NEW ZEALAND DOLLAR - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 66%
NE - NEW ZEALAND FUTURES 1 B All dates
CME FX NE - NEW ZEALAND FUTURES Delta 2 A All dates 65%
RY - EURO FX/JY FUTURE 5 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 60%
NE - NEW ZEALAND FUTURES 1 B All dates
CME FX AJ - AD/JY FUTURES Delta 1 A All dates 55%
NE - NEW ZEALAND FUTURES 3 B All dates
CME FX EC - EURO FUTURE Delta 1 A All dates 52%
NE - NEW ZEALAND FUTURES 2 B All dates
CME FX NE - NEW ZEALAND FUTURES Delta 1 A All dates 40%
RA - AFRICAN RAND FUTURES 1 B All dates
CME FX NE - NEW ZEALAND FUTURES Delta 1 A All dates 35%
SE - SKR/USD CROSS RATE FUTURES 4 B All dates
CME FX NE - NEW ZEALAND FUTURES Delta 5 B All dates 35%
SF - SWISS FRANC FUTURES 3 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 3 A All dates 35%
NE - NEW ZEALAND FUTURES 2 B All dates
CME FX NE - NEW ZEALAND FUTURES Delta 3 B All dates 30%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CME FX FR - HUNGARIAN FORINT (USD) FUTURES Delta 5 A All dates 30%
NE - NEW ZEALAND FUTURES 2 B All dates
CME FX AN - AD/NE CROSS RATE FUTURES Delta 1 A All dates 20%
NE - NEW ZEALAND FUTURES 2 A All dates

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