CANADIAN DOLLAR - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 60%
NE - NEW ZEALAND FUTURES 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 59%
CD - CANADIAN DOLLAR FUTURES 1 B All dates
CME FX AJ - AD/JY FUTURES Delta 1 A All dates 55%
CD - CANADIAN DOLLAR FUTURES 2 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 2 A All dates 55%
RY - EURO FX/JY FUTURE 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 B All dates 99%
BP - BRITISH POUND FUTURES 2 B All dates
CD - CANADIAN DOLLAR FUTURES 1 B All dates
EC - EURO FUTURE 2 B All dates
FXD - HEDGEABLE FX$INDEX FUTURES 10 A All dates
JY - JAPANESE YEN FUTURES 1 B All dates
SF - SWISS FRANC FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 3 A All dates 50%
SE - SKR/USD CROSS RATE FUTURES 1 B All dates
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 27 A All dates 50%
CD - CANADIAN DOLLAR FUTURES 4 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A All dates 45%
NYM CRUDE OIL SPREADS NY-WCC - HARDISTY W CANADIAN SELECT NE2 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A All dates 45%
NYM CRUDE OIL SPREADS NY-WCW - HARDISTY W CANADIAN SELECT MONTHLY 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 45%
RA - AFRICAN RAND FUTURES 2 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 2 A All dates 40%
SJ - SFJY FUTURES 5 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL SPREADS NY-WCC - HARDISTY W CANADIAN SELECT NE2 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL SPREADS NY-WCW - HARDISTY W CANADIAN SELECT MONTHLY 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL SPREADS NY-WCW - HARDISTY W CANADIAN SELECT MONTHLY 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 1 A All dates 40%
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM CRUDE OIL SPREADS NY-WCC - HARDISTY W CANADIAN SELECT NE2 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES Delta 1 A All dates 40%
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
CME FX BP - BRITISH POUND FUTURES Delta 1 B All dates 40%
CD - CANADIAN DOLLAR FUTURES 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 2 A All dates 40%
EC - EURO FUTURE 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 2 A All dates 30%
CY - CD/JY FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 3 A All dates 30%
UN - NKR/USD FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 30%
PZ - POLISH ZLOTY FUTURES 2 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 30%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 5 A All dates 30%
SF - SWISS FRANC FUTURES 6 B All dates
CME FX AC - AD/CD FUTURES Delta 1 A All dates 30%
CD - CANADIAN DOLLAR FUTURES 2 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 30%
MP - MEXICAN PESO FUTURES 3 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 11 A All dates 85%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
BP - BRITISH POUND FUTURES 17 A All dates
CD - CANADIAN DOLLAR FUTURES 20 A All dates
EC - EURO FUTURE 32 A All dates
JY - JAPANESE YEN FUTURES 23 A All dates
KRW - KOREAN WONU.S. DOLLAR FUTURE 4 A All dates
MP - MEXICAN PESO FUTURES 56 A All dates
SF - SWISS FRANC FUTURES 5 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 12 A All dates 85%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
BP - BRITISH POUND FUTURES 17 A All dates
CD - CANADIAN DOLLAR FUTURES 21 A All dates
EC - EURO FUTURE 33 A All dates
JY - JAPANESE YEN FUTURES 24 A All dates
MP - MEXICAN PESO FUTURES 58 A All dates
SF - SWISS FRANC FUTURES 5 A All dates
CME FX BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT Delta 100 A All dates 80%
BP - BRITISH POUND FUTURES 20 A All dates
CD - CANADIAN DOLLAR FUTURES 24 A All dates
EC - EURO FUTURE 38 A All dates
JY - JAPANESE YEN FUTURES 27 A All dates
MP - MEXICAN PESO FUTURES 66 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 13 A All dates 70%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
BP - BRITISH POUND FUTURES 19 A All dates
CD - CANADIAN DOLLAR FUTURES 24 A All dates
EC - EURO FUTURE 37 A All dates
JY - JAPANESE YEN FUTURES 27 A All dates
SF - SWISS FRANC FUTURES 6 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 14 A All dates 30%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
CD - CANADIAN DOLLAR FUTURES 27 A All dates
CNH - USD/CNH FUTURES 8 A All dates
JY - JAPANESE YEN FUTURES 44 A All dates
KRW - KOREAN WONU.S. DOLLAR FUTURE 7 A All dates
CME FX CC - EC/CD CROSS RATE FUTURE Delta 1 A All dates 98%
CD - CANADIAN DOLLAR FUTURES 1 A All dates
EC - EURO FUTURE 1 B All dates
CME FX AC - AD/CD FUTURES Delta 1 A All dates 98%
AD - AUSTRALIAN DOLLAR FUTURES 2 B All dates
CD - CANADIAN DOLLAR FUTURES 2 A All dates

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