E-MINI RUSSELL 2000 INDEX - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 2 A All dates 75%
CME RTY - EMINI RUSSELL 2000 INDEX FUTURES 3 B All dates
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 R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT Delta 1 A All dates 90%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 10 A All dates 70%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 B All dates 70%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 2 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 ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 2 A All dates 70%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 3 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 B All dates 70%
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 2 A All dates
CME EQUITY INDEX N1R - NASDAQ-100 TOTAL RETURN INDEX FUT Delta 1 A All dates 70%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 2 A All dates 70%
CBT YM - E-MINI DOW ($5) FUTURES 1 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 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%
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%
XAB - EMINI SP500 MATERIALS SECTOR INDEX 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 65%
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 60%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 1 B All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 2 B All dates 60%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 3 A 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 60%
XAV - EMINI SP500- HEALTH CARE SECT INDEX 1 B 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 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%
XAE - EMINI SP 500 ENERGY SECTOR INDEX 1 B 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 N1 - NIKKEI 225 YEN FUT Delta 2 B All dates 50%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 3 A 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 A All dates 45%
VLQ - NASDAQ-100 VOL INDEX FUT 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 1 B All dates 40%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 35%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 B All dates 35%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 05/2021 05/2021
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 B All dates 35%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2021 06/2021
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 07/2021 07/2021 35%
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 B All dates 35%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 08/2021 08/2021
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 B All dates 35%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 09/2021 09/2021
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 B All dates 35%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 12/2021
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 01/2022 03/2022 35%
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 04/2022 09/2022 35%
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 10/2022 03/2023 35%
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 04/2023 02/2032 35%
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 B All dates 30%
TPY - YEN DENOMINATED TOPIX FUTURES 1 A All dates
CME EQUITY INDEX ESG - E-MINI S&P 500 ESG INDEX FUTURES Delta 1 A All dates 80%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates
CME EQUITY INDEX R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT Delta 1 A All dates 80%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates

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