E-mini Russell 2000 Index Margins

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Exchange	Asset Class	Spread Products	Type	Ratio	Side	Start Period	Credit
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CME	EQUITY INDEX	RS1 - EMINI RUSSELL 1000 INDEX FUTURES	Delta	6	B	All dates	75%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		5	A	All dates
CME	EQUITY INDEX	ME - EMINI MIDCAP FUTURES	Delta	2	B	All dates	70%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		5	A	All dates
CME	EQUITY INDEX	NQ - E-MINI NASDAQ 100 FUTURES	Delta	2	B	All dates	70%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		3	A	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	3	A	All dates	70%
CBT		YM - E-MINI DOW ($5) FUTURES		2	B	All dates
CME	EQUITY INDEX	RSV - EMINI RUSSELL 1000 VALUE	Delta	4	B	All dates	70%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		3	A	All dates
CME	EQUITY INDEX	N1 - NIKKEI 225 YEN FUT	Delta	2	B	All dates	65%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		3	A	All dates
CME	EQUITY INDEX	NK - NIKKEI 225 DOLLAR FUTURES	Delta	2	B	All dates	65%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		3	A	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	A	All dates	65%
		XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX		1	B	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	A	All dates	65%
		XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX		1	B	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	A	All dates	65%
		XAB - EMINI SP500 MATERIALS SECTOR INDEX		1	B	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	A	All dates	60%
		XAY - E-MINI SP500 CONS DISCRET SECTOR IX		1	B	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	A	All dates	60%
		XAV - EMINI SP500- HEALTH CARE SECT INDEX		1	B	All dates
CME	EQUITY INDEX	R2V - EMINI RUSSELL 2000 VALUE INDEX FUTU	Delta	3	B	All dates	60%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		2	A	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	A	All dates	55%
		XAF - EMINI SP500 - FINANCIAL SECT INDEX		1	B	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	A	All dates	55%
		XAE - EMINI SP 500 ENERGY SECTOR INDEX		1	B	All dates
CME	EQUITY INDEX	RSG - EMINI RUSSELL 1000 GROWTH FUT	Delta	6	B	All dates	55%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		5	A	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	A	All dates	55%
		XAP - EMINI SP 500 CONS STAPLES SECTOR IX		1	B	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	A	All dates	50%
		XAZ - E-MINI COM SERVICES SELECT SECTOR		1	B	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	A	All dates	50%
		XAR - REAL ESTATE SELECT SECTOR FUTURES		2	B	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates	45%
		TPY - YEN DENOMINATED TOPIX FUTURES		1	A	All dates
CME	EQUITY INDEX	R2G - EMINI RUSSELL 2000 GROWTH INDEX FUT	Delta	5	A	All dates	45%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		2	A	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	15	A	All dates	80%
		SP - S&P 500 FUTURES		2	B	All dates

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