Futures & FOPs Margin Requirements (2024)

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	9250.90	N/A	9250.90	7709.08	EUR	Yes²	9250.90	7709.08

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	8750	N/A	8750	7000	MYR	No	8750	7000
BURSAMY	FBMKLCI	FKLI	FKLI	3500	2800	5000	4000	MYR	No	5000	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	672.005	N/A	672.005	560	USD	No	686.005	560
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1132.39	N/A	1132.39	943.207	USD	No	1168.39	943.207
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	764.385	N/A	764.385	636.988	USD	No	764.385	636.988
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	4219.90	N/A	4219.90	3516.59	USD	No	4219.90	3516.59
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	1079.62	N/A	1079.62	834.514	USD	No	1001.62	834.514
CBOT	AC	ETHANOL -CME	EH	5880	N/A	5880	4900	USD	No	5880	4900
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3537.79	N/A	3537.79	2739.82	USD	Yes	3287.79	2739.82
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	647.89	N/A	647.89	531.69	USD	No	638.54	531.69
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1309.46	N/A	1309.46	1090.90	USD	No	1312.61	1090.90
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	965.613	720.055	1379.45	1028.65	USD	No	1182.95	1028.65
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4646.66	N/A	4646.66	3672.22	USD	No	4406.66	3672.22
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	5305.34	N/A	5305.34	4317.16	USD	No	5180.59	4317.16
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	5625	N/A	5625	4500.05	USD	No	5625	4500.05
CBOT	UB	ULTRA TREASURY BOND	UB	8967.02	N/A	8967.02	7472.51	USD	Yes	8967.26	7472.51
CBOT	YC	MINI SIZED CORN FUTURES	XC	380.842	N/A	380.842	296.535	USD	No	355.842	296.535
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	764.223	N/A	764.223	636.853	USD	No	811.723	636.853
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	793.345	N/A	793.345	590.287	USD	No	708.345	590.287
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	86.20	N/A	86.20	50	USD	No	60	50
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	108.699	N/A	108.699	65	USD	No	78	65
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	217.554	N/A	217.554	102.128	USD	No	122.553	102.128
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	380.283	N/A	380.283	251.317	USD	No	301.581	251.317
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	125	N/A	125	50	USD	No	60	50
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	9656.13	7200.55	13794.475	10286.50	USD	Yes	11829.475	10286.50
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	3933.32	N/A	3933.32	3140.30	USD	No	3768.51	3140.30
CBOT	ZB	US TREASURY BOND	ZB	7110.91	N/A	7110.91	5821.80	USD	Yes	6986.16	5821.80
CBOT	ZC	CORN FUTURES	ZC	1904.21	N/A	1904.21	1482.68	USD	Yes	1779.21	1482.68
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	2556.57	N/A	2556.57	2058.86	USD	Yes	2470.63	2058.86
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	2833.68	N/A	2833.68	2361.40	USD	Yes	3019.68	2361.40
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3778.45	N/A	3778.45	3148.71	USD	Yes	4038.45	3148.71
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	3638.12	N/A	3638.12	2928.02	USD	Yes	3513.62	2928.02
CBOT	ZO	OAT FUTURES	ZO	5496.27	N/A	5496.27	4496.86	USD	Yes	5396.27	4496.86
CBOT	ZQ	30 DAY FED FUNDS	ZQ	743.133	N/A	743.133	497.733	USD	Yes²	597.28	497.733
CBOT	ZR	ROUGH RICE FUTURES	ZR	4918.99	N/A	4918.99	4099.02	USD	Yes	4958.99	4099.02
CBOT	ZS	SOYBEAN FUTURES	ZS	3821.12	N/A	3821.12	3184.26	USD	Yes	4058.62	3184.26
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	2105.92	N/A	2105.92	1631.44	USD	Yes	1957.73	1631.44
CBOT	ZW	WHEAT FUTURES	ZW	3966.72	N/A	3966.72	2951.44	USD	Yes	3541.72	2951.44

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	4155.84	N/A	4155.84	3463.20	CAD	No	4155.84	3463.20
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	2337.21	N/A	2337.21	1947.68	CAD	No	2337.21	1947.68
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	837.12	N/A	837.12	697.60	CAD	No	837.122	697.60
CDE	CRA	3 MONTH CORRA	CRA	514.047	N/A	514.047	428.373	CAD	No	514.057	428.373
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	12385.04	10320.87	17692.92	14744.10	CAD	No	17692.92	14744.10
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	12187.65	N/A	12187.65	10156.37	CAD	No	12187.64	10156.37

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	10398.66	N/A	10398.66	8665.55	CHF	Yes	10398.66	8665.55
CEDX	BDE40G	-	DE40F	13777.67	N/A	13777.67	11481.39	EUR	Yes	13777.67	11481.39
CEDX	BES35P	-	ES35F	10307.15	N/A	10307.15	8589.29	EUR	Yes	10307.15	8589.29
CEDX	BEZ50P	-	EZ50F	3973.09	N/A	3973.09	3310.91	EUR	Yes	3973.09	3310.91
CEDX	BFR40P	-	FR40F	5733.405	N/A	5733.405	4777.84	EUR	Yes	5733.405	4777.84
CEDX	BIT40P	-	IT40F	7603.13	N/A	7603.13	6335.94	EUR	Yes	7603.13	6335.94
CEDX	BNL25P	-	NL25F	7582.65	N/A	7582.65	6318.88	EUR	Yes	7582.65	6318.88
CEDX	BNO25G	-	NO25F	9853.64	N/A	9853.64	8211.37	NOK	Yes	9853.64	8211.37
CEDX	BSE30P	-	SE30F	22904.00	N/A	22904.00	19086.66	SEK	Yes	22904.00	19086.66
CEDX	BUK100P	-	UK100F	5774.85	N/A	5774.85	4812.37	GBP	Yes	5774.85	4812.37

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	10933.55	N/A	10933.55	9098.90	USD	No	10933.55	9098.90
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	13725.54	N/A	13725.54	11422.60	USD	No	13725.54	11422.60
CFE	VIX	CBOE VOLATILITY INDEX	VX	10168.74	N/A	10168.74	8473.95	USD	No	27024.075	22520.06
CFE	VIX	CBOE VOLATILITY INDEX	VX39	10065	N/A	10065	8387.50	USD	No	27153.75	22628.125
CFE	VIX	CBOE VOLATILITY INDEX	VX40	10065	N/A	10065	8387.50	USD	No	26703.75	22253.12
CFE	VIX	CBOE VOLATILITY INDEX	VX41	10065	N/A	10065	8387.50	USD	No	25926.33	21605.28
CFE	VIX	CBOE VOLATILITY INDEX	VX43	8865.27	N/A	8865.27	7387.73	USD	No	25585.61	21321.35
CFE	VIX	CBOE VOLATILITY INDEX	VX44	8168.04	N/A	8168.04	6806.70	USD	No	25655.15	21379.29
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1016.87	N/A	1016.87	847.395	USD	No	2702.41	2252.01

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	2740.89	N/A	2740.89	2284.07	USD	Yes	2815.89	2284.07
CME	GBP	BRITISH POUND	6B	2757.81	N/A	2757.81	2121.10	USD	Yes	2545.31	2121.10
CME	CAD	CANADIAN DOLLAR	6C	1786.01	N/A	1786.01	1455.00	USD	Yes	1746.01	1455.00
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3941.66	N/A	3941.66	3065.97	USD	Yes	3679.16	3065.97
CME	JPY	JAPANESE YEN	6J	4835.87	N/A	4835.87	3290.31	USD	Yes	3948.37	3290.31
CME	BRE	BRAZILIAN REAL	6L	2059.95	N/A	2059.95	1330.875	USD	Yes²	1599.95	1330.875
CME	MXP	MEXICAN PESO	6M	2265.00	N/A	2265.00	1600.00	USD	Yes	1920.00	1600.00
CME	NZD	NEW ZEALAND DOLLAR	6N	2223.18	N/A	2223.18	1852.65	USD	Yes²	2318.18	1852.65
CME	RUR^*	RUSSIAN RUBLE IN US DOLLARS	6R	32325	N/A	32325	26937.50	USD	Yes²	32325	26937.50
CME	CHF	SWISS FRANC	6S	6012.90	N/A	6012.90	4448.25	USD	Yes	5337.90	4448.25
CME	ZAR	SOUTH AFRICAN RAND	6Z	2478.12	N/A	2478.12	1950.375	USD	No	2340.62	1950.375
CME	ACDX	AUSTRALIAN DOLLAR	ACD	14341.54	N/A	14341.54	11951.28	CAD	No	14341.54	11951.28
CME	AJY	AUSTRALIAN DOLLAR	AJY	2286554.08	N/A	2286554.08	1896850.78	JPY	No	2516554.28	1896850.78
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	27377.04	N/A	27377.04	22814.20	USD	No	27377.04	22814.20
CME	BOS	BOSTON HOUSING INDEX	BOS	5079.00	N/A	5079.00	4232.50	USD	No	5079.00	4232.50
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	153849.79	N/A	153849.79	114585.95	USD	Yes	140799.79	114585.95
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	158865	N/A	158865	132387.50	EUR	No	317730	264775
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	6755.77	N/A	6755.77	5446.48	USD	No	6535.77	5446.48
CME	CHI	CHICAGO HOUSING INDEX	CHI	3090	N/A	3090	2575	USD	No	3090	2575
CME	CLP	CHILEAN PESO	CHP	7691.39	N/A	7691.39	6401.16	USD	No	7681.39	6401.16
CME	CJY	CANADIAN DOLLAR	CJY	3170619.41	N/A	3170619.41	2642182.84	JPY	No	3396619.01	2642182.84
CME	CNH	UNITED STATES DOLLAR	CNH	25449.79	N/A	25449.79	21187.50	CNH	No	27599.79	21187.50
CME	CSC	CHEESE	CSC	6629.52	N/A	6629.52	5174.58	USD	No	6209.49	5174.58
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5238.00	N/A	5238.00	4365.00	USD	No	5238.00	4365.00
CME	CZK	CZECH KORUNA	CZK	20371.57	N/A	20371.57	16976.31	USD	Yes²	20371.57	16976.31
CME	DA	MILK CLASS III INDEX	DC	7831.46	N/A	7831.46	6276.21	USD	Yes	7531.46	6276.21
CME	DEN	DENVER HOUSING INDEX	DEN	4770	N/A	4770	3975	USD	No	4770	3975
CME	DY	CME DRY WHEY INDEX	DY	4439.69	N/A	4439.69	3617.24	USD	No	4340.69	3617.24
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1970.83	N/A	1970.83	1532.98	USD	No	1839.58	1532.98
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	17497.12	N/A	17497.12	14018.69	AUD	No	16847.12	14018.69
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	11387.25	N/A	11387.25	9209.22	CAD	No	11062.25	9209.22
CME	ECK	CZECH KORUNA	ECK	9539.04	N/A	9539.04	7949.20	EUR	No	9539.04	7949.20
CME	EHF	HUNGARIAN FORINT	EHF	8642.53	N/A	8642.53	7197.11	EUR	Yes²	8636.53	7197.11
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	29440.32	N/A	29440.32	20100.27	USD	Yes²	24120.32	20100.27
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	277312.79	188377.92	396161.14	269111.31	JPY	No	441161.13	269111.31
CME	EPZ	POLISH ZLOTY	EPZ	9172.42	N/A	9172.42	7643.68	EUR	Yes²	9172.42	7643.68
CME	ES	E-MINI S&P 500	ES	17900.44	10649.47	25572.06	15213.53	USD	Yes	22047.06	15213.53
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	23673.79	N/A	23673.79	18436.49	USD	No	22123.78	18436.49
CME	ESTR	EURO SHORT-TERM RATE	ESR	360	N/A	360	300	EUR	No	360	300
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	64170	N/A	64170	53475	EUR	No	128340	106950
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	81063.79	N/A	81063.79	65594.82	USD	Yes	157427.58	131189.65
CME	GSCI	S&P-GSCI INDEX	GD	29071.41	N/A	29071.41	23663.68	USD	No	28396.41	23663.68
CME	GDK	CLASS IV MILK - 200K LBS	GDK	5052.45	N/A	5052.45	3927.04	USD	No	4712.45	3927.04
CME	GF	FEEDER CATTLE	GF	8881.61	N/A	8881.61	7401.34	USD	Yes	9106.61	7401.34
CME	NF	NON FAT DRY MILK INDEX	GNF	8184.72	N/A	8184.72	6820.60	USD	No	8184.72	6820.60
CME	HE	LEAN HOGS	HE	3940.60	N/A	3940.60	3283.84	USD	Yes	3940.60	3283.84
CME	HUF	HUNGARIAN FORINT	HUF	13834.71	N/A	13834.71	11528.93	USD	Yes²	13840.71	11528.93
CME	IBAA	BOVESPA INDEX - USD	IBV	30762	N/A	30762	25635	USD	No	30762	25635
CME	ILS	ISRAELI SHEKEL	ILS	36203.61	N/A	36203.61	29169.68	USD	Yes²	35003.61	29169.68
CME	J7	JAPANESE YEN	J7	2417.94	N/A	2417.94	1645.15	USD	No	1974.19	1645.15
CME	KRW	KOREAN WON	KRW	19784.45	N/A	19784.45	15914.125	USD	Yes²	12356.85	10297.375
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4479.00	N/A	4479.00	3732.50	USD	No	4479.00	3732.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6708.00	N/A	6708.00	5590.00	USD	No	6708.00	5590.00
CME	LBR	LUMBER FUTURES	LBR	1482.60	N/A	1482.60	1235.40	USD	No	1551.35	1235.40
CME	LE	LIVE CATTLE	LE	4113.13	N/A	4113.13	3427.61	USD	Yes	4173.13	3427.61
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	784.347	504	1120.50	720	USD	No	864	720
CME	M6A	AUSTRALIAN DOLLAR	M6A	274.089	N/A	274.089	228.407	USD	No	281.589	228.407
CME	M6B	BRITISH POUND	M6B	275.781	N/A	275.781	212.11	USD	No	254.531	212.11
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	394.166	N/A	394.166	306.597	USD	No	367.916	306.597
CME	MBT	MICRO BITCOIN	MBT	3077.00	N/A	3077.00	2291.72	USD	Yes	2816.00	2291.72
CME	MCD	CANADIAN DOLLAR	MCD	178.601	N/A	178.601	145.50	USD	No	174.601	145.50
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1790.04	1064.95	2557.21	1521.35	USD	Yes	2204.71	1521.35
CME	MET	MICRO ETHER	MET	162.028	N/A	162.028	131.19	USD	Yes	314.855	262.379
CME	MIA	MIAMI HOUSING INDEX	MIA	6585	N/A	6585	5487.50	USD	No	6585	5487.50
CME	MIR	INDIAN RUPEE	MIR	1432.55	N/A	1432.55	1191.20	USD	No	1429.55	1191.20
CME	MNH	UNITED STATES DOLLAR	MNH	2563.38	N/A	2563.38	2136.15	CNH	No	2768.38	2136.15
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	3251.12	1993.13	4644.46	2847.32	USD	Yes	4301.25	2847.32
CME	MSF	SWISS FRANC	MSF	601.29	N/A	601.29	444.825	USD	No	533.79	444.825
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1128424.66	940353.89	1612035.24	1343362.70	JPY	No	1837035.24	1343362.70
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	11372.65	9476.37	16246.65	13537.67	USD	No	18471.65	13537.67
CME	NOK	NORWEGIAN KRONE	NOK	24471.50	N/A	24471.50	19197.37	USD	No	23071.50	19197.37
CME	NQ	E-MINI NASDAQ 100	NQ	32511.20	19931.27	46444.57	28473.24	USD	Yes	43012.54	28473.24
CME	NYM	NEW YORK HOUSING INDEX	NYM	4704.00	N/A	4704.00	3920.00	USD	No	4704.00	3920.00
CME	PJY	BRITISH POUND	PJY	2898163.71	N/A	2898163.71	2409132.30	JPY	No	3086913.96	2409132.30
CME	PLN	POLISH ZLOTY	PLN	17187.39	N/A	17187.39	13814.49	USD	Yes²	16577.39	13814.49
CME	PSF	BRITISH POUND	PSF	12421.85	N/A	12421.85	10351.54	CHF	No	12446.85	10351.54
CME	RF	EUROPEAN MONETARY UNION EURO	RF	5221.90	N/A	5221.90	4350.76	CHF	No	5546.90	4350.76
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8464.80	N/A	8464.80	7054	USD	Yes²	8464.80	7054
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	9150.56	N/A	9150.56	7624.63	EUR	Yes²	9149.56	7624.63
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6355.17	N/A	6355.17	5295.31	GBP	No	6423.92	5295.31
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	17984.27	N/A	17984.27	14391.05	USD	No	17269.26	14391.05
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	47758.83	N/A	47758.83	39344.86	USD	No	47213.83	39344.86
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	12755.67	N/A	12755.67	9950.56	USD	No	11940.68	9950.56
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7843.47	5040	11204.95	7200	USD	Yes	8640	7200
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1164102.99	N/A	1164102.99	969881.87	JPY	Yes²	1320352.99	969881.87
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	5494.50	N/A	5494.50	3737.50	USD	No	5269.50	3737.50
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6777.00	N/A	6777.00	5647.50	USD	No	6777.00	5647.50
CME	SEK	SWEDISH KRONA	SEK	22423.49	N/A	22423.49	17337.17	USD	No	20823.49	17337.17
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5391.00	N/A	5391.00	4492.50	USD	No	5391.00	4492.50
CME	SGX	SHORT GILT	SG	287678.37	N/A	287678.37	239731.97	USD	No	287678.37	239731.97
CME	SIR	INDIAN RUPEE	SIR	7162.48	N/A	7162.48	5956	USD	No	7147.48	5956
CME	SJY	SWISS FRANC	SJY	4172694.64	N/A	4172694.64	3477245.54	JPY	No	4448945.89	3477245.54
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	34369.62	N/A	34369.62	28641.35	USD	No	34369.63	28641.35
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1816.54	N/A	1816.54	1451.29	GBP	No	1741.54	1451.29
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	445.501	N/A	445.501	327.848	USD	No	393.418	327.848
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	591.252	N/A	591.252	425	USD	Yes	510	425
CME	SVX	SCHNEIDER ELECTRIC SE	SU	86353.85	N/A	86353.85	71961.54	USD	No	86353.85	71961.54
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1174.53	N/A	1174.53	853.778	USD	No	1024.54	853.778
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4914.00	N/A	4914.00	4095.00	USD	No	4914.00	4095.00
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	16505.53	N/A	16505.53	12712.94	USD	No	15255.53	12712.94
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	15459.17	N/A	15459.17	12032.64	USD	No	14439.17	12032.64
CME	IXM	FINANCIAL SELECT SECTOR INDEX	XAF	18878.72	N/A	18878.72	15128.07	USD	No	18153.72	15128.07
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	22291.55	N/A	22291.55	17242.96	USD	No	20691.55	17242.96
CME	IXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	55459.61	N/A	55459.61	45557.87	USD	No	54669.62	45557.87
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	9204.33	N/A	9204.33	7170.27	USD	No	8604.33	7170.27
CME	IXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	10288.00	N/A	10288.00	8406.67	USD	No	10088.00	8406.67
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11116.72	N/A	11116.72	8455.60	USD	No	10146.72	8455.60
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	18074.56	N/A	18074.56	14537.14	USD	No	17444.56	14537.14
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	45893.75	N/A	45893.75	36911.46	USD	No	44293.75	36911.46

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	8164.49	N/A	8164.49	5861.04	USD	No	7033.24	5861.04
COMEX	GC	GOLD	GC	20231.17	N/A	20231.17	14667.65	USD	Yes	17601.18	14667.65
COMEX	HG	COPPER INDEX	HG	11315.51	N/A	11315.51	8565.01	USD	Yes	10278.01	8565.01
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	4330.55	N/A	4330.55	3524.66	USD	No	4230.55	3524.66
COMEX	MGC	E-MICRO GOLD	MGC	2023.12	N/A	2023.12	1466.77	USD	Yes	1760.12	1466.77
COMEX	MHG	MICRO COPPER	MHG	1132.80	N/A	1132.80	856.501	USD	No	1027.80	856.501
COMEX	QC	COMEX MINY COPPER	QC	5657.75	N/A	5657.75	4282.50	USD	No	5139.00	4282.50
COMEX	QI	COMEX MINY SILVER	QI	13847.625	N/A	13847.625	9408.44	USD	No	11290.125	9408.44
COMEX	QO	COMEX MINY GOLD	QO	10115.59	N/A	10115.59	7333.83	USD	No	8800.59	7333.83
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	37598.75	N/A	37598.75	28332.30	CNH	No	33998.75	28332.30
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	4381.29	N/A	4381.29	3050.94	USD	No	3661.13	3050.94
COMEX	SI	SILVER INDEX	SI	27695.25	N/A	27695.25	18816.875	USD	Yes	22580.25	18816.875
COMEX	SI	SILVER INDEX	SIL	5539.05	N/A	5539.05	3763.375	USD	No	4516.05	3763.375
COMEX	UX	URANIUM INDEX	UX	2696.44	N/A	2696.44	2247.03	USD	No	2696.44	2247.03

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	62832.00	N/A	62832.00	52360.00	EUR	No	62832.00	52360.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	9948.77	N/A	9948.77	8290.64	EUR	Yes	9948.77	8290.64

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	11068.00	N/A	11068.00	9223.33	CHF	No	13281.60	11068.00
EUREX	KS200.EU	KOSPI 200 - EUREX/KRX LINKED PRODUCT	FBK2	7266000	6055000	10380000	8650000	KRW	Yes	10380000	8650000
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	9493.89	N/A	9493.89	7902.42	EUR	No	11392.66	9482.91
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	4019.26	N/A	4019.26	3349.39	EUR	Yes	4215.52	3512.93
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1128.95	N/A	1128.95	940.795	EUR	No	1354.74	1128.95
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3480.69	N/A	3480.69	2900.58	USD	No	4176.83	3480.69
EUREX	KWY.EU	US DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT	FCUW	1607400	N/A	1607400	1339500	KRW	No	3214800	2679000
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	3107.52	N/A	3107.52	2158.00	EUR	No	3107.52	2158.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	28115.03	23429.19	40164.32	33470.27	EUR	Yes	43375.11	36145.92
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	11005.90	N/A	11005.90	7642.99	EUR	Yes²	13207.08	9171.59
EUREX	DDXDIVPT	DIVDAX DIVIDEND POINTS INDEX	FDVD	2669.76	N/A	2669.76	1854	EUR	No	2669.76	1854
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	5623.01	4685.84	8032.86	6694.05	EUR	No	8675.02	7229.18
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1124.60	937.168	1606.57	1338.81	EUR	Yes	1735.00	1445.84
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	398.339	N/A	398.339	331.9495	EUR	No	382.115	318.429
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	4756.32	N/A	4756.32	3303	EUR	Yes²	4756.32	3303
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	9441.29	N/A	9441.29	7867.74	EUR	Yes²	11329.55	9441.29
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	667.771	556.476	953.958	794.965	EUR	Yes	1009.79	841.489
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	6171.64	N/A	6171.64	5143.03	EUR	Yes²	6966.07	5805.06
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1887.64	N/A	1887.64	1573.04	EUR	Yes²	2265.17	1887.64
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3344.51	N/A	3344.51	2787.10	EUR	Yes²	2725.63	2271.36
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	5968.79	N/A	5968.79	4974.00	EUR	Yes²	6833.15	5694.29
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2782.55	N/A	2782.55	2318.79	EUR	Yes²	3339.06	2782.55
EUREX	ESI	EURO STOXX INSURANCE	FESI	2655.45	N/A	2655.45	2212.83	EUR	Yes²	2298.50	1915.38
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1413.89	N/A	1413.89	1178.24	EUR	Yes²	1587.72	1323.10
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3073.05	N/A	3073.05	2560.87	EUR	Yes²	3262.89	2719.08
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1534.60	N/A	1534.60	1278.835	EUR	Yes²	1794.36	1495.30
EUREX	SXRE	EURO STOXX RETAIL	FESR	4559.64	N/A	4559.64	3799.70	EUR	Yes²	5471.57	4559.64
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1158.02	N/A	1158.02	965.005	EUR	Yes²	1222.35	1018.61
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	961.50	N/A	961.50	801.25	EUR	Yes²	1031.14	859.282
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1534.00	N/A	1534.00	1278.30	EUR	Yes	1671.92	1393.23
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1018.49	N/A	1018.49	848.74	EUR	Yes²	1222.19	1018.49
EUREX	ESTX50	EURO STOXX50	FESX	2982.38	2485.31	4260.54	3550.45	EUR	Yes	5112.64	4260.54
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	13932.20	N/A	13932.20	11610.17	EUR	Yes²	16718.64	13932.20
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	6963.84	N/A	6963.84	5803.20	EUR	Yes²	8356.61	6963.84
EUREX	EU3	THREE MONTH EURIBOR	FEU3	577.925	N/A	577.925	481.605	EUR	Yes	577.925	481.605
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	3223.58	2238.60	4605.12	3198.00	EUR	Yes	4605.12	3198.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	10740.80	N/A	10740.80	8950.67	EUR	Yes²	12888.96	10740.80
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	3690.17	N/A	3690.17	3075.15	EUR	Yes	4428.21	3690.17
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	2062.36	N/A	2062.36	1718.63	EUR	Yes	2474.83	2062.36
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	798.831	N/A	798.831	665.692	EUR	Yes	958.597	798.831
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	8454.48	N/A	8454.48	7045.40	EUR	Yes	10145.38	8454.48
EUREX	DJESL	EURO STOXX LARGE	FLCE	2159.19	N/A	2159.19	1799.01	EUR	No	2453.50	2044.23
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2144.11	N/A	2144.11	1786.16	EUR	No	2249.89	1874.29
EUREX	DJESM	EURO STOXX MID	FMCE	2053.49	N/A	2053.49	1710.955	EUR	No	2248.78	1873.67
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1199.36	999.4635	1713.37	1427.805	USD	No	1945.39	1621.155
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2244.52	N/A	2244.52	1870.40	EUR	Yes²	2263.51	1886.22
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	3575.13	2979.27	5107.32	4256.10	USD	No	4837.18	4030.98
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	5750.74	N/A	5750.74	4792.01	USD	No	6900.89	5750.42
EUREX	MXEU	MSCI EUROPE	FMEP	1670.30	N/A	1670.30	1391.92	EUR	No	2004.36	1670.30
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2678.14	N/A	2678.14	2231.78	EUR	No	2199.44	1832.87
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	8563.85	7136.54	12234.07	10195.06	USD	No	11187.68	9323.07
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6332.97	N/A	6332.97	5277.38	USD	No	6859.06	5715.77
EUREX	K200M.EU	MINI KOSPI 200 - EUREX/KRX LINKED PRODUCT	FMK2	1443792.04	1203160.03	2062560.06	1718800.05	KRW	No	2062560.06	1718800.05
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	7332.69	N/A	7332.69	6110.42	USD	No	7349.64	6124.54
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	2507.20	2089.34	3581.72	2984.76	EUR	No	3157.20	2631.00
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	5933.07	4944.22	8475.81	7063.17	USD	No	10170.97	8475.81
EUREX	MXWO	MSCI WORLD INDEX	FMWP	5601.60	N/A	5601.60	4668.00	USD	No	6721.92	5601.60
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	3310.19	N/A	3310.19	2758.50	EUR	No	3972.23	3310.19
EUREX	DJESS	EURO STOXX SMALL	FSCE	1317.41	N/A	1317.41	1097.77	EUR	No	1578.35	1315.21
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1498.13	N/A	1498.13	1248.43	EUR	No	1600.60	1333.82
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1410.59	N/A	1410.59	1175.49	EUR	No	1124.18	936.816
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	4551.05	N/A	4551.05	3792.54	CHF	Yes²	5461.26	4551.05
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	10673.28	N/A	10673.28	7412.00	CHF	No	10673.28	7412.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	5919.64	4933.03	8456.63	7047.19	CHF	Yes	9695.27	8079.39
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4217.02	N/A	4217.02	3513.93	CHF	Yes²	5060.43	4216.72
EUREX	SMI	SWISS MARKET INDEX	FSMS	591.964	493.303	845.663	704.719	CHF	No	969.527	807.939
EUREX	MDAX	MIDCAP DAX	FSMX	2541.15	N/A	2541.15	2117.45	EUR	No	2360.54	1966.96
EUREX	ST3	THREE MONTH ESTR	FST3	133.032	N/A	133.032	110.86	EUR	No	197.557	164.631
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	4564.79	N/A	4564.79	3803.99	EUR	Yes²	5477.74	4564.79
EUREX	SX7P	STOXX 600 BANKS	FSTB	1292.57	N/A	1292.57	1077.14	EUR	Yes	1319.35	1099.45
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	5368.70	N/A	5368.70	4473.79	EUR	Yes²	4950.85	4125.60
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1833.73	N/A	1833.73	1528.11	EUR	Yes	2200.48	1833.73
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4399.51	N/A	4399.51	3666.02	EUR	Yes²	4044.53	3370.22
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4017.46	N/A	4017.46	3347.885	EUR	Yes²	4438.70	3698.92
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4077.67	N/A	4077.67	3398.06	EUR	Yes²	4893.20	4077.67
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2475.07	N/A	2475.07	2062.56	EUR	Yes²	2127.23	1772.69
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	874.077	N/A	874.077	728.398	EUR	No	1048.89	874.077
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1713.86	N/A	1713.86	1428.18	EUR	Yes²	1752.69	1460.54
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3405.14	N/A	3405.14	2837.62	EUR	Yes²	3429.18	2857.65
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	2104.20	N/A	2104.20	1753.50	EUR	Yes²	2171.27	1809.39
EUREX	SXRP	STOXX 600 RETAIL	FSTR	2035.29	N/A	2035.29	1695.98	EUR	Yes²	2442.34	2035.18
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3607.71	N/A	3607.71	3006.42	EUR	Yes	3957.60	3298.00
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	682.508	N/A	682.508	568.75	EUR	Yes²	791.596	659.656
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1544.89	N/A	1544.89	1287.41	EUR	Yes	1648.25	1373.54
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1172.00	N/A	1172.00	976.668	EUR	Yes²	1315.56	1096.30
EUREX	STX	STOXX50	FSTX	3412.72	N/A	3412.72	2843.86	EUR	Yes²	3736.33	3113.54
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	6991.01	N/A	6991.01	5825.84	EUR	Yes²	8389.22	6991.01
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	4050.51	N/A	4050.51	3375.16	EUR	Yes²	4860.61	4050.20
EUREX	ESTX50	EURO STOXX50	FSXE	298.238	248.531	426.054	355.045	EUR	No	511.264	426.054
EUREX	TDX	TECDAX	FTDX	7735.65	N/A	7735.65	6446.37	EUR	Yes²	9282.78	7735.65
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1085.43	N/A	1085.43	904.525	EUR	Yes	2499.11	2082.59
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2081.83	N/A	2081.83	1734.80	EUR	No	2284.23	1903.46
EUREX	DJ600	STOXX 600 INDEX	FXXP	1423.89	1186.57	2034.13	1695.10	EUR	Yes	2391.77	1993.14

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	10687.46	N/A	10687.46	8906.22	EUR	No	10687.46	8906.22
FTA	EOE	AMS EOE INDEX	FTI	9624.71	8020.59	13749.59	11457.99	EUR	Yes	14651.58	11457.99
FTA	EOE	AMS EOE INDEX	MFA	962.471	802.059	1374.96	1145.80	EUR	No	1465.16	1145.80

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	60681.20	N/A	60681.20	50567.66	HKD	No	60681.20	50567.66
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	25340.40	N/A	25340.40	21117	CNH	Yes	25340.40	21117
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3744	N/A	3744	2600	HKD	No	3744	2600
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	11663.71	N/A	11663.71	8099.80	HKD	No	11663.71	8099.80
HKFE	GDR	CNH GOLD FUTURES	GDR	485655.53	N/A	485655.53	404712.93	CNH	No	485655.52	404712.93
HKFE	GDU	USD GOLD FUTURES	GDU	70643.34	N/A	70643.34	58869.45	USD	No	70643.34	58869.45
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	30582.72	25485.60	43689.60	36408	HKD	Yes	43689.60	36408
HKFE	HSI	HANG SENG STOCK INDEX	HSI	65346.07	54455.06	93351.53	77792.94	HKD	Yes	93351.53	77792.94
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	17021.84	14184.87	24316.92	20264.10	HKD	Yes	24316.92	20264.10
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	3810.77	N/A	3810.77	3175.64	USD	No	3810.77	3175.64
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	6116.54	5097.12	8737.92	7281.60	HKD	Yes	8737.92	7281.60
HKFE	MCS	UNITED STATES DOLLAR	MCS	5076.69	N/A	5076.69	4223.88	CNH	No	5076.69	4223.88
HKFE	MHI	MINI HANG SENG INDEX	MHI	13069.21	10891.01	18670.31	15558.59	HKD	Yes	18670.31	15558.59
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	1481.78	N/A	1481.78	1234.82	USD	No	1481.78	1234.82
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	3702.73	N/A	3702.73	3085.61	USD	No	3702.73	3085.61
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	10100.85	N/A	10100.85	8417.29	USD	No	10100.85	8417.29
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	51300	N/A	51300	42750	HKD	No	134550	112125

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	GENERALI	G	3259.85	N/A	3259.85	2716.54	GBP	No	3259.85	2716.54
ICEEU	H	MEDIUM GILT	H	6279.92	N/A	6279.92	5233.27	GBP	No	6279.92	5233.27
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	1003.20	N/A	1003.20	836	EUR	Yes	1003.20	836
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	6107.06	N/A	6107.06	5089.20	USD	No	6107.06	5089.20
ICEEU	O	5 YEAR EURO SWAPNOTE	O	5235.99	N/A	5235.99	4363.32	EUR	No	5235.99	4363.32
ICEEU	P	10 YEAR EURO SWAPNOTE	P	9602.09	N/A	9602.09	8001.74	EUR	No	9602.09	8001.74
ICEEU	R	LONG GILT	R	4416.04	N/A	4416.04	3680.03	GBP	No	4416.04	3680.03
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	920.136	N/A	920.136	766.78	CHF	No	920.136	766.78
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	1115.40	N/A	1115.40	929.50	GBP	Yes	1115.40	929.50
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	839.077	N/A	839.077	699.231	GBP	No	839.077	699.231
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	2402.52	N/A	2402.52	2002.10	EUR	No	2402.52	2002.10
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	1054.58	N/A	1054.58	732.344	GBP	No	1054.58	732.344
ICEEU	Y	FTSE 250 INDEX	Y2	4886.38	N/A	4886.38	4071.98	GBP	No	4886.38	4071.98
ICEEU	Z	FTSE 100 INDEX	Z	4295.30	3579.41	6136.14	5113.45	GBP	Yes	6136.14	5113.45

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	12780	N/A	12780	10650	GBP	No	12780	10650
ICEEUSOFT	D	ROBUSTA COFFEE	RC	6336	N/A	6336	5280	USD	No	6336	5280
ICEEUSOFT	T	WHEAT	T	3126.27	N/A	3126.27	2605.22	GBP	No	3126.27	2605.22
ICEEUSOFT	W	WHITE SUGAR	W	2474.34	N/A	2474.34	2061.95	USD	No	2474.34	2061.95

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	8210.44	N/A	8210.44	6842.04	USD	No	8210.44	6842.04
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	23362500	N/A	23362500	19468750	JPY	No	23362500	19468750
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10007.95	N/A	10007.95	8329.31	USD	No	10007.95	8329.31
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	12947.52	N/A	12947.52	10789.60	CAD	No	12947.52	10789.60
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6331.875	N/A	6331.875	5276.56	GBP	No	6331.875	5276.56
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	18699.34	N/A	18699.34	15582.78	AUD	No	18699.34	15582.78
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	8440.72	N/A	8440.72	7033.93	CHF	No	8440.72	7033.93
ICEUS	ZY	SWISS FRANC	KZY	4172694.64	N/A	4172694.64	3477245.54	JPY	No	4172695.89	3477245.54
ICEUS	MP	BRITISH POUND	MP	7635.94	N/A	7635.94	6363.29	USD	No	7635.94	6363.29
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	12141.50	N/A	12141.50	10117.92	CHF	No	12141.50	10117.92
ICEUS	SY	BRITISH POUND IN JAPANESE YEN	SY	3233602.89	N/A	3233602.89	2694669.08	JPY	No	3233603.14	2694669.08

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	2655.36	N/A	2655.36	1844	EUR	No	2655.36	1844
IDEM	FTMIB	FTSE MIB INDEX	FIB	17225.46	14354.55	24607.80	20506.50	EUR	Yes	24607.80	20506.50
IDEM	FTMIB	FTSE MIB INDEX	MICR	689.018	574.182	984.312	820.26	EUR	No	984.312	820.26
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3445.09	2870.91	4921.56	4101.30	EUR	No	4921.56	4101.30
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1045.27	N/A	1045.27	836.219	EUR	No	1045.27	836.219

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	35608.62	N/A	35608.62	29673.85	USD	No	35608.62	29673.85
IPE	COIL	ICE BRENT CRUDE	COIL	17550	N/A	17550	13000	USD	Yes	17550	13000
IPE	GOIL	ICE GASOIL	GOIL	9502.27	N/A	9502.27	7038.72	USD	No	9502.27	7038.72
IPE	HOIL	ICE HEATING OIL	HOIL	33058.82	N/A	33058.82	24488.02	USD	No	33058.82	24488.02
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	43536.87	N/A	43536.87	36280.72	USD	No	43536.87	36280.72
IPE	NGF	ICE UK NATURAL GAS	NGF	6057.65	N/A	6057.65	5048.04	GBP	No	26170.20	5048.04
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	30985.42	N/A	30985.42	22952.16	USD	No	30985.42	22952.16
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16017.18	N/A	16017.18	11864.58	USD	Yes	16017.18	11864.58

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	8029457.80	6054125.21	11470654	8648750.30	KRW	Yes	11470654	8648750.30
KSE	K200M	MINI KOSPI200 INDEX	05	1605891.525	1203229.94	2294130.75	1718899.92	KRW	Yes	2294130.75	1718899.92
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1414505.40	943006.32	2020722	1347151.88	KRW	No	2020722	1347151.88
KSE	005930	HANG SENG BANK LTD	11	202180.74	N/A	202180.74	161744.59	KRW	No	206091.85	161541.30
KSE	017670	HENDERSON LAND DEVELOPMENT	12	180726.05	N/A	180726.05	144344.99	KRW	No	180201.21	144160.97
KSE	005490	POSCO HOLDINGS INC	13	1153769.63	N/A	1153769.63	923015.70	KRW	No	1184700.53	921847.73
KSE	030200	KTCORPORATION	14	132013.98	N/A	132013.98	105611.18	KRW	No	137261.83	105478.45
KSE	015760	KOREA ELECTRIC POWER CORP	15	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	005380	SUN HUNG KAI PROPERTIES	16	739609.55	N/A	739609.55	590230.39	KRW	No	736852.83	589482.27
KSE	016360	NEW WORLD DEVELOPMENT	17	149079.85	N/A	149079.85	118168.99	KRW	No	147525.59	118020.47
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	173804.58	N/A	173804.58	139043.66	KRW	No	176052.86	138867.21
KSE	000270	SWIRE PACIFIC LTD - CL A	19	318030.28	N/A	318030.28	252411.97	KRW	No	315118.41	252094.73
KSE	012330	HYUNDAI MOBIS CO LTD	20	701667.63	N/A	701667.63	561334.10	KRW	No	713300.08	560628.59
KSE	006400	SAMSUNG SDI CO LTD	22	1145900.10	N/A	1145900.10	916720.08	KRW	No	1146731.73	915567.97
KSE	009150	BANK OF EAST ASIA LTD	23	413794.61	N/A	413794.61	328261.13	KRW	No	409810.74	327848.59
KSE	066570	LG ELECTRONICS INC	24	328138.93	N/A	328138.93	262207.07	KRW	No	327346.90	261877.52
KSE	036460	KOREA GAS CORPORATION	28	203049	N/A	203049	135366	KRW	No	203049	135366
KSE	004020	HYUNDAI STEEL CO	32	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	003550	LG CORP	34	265801.42	N/A	265801.42	210971.21	KRW	No	263382.57	210706.05
KSE	078930	GS HOLDINGS	35	142283.62	N/A	142283.62	112266.82	KRW	No	140157.15	112125.72
KSE	033780	KT & G CORPORATION	36	350048.95	N/A	350048.95	280039.16	KRW	No	360357.78	279687.19
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	590175	N/A	590175	459615.82	KRW	No	590175	459038.16
KSE	086790	HANA FINANCIAL GROUP	40	190564.76	N/A	190564.76	152451.81	KRW	No	195366.07	152260.21
KSE	096770	SK INNOVATION CO LTD	41	347537.38	N/A	347537.38	278029.90	KRW	No	350822.46	277680.47
KSE	001040	CJ CORP	42	400950	N/A	400950	305154.79	KRW	No	424049.05	304771.25
KSE	034220	LG DISPLAY CO LTD	45	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	105560	KB FINANCIAL GROUP INC	46	254330.49	N/A	254330.49	203464.39	KRW	No	265832.45	203206.17
KSE	051910	LG CHEM LTD	47	1013186.46	N/A	1013186.46	807467.19	KRW	No	1008065.43	806452.34
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	000660	SK HYNIX INC	50	527472	N/A	527472	408130.82	KRW	No	527472	407616.91
KSE	006360	GS ENGINEERING & CONSTRUCT	51	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	139480	E-MART INC	54	201552.84	N/A	201552.84	161242.28	KRW	No	203458.01	161039.62
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	130916.89	N/A	130916.89	103476.35	KRW	No	129182.87	103346.30
KSE	035420	NAVER CORP	56	506075.11	N/A	506075.11	402101.05	KRW	No	501994.63	401595.70
KSE	003490	KOREAN AIR LINES CO LTD	57	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	1078778.26	N/A	1078778.26	898981.89	KRW	No	1078779.26	898981.89
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3567641.42	N/A	3567641.42	2973034.52	KRW	No	3567641.42	2973034.52
KSE	KWY	UNITED STATES DOLLAR	75	1593000	N/A	1593000	1327500	KRW	No	3186000	2655000
KSE	032640	LG UPLUS CORP	B0	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	010950	S-OILCORPORATION	B2	188355.30	N/A	188355.30	149940.24	KRW	No	187189.75	149751.80
KSE	010130	KOREA ZINC CO LTD	B3	2090875.39	N/A	2090875.39	1672700.31	KRW	No	2520639.19	1670597.97
KSE	024110	INDUSTRIALBANKOFKOREA	B4	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	001680	DAESANG CORPORATION	B6	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	047050	POSCO INTERNATIONAL CORP	B7	186048	N/A	186048	136628.97	KRW	No	186048	136457.25
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	023530	BARLEY FUTURES	BA	197471.56	N/A	197471.56	157977.25	KRW	No	198338.15	157778.69
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	253039.87	N/A	253039.87	202431.89	KRW	No	255431.72	202177.46
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	306096.61	N/A	306096.61	244877.29	KRW	No	308989.97	244569.51
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	029780	SAMSUNG CARD CO	BG	135153.43	N/A	135153.43	108122.74	KRW	No	138930.96	107986.85
KSE	036570	NCSOFTCORPORATION	BJ	567239.24	N/A	567239.24	451578.83	KRW	No	563764.11	451011.29
KSE	000080	HITE JINRO CO LTD	BK	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	231338.39	N/A	231338.39	183092.87	KRW	No	228578.44	182862.75
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	167553.28	N/A	167553.28	133112.78	KRW	No	166181.85	132945.48
KSE	000720	DANONE	BN	98107.89	N/A	98107.89	78486.31	KRW	No	99035.25	78387.67
KSE	011210	HYUNDAI WIA CORP	BP	172206.59	N/A	172206.59	129596.59	KRW	No	161792.14	129433.71
KSE	008770	HOTEL SHILLA CO LTD	BQ	142845.08	N/A	142845.08	114276.06	KRW	No	144195.32	114132.44
KSE	035250	KANGWON LAND, INC.	BS	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	138930	BNK FINANCIAL GROUP INC	BT	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	139130	DGB FINANCIAL GROUP INC	BV	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	001120	LX INTERNATIONAL CORP	BX	95419.57	N/A	95419.57	75974.75	KRW	No	94849.08	75879.26
KSE	011070	LG INNOTEK CO LTD	BY	726783.25	N/A	726783.25	581426.60	KRW	No	738653.11	580695.82
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	034730	SK INC	C1	464325	N/A	464325	371460	KRW	No	463741.46	370993.16
KSE	001740	SK NETWORKS CO LTD	C2	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	418489.01	N/A	418489.01	334791.21	KRW	No	438444.76	334370.43
KSE	018260	SAMSUNG SDS CO LTD	C5	517667.57	N/A	517667.57	413905.39	KRW	No	516731.49	413385.20
KSE	090430	AMOREPACIFIC CORP	C6	539904	N/A	539904	359936	KRW	No	539904	359936
KSE	030000	CHEIL WORLDWIDE INC	C7	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	028260	SAMSUNG C&T CORP	C8	468406.30	N/A	468406.30	374725.04	KRW	No	468833.88	374254.06
KSE	000880	HANWHA CORPORATION	C9	94625.26	N/A	94625.26	73714.34	KRW	No	92027.12	73621.69
KSE	088350	CARREFOUR SA	CA	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	086280	COCOA NYBOT	CC	363234.64	N/A	363234.64	290587.71	KRW	No	366668.10	290222.50
KSE	010620	HD HYUNDAI MIPO	CD	320538.09	N/A	320538.09	256430.47	KRW	No	321567.96	256108.18
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	104543.76	N/A	104543.76	83635.01	KRW	No	105031.96	83529.89
KSE	035720	KAKAO CORP	CF	111764.50	N/A	111764.50	89411.60	KRW	No	113320.95	89299.23
KSE	034230	PARADISE CO LTD	CG	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	069080	WEBZEN INC	CK	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	096530	LIGHT SWEET CRUDE OIL	CL	89958	N/A	89958	66850	KRW	No	89958	66850
KSE	022100	POSCO DX CO LTD	CN	92142.93	N/A	92142.93	73714.34	KRW	No	99513.90	73621.69
KSE	068270	CELLTRION INC	CP	614052.84	N/A	614052.84	490256.875	KRW	No	612050.88	489640.70
KSE	122870	YG ENTERTAINMENT INC	CQ	101404.32	N/A	101404.32	81123.45	KRW	No	103862.83	81021.49
KSE	051900	LG H&H	CR	1098808.40	N/A	1098808.40	879046.72	KRW	No	1124194.77	877941.875
KSE	002790	AXA SA	CS	83562.50	N/A	83562.50	66850	KRW	No	84348.07	66850
KSE	000810	COTTON NO. 2	CT	1122354.20	N/A	1122354.20	897883.36	KRW	No	1157963.22	896754.92
KSE	008930	HANMI SCIENCE CO LTD	CV	104612.94	N/A	104612.94	83007.12	KRW	No	103628.49	82902.79
KSE	021240	COWAY CO LTD	CW	208225.88	N/A	208225.88	166014.24	KRW	No	207256.98	165805.59
KSE	128940	HANMI PHARM CO LTD	CX	1029395.98	N/A	1029395.98	812490.31	KRW	No	1014336.43	811469.14
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	353502.34	N/A	353502.34	282801.875	KRW	No	357843.81	282446.45
KSE	097950	CJ CHEILJEDANG CORP.	D1	1011103.41	N/A	1011103.41	793660.23	KRW	No	990824.51	792659.61
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	172162.81	N/A	172162.81	132168.92	KRW	No	164997.28	131997.82
KSE	002380	KCC CORP	D3	907301.76	N/A	907301.76	725841.41	KRW	No	990878.00	724929.14
KSE	007070	GS RETAIL CO LTD	D4	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	012750	S1 CORPORATION	D5	182088.24	N/A	182088.24	145670.60	KRW	No	182809.43	145487.51
KSE	000100	YUHAN CORPORATION	D6	392431.54	N/A	392431.54	313945.23	KRW	No	394140.98	313550.66
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	135160.74	N/A	135160.74	108122.74	KRW	No	134983.56	107986.85
KSE	069960	HYUNDAI DEPT STORE CO	D8	153519.23	N/A	153519.23	122815.38	KRW	No	154970.36	122661.02
KSE	004370	MILK CLASS III INDEX	DA	1213398.34	N/A	1213398.34	970718.67	KRW	No	1284867.93	969498.67
KSE	079550	LIG NEX1 CO LTD	DB	779355	N/A	779355	519893.32	KRW	No	779355	519570
KSE	204320	HL MANDO CO LTD	DC	103601.93	N/A	103601.93	82881.54	KRW	No	103581.22	82777.37
KSE	004170	SHINSEGAE INC	DD	501591.29	N/A	501591.29	400091.84	KRW	No	499486.23	399588.98
KSE	161890	KOLMAR KOREA CO LTD	DE	230027.91	N/A	230027.91	182841.72	KRW	No	228264.89	182611.91
KSE	111770	YOUNGONE CORP	DG	121810.75	N/A	121810.75	97448.60	KRW	No	126962.16	97326.12
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	312163.56	N/A	312163.56	243621.50	KRW	No	304144.14	243315.31
KSE	192820	COSMAX INC	DK	446310	N/A	446310	327758.83	KRW	No	446310	327346.89
KSE	039130	HANA TOUR SERVICE INC	DN	155323.69	N/A	155323.69	122815.38	KRW	No	153326.27	122661.02
KSE	086900	MEDY-TOX INC	DP	640740	N/A	640740	451837.30	KRW	No	640740	451265.98
KSE	078340	COM2US CORP	DR	120711.95	N/A	120711.95	96569.56	KRW	No	124852.97	96448.18
KSE	035760	CJ ENM CO LTD	DT	224156.91	N/A	224156.91	179325.53	KRW	No	224275.74	179100.14
KSE	056190	SFA ENGINEERING CORP	DV	83562.50	N/A	83562.50	66850	KRW	No	87471.22	66850
KSE	241560	DOOSAN BOBCAT INC	DW	132113.25	N/A	132113.25	103853.09	KRW	No	132113.25	103722.56
KSE	017800	CME DRY WHEY INDEX	DY	136471.21	N/A	136471.21	108373.90	KRW	No	135297.11	108237.69
KSE	105630	HANSAE CO LTD	DZ	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	240810	WONIK IPS CO LTD	E0	94993.50	N/A	94993.50	72960.87	KRW	No	98563.17	72869.17
KSE	091700	PARTRON CO LTD	E3	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	041510	SM ENTERTAINMENT CO LTD	E4	186387.65	N/A	186387.65	145921.75	KRW	No	182172.94	145738.35
KSE	251270	NETMARBLE CORP	E5	190564.76	N/A	190564.76	152451.81	KRW	No	195366.07	152260.21
KSE	003670	POSCO FUTURE M CO LTD	E8	728352.98	N/A	728352.98	582682.38	KRW	No	730237.72	581950.04
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	316140	WOORI FINANCIAL GROUP INC	EB	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	020150	LOTTE ENERGY MATERIALS CORP	ED	130350	N/A	130350	99206.70	KRW	No	130350	99082.01
KSE	009420	HANALL BIOPHARMA CO LTD	EE	122580	N/A	122580	90416.23	KRW	No	122580	90302.59
KSE	035900	JYP ENTERTAINMENT CORP	EF	144336.01	N/A	144336.01	113522.60	KRW	No	141724.90	113379.92
KSE	028670	PAN OCEAN CO LTD	EH	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	415968	N/A	415968	310931.37	KRW	No	415968	310540.59
KSE	000990	DB HITEK CO LTD	EK	133104	N/A	133104	94434.73	KRW	No	133104	94316.04
KSE	093370	FOOSUNG CO LTD	EL	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	375500	DL E&C CO LTD	ER	97793.95	N/A	97793.95	78235.16	KRW	No	98718.33	78136.83
KSE	207940	E-MINI S&P 500	ES	3108057.81	N/A	3108057.81	2486446.25	KRW	No	3107436.71	2483321.25
KSE	028050	SAMSUNG E&A CO LTD	ET	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	272210	HANWHA SYSTEMS CO LTD	EV	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	293490	KAKAO GAMES CORP	EX	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	247540	ECOPRO BM CO LTD	EY	499486.87	N/A	499486.87	399589.49	KRW	No	505208.24	399087.30
KSE	253450	STUDIO DRAGON CORP	EZ	110037.81	N/A	110037.81	88030.24	KRW	No	113077.93	87919.61
KSE	278280	CHUNBO CO LTD	F0	171100.16	N/A	171100.16	136880.13	KRW	No	172717.47	136708.09
KSE	200130	KOLMAR BNH CO LTD	F1	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	036540	SFA SEMICON CO LTD	F2	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	060250	NHN KCP CORP	F3	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	579261	N/A	579261	386174	KRW	No	579261	386174
KSE	373220	LG ENERGY SOLUTION	F5	1254211.23	N/A	1254211.23	1003368.98	KRW	No	1306066.62	1002107.89
KSE	323410	KAKAOBANK CORP	F6	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	377300	KAKAO PAY CORP	F7	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	259960	KRAFTON INC	F8	1069415.28	N/A	1069415.28	848907.97	KRW	No	1059801.27	847841.02
KSE	302440	SK BIOSCIENCE CO LTD	F9	174239.61	N/A	174239.61	139391.69	KRW	No	175886.59	139216.49
KSE	011200	HMM CO LTD	FA	83562.50	N/A	83562.50	66850	KRW	No	83562.50	66850
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	105956.52	N/A	105956.52	84765.21	KRW	No	106958.07	84658.68
KSE	352820	HYBE CO LTD	FC	514870.21	N/A	514870.21	411896.17	KRW	No	528736.99	411378.48
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	666918	N/A	666918	471169.02	KRW	No	666918	470576.84
KSE	402340	SK SQUARE CO LTD	FE	278355	N/A	278355	193390.27	KRW	No	278355	193147.21
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	331828.45	N/A	331828.45	261955.92	KRW	No	327033.35	261626.68
KSE	383220	F&F CO LTD / NEW	FG	229710	N/A	229710	153140	KRW	No	229710	153140
KSE	267250	HD HYUNDAI	FH	247074.90	N/A	247074.90	197659.92	KRW	No	252410.36	197411.50
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	281325.33	N/A	281325.33	223529.00	KRW	No	279060.08	223248.07
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	292283.03	N/A	292283.03	233826.43	KRW	No	294045.81	233532.54
KSE	263750	PEARL ABYSS CORP	FL	115060.94	N/A	115060.94	92048.75	KRW	No	124648.54	91933.06
KSE	066970	L&F CO LTD	FM	298320	N/A	298320	227045.20	KRW	No	298320	226759.84
KSE	112040	WEMADE CO LTD	FN	116733	N/A	116733	83886.17	KRW	No	116733	83780.74
KSE	196170	ALTEOGEN INC	FP	1365862.50	N/A	1365862.50	910575	KRW	No	1365862.50	910575
KSE	058470	LEENO INDUSTRIAL INC	FQ	562275.93	N/A	562275.93	449820.74	KRW	No	571590.82	449255.39

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	6074.46	N/A	6074.46	5062.04	USD	No	6074.46	5062.04
LMEOTC	CA	CARREFOUR SA	CA	20209.32	N/A	20209.32	16840.71	USD	No	20209.31	16840.71
LMEOTC	PB	LEAD - LME	PB	6222.50	N/A	6222.50	5185.42	USD	No	6222.50	5185.42
LMEOTC	SNLME	TIN FUTURE	SN	38125.91	N/A	38125.91	31723.39	USD	No	38125.91	31723.39
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	8550.40	N/A	8550.40	7125.30	USD	No	8550.40	7125.30

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	1201.32	N/A	1201.32	1001.10	EUR	Yes	1867.31	1556.10
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	2248.70	N/A	2248.70	1873.91	EUR	Yes	2920.93	2434.11
MATIF	EMA	CORN	EMA	1382.41	N/A	1382.41	1152.01	EUR	No	1658.90	1382.41

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	8400.02	7000.02	12000.03	10000.02	EUR	No	12000.03	10000.02
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	840.002	700.002	1200.00	1000.00	EUR	Yes	1200.00	1000.00

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	11989.89	N/A	11989.89	9991.57	MXN	No	17613.29	14677.74
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	38960.01	N/A	38960.01	32466.68	MXN	No	46752.02	38960.01
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	55699.76	N/A	55699.76	46416.47	MXN	Yes²	51376.61	42813.84
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11139.95	N/A	11139.95	9283.29	MXN	No	10275.32	8562.77

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	5520.79	N/A	5520.79	4600.66	EUR	No	5750.79	4600.66
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	4969.48	N/A	4969.48	4141.24	EUR	No	5269.48	4141.24
MONEP	CAC40	CAC 40	FCE	4620.01	3850.01	6600.02	5500.02	EUR	Yes	6650.02	5500.02
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	15223.70	N/A	15223.70	12686.42	EUR	No	15603.70	12686.42
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	11875.96	N/A	11875.96	9896.63	EUR	No	11975.96	9896.63
MONEP	CAC40	CAC 40	MFC	462.777	385.648	661.111	550.925	EUR	No	666.111	550.925

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	134269.35	N/A	134269.35	111891.15	INR	Yes	8901.39	7417.82
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11169.60	N/A	11169.60	9308.00	INR	No	11169.60	9308.00
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	103306.75	N/A	103306.75	86087.75	INR	Yes	4109.19	3424.32
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13229.16	N/A	13229.16	11024.30	INR	No	13229.66	11024.30
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	7144.22	N/A	7144.22	5953.50	INR	No	7144.22	5953.50
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	106945.5	N/A	106945.5	89121.5	INR	Yes	2126.07	1771.73
NSE	NIFTY50	NIFTY 50	NIFTY	94040	N/A	94040	78366.75	INR	Yes	3737.24	3114.37
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10074.00	N/A	10074.00	8395.00	INR	Yes	10074.00	8395.00

ICE Futures U.S. (NYBOT)

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

Exchange NYBOT	Underlying	Product description	Trading Class	Intraday Initial¹	Intraday Maintenance¹	Overnight Initial	Overnight Maintenance	Currency	Has Options	Short Overnight Initial	Short Overnight Maintenance
NYBOT	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	268603.79	N/A	268603.79	223836.49	USD	No	322324.55	268603.79
NYBOT	CC	COCOA NYBOT	CC	15456	N/A	15456	12880	USD	Yes	15456	12880
NYBOT	CT	COTTON NO. 2	CT	3291.44	N/A	3291.44	2742.87	USD	Yes	3291.44	2742.87
NYBOT	DX	NYBOT US DOLLAR FX	DX	2369.50	N/A	2369.50	1974.53	USD	Yes	2369.50	1974.53
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	8469.85	N/A	8469.85	7058.21	USD	No	10163.82	8469.85
NYBOT	KC	COFFEE "C"	KC	13693.05	N/A	13693.05	11410.88	USD	Yes	13693.05	11410.88
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	19418.39	N/A	19418.39	16181.93	USD	Yes	19418.39	16181.93
NYBOT	RS	CANOLA	RS	1354.30	N/A	1354.30	1128.59	CAD	No	1354.30	1128.59
NYBOT	SB	SUGAR NO. 11	SB	2122.58	N/A	2122.58	1768.81	USD	Yes	2122.58	1768.81
NYBOT	SF	SUGAR #16 112000 LBS	SF	1197.53	N/A	1197.53	996.80	USD	No	1197.53	996.80

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	18040	N/A	18040	13000	USD	Yes	17550	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	18130.00	N/A	18130.00	13000	USD	Yes	17550	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	5921.02	N/A	5921.02	4934.18	USD	No	6261.02	4934.18
NYMEX	HO	HEATING OIL	HO	35154	N/A	35154	26040	USD	Yes	35351.40	26040
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	5921.28	N/A	5921.28	4934.18	USD	No	6261.28	4934.18
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1813.00	N/A	1813.00	1300	USD	Yes	1755	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	3515.40	N/A	3515.40	2604	USD	No	3515.40	2604
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	592.102	N/A	592.102	493.418	USD	No	626.102	493.418
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	3402	N/A	3402	2520	USD	No	3402	2520
NYMEX	NG	HENRY HUB NATURAL GAS	NG	5921.02	N/A	5921.02	4934.18	USD	Yes	6261.02	4934.18
NYMEX	PA	PALLADIUM INDEX	PA	106852.70	N/A	106852.70	19917.58	USD	No	102912.71	19917.58
NYMEX	PL	PLATINUM INDEX	PL	6698.05	N/A	6698.05	4519.21	USD	No	5423.05	4519.21
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1480.25	N/A	1480.25	1233.55	USD	No	1565.25	1233.55
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	9065.00	N/A	9065.00	6500	USD	No	8775	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	35053.20	N/A	35053.20	25200	USD	Yes	34020	25200
NYMEX	TT	NYMEX COTTON INDEX	TT	12341.48	N/A	12341.48	10284.57	USD	No	12341.48	10284.57

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	6163.14	N/A	6163.14	5135.95	USD	No	7395.76	6163.14
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	10498.08	N/A	10498.08	8748.40	USD	No	12597.70	10498.08
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	21642.80	N/A	21642.80	18035.67	USD	No	25971.36	21642.80
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	6446.08	5371.73	9208.69	7673.91	USD	No	11050.43	9208.69
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2956.63	2463.86	4223.76	3519.80	USD	No	5068.52	4223.76
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	63410.77	N/A	63410.77	52842.31	USD	No	76092.92	63410.77

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	24906.72	N/A	24906.72	20755.05	SEK	No	24906.73	20755.05
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17925.67	14938.06	25608.11	21340.09	SEK	Yes	25608.11	21340.09
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	949.421	N/A	949.421	759.537	SEK	No	5157.00	759.537

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	3556919.52	2964099.60	5081313.60	4234428	JPY	Yes	4663731.60	3886443
OSE.JPN	N225M	NIKKEI 225 MINI	225M	355691.95	296409.96	508131.36	423442.80	JPY	Yes	466373.16	388644.30
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	35569.20	29641.00	50813.14	42344.28	JPY	No	46637.32	38864.43
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	230566.52	N/A	230566.52	192117.55	JPY	No	276679.83	230541.06
OSE.JPN	TPXC30	TOPIX CORE30	C30	125403.35	N/A	125403.35	104502.79	JPY	No	125403.35	104502.79
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	451210.22	N/A	451210.22	376008.51	JPY	No	541452.26	451210.22
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	2358892.91	N/A	2358892.91	1965744.10	JPY	Yes	2372455.53	1977046.28
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	235889.29	N/A	235889.29	196574.41	JPY	No	237245.55	197704.63
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	56503.05	47081.30	80718.64	67259	JPY	No	96862.37	80710.80
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	157500	N/A	157500	131250	JPY	No	207900	173250
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	222973.51	N/A	222973.51	185709.77	JPY	No	267568.21	222851.73
OSE.JPN	TOPX	TOPIX INDEX	TPX	1795131.66	1495943.05	2564473.80	2137061.50	JPY	No	2774152.60	2311793.83
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	179513.17	149594.305	256447.38	213706.15	JPY	No	277415.26	231179.38

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	17550	N/A	17550	13000	USD	No	17550	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	9502.27	N/A	9502.27	7038.72	USD	No	9502.27	7038.72
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16017.18	N/A	16017.18	11864.58	USD	No	16017.18	11864.58

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	15456	N/A	15456	12880	USD	No	15456	12880
QBALGOIUS	CT	COTTON NO. 2	CT	3291.44	N/A	3291.44	2742.87	USD	No	3291.44	2742.87
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2369.50	N/A	2369.50	1974.53	USD	No	2369.50	1974.53
QBALGOIUS	KC	COFFEE "C"	KC	13693.05	N/A	13693.05	11410.88	USD	No	13693.05	11410.88
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	19418.39	N/A	19418.39	16181.93	USD	No	19418.39	16181.93
QBALGOIUS	SB	SUGAR NO. 11	SB	2122.58	N/A	2122.58	1768.81	USD	No	2122.58	1768.81

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	353240.12	N/A	353240.12	294366.77	JPY	No	353240.20	294366.77
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	2000.17	N/A	2000.17	1666.81	USD	No	2000.17	1666.81
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1121.70	934.752	1602.43	1335.36	USD	No	1602.43	1335.36
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4302.60	N/A	4302.60	3585.50	USD	No	4302.60	3585.50
SGX	XIN0I	FTSE CHINA H50	FCH	4068.14	N/A	4068.14	3390.04	USD	No	4068.14	3390.04
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1345.64	N/A	1345.64	1121.37	USD	No	1345.64	1121.37
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1223.19	N/A	1223.19	1019.28	USD	No	1223.19	1019.28
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	654.392	N/A	654.392	545.30	USD	No	654.392	545.30
SGX	INR	UNITED STATES DOLLAR	INR	10080.60	N/A	10080.60	8400.50	USD	No	10080.60	8400.50
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10073.10	N/A	10073.10	8394.25	USD	No	10073.10	8394.25
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2858.88	N/A	2858.88	2382.40	USD	No	2858.88	2382.40
SGX	SGB	SGX MINI JGB INDEX	JB	336837.90	N/A	336837.90	280597.02	JPY	No	336837.50	280597.02
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	359674.57	N/A	359674.57	299728.81	JPY	No	359674.57	299728.81
SGX	KRW	KOREAN WON	KRW	4606.19	N/A	4606.19	3833.39	USD	No	4606.19	3833.39
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	920.036	N/A	920.036	766.678	USD	No	920.036	766.678
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6330.87	N/A	6330.87	5275.725	CNH	No	6330.87	5275.725
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	2007360	N/A	2007360	1394000	JPY	No	2007360	1394000
SGX	SGXNK	SGX: NIKKEI 225	NK	1092001.48	910001.23	1560002.11	1300001.76	JPY	Yes	1560002.11	1300001.76
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	218400.30	182000.25	312000.42	260000.35	JPY	No	312000.42	260000.35
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	51303.84	N/A	51303.84	42753.20	USD	No	51303.84	42753.20
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1400.49	1167.08	2000.70	1667.25	SGD	Yes²	2000.70	1667.25
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	5508.76	N/A	5508.76	4589.47	SGD	No	5508.76	4589.47
SGX	STI	SGX STRAITS TIMES INDEX	ST	4907.61	N/A	4907.61	4089.67	SGD	No	4907.61	4089.67
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2645.83	N/A	2645.83	2204.86	USD	No	2647.03	2205.86
SGX	TSR20	SICOM RUBBER	TF	715.671	N/A	715.671	596.393	USD	No	715.672	596.393
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	52329.09	N/A	52329.09	43606.91	JPY	No	52329.09	43606.91
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	2450.05	N/A	2450.05	2041.71	USD	No	2450.05	2041.71
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7937.50	N/A	7937.50	6614.58	USD	No	7939.00	6614.58
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4245.72	3538.10	6065.31	5054.42	USD	No	6065.31	5054.42
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	25323.48	N/A	25323.48	21102.90	CNH	Yes	25323.48	21102.90
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	10043522.56	N/A	10043522.56	8369600.47	JPY	No	10043520.56	8369600.47
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1377.40	N/A	1377.40	1147.39	SGD	No	1377.41	1147.42
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	2008804.13	N/A	2008804.13	1674003.44	JPY	No	2008804.36	1674003.64
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1407.62	N/A	1407.62	1126.10	SGD	No	1459.89	1126.09
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	3969.73	N/A	3969.73	3121.53	SGD	No	3901.91	3121.53
SGX	G13	GENTING SINGAPORE LTD	YGEN	799.854	N/A	799.854	623.10	SGD	No	778.881	623.105
SGX	BN4	KEPPEL LTD	YKEP	3587.23	N/A	3587.23	2788.20	SGD	No	3485.25	2788.20
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5724.70	N/A	5724.70	4579.44	SGD	No	5724.30	4579.44
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3077.99	N/A	3077.99	2462.39	SGD	No	3148.90	2462.38
SGX	Y92	THAI BEVERAGE PCL	YTBE	1020.90	N/A	1020.90	780.76	SGD	No	975.937	780.75
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6183.92	N/A	6183.92	4848.20	SGD	No	6060.25	4848.20
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2927.84	N/A	2927.84	2342.27	SGD	No	2942.98	2342.27
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	22787.43	N/A	22787.43	4964.81	SGD	No	6206.03	4964.82
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	250	N/A	250	200	USD	No	250	200
SGX	YESBANK	YES BANK LTD	ZYES	125	N/A	125	100	USD	No	125	100
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	687.50	N/A	687.50	550	USD	No	687.50	550

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	672.552	N/A	672.552	560.46	USD	No	672.552	560.46

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	13597.11	11330.93	19424.45	16187.04	AUD	Yes	19424.45	16187.04
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	812.408	N/A	812.408	677.00	AUD	No	812.415	677.00
SNFE	IR	90 DAY BILLS	IR	2779.96	N/A	2779.96	2316.64	AUD	No	2779.96	2316.64
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3484.86	N/A	3484.86	2904.02	AUD	No	3484.83	2904.02
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1267.20	N/A	1267.20	1056	AUD	No	1267.20	1056

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 (2024)

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)

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