ICE Soybean Meal (ISM) New Maintenance Requirement Change 2,450 USD -850 USD

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1 NOTICE November 12, 2013 Summary of Content: Margin Changes For more information please contact: David Farrell Media Inquiries: Brookly McLaughlin To sign up to receive Exchange Notices automatically, please go to our Subscriptions page at: New Margin Requirements New York, NY ( November 12, 2013 ) Effective with the open of business Thursday, November 14, 2013 and thereafter, the margin requirements are as follows: Agriculture: ICE Soybean Meal (ISM) 2,450 USD -850 USD Type Initial Margin Maintenance Margin 2,450 USD 2,450 USD 2,695 USD 2,450 USD Coffee (KC) 1,550 USD -950 USD Type Initial Margin Maintenance Margin 1,550 USD 1,550 USD 1,705 USD 1,550 USD Sugar 16 (SF) 850 USD +50 USD Type Initial Margin Maintenance Margin 850 USD 850 USD 935 USD 850 USD ICE Futures U.S. Exchange Notice 1

2 Index: Russell 2000 Growth Index (G2) 1,800 USD USD Type Initial Margin Maintenance Margin 1,800 USD 1,800 USD Currencies: 1,980 USD 1,800 USD AUD/CAD (AS) 2,550 CAD CAD Type Initial Margin Maintenance Margin 2,550 CAD 2,550 CAD 2,805 CAD 2,550 CAD EUR/CZK (EZ) 118,500 CZK + 97,500 CZK Type Initial Margin Maintenance Margin 118,500 CZK 118,500 CZK 130,350 CZK 118,500 CZK EUR/HUF (HR) 317,500 HUF -82,600 HUF Type Initial Margin Maintenance Margin 317,500 HUF 317,500 HUF 349,250 HUF 317,500 HUF ICE Futures U.S. Exchange Notice 2

3 Million USD/JPY (ISN) 1,662,000 JPY - 421,500 JPY Type Initial Margin Maintenance Margin 1,662,000 JPY 1,662,000 JPY 1,828,200 JPY 1,662,000 JPY AUD/USD (KAU) 1,550 USD USD Type Initial Margin Maintenance Margin 1,550 USD 1,550 USD 1,705 USD 1,550 USD Million AUD/USD (IAU) 15,500 USD - 4,500 USD Type Initial Margin Maintenance Margin 15,500 USD 15,500 USD 17,050 USD 15,500 USD EUR/GBP (KGB) 1,350 GBP GBP Type Initial Margin Maintenance Margin 1,350 GBP 1,350 GBP 1,485 GBP 1,350 GBP ICE Futures U.S. Exchange Notice 3

4 Million EUR/GBP (IGB) 10,800 GBP + 1,600 GBP Type Initial Margin Maintenance Margin 10,800 GBP 10,800 GBP 11,880 GBP 10,800 GBP INR/USD (KIU) 12,500 USD + 11,300 USD Type Initial Margin Maintenance Margin 12,500 USD 12,500 USD 13,750 USD 12,500 USD CHF/USD (KMF) 2,000 USD USD Type Initial Margin Maintenance Margin 2,000 USD 2,000 USD 2,200 USD 2,000 USD EUR/AUD (KRA) 2,550 AUD - 1,200 AUD Type Initial Margin Maintenance Margin 2,550 AUD 2,550 AUD 2,805 AUD 2,550 AUD ICE Futures U.S. Exchange Notice 4

5 EUR/SEK (KRK) 11,500 SEK - 3,000 SEK Type Initial Margin Maintenance Margin 11,500 SEK 11,500 SEK 12,650 SEK 11,500 SEK Million EUR/SEK (IRK) 92,000 SEK - 24,000 SEK Type Initial Margin Maintenance Margin 92,000 SEK 92,000 SEK 101,200 SEK 92,000 SEK EUR/CHF (KRZ) 1,050 CHF CHF Type Initial Margin Maintenance Margin 1,050 CHF 1,050 CHF 1,155 CHF 1,050 CHF Millions EUR/CHF (IRZ) 8,400 CHF -800 CHF Type Initial Margin Maintenance Margin 8,400 CHF 8,400 CHF 9,240 CHF 8,400 CHF ICE Futures U.S. Exchange Notice 5

6 JPY/USD (KSN) 2,250 USD USD Type Initial Margin Maintenance Margin 2,250 USD 2,250 USD 2,475 USD 2,250 USD NZD/USD (KZX) 1,550 USD -400 USD Type Initial Margin Maintenance Margin 1,550 USD 1,550 USD 1,705 USD 1,550 USD GBP/AUD (QA) 3,200 AUD AUD Type Initial Margin Maintenance Margin 3,200 AUD 3,200 AUD 3,520 AUD 3,200 AUD GBP/JPY (SY) 290,000 JPY - 89,800 JPY Type Initial Margin Maintenance Margin 290,000 JPY 290,000 JPY 319,000 JPY 290,000 JPY ICE Futures U.S. Exchange Notice 6

7 USD/CZK (VC) 101,500 CZK + 76,000 CZK Type Initial Margin Maintenance Margin 101,500 CZK 101,500 CZK 111,650 CZK 101,500 CZK AUD/JPY (YA) 402,000 JPY - 138,000 JPY Type Initial Margin Maintenance Margin 402,000 JPY 402,000 JPY 442,200 JPY 402,000 JPY Calendar Spread Margin: Coffee KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T11 T12 T13 T T T T T T T T T T T T T13+ vs. Any Tier: 400 ICE Futures U.S. Exchange Notice 7

8 Soybean Oil (IBO) KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T11 T12 T13 T T T T T T T T T T T T T13+ vs. T13+: 350 Corn (ICN) KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T11 T12 T13 T T T T T T T T T T T T T13+ v. T13+: 650 ICE Futures U.S. Exchange Notice 8

9 Soybean (IS) KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T11 T12 T13 T T T T T T T T T T T T T13+ vs. T13+: 250 Soybean Meal (ISM) KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T11 T12 T13 T T T T T T T T T T T T T13+ vs. T ICE Futures U.S. Exchange Notice 9

10 Wheat (IW) KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T T T T T T T T T9 100 Butterfly Margins Tier KC OJ IBO ICN IS ISM IW T T T T T T T T T T T Volatility Scan Ranges Commodity Volatility Scan Range Tier 1 CC 3% CT 3% DX 1.5% RF 2% SB 4% A complete grid of margin rates for all ICE Futures U.S. Agricultural and Financial Products is available on our web ICE Futures U.S. Exchange Notice 10

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