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Weekly Options on Standard and Poor's 500 Stock Price Index Futures - Week 2 (European-Style)
Weekly Options on Standard and Poor's 500 Stock Price Index Futures - Week 4 (European-Style)
Flexible Options on Nikkei Stock Average Futures (American-Style)
Flexible Options on Nikkei Stock Average Futures (European-Style)
Options on Nikkei Stock Average Futures
Yen Denominated Nikkei Stock Average Futures
Quarterly Options on Yen Denominated Nikkei Stock Average Futures
Serial Options on Yen Denominated Nikkei Stock Average Futures
Options on E-mini Standard and Poor's 500 Stock Price Index Futures
Options on E-mini Standard and Poor's 500 Stock Price Index Futures - End-of-Month (European-Style)
Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1 (European-Style)
Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 2 (European-Style)
Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 4 (European-Style)
Options on E-mini NASDAQ 100 Index Futures
Options on E-mini NASDAQ 100 Index Futures - End-of-Month (European-Style)
Weekly Options on E-mini NASDAQ 100 Index Futures - Week 1 (European-Style)
Weekly Options on E-mini NASDAQ 100 Index Futures - Week 2 (European-Style)
Weekly Options on E-mini NASDAQ 100 Index Futures - Week 4 (European-Style)
Options on E-mini Standard & Poor's Midcap 400 Stock Price Index Futures
Options on E-mini S&P Smallcap 600 Stock Price Index Futures
British Pound Sterling/U.S. Dollar (GBP/USD) Futures
Canadian Dollar/U.S. Dollar (CAD/USD) Futures
Japanese Yen/U.S. Dollar (JPY/USD) Futures
Swiss Franc/U.S. Dollar (CHF/USD) Futures
Australian Dollar/U.S. Dollar (AUD/USD) Futures
Mexican Peso/U.S. Dollar (MXN/USD) Futures
Brazilian Real/U.S. Dollar (BRL/USD) Futures
New Zealand Dollar/U.S. Dollar (NZD/USD) Futures
South African Rand/U.S. Dollar (ZAR/USD) Futures
Russian Ruble/U.S. Dollar (RUB/USD) Futures
Euro/U.S. Dollar (EUR/USD) Futures
E-mini Euro/U.S. Dollar (EUR/USD) Futures
E-mini Japanese Yen/U.S. Dollar Futures
Norwegian Krone/U.S. Dollar (NOK/USD) Futures
Swedish Krona/U.S. Dollar (SEK/USD) Futures
Czech Koruna/U.S. Dollar (CZK/USD) Futures
Hungarian Forint/U.S. Dollar (HUF/USD) Futures
Polish Zloty/U.S. Dollar (PLN/USD) Futures
Israeli Shekel/U.S. Dollar (ILS/USD) Futures
Chinese Renminbi/U.S. Dollar (RMB/USD) Futures
Korean Won/U.S. Dollar (KRW/USD) Futures
U.S. Dollar/Turkish Lira (USD/TRY) Futures
Indian Rupee/U.S. Dollar (INR/USD) Futures
E-micro British Pound Sterling/U.S. Dollar (GBP/USD) Futures
E-micro Australian Dollar/U.S. Dollar (AUD/USD) Futures
E-micro Euro/U.S. Dollar (EUR/USD) Futures
E-micro Canadian Dollar/U.S. Dollar (CAD/USD) Futures
E-micro Japanese Yen/U.S. Dollar (JPY/USD) Futures
E-micro Swiss Franc/U.S. Dollar (CHF/USD) Futures
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
Options
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
on
Cleared OTC U.S. Dollar/Brazilian Real (USD/BRL) - Spot, Forward and Swap
Options
Options
Options
Options
Options
Options
Options
on
on
on
on
on
on
on
week
week
week
week
week
1
2
3
4
5
on
on
on
on
on
on
on
on
on
on
on
on
Euro/U.S.
Euro/U.S.
Euro/U.S.
Euro/U.S.
Euro/U.S.
Euro/U.S.
Euro/U.S.
Euro/U.S.
Euro/U.S.
Euro/U.S.
Euro/U.S.
Euro/U.S.
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
(EUR/USD)
(EUR/USD)
(EUR/USD)
(EUR/USD)
(EUR/USD)
(EUR/USD)
(EUR/USD)
(EUR/USD)
(EUR/USD)
(EUR/USD)
(EUR/USD)
(EUR/USD)
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
- week 1 (American)
- week 1 (European)
- week 2 (American)
- week 2 (European)
- week 3 (American)
- week 3 (European)
- week 4 (American)
- week 4 (European)
- week 5 (American)
- week 5 (European)
(European-style)
on
on
on
on
on
on
on
on
on
1
2
3
4
5
U.S. Dollar/Chinese Renminbi (USD/RMB or CNY) Futures with U.S. Dollar Banking
Options on Korean Won/U.S. Dollar (KRW/USD) Futures
Options on Korean Won/U.S. Dollar (KRW/USD) Futures - week 1
Options on Korean Won/U.S. Dollar (KRW/USD) Futures - week 2
Options on Korean Won/U.S. Dollar (KRW/USD) Futures - week 3
Options on Korean Won/U.S. Dollar (KRW/USD) Futures - week 4
Options on Korean Won/U.S. Dollar (KRW/USD) Futures - week 5
Cleared OTC U.S. Dollar/Korean Won (USD/KRW) - Spot, Forward and Swap
Cleared OTC U.S. Dollar/Colombian Peso (USD/COP) - Spot, Forward and Swap
Cleared OTC U.S. Dollar/Chilean Peso (USD/CLP) - Spot, Forward and Swap
Cleared OTC U.S. Dollar/Peruvian Nuevo Sol (USD/PEN) - Spot, Forward and Swap
Cleared OTC U.S. Dollar/Indian Rupee (USD/INR) - Spot, Forward and Swap
Cleared OTC U.S. Dollar/Malaysian Ringgit (USD/MYR) - Spot, Forward and Swap
Cleared OTC U.S. Dollar/Indonesian Rupiah (USD/IDR) - Spot, Forward and Swap
Cleared OTC U.S. Dollar/Taiwan Dollar (USD/TWD) - Spot, Forward and Swap
Cleared OTC U.S. Dollar/Philippines Peso (USD/PHP) - Spot, Forward and Swap
U.S. Dollar/Offshore Chinese Renminbi (USD/RMB) Futures
Options on Euro/British Pound Sterling (EUR/GBP) Cross Rate Futures
Options on Euro/British Pound Sterling (EUR/GBP) Cross Rate Futures
Options on Euro/British Pound Sterling (EUR/GBP) Cross Rate Futures
Options on Euro/British Pound Sterling (EUR/GBP) Cross Rate Futures
Options on Euro/British Pound Sterling (EUR/GBP) Cross Rate Futures
Options on Euro/British Pound Sterling (EUR/GBP) Cross Rate Futures
Options on Euro/Japanese Yen (EUR/JPY) Cross Rate Futures
Options on Euro/Japanese Yen (EUR/JPY) Cross Rate Futures - week 1
Options on Euro/Japanese Yen (EUR/JPY) Cross Rate Futures - week 2
Options on Euro/Japanese Yen (EUR/JPY) Cross Rate Futures - week 3
Options on Euro/Japanese Yen (EUR/JPY) Cross Rate Futures - week 4
Options on Euro/Japanese Yen (EUR/JPY) Cross Rate Futures - week 5
Options on Euro/Swiss Franc (EUR/CHF) Cross Rate Futures
Options on Euro/Swiss Franc (EUR/CHF) Cross Rate Futures - week 1
Options on Euro/Swiss Franc (EUR/CHF) Cross Rate Futures - week 2
Options on Euro/Swiss Franc (EUR/CHF) Cross Rate Futures - week 3
Options on Euro/Swiss Franc (EUR/CHF) Cross Rate Futures - week 4
Options on Euro/Swiss Franc (EUR/CHF) Cross Rate Futures - week 5
Options on Czech Koruna/Euro (CZK/EUR) Cross Rate Futures
Options on Hungarian Forint/Euro (HUF/EUR) Cross Rate Futures
Options on Polish Zloty/Euro (PLN/EUR) Cross Rate Futures
Options on Chinese Renminbi/Euro (RMB/EUR) Cross Rate Futures
week
week
week
week
week
1
2
3
4
5
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
ATLANTA CDD
ATLANTA HDD
BOSTON HDD
CHICAGO CDD
CHICAGO HDD
CINCINNATI CDD
CINCINNATI HDD
DALLAS CDD
DALLAS HDD
DES MOINES HDD
HOUSTON HDD
KANSAS CITY HDD
LAS VEGAS CDD
LAS VEGAS HDD
MINNEAPOLIS CDD
MINNEAPOLIS HDD
NEW YORK CDD
NEW YORK HDD
PHILADELPHIA HDD
CME
CME
CME
CME
CME
Degree
Degree
Degree
Degree
Degree
Days
Days
Days
Days
Days
Index
Index
Index
Index
Index
Futures
Futures
Futures
Futures
Futures
PORTLAND HDD
SACRAMENTO CDD
SACRAMENTO HDD
TUCSON HDD
WASHINGTON DC HDD
CME Season Strip Degree Days Index Futures - ATLANTA CDD JUL
CME Season Strip Degree Days Index Futures - ATLANTA CDD MAY
CME Season Strip Degree Days Index Futures - CHICAGO CDD JUL
CME Season Strip Degree Days Index Futures - CHICAGO CDD MAY
CME Season Strip Degree Days Index Futures - CINCINNATI CDD JUL
CME Season Strip Degree Days Index Futures - CINCINNATI CDD MAY
CME Season Strip Degree Days Index Futures - DALLAS CDD JUL
CME Season Strip Degree Days Index Futures - DALLAS CDD MAY
CME Season Strip Degree Days Index Futures - LAS VEGAS CDD JUL
CME Season Strip Degree Days Index Futures - LAS VEGAS CDD MAY
CME Season Strip Degree Days Index Futures - MINNEAPOLIS CDD JUL
CME Season Strip Degree Days Index Futures - MINNEAPOLIS CDD MAY
CME Season Strip Degree Days Index Futures - NEW YORK CDD JUL
CME Season Strip Degree Days Index Futures - NEW YORK CDD MAY
CME Season Strip Degree Days Index Futures - SACRAMENTO CDD JUL
CME Season Strip Degree Days Index Futures - SACRAMENTO CDD MAY
CME Seasonal Strip Degree Days Index Futures - ATLANTA HDD DEC
CME Seasonal Strip Degree Days Index Futures - ATLANTA HDD NOV
CME Seasonal Strip Degree Days Index Futures - BOSTON HDD NOV
CME Seasonal Strip Degree Days Index Futures - CHICAGO HDD DEC
CME Seasonal Strip Degree Days Index Futures - CHICAGO HDD NOV
CME Seasonal Strip Degree Days Index Futures - CINCINNATI HDD DEC
CME Seasonal Strip Degree Days Index Futures - CINCINNATI HDD NOV
CME Seasonal Strip Degree Days Index Futures - DALLAS HDD DEC
CME Seasonal Strip Degree Days Index Futures - DALLAS HDD NOV
CME Seasonal Strip Degree Days Index Futures - DES MOINES HDD NOV
CME Seasonal Strip Degree Days Index Futures - KANSAS CITY HDD NOV
CME Seasonal Strip Degree Days Index Futures - LAS VEGAS HDD DEC
CME Seasonal Strip Degree Days Index Futures - LAS VEGAS HDD NOV
CME Seasonal Strip Degree Days Index Futures - MINNEAPOLIS HDD DEC
CME Seasonal Strip Degree Days Index Futures - MINNEAPOLIS HDD NOV
CME Seasonal Strip Degree Days Index Futures - NEW YORK HDD DEC
CME Seasonal Strip Degree Days Index Futures - NEW YORK HDD NOV
CME Seasonal Strip Degree Days Index Futures - PHILADELPHIA HDD NOV
CME Seasonal Strip Degree Days Index Futures - PORTLAND HDD NOV
CME Seasonal Strip Degree Days Index Futures - SACRAMENTO HDD DEC
CME Seasonal Strip Degree Days Index Futures - SACRAMENTO HDD NOV
CME Seasonal Strip Degree Days Index Futures - WASHINGTON DC HDD NOV
CME European HDD Index Futures AMSTERDAM
CME European HDD Index Futures LONDON
CME European HDD Index Futures PARIS
CME European Seasonal Strip HDD Index Futures AMSTERDAM DEC
CME European Seasonal Strip HDD Index Futures AMSTERDAM NOV
CME European Seasonal Strip HDD Index Futures LONDON DEC
CME European Seasonal Strip HDD Index Futures LONDON NOV
CME European Seasonal Strip HDD Index Futures PARIS NOV
CME European CAT Index Futures AMSTERDAM
CME European CAT Index Futures LONDON
CME European Seasonal CAT Strip Index Futures AMSTERDAM CAT JUL
CME European Seasonal CAT Strip Index Futures AMSTERDAM CAT MAY
CME European Seasonal CAT Strip Index Futures LONDON CAT JUL
CME European Seasonal CAT Strip Index Futures LONDON CAT MAY
CME
CME
CME
CME
CME
CME
CME
CME
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Days
Days
Days
Days
Days
Days
Days
Days
Index
Index
Index
Index
Index
Index
Index
Index
Options
Options
Options
Options
Options
Options
Options
Options
ATLANTA CDD
ATLANTA HDD
CHICAGO CDD
CHICAGO HDD
CINCINNATI CDD
CINCINNATI HDD
DALLAS CDD
DALLAS HDD
CME
CME
CME
CME
CME
CME
CME
CME
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Days
Days
Days
Days
Days
Days
Days
Days
Index
Index
Index
Index
Index
Index
Index
Index
Options
Options
Options
Options
Options
Options
Options
Options
CME Season Strip Degree Days Index Options - ATLANTA CDD JUL
CME Season Strip Degree Days Index Options - ATLANTA CDD MAY
CME Season Strip Degree Days Index Options - CHICAGO CDD JUL
CME Season Strip Degree Days Index Options - CHICAGO CDD MAY
CME Season Strip Degree Days Index Options - CINCINNATI CDD JUL
CME Season Strip Degree Days Index Options - CINCINNATI CDD MAY
CME Season Strip Degree Days Index Options - DALLAS CDD JUL
CME Season Strip Degree Days Index Options - DALLAS CDD MAY
CME Season Strip Degree Days Index Options - LAS VEGAS CDD JUL
CME Season Strip Degree Days Index Options - LAS VEGAS CDD MAY
CME Season Strip Degree Days Index Options - MINNEAPOLIS CDD JUL
CME Season Strip Degree Days Index Options - MINNEAPOLIS CDD MAY
CME Season Strip Degree Days Index Options - NEW YORK CDD JUL
CME Season Strip Degree Days Index Options - NEW YORK CDD MAY
CME Season Strip Degree Days Index Options - SACRAMENTO CDD JUL
CME Season Strip Degree Days Index Options - SACRAMENTO CDD MAY
CME Seasonal Strip Degree Days Index Options - ATLANTA HDD DEC
CME Seasonal Strip Degree Days Index Options - ATLANTA HDD NOV
CME Seasonal Strip Degree Days Index Options - CHICAGO HDD DEC
CME Seasonal Strip Degree Days Index Options - CHICAGO HDD NOV
CME Seasonal Strip Degree Days Index Options - CINCINNATI HDD DEC
CME Seasonal Strip Degree Days Index Options - CINCINNATI HDD NOV
CME Seasonal Strip Degree Days Index Options - DALLAS HDD DEC
CME Seasonal Strip Degree Days Index Options - DALLAS HDD NOV
CME Seasonal Strip Degree Days Index Options - LAS VEGAS HDD DEC
CME Seasonal Strip Degree Days Index Options - LAS VEGAS HDD NOV
CME Seasonal Strip Degree Days Index Options - MINNEAPOLIS HDD DEC
CME Seasonal Strip Degree Days Index Options - MINNEAPOLIS HDD NOV
CME Seasonal Strip Degree Days Index Options - NEW YORK HDD DEC
CME Seasonal Strip Degree Days Index Options - NEW YORK HDD NOV
CME Seasonal Strip Degree Days Index Options - SACRAMENTO HDD DEC
CME Seasonal Strip Degree Days Index Options - SACRAMENTO HDD NOV
CME European HDD Index Options AMSTERDAM
CME European HDD Index Options LONDON
CME European Seasonal Strip HDD Index Options AMSTERDAM HDD DEC
CME European Seasonal Strip HDD Index Options AMSTERDAM HDD NOV
CME European Seasonal Strip HDD Index Options LONDON HDD DEC
CME European Seasonal Strip HDD Index Options LONDON HDD NOV
CME European CAT Index Options AMSTERDAM
CME European CAT Index Options LONDON
CME European Seasonal CAT Strip Index Options AMSTERDAM CAT JUL
CME European Seasonal CAT Strip Index Options AMSTERDAM CAT MAY
CME European Seasonal CAT Strip Index Options LONDON CAT JUL
CME European Seasonal CAT Strip Index Options LONDON CAT MAY
Last updated December 21, 2015
Rule Chapter
52
DA
200,000
54
NF
44,000
55
DK
200,000
56
CB
20,000
57
DY
44,000
60
CSC
20,000
101
48
40,000
102
62
50,000
152
LN
40,000
201
LB
110,000
401
415
101B
101B
101B
204A
204B
415A
415B
415E
415F
52B
GI
GA
C0A
C0B
C0C
CPC
OPS
SES
RRE
SE2
SE3
JQ
250
100
40,000
40,000
40,000
25
25
100
100
100
100
100,000
101A
48
40,000
102A
62
50,000
152A
LN
40,000
201A
52A
LB
DA
110,000
200,000
54A
NF
44,000
55A
DK
200,000
56A
CB
20,000
57A
DY
44,000
60A
351
352
354
355
356
358
359
360
362
365
366
368
CSC
SP
NK
IBV
SG
SU
ES
NQ
BQ
ME
SDA
SDI
SMC
20,000
250
5
1
250
250
50
20
50
100
250
1,000
100
369
XAY
100
369
XAP
100
369
XAE
100
369
XAF
250
369
XAV
100
369
XAI
100
369
XAB
100
369
XAK
100
369
XAU
100
370
377
382
383
384
385
386
387
388
389
ENY
QN
II
RS1
RSG
RSV
FTU
FT1
FT5
SLP
100
20
2
50
50
50
50
10
2
10
351A
XP
250
351A
YP
250
351A
SP
250
351A
EV
250
351A
EV1
250
351A
EV2
250
351A
EV4
250
352A
352A
352A
352B
352C
352C
358A
XN
Y4
NK
N1
NKW
NKY
ES
5
5
5
500
500
500
50
358A
EW
50
358A
EW1
50
358A
EW2
50
358A
EW4
50
359A
359A
359A
359A
359A
362A
368A
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
279
290
291
292
293
294
NQ
QNE
QN1
QN2
QN4
ME
SMC
BP
C1
J1
E1
AD
MP
BR
NE
RA
RU
EC
E7
J7
UN
SE
CZ
FR
PZ
IS
RMB
KRW
TRY
SIR
M6B
M6A
M6E
MCD
MJY
20
20
20
20
20
100
100
62,500
100,000
12,500,000
125,000
100,000
500,000
100,000
100,000
500,000
2,500,000
125,000
62,500
6,250,000
2,000,000
2,000,000
4,000,000
30,000,000
500,000
1,000,000
1,000,000
125,000,000
200,000
5,000,000
6,250
10,000
12,500
10,000
1,250,000
295
MSF
12,500
296
MIR
1,000,000
300
AUDJYC
200,000
300
AUDUSC
100,000
300
GBPUSC
62,500
300
CADJYC
100,000
300
EURADC
125,000
300
EURBPC
125,000
300
EURJYC
125,000
300
EURSFC
125,000
300
EURUSC
125,000
300
NZDUSC
100,000
300
USDCAC
100,000
300
USDCKC
4,000,000
300
USDDKC
100,000
300
USDHKC
100,000
300
USDHFC
30,000,000
300
USDISC
1,000,000
300
USDJYC
12,500,000
300
USDMPC
500,000
300
USDNKC
2,000,000
300
USDPZC
500,000
300
USDSDC
100,000
300
USDZRC
500,000
300
USDSKC
2,000,000
300
USDSFC
125,000
300
USDTBC
100,000
300
USDTLC
200,000
301
302
303
RP
CC
RY
125,000
125,000
125,000
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
320
340
341
342
RF
BY
BF
SJ
AC
AJ
AN
CY
CA
CN
KE
K
R
Z
RME
TRE
M6C
M6J
M6S
125,000
125,000
125,000
250,000
200,000
200,000
200,000
200,000
125,000
125,000
125,000
4,000,000
30,000,000
500,000
1,000,000
125,000
10,000
10,000
10,000
345
CHL
100,000
404
251A
251A
251A
251A
251A
251A
251A
251A
251A
251A
251A
251A
252A
252A
252A
252A
252A
252A
252A
252A
252A
252A
252A
252A
253A
253A
253A
253A
253A
253A
253A
253A
253A
253A
253A
FXD
BP
YB
1B
1P
2B
2P
3B
3P
4B
4P
5B
5P
C1
1C
1D
2C
2D
3C
3D
4C
4D
5C
5D
YD
J1
1Y
1J
2J
2Y
3J
3Y
4J
5J
5Y
YJ
1,000
62,500
62,500
62,500
62,500
62,500
62,500
62,500
62,500
62,500
62,500
62,500
62,500
100,000
100,000
100,000
100,000
100,000
100,000
100,000
100,000
100,000
100,000
100,000
100,000
12,500,000
12,500,000
12,500,000
12,500,000
12,500,000
12,500,000
12,500,000
12,500,000
12,500,000
12,500,000
12,500,000
253A
254A
254A
254A
254A
254A
254A
254A
254A
254A
254A
254A
254A
255A
255A
255A
255A
255A
255A
255A
255A
255A
255A
255A
255A
256A
4Y
E1
1S
1W
2S
2W
3S
3W
4S
4W
5S
5W
YS
AD
1A
AD1
2A
AD2
3A
AD3
4A
AD4
5A
AD5
XA
MP
12,500,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
100,000
100,000
100,000
100,000
100,000
100,000
100,000
100,000
100,000
100,000
100,000
100,000
500,000
256A
1M
500,000
256A
2M
500,000
256A
3M
500,000
256A
4M
500,000
256A
257A
257A
257A
257A
257A
257A
5M
1R
2R
3R
4R
5R
BR
500,000
100,000
100,000
100,000
100,000
100,000
100,000
257H
USDBRL
100,000
258A
258A
258A
258A
258A
258A
259A
1Z
2Z
3Z
4Z
5Z
NE
RA
100,000
100,000
100,000
100,000
100,000
100,000
500,000
259A
1N
500,000
259A
2N
500,000
259A
3N
500,000
259A
4N
500,000
259A
5N
500,000
259L
ZAR
100,000
260A
RU
2,500,000
260A
RU1
2,500,000
260A
RU2
2,500,000
260A
RU3
2,500,000
260A
RU4
2,500,000
260A
RU5
2,500,000
260H
USDRUB
2,500,000
261A
261A
261A
261A
261A
261A
261A
261A
261A
261A
261A
261A
EC
1X
1T
2X
2T
3X
3T
4X
4T
5X
5T
YT
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
261B
36E
1000
261C
16E
1000
266A
267A
268A
269A
269A
269A
269A
269A
269A
CZ
FR
PZ
IS
IS1
IS2
IS3
IS4
IS5
4,000,000
30,000,000
500,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
270A
RB1
1,000,000
270A
RB2
1,000,000
270A
RB3
1,000,000
270A
RB4
1,000,000
270A
RB5
1,000,000
270A
RMB
1,000,000
270H
USDCNY
100,000
270J
CNY
100,000
271A
KRW
125,000,000
271A
KR1
125,000,000
271A
KR2
125,000,000
271A
KR3
125,000,000
271A
KR4
125,000,000
271A
KR5
125,000,000
271H
USDKRW
125,000,000
273H
USDCOP
100,000
274H
USDCLP
100,000
277H
USDPEN
100,000
279H
USDINR
100,000
280H
USDMYR
100,000
281H
USDIDR
100,000
282H
USDTWD
100,000
283H
USDPHP
100,000
284L
301A
301A
301A
301A
301A
301A
303A
303A
303A
303A
303A
303A
304A
304A
304A
304A
304A
304A
315A
316A
317A
318A
CNH
RP
1E
2E
3E
4E
5E
RY
1H
2H
3H
4H
5H
RF
1I
2I
3I
4I
5I
K
R
Z
RME
100,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
125,000
4,000,000
30,000,000
500,000
1,000,000
318A
RE1
1,000,000
318A
RE2
1,000,000
318A
RE3
1,000,000
318A
RE4
1,000,000
318A
RE5
1,000,000
343J
MNY
10,000
344L
452
453
454
454
455
455
456
456
501
503
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452A
452D
453A
454A
454A
455A
455A
456A
456A
501A
MNH
ED
EM
BU2
BU2
BU3
BU3
BU5
BU5
EY
EB
E5
E4
E0
ED
E3
E2
1K
2K
3K
4K
5K
EF1
EF2
EF3
EF4
EF5
EE1
EE2
EE3
EE4
EE5
SPO
EM
BU2
BU2
BU3
BU3
BU5
BU5
EY
10,000
$1,000,000
$3,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
100,000,000
1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$3,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
$1,000,000
100,000,000
419
BOS
250
419
CHI
250
419
DEN
250
419
LAV
250
419
LAX
250
419
MIA
250
419
NYM
250
419
SDG
250
419
SFR
250
419
WDC
250
420
CUS
250
419A
BOS
250
419A
CHI
250
419A
DEN
250
419A
LAV
250
419A
LAX
250
419A
MIA
250
419A
NYM
250
419A
SDG
250
419A
SFR
250
419A
WDC
250
420A
CUS
250
403
403
403
403
403
403
403
403
403
403
403
403
403
403
403
403
403
403
403
K1
H1
HW
K2
H2
K3
H3
K5
H5
H9
HR
HX
K0
H0
KQ
HQ
K4
H4
H6
20
20
20
20
20
20
20
20
20
20
20
20
20
20
20
20
20
20
20
403
403
403
403
403
H7
KS
HS
H8
VU
20
20
20
20
20
405
K1N
20
405
K1K
20
405
K2N
20
405
K2K
20
405
K3N
20
405
K3K
20
405
K5N
20
405
K5K
20
405
K0N
20
405
K0K
20
405
KQN
20
405
KQK
20
405
K4N
20
405
K4K
20
405
KSN
20
405
KSK
20
405
H1Z
20
405
H1X
20
405
HWX
20
405
H2Z
20
405
H2X
20
405
H3Z
20
405
H3X
20
405
H5Z
20
405
H5X
20
405
H9X
20
405
HXX
20
405
H0Z
20
405
H0X
20
405
HQZ
20
405
HQX
20
405
H4Z
20
405
H4X
20
405
H6X
20
405
H7X
20
405
HSZ
20
405
HSX
20
405
VUX
20
406
D2
20
406
D0
20
406
D1
20
407
D2Z
20
407
D2X
20
407
D0Z
20
407
D0X
20
407
D1X
20
408
G2
20
408
G0
20
409
G2N
20
409
G2K
20
409
G0N
20
409
G0K
20
403A
403A
403A
403A
403A
403A
403A
403A
K1
H1
K2
H2
K3
H3
K5
H5
20
20
20
20
20
20
20
20
403A
403A
403A
403A
403A
403A
403A
403A
K0
H0
KQ
HQ
K4
H4
KS
HS
20
20
20
20
20
20
20
20
405A
K1N
20
405A
405A
K1K
K2N
20
20
405A
K2K
20
405A
K3N
20
405A
K3K
20
405A
K5N
20
405A
K5K
20
405A
K0N
20
405A
K0K
20
405A
KQN
20
405A
KQK
20
405A
K4N
20
405A
K4K
20
405A
KSN
20
405A
KSK
20
405A
H1Z
20
405A
H1X
20
405A
H2Z
20
405A
H2X
20
405A
H3Z
20
405A
H3X
20
405A
H5Z
20
405A
H5X
20
405A
H0Z
20
405A
H0X
20
405A
HQZ
20
405A
HQX
20
405A
H4Z
20
405A
H4X
20
405A
HSZ
20
405A
HSX
20
406A
D2
20
406A
D0
20
407A
D2Z
20
407A
D2X
20
407A
D0Z
20
407A
D0X
20
408A
G2
20
408A
G0
20
409A
G2N
20
409A
G2K
20
409A
G0N
20
409A
G0K
20
Contract Units
Type
Pounds
Futures
Pounds
Futures
Pounds
Futures
Pounds
Futures
Pounds
Futures
Pounds
Futures
Pounds
Futures
Pounds
Futures
Pounds
Futures
Board Feet
Futures
Dollar * S&P
Dollar * S&P
Pounds
Pounds
Pounds
Metric Tons
Metric Tons
Dollar * S&P
Dollar * S&P
Dollar * S&P
Dollar * S&P
Pounds
GSCI
GSCI
GSCI
GSCI
ER Index
Enhanced ER Index
ER Index 2 Month Forward
ER Index 3 Month Forward
Futures
Futures
Eu. Option
Eu. Option
Eu. Option
Swap
Swap
Swap
Swap
Swap
Swap
Eu. Option
Pounds
Am. Option
Pounds
Am. Option
Pounds
Am. Option
Board Feet
Pounds
Am. Option
Am. Option
Pounds
Am. Option
Pounds
Am. Option
Pounds
Am. Option
Pounds
Am. Option
Pounds
Dollar * S&P 500 Index
Dollar * Nikkei Stock Average
Dollar * Ibovespa
Dollar * S&P 500/ Growth Index
Dollar * S&P 500/ Value Index
Dollar * S&P 500 Index
Dollar * NASDAQ 100 Index
Dollar * NASDAQ Biotechnology Index
Dollar * S&P MidCap 400 Index
Dollar * S&P 500 Annual Dividend Index
Dollar * S&P 500 Dividend Points Index
Dollar * S&P SmallCap 600 Index
Dollar * S&P Select Sector Stock Consumer
Discretionary Index
Dollar * S&P Select Sector Stock Consumer Staples
Index
Am. Option
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Am. Option
Eu. Option
Am. Option
Eu. Option
Eu. Option
Futures
Futures
Eu. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Futures
Am. Option
Eu. Option
Am. Option
Eu. Option
Eu. Option
Eu. Option
Eu. Option
Am. Option
Eu. Option
Eu. Option
Eu. Option
Eu. Option
Am. Option
Am. Option
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Swiss Franc
Futures
Indian Rupee
Australian Dollar notional value per contract
equivalent
Australian Dollar notional value per contract
equivalent
British Pound Sterling in notional value per contract
equivalent
Canadian Dollar in notional value per contract
equivalent
Futures
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Euro
Euro
Euro
Futures
Futures
Futures
Euro
British Pound Sterling
British Pound Sterling
Swiss Franc
Australian Dollar
Australian Dollar
Australian Dollar
Canadian Dollar
Euro
Euro
Euro
Czech Koruna
Hungarian Forint
Polish Zloty
Chinese Renminbi
Euro
U.S. Dollar
U.S. Dollar
U.S. Dollar
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Am. Option
Eu. Option
Eu. Option
Japanese Yen
Swiss Franc
Swiss Franc
Swiss Franc
Swiss Franc
Swiss Franc
Swiss Franc
Swiss Franc
Swiss Franc
Swiss Franc
Swiss Franc
Swiss Franc
Swiss Franc
Australian Dollar
Australian Dollar
Australian Dollar
Australian Dollar
Australian Dollar
Australian Dollar
Australian Dollar
Australian Dollar
Australian Dollar
Australian Dollar
Australian Dollar
Australian Dollar
Mexican Peso
Eu. Option
Am. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Eu. Option
Am. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Eu. Option
Am. Option
Mexican Peso
Am. Option
Mexican Peso
Am. Option
Mexican Peso
Am. Option
Mexican Peso
Am. Option
Mexican Peso
Brazilian Real
Brazilian Real
Brazilian Real
Brazilian Real
Brazilian Real
Brazilian Real
Am.
Am.
Am.
Am.
Am.
Am.
Am.
Option
Option
Option
Option
Option
Option
Option
Am.
Am.
Am.
Am.
Am.
Am.
Am.
Option
Option
Option
Option
Option
Option
Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
U.S. Dollar
Futures
Russian Ruble
Am. Option
Russian Ruble
Am. Option
Russian Ruble
Am. Option
Russian Ruble
Am. Option
Russian Ruble
Am. Option
Russian Ruble
Am. Option
Am. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Am. Option
Eu. Option
Eu. Option
Futures
Futures
Czech Koruna
Hungarian Forint
Polish Zloty
Israeli Shekel
Israeli Shekel
Israeli Shekel
Israeli Shekel
Israeli Shekel
Israeli Shekel
Am.
Am.
Am.
Am.
Am.
Am.
Am.
Am.
Am.
Chinese Renminbi
Am. Option
Chinese Renminbi
Am. Option
Chinese Renminbi
Am. Option
Chinese Renminbi
Am. Option
Chinese Renminbi
Am. Option
Chinese Renminbi
Am. Option
Cleared OTC
Option
Option
Option
Option
Option
Option
Option
Option
Option
U.S. Dollar
Futures
Korean Won
Am. Option
Korean Won
Am. Option
Korean Won
Am. Option
Korean Won
Am. Option
Korean Won
Am. Option
Korean Won
Am. Option
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
Cleared OTC
U.S. Dollar
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Euro
Czech Koruna
Hungarian Forint
Polish Zloty
Chinese Renminbi
Futures
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Chinese Renminbi
Am. Option
Chinese Renminbi
Am. Option
Chinese Renminbi
Am. Option
Chinese Renminbi
Am. Option
Chinese Renminbi
Am. Option
U.S. Dollar
Futures
U.S. Dollar
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Euroyen Time Deposits
Euro Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Eurodollar Interbank Time Deposits
Euroyen Time Deposits
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
respective
respective
respective
respective
respective
respective
respective
respective
respective
respective
respective
respective
respective
respective
respective
respective
respective
respective
respective
CME
CME
CME
CME
CME
CME
CME
CME
CME
CME
CME
CME
CME
CME
CME
CME
CME
CME
CME
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Degree
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Index
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
*
*
*
*
*
*
respective
respective
respective
respective
respective
respective
CME
CME
CME
CME
CME
CME
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Days
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Am.
Am.
Am.
Am.
Am.
Am.
Am.
Am.
Option
Option
Option
Option
Option
Option
Option
Option
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
Dollar
Index
*
*
*
*
*
*
*
*
*
respective
respective
respective
respective
respective
respective
respective
respective
respective
CME
CME
CME
CME
CME
CME
CME
CME
CME
Am.
Am.
Am.
Am.
Am.
Am.
Am.
Am.
Option
Option
Option
Option
Option
Option
Option
Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Days
Days
Days
Days
Days
Days
Days
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Am. Option
Settlement
Group
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Diminishing Balance
Contract
Y
Y
Agriculture
Agriculture
Agriculture
Agriculture
Agriculture
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
Equity
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
to WM/Reuters
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
into
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
FX
FX
FX
FX
FX
FX
FX
into
into
into
into
into
into
into
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical Futures
Financial Futures
Financial Futures
Financial Futures
Financial Futures
Financial Futures
Financial Futures
Financially Settled
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
into
into
into
into
into
into
into
Physical
Physical
Physical
Physical
Physical
Physical
Physical
FX
Futures
Futures
Futures
Futures
Futures
Futures
Futures
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
Financially Settled
FX
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
into
into
into
into
into
into
into
into
into
into
into
into
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
FX
FX
FX
FX
FX
FX
FX
FX
FX
into
into
into
into
into
into
into
into
into
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
FX
FX
FX
FX
FX
FX
Financially Settled
FX
FX
FX
FX
FX
FX
FX
FX
Financially Settled
FX
Financially Settled
FX
Financially Settled
FX
Financially Settled
FX
Financially Settled
FX
Financially Settled
FX
Financially Settled
FX
Financially Settled
FX
Financially Settled
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
FX
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Interest
Real Estate
Real Estate
Real Estate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Rate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Real Estate
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Financially
Financially
Financially
Financially
Financially
Settled
Settled
Settled
Settled
Settled
Futures
Futures
Futures
Futures
Futures
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
into
into
into
into
into
into
into
into
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
Exercises
into
into
into
into
into
into
into
into
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Financially
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Settled
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Futures
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Weather
Spot-Month
Reporting Level
Spot Month
Aggregate Into
Futures Equivalent
Leg (1)
25
25
NF
25
25
CB
25
DY
25
25
48
25
62
25
LN
25
LB
25
25
25
25
25
25
25
1
1
1
1
25
25
48
25
62
25
LN
25
25
Spot-Month Aggregate
Into Ratio Leg (1)
25
NF
25
25
CB
25
DY
25
100
50
25
25
25
100
25
25
25
1
1
25
25
25
25
25
25
25
25
25
25
25
25
25
100
100
100
50
50
50
25
25
25
100
100
100
100
100
25
25
50
25
25
25
100
100
100
100
100
25
25
25
25
25
25
25
200
200
200
200
200
25
25
25
25
25
200
25
25
25
25
25
25
25
25
25
25
25
25
250
250
250
250
250
250
MP
RA
RU
CZ
FR
PZ
IS
RMB
KRW
TRY
SIR
25
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
25
25
25
SIR
5 MIR : 1 SIR
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
250
250
250
25
25
200
25
25
25
25
25
25
25
25
25
25
25
200
25
25
25
25
25
25
25
25
25
25
25
200
25
25
25
25
25
25
25
25
25
200
K
R
Z
RME
TRE
CHL
25
200
25
25
25
25
25
25
25
25
25
25
25
200
25
25
25
25
25
25
25
25
25
25
25
25
MP
25
MP
1 1M : 1 MP
25
MP
1 2M : 1 MP
25
MP
1 3M : 1 MP
25
MP
1 4M : 1 MP
25
25
25
25
25
25
25
MP
1 5M : 1 MP
1
25
25
25
25
25
25
25
RA
25
RA
1 1N : 1 RA
25
RA
1 2N : 1 RA
25
RA
1 3N : 1 RA
25
RA
1 4N : 1 RA
25
RA
1 5N : 1 RA
25
RA
1 ZAR : 2 RA
25
RU
25
RU
1 RU1 : 1 RU
25
RU
1 RU2 : 1 RU
25
RU
1 RU3 : 1 RU
25
RU
1 RU4 : 1 RU
25
RU
1 RU5 : 1 RU
25
25
25
25
25
25
25
25
25
CZ
FR
PZ
IS
IS
IS
IS
IS
IS
1
1
1
1
1
25
RMB
1 RB1 : 1 RMB
25
RMB
1 RB2 : 1 RMB
25
RMB
1 RB3 : 1 RMB
25
RMB
1 RB4 : 1 RMB
25
RMB
1 RB5 : 1 RMB
25
RMB
1
200
25
25
25
25
25
25
25
25
25
25
25
25
25
IS1
IS2
IS3
IS4
IS5
:
:
:
:
:
1
1
1
1
1
IS
IS
IS
IS
IS
25
RMB
1 CNY : 1 RMB
25
KRW
25
KRW
1 KR1 : 1 KRW
25
KRW
1 KR2 : 1 KRW
25
KRW
1 KR3 : 1 KRW
25
KRW
1 KR4 : 1 KRW
25
KRW
1 KR5 : 1 KRW
1
1
1
1
1
1
1
1
1
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
CNH
25
RME
K
R
Z
RME
1 RE1 : 1 RME
25
RME
1 RE2 : 1 RME
25
RME
1 RE3 : 1 RME
25
RME
1 RE4 : 1 RME
25
RME
1 RE5 : 1 RME
250
RMB
10 MNY : 1 RMB
250
850
100
25
25
25
25
25
25
25
25
25
25
25
850
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
850
100
25
25
25
25
25
25
25
CNH
10 MNH : 1 CNH
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
25
Spot-Month
Spot-Month
Aggregate Into Ratio
Accountability Level
Leg (2)
100
100
200
450
300
950
435
450
300
950
100
100
200
45,000
20,000
10,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
20,000
20,000
2,000
2,000
2,000
2,000
2,000
5,000
45,000
45,000
45,000
45,000
45,000
45,000
20,000
20,000
20,000
20,000
20,000
20,000
20,000
10,000
10,000
10,000
10,000
10,000
10,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
5,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
5,000
4,400,000
2,000,000
8,800,000
Close of trading on the first business day following the first Friday of the
18,000,000
contract month
15,000,000
38,000,000
47,850,000
Close of trading on the first business day following the first Friday of the
18,000,000
contract month
15,000,000
38,000,000
4,400,000
2,000,000
8,800,000
2,250,000,000,000
10,000,000,000
25,000,000,000
During
During
During
During
During
During
During
During
8,000,000,000
60,000,000,000
1,000,000,000
2,000,000,000
2,000,000,000
2,500,000,000,000
400,000,000
100,000,000,000
the
the
the
the
the
the
the
the
last
last
last
last
last
last
last
last
7
7
7
7
7
4
7
7
trading
trading
trading
trading
trading
trading
trading
trading
days
days
days
days
days
days
days
days
of
of
of
of
of
of
of
of
the
the
the
the
the
the
the
the
contract
contract
contract
contract
contract
contract
contract
contract
month
month
month
month
month
month
month
month
For SIR: During the last 7 trading days of the contract month
100,000,000,000
During
During
During
During
During
the
the
the
the
the
last
last
last
last
last
7
7
7
7
7
trading
trading
trading
trading
trading
days
days
days
days
days
of
of
of
of
of
the
the
the
the
the
contract
contract
contract
contract
contract
month
month
month
month
month
8,000,000,000
60,000,000,000
1,000,000,000
2,000,000,000
250,000,000
500,000,000
2,250,000,000,000
For MP: During the last 4 trading days of the contract month
2,250,000,000,000
For MP: During the last 4 trading days of the contract month
2,250,000,000,000
For MP: During the last 4 trading days of the contract month
2,250,000,000,000
For MP: During the last 4 trading days of the contract month
2,250,000,000,000
For MP: During the last 4 trading days of the contract month
2,250,000,000,000
10,000,000,000
For RA: During the last 7 trading days of the contract month
10,000,000,000
For RA: During the last 7 trading days of the contract month
10,000,000,000
For RA: During the last 7 trading days of the contract month
10,000,000,000
For RA: During the last 7 trading days of the contract month
10,000,000,000
For RA: During the last 7 trading days of the contract month
10,000,000,000
For RA: During the last 7 trading days of the contract month
10,000,000,000
25,000,000,000
For RU: During the last 7 trading days of the contract month
25,000,000,000
For RU: During the last 7 trading days of the contract month
25,000,000,000
For RU: During the last 7 trading days of the contract month
25,000,000,000
For RU: During the last 7 trading days of the contract month
25,000,000,000
For RU: During the last 7 trading days of the contract month
25,000,000,000
8,000,000,000
60,000,000,000
1,000,000,000
2,000,000,000
2,000,000,000
2,000,000,000
2,000,000,000
2,000,000,000
2,000,000,000
For RMB: During the last 7 trading days of the contract month
2,000,000,000
For RMB: During the last 7 trading days of the contract month
2,000,000,000
For RMB: During the last 7 trading days of the contract month
2,000,000,000
For RMB: During the last 7 trading days of the contract month
2,000,000,000
For RMB: During the last 7 trading days of the contract month
2,000,000,000
2,000,000,000
For RMB: During the last 7 trading days of the contract month
2,000,000,000
2,500,000,000,000
For KRW: During the last 4 trading days of the contract month
2,500,000,000,000
For KRW: During the last 4 trading days of the contract month
2,500,000,000,000
For KRW: During the last 4 trading days of the contract month
2,500,000,000,000
For KRW: During the last 4 trading days of the contract month
2,500,000,000,000
For KRW: During the last 4 trading days of the contract month
2,500,000,000,000
500,000,000
During
During
During
During
8,000,000,000
60,000,000,000
1,000,000,000
2,000,000,000
the
the
the
the
last
last
last
last
7
7
7
7
trading
trading
trading
trading
days
days
days
days
of
of
of
of
the
the
the
the
contract
contract
contract
contract
month
month
month
month
For RME: During the last 7 trading days of the contract month
2,000,000,000
For RME: During the last 7 trading days of the contract month
2,000,000,000
For RME: During the last 7 trading days of the contract month
2,000,000,000
For RME: During the last 7 trading days of the contract month
2,000,000,000
For RME: During the last 7 trading days of the contract month
2,000,000,000
For RMB: During the last 7 trading days of the contract month
2,000,000,000
For CNH: During the last 7 trading days of the contract month
500,000,000
Second Spot-Month
Single Month
Second Spot-Month
Limit (In Net Futures Second Spot-Month
Equivalents) Leg (1)/ Limit Effective Date
Leg (2)
DA
NF
DK
CB
DY
CSC
300
300
Single Month
Aggregate Into
Futures Equivalent
Leg (2)
NF
DK
CB
DY
CSC
IBV
SDA
SDI
BP
C1
J1
E1
AD
MP
BR
NE
RA
EC
EC
J1
UN
SE
CZ
FR
PZ
IS
RMB
KRW
TRY
SIR
BP
AD
EC
C1
J1
E1
SIR
RP
CC
RY
RF
BY
BF
SJ
AC
AJ
AN
CY
CA
CN
KE
K
R
Z
RME
TRE
C1
J1
E1
BP
BP
BP
BP
BP
BP
BP
BP
BP
BP
BP
BP
C1
C1
C1
C1
C1
C1
C1
C1
C1
C1
C1
C1
J1
J1
J1
J1
J1
J1
J1
J1
J1
J1
J1
J1
E1
E1
E1
E1
E1
E1
E1
E1
E1
E1
E1
E1
AD
AD
AD
AD
AD
AD
AD
AD
AD
AD
AD
AD
MP
MP
MP
MP
MP
MP
BR
BR
BR
BR
BR
BR
NE
NE
NE
NE
NE
NE
RA
RA
RA
RA
RA
RA
RA
EC
EC
EC
EC
EC
EC
EC
EC
EC
EC
EC
EC
36E
16E
CZ
FR
PZ
IS
IS
IS
IS
IS
IS
RMB
RMB
RMB
RMB
RMB
RMB
RMB
KRW
KRW
KRW
KRW
KRW
KRW
RP
RP
RP
RP
RP
RP
RY
RY
RY
RY
RY
RY
RF
RF
RF
RF
RF
RF
K
R
Z
RME
RME
RME
RME
RME
RME
RMB
ED
EM
BU2
BU2
BU3
BU3
BU5
BU5
EY
EB
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
EM
BU2
BU2
BU3
BU3
BU5
BU5
EY
K1
H1
HW
K2
H2
K3
H3
K5
H5
H9
HR
HX
K0
H0
KQ
HQ
K4
H4
H6
H7
KS
HS
H8
VU
K1N
K1K
K2N
K2K
K3N
K3K
K5N
K5K
K0N
K0K
KQN
KQK
K4N
K4K
KSN
KSK
H1Z
H1X
HWX
H2Z
H2X
H3Z
H3X
H5Z
H5X
H9X
HXX
H0Z
H0X
HQZ
HQX
H4Z
H4X
H6X
H7X
HSZ
HSX
VUX
D2
D0
D1
D2Z
D2X
D0Z
D0X
D1X
G2
G0
G2N
G2K
G0N
G0K
K1
H1
K2
H2
K3
H3
K5
H5
K0
H0
KQ
HQ
K4
H4
KS
HS
K1N
K1K
K2N
K2K
K3N
K3K
K5N
K5K
K0N
K0K
KQN
KQK
K4N
K4K
KSN
KSK
H1Z
H1X
H2Z
H2X
H3Z
H3X
H5Z
H5X
H0Z
H0X
HQZ
HQX
H4Z
H4X
HSZ
HSX
D2
D0
D2Z
D2X
D0Z
D0X
G2
G0
G2N
G2K
G0N
G0K
Single Month
Single Month
Single Month Aggregate Into Ratio Leg (1) Aggregate Into Ratio Accountability Level
Leg (2)
Leg (1) / Leg (2)
1,500
1,000
1,000
500
1,000
1,000
6,300
1,950
4,575
1,000
23,600
59,000
6,300
6,300
6,300
1 C0A : 1 48
1 C0B : 1 48
1 C0C : 1 48
2,800
5,400
10,000
10,000
10,000
10,000
2 JQ : 1 DA
1,500
6,300
1,950
4,575
1,000
1,500
1,000
1,000
500
1,000
1,000
3,500
28,000
7,000
10,000
6,000
10,000
10,000
6,000
6,000
30,000
6,000
6,000
2 E7 : 1 EC
2 J7 : 1 J1
10
10
10
10
10
M6B : 1 BP
M6A : 1 AD
M6E : 1 EC
MCD : 1 C1
MJY : 1 J1
10 MSF : 1 E1
10,000
10,000
10,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
10,000
6,000
10,000
6,000
10,000
10,000
5 MIR : 1 SIR
6,000
6,000
6,000
6,000
10 M6C : 1 C1
10 M6J : 1 J1
10 M6S : 1 E1
1
1
1
1
1
1
1
1
1
1
1
YB : 1 BP
1B : 1 BP
1P : 1 BP
2B : 1 BP
2P : 1 BP
3B : 1 BP
3P : 1 BP
4B : 1 BP
4P : 1 BP
5B : 1 BP
5P : 1 BP
1
1
1
1
1
1
1
1
1
1
1
1C : 1 C1
1D : 1 C1
2C : 1 C1
2D : 1 C1
3C : 1 C1
3D : 1 C1
4C : 1 C1
4D : 1 C1
5C : 1 C1
5D : 1 C1
YD : 1 C1
1
1
1
1
1
1
1
1
1
1
1Y : 1 J1
1J : 1 J1
2J : 1 J1
2Y : 1 J1
3J : 1 J1
3Y : 1 J1
4J : 1 J1
5J : 1 J1
5Y : 1 J1
YJ : 1 J1
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
1 4Y : 1 J1
1
1
1
1
1
1
1
1
1
1
1
1S : 1 E1
1W : 1 E1
2S : 1 E1
2W : 1 E1
3S : 1 E1
3W : 1 E1
4S : 1 E1
4W : 1 E1
5S : 1 E1
5W : 1 E1
YS : 1 E1
1
1
1
1
1
1
1
1
1
1
1
1A : 1 AD
AD1 : 1 AD
2A : 1 AD
AD2 : 1 AD
3A : 1 AD
AD3 : 1 AD
4A : 1 AD
AD4 : 1 AD
5A : 1 AD
AD5 : 1 AD
XA : 1 AD
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
1 1M : 1 MP
6,000
1 2M : 1 MP
6,000
1 3M : 1 MP
6,000
1 4M : 1 MP
6,000
1
1
1
1
1
1
5M : 1 MP
1R : 1 BR
2R : 1 BR
3R : 1 BR
4R : 1 BR
5R : 1 BR
6,000
1
1
1
1
1
1Z
2Z
3Z
4Z
5Z
6,000
6,000
6,000
6,000
6,000
:
:
:
:
:
1
1
1
1
1
NE
NE
NE
NE
NE
30,000
30,000
30,000
30,000
30,000
30,000
6,000
1 1N : 1 RA
6,000
1 2N : 1 RA
6,000
1 3N : 1 RA
6,000
1 4N : 1 RA
6,000
1 5N : 1 RA
6,000
1 ZAR : 2 RA
6,000
1
1
1
1
1
1
1
1
1
1
1
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
1X : 1 EC
1T : 1 EC
2X : 1 EC
2T : 1 EC
3X : 1 EC
3T : 1 EC
4X : 1 EC
4T : 1 EC
5X : 1 EC
5T : 1 EC
YT : 1 EC
5000
5000
1
1
1
1
1
IS1
IS2
IS3
IS4
IS5
:
:
:
:
:
1
1
1
1
1
IS
IS
IS
IS
IS
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
1 RB1 : 1 RMB
6,000
1 RB2 : 1 RMB
6,000
1 RB3 : 1 RMB
6,000
1 RB4 : 1 RMB
6,000
1 RB5 : 1 RMB
6,000
6,000
1 CNY : 1 RMB
6,000
6,000
1 KR1 : 1 KRW
6,000
1 KR2 : 1 KRW
6,000
1 KR3 : 1 KRW
6,000
1 KR4 : 1 KRW
6,000
1 KR5 : 1 KRW
6,000
1
1
1
1
1
1E
2E
3E
4E
5E
:
:
:
:
:
1
1
1
1
1
RP
RP
RP
RP
RP
1
1
1
1
1
1H
2H
3H
4H
5H
:
:
:
:
:
1
1
1
1
1
RY
RY
RY
RY
RY
1
1
1
1
1
1I
2I
3I
4I
5I
1
1
1
1
1
:
:
:
:
:
RF
RF
RF
RF
RF
1 RE1 : 1 RME
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
1 RE2 : 1 RME
6,000
1 RE3 : 1 RME
6,000
1 RE4 : 1 RME
6,000
1 RE5 : 1 RME
6,000
10 MNY : 1 RMB
6,000
1 E5 : 1 ED
1 E4 : 1 ED
1 E0 : 1 ED
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
E3 : 1 ED
E2 : 1 ED
1K : 1 ED
2K : 1 ED
3K : 1 ED
4K : 1 ED
5K : 1 ED
EF1 : 1 ED
EF2 : 1 ED
EF3 : 1 ED
EF4 : 1 ED
EF5 : 1 ED
EE1 : 1 ED
EE2 : 1 ED
EE3 : 1 ED
EE4 : 1 ED
EE5 : 1 ED
SPO : 1 ED
10,000
5,000
1,250
1,250
800
800
500
500
5,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
5,000
1,250
1,250
800
800
500
500
5,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
All Month
GI
GA
CPC
OPS
SES
RRE
SE2
SE3
SP
NK
SP
SP
SP
NQ
BQ
ME
2 SG : 1 SP
2 SU : 1 SP
5 ES : 1 SP
SMC
XAY
XAP
XAE
XAF
XAV
XAI
XAB
XAK
XAU
NK
QN
II
RS1
RS1
RS1
FTU
FT1
FT5
SLP
5 ENY : 1 NK
SP
1 XP : 1 SP
SP
1 YP : 1 SP
1 RSG : 1 RS1
1 RSV : 1 RS1
SP
SP
1 EV : 1 SP
SP
1 EV1 : 1 SP
SP
1 EV2 : 1 SP
SP
1 EV4 : 1 SP
NK
NK
NK
NK
NK
NK
SP
1 XN : 1 NK
1 Y4 : 1 NK
SP
5 EW : 1 SP
SP
5 EW1: 1 SP
SP
5 EW2 : 1 SP
SP
5 EW4 : 1 SP
NQ
NQ
NQ
NQ
NQ
ME
SMC
BP
C1
J1
E1
AD
MP
BR
NE
RA
RU
EC
EC
J1
UN
SE
CZ
FR
PZ
IS
RMB
KRW
TRY
SIR
BP
AD
EC
C1
J1
E1
1
1
1
5
1
1
1
1
N1 : 1 NK
NKW : 1 NK
NKY : 1 NK
ES : 1 SP
QNE
QN1
QN2
QN4
:
:
:
:
1
1
1
1
NQ
NQ
NQ
NQ
2 E7 : 1 EC
2 J7 : 1 J1
10
10
10
10
10
M6B : 1 BP
M6A : 1 AD
M6E : 1 EC
MCD : 1 C1
MJY : 1 J1
10 MSF : 1 E1
SIR
AUDJYC
AUDUSC
GBPUSC
CADJYC
EURADC
EURBPC
EURJYC
EURSFC
EURUSC
NZDUSC
USDCAC
USDCKC
USDDKC
USDHKC
USDHFC
USDISC
USDJYC
USDMPC
USDNKC
USDPZC
USDSDC
USDZRC
USDSKC
USDSFC
USDTBC
USDTLC
RP
CC
RY
5 MIR : 1 SIR
RF
BY
BF
SJ
AC
AJ
AN
CY
CA
CN
KE
K
R
Z
RME
TRE
C1
J1
E1
10 M6C : 1 C1
10 M6J : 1 J1
10 M6S : 1 E1
CHL
FXD
BP
BP
BP
BP
BP
BP
BP
BP
BP
BP
BP
BP
C1
C1
C1
C1
C1
C1
C1
C1
C1
C1
C1
C1
J1
J1
J1
J1
J1
J1
J1
J1
J1
J1
J1
1
1
1
1
1
1
1
1
1
1
1
YB : 1 BP
1B : 1 BP
1P : 1 BP
2B : 1 BP
2P : 1 BP
3B : 1 BP
3P : 1 BP
4B : 1 BP
4P : 1 BP
5B : 1 BP
5P : 1 BP
1
1
1
1
1
1
1
1
1
1
1
1C : 1 C1
1D : 1 C1
2C : 1 C1
2D : 1 C1
3C : 1 C1
3D : 1 C1
4C : 1 C1
4D : 1 C1
5C : 1 C1
5D : 1 C1
YD : 1 C1
1
1
1
1
1
1
1
1
1
1
1Y : 1 J1
1J : 1 J1
2J : 1 J1
2Y : 1 J1
3J : 1 J1
3Y : 1 J1
4J : 1 J1
5J : 1 J1
5Y : 1 J1
YJ : 1 J1
J1
E1
E1
E1
E1
E1
E1
E1
E1
E1
E1
E1
E1
AD
AD
AD
AD
AD
AD
AD
AD
AD
AD
AD
AD
MP
1 4Y : 1 J1
MP
1 1M : 1 MP
MP
1 2M : 1 MP
MP
1 3M : 1 MP
MP
1 4M : 1 MP
MP
BR
BR
BR
BR
BR
BR
1
1
1
1
1
1
5M : 1 MP
1R : 1 BR
2R : 1 BR
3R : 1 BR
4R : 1 BR
5R : 1 BR
1
1
1
1
1
1Z
2Z
3Z
4Z
5Z
1
1
1
1
1
1
1
1
1
1
1
1S : 1 E1
1W : 1 E1
2S : 1 E1
2W : 1 E1
3S : 1 E1
3W : 1 E1
4S : 1 E1
4W : 1 E1
5S : 1 E1
5W : 1 E1
YS : 1 E1
1
1
1
1
1
1
1
1
1
1
1
1A : 1 AD
AD1 : 1 AD
2A : 1 AD
AD2 : 1 AD
3A : 1 AD
AD3 : 1 AD
4A : 1 AD
AD4 : 1 AD
5A : 1 AD
AD5 : 1 AD
XA : 1 AD
USDBRL
NE
NE
NE
NE
NE
:
:
:
:
:
1
1
1
1
1
NE
NE
NE
NE
NE
RA
RA
1 1N : 1 RA
RA
1 2N : 1 RA
RA
1 3N : 1 RA
RA
1 4N : 1 RA
RA
1 5N : 1 RA
RA
1 ZAR : 2 RA
RU
RU
1 RU1 : 1 RU
RU
1 RU2 : 1 RU
RU
1 RU3 : 1 RU
RU
1 RU4 : 1 RU
RU
1 RU5 : 1 RU
USDRUB
EC
EC
EC
EC
EC
EC
EC
EC
EC
EC
EC
EC
1
1
1
1
1
1
1
1
1
1
1
1X : 1 EC
1T : 1 EC
2X : 1 EC
2T : 1 EC
3X : 1 EC
3T : 1 EC
4X : 1 EC
4T : 1 EC
5X : 1 EC
5T : 1 EC
YT : 1 EC
CZ
FR
PZ
IS
IS
IS
IS
IS
IS
1
1
1
1
1
IS1
IS2
IS3
IS4
IS5
RMB
1 RB1 : 1 RMB
RMB
1 RB2 : 1 RMB
RMB
1 RB3 : 1 RMB
RMB
1 RB4 : 1 RMB
RMB
1 RB5 : 1 RMB
36E
16E
RMB
USDCNY
:
:
:
:
:
1
1
1
1
1
IS
IS
IS
IS
IS
RMB
1 CNY : 1 RMB
KRW
KRW
1 KR1 : 1 KRW
KRW
1 KR2 : 1 KRW
KRW
1 KR3 : 1 KRW
KRW
1 KR4 : 1 KRW
KRW
1 KR5 : 1 KRW
USDKRW
USDCOP
USDCLP
USDPEN
USDINR
USDMYR
USDIDR
USDTWD
USDPHP
CNH
RP
RP
RP
RP
RP
RP
RY
RY
RY
RY
RY
RY
RF
RF
RF
RF
RF
RF
K
R
Z
RME
RME
1
1
1
1
1
1E
2E
3E
4E
5E
:
:
:
:
:
1
1
1
1
1
RP
RP
RP
RP
RP
1
1
1
1
1
1H
2H
3H
4H
5H
:
:
:
:
:
1
1
1
1
1
RY
RY
RY
RY
RY
1
1
1
1
1
1I
2I
3I
4I
5I
1
1
1
1
1
:
:
:
:
:
RF
RF
RF
RF
RF
1 RE1 : 1 RME
RME
1 RE2 : 1 RME
RME
1 RE3 : 1 RME
RME
1 RE4 : 1 RME
RME
1 RE5 : 1 RME
RMB
10 MNY : 1 RMB
CNH
ED
EM
BU2
BU2
BU3
BU3
BU5
BU5
EY
EB
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
ED
EM
BU2
BU2
BU3
BU3
BU5
BU5
EY
10 MNH : 1 CNH
BOS
CHI
DEN
1 E5 : 1 ED
1 E4 : 1 ED
1 E0 : 1 ED
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
E3 : 1 ED
E2 : 1 ED
1K : 1 ED
2K : 1 ED
3K : 1 ED
4K : 1 ED
5K : 1 ED
EF1 : 1 ED
EF2 : 1 ED
EF3 : 1 ED
EF4 : 1 ED
EF5 : 1 ED
EE1 : 1 ED
EE2 : 1 ED
EE3 : 1 ED
EE4 : 1 ED
EE5 : 1 ED
SPO : 1 ED
LAV
LAX
MIA
NYM
SDG
SFR
WDC
CUS
BOS
CHI
DEN
LAV
LAX
MIA
NYM
SDG
SFR
WDC
CUS
23,600
59,000
2,800
5,400
10,000
10,000
10,000
10,000
28,000
20,000
28,000
28,000
28,000
50,000
10,000
25,000
125,000
12,500
12,500
12,500
12,500
12,500
12,500
12,500
12,500
12,500
20,000
25,000
25,000
28,000
28,000
28,000
20,000
20,000
20,000
5,000
28,000
28,000
28,000
28,000
28,000
28,000
28,000
20,000
20,000
20,000
20,000
20,000
20,000
28,000
28,000
28,000
28,000
28,000
50,000
50,000
50,000
50,000
50,000
25,000
125,000
10,000
6,000
10,000
10,000
6,000
6,000
60,000
6,000
6,000
30,000
10,000
10,000
10,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
10,000
6,000
10,000
6,000
10,000
10,000
6,000
40,000
630,000
710,000
10,000
20,000
95,000
140,000
60,000
1,195,000
155,000
345,000
15,000
70,000
110,000
30,000
5,000
1,130,000
540,000
25,000
20,000
105,000
180,000
30,000
210,000
30,000
50,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
10,000
10,000
10,000
6,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
60,000
60,000
60,000
60,000
60,000
60,000
140,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
30,000
30,000
30,000
30,000
30,000
30,000
185,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
5000
5000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
100,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
80,000
10,000
25,000
5,000
95,000
35,000
15,000
35,000
15,000
10,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
6,000
10,000
10,000
5,000
1,250
1,250
800
800
500
500
5,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
10,000
5,000
1,250
1,250
800
800
500
500
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
5,000
Position Limits
Position Limits shall be calculated on a net futures-equivalent basis by contract, and will i
set forth in the Table.
Accountabilities
For the purpose of Rule 560, Accountability levels will be calculated three separate ways:
1. Spot Month/Single Month/All Month Accountability Levels will be calculated on a net fut
aggregate into one or more base contracts as set forth in the Table.
2. Spot Month/Single Month/All Month Accountability Levels will be calculated on a net fut
3. Spot Month/Single Month/All Month Accountability Levels for options will be calculated
basis.
Aggregation
Using the Spot-Month as an example, for contract that aggregate into only one base cont
the Spot-Month Aggregate Into Futures Equivalent Leg (1) column and will denote a pos
the Leg (1) base contract will be identified in the Aggregate Into Ratio Leg (1) column.
For contracts that aggregate into two separate base contracts during the spot month, the
Equivalent Leg (1) column will denote a positive correlation, and the aggregation ratio fo
Ratio Leg (1) column. The base contract noted in the Spot-Month Aggregate Into Future
with respect to the base contract, and the aggregation ratio for the Leg (2) base contract
any given contract month diminishes as the contract month progresses towards month
sis by contract, and will include contracts that aggregate into one or more base contracts as
e calculated on a net futures-equivalent basis by contract, and will include contracts that
le.
ptions will be calculated per quadrant (long call, long put, short call, short put) on a gross
into only one base contract during the spot-month, the base contract will be identified in
mn and will denote a positive correlation with the base contract. The aggregation ratio for
Ratio Leg (1) column.
ring the spot month, the base contract noted in the Spot-Month Aggregate Into Futures
the aggregation ratio for the Leg (1) base contract will be identified in the Aggregate Into
th Aggregate Into Futures Equivalent Leg (2) column will denote a negative correlation
he Leg (2) base contract will be identified in the Aggregate Into Ratio Leg (2) column.