Euro/Canadian Dollar Margins
| Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
|---|---|---|---|---|---|---|---|---|
| CME | FX | CC - EC/CD CROSS RATE FUTURE | Delta | 4 | A | All dates | 60% | |
| JY - JAPANESE YEN FUTURES | 5 | B | All dates | |||||
| CME | FX | CC - EC/CD CROSS RATE FUTURE | Delta | 1 | A | All dates | 55% | |
| EC - EURO FUTURE | 1 | B | All dates | |||||
| CME | FX | 1JY - E-MICRO USD/JPY FUT | Delta | 1 | B | All dates | 50% | |
| CC - EC/CD CROSS RATE FUTURE | 4 | A | All dates | |||||
| CME | FX | CA - EC/AD CROSS RATE FUTURES | Delta | 1 | A | All dates | 30% | |
| CC - EC/CD CROSS RATE FUTURE | 1 | B | All dates | |||||
| CME | FX | AC - AD/CD FUTURES | Delta | 1 | A | All dates | 30% | |
| CC - EC/CD CROSS RATE FUTURE | 1 | B | 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 | |||||
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