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 CC - EC/CD CROSS RATE FUTURE Delta 4 A All dates 60%
JY - JAPANESE YEN FUTURES 5 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 50%
SF - SWISS FRANC FUTURES 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 45%
SJ - SFJY FUTURES 1 A All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 40%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 40%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 30%
EQUITY INDEX N1 - NIKKEI 225 YEN FUT 2 A All dates
CME FX BY - BPJY FUTURE Delta 3 A All dates 30%
JY - JAPANESE YEN FUTURES 4 A All dates
CME FX JY - JAPANESE YEN FUTURES Delta 4 A All dates 30%
RY - EURO FX/JY FUTURE 3 A All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 30%
EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES 2 A All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 30%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 B All dates
CME FX EC - EURO FUTURE Delta 4 A All dates 30%
JY - JAPANESE YEN FUTURES 5 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 2 A All dates 30%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 1 B All dates
CME FX AJ - AD/JY FUTURES Delta 8 A All dates 25%
JY - JAPANESE YEN FUTURES 5 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 B All dates 20%
CME FX JY - JAPANESE YEN FUTURES 3 A All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 B All dates 20%
CMX METALS CX-GCK - GOLD KILO FUTURES 6 A All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 20%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 98%
AJ - AD/JY FUTURES 1 B All dates
EC - EURO FUTURE 2 B All dates
JY - JAPANESE YEN FUTURES 1 A All dates
RY - EURO FX/JY FUTURE 2 A All dates
CME FX BY - BPJY FUTURE Delta 1 A All dates 98%
EC - EURO FUTURE 1 B All dates
JY - JAPANESE YEN FUTURES 1 A All dates
RP - EURO FX/BP FUTURE 1 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 2 B All dates 98%
BY - BPJY FUTURE 1 A All dates
JY - JAPANESE YEN FUTURES 1 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 98%
AJ - AD/JY FUTURES 1 B All dates
JY - JAPANESE YEN FUTURES 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 98%
RF - EURO FX/SF FUTURES 1 B All dates
RY - EURO FX/JY FUTURE 1 A All dates
SF - SWISS FRANC FUTURES 1 B All dates
CME FX BP - BRITISH POUND FUTURES Delta 2 A All dates 98%
JY - JAPANESE YEN FUTURES 1 B All dates
RP - EURO FX/BP FUTURE 1 A All dates
RY - EURO FX/JY FUTURE 1 B All dates
CME FX EC - EURO FUTURE Delta 1 B All dates 98%
JY - JAPANESE YEN FUTURES 1 A All dates
RY - EURO FX/JY FUTURE 1 A All dates