Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

For residents of the United States trading futures and FOPs:

Risk-based margin

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

Futures Margin

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

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

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

Margin requirements for futures are set by each exchange.

Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BELFOX	BFX	BEL 20 Index	BXF	8338.84	N/A	8338.84	6671.07	EUR	Yes²	8338.84	6671.07

Chicago Board Of Trade (CBOT)

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

Exchange CBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CBOT	10Y	10 Year Micro Treasury Yield	10Y	777.194	N/A	777.194	621.755	USD	No	777.194	621.755
CBOT	2YY	2 Year Micro Treasury Yield	2YY	1983.03	N/A	1983.03	1586.42	USD	No	1983.03	1586.42
CBOT	30Y	30 Year Micro Treasury Yield	30Y	1270.31	N/A	1270.31	1016.25	USD	No	1270.31	1016.25
CBOT	5YY	5 Year Micro Treasury Yield	5YY	1724.19	N/A	1724.19	1379.35	USD	No	1724.19	1379.35
CBOT	AIGCI	Bloomberg Commodity Index	AW	908.511	N/A	908.511	726.809	USD	No	908.511	726.809
CBOT	AC	Ethanol -CME	EH	6125	N/A	6125	4900	USD	No	6125	4900
CBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	3702.01	N/A	3702.01	2961.61	USD	Yes	3702.01	2961.61
CBOT	MTN	Micro Ultra 10-Year U.S Treasury Note	MTN	636.354	N/A	636.354	509.083	USD	No	636.354	509.083
CBOT	MWN	Micro Ultra US Treasury Bond	MWN	1462.04	N/A	1462.04	1169.63	USD	No	1462.04	1169.63
CBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	764.891	665.1225	1092.70	950.175	USD	No	1092.70	950.175
CBOT	DJUSRE	Dow Jones US Real Estate Index	RX	4860.31	N/A	4860.31	3888.25	USD	No	4860.31	3888.25
CBOT	TN	Ultra 10-Year US Treasury Note	TN	4000.03	N/A	4000.03	3200.03	USD	No	4000.03	3200.03
CBOT	TWE	20-Year U.S. Treasury Bond	TWE	5687.50	N/A	5687.50	4550.00	USD	No	5687.50	4550.00
CBOT	UB	Ultra Treasury Bond	UB	8412.26	N/A	8412.26	6729.81	USD	Yes	8412.26	6729.81
CBOT	YC	Mini Sized Corn Futures	XC	425.706	N/A	425.706	340.564	USD	No	425.705	340.563
CBOT	YK	Mini Sized Soybean Futures	XK	921.333	N/A	921.333	737.066	USD	No	921.333	737.066
CBOT	YW	Mini Sized Wheat Futures	XW	677.326	N/A	677.326	541.861	USD	No	677.324	541.86
CBOT	YIA	1-Year Eris SOFR Swap Futures	YIA	93.75	N/A	93.75	75.00	USD	No	93.75	75.00
CBOT	YIC	3-Year Eris SOFR Swap Futures	YIC	62.50	N/A	62.50	50	USD	No	62.50	50
CBOT	YID	4-Year Eris SOFR Swap Futures	YID	93.75	N/A	93.75	75.00	USD	No	93.75	75.00
CBOT	YIT	2-Year Eris SOFR Swap Futures	YIT	62.50	N/A	62.50	50	USD	No	62.50	50
CBOT	YIW	5-Year Eris SOFR Swap Futures	YIW	137.346	N/A	137.346	109.877	USD	No	137.346	109.877
CBOT	YM	E-mini Dow Jones Industrial Average	YM	7648.91	6651.225	10927.01	9501.75	USD	Yes	10927.01	9501.75
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	3008.15	N/A	3008.15	2406.52	USD	No	3008.15	2406.52
CBOT	ZB	US Treasury Bond	ZB	5942.81	N/A	5942.81	4754.25	USD	Yes	5942.81	4754.25
CBOT	ZC	Corn Futures	ZC	1964.80	N/A	1964.80	1571.84	USD	Yes	1964.80	1571.84
CBOT	ZF	5 Year US Treasury Note	ZF	1968.11	N/A	1968.11	1574.48	USD	Yes	1968.11	1574.48
CBOT	ZL	Soybean Oil Futures	ZL	3028.81	N/A	3028.81	2423.05	USD	Yes	3028.81	2423.05
CBOT	ZM	Soybean Meal Futures	ZM	3800.54	N/A	3800.54	3040.43	USD	Yes	3800.54	3040.43
CBOT	ZN	10 Year US Treasury Note	ZN	2659.58	N/A	2659.58	2127.67	USD	Yes	2659.58	2127.67
CBOT	ZO	Oat Futures	ZO	6431.85	N/A	6431.85	5145.48	USD	Yes	6431.85	5145.48
CBOT	ZQ	30 Day Fed Funds	ZQ	478.595	N/A	478.595	382.876	USD	Yes²	478.595	382.876
CBOT	ZR	Rough Rice Futures	ZR	7717.27	N/A	7717.27	6173.81	USD	Yes	7717.27	6173.81
CBOT	ZS	Soybean Futures	ZS	4414.71	N/A	4414.71	3531.77	USD	Yes	4414.71	3531.77
CBOT	ZT	2 Year US Treasury Note	ZT	1473.94	N/A	1473.94	1179.16	USD	Yes	1473.94	1179.16
CBOT	ZW	Wheat Futures	ZW	3242.52	N/A	3242.52	2594.01	USD	Yes	3242.52	2594.01

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	889.713	N/A	889.713	711.77	CAD	No	889.713	711.77
CDE	CGB	10 Year Government of Canada Bonds	CGB	3968.87	N/A	3968.87	3175.10	CAD	No	3968.87	3175.10
CDE	CGF	5 Year Government of Canada Bonds	CGF	2124.925	N/A	2124.925	1699.94	CAD	No	2124.925	1699.94
CDE	CGZ	2 Year Government of Canada Bonds	CGZ	960.595	N/A	960.595	768.476	CAD	No	960.595	768.476
CDE	CRA	3 Month CORRA	CRA	413.475	N/A	413.475	330.78	CAD	No	413.475	330.78
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	12488.44	9990.75	17840.63	14272.51	CAD	No	17840.63	14272.51
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	13380.48	N/A	13380.48	10704.38	CAD	No	13380.48	10704.38

CBOE Futures Exchange (CFE)

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

Exchange CFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CFE	IBXXIBHY	iBoxx iShares $ High Yield Corporate Bond Index TR	IBHY	10661.22	N/A	10661.22	8528.98	USD	No	10661.22	8528.98
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	11224.06	N/A	11224.06	8979.25	USD	No	11224.06	8979.25
CFE	VIX	CBOE Volatility Index	VX	10538.38	N/A	10538.38	8430.71	USD	No	26975.93	21580.74
CFE	VIX	CBOE Volatility Index	VX17	11265.625	N/A	11265.625	9012.50	USD	No	27308.59	21846.875
CFE	VIX	CBOE Volatility Index	VX18	11064.59	N/A	11064.59	8825.00	USD	No	27311.18	21848.94
CFE	VIX	CBOE Volatility Index	VX19	10997.57	N/A	10997.57	8762.50	USD	No	27312.04	21849.63
CFE	VIX	CBOE Volatility Index	VX20	10995.32	N/A	10995.32	8762.50	USD	No	27273.47	21818.77
CFE	VIX	CBOE Volatility Index	VX22	9723.74	N/A	9723.74	7735.39	USD	No	24371.96	19497.57
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	1053.84	N/A	1053.84	843.071	USD	No	2697.59	2158.07

Chicago Mercantile Exchange (CME)

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

Exchange CME	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CME	AUD	Australian dollar	6A	3001.25	N/A	3001.25	2401.00	USD	Yes	3001.25	2401.00
CME	GBP	British pound	6B	2701.88	N/A	2701.88	2161.51	USD	Yes	2701.88	2161.51
CME	CAD	Canadian dollar	6C	2318.34	N/A	2318.34	1854.67	USD	Yes	2318.34	1854.67
CME	EUR	European Monetary Union Euro	6E	3986.27	N/A	3986.27	3189.02	USD	Yes	3986.27	3189.02
CME	JPY	Japanese yen	6J	3250.05	N/A	3250.05	2600.04	USD	Yes	3250.05	2600.04
CME	BRE	Brazilian real	6L	1958.34	N/A	1958.34	1424.25	USD	Yes²	1958.34	1424.25
CME	MXP	Mexican Peso	6M	2173.125	N/A	2173.125	1738.50	USD	Yes	2173.125	1738.50
CME	NZD	New Zealand dollar	6N	2325.52	N/A	2325.52	1860.42	USD	Yes²	2325.52	1860.42
CME	RUR^*	Russian Ruble in US Dollars	6R	32593.75	N/A	32593.75	26075	USD	Yes²	32593.75	26075
CME	CHF	Swiss franc	6S	5172.89	N/A	5172.89	4138.31	USD	Yes	5172.89	4138.31
CME	ZAR	South African Rand	6Z	2269.53	N/A	2269.53	1815.625	USD	No	2269.53	1815.625
CME	ACD	Australian dollar	ACD	14409.64	N/A	14409.64	11527.71	CAD	No	14409.64	11527.71
CME	AJY	Australian dollar	AJY	2480347.54	N/A	2480347.54	1984278.03	JPY	No	2480347.54	1984278.03
CME	BQX	CME E-Mini NASDAQ Biotechnology	BIO	27538.52	N/A	27538.52	22030.81	USD	No	27538.52	22030.81
CME	BOS	Boston Housing Index	BOS	5125	N/A	5125	4100	USD	No	5125	4100
CME	BSBY	Three-Month Bloomberg Short-Term Bank Yield	BSB	2344.05	N/A	2344.05	1875.24	USD	No	2344.05	1875.24
CME	BRR	CME CF Bitcoin Reference Rate	BTC	150626.94	N/A	150626.94	117154.29	USD	Yes	150626.94	117154.29
CME	BTCEURRR	CME CF Bitcoin-Euro Reference Rate	BTE	186875	N/A	186875	149500	EUR	No	373750	299000
CME	CB	CME Cash-Settled Butter Futures	CB	10064.58	N/A	10064.58	8051.66	USD	No	10064.58	8051.66
CME	CHI	Chicago Housing Index	CHI	3137.50	N/A	3137.50	2510.00	USD	No	3137.50	2510.00
CME	CLP	Chilean peso	CHP	8984.61	N/A	8984.61	7187.69	USD	No	8984.61	7187.69
CME	CJY	Canadian dollar	CJY	2674379.99	N/A	2674379.99	2139504.00	JPY	No	2674379.99	2139504.00
CME	CNH	United States dollar	CNH	27151.875	N/A	27151.875	21721.50	CNH	No	27151.875	21721.50
CME	CSC	Cheese	CSC	8023.20	N/A	8023.20	6418.56	USD	No	8023.20	6418.56
CME	CUS	Housing Index Composite	CUS	8365.62	N/A	8365.62	4292.50	USD	No	8365.62	4292.50
CME	CZK	Czech koruna	CZK	20701.72	N/A	20701.72	16561.37	USD	Yes²	20701.72	16561.37
CME	DA	MILK CLASS III INDEX	DC	5638.76	N/A	5638.76	4511.00	USD	Yes	5638.76	4511.00
CME	DEN	Denver Housing Index	DEN	4912.50	N/A	4912.50	3930.00	USD	No	4912.50	3930.00
CME	DY	CME DRY WHEY INDEX	DY	2803.40	N/A	2803.40	2242.72	USD	No	2803.40	2242.72
CME	E7	European Monetary Union Euro	E7	1993.14	N/A	1993.14	1594.51	USD	No	1993.14	1594.51
CME	EAD	European Monetary Union Euro	EAD	19426.04	N/A	19426.04	15540.83	AUD	No	19426.04	15540.83
CME	ECD	European Monetary Union Euro	ECD	11748.42	N/A	11748.42	9398.74	CAD	No	11748.42	9398.74
CME	ECK	Czech koruna	ECK	9865.50	N/A	9865.50	7892.40	EUR	No	9865.50	7892.40
CME	EHF	Hungarian forint	EHF	10043.81	N/A	10043.81	8035.05	EUR	Yes²	10043.81	8035.05
CME	EMD	E-mini S&P Midcap 400 Futures	EMD	20156.91	16125.53	28795.58	23036.47	USD	Yes²	28795.58	23036.47
CME	NIY	Yen Denominated Nikkei 225 Index	ENY	213426.35	170741.08	304894.79	243915.83	JPY	No	304894.79	243915.83
CME	EPZ	Polish zloty	EPZ	12088.32	N/A	12088.32	9670.66	EUR	Yes²	12088.32	9670.66
CME	ES	E-mini S&P 500	ES	11125.44	10114.03	15893.48	14448.62	USD	Yes	15893.48	14448.62
CME	SPXESUP	E-mini S&P 500 ESG	ESG	13173.60	N/A	13173.60	10538.88	USD	No	13173.60	10538.88
CME	ESTR	Euro Short-Term Rate	ESR	281.25	N/A	281.25	225.00	EUR	No	281.25	225.00
CME	ETHEURRR	CME CF Ether-Euro Reference Rate	ETE	90125	N/A	90125	72100	EUR	No	180250	144200
CME	ETHUSDRR	CME CF Ether-Dollar Reference Rate	ETH	102462.04	N/A	102462.04	81969.63	USD	Yes	204924.07	163939.26
CME	GSCI	S&P-GSCI Index	GD	20629.69	N/A	20629.69	16503.75	USD	No	20629.69	16503.75
CME	GDK	Class IV Milk - 200k lbs	GDK	3297.77	N/A	3297.77	2638.22	USD	No	3297.77	2638.22
CME	GF	Feeder Cattle	GF	9845.00	N/A	9845.00	7876.00	USD	Yes	9845.00	7876.00
CME	NF	NON FAT DRY MILK INDEX	GNF	3538.78	N/A	3538.78	2831.03	USD	No	3538.78	2831.03
CME	HE	Lean Hogs	HE	5852.41	N/A	5852.41	4681.93	USD	Yes	5852.41	4681.93
CME	HUF	Hungarian forint	HUF	14060.61	N/A	14060.61	11248.49	USD	Yes²	14060.61	11248.49
CME	IBAA	Bovespa Index - USD	IBV	29105.04	N/A	29105.04	23284.03	USD	No	29105.04	23284.03
CME	ILS	Israeli Shekel	ILS	36860.10	N/A	36860.10	29488.08	USD	Yes²	36860.10	29488.08
CME	J7	Japanese yen	J7	1625.02	N/A	1625.02	1300.02	USD	No	1625.02	1300.02
CME	KRW	Korean Won	KRW	19310.94	N/A	19310.94	15448.75	USD	Yes²	12495.31	9996.25
CME	LAV	Las Vegas Housing Index	LAV	4534.38	N/A	4534.38	3627.50	USD	No	4534.38	3627.50
CME	LAX	Los Angeles Housing Index	LAX	6734.375	N/A	6734.375	5387.50	USD	No	6734.375	5387.50
CME	LBR	Lumber Futures	LBR	1125	N/A	1125	900	USD	No	1125	900
CME	LE	Live Cattle	LE	4563.48	N/A	4563.48	3650.79	USD	Yes	4563.48	3650.79
CME	M2K	Micro E-Mini Russell 2000 Index	M2K	604.126	483.301	863.037	690.43	USD	No	863.037	690.43
CME	M6A	Australian dollar	M6A	300.125	N/A	300.125	240.10	USD	No	300.125	240.10
CME	M6B	British pound	M6B	270.188	N/A	270.188	216.151	USD	No	270.188	216.151
CME	M6E	European Monetary Union Euro	M6E	398.627	N/A	398.627	318.902	USD	No	398.627	318.902
CME	MBT	Micro Bitcoin	MBT	3012.54	N/A	3012.54	2343.09	USD	Yes	3012.54	2343.09
CME	MCD	Canadian dollar	MCD	231.834	N/A	231.834	185.467	USD	No	231.834	185.467
CME	MES	Micro E-Mini S&P 500 Stock Price Index	MES	1112.54	1011.40	1589.35	1444.86	USD	Yes	1589.35	1444.86
CME	MET	Micro Ether	MET	204.924	N/A	204.924	163.939	USD	Yes	409.848	327.879
CME	MIA	Miami Housing Index	MIA	10053.12	N/A	10053.12	5542.50	USD	No	10053.12	5542.50
CME	MIR	Indian Rupee	MIR	1494.75	N/A	1494.75	1195.80	USD	No	1494.75	1195.80
CME	MNH	United States dollar	MNH	2718.00	N/A	2718.00	2174.40	CNH	No	2718.00	2174.40
CME	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	1860.81	1691.64	2658.30	2416.64	USD	Yes	2658.30	2416.64
CME	MSF	Swiss franc	MSF	517.314	N/A	517.314	413.844	USD	No	517.32	413.856
CME	NIY	Yen Denominated Nikkei 225 Index	NIY	1067131.77	853705.41	1524473.95	1219579.16	JPY	No	1524473.95	1219579.16
CME	NKD	Dollar Denominated Nikkei 225 Index	NKD	16905.32	N/A	16905.32	13524.26	USD	No	16905.32	13524.26
CME	NOK	Norwegian krone	NOK	25143.48	N/A	25143.48	20114.78	USD	No	25143.48	20114.78
CME	NQ	E-mini NASDAQ 100	NQ	18608.09	16916.45	26582.99	24166.36	USD	Yes	26582.99	24166.36
CME	NYM	New York Housing Index	NYM	5718.75	N/A	5718.75	3787.50	USD	No	5718.75	3787.50
CME	PJY	British pound	PJY	2772984.86	N/A	2772984.86	2218387.89	JPY	No	2772984.86	2218387.89
CME	PLN	Polish zloty	PLN	19812.87	N/A	19812.87	15850.30	USD	Yes²	19812.87	15850.30
CME	PSF	British pound	PSF	10658.25	N/A	10658.25	8526.60	CHF	No	10658.25	8526.60
CME	RF	European Monetary Union Euro	RF	4886.42	N/A	4886.42	3909.13	CHF	No	4886.42	3909.13
CME	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	8788.125	N/A	8788.125	7030.50	USD	Yes²	8788.125	7030.50
CME	RME	CME Chinese Renminbi in Euro Cross Rate	RME	12118.69	N/A	12118.69	9694.96	EUR	Yes²	12118.69	9694.96
CME	RP	European Monetary Union Euro	RP	6701.95	N/A	6701.95	5361.56	GBP	No	6701.95	5361.56
CME	RS1	E-mini Russell 1000 Index Futures	RS1	11476.95	N/A	11476.95	9181.56	USD	No	11476.95	9181.56
CME	RSG	E-mini Russell 1000 Growth Index Futures	RSG	42666.54	N/A	42666.54	34133.23	USD	No	42666.54	34133.23
CME	RSV	E-Mini Russell 1000 Value Index Futures	RSV	12622.22	N/A	12622.22	10097.77	USD	No	12622.22	10097.77
CME	RTY	E-mini Russell 2000 Index	RTY	6041.26	4833.01	8630.37	6904.30	USD	Yes	8630.37	6904.30
CME	RY	European Monetary Union Euro	RY	1037394.10	N/A	1037394.10	829915.28	JPY	Yes²	1037394.10	829915.28
CME	SPXDIVAN	S&P 500 Dividend Points (Annual) Index	SDA	4834.42	N/A	4834.42	3665.00	USD	No	4834.42	3665.00
CME	SDG	San Diego Housing Index	SDG	7791.25	N/A	7791.25	6233.00	USD	No	7791.25	6233.00
CME	SEK	Swedish krona	SEK	22344.49	N/A	22344.49	17875.59	USD	No	22344.49	17875.59
CME	SFR	San Francisco Housing Index	SFR	5456.25	N/A	5456.25	4365.00	USD	No	5456.25	4365.00
CME	SGX	S&P 500 / Citigroup Growth Index	SG	257689.96	N/A	257689.96	206151.97	USD	No	257689.96	206151.97
CME	SIR	Indian Rupee	SIR	7473.75	N/A	7473.75	5979	USD	No	7473.75	5979
CME	SJY	Swiss franc	SJY	4086413.61	N/A	4086413.61	3269130.89	JPY	No	4086413.61	3269130.89
CME	SMC	E-Mini S&P SmallCap 600 Futures	SMC	35272.87	N/A	35272.87	28218.30	USD	No	35272.87	28218.30
CME	SONIA	Sterling Overnight Index Average	SON	1169.09	N/A	1169.09	935.274	GBP	No	1169.09	935.274
CME	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	475.033	N/A	475.033	380.026	USD	No	475.033	380.026
CME	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	687.50	N/A	687.50	550	USD	Yes	687.50	550
CME	SVX	S&P 500 / Citigroup Value Index	SU	98333.88	N/A	98333.88	78667.11	USD	No	98333.88	78667.11
CME	TBF3	13-Week US Treasury Bill	TBF3	905.623	N/A	905.623	724.499	USD	No	905.623	724.499
CME	WDC	Washington DC Housing Index	WDC	4934.37	N/A	4934.37	3947.50	USD	No	4934.37	3947.50
CME	IXB	Materials Select Sector Index	XAB	16720.69	N/A	16720.69	13376.55	USD	No	16720.69	13376.55
CME	IXE	Energy Select Sector Index	XAE	17498.07	N/A	17498.07	13998.46	USD	No	17498.07	13998.46
CME	IXM	Financial Select Sector Index	XAF	18783.79	N/A	18783.79	15027.03	USD	No	18783.79	15027.03
CME	IXI	Industrial Select Sector Index	XAI	23099.04	N/A	23099.04	18479.23	USD	No	23099.04	18479.23
CME	IXT	Technology Select Sector Index -	XAK	49866.24	N/A	49866.24	39892.99	USD	No	49866.24	39892.99
CME	IXR	Consumer Staples Select Sector Index	XAP	7787.02	N/A	7787.02	6229.62	USD	No	7787.02	6229.62
CME	IXRE	Real Estate Select Sector Index	XAR	9597.83	N/A	9597.83	7678.26	USD	No	9597.83	7678.26
CME	IXU	Utilities Select Sector Index	XAU	9688.87	N/A	9688.87	7751.10	USD	No	9688.87	7751.10
CME	IXV	Health Care Select Sector Index	XAV	18086.76	N/A	18086.76	14469.41	USD	No	18086.76	14469.41
CME	IXY	Consumer Discretionary Select Sector Index	XAY	39551.21	N/A	39551.21	31640.97	USD	No	39551.21	31640.97

COMEX

Exchange COMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
COMEX	ALI	Aluminum Index	ALI	7353.68	N/A	7353.68	5882.95	USD	No	7353.68	5882.95
COMEX	GC	Gold	GC	15472.21	N/A	15472.21	12377.77	USD	Yes	15472.21	12377.77
COMEX	HG	Copper Index	HG	11231.24	N/A	11231.24	8984.99	USD	Yes	11231.24	8984.99
COMEX	HRC	Hot-Rolled Coil Steel Index	HRC	3136.23	N/A	3136.23	2508.99	USD	No	3136.23	2508.99
COMEX	MGC	E-Micro Gold	MGC	1547.22	N/A	1547.22	1237.78	USD	Yes	1547.22	1237.78
COMEX	MHG	Micro Copper	MHG	1123.12	N/A	1123.12	898.499	USD	No	1123.12	898.499
COMEX	QC	COMEX MINY Copper	QC	5615.62	N/A	5615.62	4492.50	USD	No	5615.62	4492.50
COMEX	QI	COMEX MINY Silver	QI	11085.94	N/A	11085.94	8868.75	USD	No	11085.94	8868.75
COMEX	QO	COMEX MINY Gold	QO	7736.11	N/A	7736.11	6188.88	USD	No	7736.11	6188.88
COMEX	SGC	Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures	SGC	47891.25	N/A	47891.25	38313.00	CNH	No	47891.25	38313.00
COMEX	SGUF	Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures	SGU	8627.71	N/A	8627.71	6902.17	USD	No	8627.71	6902.17
COMEX	SI	Silver Index	SI	22171.87	N/A	22171.87	17737.50	USD	Yes	22171.87	17737.50
COMEX	SI	Silver Index	SIL	4434.37	N/A	4434.37	3547.50	USD	No	4434.37	3547.50
COMEX	UX	Uranium Index	UX	4216.94	N/A	4216.94	3373.55	USD	No	4216.94	3373.55

ENDEX

Exchange ENDEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ENDEX	ECF	ICE ECX EUA Futures	ECF	71530.00	N/A	71530.00	57224.00	EUR	No	71530.00	57224.00
ENDEX	TFM	Dutch TTF Natural Gas Futures	TFM	13890.25	N/A	13890.25	11112.20	EUR	Yes	13890.25	11112.20

EUREX

Exchange EUREX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
EUREX	CONF	Swiss Federal Long-Term Bonds	CONF	12121.76	N/A	12121.76	9697.41	CHF	No	12121.76	9697.41
EUREX	KS200.EU	KOSPI 200 - Eurex/KRX Linked Product	FBK2	7882656.38	6306125.105	11260937.69	9008750.15	KRW	Yes	11260937.69	9008750.15
EUREX	FBON	Euro BONO Futures on Long-term Spanish Government Bonds	FBON	11074.08	N/A	11074.08	8859.27	EUR	No	11074.08	8859.27
EUREX	BTP	Euro-BTP Italian Government Bond	FBTP	4746.20	N/A	4746.20	3796.96	EUR	Yes	4746.20	3796.96
EUREX	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	1864.62	N/A	1864.62	1491.70	EUR	No	1332.86	1066.29
EUREX	DJUBS	Dow Jones-UBS Commodity Index	FCCO	3146.69	N/A	3146.69	2517.35	USD	No	3146.69	2517.35
EUREX	KWY.EU	US Dollar in Korean Won - EUREX/KRX Linked Product	FCUW	1713125	N/A	1713125	1370500	KRW	No	3426250	2741000
EUREX	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	4598.45	N/A	4598.45	2166.00	EUR	No	4598.45	2166.00
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDAX	28746.81	22997.45	41066.875	32853.50	EUR	Yes	39417.19	31533.75
EUREX	DDAX	DivDAX Price Index	FDIV	9728.64	N/A	9728.64	7782.91	EUR	Yes²	9728.64	7782.91
EUREX	DDXDIVPT	DivDAX Dividend Points Index	FDVD	3936.07	N/A	3936.07	1854	EUR	No	3936.07	1854
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXM	5749.36	4599.49	8213.375	6570.70	EUR	No	7883.44	6306.75
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXS	1149.87	919.898	1642.675	1314.14	EUR	Yes	1576.69	1261.35
EUREX	DBEA	EURO STOXX Banks Index Dividend Futures	FEBD	505.45	N/A	505.45	237.423	EUR	No	505.45	237.423
EUREX	DJSD	Euro STOXX Select Dividend 30 Index	FEDV	2828.875	2263.10	4041.25	3233	EUR	Yes²	4041.25	3233
EUREX	ESA	Euro STOXX 600 Automobile & Parts	FESA	11329.69	N/A	11329.69	9063.75	EUR	Yes²	11329.69	9063.75
EUREX	SX7E	Euro STOXX Banks Index	FESB	669.035	535.228	955.765	764.612	EUR	Yes	864.44	691.552
EUREX	SX4E	Euro STOXX Chemicals	FESC	6861.49	N/A	6861.49	5489.20	EUR	Yes²	6861.49	5489.20
EUREX	ESE	Euro STOXX Oil & Gas	FESE	2171.68	N/A	2171.68	1737.35	EUR	Yes²	2171.68	1737.35
EUREX	ESF	Euro STOXX Financial Services Index	FESF	3271.27	N/A	3271.27	2617.02	EUR	Yes²	2666.07	2132.855
EUREX	SXNE	Euro STOXX Industrial Goods&Services	FESG	6452.40	N/A	6452.40	5161.92	EUR	Yes²	6423.64	5138.91
EUREX	SXDE	Euro STOXX Healthcare	FESH	2978.72	N/A	2978.72	2382.98	EUR	Yes²	2652.57	2122.05
EUREX	ESI	Euro STOXX Insurance	FESI	2473.20	N/A	2473.20	1978.56	EUR	Yes²	2140.74	1712.59
EUREX	ESM	Euro STOXX Media Index	FESM	1411.45	N/A	1411.45	1129.16	EUR	Yes²	1411.45	1129.16
EUREX	SXOE	Euro STOXX Construction	FESN	3139.64	N/A	3139.64	2511.71	EUR	Yes²	3127.64	2502.115
EUREX	SX3E	Euro STOXX Food&Beverages	FESO	2225.67	N/A	2225.67	1780.54	EUR	Yes²	1559.11	1247.28
EUREX	SXRE	Euro STOXX Retail	FESR	4074.77	N/A	4074.77	3259.82	EUR	Yes²	4074.77	3259.82
EUREX	SXPE	Euro STOXX Basic Resources	FESS	1398.26	N/A	1398.26	1118.61	EUR	Yes²	1352.29	1081.83
EUREX	SXKE	Euro STOXX Telecommunications	FEST	1100.59	N/A	1100.59	880.468	EUR	Yes²	855.625	684.50
EUREX	ESU	Euro STOXX Utilities Index	FESU	1439.93	N/A	1439.93	1151.94	EUR	Yes	1439.93	1151.94
EUREX	SXTE	Euro STOXX Travel & Leisure	FESV	1391.06	N/A	1391.06	1112.85	EUR	Yes²	1391.06	1112.85
EUREX	ESTX50	Euro STOXX50	FESX	3241.08	2592.86	4630.11	3704.09	EUR	Yes	4630.11	3704.09
EUREX	SX8E	Euro STOXX Technology	FESY	17539.61	N/A	17539.61	14031.69	EUR	Yes²	17539.61	14031.69
EUREX	SXQE	Euro STOXX Personal & Household Goods	FESZ	8609.47	N/A	8609.47	6887.58	EUR	Yes²	8609.47	6887.58
EUREX	EU3	Three Month EURIBOR	FEU3	646.703	N/A	646.703	517.362	EUR	Yes	646.703	517.362
EUREX	DESX5	EURO STOXX 50 Index-Dividenden	FEXD	4780.67	2245.60	6829.53	3208.00	EUR	Yes	6829.53	3208.00
EUREX	OMXH25	OMX Helsinki 25 Index	FFOX	8439.66	N/A	8439.66	6751.73	EUR	Yes²	8439.66	6751.73
EUREX	GBL	Euro Bund (10 Year Bond)	FGBL	3953.85	N/A	3953.85	3163.08	EUR	Yes	3953.85	3163.08
EUREX	GBM	Euro Bobl (5 Year Bond)	FGBM	2115.95	N/A	2115.95	1692.76	EUR	Yes	2115.95	1692.76
EUREX	GBS	Euro Schatz (2 Year Bond)	FGBS	838.139	N/A	838.139	670.511	EUR	Yes	769.383	615.506
EUREX	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	9150.03	N/A	9150.03	7320.02	EUR	Yes	9150.03	7320.02
EUREX	DJESL	Euro Stoxx Large	FLCE	2270.16	N/A	2270.16	1816.13	EUR	No	2195.96	1756.76
EUREX	DJ200L	STOXX Large 200 Index	FLCP	2179.89	N/A	2179.89	1743.92	EUR	No	1953.94	1563.15
EUREX	DJESM	Euro Stoxx Mid	FMCE	2123.18	N/A	2123.18	1698.54	EUR	No	1906.15	1524.92
EUREX	M1CN	MSCI China NTR USD	FMCH	1373.17	1098.54	1961.68	1569.34	USD	No	1961.68	1569.34
EUREX	DJ200	STOXX MID 200 Index	FMCP	2278.44	N/A	2278.44	1822.75	EUR	Yes²	2052.97	1642.38
EUREX	M1MS	MSCI Emerging Markets Asia	FMEA	3597.21	2877.77	5138.875	4111.10	USD	No	4867.10	3893.68
EUREX	M1EF	MSCI Emerging Markets Net Total Return Index	FMEM	3708.31	2966.65	5297.59	4238.07	USD	No	5297.59	4238.07
EUREX	MXEU	MSCI Europe	FMEP	1382.86	N/A	1382.86	1106.29	EUR	No	1139.09	911.271
EUREX	M7EU	MSCI Europe Net Return EUR Index	FMEU	1901.35	1521.08	2716.21	2172.97	EUR	No	2230.71	1784.57
EUREX	M1IN	MSCI India NTR USD	FMIN	8158.25	6526.60	11654.65	9323.72	USD	No	10657.96	8526.37
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	4342.03	3473.63	6202.91	4962.32	USD	No	5544.76	4435.81
EUREX	K200M.EU	Mini KOSPI 200 - Eurex/KRX Linked Product	FMK2	1572199.96	1257759.92	2245999.94	1796799.89	KRW	No	2246000.10	1796800.08
EUREX	M1TW	MSCI Taiwan NTR USD	FMTW	3962.13	3169.705	5660.19	4528.15	USD	No	5170.65	4136.52
EUREX	MBWO	MSCI World Net EUR Index 1	FMWN	3609.91	N/A	3609.91	2887.93	EUR	No	3170.76	2536.61
EUREX	M1WO	MSCI World NETR USD Index	FMWO	6256.36	5005.09	8937.66	7150.13	USD	No	8937.66	7150.13
EUREX	MXWO	MSCI World Index	FMWP	5548.76	N/A	5548.76	4439.01	USD	No	5548.76	4439.01
EUREX	OAT	Euro-OAT French Government Bond	FOAT	4019.67	N/A	4019.67	3215.73	EUR	No	4019.67	3215.73
EUREX	DJESS	Euro Stoxx Small	FSCE	1417.96	N/A	1417.96	1134.37	EUR	No	1348.09	1078.47
EUREX	DJ200S	STOXX Small 200 Index	FSCP	1522.74	N/A	1522.74	1218.19	EUR	No	1514.61	1211.69
EUREX	SXXPESGX	STOXX Europe 600 ESG-X	FSEG	1431.35	N/A	1431.35	1145.08	EUR	No	1140.72	912.579
EUREX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	4446.57	N/A	4446.57	3557.26	CHF	Yes²	4446.57	3557.26
EUREX	SMIDP	SMI Dividend Points Index	FSMD	15748.53	N/A	15748.53	7418.00	CHF	No	15748.53	7418.00
EUREX	SMI	Swiss Market Index	FSMI	5596.59	4477.27	7995.13	6396.10	CHF	Yes	7995.13	6396.10
EUREX	SMIM	Swiss Mid-cap Index	FSMM	4567.00	N/A	4567.00	3653.60	CHF	Yes²	4567.00	3653.60
EUREX	SMI	Swiss Market Index	FSMS	559.659	447.727	799.513	639.61	CHF	No	799.513	639.61
EUREX	MDAX	Midcap DAX	FSMX	2760.86	N/A	2760.86	2208.69	EUR	No	2427.25	1941.80
EUREX	ST3	Three Month ESTR	FST3	228.174	N/A	228.174	182.539	EUR	No	228.174	182.539
EUREX	SXAP	STOXX 600 Automobiles & Parts	FSTA	5509.86	N/A	5509.86	4407.89	EUR	Yes²	5509.86	4407.89
EUREX	SX7P	STOXX 600 Banks	FSTB	893.936	715.149	1277.05	1021.64	EUR	Yes	1111.50	889.202
EUREX	SX4P	STOXX 600 Chemicals	FSTC	5671.34	N/A	5671.34	4537.07	EUR	Yes²	5198.48	4158.78
EUREX	SXEP	STOXX 600 Oil & Gas	FSTE	1576.44	1261.15	2252.06	1801.65	EUR	Yes	2252.06	1801.65
EUREX	SXFP	STOXX 600 Financial Services Index	FSTF	4277.39	N/A	4277.39	3421.92	EUR	Yes²	3653.14	2922.51
EUREX	SXNP	STOXX 600 Industrial Goods & Services Index	FSTG	4189.89	N/A	4189.89	3351.91	EUR	Yes²	3978.48	3182.79
EUREX	SXDP	STOXX 600 Healthcare	FSTH	3776.62	N/A	3776.62	3021.30	EUR	Yes²	3776.62	3021.30
EUREX	SXIP	STOXX 600 Insurance	FSTI	2309.48	N/A	2309.48	1847.58	EUR	Yes²	1984.91	1587.93
EUREX	SX86P	STOXX 600 Real Estate	FSTL	835.105	N/A	835.105	668.084	EUR	No	835.105	668.084
EUREX	SXMP	STOXX 600 Media	FSTM	1659.03	N/A	1659.03	1327.22	EUR	Yes²	1484.16	1187.33
EUREX	SXOP	STOXX 600 Construction & Materials	FSTN	3428.21	N/A	3428.21	2742.57	EUR	Yes²	3264.01	2611.21
EUREX	SX3P	STOXX 600 Food & Beverage Index	FSTO	2795.27	N/A	2795.27	2236.21	EUR	Yes²	2167.50	1734.00
EUREX	SXRP	STOXX 600 Retail	FSTR	2059.88	N/A	2059.88	1647.90	EUR	Yes²	2059.88	1647.90
EUREX	SXPP	STOXX 600 Basic Resources Index	FSTS	4387.26	N/A	4387.26	3509.81	EUR	Yes	4330.48	3464.38
EUREX	SXKP	STOXX 600 Telecommunications	FSTT	926.405	N/A	926.405	741.124	EUR	Yes²	615.742	492.594
EUREX	SX6P	STOXX 600 Utilities	FSTU	1426.20	N/A	1426.20	1140.96	EUR	Yes	1426.20	1140.96
EUREX	SXTP	STOXX 600 Travel & Leisure	FSTV	1499.69	N/A	1499.69	1199.75	EUR	Yes²	1499.69	1199.75
EUREX	STX	STOXX50	FSTX	3504.43	N/A	3504.43	2803.55	EUR	Yes²	3077.33	2461.86
EUREX	SX8P	STOXX 600 Technology	FSTY	7874.11	N/A	7874.11	6299.29	EUR	Yes²	7874.11	6299.29
EUREX	SXQP	STOXX 600 Personal & Household Goods	FSTZ	4528.22	N/A	4528.22	3622.57	EUR	Yes²	4528.22	3622.57
EUREX	ESTX50	Euro STOXX50	FSXE	324.108	259.286	463.011	370.409	EUR	No	463.011	370.409
EUREX	TDX	TECDAX	FTDX	9183.92	N/A	9183.92	7347.13	EUR	Yes²	9183.92	7347.13
EUREX	V2TX	VSTOXX Volatility Index	FVS	1036.69	N/A	1036.69	829.35	EUR	Yes	2719.03	2175.225
EUREX	DJES	Euro STOXX Price Index	FXXE	2187.33	N/A	2187.33	1749.86	EUR	No	2040.32	1632.26
EUREX	DJ600	STOXX 600 Index	FXXP	1512.79	1210.23	2161.13	1728.91	EUR	Yes	2161.13	1728.91

Euronext NL (FTA)

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

Exchange FTA	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
FTA	AMX	AMX INDEX	FMX	11974.28	N/A	11974.28	9579.43	EUR	No	11974.28	9579.43
FTA	EOE	AMS EOE Index	FTI	9457.84	7566.27	13511.20	10808.96	EUR	Yes	13511.20	10808.96
FTA	EOE	AMS EOE Index	MFA	945.784	756.627	1351.12	1080.90	EUR	No	1351.12	1080.90

Hong Kong Futures Exchange (HKFE)

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

Exchange	Underlying	Product description	Trading Class	Intraday Initial¹^,5	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	CES120	CES China 120 Index	CHH	73651.37	N/A	73651.37	58921.09	HKD	No	73651.37	58921.09
HKFE	CNH	United States dollar	CUS	27147	N/A	27147	21717.60	CNH	Yes	27147	21717.60
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	4149.33	N/A	4149.33	2540	HKD	No	4149.33	2540
HKFE	HSIDPI	HSI Dividend Point Index	DHS	13060.00	N/A	13060.00	8013.70	HKD	No	13060.00	8013.70
HKFE	GDR	CNH Gold Futures	GDR	79130.88	N/A	79130.88	63304.71	CNH	No	79130.88	63304.71
HKFE	GDU	USD Gold Futures	GDU	15726.04	N/A	15726.04	12580.83	USD	No	15726.04	12580.83
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	30444.75	24355.80	43492.50	34794	HKD	Yes	43492.50	34794
HKFE	HSI	Hang Seng Stock Index	HSI	69660.58	55728.47	99515.12	79612.09	HKD	Yes	99515.12	79612.09
HKFE	HSTECH	Hang Seng TECH Index	HTI	21670.74	17336.59	30958.20	24766.56	HKD	Yes	30958.20	24766.56
HKFE	MCA	MSCI China A 50 Connect Index	MCA	2964.92	2371.94	4235.60	3388.48	USD	No	4235.60	3388.48
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	6088.95	4871.16	8698.50	6958.80	HKD	Yes	8698.50	6958.80
HKFE	MCS	United States dollar	MCS	5429.40	N/A	5429.40	4343.52	CNH	No	5429.40	4343.52
HKFE	MHI	Mini Hang Seng Index	MHI	13932.12	11145.69	19903.02	15922.42	HKD	Yes	19903.02	15922.42
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MIA	1719.52	N/A	1719.52	1375.62	USD	No	1719.52	1375.62
HKFE	MND	MSCI India Index (USD) - HKFE	MND	3351.63	N/A	3351.63	2681.30	USD	No	3351.63	2681.30
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	5632.28	N/A	5632.28	4505.82	USD	No	5632.28	4505.82
HKFE	VHSI	Hang Seng Volatility Index	VHS	64843.75	N/A	64843.75	51875	HKD	No	126350	101080

Intercontinental Exchange (ICEEU)

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

Exchange ICEEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEU	SG	Short Gilt	G	4097.01	N/A	4097.01	3277.60	GBP	No	4097.01	3277.60
ICEEU	H	Medium Gilt	H	6526.72	N/A	6526.72	5221.38	GBP	No	6526.72	5221.38
ICEEU	I	3 Month EURIBOR Interest Rate	I	898.438	N/A	898.438	718.75	EUR	Yes	898.438	718.75
ICEEU	NDUEBRAF	The MSCI Brazil Net Total Return	MCG	6961.13	N/A	6961.13	5568.90	USD	No	6961.13	5568.90
ICEEU	O	5 Year Euro Swapnote	O	5305.49	N/A	5305.49	4244.39	EUR	No	5305.49	4244.39
ICEEU	P	10 Year Euro Swapnote	P	11363.30	N/A	11363.30	9090.64	EUR	No	11363.30	9090.64
ICEEU	R	Long Gilt	R	4600	N/A	4600	3680	GBP	No	4600	3680
ICEEU	SRFXON3	Three Month SaronA	SA3	771.625	N/A	771.625	617.30	CHF	No	771.625	617.30
ICEEU	SONIA.N	Three Month SONIA	SO3	919.0625	N/A	919.0625	735.25	GBP	Yes	919.0625	735.25
ICEEU	SONIO.N	One Month SONIA	SOA	904.056	N/A	904.056	723.245	GBP	No	904.056	723.245
ICEEU	TWS	2 Year Euro Swapnote	TWS	2300.90	N/A	2300.90	1840.72	EUR	No	2300.90	1840.72
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	902.765	N/A	902.765	602	GBP	No	902.765	602
ICEEU	Y	FTSE 250 Index	Y2	5748.69	N/A	5748.69	4598.95	GBP	No	5748.69	4598.95
ICEEU	Z	FTSE 100 Index	Z	4286.29	3429.03	6123.28	4898.62	GBP	Yes	6123.28	4898.62

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	16316.41	N/A	16316.41	13053.13	GBP	No	16316.41	13053.13
ICEEUSOFT	D	Robusta Coffee	RC	4714.97	N/A	4714.97	3771.98	USD	No	4714.97	3771.98
ICEEUSOFT	T	Wheat	T	2369.43	N/A	2369.43	1895.54	GBP	No	2369.43	1895.54
ICEEUSOFT	W	White Sugar	W	2811.88	N/A	2811.88	2249.50	USD	No	2811.88	2249.50

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	9003.74	N/A	9003.74	7202.99	USD	No	9003.74	7202.99
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	25548436.72	N/A	25548436.72	20438749.375	JPY	No	25548436.72	20438749.375
ICEUS	EO	European Monetary Union Euro	KEO	10351.87	N/A	10351.87	8281.50	USD	No	10351.87	8281.50
ICEUS	ECD	European Monetary Union Euro	KEP	13607.86	N/A	13607.86	10886.29	CAD	No	13607.86	10886.29
ICEUS	GB	European Monetary Union Euro	KGB	6701.95	N/A	6701.95	5361.56	GBP	No	6701.95	5361.56
ICEUS	EAD	European Monetary Union Euro	KRA	20616.18	N/A	20616.18	16492.95	AUD	No	20616.18	16492.95
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	8412.88	N/A	8412.88	6730.30	CHF	No	8412.88	6730.30
ICEUS	ZY	Swiss franc	KZY	4086413.61	N/A	4086413.61	3269130.89	JPY	No	4086413.61	3269130.89
ICEUS	MP	British pound	MP	8105.64	N/A	8105.64	6484.52	USD	No	8105.64	6484.52
ICEUS	SS	British Pound in Swiss Franc	SS	11104.31	N/A	11104.31	8883.45	CHF	No	11104.31	8883.45
ICEUS	SY	British Pound in Japanese Yen	SY	2839118.05	N/A	2839118.05	2271294.44	JPY	No	2839118.05	2271294.44

Borsa Italiana (IDEM)

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

Exchange IDEM	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	6377.18	N/A	6377.18	5101.74	EUR	No	6377.18	5101.74
IDEM	FTMIB	FTSE MIB Index	FIB	17718.09	14174.475	25311.56	20249.25	EUR	Yes	25311.56	20249.25
IDEM	FTMIB	FTSE MIB Index	MICR	708.724	566.979	1012.46	809.97	EUR	No	1012.46	809.97
IDEM	FTMIB	FTSE MIB Index	MIN	3543.62	2834.895	5062.31	4049.85	EUR	No	5062.31	4049.85
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	985.50	N/A	985.50	788.40	EUR	No	985.50	788.40

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	43334.49	N/A	43334.49	34667.59	USD	No	43334.49	34667.59
IPE	COIL	ICE Brent Crude	COIL	17550	N/A	17550	13000	USD	Yes	17550	13000
IPE	GOIL	ICE Gasoil	GOIL	11566.15	N/A	11566.15	8567.52	USD	No	11566.15	8567.52
IPE	HOIL	ICE Heating Oil	HOIL	35154	N/A	35154	26040	USD	No	35154	26040
IPE	NCF	Newcastle Coal Futures	NCF	57921.39	N/A	57921.39	46337.12	USD	No	57921.39	46337.12
IPE	NGF	ICE UK Natural Gas	NGF	6755.68	N/A	6755.68	5404.54	GBP	No	25175.10	5404.54
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	34020	N/A	34020	25200	USD	No	34020	25200
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	17550	N/A	17550	13000	USD	Yes	17550	13000

Korea Stock Exchange (KSE)

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

Exchange KSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
KSE	K200	KOSPI200 Index	01	7882656.38	6306125.105	11260937.69	9008750.15	KRW	Yes	11260937.69	9008750.15
KSE	K200M	Mini KOSPI200 Index	05	1572199.96	1257759.92	2245999.94	1796799.89	KRW	Yes	2246000.10	1796800.08
KSE	KOSDQ150	KOSDAQ 150 Index	06	1301287.66	985600	1858982.375	1408000	KRW	No	1858982.375	1408000
KSE	3KTB	3-Year Korea Treasury Bond	165	1256102.32	N/A	1256102.32	1004881.86	KRW	No	1256102.32	1004881.86
KSE	FLKTB	10-Year Korea Treasury Bond	167	3879812.95	N/A	3879812.95	3103850.36	KRW	No	3879812.95	3103850.36
KSE	KWY	United States dollar	175	1713125	N/A	1713125	1370500	KRW	No	3426250	2741000

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	6723.125	N/A	6723.125	5378.50	USD	No	6723.125	5378.50
LMEOTC	CA	Grade A Copper - LME	CA	22095.42	N/A	22095.42	17676.33	USD	No	22095.42	17676.33
LMEOTC	PB	Lead - LME	PB	6533.15	N/A	6533.15	5226.52	USD	No	6533.15	5226.52
LMEOTC	SNLME	Tin future	SN	46748.94	N/A	46748.94	37399.15	USD	No	46748.94	37399.15
LMEOTC	ZSLME	Special High Grade Zinc	ZS	8632.76	N/A	8632.76	6906.21	USD	No	8632.76	6906.21

Euronext France (MATIF)

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

Exchange MATIF	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MATIF	EBM	Milling Wheat Futures	EBM	1760.63	N/A	1760.63	1408.50	EUR	Yes	1760.63	1408.50
MATIF	ECO	European Rapeseed Future	ECO	3475.00	N/A	3475.00	2780.00	EUR	Yes	3475.00	2780.00
MATIF	EMA	Corn	EMA	1906.25	N/A	1906.25	1525	EUR	No	1906.25	1525

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

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	IBEX35	IBEX 35 Index	IBX	8312.51	6650.01	11875.02	9500.02	EUR	No	11875.02	9500.02
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	831.251	665.001	1187.50	950.002	EUR	Yes	1187.50	950.002

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	DEUA	United States dollar	DA	11018.16	N/A	11018.16	8814.53	MXN	No	15774.96	12619.97
MEXDER	EURO	European Monetary Union Euro	EU	21373.91	N/A	21373.91	17099.13	MXN	No	21373.91	17099.13
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	58289.175	N/A	58289.175	46631.34	MXN	Yes²	61927.875	49542.30
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	11657.835	N/A	11657.835	9326.27	MXN	No	12385.575	9908.46

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	4930.47	N/A	4930.47	3944.38	EUR	No	4930.47	3944.38
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	4729.02	N/A	4729.02	3783.22	EUR	No	4729.02	3783.22
MONEP	CAC40	CAC 40	FCE	4812.50	3850.00	6875.01	5500.00	EUR	Yes	6875.01	5500.00
MONEP	FEF	FTSEurofirst 80 NEW	FEF	15878.25	N/A	15878.25	12702.60	EUR	No	15878.25	12702.60
MONEP	FEO	FTSEurofirst 100 NEW	FEO	11495.10	N/A	11495.10	9196.08	EUR	No	11495.10	9196.08
MONEP	CAC40	CAC 40	MFC	481.25	385.00	687.501	550.00	EUR	No	687.501	550.00

National Stock Exchange of India (NSE)

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

Exchange NSE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	126696.45	N/A	126696.45	101357.1	INR	Yes	8399.44	6719.55
NSE	EURINR	Euro in Indian Rupee	EURINR	11151.25	N/A	11151.25	8921.00	INR	No	11151.25	8921.00
NSE	NSEFIN	NSE Nifty Financial Services Index Futures	FINNIFTY	150204.4	N/A	150204.4	120163.6	INR	Yes	3734.23	2987.38
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	13031.25	N/A	13031.25	10425	INR	No	13031.25	10425
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	6768.44	N/A	6768.44	5414.75	INR	No	6768.44	5414.75
NSE	MIDCAPSEL	Nifty Midcap Select	MIDCPNIFTY	124484.25	N/A	124484.25	99587.25	INR	Yes	1649.04	1319.23
NSE	NIFTY50	Nifty 50	NIFTY	169881.5	N/A	169881.5	135905	INR	Yes	3375.66	2700.53
NSE	USDINR	US Dollars in Indian Rupee	USDINR	10442.81	N/A	10442.81	8354.25	INR	Yes	10442.81	8354.25

ICE Futures U.S. (NYBOT)

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

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	LRC30APR	ICE U.S. Conforming 30-yr Fixed Mortgage Rate Lock Weighted APR	30C	4735.93	N/A	4735.93	3788.75	USD	No	4735.93	3788.75
NYBOT	CC	Cocoa NYBOT	CC	20599.39	N/A	20599.39	16479.51	USD	Yes	20599.39	16479.51
NYBOT	CT	Cotton No. 2	CT	4704.08	N/A	4704.08	3763.26	USD	Yes	4704.08	3763.26
NYBOT	DX	NYBOT US Dollar FX	DX	2882.70	N/A	2882.70	2306.16	USD	Yes	2882.70	2306.16
NYBOT	NYFANG	NYSE FANG+ Index	FNG	7518.07	N/A	7518.07	6014.45	USD	No	7518.07	6014.45
NYBOT	KC	Coffee "C"	KC	12410.55	N/A	12410.55	9928.44	USD	Yes	12410.55	9928.44
NYBOT	OJ	FC Orange Juice "A"	OJ	14046.93	N/A	14046.93	11237.54	USD	Yes	14046.93	11237.54
NYBOT	RS	Canola	RS	1319.67	N/A	1319.67	1055.74	CAD	No	1319.67	1055.74
NYBOT	SB	Sugar No. 11	SB	2415.21	N/A	2415.21	1932.16	USD	Yes	2415.21	1932.16
NYBOT	SF	Sugar #16 112000 lbs	SF	2960.93	N/A	2960.93	2368.74	USD	No	2960.93	2368.74

New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	BB	NYMEX Brent Financial Futures Index	BB	17550	N/A	17550	13000	USD	No	17550	13000
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	17550	N/A	17550	13000	USD	Yes	17550	13000
NYMEX	CL	Light Sweet Crude Oil	CL	17550	N/A	17550	13000	USD	Yes	17550	13000
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	6875	N/A	6875	5500	USD	No	6875	5500
NYMEX	HO	Heating Oil	HO	35154	N/A	35154	26040	USD	Yes	35154	26040
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	6875	N/A	6875	5500	USD	No	6875	5500
NYMEX	MCL	Micro WTI Crude Oil	MCL	1755	N/A	1755	1300	USD	Yes	1755	1300
NYMEX	MHO	Micro NY Harbor ULSD	MHO	3642.46	N/A	3642.46	2698.12	USD	No	3642.46	2698.12
NYMEX	MHNG	Micro Henry Hub Natural Gas	MNG	687.50	N/A	687.50	550	USD	No	687.50	550
NYMEX	MRB	Micro RBOB Gasoline	MRB	3631.87	N/A	3631.87	2690.28	USD	No	3631.87	2690.28
NYMEX	NG	Henry Hub Natural Gas	NG	6875	N/A	6875	5500	USD	Yes	6875	5500
NYMEX	PA	Palladium Index	PA	103850	N/A	103850	22198.96	USD	No	103850	22198.96
NYMEX	PL	Platinum Index	PL	5591.16	N/A	5591.16	4472.93	USD	No	5591.16	4472.93
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	1718.75	N/A	1718.75	1375	USD	No	1718.75	1375
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	8775	N/A	8775	6500	USD	No	8775	6500
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	34020	N/A	34020	25200	USD	Yes	34020	25200
NYMEX	TT	NYMEX Cotton index	TT	15458.81	N/A	15458.81	12367.04	USD	No	15458.81	12367.04

New York Stock Exchange/Liffe (NYSE LIFFE)

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

Exchange NYSELIFFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYSELIFFE	M1MSA	MSCI Emerging Markets Asia Net Total Return (NTR)	ASN	4741.93	N/A	4741.93	3793.55	USD	No	4741.93	3793.55
NYSELIFFE	M1EU	MSCI Europe NTR	EU9	8117.93	N/A	8117.93	6494.34	USD	No	8117.93	6494.34
NYSELIFFE	M1JP	The MSCI Japan NTR	JPP	10859.85	N/A	10859.85	8687.88	USD	No	10859.85	8687.88
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	6633.10	5306.48	9475.86	7580.69	USD	No	9475.86	7580.69
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3170.12	2536.09	4528.74	3622.99	USD	No	4528.74	3622.99
NYSELIFFE	MXUS	MSCI USA Index	MUN	64308.80	N/A	64308.80	51447.04	USD	No	64308.80	51447.04

Nasdaq OMX - Stockholm (OMS)

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

Exchange OMS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OMS	OMXESG	OMXS30 ESG Responsible Index	OMXESG	25686.38	N/A	25686.38	20549.10	SEK	No	25686.38	20549.10
OMS	OMXS30	OMX Index (Sweden)	OMXS30	18725.08	14980.06	26750.11	21400.09	SEK	Yes	26750.11	21400.09
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	993.023	N/A	993.023	794.419	SEK	No	5708.91	794.419

Osaka Securities Exchange (OSE.JPN)

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

Exchange OSE.JPN	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
OSE.JPN	N225	Nikkei 225	225	2682823.57	2146258.86	3832605.11	3066084.08	JPY	Yes	3832605.11	3066084.08
OSE.JPN	N225M	Nikkei 225 Mini	225M	268282.36	214625.89	383260.51	306608.41	JPY	Yes	383260.51	306608.41
OSE.JPN	N225MC	Nikkei 225 Micro	225MC	26828.24	21462.59	38326.05	30660.84	JPY	No	38326.05	30660.84
OSE.JPN	JPNK400	JPX-Nikkei Index 400	400	169806.25	N/A	169806.25	135845	JPY	No	169806.25	135845
OSE.JPN	TPXC30	Topix Core30	C30	120806.46	N/A	120806.46	96645.17	JPY	No	120806.46	96645.17
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	494645.74	N/A	494645.74	395716.59	JPY	No	494645.74	395716.59
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JBL	2359217.99	N/A	2359217.99	1887374.39	JPY	Yes	2359217.99	1887374.39
OSE.JPN	MJ	Mini 10 Year JGB	JBLM	235921.80	N/A	235921.80	188737.44	JPY	No	235921.80	188737.44
OSE.JPN	TSEMOTHR	TSE Growth Market 250 Index	MOTH	78291.14	N/A	78291.14	62632.91	JPY	No	78291.14	62632.91
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NVI	138125	N/A	138125	110500	JPY	No	243250	194600
OSE.JPN	TSEREIT	TSE REIT Index	REIT	243435.48	N/A	243435.48	194748.38	JPY	No	243435.48	194748.38
OSE.JPN	TOPX	TOPIX Index	TPX	1594981.99	1275985.59	2278545.70	1822836.56	JPY	No	2278545.70	1822836.56
OSE.JPN	MNTPX	Japan Mini Topix	TPXM	159498.20	127598.56	227854.57	182283.66	JPY	No	227854.57	182283.66

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	-	COIL	17550	N/A	17550	13000	USD	No	17550	13000
QBALGOIEU	GOIL	-	GOIL	11566.15	N/A	11566.15	8567.52	USD	No	11566.15	8567.52
QBALGOIEU	WTI	-	WTI	17550	N/A	17550	13000	USD	No	17550	13000

ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	-	CC	20599.39	N/A	20599.39	16479.51	USD	No	20599.39	16479.51
QBALGOIUS	CT	-	CT	4704.08	N/A	4704.08	3763.26	USD	No	4704.08	3763.26
QBALGOIUS	DX	-	DX	2882.70	N/A	2882.70	2306.16	USD	No	2882.70	2306.16
QBALGOIUS	KC	-	KC	12410.55	N/A	12410.55	9928.44	USD	No	12410.55	9928.44
QBALGOIUS	OJ	-	OJ	14046.93	N/A	14046.93	11237.54	USD	No	14046.93	11237.54
QBALGOIUS	SB	-	SB	2415.21	N/A	2415.21	1932.16	USD	No	2415.21	1932.16

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	315866.28	N/A	315866.28	252693.03	JPY	No	315866.28	252693.03
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	2346.03	N/A	2346.03	1876.82	USD	No	2346.03	1876.82
SGX	XINA50	FTSE/Xinhua China A50	CN	1291.92	1033.54	1845.60	1476.48	USD	No	1845.60	1476.48
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	4305.625	N/A	4305.625	3444.50	USD	No	4305.625	3444.50
SGX	XIN0I	FTSE China H50	FCH	4367.34	N/A	4367.34	3493.87	USD	No	4367.34	3493.87
SGX	SCI	SGX TSI Iron Ore Futures	FEF	2033.53	N/A	2033.53	1626.83	USD	No	2033.53	1626.83
SGX	WIIDN	FTSE Indonesia Index	FID	1333.51	N/A	1333.51	1066.80	USD	No	1333.51	1066.80
SGX	FIVNM30	FTSE Vietnam 30 Price Return Index	FVN	1163.03	N/A	1163.03	930.427	USD	No	1163.03	930.427
SGX	INR	United States dollar	INR	10447.81	N/A	10447.81	8358.25	USD	No	10447.81	8358.25
SGX	INX	SGX USD/INR (USD) Month-end	INX	10441.88	N/A	10441.88	8353.50	USD	No	10441.88	8353.50
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	2992.25	N/A	2992.25	2393.80	USD	No	2992.25	2393.80
SGX	SGB	SGX Mini JGB Index	JB	250000	N/A	250000	200000	JPY	No	250000	200000
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	350281.25	N/A	350281.25	280225	JPY	No	350281.25	280225
SGX	KRW	Korean Won	KRW	5060.90	N/A	5060.90	4048.72	USD	No	5060.90	4048.72
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	1012.18	N/A	1012.18	809.744	USD	No	1012.18	809.744
SGX	MUC	SGX USD/CNH Futures (Mini)	MUC	6795.01	N/A	6795.01	5436.00	CNH	No	6795.00	5436.00
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	2056250	N/A	2056250	1375000	JPY	No	2056250	1375000
SGX	SGXNK	SGX: Nikkei 225	NK	1127589.65	902071.72	1610842.35	1288673.88	JPY	Yes	1610842.35	1288673.88
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	225517.93	180414.34	322168.47	257734.78	JPY	No	322168.47	257734.78
SGX	N225U	SGX: USD Nikkei 225 Index	NU	54815.31	N/A	54815.31	43852.25	USD	No	54815.31	43852.25
SGX	SSG	MSCI Singapore Free Index	SGP	1270.77	1016.62	1815.39	1452.31	SGD	Yes²	1815.39	1452.31
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	5913.25	N/A	5913.25	4730.60	SGD	No	5913.25	4730.60
SGX	STI	SGX Straits Times Index	ST	4875.31	N/A	4875.31	3900.25	SGD	No	4875.31	3900.25
SGX	TD	SGX Taiwan Dollar in US Dollar Futures (Mini)	TD	2703.925	N/A	2703.925	2163.14	USD	No	2703.925	2163.14
SGX	TSR20	SICOM Rubber	TF	625	N/A	625	500	USD	No	625	500
SGX	SGXTU	SGX Thai baht in US Dollar Futures	TU	1424.50	N/A	1424.50	1139.60	USD	No	1424.50	1139.60
SGX	TWD	SGX Taiwan Dollar in US Dollar Futures (Full-Sized)	TWD	8111.775	N/A	8111.775	6489.42	USD	No	8111.775	6489.42
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2362.50	1890	3375	2700	USD	No	3375	2700
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	27152.25	N/A	27152.25	21721.80	CNH	Yes	27152.25	21721.80
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	7168648.74	N/A	7168648.74	5734918.99	JPY	No	7168648.74	5734918.99
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	1478.31	N/A	1478.31	1182.65	SGD	No	1478.31	1182.65
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	1433729.75	N/A	1433729.75	1146983.80	JPY	No	1433729.75	1146983.80
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1369.18	N/A	1369.18	1095.34	SGD	No	1369.18	1095.34
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	3417.77	N/A	3417.77	2734.22	SGD	No	3417.77	2734.22
SGX	G13	GENTING SINGAPORE LTD	YGEN	872.744	N/A	872.744	698.195	SGD	No	872.744	698.195
SGX	BN4	KEPPEL LTD	YKEP	3831.69	N/A	3831.69	3065.35	SGD	No	3831.69	3065.35
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5142.61	N/A	5142.61	4114.09	SGD	No	5142.61	4114.09
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2194.99	N/A	2194.99	1756.00	SGD	No	2195.00	1756.00
SGX	Y92	THAI BEVERAGE PCL	YTBE	900.90	N/A	900.90	720.72	SGD	No	900.89	720.71
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5495.56	N/A	5495.56	4396.45	SGD	No	5495.56	4396.45
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	3066.91	N/A	3066.91	2453.53	SGD	No	3066.90	2453.52
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	15710.22	N/A	15710.22	3543.52	SGD	No	4429.40	3543.52
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	375	N/A	375	300	USD	No	375	300
SGX	YESBANK	YES BANK LTD	ZYES	187.50	N/A	187.50	150	USD	No	187.50	150

The Small Exchange (SMFE)

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

Exchange SMFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SMFE	10YSME	Small 10YR US Treasury Yield	S10Y	803.62	N/A	803.62	642.896	USD	No	803.62	642.896
SMFE	2YSME	Small 2YR US Treasury Yield	S2Y	879.016	N/A	879.016	703.213	USD	No	879.016	703.213
SMFE	30YSME	Small 30YR US Treasury Yield	S30Y	620.167	N/A	620.167	496.134	USD	No	620.167	496.134

ASX24 (SNFE)⁴

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

Exchange SNFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
SNFE	SPI	S&P/ASX 200 Index (Australia)	AP	13354.25	10683.40	19077.50	15262	AUD	Yes	19077.50	15262
SNFE	IB	30 Day Interbank Cash Rate	IB	785	N/A	785	628	AUD	No	785	628
SNFE	IR	90 Day Bills	IR	2223.51	N/A	2223.51	1778.81	AUD	No	2223.51	1778.81
SNFE	XT	10 Year Treasury Bond 6%	XT	3597.51	N/A	3597.51	2878.01	AUD	No	3597.51	2878.01
SNFE	YT	3 Year Treasury Bond 6%	YT	1316.25	N/A	1316.25	1053	AUD	No	1316.25	1053

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

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

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

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

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

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

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

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

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

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

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

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

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

Mutual Funds

US Metals

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Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

Singapore Exchange (SGX)

The Small Exchange (SMFE)

ASX24 (SNFE)4

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Additional US Margin Requirements

Further Reading

Disclosures

ASX24 (SNFE)⁴