Canadian Dollar/Japanese Yen Margins
| Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
|---|---|---|---|---|---|---|---|---|
| CME | FX | CY - CD/JY FUTURES | Delta | 1 | A | All dates | 70% | |
| JY - JAPANESE YEN FUTURES | 1 | A | All dates | |||||
| CME | FX | BY - BPJY FUTURE | Delta | 1 | A | All dates | 65% | |
| CY - CD/JY FUTURES | 1 | B | All dates | |||||
| CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 60% | |
| CY - CD/JY FUTURES | 1 | B | All dates | |||||
| CME | FX | 1JY - E-MICRO USD/JPY FUT | Delta | 16 | B | All dates | 55% | |
| CY - CD/JY FUTURES | 1 | A | All dates | |||||
| CME | FX | CY - CD/JY FUTURES | Delta | 1 | A | All dates | 50% | |
| RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||
| CME | FX | CY - CD/JY FUTURES | Delta | 6 | A | All dates | 40% | |
| SJ - SFJY FUTURES | 5 | B | All dates | |||||
| CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 40% | |
| CY - CD/JY FUTURES | 1 | B | All dates | |||||
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