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  Margin Rates  
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Effective Close of Business May 23, 2013 
Spread
Type		 Priority Spread # Position Hedge Initial and Maintenance Non-Hedge Initial Period / Ratio
Outright N/A 6% 2 Year Treasury Note (ZTE) $225 $405 N/A
Outright N/A 6% 5 Year Treasury Note (ZFE) $550 $755 N/A
Outright N/A 6% 10 Year Treasury Note (ZNE) $1,100 $1,700 N/A
Outright N/A 6% U.S. Treasury Bond (ZBE) $2,500 $3,275 N/A
Outright N/A  6% Ultra Long Bond (ZUE) $3,825 $5,095 N/A
Outright N/A 2% 2 Year Treasury Note (Z2T) $390 $410 N/A
Outright N/A 2% 5 Year Treasury Note (Z2F) $640 $670 N/A
Outright N/A 2% 10 Year Treasury Note (Z2N) $1,100 $1,310 N/A
Outright N/A 2% U.S. Treasury Bond (Z2B) $1,875 $1,973 N/A
Outright N/A  2% Ultra Long Bond (Z2U) $2,500 $2,610 N/A
Outright N/A Eurodollar (GEE) $200 $296 Mo.1-04
Outright N/A Eurodollar (GEE) $250 $370 Mo.05-08
Outright N/A Eurodollar (GEE) $300 $444 Mo.09-12
Outright N/A Eurodollar (GEE) $350 $518 Mo.13-16
Outright N/A Eurodollar (GEE) $400 $592 Mo.17-20
Outright N/A Eurodollar (GEE) $450 $666 Mo.21-24
Outright N/A Corn(ZCE) $2,000 $2,900 N/A
Outright N/A Wheat (ZWE) $2,400 $3,710 N/A
Outright N/A Soybean (ZSE) $3,400 $4,828 N/A
Outright N/A Soybean Meal (ZME) $2,000 $3,170 N/A
Outright N/A Soybean Oil (ZLE) $1,250 $2,205 N/A
Intra 1 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.16
Intra 2 Eurodollar - All Months Dbl Butterfly $75 $111 Mo.17
Intra 3 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.13
Intra 4 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.14
Intra 5 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.15
Intra 6 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.14
Intra 7 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.11
Intra 8 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.12
Intra 9 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.12
Intra 10 Eurodollar - All Months Dbl Butterfly $75 $111 Mo.13
Intra 11 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.9
Intra 12 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.10
Intra 13 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.11
Intra 14 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.10
Intra 15 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.7
Intra 16 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.8
Intra 17 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.8
Intra 18 Eurodollar - All Months Dbl Butterfly $75 $111 Mo.9
Intra 19 Eurodollar - All Months dbl condor $25 $37 Mo.16
Intra 20 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.5
Intra 21 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.6
Intra 22 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.7
Intra 23 Eurodollar - All Months dbl condor $25 $37 Mo.14
Intra 24 Eurodollar - All Months dbl condor $25 $37 Mo.5
Intra 25 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.6
Intra 26 Eurodollar - All Months dbl condor $25 $37 Mo.13
Intra 27 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.3
Intra 28 Eurodollar - 3 Month Dbl Butterfly $25 $37 Mo.4
Intra 29 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.4
Intra 30 Eurodollar - All Months Dbl Butterfly $75 $111 Mo.5
Intra 31 Eurodollar - All Months dbl condor $25 $37 Mo.12
Intra 32 Eurodollar - All Months dbl condor $25 $37 Mo.10
Intra 33 Eurodollar - All Months dbl condor $25 $37 Mo.11
Intra 34 Eurodollar - 3 month dbl butterfly $25 $37 Mo.2
Intra 35 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.3
Intra 36 Eurodollar - All Months dbl condor $25 $37 Mo.9
Intra 37 Eurodollar - 3 Month Dbl Butterfly $100 $148 Mo.1
Intra 38 Eurodollar - All Months Dbl Butterfly $25 $37 Mo.2
Intra 39 Eurodollar - All Months dbl condor $25 $37 Mo.8
Intra 40 Eurodollar - All Months dbl condor $25 $37 Mo.6
Intra 41 Eurodollar - All Months dbl condor $25 $37 Mo.7
Intra 42 Eurodollar - All Months Dbl Butterfly $75 $111 Mo.1
Intra 43 Eurodollar - All Months dbl condor $25 $37 Mo.5
Intra 44 Eurodollar - 6 month Butterfly $25 $37 Mo.14
Intra 45 Eurodollar - 3 Month Butterfly $25 $37 Mo.15
Intra 46 Eurodollar - All Months Condor $25 $37 Mo.16
Intra 47 Eurodollar - All Months Butterfly $25 $37 Mo.16
Intra 48 Eurodollar - 3 Month Butterfly $25 $37 Mo.16
Intra 49 Eurodollar - All Months Butterfly $75 $111 Mo.17
Intra 50 Eurodollar - All Months Condor $75 $111 Mo.18
Intra 51 Eurodollar - All Months Butterfly $75 $111 Mo.18
Intra 52 Eurodollar - All Months dbl condor $50 $74 Mo.4
Intra 53 Eurodollar - 3 Month Butterfly $25 $37 Mo.13
Intra 54 Eurodollar - 3 Month Condor $75 $111 Mo.13
Intra 55 Eurodollar - 6 month Butterfly $25 $37 Mo.13
Intra 56 Eurodollar - All Months Condor $25 $37 Mo.14
Intra 57 Eurodollar - 3 Month Condor $75 $111 Mo.14
Intra 58 Eurodollar - 3 Month Butterfly $25 $37 Mo.14
Intra 59 Eurodollar - All Months Condor $75 $111 Mo.15
Intra 60 Eurodollar - All Months Butterfly $25 $37 Mo.15
Intra 61 Eurodollar - All Months dbl condor $50 $74 Mo.2
Intra 62 Eurodollar - All Months dbl condor $50 $74 Mo.3
Intra 63 Eurodollar - 6 month Condor $75 $111 Mo.11
Intra 64 Eurodollar - 3 Month Butterfly $25 $37 Mo.11
Intra 65 Eurodollar - All Months Butterfly $25 $37 Mo.12
Intra 66 Eurodollar - All Months Condor $25 $37 Mo.12
Intra 67 Eurodollar - 3 Month Butterfly $25 $37 Mo.12
Intra 68 Eurodollar - All Months Butterfly $75 $111 Mo.13
Intra 69 Eurodollar - All Months Condor $75 $111 Mo.13
Intra 70 Eurodollar - All Months Butterfly $75 $111 Mo.14
Intra 71 Eurodollar - 6 month Butterfly $50 $74 Mo.10
Intra 72 Eurodollar - 3 Month Condor $100 $148 Mo.11
Intra 73 Eurodollar - 6 month Butterfly $100 $148 Mo.11
Intra 74 Eurodollar - 3 Month Condor $100 $148 Mo.12
Intra 75 Eurodollar - 6 month Butterfly $100 $148 Mo.12
Intra 76 Eurodollar - All Months dbl condor $25 $37 Mo.1
Intra 77 Eurodollar - 6 month Condor $75 $111 Mo.9
Intra 78 Eurodollar - 1 Year Butterfly $125 $185 Mo.9
Intra 79 Eurodollar - 6 month Condor $125 $185 Mo.10
Intra 80 Eurodollar - 1 Year Butterfly $125 $185 Mo.10
Intra 81 Eurodollar - 1 Year Butterfly $125 $185 Mo.11
Intra 82 Eurodollar - 1 Year Butterfly $125 $185 Mo.12
Intra 83 Eurodollar - 3 Month Butterfly $25 $37 Mo.9
Intra 84 Eurodollar - All Months Condor $25 $37 Mo.10
Intra 85 Eurodollar - 3 Month Butterfly $25 $37 Mo.10
Intra 86 Eurodollar - All Months Condor $75 $111 Mo.11
Intra 87 Eurodollar - All Months Butterfly $25 $37 Mo.11
Intra 88 Eurodollar - 3 Month Condor $100 $148 Mo.9
Intra 89 Eurodollar - 6 month Butterfly $50 $74 Mo.9
Intra 90 Eurodollar - 3 Month Condor $100 $148 Mo.10
Intra 91 Eurodollar - 6 month Condor $75 $111 Mo.7
Intra 92 Eurodollar - 6 month Condor $125 $185 Mo.8
Intra 93 Eurodollar - 1 Year Condor $175 $259 Mo.5
Intra 94 Eurodollar - 1 Year Condor $175 $259 Mo.6
Intra 95 Eurodollar - 3 Month Butterfly $25 $37 Mo.7
Intra 96 Eurodollar - 1 Year Condor $175 $259 Mo.7
Intra 97 Eurodollar - All Months Butterfly $25 $37 Mo.8
Intra 98 Eurodollar - All Months Condor $25 $37 Mo.8
Intra 99 Eurodollar - 3 Month Butterfly $25 $37 Mo.8
Intra 100 Eurodollar - 1 Year Condor $175 $259 Mo.8
Intra 101 Eurodollar - All Months Condor $75 $111 Mo.9
Intra 102 Eurodollar - All Months Butterfly $75 $111 Mo.9
Intra 103 Eurodollar - All Months Butterfly $75 $111 Mo.10
Intra 104 Eurodollar - 6 month Butterfly $50 $74 Mo.6
Intra 105 Eurodollar - 3 Month Condor $100 $148 Mo.7
Intra 106 Eurodollar - 6 month Butterfly $100 $148 Mo.7
Intra 107 Eurodollar - 3 Month Condor $100 $148 Mo.8
Intra 108 Eurodollar - 6 month Butterfly $100 $148 Mo.8
Intra 109 Eurodollar - 6 month Condor $75 $111 Mo.5
Intra 110 Eurodollar - 1 Year Butterfly $125 $185 Mo.5
Intra 111 Eurodollar - 6 month Condor $125 $185 Mo.6
Intra 112 Eurodollar - 1 Year Butterfly $125 $185 Mo.6
Intra 113 Eurodollar - 1 Year Butterfly $125 $185 Mo.7
Intra 114 Eurodollar - 1 Year Butterfly $125 $185 Mo.8
Intra 115 Eurodollar - 3 Month Butterfly $25 $37 Mo.5
Intra 116 Eurodollar - All Months Condor $25 $37 Mo.6
Intra 117 Eurodollar - 3 Month Butterfly $25 $37 Mo.6
Intra 118 Eurodollar - All Months Condor $75 $111 Mo.7
Intra 119 Eurodollar - All Months Butterfly $25 $37 Mo.7
Intra 120 Eurodollar - 3 Month Condor $100 $148 Mo.5
Intra 121 Eurodollar - 3 Month Condor $100 $148 Mo.6
Intra 122 Eurodollar - 6 month Condor $125 $185 Mo.4
Intra 123 Eurodollar - 6 month Butterfly $75 $111 Mo.5
Intra 124 Eurodollar - 6 month Condor $100 $148 Mo.3
Intra 125 Eurodollar - 1 Year Condor $175 $259 Mo.2
Intra 126 Eurodollar - 3 Month Butterfly $25 $37 Mo.3
Intra 127 Eurodollar - 1 Year Condor $175 $259 Mo.3
Intra 128 Eurodollar - All Months Butterfly $25 $37 Mo.4
Intra 129 Eurodollar - 3 Month Butterfly $25 $37 Mo.4
Intra 130 Eurodollar - 1 Year Condor $175 $259 Mo.4
Intra 131 Eurodollar - All Months Condor $75 $111 Mo.5
Intra 132 Eurodollar - All Months Butterfly $75 $111 Mo.5
Intra 133 Eurodollar - All Months Butterfly $75 $111 Mo.6
Intra 134 Eurodollar - 1 Year Condor $150 $222 Mo.1
Intra 135 Eurodollar - 3 Month Condor $100 $148 Mo.3
Intra 136 Eurodollar - All Months Condor $50 $74 Mo.4
Intra 137 Eurodollar - 3 Month Condor $100 $148 Mo.4
Intra 138 Eurodollar - 6 month Butterfly $75 $111 Mo.2
Intra 139 Eurodollar - 1 Year Butterfly $125 $185 Mo.2
Intra 140 Eurodollar - 6 month Butterfly $125 $185 Mo.3
Intra 141 Eurodollar - 1 Year Butterfly $125 $185 Mo.3
Intra 142 Eurodollar - 6 month Butterfly $125 $185 Mo.4
Intra 143 Eurodollar - 1 Year Butterfly $125 $185 Mo.4
Intra 144 Eurodollar - 1 Year Butterfly $100 $148 Mo.1
Intra 145 Eurodollar - 6 month condor $150 $222 Mo.2
Intra 146 Eurodollar - 3 month butterfly $25 $37 Mo.2
Intra 147 Eurodollar - All Months Butterfly $25 $37 Mo.3
Intra 148 Eurodollar - All Months Condor $50 $74 Mo.2
Intra 149 Eurodollar - 3 month condor $100 $148 Mo.2
Intra 150 Eurodollar - All Months Condor $100 $148 Mo.3
Intra 151 Eurodollar - 3 Month Condor $75 $111 Mo.1
Intra 152 Eurodollar - All Months Butterfly $25 $37 Mo.1
Intra 153 Eurodollar - All Months Butterfly $75 $111 Mo.2
Intra 154 Eurodollar - 3 Month Butterfly $100 $148 Mo.1
Intra 155 Eurodollar - 6 month Condor $200 $296 Mo.1
Intra 156 Eurodollar - All Months Condor $75 $111 Mo.1
Intra 157 Eurodollar - 6 month Butterfly $125 $185 Mo.1
Intra 158 Eurodollar - All Months Consecutive Spread  $50 $74 Mo.13
Intra 159 Eurodollar - All Months Consecutive Spread  $50 $74 Mo.14
Intra 160 Eurodollar - All Months Consecutive Spread  $50 $74 Mo.15
Intra 161 Eurodollar - All Months Consecutive Spread  $50 $74 Mo.16
Intra 162 Eurodollar - All Months Consecutive Spread  $50 $74 Mo.17
Intra 163 Eurodollar - All Months Consecutive Spread  $50 $74 Mo.18
Intra 164 Eurodollar - All Months Consecutive Spread  $50 $74 Mo.19
Intra 165 Eurodollar - All Months Consecutive Spread  $50 $74 Mo.20
Intra 166 Eurodollar - All Months Consecutive Spread  $50 $74 Mo.21
Intra 167 Eurodollar - All Months Consecutive Spread  $50 $74 Mo.22
Intra 168 Eurodollar - All Months Consecutive Spread  $50 $74 Mo.23
Intra 169 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.12
Intra 170 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.9
Intra 171 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.10
Intra 172 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.11
Intra 173 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.8
Intra 174 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.5
Intra 175 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.6
Intra 176 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.7
Intra 177 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.4
Intra 178 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.1
Intra 179 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.2
Intra 180 Eurodollar - All Months Consecutive Spread  $75 $111 Mo.3
Intra 1 Eurodollar - Tier 6 vs. Tier 6  $75 $111 Mo.21-24 v. 21-24
Intra 2 Eurodollar - Tier 5 vs. Tier 6  $100 $148 Mo.17-20 v. 21-24
Intra 3 Eurodollar - Tier 5 vs. Tier 5  $75 $111 Mo.17-20 v. Mo.17-20
Intra 4 Eurodollar - Tier 4 vs. Tier 5  $100 $148 Mo.13-16 v. Mo.17-20
Intra 5 Eurodollar - Tier 4 vs. Tier 6  $150 $222 Mo.13-16 v. Mo.21-24
Intra 6 Eurodollar - Tier 4 vs. Tier 4  $100 $148 Mo.13-16 v. Mo.13-16
Intra 7 Eurodollar - Tier 3 vs. Tier 3  $100 $148 Mo.9-12 v. Mo.9-12
Intra 8 Eurodollar - Tier 3 vs. Tier 4  $150 $222 Mo.9-12 v. Mo.13-16
Intra 9 Eurodollar - Tier 3 vs. Tier 5  $200 $296 Mo.9-12 v. Mo.17-20
Intra 10 Eurodollar - Tier 3 vs. Tier 6  $250 $370 Mo.9-12 v. Mo.21-24
Intra 11 Eurodollar - Tier 1 vs. Tier 6  $200 $296 Mo.1-4 v. Mo.21-24
Intra 12 Eurodollar - Tier 2 vs. Tier 3  $100 $148 Mo.5-8 v. Mo.9-12
Intra 13 Eurodollar - Tier 2 vs. Tier 6  $250 $370 Mo.5-8 v. Mo.21-24
Intra 14 Eurodollar - Tier 2 vs. Tier 2  $75 $111 Mo.5-8 v. Mo.5-8
Intra 15 Eurodollar - Tier 1 vs. Tier 2  $50 $74 Mo.1-4 v. Mo.5-8
Intra 16 Eurodollar - Tier 1 vs. Tier 3  $100 $148 Mo.1-4 v. Mo.9-12
Intra 17 Eurodollar - Tier 1 vs. Tier 4  $150 $222 Mo.1-4 v. Mo.13-16
Intra 18 Eurodollar - Tier 1 vs. Tier 5  $200 $296 Mo.1-4 v. Mo.17-20
Intra 19 Eurodollar - Tier 2 vs. Tier 4  $200 $296 Mo.5-8 v. Mo.13-16
Intra 20 Eurodollar - Tier 2 vs. Tier 5  $250 $370 Mo.5-8 v. Mo.17-20
Intra 21 Eurodollar - Tier 1 vs. Tier 1  $75 $111 Mo.1-4 v. Mo.1-4
Intra 1 6% 2 Year Treasury Note (ZTE) $280 $504 N/A
Intra 1 6% 5 Year Treasury Note (ZFE) $125 $172 N/A
Intra 1 6% 10 Year Treasury Note (ZNE) $150 $232 N/A
Intra 1 6% U.S. Treasury Bond (ZBE) $225 $295 N/A
Intra 1  6% Ultra Long Bond (ZUE) $450 $599 N/A
Intra 1 2% 2 Year Treasury Note (Z2T) $280 $294 N/A
Intra 1 2% 5 Year Treasury Note (Z2F) $125 $131 N/A
Intra 1 2% 10 Year Treasury Note (Z2N) $150 $179 N/A
Intra 1 2% U.S. Treasury Bond (Z2B) $225 $237 N/A
Intra 1  2% Ultra Long Bond (Z2U) $450 $470 N/A
Intra 1 Corn(ZCE) $800 $1,160 N/A
Intra 1 Wheat (ZWE) $1,000 $1,262 N/A
Intra 1 Soybean (ZSE) $1,250 $1,775 N/A
Intra 1 Soybean Meal (ZME) $500 $793 N/A
Intra 1 Soybean Oil (ZLE) $200 $353 N/A
Inter - Scan 1 Ultra Long Bond (ZUE) vs. U.S. Treasury Bond (ZBE) vs.
10 Year Treasury Note (ZNE) vs. 5 Year Treasury Note (ZFE)		 70% 70% 2:2:3:5
Inter 2 10 Year Treasury Note (ZNE) vs. Eurodollar (GEE) Tier 6 75% 75% 2:5
Inter 3 U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 6 60% 60% 1:5
Inter 4 10 Year Treasury Note (ZNE) vs. Eurodollar (GEE) Tier 3 60% 60% 2:5
Inter 5 10 Year Treasury Note (ZNE) vs. Eurodollar (GEE) Tier 4 70% 70% 2:5
Inter 6 10 Year Treasury Note (ZNE) vs. Eurodollar (GEE) Tier 5 75% 75% 2:5
Inter 7 U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 5 60% 60% 1:5
Inter 8 U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 4 60% 60% 1:5
Inter 9 U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 3 55% 55% 1:5
Inter 10 10 Year Treasury Note (ZNE) vs. Eurodollar (GEE) Tier 1 0% 0% 2:5
Inter 11 10 Year Treasury Note (ZNE) vs. Eurodollar (GEE) Tier 2 50% 50% 2:5
Inter 12 U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 1 0% 0% 1:5
Inter 13 U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 2 50% 50% 1:5
Inter 14 5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 6 85% 85% 1:2
Inter 15 5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 4 85% 85% 1:2
Inter 16 5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 5 85% 85% 1:2
Inter 17 5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 3 85% 85% 1:2
Inter 18 5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 2 70% 70% 1:2
Inter 19 5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 1 30% 30% 1:2
Inter 20 10 Year Treasury Note (ZNE) vs. 2 Year Treasury Note (ZTE) 50% 50% 1:2
Inter 21 5 Year Treasury Note (ZFE) vs. 2 Year Treasury Note (ZTE) 65% 65% 5:6
Inter 22 2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 6 65% 65% 2:3
Inter 23 2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 4 75% 75% 2:3
Inter 24 2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 5 65% 65% 2:3
Inter 25 2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 3 80% 80% 2:3
Inter 26 2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 1 45% 45% 2:3
Inter 27 2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 2 75% 75% 2:3
Inter 28 Ultra Long Bond (ZUE) vs. 2 Year Treasury Note (ZTE) 30% 30% 1:3
Inter 29 U.S. Treasury Bond (ZBE) vs. 2 Year Treasury Note (ZTE) 40% 40% 1:3
Inter 30 2% 10 Year Note (Z2N) vs. 6% 2 Year Note (ZTE) 70% 70% 1:1
Inter 31 2% 10 Year Note (Z2N) vs. 6% 5 Year Note (ZFE) 70% 70% 1:1
Inter 32 2% 10 Year Note (Z2N) vs. 6% 10 Year Note (ZNE) 70% 70% 1:1
Inter 33 2% 10 Year Note (Z2N) vs. 6% Bond (ZBE) 70% 70% 1:1
Inter 34 2% 10 Year Note (Z2N) vs. 6% Ultra (ZUE) 70% 70% 1:1
Inter 35 2% Bond (Z2B) vs. 6% 2 Year Note (ZTE) 70% 70% 1:1
Inter 36 2% Bond (Z2B) vs. 6% 5 Year Note (ZFE) 70% 70% 1:1
Inter 37 2% Bond (Z2B) vs. 6% 10 Year Note (ZNE) 70% 70% 1:1
Inter 38 2% Bond (Z2B) vs. 6% Bond (ZBE) 70% 70% 1:1
Inter 39 2% Bond (Z2B) vs. 6% Ultra (ZUE) 70% 70% 1:1
Inter 40 2% 2 Year Note (Z2T) vs. 6% 10 Year Note (ZNE) 70% 70% 2:1
Inter 41 2% 5 Year Note (Z2F) vs. 6% 10 Year Note (ZNE) 70% 70% 5:3
Inter 42  2% Ultra (Z2U) vs. 6% 10 Year Note (ZNE) 70% 70% 2:3
Inter 43  2% Ultra (Z2U) vs. 6% Bond (ZBE) 70% 70% 1:1
Note: Calendar spread margin requirements may differ from the published amounts due to Scan Risk applied to spreads for products in which the months are configured into tiers.  The difference in outright rates for each tier is applied in addition to the published rate.