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 30%
CY - CD/JY FUTURES 1 B All dates

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