SWISS FRANC/JAPANESE YEN - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 18 A All dates 60%
SJ - SFJY FUTURES 1 A All dates
CME FX RY - EURO FX/JY FUTURE Delta 2 A All dates 55%
SJ - SFJY FUTURES 3 B All dates
CME FX BY - BPJY FUTURE Delta 4 A All dates 50%
SJ - SFJY FUTURES 5 B All dates
CME FX SJ - SFJY FUTURES Delta 2 A All dates 50%
UN - NKR/USD FUTURES 3 B All dates
CME FX 1JY - E-MICRO USD/JPY FUT Delta 16 B All dates 45%
SJ - SFJY FUTURES 1 A All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 45%
SJ - SFJY FUTURES 1 A All dates
CME FX EC - EURO FUTURE Delta 2 A All dates 45%
SJ - SFJY FUTURES 3 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 40%
SJ - SFJY FUTURES 5 B All dates
CME FX AJ - AD/JY FUTURES Delta 3 A All dates 30%
SJ - SFJY FUTURES 4 B All dates