	032640	LG UPLUS CORP	B0	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	010950	S-OILCORPORATION	B2	182284.25	N/A	182284.25	158508.05	KRW	No	192316.43	158508.05
KSE	010130	KOREA ZINC CO LTD	B3	2408713.60	N/A	2408713.60	2056591.72	KRW	No	2365080.48	2056591.72
KSE	024110	INDUSTRIALBANKOFKOREA	B4	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	001680	DAESANG CORPORATION	B6	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	047050	POSCO INTERNATIONAL CORP	B7	148250.17	N/A	148250.17	128913.19	KRW	No	148902.93	128913.19
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	263961	N/A	263961	175974	KRW	No	263961	175974
KSE	023530	BARLEY FUTURES	BA	219491.00	N/A	219491.00	190861.74	KRW	No	219937.99	190861.74
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	192954.69	N/A	192954.69	161770.28	KRW	No	186035.83	161770.28
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	440370	N/A	440370	342598.09	KRW	No	440370	342598.09
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	029780	SAMSUNG CARD CO	BG	160940.84	N/A	160940.84	139948.55	KRW	No	163735.09	139948.55
KSE	036570	NCSOFTCORPORATION	BJ	611459.85	N/A	611459.85	531704.22	KRW	No	613276.65	531704.22
KSE	000080	HITE JINRO CO LTD	BK	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	444750.51	N/A	444750.51	386739.57	KRW	No	456708.79	386739.57
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	275554.31	N/A	275554.31	221209.00	KRW	No	254390.35	221209.00
KSE	000720	DANONE	BN	260514	N/A	260514	178321.54	KRW	No	260514	178321.54
KSE	011210	HYUNDAI WIA CORP	BP	154315.74	N/A	154315.74	126906.76	KRW	No	145942.77	126906.76
KSE	008770	HOTEL SHILLA CO LTD	BQ	154741.78	N/A	154741.78	128160.78	KRW	No	147384.90	128160.78
KSE	035250	KANGWON LAND, INC.	BS	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	138930	BNK FINANCIAL GROUP INC	BT	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	001120	LX INTERNATIONAL CORP	BX	98615.43	N/A	98615.43	84520.91	KRW	No	97199.04	84520.91
KSE	011070	LG INNOTEK CO LTD	BY	444173.66	N/A	444173.66	386237.97	KRW	No	446125.49	386237.97
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	034730	SK INC	C1	717187.50	N/A	717187.50	560546.64	KRW	No	766815.27	560546.64
KSE	001740	SK NETWORKS CO LTD	C2	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	352454.67	N/A	352454.67	306482.32	KRW	No	353383.99	306482.32
KSE	018260	SAMSUNG SDS CO LTD	C5	540507.41	N/A	540507.41	470006.45	KRW	No	558533.22	470006.45
KSE	090430	AMOREPACIFIC CORP	C6	415032.11	N/A	415032.11	338585.23	KRW	No	389373.02	338585.23
KSE	030000	CHEIL WORLDWIDE INC	C7	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	028260	SAMSUNG C&T CORP	C8	540369.08	N/A	540369.08	454958.20	KRW	No	523201.93	454958.20
KSE	000880	HANWHA CORPORATION	C9	556605	N/A	556605	371070	KRW	No	556605	371070
KSE	088350	CARREFOUR SA	CA	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	086280	COCOA NYBOT	CC	414177.53	N/A	414177.53	360154.375	KRW	No	420794.95	360154.375
KSE	010620	HD HYUNDAI MIPO	CD	582601.22	N/A	582601.22	481543.44	KRW	No	553774.95	481543.44
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	83143.72	N/A	83143.72	70475.89	KRW	No	81047.27	70475.89
KSE	035720	KAKAO CORP	CF	212175	N/A	212175	141450	KRW	No	212175	141450
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	069080	WEBZEN INC	CK	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	096530	LIGHT SWEET CRUDE OIL	CL	96673.50	N/A	96673.50	81636.66	KRW	No	96673.50	81636.66
KSE	022100	POSCO DX CO LTD	CN	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	068270	CELLTRION INC	CP	545249.47	N/A	545249.47	443421.25	KRW	No	509934.44	443421.25
KSE	122870	YG ENTERTAINMENT INC	CQ	245449.22	N/A	245449.22	213434.10	KRW	No	248185.59	213434.10
KSE	051900	LG H&H	CR	966911.44	N/A	966911.44	823890.70	KRW	No	947474.31	823890.70
KSE	002790	AXA SA	CS	97404.17	N/A	97404.17	83016.08	KRW	No	95468.50	83016.08
KSE	000810	COTTON NO. 2	CT	1410482.10	N/A	1410482.10	1178778.20	KRW	No	1355594.93	1178778.20
KSE	008930	HANMI SCIENCE CO LTD	CV	159948.75	N/A	159948.75	121639.87	KRW	No	159948.75	121639.87
KSE	021240	COWAY CO LTD	CW	309191.02	N/A	309191.02	268861.76	KRW	No	318638.01	268861.76
KSE	128940	HANMI PHARM CO LTD	CX	944993.48	N/A	944993.48	712282.97	KRW	No	819125.41	712282.97
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	428303.17	N/A	428303.17	345858.55	KRW	No	397737.34	345858.55
KSE	097950	CJ CHEILJEDANG CORP.	D1	755152.63	N/A	755152.63	633279.77	KRW	No	728271.73	633279.77
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	135703.71	N/A	135703.71	118003.22	KRW	No	143716.59	118003.22
KSE	002380	KCC CORP	D3	1138748.54	N/A	1138748.54	970614.53	KRW	No	1116206.71	970614.53
KSE	012750	S1 CORPORATION	D5	211927.95	N/A	211927.95	177569.14	KRW	No	204204.51	177569.14
KSE	000100	YUHAN CORPORATION	D6	555430.50	N/A	555430.50	282655.96	KRW	No	325054.35	282655.96
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	161437.50	N/A	161437.50	131922.83	KRW	No	161437.50	131922.83
KSE	069960	HYUNDAI DEPT STORE CO	D8	231026.34	N/A	231026.34	199639.88	KRW	No	229585.87	199639.88
KSE	004370	MILK CLASS III INDEX	DA	1188308.75	N/A	1188308.75	1033311.95	KRW	No	1206556.49	1033311.95
KSE	079550	LIG NEX1 CO LTD	DB	2345580	N/A	2345580	1563720	KRW	No	2345580	1563720
KSE	204320	HL MANDO CO LTD	DC	99794.85	N/A	99794.85	86778.13	KRW	No	101407.42	86778.13
KSE	004170	SHINSEGAE INC	DD	550467.47	N/A	550467.47	477028.95	KRW	No	548583.29	477028.95
KSE	161890	KOLMAR KOREA CO LTD	DE	314173.60	N/A	314173.60	268360.14	KRW	No	308614.16	268360.14
KSE	111770	YOUNGONE CORP	DG	173919.95	N/A	173919.95	151234.74	KRW	No	181858.88	151234.74
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	286693.90	N/A	286693.90	249299.04	KRW	No	303890.08	249299.04
KSE	192820	COSMAX INC	DK	748004.75	N/A	748004.75	635787.81	KRW	No	731155.98	635787.81
KSE	039130	HANA TOUR SERVICE INC	DN	167713.48	N/A	167713.48	142205.79	KRW	No	163536.66	142205.79
KSE	086900	MEDY-TOX INC	DP	467824.45	N/A	467824.45	406803.87	KRW	No	486039.96	406803.87
KSE	078340	COM2US CORP	DR	118507.86	N/A	118507.86	102453.38	KRW	No	117821.39	102453.38
KSE	035760	CJ ENM CO LTD	DT	213282	N/A	213282	174810.29	KRW	No	214273.04	174810.29
KSE	056190	SFA ENGINEERING CORP	DV	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	241560	DOOSAN BOBCAT INC	DW	163248.24	N/A	163248.24	141954.99	KRW	No	170068.21	141954.99
KSE	017800	CME DRY WHEY INDEX	DY	250064.00	N/A	250064.00	217446.95	KRW	No	252851.82	217446.95
KSE	105630	HANSAE CO LTD	DZ	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	240810	WONIK IPS CO LTD	E0	87847.90	N/A	87847.90	75491.96	KRW	No	86815.76	75491.96
KSE	091700	PARTRON CO LTD	E3	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	041510	SM ENTERTAINMENT CO LTD	E4	379855.02	N/A	379855.02	330308.71	KRW	No	381089.79	330308.71
KSE	251270	NETMARBLE CORP	E5	179688.43	N/A	179688.43	156250.81	KRW	No	203691.68	156250.81
KSE	003670	POSCO FUTURE M CO LTD	E8	405408	N/A	405408	343011.31	KRW	No	412279.10	343011.31
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	316140	WOORI FINANCIAL GROUP INC	EB	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	009420	HANALL BIOPHARMA CO LTD	EE	110152.56	N/A	110152.56	69600	KRW	No	86560.50	69600
KSE	035900	JYP ENTERTAINMENT CORP	EF	214010.93	N/A	214010.93	186096.46	KRW	No	214396.82	186096.46
KSE	028670	PAN OCEAN CO LTD	EH	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	291597.12	N/A	291597.12	253562.71	KRW	No	312847.97	253562.71
KSE	093370	FOOSUNG CO LTD	EL	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	375500	DL E&C CO LTD	ER	143923.80	N/A	143923.80	125151.13	KRW	No	144528.33	125151.13
KSE	207940	E-MINI S&P 500	ES	3326208.58	N/A	3326208.58	2590803.91	KRW	No	2979424.49	2590803.91
KSE	028050	SAMSUNG E&A CO LTD	ET	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	272210	HANWHA SYSTEMS CO LTD	EV	254286	N/A	254286	169524	KRW	No	254286	169524
KSE	293490	KAKAO GAMES CORP	EX	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	247540	ECOPRO BM CO LTD	EY	314874	N/A	314874	258077.19	KRW	No	314874	258077.19
KSE	253450	STUDIO DRAGON CORP	EZ	135847.92	N/A	135847.92	118128.62	KRW	No	136862.41	118128.62
KSE	278280	CHUNBO CO LTD	F0	115946.63	N/A	115946.63	100823.15	KRW	No	118739.25	100823.15
KSE	200130	KOLMAR BNH CO LTD	F1	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	036540	SFA SEMICON CO LTD	F2	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	060250	NHN KCP CORP	F3	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	536445	N/A	536445	427118.98	KRW	No	536445	427118.98
KSE	373220	LG ENERGY SOLUTION	F5	916999.91	N/A	916999.91	780000	KRW	No	897000	780000
KSE	323410	KAKAOBANK CORP	F6	94608	N/A	94608	74614.15	KRW	No	94608	74614.15
KSE	377300	KAKAO PAY CORP	F7	334083	N/A	334083	222722	KRW	No	334083	222722
KSE	259960	KRAFTON INC	F8	1035396.96	N/A	1035396.96	866527.34	KRW	No	996506.45	866527.34
KSE	302440	SK BIOSCIENCE CO LTD	F9	146120.40	N/A	146120.40	117501.61	KRW	No	135126.85	117501.61
KSE	011200	HMM CO LTD	FA	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	80040	N/A	80040	69600	KRW	No	80040	69600
KSE	352820	HYBE CO LTD	FC	810081.92	N/A	810081.92	668392.34	KRW	No	768651.20	668392.34
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1158024.125	N/A	1158024.125	1006977.50	KRW	No	1185934.32	1006977.50
KSE	402340	SK SQUARE CO LTD	FE	583957.50	N/A	583957.50	436649.53	KRW	No	658745.12	436649.53
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	341078.74	N/A	341078.74	244533.77	KRW	No	281213.83	244533.77
KSE	383220	F&F CO LTD / NEW	FG	225259.51	N/A	225259.51	195877.83	KRW	No	226770.78	195877.83
KSE	267250	HD HYUNDAI	FH	467142	N/A	467142	346109.34	KRW	No	467142	346109.34
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	339138.22	N/A	339138.22	285916.41	KRW	No	328803.87	285916.41
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	345272.00	N/A	345272.00	290430.88	KRW	No	333995.51	290430.88
KSE	263750	PEARL ABYSS CORP	FL	114071.87	N/A	114071.87	99192.93	KRW	No	115843.59	99192.93
KSE	066970	L&F CO LTD	FM	237205.50	N/A	237205.50	158137	KRW	No	237205.50	158137
KSE	112040	WEMADE CO LTD	FN	119270.25	N/A	119270.25	84144.70	KRW	No	119270.25	84144.70
KSE	196170	ALTEOGEN INC	FP	1714635	N/A	1714635	1225176.875	KRW	No	1714635	1225176.875
KSE	058470	LEENO INDUSTRIAL INC	FQ	145654.35	N/A	145654.35	126655.96	KRW	No	146278.17	126655.96

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	4451.65	N/A	4451.65	3871	USD	No	4626.18	4022.70
LMEOTC	CA	CARREFOUR SA	CA	20061.46	N/A	20061.46	17444.75	USD	No	20061.46	17444.75
LMEOTC	PB	LEAD - LME	PB	5104.15	N/A	5104.15	4438.34	USD	No	4770.41	4148.14
LMEOTC	SNLME	TIN FUTURE	SN	35183.31	N/A	35183.31	30548.75	USD	No	33781.58	29331.67
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6651.87	N/A	6651.87	5784.17	USD	No	6735.83	5857.18

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	818.191	N/A	818.191	711.471	EUR	Yes	1416.54	1231.78
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1856.69	N/A	1856.69	1614.51	EUR	Yes	2075.38	1804.675
MATIF	EMA	CORN	EMA	802.169	N/A	802.169	697.473	EUR	No	1066.34	927.169

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

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	FCC1	FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ	FCI	255.992	N/A	255.992	222.601	EUR	No	256.001	222.601
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	9660.04	8400	13800.05	12000	EUR	No	13800.05	12000
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	966	840	1380	1200	EUR	Yes	1380	1200

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	DEUA	MILK CLASS III INDEX	DA	10063.72	N/A	10063.72	8751.06	MXN	No	14890.88	12948.59
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	28701.63	N/A	28701.63	24957.94	MXN	No	28701.63	24957.94
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	59336.06	N/A	59336.06	51590.06	MXN	Yes²	50405.89	43825.67
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11868.70	N/A	11868.70	10318.01	MXN	No	10082.44	8765.13

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	3864.27	N/A	3864.27	3360.23	EUR	No	3864.27	3360.23
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3737.38	N/A	3737.38	3249.90	EUR	No	3737.38	3249.90
MONEP	CAC40	CAC 40	FCE	5398.25	4694.13	7711.79	6705.90	EUR	Yes	6315.38	5491.63
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	16582.94	N/A	16582.94	14419.95	EUR	No	16582.94	14419.95
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10644.25	N/A	10644.25	9255.87	EUR	No	10644.25	9255.87
MONEP	CAC40	CAC 40	MFC	539.825	469.413	771.179	670.59	EUR	No	631.538	549.163

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	328548.5	N/A	328548.5	285694.15	INR	Yes	9343.44	8124.73
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11481.04	N/A	11481.04	9983.50	INR	No	11481.04	9983.50
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	287849.25	N/A	287849.25	250300.7	INR	Yes	4407.81	3832.875
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13280.78	N/A	13280.78	11548.50	INR	No	13280.78	11548.50
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6658.21	N/A	6658.21	5789.75	INR	No	6658.21	5789.75
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	295859.2	N/A	295859.2	257264	INR	Yes	2103.06	1828.75
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	267690.75	N/A	267690.75	232774.5	INR	Yes	3549.92	3086.89
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9906.96	N/A	9906.96	8614.75	INR	Yes	9906.96	8614.75

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	19676.86	N/A	19676.86	17110.31	USD	No	17147.24	14910.64
NYBOT	CC	COCOA NYBOT	CC	15053.50	N/A	15053.50	13090	USD	Yes	15053.50	13090
NYBOT	CT	COTTON NO. 2	CT	2278.51	N/A	2278.51	1981.32	USD	Yes	2552.58	2219.64
NYBOT	DX	NYBOT US DOLLAR FX	DX	2595.44	N/A	2595.44	2256.91	USD	Yes	2707.56	2354.40
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	13543.20	N/A	13543.20	11775.60	USD	No	13543.20	11775.60
NYBOT	KC	COFFEE "C"	KC	18403.34	N/A	18403.34	16002.91	USD	Yes	16872.04	14671.34
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	16226.19	N/A	16226.19	14109.73	USD	Yes	14276.63	12414.46
NYBOT	RS	CANOLA	RS	1478.55	N/A	1478.55	1285.70	CAD	No	1512.27	1315.02
NYBOT	SB	SUGAR NO. 11	SB	1821.84	N/A	1821.84	1584.21	USD	Yes	1817.13	1580.12
NYBOT	SF	SUGAR #16 112000 LBS	SF	1676.30	N/A	1676.30	1457.41	USD	No	2354.45	2047.00

New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250.00	N/A	16250.00	13000	USD	No	16250	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16250.00	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	7669.77	N/A	7669.77	6669.37	USD	No	7669.77	6669.37
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	7669.77	N/A	7669.77	6669.37	USD	No	7669.77	6669.37
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7670.02	N/A	7670.02	6669.37	USD	No	7670.02	6669.37
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1625.00	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	766.977	N/A	766.977	666.937	USD	No	766.977	666.937
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	7669.77	N/A	7669.77	6669.37	USD	Yes	7669.77	6669.37
NYMEX	PA	PALLADIUM INDEX	PA	23129.05	N/A	23129.05	20112.13	USD	No	23933.44	20811.60
NYMEX	PL	PLATINUM INDEX	PL	8424.09	N/A	8424.09	7325.29	USD	No	8424.09	7325.29
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1917.44	N/A	1917.44	1667.34	USD	No	1917.44	1667.34
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125	N/A	8125	6500	USD	No	8125.00	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	7118.57	N/A	7118.57	6190.06	USD	No	8156.81	7092.88

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	6207.67	N/A	6207.67	5396.69	USD	No	6207.67	5396.69
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	8043.62	N/A	8043.62	6991.72	USD	No	8043.62	6991.72
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	10914.98	N/A	10914.98	9491.28	USD	No	10914.97	9491.28
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5825.58	5065.72	8322.26	7236.74	USD	No	8322.26	7236.74
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2823.07	2454.84	4032.95	3506.92	USD	No	4032.95	3506.92
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	61869.43	N/A	61869.43	53799.50	USD	No	61869.44	53799.50

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	23879.89	N/A	23879.89	20762.08	SEK	No	23879.90	20762.08
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17487.10	15206.17	24981.57	21723.10	SEK	Yes	24981.58	21723.10
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	986.381	N/A	986.381	857.723	SEK	No	6208.53	857.723

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	2883285.405	2507204.70	4118979.15	3581721	JPY	Yes	3531209.55	3070617
OSE.JPN	N225M	NIKKEI 225 MINI	225M	288328.54	250720.47	411897.915	358172.10	JPY	Yes	353120.955	307061.70
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	28832.85	25072.05	41189.79	35817.21	JPY	No	35312.10	30706.17
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	140823.54	N/A	140823.54	122451	JPY	No	140823.54	122451
OSE.JPN	TPXC30	TOPIX CORE30	C30	112771.93	N/A	112771.93	98062.55	JPY	No	112771.93	98062.55
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	541207.50	N/A	541207.50	470554.01	JPY	No	541207.50	470554.01
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1968593.04	N/A	1968593.04	1711820.04	JPY	Yes	1889214.29	1642795.04
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	196859.30	N/A	196859.30	171182.00	JPY	No	188921.43	164279.50
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	64431.16	N/A	64431.16	56025.20	JPY	No	64431.16	56025.20
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	136562.50	N/A	136562.50	118750	JPY	No	213612.50	185750
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	164069.64	N/A	164069.64	142637.34	JPY	No	164069.64	142637.34
OSE.JPN	TOPX	TOPIX INDEX	TPX	1396488.32	1214337.67	1994983.32	1734768.10	JPY	No	1994983.32	1734768.10
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	139648.83	121433.77	199498.33	173476.81	JPY	No	199498.33	173476.81

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	8425.95	N/A	8425.95	6740.76	USD	No	8425.95	6740.76
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14468.35	N/A	14468.35	11574.68	USD	No	14541.15	11632.92

ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	COCOA NYBOT	CC	15053.50	N/A	15053.50	13090	USD	No	15053.50	13090
QBALGOIUS	CT	COTTON NO. 2	CT	2278.51	N/A	2278.51	1981.32	USD	No	2552.58	2219.64
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2595.44	N/A	2595.44	2256.91	USD	No	2707.56	2354.40
QBALGOIUS	KC	COFFEE "C"	KC	18403.34	N/A	18403.34	16002.91	USD	No	16872.04	14671.34
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	16226.19	N/A	16226.19	14109.73	USD	No	14276.63	12414.46
QBALGOIUS	SB	SUGAR NO. 11	SB	1821.84	N/A	1821.84	1584.21	USD	No	1817.13	1580.12

Singapore Exchange (SGX)

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

Exchange SGX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SGX	AJ	SGX AUSTRALIAN DOLLAR IN JAPANESE YEN FUTURES	AJ	322768.93	N/A	322768.93	280668.57	JPY	No	322768.86	280668.57
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1770.05	N/A	1770.05	1539.18	USD	No	1770.05	1539.18
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1323.52	1150.88	1890.74	1644.12	USD	No	1890.74	1644.12
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4017.24	N/A	4017.24	3493.25	USD	No	4017.24	3493.25
SGX	XIN0I	FTSE CHINA H50	FCH	4109.52	N/A	4109.52	3573.47	USD	No	4109.52	3573.47
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1104	N/A	1104	960	USD	No	1104	960
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1323.92	N/A	1323.92	1151.09	USD	No	1323.92	1151.09
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1151.74	N/A	1151.74	1001.51	USD	No	1151.74	1001.51
SGX	INR	UNITED STATES DOLLAR	INR	9914.15	N/A	9914.15	8621.00	USD	No	9914.15	8621.00
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9904.95	N/A	9904.95	8613.00	USD	No	9904.95	8613.00
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2670.76	N/A	2670.76	2322.40	USD	No	2670.76	2322.40
SGX	SGB	SGX MINI JGB INDEX	JB	337821.10	N/A	337821.10	293721.60	JPY	No	337821.60	293721.60
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	351058.41	N/A	351058.41	305268.18	JPY	No	339135.24	294900.21
SGX	KRW	KOREAN WON	KRW	10333.30	N/A	10333.30	8983.75	USD	No	10324.56	8970.72
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2066.26	N/A	2066.26	1796.75	USD	No	2066.13	1796.63
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6169.12	N/A	6169.12	5364.45	CNH	No	6169.12	5364.45
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1859780.18	N/A	1859780.18	1617199.95	JPY	No	1859779.94	1617199.95
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2093.00	1820.00	2990.00	2600.00	USD	No	2990.00	2600.00
SGX	SGXNK	SGX: NIKKEI 225	NK	1046500	910000	1495000	1300000	JPY	Yes	1495000	1300000
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	209300	182000	299000	260000	JPY	No	299000	260000
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	42278.89	N/A	42278.89	36764.25	USD	No	42278.89	36764.25
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1851.50	1610	2645	2300	SGD	Yes²	2645	2300
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	5517.89	N/A	5517.89	4796.69	SGD	No	5517.89	4796.69
SGX	STI	SGX STRAITS TIMES INDEX	ST	5081.10	N/A	5081.10	4418.34	SGD	No	5081.10	4418.34
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2741.87	N/A	2741.87	2383.94	USD	No	2740.73	2382.94
SGX	TSR20	SICOM RUBBER	TF	632.501	N/A	632.501	550.001	USD	No	632.501	550.001
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	36800.01	N/A	36800.01	32000.00	JPY	No	36800.51	32000.00
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1870.48	N/A	1870.48	1626.51	USD	No	1870.48	1626.51
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	8226.50	N/A	8226.50	7148.82	USD	No	8225.00	7148.82
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4105.50	3570	5865	5100	USD	No	5865	5100
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24676.47	N/A	24676.47	21457.80	CNH	Yes	24676.47	21457.80
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9438128.47	N/A	9438128.47	8207067.36	JPY	No	9438127.47	8207067.36
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1379.18	N/A	1379.18	1196.60	SGD	No	1379.18	1196.60
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1887625.69	N/A	1887625.69	1641413.47	JPY	No	1887625.49	1641413.47
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1270.44	N/A	1270.44	1073.04	SGD	No	1233.98	1073.03
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4673.22	N/A	4673.22	3806.79	SGD	No	4377.81	3806.79
SGX	G13	GENTING SINGAPORE LTD	YGEN	634.254	N/A	634.254	551.525	SGD	No	641.075	551.52
SGX	BN4	KEPPEL LTD	YKEP	4255.31	N/A	4255.31	3606.29	SGD	No	4147.23	3606.29
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6037.27	N/A	6037.27	5090.52	SGD	No	5854.10	5090.52
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	4433.05	N/A	4433.05	2972.26	SGD	No	3418.09	2972.25
SGX	Y92	THAI BEVERAGE PCL	YTBE	819.789	N/A	819.789	712.86	SGD	No	882.139	712.85
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6353.96	N/A	6353.96	5506.23	SGD	No	6332.17	5506.23
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2635.53	N/A	2635.53	2228.61	SGD	No	2562.90	2228.61
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	20793.46	N/A	20793.46	4742.35	SGD	No	5685.46	4742.35
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	136.093	N/A	136.093	118.08	USD	No	135.792	118.08
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	575	N/A	575	500	USD	No	575	500

ASX24 (SNFE)⁴

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

Exchange SNFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SNFE	SPI	S&P/ASX 200 INDEX (AUSTRALIA)	AP	13511.98	11749.54	19302.82	16785.06	AUD	Yes	19302.82	16785.06
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	641.70	N/A	641.70	558.00	AUD	No	641.702	558.00
SNFE	IR	90 DAY BILLS	IR	1672.06	N/A	1672.06	1453.96	AUD	No	1672.05	1453.96
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3036.03	N/A	3036.03	2640.02	AUD	No	3036.06	2640.02
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1244.30	N/A	1244.30	1082	AUD	No	1244.31	1082

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁵	Intraday End Time⁵

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

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

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

Those institutions who wish to execute some trades away from us and use us as a prime broker will be required to maintain at least USD 6,000,000 (or USD equivalent).
Customers in Canada are not eligible for Portfolio Margin accounts due to IDA restrictions. In addition, all Canadian stock, stock options, index options, European stock, and Asian stock positions will be calculated under standard rules-based margin rules so Portfolio Margin will not be available for these products.
Non-U.S. Omnibus Broker (Long Position/Short Position) accounts are not eligible for Portfolio Margin accounts.
Accounts reporting equity below the USD 100,000 minimum will be subject to a margin surcharge, the effect of which will be to gradually transition the account to margin levels approximating those of the Reg. T methodology as equity continues to decline.

Portfolio Margin Mechanics

Under Portfolio Margin, trading accounts are broken into three component groups: Class groups, which are all positions with the same underlying; Product groups, which are closely related classes; and Portfolio groups, which are closely related products. Examples of classes would include IBM, SPX, and OEX. A product example would be a Broad Based Index composed of SPX, OEX, etc. A portfolio could include such products as Broad Based Indices, Growth Indices, Small Cap Indices, and FINRA Indices.

The portfolio margin calculation begins at the lowest level, the class. All positions with the same class are grouped and stressed (underlying price and implied volatility are changed) together with the following parameters:

A standardized stress of the underlying.
- For stock, equity options, narrow based indices and single stock futures, the stress parameter is plus or minus 15%, with eight other points within that range.
- For U.S. market small caps and FINRA market indices the stress parameter is plus 10%, minus 10% as well as eight other points in-between.
- For Broad Based Indices and Growth indices the stress parameter is plus 6%, minus 8% as well as eight other points in-between.

A market-based stress of the underlying based on historical moves in Bloomberg pricing data.
For Broad Based Indices the implied volatility factor is increased 75% and decreased by 75%.
For all other classes, the implied volatility for each options class is increased by 150% and decreased by 150%

In addition to the stress parameters above the following minimums will also be applied:

Classes with large single concentrations will have a margin requirement of 30% applied to the concentrated position.
A USD 0.375 multiplied by the index per contract minimum is computed.

The same special margin requirements for OTCBB, Pink Sheet and low cap stocks that apply under Reg T, will still apply under Portfolio Margin.
Initial margin will be 110% of Maintenance Margin.

All of the above stresses are applied and the worst case loss is the margin requirement for the class. Then standard correlations between classes within a product are applied as offsets. As an example, within the Broad Based Index product 90% offset is allowed between SPX and OEX. Lastly standard correlations between products are applied as offsets. An example would be a 50% offset between Broad Based Indices and Small Cap Indices. For stocks and Single Stock Futures offsets are only allowed within a class and not between products and portfolios. After all the offsets are taken into account all the worst case losses are combined and this number is the margin requirement for the account. For a complete list of products and offsets, see the Appendix-Product Groups and Stress Parameters section at the end of this document.

Our real-time, intra-day margining system enables us to apply the Day Trading Margin Rules to Portfolio Margin accounts based on real-time equity, so Pattern Day Trading Accounts will always be able to trade based on their full, real-time buying power.

Because of the complexity of Portfolio Margin calculations it would be extremely difficult to calculate margin requirements manually. We encourage those interested in Portfolio Margin to use our TWS Portfolio Margin Demo to understand the impact of Portfolio Margin requirement under different scenarios.

Click here for the OCC's published list of Product Groups and Offset Parameters.

Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

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Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CEDX

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

Singapore Exchange (SGX)

ASX24 (SNFE)4

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Portfolio Margin

Portfolio Margin Eligibility

Portfolio Margin Mechanics

Additional US Margin Requirements

Further Reading

Disclosures

ASX24 (SNFE)⁴