RUSSIAN RUBLE - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME FX RU - RU RUSSIAN RUBLE FUTURES Delta 5 B All dates 45%
UN - NKR/USD FUTURES 1 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 30%
RU - RU RUSSIAN RUBLE FUTURES 2 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A All dates 25%
CME FX RU - RU RUSSIAN RUBLE FUTURES 1 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A All dates 25%
CME FX RU - RU RUSSIAN RUBLE FUTURES 1 B All dates
CME FX BR - BRAZILIAN REAL FUTURES Delta 3 A All dates 20%
RU - RU RUSSIAN RUBLE FUTURES 2 B All dates

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