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	8430.24	N/A	8430.24	7330.64	EUR	Yes²	8430.24	7330.64

BURSAMY

Exchange BURSAMY	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
BURSAMY	FCPO.MY	CRUDE PALM OIL - MY	FCPO	9775	N/A	9775	8500	MYR	No	9775	8500
BURSAMY	FBMKLCI	FKLI	FKLI	3220.01	2800	4600.02	4000	MYR	No	4600.02	4000

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	603.825	N/A	603.825	525	USD	No	690.825	525
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	982.755	N/A	982.755	854.57	USD	No	1043.76	854.57
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	682.94	N/A	682.94	593.861	USD	No	682.94	593.861
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	2531.75	N/A	2531.75	2201.52	USD	No	2531.75	2201.52
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	715.317	N/A	715.317	621.953	USD	No	756.317	621.953
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1598.59	N/A	1598.59	1388.62	USD	No	1823.59	1388.62
CBOT	AC	ETHANOL -CME	EH	5635	N/A	5635	4900	USD	No	5635	4900
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	3300.37	N/A	3300.37	2868.05	USD	No	3585.37	2868.05
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	3844.37	N/A	3844.37	3093.97	USD	No	3559.37	3093.97
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3630.71	N/A	3630.71	3157.14	USD	Yes	4280.71	3157.14
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	632.666	N/A	632.666	490.175	USD	No	563.953	490.175
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1259.20	N/A	1259.20	956.112	USD	No	1099.85	956.112
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	864.413	751.663	1234.88	1073.80	USD	No	1485.81	1065.05
CBOT	MZC	MICRO CORN FUTURES	MZC	209.375	N/A	209.375	182.065	USD	No	211.875	182.065
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	288.668	N/A	288.668	243.189	USD	No	279.668	243.189
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	301.997	N/A	301.997	262.606	USD	No	326.997	262.606
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	304.017	N/A	304.017	264.363	USD	No	306.518	264.363
CBOT	MZW	MICRO WHEAT FUTURES	MZW	316.254	N/A	316.254	275.003	USD	No	357.504	275.003
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4203.02	N/A	4203.02	3654.56	USD	No	4903.48	4202.75
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	4854.20	N/A	4854.20	3542.02	USD	No	4073.32	3542.02
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945.01	N/A	4945.01	4300.01	USD	No	4945.01	4300.01
CBOT	UB	ULTRA TREASURY BOND	UB	8901.21	N/A	8901.21	6327.36	USD	Yes	7276.46	6327.36
CBOT	YC	MINI SIZED CORN FUTURES	XC	418.75	N/A	418.75	364.131	USD	No	421.25	364.131
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	599.921	N/A	599.921	521.671	USD	No	607.421	521.671
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	614.882	N/A	614.882	534.68	USD	No	684.882	534.68
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	120.249	N/A	120.249	54.5613	USD	No	62.7456	54.5613
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	360.117	N/A	360.117	130.534	USD	No	150.115	130.534
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	340.677	N/A	340.677	50	USD	No	57.50	50
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	245.896	N/A	245.896	125	USD	No	143.75	125
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	417.783	N/A	417.783	50	USD	No	57.50	50
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	8644.13	7516.63	12348.75	10738.05	USD	Yes	14858.075	10650.50
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	3186.54	N/A	3186.54	2397.79	USD	No	2757.48	2397.79
CBOT	ZB	US TREASURY BOND	ZB	6840.11	N/A	6840.11	4915.09	USD	Yes	5652.36	4915.09
CBOT	ZC	CORN FUTURES	ZC	2093.75	N/A	2093.75	1820.65	USD	Yes	2106.25	1820.65
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	2170.28	N/A	2170.28	1561.22	USD	Yes	1795.40	1561.22
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	2982.68	N/A	2982.68	2431.89	USD	Yes	2796.68	2431.89
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3019.97	N/A	3019.97	2626.06	USD	Yes	3229.97	2626.06
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	3427.06	N/A	3427.06	2463.85	USD	Yes	2833.43	2463.85
CBOT	ZO	OAT FUTURES	ZO	5170.64	N/A	5170.64	4496.21	USD	Yes	5408.14	4496.21
CBOT	ZQ	30 DAY FED FUNDS	ZQ	434.843	N/A	434.843	360	USD	Yes²	414	360
CBOT	ZR	ROUGH RICE FUTURES	ZR	4214.56	N/A	4214.56	3612.63	USD	Yes	4154.56	3612.63
CBOT	ZS	SOYBEAN FUTURES	ZS	2999.61	N/A	2999.61	2608.35	USD	Yes	3037.11	2608.35
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1643.79	N/A	1643.79	1225.47	USD	Yes	1409.29	1225.47
CBOT	ZW	WHEAT FUTURES	ZW	3074.41	N/A	3074.41	2673.40	USD	Yes	3424.41	2673.40

Montreal Exchange (CDE)

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

Exchange CDE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CDE	CGB	10 YEAR GOVERNMENT OF CANADA BONDS	CGB	3864.20	N/A	3864.20	3360.18	CAD	No	3864.21	3360.18
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1935.28	N/A	1935.28	1682.85	CAD	No	1935.28	1682.85
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	734.557	N/A	734.557	638.745	CAD	No	734.558	638.745
CDE	CRA	3 MONTH CORRA	CRA	500.388	N/A	500.388	435.12	CAD	No	500.388	435.12
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	12929.98	11243.46	18471.40	16062.09	CAD	No	18471.40	16062.09
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	13002.22	N/A	13002.22	11306.28	CAD	No	13002.22	11306.28

CEDX

Exchange CEDX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
CEDX	BCH20P	-	CH20F	12655.28	N/A	12655.28	11004.59	CHF	Yes	12655.28	11004.59
CEDX	BDE40G	-	DE40F	35488.40	N/A	35488.40	30859.48	EUR	Yes	35488.40	30859.48
CEDX	BES35P	-	ES35F	16895.52	N/A	16895.52	14691.75	EUR	Yes	16895.52	14691.75
CEDX	BEZ50P	-	EZ50F	7033.53	N/A	7033.53	6116.11	EUR	Yes	7033.53	6116.11
CEDX	BFR40P	-	FR40F	8936.57	N/A	8936.57	7770.93	EUR	Yes	8936.57	7770.93
CEDX	BIT40P	-	IT40F	12130.60	N/A	12130.60	10548.35	EUR	Yes	12130.60	10548.35
CEDX	BNL25P	-	NL25F	10031.22	N/A	10031.22	8722.80	EUR	Yes	10031.22	8722.80
CEDX	BNO25G	-	NO25F	12811.13	N/A	12811.13	11140.11	NOK	Yes	12811.13	11140.11
CEDX	BSE30P	-	SE30F	35034.43	N/A	35034.43	30464.73	SEK	Yes	35034.43	30464.73
CEDX	BUK100P	-	UK100F	6270.30	N/A	6270.30	5452.44	GBP	Yes	6270.30	5452.44

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	9669.92	N/A	9669.92	8406.75	USD	No	9669.92	8406.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	7972.10	N/A	7972.10	6930.75	USD	Yes	7972.11	6930.75
CFE	VIX	CBOE VOLATILITY INDEX	VX	10911.37	N/A	10911.37	9488.15	USD	Yes	24465.35	21274.22
CFE	VIX	CBOE VOLATILITY INDEX	VX13	10911.37	N/A	10911.37	9488.15	USD	No	24465.35	21274.22
CFE	VIX	CBOE VOLATILITY INDEX	VX14	10911.37	N/A	10911.37	9488.15	USD	No	24465.35	21274.22
CFE	VIX	CBOE VOLATILITY INDEX	VX16	10911.37	N/A	10911.37	9488.15	USD	No	24465.35	21274.22
CFE	VIX	CBOE VOLATILITY INDEX	VX17	10474.91	N/A	10474.91	9108.62	USD	No	23486.82	20423.32
CFE	VIX	CBOE VOLATILITY INDEX	VX18	9711.18	N/A	9711.18	8444.50	USD	No	22745.49	19778.69
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1091.14	N/A	1091.14	948.815	USD	No	2446.54	2127.42

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	2185.30	N/A	2185.30	1900.26	USD	Yes	2200.30	1900.26
CME	GBP	BRITISH POUND	6B	2300	N/A	2300	2000	USD	Yes	2331.23	2000
CME	CAD	CANADIAN DOLLAR	6C	1697.18	N/A	1697.18	1332.33	USD	Yes	1532.18	1332.33
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4133.83	N/A	4133.83	3192.46	USD	Yes	3671.33	3192.46
CME	JPY	JAPANESE YEN	6J	4226.28	N/A	4226.28	3300.03	USD	Yes	3795.03	3300.03
CME	BRE	BRAZILIAN REAL	6L	1756.48	N/A	1756.48	1295.625	USD	Yes²	1806.48	1295.625
CME	MXP	MEXICAN PESO	6M	1680.495	N/A	1680.495	1461.30	USD	Yes	1775.495	1461.30
CME	NZD	NEW ZEALAND DOLLAR	6N	2202.55	N/A	2202.55	1915.26	USD	Yes²	2297.55	1915.26
CME	RUR^*	RUSSIAN RUBLE IN US DOLLARS	6R	28735.625	N/A	28735.625	24987.50	USD	Yes²	28735.625	24987.50
CME	CHF	SWISS FRANC	6S	5164.10	N/A	5164.10	4289.44	USD	Yes	4932.85	4289.44
CME	ZAR	SOUTH AFRICAN RAND	6Z	2193.82	N/A	2193.82	1907.50	USD	No	2468.82	1907.50
CME	ACDX	AUSTRALIAN DOLLAR	ACD	12347.81	N/A	12347.81	10737.23	CAD	No	12347.81	10737.23
CME	AJY	AUSTRALIAN DOLLAR	AJY	2500491.19	N/A	2500491.19	2174340.16	JPY	No	2632491.19	2174340.16
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	953.463	N/A	953.463	829.098	USD	No	1007.96	829.098
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	26261.21	N/A	26261.21	22835.83	USD	No	30200.39	26261.21
CME	BOS	BOSTON HOUSING INDEX	BOS	5111.75	N/A	5111.75	4445.00	USD	No	5111.75	4445.00
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	152849.02	N/A	152849.02	132912.19	USD	Yes	169664.22	132912.19
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	231782.50	N/A	231782.50	201550	EUR	No	278139	241860
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	3963.42	N/A	3963.42	3311.67	USD	No	3808.42	3311.67
CME	CHI	CHICAGO HOUSING INDEX	CHI	3179.75	N/A	3179.75	2765.00	USD	No	3179.75	2765.00
CME	CLP	CHILEAN PESO	CHP	6323.77	N/A	6323.77	5498.93	USD	No	6333.77	5498.93
CME	CJY	CANADIAN DOLLAR	CJY	2715752.21	N/A	2715752.21	2361523.49	JPY	No	2715752.01	2361523.49
CME	CNH	UNITED STATES DOLLAR	CNH	25057.35	N/A	25057.35	21789	CNH	No	25407.35	21789
CME	CSC	CHEESE	CSC	5813.89	N/A	5813.89	5055.56	USD	No	5853.89	5055.56
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5177.88	N/A	5177.88	4502.50	USD	No	5177.88	4502.50
CME	CZK	CZECH KORUNA	CZK	17133.97	N/A	17133.97	14899.10	USD	Yes²	17133.97	14899.10
CME	DA	MILK CLASS III INDEX	DC	4987.49	N/A	4987.49	4336.90	USD	Yes	5047.50	4336.90
CME	DEN	DENVER HOUSING INDEX	DEN	4614.375	N/A	4614.375	4012.50	USD	No	4614.375	4012.50
CME	DY	CME DRY WHEY INDEX	DY	3635.98	N/A	3635.98	3161.72	USD	No	3635.98	3161.72
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2066.91	N/A	2066.91	1596.23	USD	No	1835.66	1596.23
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	17787.70	N/A	17787.70	14705.04	AUD	No	16937.70	14705.04
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	12553.64	N/A	12553.64	10418.49	CAD	No	11991.14	10418.49
CME	ECK	CZECH KORUNA	ECK	9187.58	N/A	9187.58	7989.20	EUR	No	9187.58	7989.20
CME	EHF	HUNGARIAN FORINT	EHF	7176.60	N/A	7176.60	6240.52	EUR	Yes²	7182.60	6240.52
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	16191.08	14078.70	23130.12	20112.43	USD	Yes²	31229.63	23129.30
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	198164.43	172312.05	283092.04	246160.07	JPY	No	347032.76	224370
CME	EPZ	POLISH ZLOTY	EPZ	7486.62	N/A	7486.62	6510.11	EUR	Yes²	7636.62	6510.11
CME	ES	E-MINI S&P 500	ES	12051.22	10955.65	17216.03	15650.93	USD	Yes	22750.54	17023.22
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	24465.08	N/A	24465.08	21262.97	USD	No	31504.84	24452.41
CME	ESTR	EURO SHORT-TERM RATE	ESR	256.502	N/A	256.502	185	EUR	No	212.75	185
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	58245.78	N/A	58245.78	50648.51	EUR	No	66982.65	58245.78
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	60060.89	N/A	60060.89	52226.68	USD	Yes	78473.06	62672.01
CME	GSCI	S&P-GSCI INDEX	GD	14461.77	N/A	14461.77	12575.45	USD	No	15174.27	12575.45
CME	GDK	CLASS IV MILK - 200K LBS	GDK	2572.98	N/A	2572.98	2237.37	USD	No	2572.98	2237.37
CME	GF	FEEDER CATTLE	GF	9424.26	N/A	9424.26	8195.01	USD	Yes	9549.26	8195.01
CME	NF	NON FAT DRY MILK INDEX	GNF	4797.71	N/A	4797.71	4047.57	USD	No	4654.71	4047.57
CME	HE	LEAN HOGS	HE	4697.92	N/A	4697.92	3885.14	USD	Yes	4467.92	3885.14
CME	HUF	HUNGARIAN FORINT	HUF	11060.77	N/A	11060.77	9618.06	USD	Yes²	11060.77	9618.06
CME	IBAA	BOVESPA INDEX - USD	IBV	37158.88	N/A	37158.88	32312.07	USD	No	32259.80	28052
CME	ILS	ISRAELI SHEKEL	ILS	35428.24	N/A	35428.24	30807.16	USD	Yes²	35428.24	30807.16
CME	J7	JAPANESE YEN	J7	2113.14	N/A	2113.14	1650.02	USD	No	1897.52	1650.02
CME	KRW	KOREAN WON	KRW	16701.56	N/A	16701.56	14522.25	USD	Yes²	10806.89	9396.75
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4378.63	N/A	4378.63	3807.50	USD	No	4378.63	3807.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	LBR	LUMBER FUTURES	LBR	3383.09	N/A	3383.09	2929.83	USD	No	3369.34	2929.83
CME	LE	LIVE CATTLE	LE	4148.95	N/A	4148.95	3564.31	USD	Yes	4098.95	3564.31
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	650.681	565.81	929.545	808.30	USD	No	999.129	748
CME	M6A	AUSTRALIAN DOLLAR	M6A	218.53	N/A	218.53	190.026	USD	No	220.03	190.026
CME	M6B	BRITISH POUND	M6B	230	N/A	230	200	USD	No	233.123	200
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	413.383	N/A	413.383	319.246	USD	No	367.133	319.246
CME	MBT	MICRO BITCOIN	MBT	3056.98	N/A	3056.98	2658.24	USD	Yes	3393.28	2658.24
CME	MCD	CANADIAN DOLLAR	MCD	169.718	N/A	169.718	133.233	USD	No	153.218	133.233
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1205.12	1095.57	1721.60	1565.09	USD	Yes	2275.05	1702.32
CME	MET	MICRO ETHER	MET	120.121	N/A	120.121	104.453	USD	Yes	156.846	125.344
CME	MIA	MIAMI HOUSING INDEX	MIA	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	MIR	INDIAN RUPEE	MIR	1340.29	N/A	1340.29	1164.40	USD	No	1340.29	1164.40
CME	MNH	UNITED STATES DOLLAR	MNH	2499.50	N/A	2499.50	2160.75	CNH	No	2519.50	2160.75
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	99079.43	86156.02	141542.04	123080.03	JPY	No	173762.75	112185
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1418.84	N/A	1418.84	1233.70	USD	No	1936.75	1318.83
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2225.18	2022.89	3178.83	2889.85	USD	Yes	4269.11	3178.83
CME	MSF	SWISS FRANC	MSF	515.798	N/A	515.798	428.956	USD	No	493.314	428.969
CME	MSL	MICRO SOLANA	MSL	3996.25	N/A	3996.25	3475	USD	No	4223.75	3475
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	990794.27	861560.23	1415420.38	1230800.33	JPY	No	1735127.50	1121850
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	14188.47	N/A	14188.47	12336.96	USD	No	19692.63	13188.34
CME	NOK	NORWEGIAN KRONE	NOK	19990.68	N/A	19990.68	16936.06	USD	No	19490.68	16936.06
CME	NQ	E-MINI NASDAQ 100	NQ	22251.82	20228.93	31788.31	28898.47	USD	Yes	42691.13	31788.31
CME	NYM	NEW YORK HOUSING INDEX	NYM	4772.50	N/A	4772.50	4150	USD	No	4772.50	4150
CME	PJY	BRITISH POUND	PJY	3001238.16	N/A	3001238.16	2609515.55	JPY	No	3132487.78	2609515.55
CME	PLN	POLISH ZLOTY	PLN	16324.30	N/A	16324.30	14195.04	USD	Yes²	16544.30	14195.04
CME	PSF	BRITISH POUND	PSF	10777.53	N/A	10777.53	9371.76	CHF	No	10852.53	9371.76
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4566.99	N/A	4566.99	3720.42	CHF	No	4279.49	3720.42
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8013.775	N/A	8013.775	6968.50	USD	Yes²	8013.775	6968.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	10458.81	N/A	10458.81	9094.62	EUR	Yes²	10462.81	9094.62
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6423.40	N/A	6423.40	5231.875	GBP	No	6017.15	5231.875
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	18292.68	N/A	18292.68	15893.76	USD	No	23306.59	18277.82
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	46783.11	N/A	46783.11	40666.08	USD	No	57465.57	46765.99
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10407.39	N/A	10407.39	9048.17	USD	No	12763.50	10405.40
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	6506.81	5658.10	9295.45	8083.00	USD	Yes	9991.29	7483
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1249512.38	N/A	1249512.38	1086339.45	JPY	Yes²	1284512.51	1086339.45
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4479.25	N/A	4479.25	3895.00	USD	No	4479.25	3895.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6511.875	N/A	6511.875	5662.50	USD	No	6511.875	5662.50
CME	SEK	SWEDISH KRONA	SEK	22276.59	N/A	22276.59	19131.42	USD	No	22026.59	19131.42
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5117.50	N/A	5117.50	4450	USD	No	5117.50	4450
CME	SGX	SHORT GILT	SG	301731.76	N/A	301731.76	262375.44	USD	No	346991.51	301731.75
CME	SIR	INDIAN RUPEE	SIR	6793.40	N/A	6793.40	5822	USD	No	6698.40	5822
CME	SJY	SWISS FRANC	SJY	4558887.92	N/A	4558887.92	3964249.50	JPY	No	4558886.92	3964249.50
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	30684.33	N/A	30684.33	26682.02	USD	No	33504.33	26682.02
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	79925	N/A	79925	69500	USD	No	84375	69500
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1997.13	N/A	1997.13	1736.64	GBP	No	1997.14	1736.64
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	434.843	N/A	434.843	360	USD	No	414	360
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	262.226	N/A	262.226	211.718	USD	Yes	243.476	211.718
CME	SVX	SCHNEIDER ELECTRIC SE	SU	76053.18	N/A	76053.18	66133.20	USD	No	87461.17	76053.18
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1221.27	N/A	1221.27	974.869	USD	No	1121.26	974.869
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4815.625	N/A	4815.625	4187.50	USD	No	4815.625	4187.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	10395.86	N/A	10395.86	9037.41	USD	No	12975.24	10393.02
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	13508.01	N/A	13508.01	11743.15	USD	No	16024.21	13504.62
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	9899.38	N/A	9899.38	8607.49	USD	No	13704.29	9898.62
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	19415.71	N/A	19415.71	16868.87	USD	No	24188.06	19399.20
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	29577.27	N/A	29577.27	25709.45	USD	No	38393.87	29565.86
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	8206.16	N/A	8206.16	7133.82	USD	No	9487.08	8203.89
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4827.00	N/A	4827.00	4194.88	USD	No	5613.55	4824.12
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11775.72	N/A	11775.72	9455.90	USD	No	12507.07	10874.28
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	15431.57	N/A	15431.57	13406.20	USD	No	17734.80	15417.13
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	45098.69	N/A	45098.69	39190.18	USD	No	56883.50	45068.71
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	12344.94	N/A	12344.94	10728.58	USD	No	16734.19	12337.86

COMEX

Exchange COMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
COMEX	1OZ	1 OUNCE GOLD FUTURES	1OZ	212.688	N/A	212.688	161.251	USD	No	185.438	161.251
COMEX	ALI	ALUMINUM INDEX	ALI	6594.03	N/A	6594.03	5733.94	USD	No	6912.78	5733.94
COMEX	GC	GOLD	GC	21173.22	N/A	21173.22	16124.53	USD	Yes	18543.21	16124.53
COMEX	HG	COPPER INDEX	HG	11760.35	N/A	11760.35	9998.13	USD	Yes	11497.85	9998.13
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2669.47	N/A	2669.47	2321.18	USD	No	2829.47	2321.18
COMEX	MGC	E-MICRO GOLD	MGC	2111.38	N/A	2111.38	1596.85	USD	Yes	1836.38	1596.85
COMEX	MHG	MICRO COPPER	MHG	1174.79	N/A	1174.79	999.813	USD	No	1149.79	999.813
COMEX	QC	COMEX MINY COPPER	QC	5880.18	N/A	5880.18	4999.07	USD	No	5748.93	4999.07
COMEX	QI	COMEX MINY SILVER	QI	12607.95	N/A	12607.95	10963.44	USD	No	12890.45	10963.44
COMEX	QO	COMEX MINY GOLD	QO	10586.61	N/A	10586.61	8062.26	USD	No	9271.60	8062.26
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	37408.25	N/A	37408.25	32528.90	CNH	No	37408.24	32528.90
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	3799.82	N/A	3799.82	3304.19	USD	No	3799.82	3304.19
COMEX	SI	SILVER INDEX	SI	25215.91	N/A	25215.91	21926.875	USD	Yes	25780.91	21926.875
COMEX	SI	SILVER INDEX	SIL	5043.18	N/A	5043.18	4385.375	USD	No	5156.18	4385.375
COMEX	UX	URANIUM INDEX	UX	1832.21	N/A	1832.21	1593.23	USD	No	1832.21	1593.23

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	39410.50	N/A	39410.50	34270.00	EUR	No	39410.50	34270.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	13222.40	N/A	13222.40	11497.74	EUR	Yes	13222.40	11497.74

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	10747.32	N/A	10747.32	9345.50	CHF	No	12359.42	10747.32
EUREX	KS200.EU	KOSPI 200 - EUREX/KRX LINKED PRODUCT	FBK2	7044756.01	6125874.79	10063937.155	8751249.70	KRW	Yes	10063937.155	8751249.70
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6886.08	N/A	6886.08	5981.61	EUR	No	7918.99	6878.86
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3187.10	N/A	3187.10	2771.39	EUR	Yes	3920.42	3409.06
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1062.75	N/A	1062.75	924.134	EUR	No	1247.15	1084.48
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	2553.83	N/A	2553.83	2220.72	USD	No	2936.90	2553.83
EUREX	KWY.EU	US DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT	FCUW	1683040.84	N/A	1683040.84	1463500	KRW	No	3366081.69	2927000
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2645	N/A	2645	2300	EUR	No	2645	2300
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	33893.32	29472.45	48419.025	42103.50	EUR	Yes	46474.09	40412.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9036.70	N/A	9036.70	7858.00	EUR	Yes²	9457.80	8224.18
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6778.66	5894.49	9683.805	8420.70	EUR	No	9294.82	8082.45
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1355.73	1178.90	1936.76	1684.14	EUR	Yes	1858.96	1616.49
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	241.374	N/A	241.374	209.89	EUR	No	242.695	211.04
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3016.36	2622.90	4309.09	3747	EUR	Yes²	4309.09	3747
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4332.50	N/A	4332.50	3761.45	EUR	Yes²	4982.37	4325.66
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	881.079	766.156	1258.68	1094.51	EUR	Yes	1121.52	975.23
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	6024.91	N/A	6024.91	5239.06	EUR	Yes²	6495.97	5648.67
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1631.07	N/A	1631.07	1416.98	EUR	Yes²	1642.77	1427.15
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3742.45	N/A	3742.45	3254.31	EUR	Yes²	3050.01	2652.19
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7029.89	N/A	7029.89	6112.95	EUR	Yes²	7584.96	6595.62
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2453.53	N/A	2453.53	2133.50	EUR	Yes²	2786.01	2422.62
EUREX	ESI	EURO STOXX INSURANCE	FESI	3004.32	N/A	3004.32	2611.65	EUR	Yes²	2600.47	2260.58
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1514.54	N/A	1514.54	1316.99	EUR	Yes²	1341.75	1166.74
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3458.83	N/A	3458.83	3007.68	EUR	Yes²	3445.70	2996.265
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1340.98	N/A	1340.98	1166.07	EUR	Yes²	1512.19	1314.95
EUREX	SXRE	EURO STOXX RETAIL	FESR	4013.69	N/A	4013.69	3490.16	EUR	Yes²	4680.37	4069.88
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1173.66	N/A	1173.66	1019.33	EUR	Yes²	1136.05	986.663
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1049.66	N/A	1049.66	911.50	EUR	Yes²	1083.69	941.053
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1499.22	N/A	1499.22	1303.29	EUR	Yes	1398.06	1215.35
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	961.207	N/A	961.207	835.832	EUR	Yes²	1105.39	961.207
EUREX	ESTX50	EURO STOXX50	FESX	3012.36	2619.44	4303.37	3742.06	EUR	Yes	4888.44	4250.82
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	17334.36	N/A	17334.36	15073.36	EUR	Yes²	19934.52	17334.36
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5204.79	N/A	5204.79	4525.90	EUR	Yes²	5985.50	5204.79
EUREX	EU3	THREE MONTH EURIBOR	FEU3	420.127	N/A	420.127	365.327	EUR	Yes	420.127	365.327
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2667.77	2319.80	3811.10	3314.00	EUR	Yes	3811.10	3314.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9792.38	N/A	9792.38	8515.11	EUR	Yes²	11261.24	9792.38
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2681.99	N/A	2681.99	2332.16	EUR	Yes	3084.29	2681.99
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1562.27	N/A	1562.27	1358.50	EUR	Yes	1796.62	1562.27
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	594.865	N/A	594.865	517.274	EUR	Yes	684.095	594.865
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	7037.43	N/A	7037.43	6119.51	EUR	Yes	8093.05	7037.43
EUREX	DJESL	EURO STOXX LARGE	FLCE	2323.81	N/A	2323.81	2018.90	EUR	No	2302.14	2000.07
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2204.73	N/A	2204.73	1914.92	EUR	No	1926.47	1673.24
EUREX	DJESM	EURO STOXX MID	FMCE	2154.55	N/A	2154.55	1872.92	EUR	No	2060.02	1790.74
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1835.01	1595.58	2621.44	2279.40	USD	No	3250.64	2826.50
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2289.31	N/A	2289.31	1990.01	EUR	Yes²	2007.92	1745.41
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	3811.77	3314.56	5445.39	4735.08	USD	No	5157.40	4484.66
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	7712.02	N/A	7712.02	6704.81	USD	No	8868.82	7710.54
EUREX	MXEU	MSCI EUROPE	FMEP	1564.49	N/A	1564.49	1359.84	EUR	No	1799.17	1563.82
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2804.44	N/A	2804.44	2438.44	EUR	No	2303.17	2002.59
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	7550.47	6565.22	10786.38	9378.89	USD	No	9864.04	8576.90
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6103.85	N/A	6103.85	5307.31	USD	No	6444.66	5603.65
EUREX	K200M.EU	MINI KOSPI 200 - EUREX/KRX LINKED PRODUCT	FMK2	1404000.56	1220870.05	2005715.09	1744100.08	KRW	No	2005715.17	1744100.08
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	9109.73	N/A	9109.73	7919.94	USD	No	10476.19	9107.93
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	2620.55	2278.67	3743.64	3255.24	EUR	No	3288.23	2859.24
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6160.57	5356.90	8800.81	7652.72	USD	No	9110.28	7921.81
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6096.91	N/A	6096.91	5298.90	USD	No	7011.45	6093.73
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2749.99	N/A	2749.99	2391.30	EUR	No	3162.49	2749.99
EUREX	DJESS	EURO STOXX SMALL	FSCE	1333.95	N/A	1333.95	1159.70	EUR	No	1326.44	1153.17
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1475.32	N/A	1475.32	1282.78	EUR	No	1394.96	1212.90
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	996.297	866.285	1423.28	1237.55	EUR	No	1134.30	986.278
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3452.98	N/A	3452.98	3002.59	CHF	Yes²	3970.92	3452.98
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8942.40	N/A	8942.40	7776.00	CHF	No	8942.40	7776.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	5910.00	5139.13	8442.86	7341.62	CHF	Yes	8066.08	7013.98
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3670.37	N/A	3670.37	3188.31	CHF	Yes²	4220.93	3666.55
EUREX	SMI	SWISS MARKET INDEX	FSMS	591.00	513.913	844.286	734.162	CHF	No	806.608	701.398
EUREX	MDAX	MIDCAP DAX	FSMX	1973.85	1716.20	2819.78	2451.72	EUR	No	2391.06	2078.96
EUREX	ST3	THREE MONTH ESTR	FST3	157.687	N/A	157.687	137.119	EUR	No	181.341	157.687
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2920.15	N/A	2920.15	2539.005	EUR	Yes²	3266.63	2840.26
EUREX	SX7P	STOXX 600 BANKS	FSTB	1180.16	1026.14	1685.94	1465.92	EUR	Yes	1433.21	1246.18
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4985.80	N/A	4985.80	4329.71	EUR	Yes²	4857.76	4218.53
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1187.45	1032.51	1696.36	1475.02	EUR	Yes	1629.94	1417.26
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4817.35	N/A	4817.35	4184.80	EUR	Yes²	3840.32	3336.06
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4508.89	N/A	4508.89	3918.67	EUR	Yes²	4575.88	3976.89
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	3221.76	N/A	3221.76	2800.96	EUR	Yes²	3201.51	2783.35
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2806.54	N/A	2806.54	2439.79	EUR	Yes²	2412.13	2096.92
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	633.459	N/A	633.459	550.783	EUR	No	728.477	633.401
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1587.14	N/A	1587.14	1376.68	EUR	Yes²	1560.76	1353.80
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3629.07	N/A	3629.07	3153.52	EUR	Yes²	3455.31	3002.52
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1912.36	N/A	1912.36	1662.00	EUR	Yes²	2009.99	1746.85
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1605.31	N/A	1605.31	1393.45	EUR	Yes²	1846.11	1602.47
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3696.30	N/A	3696.30	3213.84	EUR	Yes	3607.11	3136.29
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	722.603	N/A	722.603	628.25	EUR	Yes²	802.777	697.955
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1020.54	887.338	1457.91	1267.63	EUR	Yes	1467.00	1275.53
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1126.03	N/A	1126.03	978.435	EUR	Yes²	1204.08	1046.26
EUREX	STX	STOXX50	FSTX	3460.01	N/A	3460.01	3007.70	EUR	Yes²	3010.27	2616.75
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	6527.12	N/A	6527.12	5672.77	EUR	Yes²	7506.18	6523.68
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3456.03	N/A	3456.03	2998.24	EUR	Yes²	3660.74	3175.83
EUREX	ESTX50	EURO STOXX50	FSXE	301.236	261.944	430.337	374.206	EUR	No	488.844	425.082
EUREX	TDX	TECDAX	FTDX	8740.08	N/A	8740.08	7600.07	EUR	Yes²	10051.09	8740.08
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1083.875	N/A	1083.875	942.50	EUR	Yes	2455.25	2135
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2227.56	N/A	2227.56	1935.955	EUR	No	2122.47	1844.62
EUREX	DJ600	STOXX 600 INDEX	FXXP	1458.23	1268.03	2083.19	1811.47	EUR	Yes	2199.69	1912.77

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	8901.81	N/A	8901.81	7740.70	EUR	No	8901.81	7740.70
FTA	EOE	AMS EOE INDEX	FTI	11822.93	10280.81	16889.90	14686.87	EUR	Yes	12551.59	10914.43
FTA	EOE	AMS EOE INDEX	MFA	1182.29	1028.08	1688.99	1468.69	EUR	No	1255.16	1091.44

Hong Kong Futures Exchange (HKFE)

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

Exchange HKFE	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
HKFE	CES120	CES CHINA 120 INDEX	CHH	64003.62	N/A	64003.62	55655.32	HKD	No	64003.62	55655.32
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24965.925	N/A	24965.925	21709.50	CNH	Yes	24965.925	21709.50
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3209.08	N/A	3209.08	2790.50	HKD	No	3209.07	2790.50
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9266.47	N/A	9266.47	8057.80	HKD	No	9266.47	8057.80
HKFE	GDR	CNH GOLD FUTURES	GDR	103574.90	N/A	103574.90	90065.13	CNH	No	103574.90	90065.13
HKFE	GDU	USD GOLD FUTURES	GDU	17084.86	N/A	17084.86	14856.39	USD	No	17084.85	14856.39
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	41552.49	36132.60	59360.70	51618	HKD	Yes	59360.70	51618
HKFE	HSI	HANG SENG STOCK INDEX	HSI	81495.84	70865.95	116422.63	101237.07	HKD	Yes	116422.63	101237.07
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	30191.14	26253.17	43130.20	37504.53	HKD	Yes	43130.20	37504.53
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	2828.47	2459.54	4040.67	3513.62	USD	No	4040.67	3513.62
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8310.50	7226.52	11872.14	10323.60	HKD	Yes	11872.14	10323.60
HKFE	MCS	UNITED STATES DOLLAR	MCS	4999.26	N/A	4999.26	4341.24	CNH	No	4999.26	4341.24
HKFE	MHI	MINI HANG SENG INDEX	MHI	16299.17	14173.19	23284.53	20247.41	HKD	Yes	23284.53	20247.41
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2134.86	N/A	2134.86	1856.40	USD	No	2134.86	1856.40
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	3144.93	N/A	3144.93	2734.48	USD	No	3144.93	2734.48
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	6736.82	N/A	6736.82	5857.71	USD	No	6736.82	5857.71
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	66824.60	N/A	66824.60	58108.35	HKD	No	114789.95	99817.35

Intercontinental Exchange (ICEEU)

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

Exchange ICEEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
ICEEU	ER3	COMPOUNDED ESTR AVERAGE 3 MONTHS RATE	ER3	292.847	N/A	292.847	254.65	EUR	No	292.852	254.65
ICEEU	SG	GENERALI	G	3522.05	N/A	3522.05	3062.66	GBP	No	3522.06	3062.66
ICEEU	H	MEDIUM GILT	H	6171.97	N/A	6171.97	5366.93	GBP	No	6171.98	5366.93
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	485.51	N/A	485.51	422.183	EUR	Yes	485.517	422.183
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5882.67	N/A	5882.67	5114.25	USD	No	5882.67	5114.25
ICEEU	O	5 YEAR EURO SWAPNOTE	O	3869.96	N/A	3869.96	3365.18	EUR	No	3869.96	3365.18
ICEEU	P	10 YEAR EURO SWAPNOTE	P	7477.41	N/A	7477.41	6502.10	EUR	No	7477.41	6502.10
ICEEU	R	LONG GILT	R	4085.57	N/A	4085.57	3552.66	GBP	No	4085.56	3552.66
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	474.26	N/A	474.26	412.40	CHF	No	474.26	412.40
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	402.894	N/A	402.894	350.342	GBP	Yes	402.901	350.342
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	819.75	N/A	819.75	712.822	GBP	No	819.745	712.822
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1707.69	N/A	1707.69	1484.95	EUR	No	1707.69	1484.95
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	702.684	N/A	702.684	611	GBP	No	702.684	611
ICEEU	Y	FTSE 250 INDEX	Y2	3837.15	N/A	3837.15	3336.29	GBP	No	3837.15	3336.29
ICEEU	Z	FTSE 100 INDEX	Z	4328.45	3763.86	6183.49	5376.95	GBP	Yes	6183.49	5376.95

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	13892	N/A	13892	12080	GBP	No	13892	12080
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7762.50	N/A	7762.50	6750	USD	No	7762.50	6750
ICEEUSOFT	T	WHEAT	T	2671.43	N/A	2671.43	2320.22	GBP	No	2671.43	2320.22
ICEEUSOFT	W	WHITE SUGAR	W	2565.31	N/A	2565.31	2230.70	USD	No	2565.31	2230.70

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	6555.90	N/A	6555.90	5700.78	USD	No	6555.90	5700.78
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	23339250.14	N/A	23339250.14	20295000.125	JPY	No	23339250.27	20295000.125
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	9600.90	N/A	9600.90	8334.98	USD	No	9600.90	8334.98
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	14139.31	N/A	14139.31	12295.05	CAD	No	14139.31	12295.05
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6016.66	N/A	6016.66	5231.875	GBP	No	6016.66	5231.875
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	19075.51	N/A	19075.51	16587.40	AUD	No	19075.51	16587.40
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	7323.95	N/A	7323.95	6368.65	CHF	No	7323.95	6368.65
ICEUS	ZY	SWISS FRANC	KZY	4558887.92	N/A	4558887.92	3964249.50	JPY	No	4558886.92	3964249.50
ICEUS	MP	BRITISH POUND	MP	6264.54	N/A	6264.54	5447.42	USD	No	6264.54	5447.42
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	11260.62	N/A	11260.62	9791.84	CHF	No	11260.62	9791.84
ICEUS	SY	JAPANESE YEN	SY	3126013.96	N/A	3126013.96	2718272.69	JPY	No	3126013.59	2718272.69

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	1357	N/A	1357	1180	EUR	No	1357	1180
IDEM	FTMIB	FTSE MIB INDEX	FIB	18932.22	16462.71	27046.03	23518.16	EUR	Yes	27046.03	23518.16
IDEM	FTMIB	FTSE MIB INDEX	MICR	757.285	658.509	1081.84	940.7265	EUR	No	1081.84	940.7265
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3786.42	3292.54	5409.18	4703.63	EUR	No	5409.18	4703.63
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1027.92	N/A	1027.92	893.844	EUR	No	1027.92	893.844

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	21300.03	N/A	21300.03	18521.76	USD	No	21300.02	18521.76
IPE	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
IPE	HOIL	ICE HEATING OIL	HOIL	24527.16	N/A	24527.16	19621.73	USD	No	24527.16	19621.73
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	26202.57	N/A	26202.57	22784.84	USD	No	26202.57	22784.84
IPE	NGF	ICE UK NATURAL GAS	NGF	7036.95	N/A	7036.95	6119.09	GBP	No	30699.30	6119.09
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	20822.48	N/A	20822.48	16657.98	USD	No	20822.48	16657.98
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15908.43	N/A	15908.43	12726.74	USD	Yes	15908.425	12726.74

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	6936082.18	6031374.895	9908688.83	8616249.85	KRW	Yes	9908687.33	8616249.85
KSE	K200M	MINI KOSPI200 INDEX	05	1382587.55	1202249.92	1975125.07	1717499.89	KRW	Yes	1975125.07	1717499.89
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1061916.275	808850	1517023.25	1155500	KRW	No	1517023.25	1155500
KSE	005930	HANG SENG BANK LTD	11	174542.13	N/A	174542.13	150686.97	KRW	No	173290.02	150686.97
KSE	017670	HENDERSON LAND DEVELOPMENT	12	160336.45	N/A	160336.45	139423.00	KRW	No	161028.44	139423.00
KSE	005490	POSCO HOLDINGS INC	13	840543.00	N/A	840543.00	730906.95	KRW	No	884170.63	730906.95
KSE	030200	KTCORPORATION	14	143496.80	N/A	143496.80	124779.82	KRW	No	145116.11	124779.82
KSE	015760	KOREA ELECTRIC POWER CORP	15	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	005380	SUN HUNG KAI PROPERTIES	16	590107.23	N/A	590107.23	513136.72	KRW	No	597654.06	513136.72
KSE	016360	NEW WORLD DEVELOPMENT	17	132412.90	N/A	132412.90	114767.40	KRW	No	131982.51	114767.40
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	137595.73	N/A	137595.73	119648.46	KRW	No	138189.58	119648.46
KSE	000270	SWIRE PACIFIC LTD - CL A	19	274327.90	N/A	274327.90	238546.00	KRW	No	277511.86	238546.00
KSE	012330	HYUNDAI MOBIS CO LTD	20	770017.99	N/A	770017.99	669580.86	KRW	No	773341.24	669580.86
KSE	006400	SAMSUNG SDI CO LTD	22	575509.94	N/A	575509.94	499119.30	KRW	No	573987.19	499119.30
KSE	009150	BANK OF EAST ASIA LTD	23	395509.56	N/A	395509.56	340172.11	KRW	No	391197.93	340172.11
KSE	066570	LG ELECTRONICS INC	24	230285.75	N/A	230285.75	200248.48	KRW	No	233279.63	200248.48
KSE	036460	KOREA GAS CORPORATION	28	101531.72	N/A	101531.72	88234.48	KRW	No	101469.65	88234.48
KSE	004020	HYUNDAI STEEL CO	32	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	003550	LG CORP	34	189122.17	N/A	189122.17	164454.06	KRW	No	189938.39	164454.06
KSE	078930	GS HOLDINGS	35	108907.33	N/A	108907.33	93365.85	KRW	No	107370.73	93365.85
KSE	033780	KT & G CORPORATION	36	295629.33	N/A	295629.33	257068.98	KRW	No	296905.23	257068.98
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	578592.94	N/A	578592.94	503124.30	KRW	No	592090.07	503124.30
KSE	086790	HANA FINANCIAL GROUP	40	176456.45	N/A	176456.45	153440.39	KRW	No	178218.02	153440.39
KSE	096770	SK INNOVATION CO LTD	41	342550.75	N/A	342550.75	297870.21	KRW	No	349031.64	297870.21
KSE	001040	CJ CORP	42	336312.46	N/A	336312.46	287609.67	KRW	No	330751.12	287609.67
KSE	034220	LG DISPLAY CO LTD	45	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	105560	KB FINANCIAL GROUP INC	46	228565.86	N/A	228565.86	196994.43	KRW	No	226543.60	196994.43
KSE	051910	LG CHEM LTD	47	757332.38	N/A	757332.38	648304.41	KRW	No	745550.08	648304.41
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	000660	SK HYNIX INC	50	633774	N/A	633774	498869.02	KRW	No	633774	498869.02
KSE	006360	GS ENGINEERING & CONSTRUCT	51	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	139480	E-MART INC	54	234027.875	N/A	234027.875	203502.50	KRW	No	251037.92	203502.50
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	117289.24	N/A	117289.24	100249.39	KRW	No	115286.80	100249.39
KSE	035420	NAVER CORP	56	561039.06	N/A	561039.06	487354.73	KRW	No	560457.94	487354.73
KSE	003490	KOREAN AIR LINES CO LTD	57	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	927768	N/A	927768	618512	KRW	No	927768	618512
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3094416	N/A	3094416	2314379.25	KRW	No	3094416	2314379.25
KSE	KWY	UNITED STATES DOLLAR	75	1684750	N/A	1684750	1465000	KRW	No	3369500	2930000
KSE	032640	LG UPLUS CORP	B0	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	010950	S-OILCORPORATION	B2	165230.29	N/A	165230.29	143427.97	KRW	No	164942.16	143427.97
KSE	010130	KOREA ZINC CO LTD	B3	3699780	N/A	3699780	2466520	KRW	No	3699780	2466520
KSE	024110	INDUSTRIALBANKOFKOREA	B4	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	001680	DAESANG CORPORATION	B6	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	047050	POSCO INTERNATIONAL CORP	B7	147382.88	N/A	147382.88	128159.02	KRW	No	151018.97	128159.02
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	023530	BARLEY FUTURES	BA	186000.40	N/A	186000.40	158947.23	KRW	No	182789.31	158947.23
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	195324.85	N/A	195324.85	169710.59	KRW	No	195167.17	169710.59
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	245542.18	N/A	245542.18	213514.94	KRW	No	252601.90	213514.94
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	029780	SAMSUNG CARD CO	BG	116726.09	N/A	116726.09	101500.95	KRW	No	119229.86	101500.95
KSE	036570	NCSOFTCORPORATION	BJ	457980.76	N/A	457980.76	398244.14	KRW	No	467957.35	398244.14
KSE	000080	HITE JINRO CO LTD	BK	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	215029.31	N/A	215029.31	186982.01	KRW	No	215957.36	186982.01
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	216668.19	N/A	216668.19	185730.45	KRW	No	213590.02	185730.45
KSE	000720	DANONE	BN	101455.34	N/A	101455.34	86857.77	KRW	No	99886.44	86857.77
KSE	011210	HYUNDAI WIA CORP	BP	134629.43	N/A	134629.43	115393.18	KRW	No	132702.16	115393.18
KSE	008770	HOTEL SHILLA CO LTD	BQ	115574.65	N/A	115574.65	100499.70	KRW	No	116073.46	100499.70
KSE	035250	KANGWON LAND, INC.	BS	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	138930	BNK FINANCIAL GROUP INC	BT	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	139130	DGB FINANCIAL GROUP INC	BV	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	001120	LX INTERNATIONAL CORP	BX	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	011070	LG INNOTEK CO LTD	BY	477060.90	N/A	477060.90	414013.71	KRW	No	476115.77	414013.71
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	034730	SK INC	C1	387898.50	N/A	387898.50	329158.44	KRW	No	378532.20	329158.44
KSE	001740	SK NETWORKS CO LTD	C2	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	357542.54	N/A	357542.54	309634.20	KRW	No	356079.33	309634.20
KSE	018260	SAMSUNG SDS CO LTD	C5	341398.61	N/A	341398.61	296868.36	KRW	No	343872.05	296868.36
KSE	090430	AMOREPACIFIC CORP	C6	300810.76	N/A	300810.76	261574.57	KRW	No	302109.01	261574.57
KSE	030000	CHEIL WORLDWIDE INC	C7	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	028260	SAMSUNG C&T CORP	C8	345651.17	N/A	345651.17	300122.40	KRW	No	345140.76	300122.40
KSE	000880	HANWHA CORPORATION	C9	130252.50	N/A	130252.50	103503.43	KRW	No	132042.66	103503.43
KSE	088350	CARREFOUR SA	CA	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	086280	COCOA NYBOT	CC	330460.05	N/A	330460.05	287356.56	KRW	No	331886.26	287356.56
KSE	010620	HD HYUNDAI MIPO	CD	315180	N/A	315180	255316.80	KRW	No	315180	255316.80
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	035720	KAKAO CORP	CF	118453.22	N/A	118453.22	103002.80	KRW	No	121464.46	103002.80
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	069080	WEBZEN INC	CK	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	096530	LIGHT SWEET CRUDE OIL	CL	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	022100	POSCO DX CO LTD	CN	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	068270	CELLTRION INC	CP	517594.85	N/A	517594.85	443300.04	KRW	No	509795.04	443300.04
KSE	122870	YG ENTERTAINMENT INC	CQ	187000.40	N/A	187000.40	158947.23	KRW	No	182789.31	158947.23
KSE	051900	LG H&H	CR	954246.55	N/A	954246.55	829779.61	KRW	No	958364.98	829779.61
KSE	002790	AXA SA	CS	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	000810	COTTON NO. 2	CT	1027650.15	N/A	1027650.15	893608.83	KRW	No	1032085.33	893608.83
KSE	008930	HANMI SCIENCE CO LTD	CV	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	021240	COWAY CO LTD	CW	249622.59	N/A	249622.59	212764.00	KRW	No	244678.60	212764.00
KSE	128940	HANMI PHARM CO LTD	CX	673585.82	N/A	673585.82	585726.80	KRW	No	676492.90	585726.80
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	259080.89	N/A	259080.89	221024.26	KRW	No	254177.90	221024.26
KSE	097950	CJ CHEILJEDANG CORP.	D1	749434.70	N/A	749434.70	637040.47	KRW	No	732596.54	637040.47
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	123202.87	N/A	123202.87	107132.93	KRW	No	133234.60	107132.93
KSE	002380	KCC CORP	D3	768096.17	N/A	768096.17	662071.48	KRW	No	761382.21	662071.48
KSE	012750	S1 CORPORATION	D5	185667.88	N/A	185667.88	161450.33	KRW	No	191469.20	161450.33
KSE	000100	YUHAN CORPORATION	D6	329740.89	N/A	329740.89	285354.06	KRW	No	328157.17	285354.06
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	121948.30	N/A	121948.30	104754.98	KRW	No	120468.23	104754.98
KSE	069960	HYUNDAI DEPT STORE CO	D8	168807.35	N/A	168807.35	145681.63	KRW	No	167533.88	145681.63
KSE	004370	MILK CLASS III INDEX	DA	1189419.96	N/A	1189419.96	1030028.05	KRW	No	1184532.25	1030028.05
KSE	079550	LIG NEX1 CO LTD	DB	911250	N/A	911250	608254.73	KRW	No	911250	608254.73
KSE	204320	HL MANDO CO LTD	DC	115142.87	N/A	115142.87	100124.24	KRW	No	119639.81	100124.24
KSE	004170	SHINSEGAE INC	DD	423859.19	N/A	423859.19	357944.14	KRW	No	411635.76	357944.14
KSE	161890	KOLMAR KOREA CO LTD	DE	185293.33	N/A	185293.33	160949.71	KRW	No	185092.16	160949.71
KSE	111770	YOUNGONE CORP	DG	145084.57	N/A	145084.57	122777.34	KRW	No	141193.95	122777.34
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	280284.07	N/A	280284.07	237795.06	KRW	No	273464.32	237795.06
KSE	192820	COSMAX INC	DK	495402.21	N/A	495402.21	430784.53	KRW	No	501540.31	430784.53
KSE	039130	HANA TOUR SERVICE INC	DN	156345.24	N/A	156345.24	135668.34	KRW	No	156018.59	135668.34
KSE	086900	MEDY-TOX INC	DP	384038.64	N/A	384038.64	328407.50	KRW	No	377668.625	328407.50
KSE	078340	COM2US CORP	DR	132270.37	N/A	132270.37	115017.71	KRW	No	135841.24	115017.71
KSE	035760	CJ ENM CO LTD	DT	165517.88	N/A	165517.88	143928.59	KRW	No	167232.24	143928.59
KSE	056190	SFA ENGINEERING CORP	DV	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	241560	DOOSAN BOBCAT INC	DW	147095.02	N/A	147095.02	127908.71	KRW	No	172729.86	127908.71
KSE	017800	CME DRY WHEY INDEX	DY	158897.16	N/A	158897.16	138171.45	KRW	No	162582.95	138171.45
KSE	105630	HANSAE CO LTD	DZ	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	240810	WONIK IPS CO LTD	E0	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	091700	PARTRON CO LTD	E3	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	041510	SM ENTERTAINMENT CO LTD	E4	311677.85	N/A	311677.85	267832.32	KRW	No	308007.17	267832.32
KSE	251270	NETMARBLE CORP	E5	120652.23	N/A	120652.23	101876.41	KRW	No	117157.87	101876.41
KSE	003670	POSCO FUTURE M CO LTD	E8	369896.47	N/A	369896.47	321649.10	KRW	No	388492.91	321649.10
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	316140	WOORI FINANCIAL GROUP INC	EB	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	009420	HANALL BIOPHARMA CO LTD	EE	86173.50	N/A	86173.50	73275	KRW	No	86173.50	73275
KSE	035900	JYP ENTERTAINMENT CORP	EF	176694.89	N/A	176694.89	153440.39	KRW	No	176456.45	153440.39
KSE	028670	PAN OCEAN CO LTD	EH	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	534600	N/A	534600	356400	KRW	No	534600	356400
KSE	093370	FOOSUNG CO LTD	EL	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	375500	DL E&C CO LTD	ER	123451.46	N/A	123451.46	105631.06	KRW	No	121475.72	105631.06
KSE	207940	E-MINI S&P 500	ES	3019621.84	N/A	3019621.84	2625758.125	KRW	No	3032654.13	2625758.125
KSE	028050	SAMSUNG E&A CO LTD	ET	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	272210	HANWHA SYSTEMS CO LTD	EV	136107	N/A	136107	90738	KRW	No	136107	90738
KSE	293490	KAKAO GAMES CORP	EX	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	247540	ECOPRO BM CO LTD	EY	316710	N/A	316710	259071.46	KRW	No	316710	259071.46
KSE	253450	STUDIO DRAGON CORP	EZ	147734.18	N/A	147734.18	124654.68	KRW	No	143352.88	124654.68
KSE	278280	CHUNBO CO LTD	F0	98159.29	N/A	98159.29	85355.91	KRW	No	102082.94	85355.91
KSE	200130	KOLMAR BNH CO LTD	F1	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	036540	SFA SEMICON CO LTD	F2	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	060250	NHN KCP CORP	F3	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	828945	N/A	828945	552630	KRW	No	828945	552630
KSE	373220	LG ENERGY SOLUTION	F5	1024771.56	N/A	1024771.56	891105.70	KRW	No	1059194.37	891105.70
KSE	323410	KAKAOBANK CORP	F6	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	377300	KAKAO PAY CORP	F7	91354.50	N/A	91354.50	75468.64	KRW	No	91354.50	75468.64
KSE	259960	KRAFTON INC	F8	1033407.25	N/A	1033407.25	898615	KRW	No	1047867.35	898615
KSE	302440	SK BIOSCIENCE CO LTD	F9	118435.70	N/A	118435.70	101250.63	KRW	No	116438.23	101250.63
KSE	011200	HMM CO LTD	FA	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	352820	HYBE CO LTD	FC	704308.61	N/A	704308.61	601996.95	KRW	No	692296.50	601996.95
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	903000	N/A	903000	700869.69	KRW	No	903000	700869.69
KSE	402340	SK SQUARE CO LTD	FE	318240	N/A	318240	240298.16	KRW	No	318240	240298.16
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	290160.03	N/A	290160.03	252313.07	KRW	No	291412.33	252313.07
KSE	383220	F&F CO LTD / NEW	FG	195860.26	N/A	195860.26	159698.15	KRW	No	183652.88	159698.15
KSE	267250	HD HYUNDAI	FH	213590.02	N/A	213590.02	185730.45	KRW	No	219511.85	185730.45
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	341918.87	N/A	341918.87	295116.19	KRW	No	339383.62	295116.19
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	354064.34	N/A	354064.34	307882.03	KRW	No	358592.44	307882.03
KSE	263750	PEARL ABYSS CORP	FL	89523.58	N/A	89523.58	77846.59	KRW	No	91409.95	77846.59
KSE	066970	L&F CO LTD	FM	195070.50	N/A	195070.50	161950.95	KRW	No	195070.50	161950.95
KSE	112040	WEMADE CO LTD	FN	106002	N/A	106002	75593.80	KRW	No	106002	75593.80
KSE	196170	ALTEOGEN INC	FP	1247850	N/A	1247850	882344.84	KRW	No	1247850	882344.84
KSE	058470	LEENO INDUSTRIAL INC	FQ	561321.51	N/A	561321.51	488105.66	KRW	No	569744.11	488105.66

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	4929.95	N/A	4929.95	4286.92	USD	No	4929.95	4286.92
LMEOTC	CA	CARREFOUR SA	CA	18411.34	N/A	18411.34	16009.67	USD	No	18411.35	16009.67
LMEOTC	PB	LEAD - LME	PB	5573.22	N/A	5573.22	4846.27	USD	No	5573.21	4846.27
LMEOTC	SNLME	TIN FUTURE	SN	38311.15	N/A	38311.15	33302.68	USD	No	38311.10	33302.68
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6860.61	N/A	6860.61	5965.75	USD	No	6860.61	5965.75

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	1076.38	N/A	1076.38	935.986	EUR	Yes	1593.49	1385.64
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	2612.45	N/A	2612.45	2271.70	EUR	Yes	3216.10	2796.61
MATIF	EMA	CORN	EMA	1653.98	N/A	1653.98	1438.23	EUR	No	1950.81	1696.34

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

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

Exchange MEFFRV	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEFFRV	FCC1	FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ	FCI	226.698	N/A	226.698	197.129	EUR	No	228.889	197.129
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	8050	7000	11500	10000	EUR	No	11500	10000
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	805	700	1150	1000	EUR	Yes	1150	1000

Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
MEXDER	DEUA	MILK CLASS III INDEX	DA	11030.57	N/A	11030.57	9591.80	MXN	No	16425.49	14283.03
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	30648.75	N/A	30648.75	26651.09	MXN	No	35246.06	30648.75
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	46030.99	N/A	46030.99	40015.44	MXN	Yes²	57693.00	50153.40
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	9208.51	N/A	9208.51	8003.09	MXN	No	11541.49	10030.68

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	4263.38	N/A	4263.38	3707.29	EUR	No	4263.38	3707.29
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3778.38	N/A	3778.38	3282.83	EUR	No	4345.13	3775.25
MONEP	CAC40	CAC 40	FCE	5515.40	4796.00	7879.14	6851.42	EUR	Yes	6452.42	5610.80
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	17232.36	N/A	17232.36	14984.66	EUR	No	17232.36	14984.66
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10939.19	N/A	10939.19	9512.33	EUR	No	10939.19	9512.33
MONEP	CAC40	CAC 40	MFC	551.54	479.60	787.914	685.142	EUR	No	645.242	561.08

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	256401.3	N/A	256401.3	222957.9	INR	Yes	8499.09	7390.52
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	10628.29	N/A	10628.29	9241.50	INR	No	10628.29	9241.50
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	270178.35	N/A	270178.35	234874.9	INR	Yes	4132.32	3593.32
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	12761.36	N/A	12761.36	11096.00	INR	No	12761.35	11096.00
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6610.17	N/A	6610.17	5743	INR	No	6881.03	5978.33
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	215904	N/A	215904	187742.4	INR	Yes	1788.54	1555.25
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	251575.5	N/A	251575.5	218761.5	INR	Yes	3332.62	2897.93
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9854.925	N/A	9854.925	8569.50	INR	Yes	9854.925	8569.50

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	165158.51	N/A	165158.51	143616.09	USD	No	189932.29	165158.51
NYBOT	CC	COCOA NYBOT	CC	13662	N/A	13662	11880	USD	Yes	13662	11880
NYBOT	CT	COTTON NO. 2	CT	3075.79	N/A	3075.79	2674.60	USD	Yes	3075.79	2674.60
NYBOT	DX	NYBOT US DOLLAR FX	DX	2436.71	N/A	2436.71	2118.87	USD	Yes	2436.70	2118.87
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	11789.96	N/A	11789.96	10250.83	USD	No	13558.45	11788.46
NYBOT	KC	COFFEE "C"	KC	21450.87	N/A	21450.87	18652.93	USD	Yes	21450.87	18652.93
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	9811.72	N/A	9811.72	8531.93	USD	Yes	9811.72	8531.93
NYBOT	RS	CANOLA	RS	1290.58	N/A	1290.58	1122.25	CAD	No	1290.58	1122.25
NYBOT	SB	SUGAR NO. 11	SB	2127.92	N/A	2127.92	1850.37	USD	Yes	2127.92	1850.37
NYBOT	SF	SUGAR #16 112000 LBS	SF	2869.78	N/A	2869.78	2493.99	USD	No	2869.78	2493.99

New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250.00	N/A	16250.00	13000	USD	No	16250	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	13000	USD	Yes	16930.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16880.00	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	8619.67	N/A	8619.67	7469.28	USD	No	9878.12	8589.67
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	10034.20	N/A	10034.20	8725.39	USD	No	11539.33	10034.20
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	26161.80	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	8621.29	N/A	8621.29	7469.28	USD	No	9879.98	8589.67
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1687.00	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2695.54	N/A	2695.54	2156.43	USD	No	2695.54	2156.43
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	861.967	N/A	861.967	746.928	USD	No	987.812	858.967
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2273.00	N/A	2273.00	1818.40	USD	No	2273.00	1818.40
NYMEX	NG	HENRY HUB NATURAL GAS	NG	8619.67	N/A	8619.67	7469.28	USD	Yes	9878.12	8589.67
NYMEX	PA	PALLADIUM INDEX	PA	19767.47	N/A	19767.47	17067.00	USD	No	19627.47	17067.00
NYMEX	PL	PLATINUM INDEX	PL	5604.12	N/A	5604.12	4873.15	USD	No	5749.12	4873.15
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2154.97	N/A	2154.97	1867.32	USD	No	2469.59	2147.42
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.14	N/A	8125.14	6500	USD	No	8445.13	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22516.20	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	8829.66	N/A	8829.66	7677.96	USD	No	8829.66	7677.96

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	6058.84	N/A	6058.84	5267.41	USD	No	6967.66	6057.52
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	8894.48	N/A	8894.48	7732.02	USD	No	10228.65	8891.82
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	10190.42	N/A	10190.42	8861.23	USD	No	11718.98	10190.42
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5464.54	4751.78	7806.49	6788.25	USD	No	8977.47	7806.49
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2368.82	2059.85	3384.03	2942.64	USD	No	3891.64	3384.03
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	64679.20	N/A	64679.20	56242.78	USD	No	74381.07	64679.20

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	24312.98	N/A	24312.98	21140.09	SEK	No	24312.98	21140.09
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17604.545	15308.30	25149.35	21869	SEK	Yes	25149.35	21869
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	975.925	N/A	975.925	848.63	SEK	No	6168.46	848.63

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	2050163.95	1782751.26	2928805.65	2546787.52	JPY	Yes	3368126.49	2928805.65
OSE.JPN	N225M	NIKKEI 225 MINI	225M	205016.40	178275.13	292880.56	254678.75	JPY	Yes	336812.65	292880.56
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	20501.64	17827.51	29288.06	25467.88	JPY	No	33681.26	29288.06
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	151652.97	N/A	151652.97	131864.60	JPY	No	174400.92	151644.29
OSE.JPN	TPXC30	TOPIX CORE30	C30	113637.26	N/A	113637.26	98815.01	JPY	No	130682.85	113637.26
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	469072.89	N/A	469072.89	407764.73	JPY	No	539433.82	468929.44
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1937345.88	N/A	1937345.88	1684648.59	JPY	Yes	2227947.77	1937345.88
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	193734.59	N/A	193734.59	168464.86	JPY	No	222794.78	193734.59
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	52940.19	N/A	52940.19	46030.60	JPY	No	60881.22	52935.19
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	127362.50	N/A	127362.50	110750	JPY	No	223468	194320
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	152959.70	N/A	152959.70	132960.80	JPY	No	175903.66	152904.92
OSE.JPN	TOPX	TOPIX INDEX	TPX	1375697.15	1196258.39	1965281.64	1708940.56	JPY	No	2260073.89	1965281.64
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	137569.72	119625.84	196528.16	170894.06	JPY	No	226007.39	196528.16

ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15908.43	N/A	15908.43	12726.74	USD	No	15908.425	12726.74

ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
QBALGOIUS	CC	COCOA NYBOT	CC	13662	N/A	13662	11880	USD	No	13662	11880
QBALGOIUS	CT	COTTON NO. 2	CT	3075.79	N/A	3075.79	2674.60	USD	No	3075.79	2674.60
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2436.71	N/A	2436.71	2118.87	USD	No	2436.70	2118.87
QBALGOIUS	KC	COFFEE "C"	KC	21450.87	N/A	21450.87	18652.93	USD	No	21450.87	18652.93
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	9811.72	N/A	9811.72	8531.93	USD	No	9811.72	8531.93
QBALGOIUS	SB	SUGAR NO. 11	SB	2127.92	N/A	2127.92	1850.37	USD	No	2127.92	1850.37

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	330899.32	N/A	330899.32	287738.52	JPY	No	330899.29	287738.52
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1528.38	N/A	1528.38	1329.03	USD	No	1528.38	1329.03
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1295.50	1126.52	1850.72	1609.32	USD	No	1850.72	1609.32
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	3958.01	N/A	3958.01	3441.75	USD	No	3958.01	3441.75
SGX	XIN0I	FTSE CHINA H50	FCH	4694.50	N/A	4694.50	4081.59	USD	No	4694.50	4081.59
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1173	N/A	1173	1020	USD	No	1173	1020
SGX	WIIDN	FTSE INDONESIA INDEX	FID	2425.62	N/A	2425.62	2107.86	USD	No	2425.62	2107.86
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	481.337	N/A	481.337	418.477	USD	No	481.337	418.477
SGX	INR	UNITED STATES DOLLAR	INR	9839.69	N/A	9839.69	8556.25	USD	No	9839.69	8556.25
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9853.49	N/A	9853.49	8568.25	USD	No	9853.49	8568.25
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2683.87	N/A	2683.87	2333.80	USD	No	2683.87	2333.80
SGX	SGB	SGX MINI JGB INDEX	JB	337031.17	N/A	337031.17	292995.99	JPY	No	337031.17	292995.99
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	317734.12	N/A	317734.12	276290.54	JPY	No	317734.12	276290.54
SGX	KRW	KOREAN WON	KRW	9801.10	N/A	9801.10	8521.25	USD	No	9807.35	8521.25
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1959.89	N/A	1959.89	1704.24	USD	No	1962.76	1706.75
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6265.63	N/A	6265.63	5448.37	CNH	No	6265.63	5448.37
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1818150	N/A	1818150	1581000	JPY	No	1818150	1581000
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	1851.52	1610.02	2645.03	2300.02	USD	No	2645.03	2300.02
SGX	SGXNK	SGX: NIKKEI 225	NK	892342.50	775950	1274775	1108500	JPY	Yes	1274775	1108500
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	178468.50	155190	254955	221700	JPY	No	254955	221700
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	39038.68	N/A	39038.68	33946.68	USD	No	39038.68	33946.68
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1609.20	1399.30	2298.85	1999.00	SGD	Yes²	2298.85	1999.00
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	5607.66	N/A	5607.66	4876.23	SGD	No	5607.66	4876.23
SGX	STI	SGX STRAITS TIMES INDEX	ST	4693.57	N/A	4693.57	4081.37	SGD	No	4693.57	4081.37
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2432.15	N/A	2432.15	2114.91	USD	No	2432.15	2114.91
SGX	TSR20	SICOM RUBBER	TF	828	N/A	828	720	USD	No	828	720
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	21853.53	N/A	21853.53	19003.07	JPY	No	21853.53	19003.07
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1657.72	N/A	1657.72	1441.43	USD	No	1657.72	1441.43
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7296.44	N/A	7296.44	6344.73	USD	No	7296.44	6344.73
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	3622.52	3150.02	5175.03	4500.03	USD	No	5175.03	4500.03
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24960.75	N/A	24960.75	21705	CNH	Yes	24960.75	21705
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9693084.92	N/A	9693084.92	8428769.49	JPY	No	9693087.42	8428769.49
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1401.92	N/A	1401.92	1219.06	SGD	No	1401.92	1219.06
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1931011.54	N/A	1931011.54	1679139.81	JPY	No	1931011.00	1679140.00
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1261.66	N/A	1261.66	1097.10	SGD	No	1295.63	1097.10
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4365.98	N/A	4365.98	3796.51	SGD	No	4436.53	3796.51
SGX	G13	GENTING SINGAPORE LTD	YGEN	648.111	N/A	648.111	563.575	SGD	No	665.292	563.58
SGX	BN4	KEPPEL LTD	YKEP	3479.25	N/A	3479.25	3025.44	SGD	No	3488.83	3025.44
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6502.43	N/A	6502.43	5076.90	SGD	No	5838.44	5076.90
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2964.04	N/A	2964.04	2577.42	SGD	No	3026.86	2577.42
SGX	Y92	THAI BEVERAGE PCL	YTBE	881.429	N/A	881.429	766.46	SGD	No	911.196	766.47
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	7186.55	N/A	7186.55	5586.43	SGD	No	6424.39	5586.43
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	3241.60	N/A	3241.60	2442.31	SGD	No	2808.66	2442.31
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	20949.65	N/A	20949.65	4749.07	SGD	No	5566.79	4749.07
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	172.50	N/A	172.50	150	USD	No	172.50	150
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	372.299	N/A	372.299	322.988	USD	No	371.436	322.988

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	13714.05	11925.26	19591.50	17036.08	AUD	Yes	19591.50	17036.08
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	756.70	N/A	756.70	658	AUD	No	756.70	658
SNFE	IR	90 DAY BILLS	IR	1871.47	N/A	1871.47	1627.37	AUD	No	1871.47	1627.37
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3228.10	N/A	3228.10	2807.05	AUD	No	3228.10	2807.05
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1237.41	N/A	1237.41	1076.00	AUD	No	1237.40	1076.00

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

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

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁵	Intraday End Time⁵

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Exchange	Symbol	Description	Intraday Start Time⁴	Intraday End Time⁴

Maintenance Margin Minimums

Futures:
50 USD /contract

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

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

Initial Margin Minimums

125% of Maintenance Margin

Notes

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

Risk Margin Overview

What is risk based margining?

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

How are correlated risks offset?

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

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

What are my eligibility requirements?

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

What positions are eligible?

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

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

You can change your location setting by clicking here

Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements

Futures Margin

Margin Requirements

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CEDX

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

Hong Kong Futures Exchange (HKFE)

Intercontinental Exchange (ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

National Stock Exchange of India (NSE)

ICE Futures U.S. (NYBOT)

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

Singapore Exchange (SGX)

ASX24 (SNFE)4

Futures - Intraday Margin Requirements

Intraday Futures Margin and Futures Options Hours

Maintenance Margin Minimums

Initial Margin Minimums

Risk Margin Overview

What is risk based margining?

How are correlated risks offset?

What are my eligibility requirements?

What positions are eligible?

Additional US Margin Requirements

Further Reading

Disclosures

ASX24 (SNFE)⁴