Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

As a resident of trading futures and FOPs in US you are subjected to Risk-based margin and Portfolio Margin. Interactive Brokers will calculate both methodologies and assess the higher of the two to your account. The complete margin requirement details are listed in the sections below.

Futures Margin

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

In addition to the exchange scanning ranges, we will consider additional scenarios which incorporate extreme moves in the underlying. Accordingly, we may require margin over and above the exchange-mandated margin on short options in order to account for the risk inherent in an extreme market move. You can view the current projected margin requirements on a specific option or futures order that you are considering before you submit the order by creating the order in our trading platform and using the right-click menu to "Check Margin" before you transmit.

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 three times 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	3087.50	N/A	3087.50	2470	EUR	Yes²	3087.50	2470

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	323.75	259	647.50	518	CAD	Yes²	647.50	518
CDE	CGB	10 Year Government of Canada Bonds	CGB	1259.375	1007.50	2518.75	2015	CAD	No	2518.75	2015
CDE	CGF	5 Year Government of Canada Bonds	CGF	920	736	1840	1472	CAD	No	1840	1472
CDE	TSX	S&P TSX COMPOSITE INDEX	SCF	5385	4308	10770	8616	CAD	No	10770	8616
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	5816.875	4653.50	11633.75	9307	CAD	Yes	11633.75	9307
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	1454.375	1163.50	2908.75	2327	CAD	No	2908.75	2327

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	VIX	CBOE Volatility Index	VX	10171.875	N/A	10171.875	8137.50	USD	No	28675.75	22940.60
CFE	VIX	CBOE Volatility Index	VX22	10125	N/A	10125	8100	USD	No	29027.38	23221.90
CFE	VIX	CBOE Volatility Index	VX23	10125	N/A	10125	8100	USD	No	28871.13	23096.90
CFE	VIX	CBOE Volatility Index	VX24	10125	N/A	10125	8100	USD	No	28734.375	22987.50
CFE	VIX	CBOE Volatility Index	VX26	10000	N/A	10000	8000	USD	No	26771.63	21417.30
CFE	VIX	CBOE Volatility Index	VX27	10000	N/A	10000	8000	USD	No	25015.87	20012.70

CBOE Futures Exchange (CFECRYPTO)

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

Exchange CFECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFECRYPTO	GXBT	The Gemini Bitcoin Trace Price Index	XBT	5035.94	N/A	5035.94	4028.75	USD	No	40000	32000

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	ACD	-	ACD	6500	N/A	6500	5200	CAD	No	6500	5200
CME	AUD	-	AD	2651.50	N/A	2651.50	2121.20	USD	No	2651.50	2121.20
CME	AJY	-	AJY	1000000	N/A	1000000	800000	JPY	No	1000000	800000
CME	GBP	-	BP	7334.45	N/A	7334.45	5867.56	USD	No	7334.45	5867.56
CME	BRE	-	BR	1250	N/A	1250	1000	USD	No	1250	1000
CME	CAD	-	CD	2613.125	N/A	2613.125	2090.50	USD	No	2613.125	2090.50
CME	CZK	-	CKO	13851.25	N/A	13851.25	11081	USD	No	13851.25	11081
CME	EUR	-	EC	6919.53	N/A	6919.53	5535.625	USD	No	6919.53	5535.625
CME	ECK	-	ECZ	12993.75	N/A	12993.75	10395	EUR	No	12993.75	10395
CME	GE	-	ED	181.25	145	362.50	290	USD	No	362.50	290
CME	EHF	-	EHU	4721.25	N/A	4721.25	3777	EUR	No	4721.25	3777
CME	EM	-	EM	437.50	N/A	437.50	350	USD	No	437.50	350
CME	EPZ	-	EPL	5617.50	N/A	5617.50	4494	EUR	No	5617.50	4494
CME	GF	-	FC	3500	N/A	3500	2800	USD	No	3500	2800
CME	GSCI	-	GI	6250	N/A	6250	5000	USD	No	6250	5000
CME	HUF	-	HFO	8000	N/A	8000	6400	USD	No	8000	6400
CME	JPY	-	JY	3921.875	N/A	3921.875	3137.50	USD	No	3921.875	3137.50
CME	LE	-	LC	1875	N/A	1875	1500	USD	No	1875	1500
CME	HE	-	LH	2750	N/A	2750	2200	USD	No	2750	2200
CME	MXP	-	MP	1700	N/A	1700	1000	USD	No	1700	1000
CME	NZD	-	NE	3018.75	N/A	3018.75	2415	USD	No	3018.75	2415
CME	NKD	-	NK	3808.125	3046.50	7616.25	6093	USD	No	7616.25	6093
CME	PLN	-	PLZ	8000	N/A	8000	6400	USD	No	8000	6400
CME	ZAR	-	RA	1750	N/A	1750	1400	USD	No	1750	1400
CME	RF	-	RF	6300	N/A	6300	5000	CHF	No	6300	5000
CME	RP	-	RP	9070	N/A	9070	7256	GBP	No	9070	7256
CME	RUR	-	RU	2380	N/A	2380	1904	USD	No	2380	1904
CME	RY	-	RY	739718.75	N/A	739718.75	591775	JPY	Yes²	739718.75	591775
CME	CHF	-	SF	5947.81	N/A	5947.81	4758.25	USD	No	5947.81	4758.25
CME	SPX	-	SP	21143.125	16914.50	42286.25	33829	USD	Yes	42286.25	33829

Chicago Mercantile Exchange (CMECRYPTO)

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

Exchange CMECRYPTO	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CMECRYPTO	BRR	CME CF Bitcoin Reference Rate	BTC	25156.25	N/A	25156.25	20125	USD	No	200000	160000

Eurex (DTB)

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

Exchange DTB	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
DTB	ADS	ADIDAS AG	ADSG	4830.98	N/A	4830.98	3864.79	EUR	No	4830.98	3864.79
DTB	AGN	AEGON NV	AENF	79.9759	N/A	79.9759	63.9807	EUR	No	79.976	63.9808
DTB	AIB	AIB GROUP PLC	ALBF	406.646	N/A	406.646	406.493	EUR	No	508.116	406.493
DTB	ALV	ALLIANZ SE-REG	ALVG	3831.99	N/A	3831.99	3065.59	EUR	No	3831.99	3065.59
DTB	VNA	VONOVIA SE	ANNF	893.662	N/A	893.662	714.929	EUR	No	893.662	714.929
DTB	G	ASSICURAZIONI GENERALI	ASGG	3060.76	N/A	3060.76	2448.60	EUR	No	3060.76	2448.60
DTB	CS	AXA SA	AXAG	423.215	N/A	423.215	338.572	EUR	No	423.215	338.572
DTB	BAS	BASF SE	BASG	1166.18	N/A	1166.18	932.947	EUR	No	1166.18	932.947
DTB	BMW3	BAYERISCHE MOTOREN WERKE-PRF	BM3F	1049.60	N/A	1049.60	839.682	EUR	No	1049.60	839.682
DTB	BMW	BAYERISCHE MOTOREN WERKE AG	BMWF	1211.35	N/A	1211.35	969.083	EUR	No	1211.35	969.083
DTB	BNP	BNP PARIBAS	BNPH	843.337	N/A	843.337	674.669	EUR	No	843.337	674.67
DTB	BN	DANONE	BSNH	1334.49	N/A	1334.49	1067.60	EUR	No	1334.49	1067.60
DTB	EN	BOUYGUES SA	BYGG	610.831	N/A	610.831	488.665	EUR	No	610.831	488.665
DTB	CA	CARREFOUR SA	CARG	320.878	N/A	320.878	256.703	EUR	No	320.879	256.703
DTB	CBK	COMMERZBANK AG	CBKH	137.498	N/A	137.498	109.998	EUR	No	137.498	109.998
DTB	DAI	DAIMLER AG-REGISTERED SHARES	DAIF	976.88	N/A	976.88	781.504	EUR	No	976.88	781.504
DTB	DEC	JC DECAUX SA	DCSG	482.442	N/A	482.442	385.954	EUR	No	482.442	385.954
DTB	DPW	DEUTSCHE POST AG-REG	DPWF	522.365	N/A	522.365	417.892	EUR	No	522.365	417.892
DTB	DSM	KONINKLIJKE DSM NV	DSMF	1909.90	N/A	1909.90	1527.92	EUR	No	1909.90	1527.92
DTB	DTE	DEUTSCHE TELEKOM AG-REG	DTEF	283.355	N/A	283.355	226.684	EUR	No	283.355	226.684
DTB	ENEL	ENEL SPA	ENLG	1081.67	N/A	1081.67	865.334	EUR	No	1081.67	865.333
DTB	ENI	ENI SPA	ENTG	2725.25	N/A	2725.25	2180.20	EUR	No	2725.25	2180.20
DTB	EUN2	ISHARES CORE EURO STOXX 50	EUNF	649.817	N/A	649.817	519.853	EUR	No	649.817	519.853
DTB	EXS1	ISHARES CORE DAX UCITS ETF D	EXSF	3134.72	N/A	3134.72	2507.77	EUR	No	1954.51	1563.61
DTB	MDAX	Midcap DAX	F2MX	11988.59	N/A	11988.59	9590.87	EUR	Yes	11988.59	9590.87
DTB	BTP	Euro-BTP Italian Government Bond	FBTP	5562.50	N/A	5562.50	4450	EUR	No	5562.50	4450
DTB	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	2412.50	N/A	2412.50	1930	EUR	No	2412.50	1930
DTB	DJUBS	Dow Jones-UBS Commodity Index	FCCO	659.375	N/A	659.375	527.50	USD	No	659.375	527.50
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDAX	14227.43	11381.94	28454.85	22763.88	EUR	Yes	28454.85	22763.88
DTB	DDAX	DivDAX Price Index	FDIV	7492.16	N/A	7492.16	5993.73	EUR	Yes²	7492.16	5993.73
DTB	DDXDIVPT	DivDAX Dividend Points Index	FDVD	2077.52	N/A	2077.52	1246.51	EUR	No	2077.52	1246.51
DTB	DAX	DAX 30 Index (Deutsche Aktien Xchange 30)	FDXM	2845.49	2276.39	5690.97	4552.78	EUR	No	5690.97	4552.78
DTB	DJSD	Dow Jones Euro STOXX Select Dividend 30 Index	FEDV	4668.23	N/A	4668.23	3734.59	EUR	Yes²	4668.23	3734.59
DTB	ESA	Dow Jones Euro STOXX 600 Automobile & Parts	FESA	2130.44	N/A	2130.44	1704.35	EUR	Yes²	2130.44	1704.35
DTB	SX7E	Dow Jones Euro STOXX Banks Index	FESB	421.715	N/A	421.715	337.372	EUR	Yes	421.715	337.372
DTB	SX4E	Dow Jones Euro STOXX Chemicals	FESC	4816.93	N/A	4816.93	3853.54	EUR	Yes²	4816.93	3853.54
DTB	ESE	Dow Jones Euro STOXX Oil & Gas	FESE	1555.66	N/A	1555.66	1244.53	EUR	Yes²	1555.66	1244.53
DTB	ESF	Dow Jones Euro STOXX Financial Services Index	FESF	2092.96	N/A	2092.96	1674.37	EUR	Yes²	2092.96	1674.37
DTB	SXNE	Dow Jones Euro STOXX Industrial Goods&Services	FESG	3967.25	N/A	3967.25	3173.80	EUR	Yes²	3967.25	3173.80
DTB	SXDE	Dow Jones Euro STOXX Healthcare	FESH	3411.21	N/A	3411.21	2728.97	EUR	Yes²	3411.21	2728.97
DTB	ESI	Dow Jones Euro STOXX Insurance	FESI	1305.76	N/A	1305.76	1044.60	EUR	Yes²	1305.76	1044.60
DTB	ESM	Dow Jones Euro STOXX Media Index	FESM	1062.10	N/A	1062.10	849.678	EUR	Yes²	1062.10	849.678
DTB	SXOE	Dow Jones Euro STOXX Construction	FESN	2036.73	N/A	2036.73	1629.38	EUR	Yes²	2036.73	1629.38
DTB	SX3E	Dow Jones Euro STOXX Food&Beverages	FESO	2811.44	N/A	2811.44	2249.15	EUR	Yes²	2811.44	2249.15
DTB	SXRE	Dow Jones Euro STOXX Retail	FESR	2436.58	N/A	2436.58	1949.26	EUR	Yes²	2436.58	1949.26
DTB	SXPE	Dow Jones Euro STOXX Basic Resources	FESS	843.431	N/A	843.431	674.745	EUR	Yes²	843.431	674.745
DTB	SXKE	Dow Jones Euro STOXX Telecommunications	FEST	1355.74	N/A	1355.74	1084.59	EUR	Yes²	1355.74	1084.59
DTB	ESU	Dow Jones Euro STOXX Utilities Index	FESU	1474.44	N/A	1474.44	1179.55	EUR	Yes	1474.44	1179.55
DTB	SXTE	Dow Jones Euro STOXX Travel & Leisure	FESV	818.44	N/A	818.44	654.752	EUR	Yes²	818.44	654.752
DTB	ESTX50	Dow Jones Euro STOXX50	FESX	1577.53	1262.02	3155.06	2524.04	EUR	Yes	3155.06	2524.04
DTB	SX8E	Dow Jones Euro STOXX Technology	FESY	2436.58	N/A	2436.58	1949.26	EUR	Yes²	2436.58	1949.26
DTB	SXQE	Dow Jones Euro STOXX Personal & Household Goods	FESZ	4579.52	N/A	4579.52	3663.61	EUR	Yes²	4579.52	3663.61
DTB	EU3	Three Month EURIBOR	FEU3	625	N/A	625	500	EUR	Yes	625	500
DTB	DESX5	Dow Jones EURO STOXX 50 Index-Dividenden	FEXD	3035	N/A	3035	2428	EUR	Yes	3035	2428
DTB	OMXH25	OMX Helsinki 25 Index	FFOX	3723.46	N/A	3723.46	2978.77	EUR	Yes²	3723.46	2978.77
DTB	GBL	Euro Bund (10 Year Bond)	FGBL	1462.50	1170	2925	2340	EUR	Yes	2925	2340
DTB	GBM	Euro Bobl (5 Year Bond)	FGBM	681.25	545	1362.50	1090	EUR	Yes	1362.50	1090
DTB	GBS	Euro Schatz (2 Year Bond)	FGBS	250	200	500	400	EUR	Yes	500	400
DTB	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	4300	3440	8600	6880	EUR	No	8600	6880
DTB	DJESL	Euro Stoxx Large	FLCE	1743.09	N/A	1743.09	1394.47	EUR	No	1743.09	1394.47
DTB	DJ200L	Dow Jones STOXX Large 200 Index	FLCP	1780.58	N/A	1780.58	1424.46	EUR	No	1780.58	1424.46
DTB	DJESM	Euro Stoxx Mid	FMCE	2024.23	N/A	2024.23	1619.39	EUR	No	2024.23	1619.39
DTB	DJ200	Dow Jones STOXX MID 200 Index	FMCP	2161.68	N/A	2161.68	1729.35	EUR	Yes²	2161.68	1729.35
DTB	FME	FRESENIUS MEDICAL CARE AG &	FMEH	1292.51	N/A	1292.51	1034.01	EUR	No	1292.51	1034.01
DTB	M7EU	MSCI Europe Net Return EUR Index	FMEU	1487.50	N/A	1487.50	1190	EUR	No	1487.50	1190
DTB	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5587.63	N/A	5587.63	4470.10	USD	No	5587.63	4470.10
DTB	MXRU	MSCI Russia Index	FMRU	623.75	N/A	623.75	499	USD	No	623.75	499
DTB	MBWO	MSCI World Net EUR Index 1	FMWN	1574.40	N/A	1574.40	1259.52	EUR	No	1574.40	1259.52
DTB	M1WO	MSCI World NETR USD Index	FMWO	3930	N/A	3930	3144	USD	No	3930	3144
DTB	OAT	Euro-OAT French Government Bond	FOAT	1393.75	1115	2787.50	2230	EUR	No	2787.50	2230
DTB	FRA	FRAPORT AG FRANKFURT AIRPORT	FRAG	1379.48	N/A	1379.48	1103.58	EUR	No	1379.48	1103.58
DTB	RDXUSD	Russian Depositary (USD)	FRDX	1461.68	N/A	1461.68	1169.34	USD	No	1461.68	1169.34
DTB	DJESS	Euro Stoxx Small	FSCE	1187.05	N/A	1187.05	949.64	EUR	No	1187.05	949.64
DTB	DJ200S	Dow Jones STOXX Small 200 Index	FSCP	1336.99	N/A	1336.99	1069.60	EUR	No	1336.99	1069.60
DTB	SXAP	Dow Jones STOXX 600 Automobiles & Parts	FSTA	2230.41	N/A	2230.41	1784.32	EUR	Yes²	2230.41	1784.32
DTB	SX7P	Dow Jones STOXX 600 Banks	FSTB	640.383	N/A	640.383	512.306	EUR	Yes	640.383	512.306
DTB	SX4P	Dow Jones STOXX 600 Chemicals	FSTC	4229.65	N/A	4229.65	3383.72	EUR	Yes²	4229.65	3383.72
DTB	SXEP	Dow Jones STOXX 600 Oil & Gas	FSTE	1561.91	N/A	1561.91	1249.53	EUR	Yes	1561.91	1249.53
DTB	SXFP	Dow Jones STOXX 600 Financial Services Index	FSTF	2292.88	N/A	2292.88	1834.31	EUR	Yes²	2292.88	1834.31
DTB	SXNP	Dow Jones STOXX 600 Industrial Goods & Services Index	FSTG	2480.31	N/A	2480.31	1984.25	EUR	Yes²	2480.31	1984.25
DTB	SXDP	Dow Jones STOXX 600 Healthcare	FSTH	3604.89	N/A	3604.89	2883.91	EUR	Yes²	3604.89	2883.91
DTB	SXIP	Dow Jones STOXX 600 Insurance	FSTI	1380.73	N/A	1380.73	1104.58	EUR	Yes²	1380.73	1104.58
DTB	SX86P	Dow Jones STOXX 600 Real Estate	FSTL	824.688	N/A	824.688	659.75	EUR	No	824.688	659.75
DTB	SXMP	Dow Jones STOXX 600 Media	FSTM	1361.98	N/A	1361.98	1089.59	EUR	Yes²	1361.98	1089.59
DTB	SXOP	Dow Jones STOXX 600 Construction & Materials	FSTN	2086.71	N/A	2086.71	1669.37	EUR	Yes²	2086.71	1669.37
DTB	SX3P	Dow Jones STOXX 600 Food & Beverage Index	FSTO	3473.68	N/A	3473.68	2778.95	EUR	Yes²	3473.68	2778.95
DTB	SXRP	Dow Jones STOXX 600 Retail	FSTR	1474.44	N/A	1474.44	1179.55	EUR	Yes²	1474.44	1179.55
DTB	SXPP	Dow Jones STOXX 600 Basic Resources Index	FSTS	2067.97	N/A	2067.97	1654.37	EUR	Yes	2067.97	1654.37
DTB	SXKP	Dow Jones STOXX 600 Telecommunications	FSTT	1112.08	N/A	1112.08	889.663	EUR	Yes²	1112.08	889.663
DTB	SX6P	Dow Jones STOXX 600 Utilities	FSTU	1461.95	N/A	1461.95	1169.56	EUR	Yes	1461.95	1169.56
DTB	SXTP	Dow Jones STOXX 600 Travel & Leisure	FSTV	1068.35	N/A	1068.35	854.676	EUR	Yes²	1068.35	854.676
DTB	STX	Dow Jones STOXX50	FSTX	2912.65	N/A	2912.65	2330.12	EUR	Yes²	2912.65	2330.12
DTB	SX8P	Dow Jones STOXX 600 Technology	FSTY	2224.16	N/A	2224.16	1779.33	EUR	Yes²	2224.16	1779.33
DTB	SXQP	Dow Jones STOXX 600 Personal & Household Goods	FSTZ	3904.77	N/A	3904.77	3123.82	EUR	Yes²	3904.77	3123.82
DTB	FT25	Tel Aviv 35 Index	FT25	4924.18	N/A	4924.18	3939.34	USD	No	4924.18	3939.34
DTB	TDX	TECDAX	FTDX	2690.23	N/A	2690.23	2152.19	EUR	Yes²	2690.23	2152.19
DTB	ORA	ORANGE	FTEF	260.245	N/A	260.245	208.196	EUR	No	260.245	208.196
DTB	V2TX	VSTOXX Volatility Index	FVS	965.625	N/A	965.625	772.50	EUR	Yes	2933.57	2346.85
DTB	4GLD	XETRA-GOLD	FXGL	36702.10	N/A	36702.10	36688.21	EUR	No	45860.26	36688.21
DTB	DJES	Dow Jones Euro STOXX Price Index	FXXE	1724.35	N/A	1724.35	1379.48	EUR	No	1724.35	1379.48
DTB	DJ600	Dow Jones STOXX 600 Index	FXXP	1774.33	N/A	1774.33	1419.46	EUR	No	1774.33	1419.46
DTB	GALP	GALP ENERGIA SGPS SA	GALF	269.898	N/A	269.898	215.918	EUR	No	269.898	215.918
DTB	SGO	COMPAGNIE DE SAINT-GOBAIN	GOBG	634.26	N/A	634.26	507.408	EUR	No	634.26	507.408
DTB	ENGI	ENGIE	GZFG	247.516	N/A	247.516	198.013	EUR	No	247.516	198.013
DTB	HEI1	HEIDELBERGCEMENT AG	HEFG	1304.88	N/A	1304.88	1043.90	EUR	No	1304.88	1043.90
DTB	HEN3	HENKEL AG & CO KGAA VORZUG	HENG	1578.90	N/A	1578.90	1263.12	EUR	No	1578.90	1263.12
DTB	HEN	HENKEL AG & CO KGAA	HESF	1488.19	N/A	1488.19	1190.55	EUR	No	1488.19	1190.55
DTB	ISP	INTESA SANPAOLO	IESI	370.552	N/A	370.552	296.442	EUR	No	370.551	296.441
DTB	IFX	INFINEON TECHNOLOGIES AG	IFXG	323.802	N/A	323.802	259.042	EUR	No	323.802	259.042
DTB	INGA	ING GROEP NV	INNG	188.479	N/A	188.479	150.783	EUR	No	188.479	150.783
DTB	ABI	ANHEUSER-BUSCH INBEV SA/NV	ITKG	1365.80	N/A	1365.80	1092.64	EUR	No	1365.80	1092.64
DTB	KCO	KLOECKNER & CO SE	KCOH	98.0185	N/A	98.0185	78.4148	EUR	No	98.0185	78.4148
DTB	LHA	DEUTSCHE LUFTHANSA-REG	LHAF	335.404	N/A	335.404	268.323	EUR	No	335.404	268.323
DTB	OR	L'OREAL	LORF	4522.66	N/A	4522.66	3618.13	EUR	No	4522.66	3618.13
DTB	LXS	LANXESS AG	LXSF	926.837	N/A	926.837	741.469	EUR	No	926.837	741.469
DTB	MAN	MAN SE	MANG	1354.17	N/A	1354.17	1083.34	EUR	No	1354.17	1083.34
DTB	MUV2	MUENCHENER RUECKVER AG-REG	MU2G	4084.08	N/A	4084.08	3267.26	EUR	No	4084.08	3267.26
DTB	NDA1	AURUBIS AG	NDAF	741.282	N/A	741.282	593.025	EUR	No	741.282	593.026
DTB	RI	PERNOD-RICARD SA	PERH	3013.86	N/A	3013.86	2411.09	EUR	No	3013.86	2411.09
DTB	PHIA	KONINKLIJKE PHILIPS NV	PH1F	675.494	N/A	675.494	540.395	EUR	No	675.494	540.395
DTB	PAH3	PORSCHE AUTOMOBIL HLDG-PRF	PORK	1095.34	N/A	1095.34	876.268	EUR	No	1095.34	876.268
DTB	PSM	PROSIEBENSAT.1 MEDIA SE	PSMG	282.83	N/A	282.83	226.264	EUR	No	282.831	226.264
DTB	RDSA	ROYAL DUTCH SHELL PLC-A SHS	R6CF	543.544	N/A	543.544	434.835	EUR	No	543.544	434.835
DTB	RHM	RHEINMETALL AG	RHMG	1906.15	N/A	1906.15	1524.92	EUR	No	1906.15	1524.92
DTB	RNO	RENAULT SA	RNLF	963.01	N/A	963.01	770.408	EUR	No	963.01	770.408
DTB	SAP	SAP SE	SAPI	2132.19	N/A	2132.19	1705.75	EUR	No	2132.19	1705.75
DTB	SCR	SCOR SE	SCOI	697.986	N/A	697.986	558.389	EUR	No	697.986	558.389
DTB	SDF	K+S AG-REG	SDXH	311.601	N/A	311.601	249.281	EUR	No	311.601	249.281
DTB	GLE	SOCIETE GENERALE SA	SGEI	473.071	N/A	473.071	378.457	EUR	No	473.071	378.457
DTB	SIE	SIEMENS AG-REG	SIEG	2009.61	N/A	2009.61	1607.69	EUR	No	2009.61	1607.69
DTB	SU	SCHNEIDER ELECTRIC SE	SNDH	1371.61	N/A	1371.61	1097.28	EUR	No	1371.61	1097.28
DTB	SAN	SANOFI	SNWF	1386.04	N/A	1386.04	1108.83	EUR	No	1386.04	1108.83
DTB	SZG	SALZGITTER AG	SZGG	491.064	N/A	491.064	392.851	EUR	No	491.064	392.851
DTB	TKA	THYSSEN-KRUPP AG	TKAG	288.702	N/A	288.702	230.962	EUR	No	288.702	230.962
DTB	FP	TOTAL SA	TOTG	932.741	N/A	932.741	746.193	EUR	No	932.741	746.193
DTB	TIT	TELECOM ITALIA SPA	TQIF	87.7375	N/A	87.7375	70.19	EUR	No	87.7363	70.189
DTB	TUI1	TUI AG-DI	TUIF	167.936	N/A	167.936	134.349	EUR	No	167.936	134.349
DTB	UNA	UNILEVER NV-CVA	UNIH	1279.88	N/A	1279.88	1023.90	EUR	No	1279.88	1023.90
DTB	VOW	VOLKSWAGEN AG	VOWG	2754.27	N/A	2754.27	2203.42	EUR	No	2754.27	2203.42
DTB	ACA	CREDIT AGRICOLE SA	XCAH	210.014	N/A	210.014	168.011	EUR	No	210.014	168.011

CBOT (ECBOT)

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

Exchange ECBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ECBOT	AIGCI	Bloomberg Commodity Index	AW	313.75	N/A	313.75	251	USD	No	313.75	251
ECBOT	B1U	30-Year Deliverable Interest Rate Swap Futures	B1U	3750	N/A	3750	3000	USD	No	3750	3000
ECBOT	AC	Ethanol -CME	EH	1750	N/A	1750	1400	USD	No	1750	1400
ECBOT	F1U	5-Year Deliverable Interest Rate Swap Futures	F1U	1033.75	N/A	1033.75	827	USD	No	1033.75	827
ECBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	1687.50	N/A	1687.50	1350	USD	Yes	1687.50	1350
ECBOT	LIT	2-Year Eris Swap Futures	LIT	62.50	N/A	62.50	50	USD	No	62.50	50
ECBOT	LIW	5-Year Eris Swap Futures	LIW	62.50	N/A	62.50	50	USD	No	62.50	50
ECBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	393.785	315.028	787.57	630.056	USD	No	787.57	630.056
ECBOT	N1U	10-Year Deliverable Interest Rate Swap Futures	N1U	1875	N/A	1875	1500	USD	No	1875	1500
ECBOT	DJUSRE	Dow Jones US Real Estate Index	RX	1707.50	N/A	1707.50	1366	USD	No	1707.50	1366
ECBOT	T1U	2-Year Deliverable Interest Rate Swap Futures	T1U	500	N/A	500	400	USD	No	500	400
ECBOT	TN	Ultra 10-Year US Treasury Note	TN	1028.75	823	2057.50	1646	USD	No	2057.50	1646
ECBOT	UB	Ultra Treasury Bond	UB	2274.375	1819.50	4548.75	3639	USD	Yes	4548.75	3639
ECBOT	YC	Mini Sized Corn Futures	XC	190	N/A	190	152	USD	No	190	152
ECBOT	YK	Mini Sized Soybean Futures	XK	467.50	N/A	467.50	374	USD	No	467.50	374
ECBOT	YW	Mini Sized Wheat Futures	XW	337.50	N/A	337.50	270	USD	No	337.50	270
ECBOT	YM	Mini Sized Dow Jones Industrial Average $5	YM	3937.85	3150.28	7875.70	6300.56	USD	Yes	7875.70	6300.56
ECBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	625	500	1250	1000	USD	No	1250	1000
ECBOT	ZB	30 Year US Treasury Bond	ZB	1606.875	1285.50	3213.75	2571	USD	Yes	3213.75	2571
ECBOT	ZC	Corn Futures	ZC	950	N/A	950	760	USD	Yes	950	760
ECBOT	ZF	5 Year US Treasury Note	ZF	488.125	390.50	976.25	781	USD	Yes	976.25	781
ECBOT	ZL	Soybean Oil Futures	ZL	937.125	N/A	937.125	749.70	USD	Yes	937.125	749.70
ECBOT	ZM	Soybean Meal Futures	ZM	1500	N/A	1500	1200	USD	Yes	1500	1200
ECBOT	ZN	10 Year US Treasury Note	ZN	777.50	622	1555	1244	USD	Yes	1555	1244
ECBOT	ZO	Oat Futures	ZO	906.25	N/A	906.25	725	USD	Yes	906.25	725
ECBOT	ZQ	30 Day Fed Funds	ZQ	109.375	87.50	218.75	175	USD	Yes²	218.75	175
ECBOT	ZR	Rough Rice Futures	ZR	1250	N/A	1250	1000	USD	Yes	1250	1000
ECBOT	ZS	Soybean Futures	ZS	2337.50	N/A	2337.50	1870	USD	Yes	2337.50	1870
ECBOT	ZT	2 Year US Treasury Note	ZT	280	224	560	448	USD	Yes	560	448
ECBOT	ZW	Wheat Futures	ZW	1687.50	N/A	1687.50	1350	USD	Yes	1687.50	1350

Euronext NL (FTA)

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

Exchange FTA	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
FTA	AGN	AEGON NV	AE6	79.9759	N/A	79.9759	63.9807	EUR	No	79.976	63.9808
FTA	AD	KONINKLIJKE AHOLD DELHAIZE N	AH6	388.353	N/A	388.353	310.682	EUR	No	388.353	310.682
FTA	AKZA	AKZO NOBEL N.V.	AK6	1444.89	N/A	1444.89	1155.91	EUR	No	1444.89	1155.91
FTA	ASML	ASML HOLDING NV	AS6	3256.39	N/A	3256.39	2605.11	EUR	No	3256.39	2605.11
FTA	LI	KLEPIERRE	CI6	581.405	N/A	581.405	465.124	EUR	No	581.405	465.124
FTA	DSM	KONINKLIJKE DSM NV	DS6	1909.90	N/A	1909.90	1527.92	EUR	No	1909.90	1527.92
FTA	FED	Euro in US Dollars Index	FED	1890	N/A	1890	1512	USD	No	1890	1512
FTA	AMX	AMX INDEX	FMX	6250	N/A	6250	5000	EUR	No	6250	5000
FTA	EOE	AMS EOE Index	FTI	3750	3000	7500	6000	EUR	Yes	7500	6000
FTA	FUR	FUGRO NV-CVA	FU6	151.255	N/A	151.255	121.004	EUR	No	151.255	121.004
FTA	HEIA	HEINEKEN NV	HE6	1816.94	N/A	1816.94	1453.55	EUR	No	1816.94	1453.55
FTA	INGA	ING GROEP NV	IN6	189.375	N/A	189.375	151.50	EUR	No	189.375	151.50
FTA	KPN	KONINKLIJKE KPN NV	KP6	55.99125	N/A	55.99125	44.793	EUR	No	55.99125	44.793
FTA	EOE	AMS EOE Index	MFA	375	300	750	600	EUR	No	750	600
FTA	MT	ARCELORMITTAL	MT6	280.244	N/A	280.244	224.195	EUR	No	280.244	224.195
FTA	PHIA	KONINKLIJKE PHILIPS NV	PH6	675.494	N/A	675.494	540.395	EUR	No	675.494	540.395
FTA	PNL	POSTNL NV	PN6	55.99125	N/A	55.99125	44.793	EUR	No	55.99125	44.793
FTA	RAND	RANDSTAD N.V.	RA6	907.157	N/A	907.157	725.725	EUR	No	907.157	725.725
FTA	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD6	543.544	N/A	543.544	434.835	EUR	No	543.544	434.835
FTA	REN	RELX PLC	RE6	488.353	N/A	488.353	390.682	EUR	No	488.353	390.682
FTA	SBMO	SBM OFFSHORE NV	SB6	318.255	N/A	318.255	254.604	EUR	No	318.255	254.604
FTA	URW	UNIBAIL-RODAMCO-WESTFIELD	UB6	2648.37	N/A	2648.37	2118.70	EUR	No	2648.37	2118.70
FTA	UNA	UNILEVER NV-CVA	UN6	1279.88	N/A	1279.88	1023.90	EUR	No	1279.88	1023.90
FTA	WKL	WOLTERS KLUWER	WK6	1171.81	N/A	1171.81	937.445	EUR	No	1171.81	937.445

CME (GLOBEX)

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

Exchange GLOBEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
GLOBEX	AUD	Australian dollar	6A	2651.50	N/A	2651.50	2121.20	USD	Yes	2651.50	2121.20
GLOBEX	GBP	British pound	6B	7334.45	N/A	7334.45	5867.56	USD	Yes	7334.45	5867.56
GLOBEX	CAD	Canadian dollar	6C	2613.125	N/A	2613.125	2090.50	USD	Yes	2613.125	2090.50
GLOBEX	EUR	European Monetary Union Euro	6E	6919.53	N/A	6919.53	5535.625	USD	Yes	6919.53	5535.625
GLOBEX	JPY	Japanese yen	6J	3921.875	N/A	3921.875	3137.50	USD	Yes	3921.875	3137.50
GLOBEX	BRE	Brazilian Real in US Dollars	6L	1250	N/A	1250	1000	USD	Yes²	1250	1000
GLOBEX	MXP	Mexican Peso	6M	1700	N/A	1700	1000	USD	Yes	1700	1000
GLOBEX	NZD	New Zealand dollar	6N	3018.75	N/A	3018.75	2415	USD	Yes²	3018.75	2415
GLOBEX	RUR	Russian Ruble in US Dollars	6R	2380	N/A	2380	1904	USD	Yes²	2380	1904
GLOBEX	CHF	Swiss franc	6S	5947.81	N/A	5947.81	4758.25	USD	Yes	5947.81	4758.25
GLOBEX	ZAR	South African Rand	6Z	1750	N/A	1750	1400	USD	No	1750	1400
GLOBEX	ACD	Australian dollar	ACD	6500	N/A	6500	5200	CAD	No	6500	5200
GLOBEX	AJY	Australian dollar	AJY	1000000	N/A	1000000	800000	JPY	No	1000000	800000
GLOBEX	BQX	CME E-Mini NASDAQ Biotechnology	BIO	23125	N/A	23125	18500	USD	No	23125	18500
GLOBEX	BOS	Boston Housing Index	BOS	6250	N/A	6250	2500	USD	No	6250	2500
GLOBEX	CB	CME Cash-Settled Butter Futures	CB	750	N/A	750	600	USD	No	750	600
GLOBEX	CHI	Chicago Housing Index	CHI	3750	N/A	3750	1500	USD	No	3750	1500
GLOBEX	CLP	Chilean peso	CHP	9490	N/A	9490	7592	USD	No	9490	7592
GLOBEX	CJY	Canadian dollar	CJY	900000	N/A	900000	720000	JPY	No	900000	720000
GLOBEX	CNH	United States dollar	CNH	101670	N/A	101670	81336	CNH	No	101670	81336
GLOBEX	CSC	Cheese	CSC	1062.50	N/A	1062.50	850	USD	No	1062.50	850
GLOBEX	CUS	Housing Index Composite	CUS	5000	N/A	5000	2000	USD	No	5000	2000
GLOBEX	CZK	Czech koruna	CZK	13851.25	N/A	13851.25	11081	USD	Yes²	13851.25	11081
GLOBEX	DA	MILK CLASS III INDEX	DC	1270.625	N/A	1270.625	1016.50	USD	Yes	1270.625	1016.50
GLOBEX	DEN	Denver Housing Index	DEN	1875	N/A	1875	1500	USD	No	1875	1500
GLOBEX	DY	CME DRY WHEY INDEX	DY	1000	N/A	1000	800	USD	No	1000	800
GLOBEX	E7	European Monetary Union Euro	E7	3459.77	N/A	3459.77	2767.81	USD	No	3459.77	2767.81
GLOBEX	EAD	European Monetary Union Euro	EAD	9576	N/A	9576	7200	AUD	No	9576	7200
GLOBEX	ECD	European Monetary Union Euro	ECD	9036.25	N/A	9036.25	7229	CAD	No	9036.25	7229
GLOBEX	ECK	Czech koruna	ECK	12993.75	N/A	12993.75	10395	EUR	No	12993.75	10395
GLOBEX	EHF	Hungarian forint	EHF	4721.25	N/A	4721.25	3777	EUR	Yes²	4721.25	3777
GLOBEX	EMD	E-mini S&P Midcap 400 Futures	EMD	11581.25	N/A	11581.25	9265	USD	Yes²	11581.25	9265
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	ENY	152600	N/A	152600	122080	JPY	No	152600	122080
GLOBEX	EPZ	Polish zloty	EPZ	5617.50	N/A	5617.50	4494	EUR	Yes²	5617.50	4494
GLOBEX	ES	E-mini S&P 500	ES	4228.625	3382.90	8457.25	6765.80	USD	Yes	8457.25	6765.80
GLOBEX	GSCI	S&P-GSCI Index	GD	6250	N/A	6250	5000	USD	No	6250	5000
GLOBEX	GDK	Class IV Milk - 200k lbs	GDK	515.625	N/A	515.625	412.50	USD	No	515.625	412.50
GLOBEX	GE	GLOBEX Euro-Dollar	GE	181.25	145	362.50	290	USD	Yes	362.50	290
GLOBEX	GF	Feeder Cattle	GF	3500	N/A	3500	2800	USD	Yes	3500	2800
GLOBEX	EM	1 Month LIBOR (Int. Rate)	GLB	437.50	N/A	437.50	350	USD	No	437.50	350
GLOBEX	NF	NON FAT DRY MILK INDEX	GNF	3500	N/A	3500	2800	USD	No	3500	2800
GLOBEX	HE	Lean Hogs	HE	2750	N/A	2750	2200	USD	Yes	2750	2200
GLOBEX	HUF	Hungarian forint	HUF	8000	N/A	8000	6400	USD	Yes²	8000	6400
GLOBEX	IBAA	Bovespa Index - USD	IBV	42075	N/A	42075	33660	USD	No	42075	33660
GLOBEX	ILS	Israeli Shekel in US Dollar	ILS	25942.50	N/A	25942.50	20754	USD	Yes²	25942.50	20754
GLOBEX	J7	Japanese yen	J7	1960.94	N/A	1960.94	1568.75	USD	No	1960.94	1568.75
GLOBEX	KRW	Korean Won	KRW	22343.75	N/A	22343.75	17875	USD	Yes²	14375	11500
GLOBEX	LAV	Las Vegas Housing Index	LAV	7500	N/A	7500	3000	USD	No	7500	3000
GLOBEX	LAX	Los Angeles Housing Index	LAX	2500	N/A	2500	2000	USD	No	2500	2000
GLOBEX	LB	Random Length Lumber	LBS	4449.80	N/A	4449.80	3559.84	USD	Yes	4449.80	3559.84
GLOBEX	LE	Live Cattle	LE	1875	N/A	1875	1500	USD	Yes	1875	1500
GLOBEX	M2K	Micro E-Mini Russell 2000 Index	M2K	247.408	197.926	494.816	395.853	USD	No	494.816	395.853
GLOBEX	M6A	Australian dollar	M6A	265.15	N/A	265.15	212.12	USD	No	265.15	212.12
GLOBEX	M6B	British pound	M6B	733.445	N/A	733.445	586.756	USD	No	733.445	586.756
GLOBEX	M6E	European Monetary Union Euro	M6E	691.953	N/A	691.953	553.5625	USD	No	691.953	553.5625
GLOBEX	MCD	Canadian dollar	MCD	261.313	N/A	261.313	209.05	USD	No	261.313	209.05
GLOBEX	MES	Micro E-Mini S&P 500 Stock Price Index	MES	422.8625	338.29	845.725	676.58	USD	No	845.725	676.58
GLOBEX	MIA	Miami Housing Index	MIA	3750	N/A	3750	3000	USD	No	3750	3000
GLOBEX	MIR	Indian Rupee	MIR	1751.75	N/A	1751.75	1401.40	USD	No	1751.75	1401.40
GLOBEX	MJY	Japanese yen	MJY	392.1875	N/A	392.1875	313.75	USD	No	392.1875	313.75
GLOBEX	MNH	United States dollar	MNH	10167	N/A	10167	8133.60	CNH	No	10167	8133.60
GLOBEX	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	584.991	467.993	1169.98	935.986	USD	No	1169.98	935.986
GLOBEX	MSF	Swiss franc	MSF	594.781	N/A	594.781	475.825	USD	No	594.781	475.825
GLOBEX	NIY	Yen Denominated Nikkei 225 Index	NIY	763000	N/A	763000	610400	JPY	No	763000	610400
GLOBEX	NKD	Dollar Denominated Nikkei 225 Index	NKD	3808.125	3046.50	7616.25	6093	USD	No	7616.25	6093
GLOBEX	NOK	Norwegian krone	NOK	13250	N/A	13250	10600	USD	No	13250	10600
GLOBEX	NQ	E-mini NASDAQ 100 Futures	NQ	5849.91	4679.93	11699.82	9359.86	USD	Yes	11699.82	9359.86
GLOBEX	NYM	New York Housing Index	NYM	2125	N/A	2125	1600	USD	No	2125	1600
GLOBEX	PJY	British pound	PJY	1756172.50	N/A	1756172.50	1404938	JPY	No	1756172.50	1404938
GLOBEX	PLN	Polish zloty	PLN	8000	N/A	8000	6400	USD	Yes²	8000	6400
GLOBEX	PSF	British pound	PSF	14337.50	N/A	14337.50	11470	CHF	No	14337.50	11470
GLOBEX	RF	European Monetary Union Euro	RF	6300	N/A	6300	5000	CHF	No	6300	5000
GLOBEX	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	22185	N/A	22185	17748	USD	Yes²	22185	17748
GLOBEX	RME	CME Chinese Renminbi in Euro Cross Rate	RME	21038.75	N/A	21038.75	16831	EUR	Yes²	21038.75	16831
GLOBEX	RP	European Monetary Union Euro	RP	9070	N/A	9070	7256	GBP	No	9070	7256
GLOBEX	RS1	E-mini Russell 1000 Index Futures	RS1	8000	N/A	8000	6400	USD	No	8000	6400
GLOBEX	RSG	E-mini Russell 1000 Growth Index Futures	RSG	9000	N/A	9000	7200	USD	No	9000	7200
GLOBEX	RSV	E-Mini Russell 1000 Value Index Futures	RSV	5250	N/A	5250	4200	USD	No	5250	4200
GLOBEX	RTY	E-Mini Russell 2000 Index	RTY	2474.08	1979.26	4948.16	3958.53	USD	Yes	4948.16	3958.53
GLOBEX	RY	European Monetary Union Euro	RY	739718.75	N/A	739718.75	591775	JPY	Yes²	739718.75	591775
GLOBEX	SDG	San Diego Housing Index	SDG	3750	N/A	3750	3000	USD	No	3750	3000
GLOBEX	SEK	Swedish krona	SEK	14500	N/A	14500	11600	USD	No	14500	11600
GLOBEX	SFR	San Francisco Housing Index	SFR	7500	N/A	7500	3000	USD	No	7500	3000
GLOBEX	SGX	S&P 500 / Citigroup Growth Index	SG	46875	N/A	46875	37500	USD	No	46875	37500
GLOBEX	SIR	Indian Rupee	SIR	8758.75	N/A	8758.75	7007	USD	No	8758.75	7007
GLOBEX	SJY	Swiss franc	SJY	1968281.25	N/A	1968281.25	1574625	JPY	No	1968281.25	1574625
GLOBEX	SMC	E-Mini S&P SmallCap 600 Futures	SMC	11250	N/A	11250	9000	USD	No	11250	9000
GLOBEX	SONIA	Sterling Overnight Index Average	SON	687.50	N/A	687.50	550	GBP	No	687.50	550
GLOBEX	SPX	S&P 500 Stock Index	SP	21143.125	16914.50	42286.25	33829	USD	Yes	42286.25	33829
GLOBEX	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	462.50	N/A	462.50	370	USD	No	462.50	370
GLOBEX	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	425	N/A	425	340	USD	No	425	340
GLOBEX	SVX	S&P 500 / Citigroup Value Index	SU	31875	N/A	31875	25500	USD	No	31875	25500
GLOBEX	WDC	Washington DC Housing Index	WDC	5000	N/A	5000	2000	USD	No	5000	2000
GLOBEX	IXB	Materials Select Sector Index	XAB	6375	N/A	6375	5100	USD	No	6375	5100
GLOBEX	IXE	Energy Select Sector Index	XAE	4876.25	N/A	4876.25	3901	USD	No	4876.25	3901
GLOBEX	IXM	Financial Select Sector Index	XAF	4928.75	N/A	4928.75	3943	USD	No	4928.75	3943
GLOBEX	IXI	Industrial Select Sector Index	XAI	8125	N/A	8125	6500	USD	No	8125	6500
GLOBEX	IXT	Technology Select Sector Index -	XAK	5762.50	N/A	5762.50	4610	USD	No	5762.50	4610
GLOBEX	IXR	Consumer Staples Select Sector Index	XAP	3371.25	N/A	3371.25	2697	USD	No	3371.25	2697
GLOBEX	IXRE	Real Estate Select Sector Index	XAR	6000	N/A	6000	4800	USD	No	6000	4800
GLOBEX	IXU	Utilities Select Sector Index	XAU	3501.25	N/A	3501.25	2801	USD	No	3501.25	2801
GLOBEX	IXV	Health Care Select Sector Index	XAV	5635	N/A	5635	4508	USD	No	5635	4508
GLOBEX	IXY	Consumer Discretionary Select Sector Index	XAY	7508.75	N/A	7508.75	6007	USD	No	7508.75	6007

Hong Kong Futures Exchange (HKFE)

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

Exchange	Underlying	Product description	Trading Class	Intraday Initial¹^,5	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	2823	ISHARES FTSE A50 CHINA INDEX	A50	8590.08	6872.06	17180.16	13744.125	HKD	No	17180.16	13744.125
HKFE	2018	AAC TECHNOLOGIES HOLDINGS IN	AAC	10953.29	N/A	10953.29	8762.63	HKD	No	10953.29	8762.63
HKFE	1288	AGRICULTURAL BANK OF CHINA-H	ABC	8477.55	N/A	8477.55	6782.04	HKD	No	8477.54	6782.03
HKFE	914	ANHUI CONCH CEMENT CO LTD-H	ACC	5676.70	N/A	5676.70	4541.36	HKD	No	5676.70	4541.36
HKFE	1299	AIA GROUP LTD	AIA	18755.63	N/A	18755.63	15004.50	HKD	No	18755.63	15004.50
HKFE	2600	ALUMINUM CORP OF CHINA LTD-H	ALC	1405.42	N/A	1405.42	1124.34	HKD	No	1405.42	1124.34
HKFE	3188	CHINAAMC CSI 300 IDX ETF-HKD	AMC	20881.27	N/A	20881.27	16705.01	HKD	No	20881.27	16705.01
HKFE	3988	BANK OF CHINA LTD - H	BCL	890.266	N/A	890.266	712.213	HKD	No	890.267	712.214
HKFE	3328	BANK OF COMMUNICATIONS CO-H	BCM	1540.46	N/A	1540.46	1232.37	HKD	No	1540.46	1232.37
HKFE	23	BANK OF EAST ASIA LTD	BEA	1207.86	N/A	1207.86	966.29	HKD	No	1207.86	966.29
HKFE	2388	BOC HONG KONG HOLDINGS LTD	BOC	3838.65	N/A	3838.65	3070.92	HKD	No	3838.65	3070.92
HKFE	IBOV	Brazil Bovespa Stock Index	BOV	102622.80	N/A	102622.80	82098.24	HKD	No	102622.80	82098.24
HKFE	939	CHINA CONSTRUCTION BANK-H	CCB	1577.97	N/A	1577.97	1262.38	HKD	No	1577.97	1262.38
HKFE	1800	CHINA COMMUNICATIONS CONST-H	CCC	1800.54	N/A	1800.54	1440.43	HKD	No	1800.54	1440.43
HKFE	1898	CHINA COAL ENERGY CO - H	CCE	792.739	N/A	792.739	634.191	HKD	No	792.738	634.19
HKFE	1359	CHINA CINDA ASSET MANAGEME-H	CDA	2388.21	N/A	2388.21	1910.57	HKD	No	2388.22	1910.57
HKFE	1816	CGN POWER CO LTD-H	CGN	5126.54	N/A	5126.54	4101.23	HKD	No	5126.54	4101.23
HKFE	CES120	CES China 120 Index	CHH	45705	N/A	45705	36564	HKD	No	45705	36564
HKFE	2883	CHINA OILFIELD SERVICES-H	CHO	17980.40	N/A	17980.40	14384.32	HKD	No	17980.39	14384.31
HKFE	941	CHINA MOBILE LTD	CHT	9190.26	N/A	9190.26	7352.21	HKD	No	9190.26	7352.21
HKFE	762	CHINA UNICOM HONG KONG LTD	CHU	4236.27	N/A	4236.27	3389.02	HKD	No	4236.27	3389.02
HKFE	267	CITIC LTD	CIT	2715.82	N/A	2715.82	2172.65	HKD	No	2715.82	2172.65
HKFE	1	CK HUTCHISON HOLDINGS LTD	CKH	9465.34	N/A	9465.34	7572.27	HKD	No	9465.34	7572.27
HKFE	2628	CHINA LIFE INSURANCE CO-H	CLI	4581.38	N/A	4581.38	3665.10	HKD	No	4581.38	3665.10
HKFE	2	CLP HOLDINGS LTD	CLP	11309.64	N/A	11309.64	9047.71	HKD	No	11309.64	9047.71
HKFE	3968	CHINA MERCHANTS BANK - H	CMB	4688.91	N/A	4688.91	3751.13	HKD	No	4688.91	3751.13
HKFE	883	CNOOC LTD	CNC	3346.00	N/A	3346.00	2676.80	HKD	No	3346.00	2676.80
HKFE	2007	COUNTRY GARDEN HOLDINGS CO	COG	13554.07	N/A	13554.07	10843.25	HKD	No	13554.06	10843.25
HKFE	688	CHINA OVERSEAS LAND & INVEST	COL	14079.22	N/A	14079.22	11263.38	HKD	No	14079.22	11263.38
HKFE	293	CATHAY PACIFIC AIRWAYS	CPA	2990.90	N/A	2990.90	2392.72	HKD	No	2990.90	2392.72
HKFE	386	CHINA PETROLEUM & CHEMICAL-H	CPC	2865.86	N/A	2865.86	2292.69	HKD	No	2865.86	2292.69
HKFE	2601	CHINA PACIFIC INSURANCE GR-H	CPI	7189.66	N/A	7189.66	5751.73	HKD	No	7189.66	5751.73
HKFE	1766	CRRC CORP LTD - H	CRR	16955.09	N/A	16955.09	13564.07	HKD	No	16955.09	13564.07
HKFE	2822	CSOP FTSE CHINA A50 ETF-HKD	CSA	17280.19	N/A	17280.19	13824.15	HKD	No	17280.18	13824.14
HKFE	1088	CHINA SHENHUA ENERGY CO - H	CSE	2065.62	N/A	2065.62	1652.50	HKD	No	2065.62	1652.50
HKFE	998	CHINA CITIC BANK CORP LTD-H	CTB	23607.08	N/A	23607.08	18885.66	HKD	No	23607.10	18885.68
HKFE	728	CHINA TELECOM CORP LTD-H	CTC	1945.59	N/A	1945.59	1556.47	HKD	No	1945.59	1556.47
HKFE	6030	CITIC SECURITIES CO LTD-H	CTS	3731.12	N/A	3731.12	2984.90	HKD	No	3731.12	2984.90
HKFE	CNH	United States dollar	CUS	101580	N/A	101580	81264	CNH	Yes	101580	81264
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	7445.38	N/A	7445.38	4273	HKD	No	7445.38	4273
HKFE	HSIDPI	HSI Dividend Point Index	DHS	17685.61	N/A	17685.61	10150	HKD	No	17685.61	10150
HKFE	3333	CHINA EVERGRANDE GROUP	EVG	10753.23	N/A	10753.23	8602.58	HKD	No	10753.23	8602.58
HKFE	656	FOSUN INTERNATIONAL LTD	FOS	26257.88	N/A	26257.88	21006.30	HKD	No	26257.89	21006.31
HKFE	2238	GUANGZHOU AUTOMOBILE GROUP-H	GAC	7292.19	N/A	7292.19	5833.75	HKD	No	7292.19	5833.75
HKFE	175	GEELY AUTOMOBILE HOLDINGS LT	GAH	15754.73	N/A	15754.73	12603.78	HKD	No	15754.73	12603.79
HKFE	GDR	CNH Gold Futures	GDR	27930	N/A	27930	22344	CNY	No	27930	22344
HKFE	GDU	USD Gold Futures	GDU	4069.80	N/A	4069.80	3255.84	USD	No	4069.80	3255.84
HKFE	27	GALAXY ENTERTAINMENT GROUP L	GLX	11953.59	N/A	11953.59	9562.87	HKD	No	11953.59	9562.87
HKFE	2333	GREAT WALL MOTOR COMPANY-H	GWM	14179.25	N/A	14179.25	11343.40	HKD	No	14179.26	11343.41
HKFE	6837	HAITONG SECURITIES CO LTD-H	HAI	21256.37	N/A	21256.37	17005.10	HKD	No	21256.37	17005.10
HKFE	6	POWER ASSETS HOLDINGS LTD	HEH	6720.77	N/A	6720.77	5376.61	HKD	No	6720.77	5376.61
HKFE	388	HONG KONG EXCHANGES & CLEAR	HEX	6116.84	N/A	6116.84	4893.47	HKD	No	6116.84	4893.47
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	41152.50	32922	82305	65844	HKD	Yes	82305	65844
HKFE	5	HSBC HOLDINGS PLC	HKB	6511.95	N/A	6511.95	5209.56	HKD	No	6511.95	5209.56
HKFE	3	HONG KONG & CHINA GAS	HKG	4856.46	N/A	4856.46	3885.17	HKD	No	4856.46	3885.17
HKFE	12	HENDERSON LAND DEVELOPMENT	HLD	12078.63	N/A	12078.63	9662.90	HKD	No	12078.63	9662.90
HKFE	902	HUANENG POWER INTL INC-H	HNP	2270.68	N/A	2270.68	1816.55	HKD	No	2270.68	1816.55
HKFE	11	HANG SENG BANK LTD	HSB	5046.51	N/A	5046.51	4037.21	HKD	No	5046.51	4037.21
HKFE	HSI	Hang Seng Stock Index	HSI	69877.50	55902	139755	111804	HKD	Yes	139755	111804
HKFE	6886	HUATAI SECURITIES CO LTD-H	HTS	30959.30	N/A	30959.30	24767.44	HKD	No	30959.29	24767.43
HKFE	1398	IND & COMM BK OF CHINA - H	ICB	1400.42	N/A	1400.42	1120.34	HKD	No	1400.42	1120.34
HKFE	3888	KINGSOFT CORP LTD	KSO	4491.35	N/A	4491.35	3593.08	HKD	No	4491.35	3593.08
HKFE	494	LI & FUNG LTD	LIF	625.187	N/A	625.187	500.15	HKD	No	625.187	500.15
HKFE	823	LINK REIT	LNK	24357.31	N/A	24357.31	19485.85	HKD	No	24357.31	19485.85
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	8230.50	6584.40	16461	13168.80	HKD	Yes	16461	13168.80
HKFE	3690	MEITUAN DIANPING-CLASS B	MET	7558.52	N/A	7558.52	6046.81	HKD	No	7558.52	6046.81
HKFE	MHI	Mini Hang Seng Index	MHI	13975.50	11180.40	27951	22360.80	HKD	Yes	27951	22360.80
HKFE	1810	XIAOMI CORP-CLASS B	MIU	2468.24	N/A	2468.24	1974.59	HKD	No	2468.24	1974.59
HKFE	1988	CHINA MINSHENG BANKING COR-H	MSB	14304.29	N/A	14304.29	11443.43	HKD	No	14304.29	11443.43
HKFE	66	MTR CORP.	MTR	6083.08	N/A	6083.08	4866.46	HKD	No	6083.08	4866.46
HKFE	1336	NEW CHINA LIFE INSURANCE C-H	NCL	9052.72	N/A	9052.72	7242.17	HKD	No	9052.72	7242.17
HKFE	17	NEW WORLD DEVELOPMENT	NWD	3050.92	N/A	3050.92	2440.73	HKD	No	3050.91	2440.73
HKFE	2318	PING AN INSURANCE GROUP CO-H	PAI	10615.69	N/A	10615.69	8492.55	HKD	No	10615.69	8492.55
HKFE	857	PETROCHINA CO LTD-H	PEC	2300.69	N/A	2300.69	1840.55	HKD	No	2300.69	1840.55
HKFE	2328	PICC PROPERTY & CASUALTY -H	PIC	3921.18	N/A	3921.18	3136.94	HKD	No	3921.18	3136.94
HKFE	TOP40	FTSE/JSE Africa Top40 Index	SAF	106652.70	N/A	106652.70	85322.16	HKD	No	106652.70	85322.16
HKFE	1928	SANDS CHINA LTD	SAN	3781.13	N/A	3781.13	3024.91	HKD	No	3781.13	3024.91
HKFE	16	SUN HUNG KAI PROPERTIES	SHK	33485.05	N/A	33485.05	26788.04	HKD	No	33485.05	26788.04
HKFE	2382	SUNNY OPTICAL TECH	SNO	18042.92	N/A	18042.92	14434.33	HKD	No	18042.92	14434.33
HKFE	1055	CHINA SOUTHERN AIRLINES CO-H	SOA	14136.36	N/A	14136.36	11309.09	HKD	No	13028.91	10423.13
HKFE	1918	SUNAC CHINA HOLDINGS LTD	SUN	16805.04	N/A	16805.04	13444.03	HKD	No	16805.04	13444.03
HKFE	19	SWIRE PACIFIC LTD - CL A	SWA	11728.52	N/A	11728.52	9382.82	HKD	No	11728.52	9382.82
HKFE	700	TENCENT HOLDINGS LTD	TCH	8532.56	N/A	8532.56	6826.05	HKD	No	8532.56	6826.05
HKFE	2800	TRACKER FUND OF HONG KONG	TRF	2804	N/A	2804	2804	HKD	No	100149.00	80119.20
HKFE	788	CHINA TOWER CORP LTD-H	TWR	4426.33	N/A	4426.33	3541.06	HKD	No	4426.34	3541.07
HKFE	VHSI	Hang Seng Volatility Index	VHS	37802.35	N/A	37802.35	30241.88	HKD	No	116063.43	92850.74
HKFE	4	WHARF HOLDINGS LTD	WHL	5601.68	N/A	5601.68	4481.35	HKD	No	5601.68	4481.34
HKFE	1171	YANZHOU COAL MINING CO-H	YZC	3691.11	N/A	3691.11	2952.89	HKD	No	3691.11	2952.89
HKFE	2899	ZIJIN MINING GROUP CO LTD-H	ZJM	1390.42	N/A	1390.42	1112.33	HKD	No	1390.42	1112.33

Intercontinental Exchange (ICEEU)

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

Exchange ICEEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEU	AD	KONINKLIJKE AHOLD DELHAIZE N	AHL	388.353	N/A	388.353	310.682	EUR	No	388.353	310.682
ICEEU	AKZA	AKZO NOBEL N.V.	AKZ	1444.89	N/A	1444.89	1155.91	EUR	No	1444.89	1155.91
ICEEU	ASML	ASML HOLDING NV	ASL	3256.39	N/A	3256.39	2605.11	EUR	No	3256.39	2605.11
ICEEU	ENI	ENI SPA	ENI	2725.25	N/A	2725.25	2180.20	EUR	No	2725.25	2180.20
ICEEU	ENEL	ENEL SPA	ENL	1081.67	N/A	1081.67	865.334	EUR	No	1081.67	865.333
ICEEU	SG	Short Gilt	G	975	N/A	975	780	GBP	No	975	780
ICEEU	G	ASSICURAZIONI GENERALI	GEN	3060.76	N/A	3060.76	2448.60	EUR	No	3060.76	2448.60
ICEEU	H	Medium Gilt	H	1387.50	N/A	1387.50	1110	GBP	No	1387.50	1110
ICEEU	HEIA	HEINEKEN NV	HEI	1816.94	N/A	1816.94	1453.55	EUR	No	1816.94	1453.55
ICEEU	I	3 Month EURIBOR Interest Rate	I	82.8125	66.25	165.625	132.50	EUR	Yes	165.625	132.50
ICEEU	INGA	ING GROEP NV	ING	188.479	N/A	188.479	150.783	EUR	No	188.479	150.783
ICEEU	KPN	KONINKLIJKE KPN NV	KPN	55.99125	N/A	55.99125	44.793	EUR	No	55.99125	44.793
ICEEU	L	3 Month Sterling Interest Rate FUT	L	106.25	85	212.50	170	GBP	Yes	212.50	170
ICEEU	MB	MEDIOBANCA SPA	MB	1668.14	N/A	1668.14	1334.51	EUR	No	1668.14	1334.51
ICEEU	MS	MEDIASET SPA	MSI	527.431	N/A	527.431	421.945	EUR	No	527.433	421.946
ICEEU	O	5 Year Euro Swapnote	O	687.50	N/A	687.50	550	EUR	No	687.50	550
ICEEU	P	10 Year Euro Swapnote	P	1805	N/A	1805	1444	EUR	No	1805	1444
ICEEU	PHIA	KONINKLIJKE PHILIPS NV	PHI	675.494	N/A	675.494	540.395	EUR	No	675.494	540.395
ICEEU	R	Long Gilt	R	1143.75	915	2287.50	1830	GBP	No	2287.50	1830
ICEEU	RDSA	ROYAL DUTCH SHELL PLC-A SHS	RD	543.544	N/A	543.544	434.835	EUR	No	543.544	434.835
ICEEU	REN	RELX PLC	REN	488.353	N/A	488.353	390.682	EUR	No	488.353	390.682
ICEEU	S	Three Month Euro Swiss Franc Interest Rate	S	221.875	N/A	221.875	177.50	CHF	No	221.875	177.50
ICEEU	STM	STMICROELECTRONICS NV	STM	2770.24	N/A	2770.24	2216.19	EUR	No	2770.23	2216.19
ICEEU	TIT	TELECOM ITALIA SPA	TI	87.7375	N/A	87.7375	70.19	EUR	No	87.7363	70.189
ICEEU	TWS	2 Year Euro Swapnote	TWS	177.50	N/A	177.50	142	EUR	No	177.50	142
ICEEU	UCG	UNICREDIT SPA	UC	1938.42	N/A	1938.42	1550.73	EUR	No	1938.42	1550.73
ICEEU	UNA	UNILEVER NV-CVA	UNA	1279.88	N/A	1279.88	1023.90	EUR	No	1279.88	1023.90
ICEEU	USO	Five Year $ Swapnote	USO	2750	N/A	2750	2200	USD	No	2750	2200
ICEEU	USP	Ten Year $ Swapnote	USP	6900	N/A	6900	5520	USD	No	6900	5520
ICEEU	USW	Two Year Dollar Swapnote	USW	2445	N/A	2445	1956	USD	No	2445	1956
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	1602.50	N/A	1602.50	641	GBP	No	1602.50	641
ICEEU	Y	FTSE 250 Index	Y2	3216.50	N/A	3216.50	2573.20	GBP	No	3216.50	2573.20
ICEEU	Z	FTSE 100 Index	Z	2717.50	2174	5435	4348	GBP	Yes	5435	4348

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	1400	N/A	1400	1120	GBP	No	1400	1120
ICEEUSOFT	D	Robusta Coffee	RC	912.50	N/A	912.50	730	USD	No	912.50	730
ICEEUSOFT	T	Wheat	T	716.25	N/A	716.25	573	GBP	No	716.25	573
ICEEUSOFT	W	White Sugar	W	1313.125	N/A	1313.125	1050.50	USD	No	1313.125	1050.50

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	3157.50	N/A	3157.50	2526	USD	No	3157.50	2526
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	721912.50	N/A	721912.50	534750	JPY	No	721912.50	534750
ICEUS	EO	European Monetary Union Euro	KEO	5178.125	N/A	5178.125	4142.50	USD	No	5178.125	4142.50
ICEUS	ECD	European Monetary Union Euro	KEP	3296.875	N/A	3296.875	2637.50	CAD	No	3296.875	2637.50
ICEUS	GB	Euro in British Pound	KGB	9070	N/A	9070	7256	GBP	No	9070	7256
ICEUS	EAD	European Monetary Union Euro	KRA	8003.125	N/A	8003.125	6402.50	AUD	No	8003.125	6402.50
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	5162.50	N/A	5162.50	4130	CHF	No	5162.50	4130
ICEUS	ZY	Swiss Franc in Japanese Yen	KZY	1356875	N/A	1356875	1085500	JPY	No	1356875	1085500
ICEUS	MP	British pound	MP	7346.25	N/A	7346.25	5877	USD	No	7346.25	5877
ICEUS	SS	British Pound in Swiss Franc	SS	7365.625	N/A	7365.625	5892.50	CHF	No	7365.625	5892.50
ICEUS	SY	British Pound in Japanese Yen	SY	1756172.50	N/A	1756172.50	1404938	JPY	No	1756172.50	1404938

Borsa Italiana (IDEM)

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

Exchange IDEM	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IDEM	A2A	A2A SPA	A2A	1410.40	N/A	1410.40	1128.32	EUR	No	1410.41	1128.33
IDEM	ACE	ACEA SPA	ACE	1542.54	N/A	1542.54	1234.03	EUR	No	1542.54	1234.03
IDEM	AGL	AUTOGRILL SPA	AGL	801.728	N/A	801.728	641.383	EUR	No	801.727	641.382
IDEM	ATL	ATLANTIA SPA	ATL	2489.63	N/A	2489.63	1991.70	EUR	No	2489.63	1991.70
IDEM	BMED	BANCA MEDIOLANUM SPA	BMED	576.344	N/A	576.344	461.076	EUR	No	576.344	461.075
IDEM	BZU	BUZZI UNICEM SPA	BZU	358.645	N/A	358.645	286.916	EUR	No	358.645	286.916
IDEM	CPR	DAVIDE CAMPARI-MILANO SPA	CPR	1723.41	N/A	1723.41	1378.73	EUR	No	1723.41	1378.73
IDEM	ENEL	ENEL SPA	ENEL	540.827	N/A	540.827	432.662	EUR	No	540.826	432.661
IDEM	ENI	ENI SPA	ENI	1362.61	N/A	1362.61	1090.09	EUR	No	1362.61	1090.09
IDEM	ERG	ERG SPA	ERG	1593.15	N/A	1593.15	1274.52	EUR	No	1593.15	1274.52
IDEM	EXO	EXOR NV	EXO	1072.47	N/A	1072.47	857.975	EUR	No	1072.47	857.975
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	1198.67	N/A	1198.67	899.00	EUR	No	1198.67	899.00
IDEM	FTMIB	FTSE MIB Index	FTMIB	6460.94	5168.75	12921.875	10337.50	EUR	Yes	12921.875	10337.50
IDEM	G	ASSICURAZIONI GENERALI	G	306.072	N/A	306.072	244.857	EUR	No	306.072	244.857
IDEM	GEO	GEOX SPA	GEO	204.75	N/A	204.75	163.80	EUR	No	204.75	163.80
IDEM	ISP	INTESA SANPAOLO	ISP	370.548	N/A	370.548	296.438	EUR	No	370.548	296.438
IDEM	LDO	LEONARDO SPA	LDO	962.656	N/A	962.656	770.125	EUR	No	962.656	770.125
IDEM	MB	MEDIOBANCA SPA	MB	834.059	N/A	834.059	667.247	EUR	No	834.059	667.247
IDEM	FTMIB	FTSE MIB Index	MINI	1292.19	1033.75	2584.375	2067.50	EUR	No	2584.375	2067.50
IDEM	MS	MEDIASET SPA	MS	606.769	N/A	606.769	485.415	EUR	No	606.769	485.415
IDEM	PRY	PRYSMIAN SPA	PRY	309.727	N/A	309.727	247.781	EUR	No	309.726	247.781
IDEM	SPM	SAIPEM SPA	SPM	837.40	N/A	837.40	669.92	EUR	No	837.40	669.92
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG	864.798	N/A	864.798	691.838	EUR	No	864.798	691.838
IDEM	SRS	SARAS SPA	SRS	267.375	N/A	267.375	213.90	EUR	No	267.375	213.90
IDEM	STM	STMICROELECTRONICS NV	STM	1408.72	N/A	1408.72	1126.98	EUR	No	1408.72	1126.98
IDEM	TEN	TENARIS SA	TEN	1165.81	N/A	1165.81	932.647	EUR	No	1165.81	932.647
IDEM	TIT	TELECOM ITALIA SPA	TIT	87.7362	N/A	87.7362	70.189	EUR	No	87.735	70.188
IDEM	TITR	TELECOM ITALIA-RSP	TITR	82.6562	N/A	82.6562	66.125	EUR	No	82.6562	66.125
IDEM	TOD	TOD'S SPA	TOD	802.875	N/A	802.875	642.30	EUR	No	802.875	642.30
IDEM	TRN	TERNA SPA	TRN	1071.72	N/A	1071.72	857.375	EUR	No	1071.72	857.375
IDEM	UBI	UBI BANCA SPA	UBI	227.416	N/A	227.416	181.932	EUR	No	227.416	181.932
IDEM	UCG	UNICREDIT SPA	UCG	1147.32	N/A	1147.32	917.853	EUR	No	1147.32	917.853
IDEM	UNI	UNIPOL GRUPPO SPA	UNI	407.556	N/A	407.556	326.045	EUR	No	407.556	326.045
IDEM	US	UNIPOLSAI ASSICURAZIONI SPA	US	619.20	N/A	619.20	495.36	EUR	No	619.20	495.36

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	5573.75	N/A	5573.75	4459	USD	No	5573.75	4459
IPE	COIL	ICE Brent Crude	COIL	6050	N/A	6050	4840	USD	Yes	6050	4840
IPE	ECF	-	ECF	25380	N/A	25380	22370	EUR	No	27962.50	22370
IPE	GOIL	ICE Gasoil	GOIL	4262.50	N/A	4262.50	3410	USD	No	4262.50	3410
IPE	HOIL	ICE Heating Oil	HOIL	6469.31	N/A	6469.31	5175.45	USD	No	6469.31	5175.45
IPE	NCF	Newcastle Coal Futures	NCF	16875	N/A	16875	13500	USD	No	16875	13500
IPE	NGF	ICE UK Natural Gas	NGF	3000	N/A	3000	2400	GBP	No	3000	2400
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	7258.23	N/A	7258.23	5806.58	USD	No	7258.23	5806.58
IPE	UCX	CSX Coal Futures	UCX	8875	N/A	8875	7100	USD	No	8875	7100
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	3325	2660	6650	5320	USD	Yes	6650	5320

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	4145929.06	3316743.25	8291858.125	6633486.50	KRW	Yes	8291858.125	6633486.50
KSE	K200M	Mini KOSPI200 Index	05	830249.78	664199.82	1660499.56	1328399.64	KRW	Yes	1660499.56	1328399.64
KSE	KOSDQ150	KOSDAQ 150 Index	06	1362435.94	N/A	1362435.94	1089948.75	KRW	No	1362435.94	1089948.75
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	135193.34	N/A	135193.34	108154.67	KRW	No	135193.34	108154.67
KSE	017670	SK TELECOM	112	807404.69	N/A	807404.69	645923.75	KRW	No	807404.69	645923.75
KSE	005490	POSCO	113	735426.72	N/A	735426.72	588341.375	KRW	No	735426.72	588341.375
KSE	030200	KTCORPORATION	114	85747.63	N/A	85747.63	68598.10	KRW	No	85747.63	68598.10
KSE	015760	KOREA ELECTRIC POWER CORP	115	78862.78	N/A	78862.78	63090.22	KRW	No	78862.78	63090.22
KSE	005380	HYUNDAI MOTOR CO	116	399008.125	N/A	399008.125	319206.50	KRW	No	399008.125	319206.50
KSE	016360	SAMSUNG SECURITIES CO LTD	117	108749.27	N/A	108749.27	86999.41	KRW	No	108749.27	86999.41
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	142860.56	N/A	142860.56	114288.45	KRW	No	142860.56	114288.45
KSE	000270	KIA MOTORS CORPORATION	119	129247.34	N/A	129247.34	103397.87	KRW	No	129247.34	103397.87
KSE	012330	HYUNDAI MOBIS CO LTD	120	666578.28	N/A	666578.28	533262.625	KRW	No	666578.28	533262.625
KSE	006400	SAMSUNG SDI CO LTD	122	660319.30	N/A	660319.30	528255.44	KRW	No	660319.30	528255.44
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	308566.28	N/A	308566.28	246853.03	KRW	No	308566.28	246853.03
KSE	066570	LG ELECTRONICS INC	124	228451.71	N/A	228451.71	182761.37	KRW	No	228451.71	182761.37
KSE	036460	KOREA GAS CORPORATION	128	131750.92	N/A	131750.92	105400.73	KRW	No	131750.92	105400.73
KSE	004020	HYUNDAI STEEL CO	132	128621.44	N/A	128621.44	102897.15	KRW	No	128621.44	102897.15
KSE	003550	LG CORP	134	225322.23	N/A	225322.23	180257.78	KRW	No	225322.23	180257.78
KSE	078930	GS HOLDINGS	135	156473.77	N/A	156473.77	125179.02	KRW	No	156473.77	125179.02
KSE	033780	KT & G CORPORATION	136	323900.71	N/A	323900.71	259120.57	KRW	No	323900.71	259120.57
KSE	009540	HYUNDAI HEAVY INDUSTRIES	139	334853.87	N/A	334853.87	267883.09	KRW	No	334853.87	267883.09
KSE	086790	HANA FINANCIAL GROUP	140	116729.43	N/A	116729.43	93383.55	KRW	No	116729.43	93383.55
KSE	096770	SK INNOVATION CO LTD	141	527316.60	N/A	527316.60	421853.28	KRW	No	527316.60	421853.28
KSE	001040	CJ CORP	142	327030.18	N/A	327030.18	261624.14	KRW	No	327030.18	261624.14
KSE	034220	LG DISPLAY CO LTD	145	52888.13	N/A	52888.13	42310.51	KRW	No	52888.13	42310.51
KSE	105560	KB FINANCIAL GROUP INC	146	145520.61	N/A	145520.61	116416.48	KRW	No	145520.61	116416.48
KSE	051910	LG CHEM LTD	147	1034291.64	N/A	1034291.64	827433.31	KRW	No	1034291.64	827433.31
KSE	006800	MIRAE ASSET DAEWOO CO LTD	148	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	042670	DOOSAN INFRACORE CO LTD	149	20216.41	N/A	20216.41	16173.13	KRW	No	20216.41	16173.13
KSE	000660	SK HYNIX INC	150	220628.03	N/A	220628.03	176502.42	KRW	No	220628.03	176502.42
KSE	006360	GS ENGINEERING & CONSTRUCT	151	120797.75	N/A	120797.75	96638.20	KRW	No	120797.75	96638.20
KSE	139480	E-MART INC	154	456903.42	N/A	456903.42	365522.73	KRW	No	456903.42	365522.73
KSE	161390	HANKOOK TIRE CO LTD	155	113130.54	N/A	113130.54	90504.43	KRW	No	113130.54	90504.43
KSE	035420	NAVER CORP	156	358324.93	N/A	358324.93	286659.94	KRW	No	358324.93	286659.94
KSE	003490	KOREAN AIR LINES CO LTD	157	98265.53	N/A	98265.53	78612.42	KRW	No	98265.53	78612.42
KSE	3KTB	3-Year Korea Treasury Bond	165	1316280.02	N/A	1316280.02	1053024.02	KRW	No	1316280.02	1053024.02
KSE	FLKTB	10-Year Korea Treasury Bond	167	4960725.23	N/A	4960725.23	3968580.18	KRW	No	4960725.23	3968580.18
KSE	KWY	United States dollar	175	1492000	N/A	1492000	1193600	KRW	No	2984000	2387200
KSE	032640	LG UPLUS CORP	1B0	46472.71	N/A	46472.71	37178.17	KRW	No	46472.71	37178.17
KSE	010950	S-OILCORPORATION	1B2	263814.79	N/A	263814.79	211051.83	KRW	No	263814.79	211051.83
KSE	010130	KOREA ZINC CO LTD	1B3	1331591.80	N/A	1331591.80	1065273.44	KRW	No	1331591.80	1065273.44
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	43656.18	N/A	43656.18	34924.95	KRW	No	43656.18	34924.95
KSE	000210	DAELIM INDUSTRIAL CO LTD	1B5	320771.24	N/A	320771.24	256616.99	KRW	No	320771.24	256616.99
KSE	001680	DAESANG CORPORATION	1B6	82305.21	N/A	82305.21	65844.16	KRW	No	82305.21	65844.16
KSE	047050	POSCO INTERNATIONAL CORP	1B7	53201.08	N/A	53201.08	42560.87	KRW	No	53201.08	42560.87
KSE	034020	DOOSAN HEAVY INDUSTRIES	1B9	18870.74	N/A	18870.74	15096.59	KRW	No	18870.74	15096.59
KSE	023530	LOTTE SHOPPING CO	1BA	508539.77	N/A	508539.77	406831.81	KRW	No	508539.77	406831.81
KSE	011170	LOTTE CHEMICAL CORP	1BB	816793.07	N/A	816793.07	653434.45	KRW	No	816793.07	653434.45
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	253174.56	N/A	253174.56	202539.65	KRW	No	253174.56	202539.65
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	23877.90	N/A	23877.90	19102.32	KRW	No	23877.90	19102.32
KSE	029780	SAMSUNG CARD CO	1BG	112661.11	N/A	112661.11	90128.89	KRW	No	112661.11	90128.89
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	93101.89	N/A	93101.89	74481.52	KRW	No	93101.89	74481.52
KSE	036570	NCSOFTCORPORATION	1BJ	1519360.35	N/A	1519360.35	1215488.28	KRW	No	1519360.35	1215488.28
KSE	000080	HITE JINRO CO LTD	1BK	63997.77	N/A	63997.77	51198.22	KRW	No	63997.77	51198.22
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	222192.75	N/A	222192.75	177754.20	KRW	No	222192.75	177754.20
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	96857.27	N/A	96857.27	77485.81	KRW	No	96857.27	77485.81
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	154283.14	N/A	154283.14	123426.51	KRW	No	154283.14	123426.51
KSE	011210	HYUNDAI WIA CORP	1BP	133159.18	N/A	133159.18	106527.34	KRW	No	133159.18	106527.34
KSE	008770	HOTEL SHILLA CO LTD	1BQ	305436.80	N/A	305436.80	244349.44	KRW	No	305436.80	244349.44
KSE	035250	KANGWON LAND, INC.	1BS	96387.84	N/A	96387.84	77110.27	KRW	No	96387.84	77110.27
KSE	138930	BNK FINANCIAL GROUP INC	1BT	22281.87	N/A	22281.87	17825.49	KRW	No	22281.87	17825.49
KSE	139130	DGB FINANCIAL GROUP INC	1BV	26162.41	N/A	26162.41	20929.93	KRW	No	26162.41	20929.93
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	67283.72	N/A	67283.72	53826.98	KRW	No	67283.72	53826.98
KSE	001120	LG INTERNATIONAL CORP	1BX	52888.13	N/A	52888.13	42310.51	KRW	No	52888.13	42310.51
KSE	011070	LG INNOTEK CO LTD	1BY	323900.71	N/A	323900.71	259120.57	KRW	No	323900.71	259120.57
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	41778.50	N/A	41778.50	33422.80	KRW	No	41778.50	33422.80
KSE	010060	OCI CO LTD	1C0	273516.15	N/A	273516.15	218812.92	KRW	No	273516.15	218812.92
KSE	034730	SK HOLDINGS CO LTD	1C1	757333.06	N/A	757333.06	605866.45	KRW	No	757333.06	605866.45
KSE	001740	SK NETWORKS CO LTD	1C2	15803.85	N/A	15803.85	12643.08	KRW	No	15803.85	12643.08
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	287911.74	N/A	287911.74	230329.39	KRW	No	287911.74	230329.39
KSE	002350	NEXEN TIRE CORPORATION	1C4	32703.02	N/A	32703.02	26162.41	KRW	No	32703.02	26162.41
KSE	018260	SAMSUNG SDS CO LTD	1C5	639977.73	N/A	639977.73	511982.19	KRW	No	639977.73	511982.19
KSE	090430	AMOREPACIFIC CORP	1C6	597729.80	N/A	597729.80	478183.84	KRW	No	597729.80	478183.84
KSE	030000	CHEIL WORLDWIDE INC	1C7	82461.68	N/A	82461.68	65969.34	KRW	No	82461.68	65969.34
KSE	028260	SAMSUNG C&T CORP	1C8	300429.64	N/A	300429.64	240343.71	KRW	No	300429.64	240343.71
KSE	000880	HANWHA CORPORATION	1C9	83087.57	N/A	83087.57	66470.06	KRW	No	83087.57	66470.06
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	12500	N/A	12500	10000	KRW	No	12500	10000
KSE	009830	HANWHA CHEMICAL CORP	1CB	65562.51	N/A	65562.51	52450.01	KRW	No	65562.51	52450.01
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	470986.05	N/A	470986.05	376788.84	KRW	No	470986.05	376788.84
KSE	010620	HYUNDAIMIPODOCKYARD	1CD	153970.19	N/A	153970.19	123176.15	KRW	No	153970.19	123176.15
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	96857.27	N/A	96857.27	77485.81	KRW	No	96857.27	77485.81
KSE	035720	KAKAO CORP	1CF	392749.18	N/A	392749.18	314199.34	KRW	No	392749.18	314199.34
KSE	068270	CELLTRION INC	1CP	1139129.06	N/A	1139129.06	911303.25	KRW	No	1139129.06	911303.25
KSE	051900	LG HOUSEHOLD & HEALTH CARE	1CR	4021375.94	N/A	4021375.94	3217100.75	KRW	No	4021375.94	3217100.75
KSE	002790	AMOREPACIFIC GROUP	1CS	212491.39	N/A	212491.39	169993.11	KRW	No	212491.39	169993.11
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	860605.76	N/A	860605.76	688484.61	KRW	No	860605.76	688484.61
KSE	008930	HANMI SCIENCE CO LTD	1CV	680000	N/A	680000	680000	KRW	No	851217.34	680973.875
KSE	021240	WOONGJIN COWAY CO LTD	1CW	243160.23	N/A	243160.23	194528.19	KRW	No	243160.23	194528.19
KSE	128940	HANMI PHARM CO LTD	1CX	4035000	N/A	4035000	4035000	KRW	No	5050973.44	4040778.75
KSE	018880	HANON SYSTEMS	1CY	33954.81	N/A	33954.81	27163.85	KRW	No	33954.81	27163.85
KSE	027410	BGF CO LTD	1CZ	23971.78	N/A	23971.78	19177.43	KRW	No	23971.78	19177.43
KSE	005830	DB INSURANCE CO LTD	1D0	190272.11	N/A	190272.11	152217.69	KRW	No	190272.11	152217.69
KSE	097950	CJ CHEILJEDANG CORP.	1D1	887206.25	N/A	887206.25	709765	KRW	No	887206.25	709765
KSE	009240	HANSSEM CO LTD	1D2	268508.98	N/A	268508.98	214807.19	KRW	No	268508.98	214807.19
KSE	002380	KCC CORP	1D3	848087.81	N/A	848087.81	678470.25	KRW	No	848087.81	678470.25
KSE	007070	GS RETAIL CO LTD	1D4	110939.90	N/A	110939.90	88751.92	KRW	No	110939.90	88751.92
KSE	012750	S1 CORPORATION	1D5	292918.91	N/A	292918.91	234335.125	KRW	No	292918.91	234335.125
KSE	000100	YUHAN CORPORATION	1D6	2445000	N/A	2445000	2445000	KRW	No	3060626.95	2448501.56
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	94353.68	N/A	94353.68	75482.95	KRW	No	94353.68	75482.95
KSE	069960	HYUNDAI DEPT STORE CO	1D8	269447.83	N/A	269447.83	215558.27	KRW	No	269447.83	215558.27
KSE	079160	CJ CGV CO LTD	1D9	110939.90	N/A	110939.90	88751.92	KRW	No	110939.90	88751.92
KSE	004370	NONGSHIM CO LTD	1DA	805839.92	N/A	805839.92	644671.94	KRW	No	805839.92	644671.94
KSE	079550	LIG NEX1 CO LTD	1DB	105932.74	N/A	105932.74	84746.20	KRW	No	105932.74	84746.20
KSE	204320	MANDO CORP	1DC	93258.37	N/A	93258.37	74606.70	KRW	No	93258.37	74606.70
KSE	004170	SHINSEGAE INC	1DD	929454.22	N/A	929454.22	743563.375	KRW	No	929454.22	743563.375
KSE	161890	KOLMAR KOREA CO LTD	1DE	204980.64	N/A	204980.64	163984.52	KRW	No	204980.64	163984.52
KSE	111770	YOUNGONE CORP	1DG	128621.44	N/A	128621.44	102897.15	KRW	No	128621.44	102897.15
KSE	008560	MERITZ SECURITIES CO LTD	1DH	15146.66	N/A	15146.66	12117.33	KRW	No	15146.66	12117.33
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	438126.56	N/A	438126.56	350501.25	KRW	No	438126.56	350501.25
KSE	192820	COSMAX INC	1DK	350501.25	N/A	350501.25	280401	KRW	No	350501.25	280401
KSE	108670	LG HAUSYS LTD	1DL	174937.68	N/A	174937.68	139950.14	KRW	No	174937.68	139950.14
KSE	023590	DAOU TECHNOLOGY INC	1DM	73542.67	N/A	73542.67	58834.14	KRW	No	73542.67	58834.14
KSE	039130	HANA TOUR SERVICE INC	1DN	189333.26	N/A	189333.26	151466.61	KRW	No	189333.26	151466.61
KSE	241560	DOOSAN BOBCAT INC	1DW	100143.21	N/A	100143.21	80114.57	KRW	No	100143.21	80114.57
KSE	017800	HYUNDAI ELEVATOR CO	1DY	259848	N/A	259848	201037.50	KRW	No	259848	201037.50
KSE	105630	HANSAE CO LTD	1DZ	75263.89	N/A	75263.89	60211.11	KRW	No	75263.89	60211.11
KSE	001060	JW PHARMACEUTICAL	1E1	326000	N/A	326000	326000	KRW	No	408083.59	326466.875
KSE	251270	NETMARBLE CORP	1E5	358324.93	N/A	358324.93	286659.94	KRW	No	358324.93	286659.94
KSE	079440	ORANGE LIFE INSURANCE LTD	1E7	107028.06	N/A	107028.06	85622.45	KRW	No	107028.06	85622.45
KSE	003520	YUNGJIN PHARMACEUTICAL CO	1E9	58700	N/A	58700	58700	KRW	No	73480.08	58784.07

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	3829.375	N/A	3829.375	3063.50	USD	No	3829.375	3063.50
LMEOTC	CA	Grade A Copper - LME	CA	14165.31	N/A	14165.31	11332.25	USD	No	14165.31	11332.25
LMEOTC	NI	Nickel - LME	NI	9347.18	N/A	9347.18	7477.74	USD	No	9347.18	7477.74
LMEOTC	PB	Lead - LME	PB	5915	N/A	5915	4732	USD	No	5915	4732
LMEOTC	SNLME	Tin future	SN	9520.25	N/A	9520.25	7616.20	USD	No	9520.25	7616.20
LMEOTC	ZSLME	Special High Grade Zinc	ZS	6755.625	N/A	6755.625	5404.50	USD	No	6755.625	5404.50

Euronext France (MATIF)

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

Exchange MATIF	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MATIF	EBM	Milling Wheat Futures	EBM	500	N/A	500	400	EUR	Yes	500	400
MATIF	ECO	European Rapeseed Future	ECO	937.50	N/A	937.50	750	EUR	No	937.50	750
MATIF	EMA	Corn	EMA	625	N/A	625	500	EUR	No	625	500

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	A3M	ATRESMEDIA CORP DE MEDIOS DE	A3T	83.9682	N/A	83.9682	67.1746	EUR	No	83.9682	67.1746
MEFFRV	ACS	ACS ACTIVIDADES CONS Y SERV	ACS	716.541	N/A	716.541	573.233	EUR	No	716.541	573.233
MEFFRV	ACX	ACERINOX SA	ACX	164.488	N/A	164.488	131.59	EUR	No	164.488	131.59
MEFFRV	ANA	ACCIONA SA	ANA	1810.56	N/A	1810.56	1448.45	EUR	No	1810.56	1448.45
MEFFRV	BBVA	BANCO BILBAO VIZCAYA ARGENTA	BBV	132.263	N/A	132.263	105.81	EUR	No	132.263	105.81
MEFFRV	BKIA	BANKIA SA	BKI	55.99125	N/A	55.99125	44.793	EUR	No	55.99125	44.793
MEFFRV	BKT	BANKINTER SA	BKT	126.065	N/A	126.065	100.852	EUR	No	126.065	100.852
MEFFRV	BME	BOLSAS Y MERCADOS ESPANOLES	BME	441.958	N/A	441.958	353.566	EUR	No	441.958	353.566
MEFFRV	ELE	ENDESA SA	ELE	426.776	N/A	426.776	341.421	EUR	No	426.776	341.421
MEFFRV	ENG	ENAGAS SA	ENA	477.007	N/A	477.007	381.605	EUR	No	477.007	381.605
MEFFRV	FCC	FOMENTO DE CONSTRUC Y CONTRA	FCC	215.918	N/A	215.918	172.735	EUR	No	215.918	172.735
MEFFRV	FER	FERROVIAL SA	FER	402.41	N/A	402.41	321.928	EUR	No	402.41	321.928
MEFFRV	GAM	SIEMENS GAMESA RENEWABLE ENE	GAM	328.50	N/A	328.50	262.80	EUR	No	328.50	262.80
MEFFRV	GAS	NATURGY ENERGY GROUP SA	GAS	502.31	N/A	502.31	401.848	EUR	No	502.31	401.848
MEFFRV	GRF	GRIFOLS SA	GRF	1478.82	N/A	1478.82	1183.05	EUR	No	1478.82	1183.05
MEFFRV	IBE	IBERDROLA SA	IBE	152.942	N/A	152.942	122.354	EUR	No	152.942	122.354
MEFFRV	IBEX35	IBEX 35 Index	IBX	5000	4000	10000	8000	EUR	No	10000	8000
MEFFRV	IDR	INDRA SISTEMAS S.A.	IDR	177.308	N/A	177.308	141.846	EUR	No	177.308	141.846
MEFFRV	ITX	INDUSTRIA DE DISENO TEXTIL	ITX	481.194	N/A	481.194	384.955	EUR	No	481.194	384.955
MEFFRV	MAP	MAPFRE SA	MAP	55.99125	N/A	55.99125	44.793	EUR	No	55.99125	44.793
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	500	400	1000	800	EUR	Yes	1000	800
MEFFRV	MT	ARCELORMITTAL	MTS	280.244	N/A	280.244	224.195	EUR	No	280.244	224.195
MEFFRV	REE	RED ELECTRICA CORPORACION SA	REE	369.329	N/A	369.329	295.463	EUR	No	369.329	295.463
MEFFRV	REP	REPSOL SA	REP	282.268	N/A	282.268	225.815	EUR	No	282.268	225.814
MEFFRV	SAB2	BANCO DE SABADELL SA	SAB	55.99125	N/A	55.99125	44.793	EUR	No	55.99125	44.793
MEFFRV	SAN1	BANCO SANTANDER SA	SAN	78.335	N/A	78.335	62.668	EUR	No	78.335	62.668
MEFFRV	SCYR	SACYR SA	SVO	55.99125	N/A	55.99125	44.793	EUR	No	55.99125	44.793
MEFFRV	TEF	TELEFONICA SA	TEF	136.336	N/A	136.336	109.069	EUR	No	136.336	109.069
MEFFRV	TL5	MEDIASET ESPANA COMUNICACION	TL5	125.577	N/A	125.577	100.462	EUR	No	125.577	100.462

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	AMXL	AMERICA MOVIL SAB DE C-SER L	AXL	1188.125	N/A	1188.125	950.50	MXN	No	1188.125	950.50
MEXDER	CEMEXCPO	CEMEX SAB-CPO	CXC	836	N/A	836	836	MXN	No	1188.125	950.50
MEXDER	DEUA	United States dollar	DA	16575.00	N/A	16575.00	13260.00	MXN	No	16575.00	13260.00
MEXDER	EURO	European Monetary Union Euro	EU	27907.64	N/A	27907.64	22326.11	MXN	No	27907.64	22326.11
MEXDER	FEMSAUBD	FOMENTO ECONOMICO MEXICA-UBD	FEM	3553.30	N/A	3553.30	2842.64	MXN	No	3553.30	2842.64
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	39500	N/A	39500	31600	MXN	Yes²	39500	31600
MEXDER	BONO10	10 Year Bond	M10	14749.28	N/A	14749.28	11799.43	MXN	No	14749.28	11799.43
MEXDER	BONO3	3 Year Bond	M3	6315.75	N/A	6315.75	5052.60	MXN	No	6315.75	5052.60
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	8122.73	N/A	8122.73	6498.18	MXN	No	8122.73	6498.18

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	4200	N/A	4200	3360	EUR	No	4200	3360
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	2375	N/A	2375	1900	EUR	No	2375	1900
MONEP	CAC40	CAC 40	FCE	2006.25	1605	4012.50	3210	EUR	Yes	4012.50	3210
MONEP	FEF	FTSEurofirst 80 NEW	FEF	7575	N/A	7575	6060	EUR	No	7575	6060
MONEP	FEO	FTSEurofirst 100 NEW	FEO	7075	N/A	7075	5660	EUR	No	7075	5660
MONEP	CAC40	CAC 40	MFC	200.625	160.50	401.25	321	EUR	No	401.25	321

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	ACC	ACC LIMITED	ACC	71489.2	57191.2	142978.4	114382.8	INR	No	355.871	284.697
NSE	ADANIENT	ADANI ENTERPRISES LTD	ADANIENT	207427.2	165942	414856	331883.6	INR	No	103.564	82.8509
NSE	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ADANIPORTS	127712.25	102169.75	255425	204339.5	INR	No	101.782	81.4258
NSE	ADANIPOWE	ADANI POWER LIMITED	ADANIPOWER	282082	225666	564166	451332	INR	No	28.1707	22.5366
NSE	AJANTPHAR	AJANTA PHARMA LTD	AJANTPHARM	255325	254458	510650	508915	INR	No	1272.29	1017.83
NSE	ALBK	ALLAHABAD BANK	ALBK	87231.95	69785.56	174463.9	139570.6	INR	No	13.3703	10.6962
NSE	AMARAJABA	AMARA RAJA BATTERIES LTD	AMARAJABAT	48837.81	39070.22	97675.9	78140.3	INR	No	138.924	111.139
NSE	AMBUJACEM	AMBUJA CEMENTS LIMITED	AMBUJACEM	61077	48861.75	122154.25	97723.375	INR	No	48.6492	38.9193
NSE	APOLLOHOS	APOLLO HOSPITALS ENTERPRISE	APOLLOHOSP	64898.5	51919	129797.5	103838	INR	No	258.457	206.766
NSE	APOLLOTYR	APOLLO TYRES LIMITED	APOLLOTYRE	60389.7	48312	120779.7	96623.7	INR	No	40.0849	32.0679
NSE	ARVIND	ARVIND LTD	ARVIND	21907.2	17525.72	43814.2	35051.4	INR	No	21.8321	17.4657
NSE	ASHOKLEY	ASHOK LEYLAND LIMITED	ASHOKLEY	39561.56	31649.24	79123.2	63298.4	INR	No	19.6933	15.7546
NSE	ASIANPAIN	ASIAN PAINTS LTD	ASIANPAINT	90286.8	72229.2	180573.6	144459	INR	No	299.631	239.705
NSE	AUROPHARM	AUROBINDO PHARMA LTD	AUROPHARMA	334300	334300	668600	668600	INR	No	893.23	714.584
NSE	AXISBANK	AXIS BANK LTD	AXISBANK	102912.96	82330.32	205826.4	164660.4	INR	No	170.759	136.607
NSE	BAJAJ-AUT	BAJAJ AUTO LIMITED	BAJAJ-AUTO	82558	66046.25	165116	132092.75	INR	No	657.551	526.041
NSE	BAJAJFINS	BAJAJ FINSERV LTD	BAJAJFINSV	113559.75	90847.75	227120	181695	INR	No	1808.96	1447.16
NSE	BAJFINANC	BAJAJ FINANCE LTD	BAJFINANCE	101031.25	80825	202062.25	161649.75	INR	No	804.899	643.92
NSE	BALKRISIN	BALKRISHNA INDUSTRIES LTD	BALKRISIND	68107.76	54486.16	136215.2	108972	INR	No	169.532	135.625
NSE	BANKBAROD	BANK OF BARODA	BANKBARODA	75926.4	60741.2	151852.8	121482	INR	No	37.8382	30.2705
NSE	BANKINDIA	BANK OF INDIA	BANKINDIA	79861.2	63889.2	159722.4	127777.8	INR	No	26.5454	21.2363
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	51127.6	40902.2	102255.2	81804.2	INR	Yes	5083.15	4066.52
NSE	BATAINDIA	BATA INDIA LTD	BATAINDIA	84146.7	67317.8	168293.95	134635.05	INR	No	304.639	243.711
NSE	BEL	BHARAT ELECTRONICS LTD	BEL	76527.6	61221.6	153054.6	122443.8	INR	No	25.4091	20.3273
NSE	BEML	BEML LIMITED	BEML	89082.7	71265.6	178164.7	142531.9	INR	No	253.646	202.917
NSE	BERGEPAIN	BERGER PAINTS INDIA LTD	BERGEPAINT	76054.66	60843.86	152109.54	121687.5	INR	No	68.8407	55.0725
NSE	BHARATFIN	BHARAT FINANCIAL INCLUSION L	BHARATFIN	61506	49204.9	123012.5	98410	INR	No	245.15	196.12
NSE	BHARATFOR	BHARAT FORGE LIMITED	BHARATFORG	68202	54561.6	136404	109123.2	INR	No	113.22	90.576
NSE	BHARTIART	BHARTI AIRTEL LIMITED	BHARTIARTL	72894.6012	58315.755	145789.3875	116631.51	INR	No	78.4375	62.75
NSE	BHEL	BHARAT HEAVY ELECTRICALS	BHEL	69998.4	55998.675	139996.5	111997.5	INR	No	18.6037	14.883
NSE	BIOCON	BIOCON LTD	BIOCON	234225	233816.4	468450	467632.8	INR	No	649.49	519.592
NSE	BOSCHLTD	BOSCH LIMITED	BOSCHLTD	57854.1	46283.4	115708.5	92566.8	INR	No	3839.93	3071.95
NSE	BPCL	BHARAT PETROLEUM CORP LTD	BPCL	86545.8	69236.64	173091.6	138473.28	INR	No	95.7995	76.6396
NSE	BRITANNIA	BRITANNIA INDUSTRIES LTD	BRITANNIA	63137.6	50510	126275.2	101020.2	INR	No	628.588	502.871
NSE	BSOFT	BIRLASOFT LTD	BSOFT	25987.05	20789.6625	51974.1	41579.325	INR	No	23.0121	18.4097
NSE	CADILAHC	CADILA HEALTHCARE LTD	CADILAHC	196600	196092.8	393200	392185.6	INR	No	306.395	245.116
NSE	CANBK	CANARA BANK	CANBK	77899.8	62319.8	155799.4	124639.6	INR	No	77.6497	62.1198
NSE	CANFINHOM	CAN FIN HOMES LTD	CANFINHOME	97553.34	78042.6	195107.4	156085.2	INR	No	108.055	86.444
NSE	CASTROLIN	CASTROL INDIA LTD	CASTROLIND	54927	43941.6	109854.34	87883.54	INR	No	32.1601	25.7281
NSE	CEATLTD	CEAT LIMITED	CEATLTD	46006.8	36805.6	92014	73611.2	INR	No	229.072	183.258
NSE	CENTURYTE	CENTURY TEXTILES & INDS LTD	CENTURYTEX	71910.6	57528.24	143820.6	115056.6	INR	No	238.751	191.001
NSE	CESC	CESC LIMITED	CESC	52977.705	42382.175	105955.3	84764.35	INR	No	191.946	153.557
NSE	CGPOWER	CG POWER AND INDUSTRIAL SOLU	CGPOWER	135526.8	108421.2	271052.4	216842.4	INR	No	22.55025	18.0402
NSE	CHENNPETR	CHENNAI PETROLEUM CORP LTD	CHENNPETRO	42486.84	33989.58	84973.68	67978.98	INR	No	47.0076	37.6061
NSE	CHOLAFIN	CHOLAMANDALAM INVESTMENT AND	CHOLAFIN	84795.5	67836.5	169591	135673	INR	No	337.795	270.236
NSE	CIPLA	CIPLA LTD	CIPLA	199766	159813	399533	319626	INR	No	749.58	599.664
NSE	COALINDIA	COAL INDIA LTD	COALINDIA	57920.06	46335.96	115840.12	92672.14	INR	No	52.4171	41.9337
NSE	COLPAL	COLGATE PALMOLIVE (INDIA)	COLPAL	89902.4	71922.2	179804.8	143843.7	INR	No	255.739	204.591
NSE	CONCOR	CONTAINER CORP OF INDIA LTD	CONCOR	83831.505	67065.204	167663.01	134130.5643	INR	No	106.808	85.4461
NSE	CUMMINSIN	CUMMINS INDIA LTD	CUMMINSIND	62132.84	49706.23	124265.4	99412.6	INR	No	176.797	141.438
NSE	DABUR	DABUR INDIA LIMITED	DABUR	53045.375	42436.25	106090.75	84872.625	INR	No	84.4976	67.5981
NSE	DCBBANK	DCB BANK LTD	DCBBANK	113876.55	91101.6	227753.55	182202.75	INR	No	50.3869	40.3095
NSE	DHFL	DEWAN HOUSING FINANCE CORP	DHFL	67380.9	53904.75	134761.8	107809.5	INR	No	89.7162	71.773
NSE	DISHTV	DISH TV INDIA LTD	DISHTV	62286.96	49829.6	124573.6	99659.2	INR	No	15.5467	12.4374
NSE	DIVISLAB	DIVI'S LABORATORIES LTD	DIVISLAB	339970	339756.4	679940	679512	INR	No	2123.48	1698.78
NSE	DLF	DLF LIMITED	DLF	55655.86	44524.74	111311.72	89049.48	INR	No	42.6372	34.1098
NSE	DRREDDY	DR. REDDY'S LABORATORIES	DRREDDY	333200	333200	666400	666400	INR	No	3573.65	2858.92
NSE	EICHERMOT	EICHER MOTORS LTD	EICHERMOT	62855.75	50284.5	125711.25	100569	INR	No	5008.04	4006.43
NSE	ENGINERSI	ENGINEERS INDIA LTD	ENGINERSIN	56766.14	45412.83	113532.28	90825.66	INR	No	27.5908	22.0726
NSE	EQUITAS	EQUITAS HOLDINGS LTD/INDIA	EQUITAS	61994.8	49595.6	123989.2	99191.2	INR	No	30.8723	24.6978
NSE	ESCORTS	ESCORTS LTD	ESCORTS	85758.86	68607.11	171517.5	137214	INR	No	155.338	124.27
NSE	EURINR	Euro in Indian Rupee	EURINR	5074.21	4059.37	10148.42	8118.74	INR	No	9972.29	7977.83
NSE	EXIDEIND	EXIDE INDUSTRIES LTD	EXIDEIND	46399.2	37119.4	92798.4	74238.6	INR	No	46.1992	36.9593
NSE	FEDERALBN	FEDERAL BANK LTD	FEDERALBNK	78691.9	62953.31	157383.1	125906.9	INR	No	22.3833	17.9067
NSE	GAIL	GAIL INDIA LTD	GAIL	100176.7872	80141.4831	200353.3077	160282.6995	INR	No	74.7856	59.8285
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	5794.05	4635.24	11588.09	9270.48	INR	No	11432.50	9146.00
NSE	GLENMARK	GLENMARK PHARMACEUTICALS LTD	GLENMARK	288025	288025	576050	576050	INR	No	720.232	576.186
NSE	GMRINFRA	GMR INFRASTRUCTURE LTD	GMRINFRA	84440.25	67552.2	168880.05	135103.95	INR	No	3.74039	2.99231
NSE	GODFRYPHL	GODFREY PHILLIPS INDIA LTD	GODFRYPHLP	80156.3	64124.9	160312.6	128249.8	INR	No	228.018	182.414
NSE	GODREJCP	GODREJ CONSUMER PRODUCTS LTD	GODREJCP	43825.92	35060.76	87651.6	70121.4	INR	No	145.436	116.349
NSE	GODREJIND	GODREJ INDUSTRIES LTD	GODREJIND	83757.15	67005.75	167514	134011.5	INR	No	111.214	88.971
NSE	GRASIM	GRASIM INDUSTRIES LTD	GRASIM	78324	62659.125	156648	125318.25	INR	No	208.026	166.421
NSE	GSFC	GUJARAT STATE FERT & CHEMICA	GSFC	52718.49	42174.933	105437.45	84349.96	INR	No	22.346	17.8768
NSE	HAVELLS	HAVELLS INDIA LTD	HAVELLS	84032.1	67225.7	168064	134451	INR	No	167.327	133.861
NSE	HCLTECH	HCL TECHNOLOGIES LTD	HCLTECH	81949.7	65559.69	163899.4	131119.1	INR	No	233.117	186.493
NSE	HDFC	HOUSING DEVELOPMENT FINANCE	HDFC	117157	93725.5	234313.5	187451	INR	No	466.565	373.252
NSE	HDFCBANK	HDFC BANK LTD	HDFCBANK	66693.5	53355	133387.25	106709.75	INR	No	531.199	424.959
NSE	HEROMOTOC	HERO MOTOCORP LIMITED	HEROMOTOCO	58906.8	47125.4	117813.8	94251	INR	No	586.481	469.185
NSE	HEXAWARE	HEXAWARE TECHNOLOGIES LTD	HEXAWARE	59464.5	47571.6	118929	95143.2	INR	No	78.936	63.1488
NSE	HINDALCO	HINDALCO INDUSTRIES LIMITED	HINDALCO	76056.05	60844.7	152111.75	121689.4	INR	No	43.273	34.6184
NSE	HINDPETRO	HINDUSTAN PETROLEUM CORP	HINDPETRO	85262.52	68210.1	170525.04	136419.99	INR	No	80.9274	64.7419
NSE	HINDUNILV	HINDUSTAN UNILEVER LTD	HINDUNILVR	59347.5	47478	118695	94956	INR	No	393.913	315.13
NSE	HINDZINC	HINDUSTAN ZINC LTD	HINDZINC	90618.24	72494.72	181236.8	144989.44	INR	No	56.3865	45.1092
NSE	IBULHSGFI	INDIABULLS HOUSING FINANCE L	IBULHSGFIN	90891	72713	181782	145425.5	INR	No	362.764	290.211
NSE	ICICIBANK	ICICI BANK LTD	ICICIBANK	61036.9375	48829.55	122073.875	97659.1	INR	No	88.3811	70.7048
NSE	ICICIPRUL	ICICI PRUDENTIAL LIFE INSURA	ICICIPRULI	60287.1	48229.65	120574.2	96459.3	INR	No	80.0453	64.0362
NSE	IDBI	IDBI BANK LIMITED	IDBI	110283	88226.3	220566	176453	INR	No	22.0316	17.6253
NSE	IDEA	VODAFONE IDEA LTD	IDEA	75435.61712	60348.45396	150871.03556	120696.90792	INR	No	7.58117	6.06494
NSE	IDFC	IDFC LTD	IDFC	71012.832	56810.292	142025.4	113620.584	INR	No	10.722	8.57762
NSE	IDFCFIRST	IDFC FIRST BANK LTD	IDFCFIRSTB	78684.84	62947.8	157369.2	125895.6	INR	No	13.0641	10.4513
NSE	IFCI	IFCI LIMITED	IFCI	63654.85	50923.95	127309.35	101847.55	INR	No	3.62491	2.89993
NSE	IGL	INDRAPRASTHA GAS LTD	IGL	93699.65	74959.775	187399.575	149919.55	INR	No	67.8453	54.2762
NSE	INDIACEM	INDIA CEMENTS LIMITED	INDIACEM	69030.45	55224.45	138060.9	110448.45	INR	No	30.5802	24.4641
NSE	INDIANB	INDIAN BANK	INDIANB	67207.4	53766	134414.8	107531.8	INR	No	66.9574	53.5659
NSE	INDIGO	INTERGLOBE AVIATION LTD	INDIGO	119404.8	95523.6	238809	191047.2	INR	No	396.565	317.252
NSE	INDUSINDB	INDUSIND BANK LIMITED	INDUSINDBK	60867.3	48693.6	121734.3	97387.5	INR	No	404.369	323.495
NSE	INFIBEAM	INFIBEAM AVENUES LTD	INFIBEAM	91300	77488	182600	154976	INR	No	48.38	38.704
NSE	INFRATEL	BHARTI INFRATEL LTD	INFRATEL	64761.4	51809.2	129522.8	103618.4	INR	No	64.4989	51.5992
NSE	INFY	INFOSYS LTD	INFY	94310.16	75448.2	188620.8	150896.4	INR	No	156.496	125.197
NSE	IOC	INDIAN OIL CORPORATION LTD	IOC	64263.85	51411.15	128527.7	102822.3	INR	No	36.5723	29.2578
NSE	IRB	IRB INFRASTRUCTURE DEVELOPER	IRB	76462.08	61169.6	152924.16	122339.2	INR	No	47.6638	38.131
NSE	ITC	ITC LTD	ITC	80798.88	64639.2	161597.76	129278.4	INR	No	67.0324	53.626
NSE	JETAIRWAY	JET AIRWAYS INDIA LTD	JETAIRWAYS	137060	128652.92	274120	257305.4	INR	No	146.047	116.837
NSE	JINDALSTE	JINDAL STEEL & POWER LTD	JINDALSTEL	53195.175	42556.05	106390.125	85112.1	INR	No	47.122	37.6976
NSE	JISLJALEQ	JAIN IRRIGATION SYSTEMS LTD	JISLJALEQS	114840	91872	229680.9	183744.9	INR	No	25.4701	20.3761
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	4070.00	3256.00	8140.00	6512.00	INR	No	8036.16	6428.93
NSE	JSWSTEEL	JSW STEEL LTD	JSWSTEEL	49740.6	39792.45	99481.2	79584.9	INR	No	66.0583	52.8466
NSE	JUBLFOOD	JUBILANT FOODWORKS LTD	JUBLFOOD	72176	57740.5	144352	115481.5	INR	No	287.429	229.943
NSE	JUSTDIAL	JUST DIAL LTD	JUSTDIAL	149809.8	119847.56	299618.2	239695.4	INR	No	213.326	170.661
NSE	KAJARIACE	KAJARIA CERAMICS LIMITED	KAJARIACER	89410.49	71528.34	178821.5	143057.2	INR	No	136.955	109.564
NSE	KOTAKBANK	KOTAK MAHINDRA BANK LTD	KOTAKBANK	65984.8	52787.6	131969.6	105575.6	INR	No	328.474	262.779
NSE	KSCL	KAVERI SEED CO LTD	KSCL	349425	349425	698850	698850	INR	No	584.007	467.206
NSE	KTKBANK	KARNATAKA BANK LTD	KTKBANK	68535.87	54828.79	137072.21	109657.58	INR	No	29.0643	23.2514
NSE	LTFH	L&T FINANCE HOLDINGS LTD	L&TFH	75144.6	60115.95	150289.2	120231.45	INR	No	33.2851	26.6281
NSE	LICHSGFIN	LIC HOUSING FINANCE LTD	LICHSGFIN	66472.89	53178.29	132946	106356.58	INR	No	120.335	96.2678
NSE	LT	LARSEN & TOUBRO LIMITED	LT	60251.25	48201	120502.875	96402.375	INR	No	319.916	255.933
NSE	LUPIN	LUPIN LTD	LUPIN	262377.5	262377.5	524755	524755	INR	No	1001.71	801.37
NSE	MM	MAHINDRA & MAHINDRA LIMITED	M&M	70909.9	56727.9	141820	113456	INR	No	141.195	112.956
NSE	MMFIN	MAHINDRA & MAHINDRA FIN SECS	M&MFIN	61027.875	48822.25	122055.625	97644.5	INR	No	97.257	77.8056
NSE	MANAPPURA	MANAPPURAM FINANCE LTD	MANAPPURAM	85793.4	68634.6	171586.8	137269.2	INR	No	28.4727	22.7782
NSE	MARICO	MARICO LIMITED	MARICO	104166.92	83333.64	208334.1	166667.28	INR	No	79.7785	63.8228
NSE	MARUTI	MARUTI SUZUKI INDIA LTD	MARUTI	57184.35	45747.525	114369	91494.75	INR	No	1518.20	1214.56
NSE	MCDOWELL-	UNITED SPIRITS LTD	MCDOWELL-N	76418.25	61134.5	152836.25	122269.125	INR	No	121.732	97.3853
NSE	MCX	MULTI COMMODITY EXCH INDIA	MCX	64250.13	51400.09	128500.4	102799.9	INR	No	182.759	146.207
NSE	MFSL	MAX FINANCIAL SERVICES LTD	MFSL	54943.56	43954.8	109887.12	87909.72	INR	No	91.1601	72.9281
NSE	MGL	MAHANAGAR GAS LTD	MGL	56971.98	45577.62	113944.2	91155	INR	No	189.069	151.255
NSE	MINDTREE	MINDTREE LIMITED	MINDTREE	65068.2	52054.5	130136.4	104109	INR	No	215.931	172.745
NSE	MOTHERSUM	MOTHERSON SUMI SYSTEMS LTD	MOTHERSUMI	50071.935	40057.605	100143.87	80115.21	INR	No	35.0257	28.0206
NSE	MRF	MRF LIMITED	MRF	60734.1	48587.3	121468.3	97174.6	INR	No	12093.32	9674.65
NSE	MRPL	MANGALORE REFINERY & PETRO	MRPL	47810.21	38248.14	95620.7	76496	INR	No	13.5976	10.8781
NSE	MUTHOOTFI	MUTHOOT FINANCE LTD	MUTHOOTFIN	112075.5	89660.4	224151	179320.5	INR	No	148.834	119.067
NSE	NATIONALU	NATIONAL ALUMINIUM CO LTD	NATIONALUM	47577.52	38062.08	95155.2	76124.08	INR	No	11.8444	9.47551
NSE	NBCC	NBCC INDIA LTD	NBCC	62658.08	50126.48	125316	100252.8	INR	No	15.6145	12.4916
NSE	NCC	NCC LTD	NCC	140816	112652.8	281632	225305.6	INR	No	35.104	28.0832
NSE	NESTLEIND	NESTLE INDIA LIMITED	NESTLEIND	58825.5	47060.5	117651	94121	INR	No	2342.66	1874.13
NSE	NHPC	NHPC LTD	NHPC	68555.7	54844.56	137111.67	109689.39	INR	No	5.05321	4.04257
NSE	NIFTY50	Nifty 50	NIFTY	62362.125	49889.7	124724.25	99779.25	INR	Yes	1651.54	1321.23
NSE	NIITTECH	NIIT TECHNOLOGIES LTD	NIITTECH	107369.25	85895.25	214738.5	171790.5	INR	No	285.055	228.044
NSE	NMDC	NMDC LIMITED	NMDC	61962.6	49570.14	123925.2	99140.4	INR	No	20.5667	16.4534
NSE	NTPC	NTPC LIMITED	NTPC	68427.36	54741.6	136854.72	109483.68	INR	No	28.3864	22.7091
NSE	OFSS	ORACLE FINANCIAL SERVICES	OFSS	56686.5	45349.2	113373	90698.4	INR	No	752.495	601.996
NSE	OIL	OIL INDIA LTD	OIL	68602.017	54881.6136	137203.6941	109762.8873	INR	No	40.1909	32.15275
NSE	ONGC	OIL & NATURAL GAS CORP LTD	ONGC	72662.25	58129.5	145324.125	116259.375	INR	No	38.5781	30.8625
NSE	ORIENTBAN	ORIENTAL BANK OF COMMERCE	ORIENTBANK	89723.9	71779.4	179447.8	143558.1	INR	No	25.5354	20.4283
NSE	PAGEIND	PAGE INDUSTRIES LTD	PAGEIND	61531.25	49225	123062.5	98450	INR	No	4900.83	3920.66
NSE	PCJEWELLE	PC JEWELLER LTD	PCJEWELLER	246714	197371.2	493428	394742.4	INR	No	75.812	60.6496
NSE	PEL	PIRAMAL ENTERPRISES LTD	PEL	91711.662	73369.39	183423.022	146738.478	INR	No	605.186	484.149
NSE	PETRONET	PETRONET LNG LTD	PETRONET	79958.7	63966.9	159917.1	127933.8	INR	No	53.0682	42.4546
NSE	PFC	POWER FINANCE CORPORATION	PFC	85526.52	68421.34	171053.04	136842.06	INR	No	27.4892	21.9913
NSE	PIDILITIN	PIDILITE INDUSTRIES LTD	PIDILITIND	66584	53267	133167.5	106534	INR	No	265.16	212.128
NSE	PNB	PUNJAB NATIONAL BANK	PNB	84132.3	67305.7	168263.9	134611.4	INR	No	23.9502	19.1602
NSE	POWERGRID	POWER GRID CORP. OF INDIA LTD.	POWERGRID	81626.4	65301.2	163253.2	130602.4	INR	No	40.6383	32.5106
NSE	PVR	PVR LTD	PVR	80375.2	64300.4	160750.4	128600.4	INR	No	400.101	320.081
NSE	RAMCOCEM	RAMCO CEMENTS LTD/THE	RAMCOCEM	68216.64	54573.28	136433.6	109146.4	INR	No	169.792	135.833
NSE	RAYMOND	RAYMOND LIMITED	RAYMOND	71599.2	57279.36	143198.4	114558.4	INR	No	178.211	142.568
NSE	RBLBANK	RBL BANK LTD	RBLBANK	89124	71299.2	178248	142598.4	INR	No	147.89	118.312
NSE	RECLTD	REC LTD	RECLTD	102076.8	81661.2	204153	163322.4	INR	No	33.888	27.1104
NSE	RELCAPITA	RELIANCE CAPITAL LIMITED	RELCAPITAL	76027.65	60822	152055	121644.15	INR	No	101.258	81.0061
NSE	RELIANCE	RELIANCE INDUSTRIES LIMITED	RELIANCE	74258	59406.5	148515.5	118812.5	INR	No	295.731	236.585
NSE	RELINFRA	RELIANCE INFRASTRUCTURE LTD	RELINFRA	36708.49	29366.74	73416.98	58733.61	INR	No	56.3621	45.0897
NSE	REPCOHOME	REPCO HOME FINANCE LTD	REPCOHOME	84054.85	67243.88	168109.7	134488.2	INR	No	152.414	121.932
NSE	RPOWER	RELIANCE POWER LIMITED	RPOWER	47112.96	37690.4	94226.08	75380.8	INR	No	5.87663	4.7013
NSE	SAIL	STEEL AUTHORITY OF INDIA	SAIL	87832.2	70265.76	175664.4	140532	INR	No	14.5887	11.671
NSE	SBIN	STATE BANK OF INDIA	SBIN	119156.7	95325.3	238313.4	190650.6	INR	No	79.1003	63.2802
NSE	SHREECEM	SHREE CEMENT LIMITED	SHREECEM	113496.5	90797	226993	181594	INR	No	4519.86	3615.88
NSE	SIEMENS	SIEMENS LTD	SIEMENS	77115.5	61692.4	154230.45	123384.8	INR	No	279.269	223.416
NSE	SOUTHBANK	SOUTH INDIAN BANK LTD	SOUTHBANK	63986.98575	51189.5886	127973.64009	102378.84579	INR	No	3.84899	3.07919
NSE	SRF	SRF LIMITED	SRF	85973.5	68778.75	171947.25	137557.75	INR	No	684.901	547.921
NSE	SRTRANSFI	SHRIRAM TRANSPORT FINANCE	SRTRANSFIN	77817	62253.6	155634	124507.2	INR	No	258.328	206.662
NSE	STAR	STRIDES PHARMA SCIENCE LTD	STAR	226270	226270	452540	452540	INR	No	515.277	412.222
NSE	SUNPHARMA	SUN PHARMACEUTICAL INDUS	SUNPHARMA	55760.65	44608.52	111521.3	89217.04	INR	No	100.983	80.7864
NSE	SUNTV	SUN TV NETWORK LIMITED	SUNTV	63907.9	51126.4	127816	102253	INR	No	127.278	101.823
NSE	SUZLON	SUZLON ENERGY LIMITED	SUZLON	115817.16	92653.12	231633.56	185307	INR	No	3.04781	2.43825
NSE	SYNDIBANK	SYNDICATE BANK	SYNDIBANK	81918.15	65534.55	163836	131069.1	INR	No	10.8974	8.71794
NSE	TATACHEM	TATA CHEMICALS LIMITED	TATACHEM	61335.525	49068.375	122670.75	98136.75	INR	No	162.961	130.369
NSE	TATACOMM	TATA COMMUNICATIONS LIMITED	TATACOMM	60355	48284	120710	96568	INR	No	120.172	96.138
NSE	TATAELXSI	TATA ELXSI LIMITED	TATAELXSI	37316.08	29852.84	74632	59705.6	INR	No	185.755	148.604
NSE	TATAGLOBA	TATA GLOBAL BEVERAGES LTD	TATAGLOBAL	73235.7	58588.65	146471.625	117177.3	INR	No	64.8735	51.8988
NSE	TATAMOTOR	TATA MOTORS LTD	TATAMOTORS	60658.6	48526.8	121317	97053.6	INR	No	60.4835	48.3868
NSE	TATAMTRDV	TATA MOTORS LTD-A-DVR	TATAMTRDVR	51401.84	41121.32	102803.68	82242.64	INR	No	26.9786	21.5828
NSE	TATAPOWER	TATA POWER CO LTD	TATAPOWER	68625.81	54900.63	137251.8	109800.9	INR	No	15.1877	12.1502
NSE	TATASTEEL	TATA STEEL LTD	TATASTEEL	60927.1823	48741.7034	121854.789	97483.5129	INR	No	114.386	91.5089
NSE	TCS	TATA CONSULTANCY SVCS LTD	TCS	58451.25	46761	116902.25	93522	INR	No	465.547	372.438
NSE	TECHM	TECH MAHINDRA LTD	TECHM	102893.88	82315.08	205788	164630.4	INR	No	170.727	136.582
NSE	TITAN	TITAN CO LTD	TITAN	103509	82807.5	207018	165614.25	INR	No	274.799	219.839
NSE	TORNTPHAR	TORRENT PHARMACEUTICALS LTD	TORNTPHARM	400375	400375	800750	800750	INR	No	2004.29	1603.43
NSE	TORNTPOWE	TORRENT POWER LTD	TORNTPOWER	80361.3	64289.1	160722.75	128578.2	INR	No	53.3367	42.6694
NSE	TV18BRDCS	TV18 BROADCAST LTD	TV18BRDCST	51615.07	41292.03	103230.14	82584.19	INR	No	7.90328	6.32262
NSE	TVSMOTOR	TVS MOTOR CO LTD	TVSMOTOR	54224.7	43379.7	108449	86759.5	INR	No	107.974	86.3795
NSE	UBL	UNITED BREWERIES LTD	UBL	110791.1	88632.6	221582.2	177265.2	INR	No	315.146	252.116
NSE	UJJIVAN	UJJIVAN FINANCIAL SERVICES L	UJJIVAN	81348	65078.4	162696	130156.8	INR	No	101.373	81.098
NSE	ULTRACEMC	ULTRATECH CEMENT LTD	ULTRACEMCO	108914.4	87131.6	217828	174263.2	INR	No	1084.61	867.686
NSE	UNIONBANK	UNION BANK OF INDIA	UNIONBANK	84974.4	67979.52	169948.8	135958.9	INR	No	24.2034	19.3627
NSE	UPL	UPL LTD	UPL	66302.4	53041.74	132604.2	106083.6	INR	No	220.02	176.016
NSE	USDINR	US Dollars in Indian Rupee	USDINR	4383.64	3506.91	8767.28	7013.83	INR	Yes	8678.41	6942.73
NSE	VEDL	VEDANTA LTD	VEDL	42192.81	33754.11	84385.39	67508.45	INR	No	36.5268	29.2215
NSE	VGUARD	V-GUARD INDUSTRIES LTD	VGUARD	68540.4	54832.5	137080.8	109664.7	INR	No	45.4936	36.3949
NSE	VOLTAS	VOLTAS LIMITED	VOLTAS	64689.3	51751.5	129379	103503	INR	No	128.816	103.053
NSE	WIPRO	WIPRO LTD	WIPRO	101671.04	81336.96	203342.08	162673.6	INR	No	63.2694	50.6156
NSE	WOCKPHARM	WOCKHARDT LIMITED	WOCKPHARMA	172530	172530	345060	345060	INR	No	480.124	384.10
NSE	YESBANK	YES BANK LTD	YESBANK	66125.5	52900.4	132251.175	105800.975	INR	No	75.4346	60.3477
NSE	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZEEL	98076.42	78461.11	196153.1	156921.7	INR	No	150.549	120.439

ICE Futures U.S. (NYBOT)

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

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	CC	Cocoa NYBOT	CC	2375	N/A	2375	1900	USD	Yes	2375	1900
NYBOT	CT	Cotton No. 2	CT	3312.50	N/A	3312.50	2650	USD	Yes	3312.50	2650
NYBOT	DX	NYBOT US Dollar FX	DX	3707.81	N/A	3707.81	2966.25	USD	Yes	3707.81	2966.25
NYBOT	NYFANG	NYSE FANG+ Index	FNG	19932.50	N/A	19932.50	15946	USD	No	19932.50	15946
NYBOT	KC	Coffee "C"	KC	3380	N/A	3380	2704	USD	Yes	3380	2704
NYBOT	OJ	FC Orange Juice "A"	OJ	1512	N/A	1512	1209.60	USD	Yes	1512	1209.60
NYBOT	RS	Canola	RS	425	N/A	425	340	CAD	No	425	340
NYBOT	SB	Sugar No. 11	SB	1220.24	N/A	1220.24	976.192	USD	Yes	1220.24	976.192
NYBOT	SF	Sugar #16 112000 lbs	SF	1215.20	N/A	1215.20	972.16	USD	No	1215.20	972.16

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	6296.25	N/A	6296.25	5037	USD	No	6296.25	5037
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	6296.25	N/A	6296.25	5037	USD	Yes²	6296.25	5037
NYMEX	CL	Light Sweet Crude Oil	CL	2598.75	2079	5197.50	4158	USD	Yes	5197.50	4158
NYMEX	GC	Gold	GC	2975	2380	4250	3400	USD	Yes	4250	3400
NYMEX	HG	NYMEX Copper Index	HG	3101	2480.80	4430	3544	USD	Yes	4430	3544
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	1172.50	938	1675	1340	USD	No	1675	1340
NYMEX	HO	Heating Oil	HO	3922.41	3137.925	5603.44	4482.75	USD	Yes	5603.44	4482.75
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	1641.50	1313.20	2345	1876	USD	No	2345	1876
NYMEX	HRC	Hot-Rolled Coil Steel Index	HRC	493.75	N/A	493.75	395	USD	No	493.75	395
NYMEX	MGC	E-Micro Gold	MGC	297.50	238	425	340	USD	No	425	340
NYMEX	NG	Henry Hub Natural Gas	NG	1641.50	1313.20	2345	1876	USD	Yes	2345	1876
NYMEX	PA	NYMEX Palladium Index	PA	17000	N/A	17000	13600	USD	No	17000	13600
NYMEX	PL	NYMEX Platinum Index	PL	2085	N/A	2085	1668	USD	No	2085	1668
NYMEX	QC	COMEX MINY Copper	QC	1550.50	1240.40	2215	1772	USD	No	2215	1772
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	410.375	328.30	586.25	469	USD	No	586.25	469
NYMEX	QH	NYMEX MINY Heating Oil Index	QH	1961.77	1569.41	2802.525	2242.02	USD	No	2802.525	2242.02
NYMEX	QI	COMEX MINY Silver	QI	1676.90	1242.15	2395.575	1774.50	USD	No	2395.575	1774.50
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	1299.375	1039.50	2598.75	2079	USD	No	2598.75	2079
NYMEX	QO	COMEX MINY Gold	QO	1487.50	1190	2125	1700	USD	No	2125	1700
NYMEX	QU	NYMEX MINY Gasoline RBOB Index	QU	2403.625	1922.90	3433.75	2747	USD	No	3433.75	2747
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	4807.25	3845.80	6867.50	5494	USD	Yes	6867.50	5494
NYMEX	SI	NYMEX Silver Index	SI	3353.805	2484.30	4791.15	3549	USD	Yes	4791.15	3549
NYMEX	SI	NYMEX Silver Index	SIL	670.761	496.86	958.23	709.80	USD	No	958.23	709.80
NYMEX	TT	NYMEX Cotton index	TT	3750	N/A	3750	3000	USD	No	3750	3000
NYMEX	UX	NYMEX Uranium Index	UX	520	N/A	520	416	USD	No	520	416

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	MXEA	MSCI EAFE Index	MFS	5625	N/A	5625	4500	USD	No	5625	4500
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3251.25	N/A	3251.25	2601	USD	No	3251.25	2601
NYSELIFFE	MXUS	MSCI USA Index	MUN	11846.25	N/A	11846.25	9477	USD	No	11846.25	9477
NYSELIFFE	YG	Mini Sized NY Gold Futures	YG	1215.87	N/A	1215.87	972.698	USD	Yes²	1215.87	972.698
NYSELIFFE	YI	Mini Sized NY Silver Futures	YI	908.75	N/A	908.75	727	USD	Yes²	908.75	727
NYSELIFFE	ZG	Gold 100 Troy Oz	ZG	3781.875	N/A	3781.875	3025.50	USD	Yes²	3781.875	3025.50
NYSELIFFE	ZI	CBOT 5000 Oz Silver Futures	ZI	4543.75	N/A	4543.75	3635	USD	Yes²	4543.75	3635

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	ABB	ABB LTD-REG	ABB.FWD	3438.41	N/A	3438.41	2750.73	SEK	No	3438.41	2750.73
OMS	ALFA	ALFA LAVAL AB	ALFA.FWD	3963.36	N/A	3963.36	3170.69	SEK	No	3963.36	3170.69
OMS	AZN	ASTRAZENECA PLC	AZN.FWD	17342.04	N/A	17342.04	13873.63	SEK	No	17342.04	13873.63
OMS	BOL	BOLIDEN AB	BOLI.FWD	4386.19	N/A	4386.19	3508.95	SEK	No	4386.19	3508.95
OMS	ELUX.B	ELECTROLUX, AB SER. B	ELUXB.FWD	4182.72	N/A	4182.72	3346.17	SEK	No	4182.72	3346.17
OMS	ERIC.B	ERICSSON LM-B SHS	ERICB.FWD	1748.83	N/A	1748.83	1399.06	SEK	No	1748.83	1399.06
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB	3700	N/A	3700	2960	SEK	No	3700	2960
OMS	HM.B	HENNES & MAURITZ AB-B SHS	HMB.FWD	3700	N/A	3700	2960	SEK	No	3700	2960
OMS	HOLM.B	HOLMEN AB-B SHARES	HOLMB.FWD	3537.07	N/A	3537.07	2829.65	SEK	No	3537.07	2829.65
OMS	HUSQ.B	HUSQVARNA AB-B SHS	HUSQB.FWD	1589.15	N/A	1589.15	1271.32	SEK	No	1589.15	1271.32
OMS	INVE.B	INVESTOR AB-B SHS	INVEB.FWD	8168.58	N/A	8168.58	6534.86	SEK	No	8168.58	6534.86
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	LUPE.FWD	5586.20	N/A	5586.20	4468.96	SEK	No	5586.20	4468.96
OMS	NDA	NORDEA BANK ABP	NDASE.FWD	1355.49	N/A	1355.49	1084.39	SEK	No	1355.49	1084.39
OMS	NOKIASEK	NOKIA OYJ	NOKIA.FWD	917.925	N/A	917.925	734.34	SEK	No	917.925	734.34
OMS	OMXS30	OMX Index (Sweden)	OMXS30	17031.25	N/A	17031.25	13625	SEK	Yes	17031.25	13625
OMS	SAND	SANDVIK AB	SAND.FWD	3030.03	N/A	3030.03	2424.02	SEK	No	3030.03	2424.02
OMS	SEB.A	SKANDINAVISKA ENSKILDA BAN-A	SEBA.FWD	1689.82	N/A	1689.82	1351.85	SEK	No	1689.82	1351.85
OMS	SHB.A	SVENSKA HANDELSBANKEN-A SHS	SHBA.FWD	1893.56	N/A	1893.56	1514.85	SEK	No	1893.56	1514.85
OMS	SKA.B	SKANSKA AB-B SHS	SKAB	3018.45	N/A	3018.45	2414.76	SEK	No	3018.45	2414.76
OMS	SKA.B	SKANSKA AB-B SHS	SKAB.FWD	3018.45	N/A	3018.45	2414.76	SEK	No	3018.45	2414.76
OMS	SKF.B	SKF AB-B SHARES	SKFB.FWD	2965.36	N/A	2965.36	2372.29	SEK	No	2965.36	2372.29
OMS	SSAB.A	SSAB AB-A SHARES	SSABA.FWD	603.119	N/A	603.119	482.495	SEK	No	603.119	482.495
OMS	STER	STORA ENSO OYJ-R SHS	STER.FWD	2073.55	N/A	2073.55	1658.84	SEK	No	2073.55	1658.84
OMS	SWED.A	SWEDBANK AB - A SHARES	SWEDA.FWD	3407.50	N/A	3407.50	2726	SEK	No	3407.50	2726
OMS	TELIA	TELIA CO AB	TLSN.FWD	763.80	N/A	763.80	611.04	SEK	No	763.80	611.04
OMS	TREL.B	TRELLEBORG AB-B SHS	TRELB.FWD	2578.29	N/A	2578.29	2062.63	SEK	No	2578.29	2062.63
OMS	VOLV.B	VOLVO AB-B SHS	VOLVB.FWD	2739.48	N/A	2739.48	2191.59	SEK	No	2739.48	2191.59

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	DJIA	OSE Dow Jones Industrial Average	DJIA	137404.69	N/A	137404.69	109923.76	JPY	No	137404.69	109923.76
OSE.JPN	JGB	Japanese Government Bonds	JGBL	1908124.925	N/A	1908124.925	1526499.94	JPY	Yes	1908124.93	1526499.94
OSE.JPN	MJ	Mini 10 Year JGB	JGBLM	190812.49	N/A	190812.49	152649.99	JPY	No	190812.49	152649.99
OSE.JPN	JPNK400	JPX-Nikkei Index 400	JN400	102821.78	N/A	102821.78	82257.42	JPY	No	102821.78	82257.42
OSE.JPN	TSEMOTHR	TSE Mothers Index	MOTHE	124387.43	N/A	124387.43	99509.95	JPY	No	124387.43	99509.95
OSE.JPN	N225	Nikkei 225	NK225	762721.61	610177.29	1525443.22	1220354.57	JPY	Yes	1525443.22	1220354.57
OSE.JPN	N225M	Nikkei 225 Mini	NK225M	76272.16	61017.73	152544.32	122035.46	JPY	No	152544.32	122035.46
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NKVI	111875	N/A	111875	89500	JPY	No	274093.75	219275
OSE.JPN	TSEREIT	TSE REIT Index	REIT	74391.32	N/A	74391.32	59513.06	JPY	No	74391.32	59513.06
OSE.JPN	TOPX	TOPIX Index	TOPIX	578125.61	462500.49	1156251.22	925000.98	JPY	No	1156251.22	925000.98
OSE.JPN	MNTPX	Japan Mini Topix	TOPIXM	57584.84	46067.87	115169.69	92135.75	JPY	No	115169.69	92135.75
OSE.JPN	TPXC30	Topix Core30	TPX30	53028.89	N/A	53028.89	42423.11	JPY	No	53028.89	42423.11

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	112500.78	N/A	112500.78	90000.63	JPY	No	112500.78	90000.63
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	875.05	N/A	875.05	700.04	USD	No	875.05	700.04
SGX	M3CNX	MSCI China Free Price USD Index	CH	5727.22	N/A	5727.22	4581.78	USD	No	5727.22	4581.78
SGX	XINA50	FTSE/Xinhua China A50	CN	1443.65	N/A	1443.65	1154.92	USD	No	1443.65	1154.92
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	11052.72	N/A	11052.72	8842.18	USD	No	11052.72	8842.18
SGX	SEY	Euroyen (TIBOR) Index	EY	52500.00	N/A	52500.00	42000.00	JPY	No	52500.00	42000.00
SGX	SCI	SGX TSI Iron Ore Futures	FEF	1178.19	N/A	1178.19	942.549	USD	No	1178.19	942.549
SGX	MXID	MSCI Indonesia Index	ID	875.825	N/A	875.825	700.66	USD	No	875.825	700.66
SGX	NIFTY	CNX Nifty Index	IN	1381.66	N/A	1381.66	1105.33	USD	Yes	1381.66	1105.33
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3499.86	N/A	3499.86	2799.89	USD	No	3499.86	2799.89
SGX	SGB	SGX Mini JGB Index	JB	190837.50	N/A	190837.50	152670.00	JPY	No	190837.50	152670.00
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	334300.125	N/A	334300.125	267440.10	JPY	No	334300.125	267440.10
SGX	KU	SGX Korean Won in US Dollar Futures	KU	2802.78	N/A	2802.78	2242.23	USD	No	2802.78	2242.23
SGX	MXMY	MSCI Malaysia Index	MY	999.97	N/A	999.97	799.976	USD	No	999.97	799.976
SGX	M1CNX	MSCI China Free Net Total Return (USD) Index	NCH	6164.58	N/A	6164.58	4931.66	USD	No	6164.58	4931.66
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	1288112.01	N/A	1288112.01	890489.61	JPY	No	1288112.01	890489.61
SGX	SGXNK	SGX: Nikkei 225	NK	380328.75	304263	760657.50	608526	JPY	Yes	760657.50	608526
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	76272.16	61017.73	152544.33	122035.46	JPY	No	152544.33	122035.46
SGX	N225U	SGX: USD Nikkei 225 Index	NU	7639.91	N/A	7639.91	6111.93	USD	No	7639.91	6111.93
SGX	SSG	MSCI Singapore Free Index	SGP	2247.92	N/A	2247.92	1798.34	SGD	Yes²	2247.92	1798.34
SGX	STI	SGX Straits Times Index	ST	2769.87	N/A	2769.87	2215.90	SGD	No	2769.87	2215.90
SGX	TSR20	SICOM Rubber	TF	687.70	N/A	687.70	550.16	USD	No	687.70	550.16
SGX	MXTH	MSCI Thailand index	TH	999.416	N/A	999.416	799.533	USD	No	999.416	799.533
SGX	STW	MSCI Taiwan Index	TW	1125.54	900.432	2251.08	1800.86	USD	Yes	2251.08	1800.86
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	101662.21	N/A	101662.21	81329.77	CNH	No	101662.21	81329.77
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	3726419.27	N/A	3726419.27	2981135.42	JPY	No	3726419.27	2981135.42
SGX	US	SGX US Dollar in Singapore Dollar Futures	US	2128.21	N/A	2128.21	1702.57	SGD	No	2128.21	1702.57
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	745283.85	N/A	745283.85	596227.08	JPY	No	745283.85	596227.08
SGX	AMBUJACEM	AMBUJA CEMENTS LIMITED	ZACE	1000	N/A	1000	800	USD	No	1000	800
SGX	ADANIPORT	ADANI PORTS AND SPECIAL ECON	ZADS	2000	N/A	2000	1600	USD	No	2000	1600
SGX	ASIANPAIN	ASIAN PAINTS LTD	ZAPN	1500	N/A	1500	1200	USD	No	1500	1200
SGX	AUROPHARM	AUROBINDO PHARMA LTD	ZARB	6667.50	N/A	6667.50	6667.50	USD	No	8341.43	6673.14
SGX	AXISBANK	AXIS BANK LTD	ZAXS	1625	N/A	1625	1300	USD	No	1625	1300
SGX	BAJFINANC	BAJAJ FINANCE LTD	ZBAF	3407.67	N/A	3407.67	2726.14	USD	No	3407.67	2726.14
SGX	BHARTIART	BHARTI AIRTEL LIMITED	ZBHA	1125	N/A	1125	900	USD	No	1125	900
SGX	INFRATEL	BHARTI INFRATEL LTD	ZBHI	875	N/A	875	700	USD	No	875	700
SGX	BAJAJ-AUT	BAJAJ AUTO LIMITED	ZBJA	1478.53	N/A	1478.53	1182.82	USD	No	1478.53	1182.82
SGX	BOSCHLTD	BOSCH LIMITED	ZBOS	2000	N/A	2000	1600	USD	No	2000	1600
SGX	BPCL	BHARAT PETROLEUM CORP LTD	ZBPC	1625	N/A	1625	1300	USD	No	1625	1300
SGX	CIPLA	CIPLA LTD	ZCIP	5250.71	N/A	5250.71	4200.57	USD	No	10501.41	8401.13
SGX	COALINDIA	COAL INDIA LTD	ZCOA	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	DRREDDY	DR. REDDY'S LABORATORIES	ZDRR	13341.50	N/A	13341.50	13341.50	USD	No	16690.37	13352.29
SGX	EICHERMOT	EICHER MOTORS LTD	ZEIM	2625	N/A	2625	2100	USD	No	2625	2100
SGX	GAIL	GAIL INDIA LTD	ZGAI	1344.69	N/A	1344.69	1075.75	USD	No	1344.69	1075.75
SGX	HCLTECH	HCL TECHNOLOGIES LTD	ZHCL	1125	N/A	1125	900	USD	No	1125	900
SGX	HDFCBANK	HDFC BANK LTD	ZHDB	2385.76	N/A	2385.76	1908.61	USD	No	2385.76	1908.61
SGX	HDFC	HOUSING DEVELOPMENT FINANCE	ZHDF	2098.72	N/A	2098.72	1678.97	USD	No	2098.72	1678.97
SGX	HEROMOTOC	HERO MOTOCORP LIMITED	ZHMC	1500	N/A	1500	1200	USD	No	1500	1200
SGX	HINDALCO	HINDALCO INDUSTRIES LIMITED	ZHND	1250	N/A	1250	1000	USD	No	1250	1000
SGX	HINDPETRO	HINDUSTAN PETROLEUM CORP	ZHPC	1250	N/A	1250	1000	USD	No	1250	1000
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	1771.92	N/A	1771.92	1417.54	USD	No	1771.92	1417.54
SGX	ICICIBANK	ICICI BANK LTD	ZICI	1625	N/A	1625	1300	USD	No	1625	1300
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	750	N/A	750	600	USD	No	750	600
SGX	INDUSINDB	INDUSIND BANK LIMITED	ZIIB	1000	N/A	1000	800	USD	No	1000	800
SGX	INFY	INFOSYS LTD	ZINF	1408.01	N/A	1408.01	1126.41	USD	No	1408.01	1126.41
SGX	IOC	INDIAN OIL CORPORATION LTD	ZIOC	812.50	N/A	812.50	650	USD	No	812.50	650
SGX	ITC	ITC LTD	ZITC	1191.64	N/A	1191.64	953.311	USD	No	1191.64	953.31
SGX	KOTAKBANK	KOTAK MAHINDRA BANK LTD	ZKMB	1476.79	N/A	1476.79	1181.43	USD	No	1476.79	1181.43
SGX	LUPIN	LUPIN LTD	ZLPC	3738.75	N/A	3738.75	3738.75	USD	No	4677.31	3741.85
SGX	LT	LARSEN & TOUBRO LIMITED	ZLT	1438.28	N/A	1438.28	1150.63	USD	No	1438.28	1150.63
SGX	MM	MAHINDRA & MAHINDRA LIMITED	ZMM	1500	N/A	1500	1200	USD	No	1500	1200
SGX	MARUTI	MARUTI SUZUKI INDIA LTD	ZMSI	750	N/A	750	600	USD	No	750	600
SGX	NTPC	NTPC LIMITED	ZNTP	1062.50	N/A	1062.50	850	USD	No	1062.50	850
SGX	ONGC	OIL & NATURAL GAS CORP LTD	ZONG	1187.50	N/A	1187.50	950	USD	No	1187.50	950
SGX	POWERGRID	POWER GRID CORP. OF INDIA LTD.	ZPWG	1187.50	N/A	1187.50	950	USD	No	1187.50	950
SGX	RELIANCE	RELIANCE INDUSTRIES LIMITED	ZRIL	2750	N/A	2750	2200	USD	No	2750	2200
SGX	SBIN	STATE BANK OF INDIA	ZSBI	1675.15	N/A	1675.15	1340.12	USD	No	1675.15	1340.12
SGX	SUNPHARMA	SUN PHARMACEUTICAL INDUS	ZSUN	562.50	N/A	562.50	450	USD	No	562.50	450
SGX	TATASTEEL	TATA STEEL LTD	ZTAT	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	TCS	TATA CONSULTANCY SVCS LTD	ZTCS	2094.00	N/A	2094.00	1675.20	USD	No	2094.00	1675.20
SGX	TECHM	TECH MAHINDRA LTD	ZTEC	1875	N/A	1875	1500	USD	No	1875	1500
SGX	TATAMOTOR	TATA MOTORS LTD	ZTTM	625	N/A	625	500	USD	No	625	500
SGX	UPL	UPL LTD	ZUPL	1984.77	N/A	1984.77	1587.82	USD	No	1984.77	1587.82
SGX	ULTRACEMC	ULTRATECH CEMENT LTD	ZUTC	2302.56	N/A	2302.56	1842.05	USD	No	2302.56	1842.05
SGX	VEDL	VEDANTA LTD	ZVED	937.50	N/A	937.50	750	USD	No	937.50	750
SGX	WIPRO	WIPRO LTD	ZWPR	1509.22	N/A	1509.22	1207.38	USD	No	1509.22	1207.38
SGX	YESBANK	YES BANK LTD	ZYES	1125	N/A	1125	900	USD	No	1125	900
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	1500	N/A	1500	1200	USD	No	1500	1200

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	MSPI	ASX Mini SPI 200 Index	AM	939.916	751.933	1879.83	1503.87	AUD	No	1879.83	1503.87
SNFE	SPI	S&P/ASX 200 Index (Australia)	AP	4698.73	3758.98	9397.45	7517.96	AUD	Yes	9397.45	7517.96
SNFE	IB	30 Day Interbank Cash Rate	IB	273.277	N/A	273.277	218.622	AUD	No	273.277	218.622
SNFE	IR	90 Day Bills	IR	373.75	N/A	373.75	299	AUD	No	373.75	299
SNFE	XT	10 Year Treasury Bond 6%	XT	3090	N/A	3090	2472	AUD	No	3090	2472
SNFE	YT	3 Year Treasury Bond 6%	YT	775	N/A	775	620	AUD	No	775	620

Eurex (SOFFEX)

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

Exchange SOFFEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SOFFEX	ABBN	ABB LTD-REG	ABBF	360.047	N/A	360.047	288.037	CHF	No	360.047	288.038
SOFFEX	ADEN	ADECCO GROUP AG-REG	ADEF	1071.05	N/A	1071.05	856.842	CHF	No	1071.05	856.842
SOFFEX	BAER	JULIUS BAER GROUP LTD	BAEI	797.481	N/A	797.481	637.985	CHF	No	797.481	637.985
SOFFEX	BALN	BALOISE HOLDING AG - REG	BALF	3146.08	N/A	3146.08	2516.86	CHF	No	3146.08	2516.86
SOFFEX	CFR	CIE FINANCIERE RICHEMONT-REG	CFRI	1392.59	N/A	1392.59	1114.07	CHF	No	1392.59	1114.07
SOFFEX	CLN	CLARIANT AG-REG	CLNF	357.705	N/A	357.705	286.164	CHF	No	357.705	286.164
SOFFEX	CONF	Swiss Federal Long-Term Bonds	CONF	2137.50	N/A	2137.50	1710	CHF	No	2137.50	1710
SOFFEX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	1394.11	N/A	1394.11	1115.29	CHF	Yes²	1394.11	1115.29
SOFFEX	SMIDP	SMI Dividend Points Index	FSMD	10331.07	N/A	10331.07	6198.64	CHF	No	10331.07	6198.64
SOFFEX	SMI	Swiss Market Index	FSMI	4502.69	3602.15	9005.39	7204.31	CHF	Yes	9005.39	7204.31
SOFFEX	SMIM	Swiss Mid-cap Index	FSMM	2316.02	N/A	2316.02	1852.81	CHF	Yes²	2316.02	1852.81
SOFFEX	GAM	GAM HOLDING AG	GAMF	93.7265	N/A	93.7265	74.9812	CHF	No	93.7264	74.9811
SOFFEX	GEBN	GEBERIT AG-REG	GBRI	8544.44	N/A	8544.44	6835.55	CHF	No	8544.44	6835.55
SOFFEX	GIVN	GIVAUDAN-REG	GIVG	4913.05	N/A	4913.05	3930.44	CHF	No	4913.05	3930.44
SOFFEX	KUD	KUDELSKI SA-BR	KUDG	627.591	N/A	627.591	627.183	CHF	No	783.979	627.183
SOFFEX	NESN	NESTLE SA-REG	NESG	1856.35	N/A	1856.35	1485.08	CHF	No	1856.35	1485.08
SOFFEX	NORB	NOVN: NOVARTIS AG-REG: ADJ	NOVF	1790.40	N/A	1790.40	1432.32	CHF	No	1790.40	1432.32
SOFFEX	OERL	OC OERLIKON CORP AG-REG	OERG	223.518	N/A	223.518	178.815	CHF	No	223.518	178.815
SOFFEX	ROG	ROCHE HOLDING AG-GENUSSCHEIN	ROGF	5002.99	N/A	5002.99	4002.39	CHF	No	5002.99	4002.39
SOFFEX	SCMN	SWISSCOM AG-REG	SCMH	915.154	N/A	915.154	732.123	CHF	No	915.154	732.123
SOFFEX	SGSN	SGS SA-REG	SGSL	4785.63	N/A	4785.63	3828.51	CHF	No	4785.63	3828.51
SOFFEX	SLHN	SWISS LIFE HOLDING AG-REG	SLHG	8653.11	N/A	8653.11	6922.49	CHF	No	8653.11	6922.49
SOFFEX	STMN	STRAUMANN HOLDING AG-REG	STMF	1564.61	N/A	1564.61	1251.68	CHF	No	1564.61	1251.68
SOFFEX	UHR	SWATCH GROUP AG/THE-BR	UHFF	517.163	N/A	517.163	413.731	CHF	No	517.163	413.731
SOFFEX	UHRN	SWATCH GROUP AG/THE-REG	UHRF	996.851	N/A	996.851	797.481	CHF	No	996.851	797.481
SOFFEX	CSSMI	ISHARES SMI ETF CH	XMTF	1878.28	N/A	1878.28	1502.62	CHF	No	1878.28	1502.62
SOFFEX	ZURN	ZURICH INSURANCE GROUP AG	ZURF	614.412	N/A	614.412	491.53	CHF	No	614.412	491.53

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

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

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

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

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

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

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

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

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

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

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

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

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Portfolio Margin

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

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

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

Portfolio Margin Eligibility

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

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

Those institutions who wish to execute some trades away from us and use us as a prime broker will be required to maintain at least USD 1,000,000 (or USD equivalent).
Customers in Canada are not eligible for Portfolio Margin accounts due to IDA restrictions. In addition, all Canadian stock, stock options, index options, European stock, and Asian stock positions will be calculated under standard rules-based margin rules so Portfolio Margin will not be available for these products.
Non-U.S. Omnibus Broker (Long Position/Short Position) accounts are not eligible for Portfolio Margin accounts.
Accounts reporting equity below the $100,000 minimum will be subject to a margin surcharge, the effect of which will be to gradually transition the account to margin levels approximating those of the Reg. T methodology as equity continues to decline.

Portfolio Margin Mechanics

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

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

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

A market-based stress of the underlying. A five standard deviation historical move is computed for each class. This five standard deviation move is based on 30 days of high, low, open, and close data from Bloomberg excluding holidays and weekends. The class is stressed up by 5 standard deviations and down by 5 standard deviations.
For Broad Based Indices the implied volatility factor is increased 75% and decreased by 75%.
For all other classes, the implied volatility for each options class is increased by 150% and decreased by 150%

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

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

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

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

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

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

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

Additional US Margin Requirements for
Residents of

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

Stocks

Options

SSF - Single Stock Futures

Fixed Income

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Futures & FOPs Margin Requirements

US Futures and FOPs Margin Overview

Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

CBOE Futures Exchange (CFECRYPTO)

Chicago Mercantile Exchange (CME)

Chicago Mercantile Exchange (CMECRYPTO)

Eurex (DTB)

CBOT (ECBOT)

Euronext NL (FTA)

CME (GLOBEX)

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)

Singapore Exchange (SGX)

ASX24 (SNFE)4

Eurex (SOFFEX)

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Portfolio Margin

Portfolio Margin Eligibility

Portfolio Margin Mechanics

Additional US Margin Requirements for Residents of

Further Reading

Disclosures

ASX24 (SNFE)⁴

Additional US Margin Requirements for
Residents of